Polymarket Trading Bot Execution: Fixing Stale Orderbook Fills
Most Polymarket trading bot writeups stop at the pricing model - how you calculate edge, what signals you use. Almost none cover what happens in the milliseconds after that decision is made, and on thin-liquidity markets, that gap is where a technically correct bot quietly loses money.
Between the moment a Polymarket trading bot fetches the order book and the moment its order actually reaches the exchange, the book can change. A single order can consume most of the visible liquidity in that window, and you end up filling at a price your model never actually evaluated.
The fix: a validation step immediately before order submission - re-fetch the live book, diff it against your pricing snapshot, and skip the trade if drift exceeds a set tolerance. One extra API call, meaningfully better fills.
Rule of thumb: if top-of-book depth is under ~3x your position size, treat staleness as your primary risk for any Polymarket trading bot - not model accuracy. Full breakdown with code: [Substack link]
