Prediction Market Liquidity Analysis Using Full Depth Data
Use full-depth Polymarket order book data to measure liquidity, spread, slippage, depth decay, and execution risk.
Prediction market liquidity analysis using full depth data gives traders a realistic view of what could have filled. In thin markets, the difference between displayed price and executable price can be the entire strategy edge.
Liquidity Metrics
- Bid depth and ask depth by price band
- Spread over market lifetime
- Depth decay before resolution
- Estimated slippage for fixed order sizes
- Fill probability at top-of-book versus deeper levels
Why Full Depth Wins
Top-of-book data can show the best quote, but full depth shows how fragile that quote is. A market may look liquid at the top and still be expensive to trade at realistic size.