Polymarket Spread History API for Liquidity Research
Use Polymarket spread history from historical order book snapshots to measure liquidity, entry costs, and strategy timing.
Polymarket spread history API is a useful way to study liquidity over time. Even when prices look attractive, a wide bid-ask spread can erase expected edge in a backtest.
Spread Metrics
- Best ask minus best bid
- Spread percentile within a market
- Average spread before close
- Spread by market interval, such as 5m or 15m
- Spread compared with Binance spot and futures volatility
How to Use It
Build a rule that only enters when spread is below a threshold or below its historical percentile. Then validate whether the filtered strategy improves fill quality and drawdown.