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A Polymarket bot can identify a promising signal and still fail to obtain the position it expects. A signal is only an input: the bot must construct and sign a valid order, get it accepted, find available liquidity at an acceptable price, and track the trade through settlement. Each step can change the outcome, so a detected opportunity is not proof of a fill—or of the price at which a fill is possible.
What happens between a signal and a settled position?
Polymarket’s documented order lifecycle separates submitting an order from matching it and settling the resulting trade. A bot should model those as distinct events rather than treating an API acknowledgment as a completed position.
- Build the order. Specify the outcome token ID, side, price, size, expiration, and timestamp. The token ID must correspond to the intended outcome.
- Sign and submit. The client signs the order with an EIP-712 signature and submits it to the central limit order book (CLOB).
- Pass validation. The operator checks the signature, available balance, required allowance, and minimum tick-size rules. A failure can prevent the order from reaching the book or matching.
- Interact with the book. A marketable order may match immediately; a non-marketable order may rest until it is matched, cancelled, or, for a GTD order, expires.
- Settle and confirm. After matching, the operator submits the trade to the blockchain, where the settlement contract verifies and settles the matched orders. Polymarket documents the statuses MATCHED, MINED, CONFIRMED, RETRYING, and FAILED.
This lifecycle is described in Polymarket Documentation’s “Order Lifecycle” page, accessed October 7, 2026. A bot’s own status display should preserve the distinctions: submitted or acknowledged does not mean matched, and matched does not mean confirmed.
Why can an order be rejected, delayed, or only partly filled?
Validation or order construction failed
Check that the order identifies the correct outcome token, uses the intended side and size, and complies with the market’s tick-size and minimum-order requirements. Also check the signature, available balance, and required allowance. The lifecycle documentation identifies these as operator validation checks; an error at this stage is different from an order that was accepted but found no opposing liquidity.
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A market-specific delay is still in progress
Polymarket documents a 250 ms taker delay on selected crypto and finance up/down markets. It also documents configured delays for some sports or game markets around live-game conditions. These are examples for particular markets, not a universal delay. During a documented delay window, the order is pending and cannot be cancelled. When the delay expires, market, balance, allowance, or risk checks can still cause rejection; otherwise, the order is matched or placed on the book.
The requested quantity was not available under the chosen order type
Order type determines what happens when the book cannot immediately supply the requested quantity:
- FOK (fill or kill): requires the full quantity immediately. If it cannot be filled, the order does not leave a partial position.
- FAK (fill and kill): accepts the quantity that can be filled immediately and cancels the remainder.
- GTC (good till cancelled) and GTD (good till date): can rest on the book waiting for a match; GTD adds an expiration.
- Post-only: is intended to rest rather than take liquidity. If it would cross the spread and match immediately, it is rejected instead of executed.
These choices trade off immediacy, completeness, and waiting risk. A resting order can remain unfilled or become less attractive as the market moves; an immediate order can fill only part of the requested size if its type permits partial execution.
Is the midpoint the price your bot can trade?
No. The midpoint is a reference between the best bid and best ask, not a promise of available liquidity at that price. A last trade can be stale, and the best quote shows only the top of the book. A larger order may consume several price levels, so its average execution price can differ from the displayed quote.
For an immediate buy, the order consumes asks; for an immediate sell, it consumes bids. Estimate a buy by walking asks from lowest to highest, multiplying each price by the available shares, and accumulating shares until the requested quantity is covered. The analogous sell estimate walks bids from highest to lowest. If the visible depth runs out first, report insufficient liquidity rather than assuming the remainder can execute at the last displayed price.
Keep the estimated average price, available depth, fees, and the strategy’s slippage limit explicit. This calculation is an estimate from a book snapshot, not a fill guarantee: liquidity can change before the order reaches the book or matches.
Be careful interpreting price endpoints
The independent geenes “Polymarket CLOB API Guide: V2/V3, SDKs, WebSockets & Related APIs,” reviewed September 7, 2026, warns that /price?side=BUY returns the best bid and side=SELL returns the best ask. Those response labels should not be mistaken for the opposing side an immediately executing order consumes. Check the endpoint’s semantics and use book depth for execution estimates instead of treating a single price response as a guaranteed fill price.
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How should a bot choose an order type?
Start with the execution requirement, not with the signal alone. No order type ensures that a signal remains profitable while the order is being placed, waiting, or settling.
- Choose FOK when the strategy requires the entire quantity immediately and would rather have no position than a partial one.
- Choose FAK when an immediate partial position is acceptable and the unfilled remainder should be cancelled.
- Choose GTC or GTD when resting for a better price is acceptable; decide whether the order needs a defined expiry and account for the possibility of adverse movement while it waits.
- Choose post-only when maker-only behavior matters more than immediate execution, and handle rejection if the order would cross the spread.
Before submitting, compare the requested size with opposing depth, define a maximum slippage, and check whether a configured market delay applies. Also fetch market-specific tick size, minimum order size, current fee configuration, negative-risk or protocol metadata, and operational status rather than hard-coding assumptions; the API guide identifies these as values to retrieve.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Why can a correct signal be based on a bad or stale view?
Polymarket’s services serve different roles. Gamma provides market discovery and metadata; the CLOB handles books and order management; the Data API provides public account and activity data; and separate market and authenticated user WebSockets provide updates. On-chain indexing can show settlement and contract events, but it does not reconstruct the full off-chain resting CLOB book. A bot that combines these sources should not assume they describe the same event or state at the same instant.
A 2026 preprint by Philipp D. Dubach, “The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book,” studied a 600-market panel by joining public WebSocket order-book data with on-chain records. It reports order-book-inferred trade direction agreement with on-chain ground truth of about 59% (panel mean 0.615; 95% confidence interval 0.58–0.65). The study says analyses that require trade direction should use on-chain OrderFilled events rather than infer direction from the order book alone.
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The same preprint reports a median archive-ingestion delay below 50 ms with a multi-second tail, and a depth-decay slope of 0.55 on log seconds-to-close within the studied categories. These are measurements from that study’s sample, collection window, and methods—not a latency or liquidity guarantee for a particular bot, feed, or market. The result is a practical warning: a fast median does not eliminate tail delays, and observed depth can decay as resolution approaches.
What should execution monitoring record?
Record enough state to identify where an opportunity stopped progressing and whether the final position matches the strategy’s assumptions.
- The intended market and outcome token, side, order type, price, size, expiration, and signal timestamp.
- The book snapshot and timestamp used for the decision, including opposing depth and the estimated execution price.
- Submission and validation outcomes, plus any market delay and its eventual result.
- Matched quantity and price, including any unfilled remainder and cancellation or expiry outcome.
- The trade’s settlement status through MATCHED, MINED, CONFIRMED, RETRYING, or FAILED.
Use those records to separate a bad signal from a rejected order, insufficient liquidity, partial fill, stale market view, or settlement problem. The available evidence does not establish a general rate at which signals fail to fill, a universal execution-latency service level, or that any particular strategy is profitable.
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