Polymarket Order Book Execution Intelligence

Unofficial independent tool. It is not affiliated with, sponsored by, or endorsed by Polymarket.

Turn public Polymarket order books into execution-sized market data. Instead of repeating a displayed best ask, this Actor walks the YES and NO books for the share quantity you choose and reports VWAP, worst fill price, available depth, the live Gamma fee schedule, and fee-adjusted pair economics. It is built for market research, dashboards, alerts, data pipelines, and AI agents.

The first five output records in every run are free. No Polymarket wallet, private key, or API key is required.

The Actor is designed for Apify's limited-permission runtime: it needs only its default run storage and public network access. With pay-per-event pricing and Standby disabled, this also satisfies the technical prerequisites for agentic-payment discovery when Apify marks the published Actor as eligible.

Why use this Polymarket order book API?

A quoted price is not necessarily executable for your size. Thin depth can turn a seemingly attractive market into a poor fill, and Polymarket fee schedules vary by market. Each output record keeps these concerns together:

• YES and NO best bids and asks;
• book-walked buy and sell VWAPs for the requested share count;
• the worst price needed to complete that quantity;
• tick size and minimum order size for each token;
• live fee type, rate, exponent, rebate rate, and source;
• fee-adjusted cost, PnL, and ROI for buying both binary outcomes;
• book age, missing-depth, crossed/locked-book, and fee-fallback checks;
• negative-risk and augmented-event context.

Results are stored in an exportable Apify dataset with a documented output schema for JSON, CSV, Excel, API, and MCP/AI-agent workflows.

Quick start

Run the Actor with the defaults to inspect 50 liquid markets at Polymarket's five-share minimum:

{
  "maxItems": 50,
  "orderSizeShares": 5,
  "minLiquidityUsdc": 1000,
  "search": "",
  "feeTypes": [],
  "positiveGapsOnly": false
}

To inspect Bitcoin markets at a larger execution size, set search and orderSizeShares:

{
  "maxItems": 100,
  "orderSizeShares": 25,
  "minLiquidityUsdc": 2500,
  "search": "Bitcoin"
}

Use positiveGapsOnly=true to return only current observations where the book-walked pair has positive resolution value after the current fee schedule. This is a research filter, not a profit guarantee.

Search-ready examples

After publication, the Examples tab includes runnable tasks for Bitcoin depth, fee-adjusted pair-gap discovery, and 25-share slippage. Their exact inputs live in public_tasks.json, so the landing-page promise and the run configuration stay auditable together.

Example Polymarket execution record

{
  "question": "Will an event happen?",
  "order_size_shares": 5,
  "yes": {"best_ask": 0.48, "buy_vwap": 0.49, "buy_worst_price": 0.50},
  "no": {"best_ask": 0.53, "buy_vwap": 0.53, "buy_worst_price": 0.53},
  "fee": {"rate": 0.07, "exponent": 1, "fee_type": "crypto_fees_v2"},
  "pair_route": {
    "executable": true,
    "net_pnl_at_resolution_usdc": -0.18,
    "standing_positive_gap": false
  },
  "quality": {"crossed_or_locked_book": false, "book_age_ms": 240}
}

Pricing

The launch model is Pay per event + usage: the first five records are free, then each execution_grade_market record costs $0.01. There is no custom start fee. Apify platform usage is billed separately by Apify to the account running the Actor. Set maxItems to make the maximum custom-event charge predictable before running.

Important execution limitations

A positive pair observation is not an atomic arbitrage. The two outcome orders must be placed separately, displayed liquidity can cancel, competing orders can consume depth, and the market can move between observation and execution. The Actor reads public data and never places orders or requests wallet credentials.

Users remain responsible for Polymarket's terms, geographic restrictions, and applicable law. Output is factual market data, not financial advice.

Troubleshooting and support

• Empty output usually means the search, liquidity, fee-type, or positive-gap filters excluded every scanned market.
• A null VWAP means the requested size was not available in the current book.
• fee_schedule_fallback=true means Gamma did not supply a complete dynamic schedule and the record used the Actor's explicit fallback.
• Use the Actor's Apify Issues tab to report a reproducible market/token mismatch with the run ID and condition ID.