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An end-cycle Polymarket bot works best as a sequence of gates, not as a proven edge. It should confirm that a signal is still valid, re-check the live market and the depth available at your price, send a bounded order with a deliberately chosen time-in-force (FOK or FAK), and reconcile what actually filled before taking any further action. “Sniper” describes timing, not performance. Nothing in Polymarket’s documentation or its client package shows that buying near the end of a cycle is profitable, reliably filled, or faster than other participants.
How an outcome share is priced and paid
Polymarket prices each outcome share between $0.00 and $1.00 USDC. According to Polymarket’s FAQ, “The shares representing the correct, final outcome are paid out $1.00 USDC each upon market resolution.” The same FAQ says shares can be sold before the outcome is known, for example to lock in a gain or cut a loss. These are platform-level descriptions. The resolution terms of the specific market you trade decide how that market settles, so read them market by market.
The quoted price reflects what other users are currently willing to buy and sell. Polymarket’s FAQ illustrates this with a YES share at $0.18, which it describes as indicating an 18% chance. Treat that as a market-implied probability: it is what traders are paying now, not a forecast the market guarantees.
The arithmetic matters more than the label. Ignoring fees and slippage, a YES share bought at $0.18 that resolves correctly pays $1.00, a gross gain of $0.82 per share. If it resolves incorrectly, the $0.18 is lost. If p is your own estimate of the probability of the outcome and q is the price you pay, the expected value per share before fees is p − q. Every entry decision therefore depends on p, and a signal that sounds precise does not make p accurate.
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Step 1: Pin down the market and its resolution terms
- Record the exact market question, the outcome you intend to buy (YES or NO), and the identifier your client uses for that outcome. Confirm these on the live market page, not only in the signal payload.
- Open the market’s resolution rules and note how the outcome is determined and which source is used. Do not assume that a similar-looking market settles the same way.
- Record the scheduled close and resolution times. Store them in UTC so that the bot and your logs agree on the cutoff.
- Confirm that your account and location are eligible under Polymarket’s current terms. Eligibility rules are not covered by the platform descriptions in this article and can differ by jurisdiction.
Step 2: Confirm the signal before acting on it
A signal is an input, not permission to trade. Each check below should block the order when it fails, rather than writing a warning to the log and continuing.
| Check | Pass condition | If it fails |
|---|---|---|
| Signal age | The signal timestamp is within a maximum age you set for this strategy | Discard it. Do not send a late order to catch up. |
| Inputs still valid | The data the signal used is current and comes from the source you specified | Hold and log the failed input |
| Market still open | The market is open and the current time is before your own cutoff ahead of close | Cancel the plan for this cycle |
| Price has not moved away | The current executable price is within the maximum deviation from the price the signal assumed | Skip. Do not raise the limit to get filled. |
| No duplicate exposure | Your records show no existing position or open order in this market for this cycle | Block the order |
| Not a repeat | The signal has not already been acted on | Block the order |
Near a cycle’s close, the interval between computing a signal and the order reaching the book is where most timing errors appear. Measure that interval in your own logs rather than assuming it is small.
Step 3: Check the live market at decision time
Immediately before sending an order, refresh the order book and the market metadata. The Polymarket CLOB v2 client package documents that market tick size and fee details are fetched before an order is signed, so the bot should read them from the live market instead of hard-coding them. Do not assume one fee schedule or one tick size across markets; both can vary and can change.
- Executable depth at your price: the number of shares available at or better than your maximum price, not just the top-of-book quote.
- Spread: the gap between best bid and best ask, and whether it has widened since the signal was computed.
- Tick size: your limit price must fall on a permitted increment, or the order may be rejected.
- Fees: the market-specific fee details, which feed the cost calculation in Step 4.
- Minimum order size and balance: confirm the order meets the minimum and that the account holds enough USDC for the order plus the reserve described in Step 4.
Step 4: Set hard limits before any order is sent
Limits should be fixed before the order leaves the bot. A limit that is loosened after a rejection is no longer a limit.
| Control | What it bounds | How to set it |
|---|---|---|
| Maximum price | The worst price you will pay per share | Derive it from your probability estimate minus the margin your plan requires. Never raise it after a rejection. |
| Slippage limit | The gap between the signal’s reference price and the fill | Express it as a price distance or percentage, and check it against the depth from Step 3 |
| Order size | Shares per order | Cap at what the book can absorb at your maximum price and at the loss you can accept on one trade |
| Balance reserve | USDC kept unspent for fees, retries, and emergency exits | A fixed amount, not whatever remains after trading |
| Market exposure cap | Total shares or USDC committed in one market | Count filled positions and open orders together |
| Cycle exposure cap | Total committed across all markets in one end-cycle window | Aggregate across markets so correlated positions cannot stack unnoticed |
Step 5: Choose FOK or FAK on purpose
The CLOB v2 client package documents two immediate order types. FOK (fill-or-kill) must execute the entire requested amount immediately, or the order is cancelled. FAK (fill-and-kill) executes whatever quantity is available and cancels the balance. Neither type is a promise of a fill. The outcome depends on the book at the moment the order arrives, and a requested size is not proof of a filled size.
| Property | FOK | FAK |
|---|---|---|
| Behavior | Full requested size executes immediately, or the whole order cancels | Available size executes immediately; the remainder cancels |
| Partial position possible | No, by design | Yes |
| Main risk | Cancels entirely when depth is short, so the planned entry is missed | Leaves a smaller position than planned, which can break exposure or hedge logic |
| Use when | The full size is required and a partial position would be harmful | A partial position is acceptable and still matches the plan |
Consider a hypothetical order. Your plan calls for 100 shares with a maximum price of $0.40. The book shows 60 shares offered at $0.38 and 100 more at $0.41. This example assumes your client applies the $0.40 maximum as a limit price; confirm that behavior in the documentation for the client version you run.
- FOK for 100: only 60 shares are available at or below $0.40, so the full 100 cannot execute. The order cancels and you hold nothing.
- FAK for 100: 60 shares execute at $0.38, about $22.80 before fees, and the remaining 40 cancel. You hold 60 shares, which may or may not match the plan.
Step 6: Reconcile the order before doing anything else
An accepted request is not a completed trade. Reconcile state before the bot takes any next action.
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- Read the execution response for the order status, requested size, filled size, average fill price, and any cancelled remainder.
- Query open orders for the market and confirm that no unintended resting order remains.
- Query your position in the outcome and compare it with the filled size in the response. Update exposure caps from the confirmed position, not from the order you sent.
- Decide the next action only after steps 1 to 3 are complete. Any new order must pass Steps 2 to 4 again.
| Symptom | What it usually means | Bot action |
|---|---|---|
| Filled equals requested | Full fill at the reported average price | Record the position and apply the exit policy |
| FAK fills part of the size | Depth was short; the rest cancelled | Keep the partial only if it still matches the plan. Do not chase the remainder with a higher limit. |
| FOK returns cancelled | Full size was not available within your limit | Hold no position. Re-evaluate the signal. Do not resubmit at a worse price. |
| Order rejected | Often a parameter problem such as tick size, minimum size, or balance; read the stated reason | Log the reason, correct the parameter, and re-run every gate |
| Timeout or no response | The order state is unknown | Treat the state as unknown. Query open orders and position. Do not resend until the state is known. |
| Position exists with no matching response | A lost-response or duplicate-entry case | Freeze new orders in that market and reconcile manually |
Real-time risk management while a position is open
Risk does not end at fill. Market conditions, the underlying event, and your own system health can all change while a position is open.
Exit rules before resolution
Polymarket’s FAQ states that shares can be sold before the outcome is known, so the bot can define an exit in advance. Write it as a conditional instruction, for example: sell if the executable bid falls below a set level, or if a defined event occurs. A conditional exit is not a guaranteed price. In a thin book, the order that fills may be far from the trigger, and an exit can fail to fill at all. Apply the same depth checks to exits that you apply to entries, and treat any event change that affects the market as a reason to re-run the exit logic.
Kill switch and fail-closed states
- Stop placing new orders when market data is stale, the order book cannot be read, or an order response is missing.
- Stop when realized losses or total exposure reach the caps set in Step 4.
- Stop when reconciliation cannot confirm the bot’s own position.
- Require a manual restart after a kill switch. Do not auto-resume on the next signal.
Hosting and connectivity
If the bot runs on a VPS or other cloud host, that is an operations choice. It keeps the process online and does not create a timing advantage. A dropped connection with an open position needs a recovery path: on restart, reconcile state first using Step 6, then re-apply exposure caps. Alert on downtime so that an outage is noticed while a position is still open.
Quick Recap
What the evidence does and does not establish
- Established by Polymarket’s FAQ: share prices range from $0.00 to $1.00 USDC, the correct outcome pays $1.00 per share at resolution, and shares can be sold before resolution. The FAQ text quoted here comes from a capture that may predate the current page, so confirm the wording on the live FAQ.
- Established by the Polymarket-namespaced CLOB v2 client package on npm: the documented behavior of FOK and FAK, and the fetching of tick size and fee details before signing. This describes the package as documented, not the behavior of every installed version, endpoint, or market.
- Not established: any win rate, latency advantage, fill reliability, or expected return for end-cycle or “sniper” bots. No independent performance data for these bots is available from the sources behind this article, so any profit claim about this approach is unsupported.
- Not established: eligibility for your jurisdiction, current fee schedules, minimum order sizes, or the resolution terms of any particular market. Verify each on the live platform before running a bot with real funds.
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