How Polymarket Trading Bots Can Estimate and Control Order Slippage
Slippage in Polymarket trading occurs when a bot's actual average fill price differs from the expected price due to limited order book liquidity. When a large buy order consumes multiple ask levels in the CLOB, the average execution price rises above the best available ask, reducing profitability. Developers are advised to simulate order execution against live order book depth before submitting trades, rather than assuming fills at the top-of-book price. A maximum slippage rule can be implemented to reject or resize orders that exceed an acceptable execution budget. Tracking the difference between expected and actual fills over time helps bots refine their execution logic and avoid systematic performance overestimation.
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