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How to Build a Real-Time Polymarket Order Book Monitor Using Python

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A developer tutorial published on DEV Community walks through building a lightweight, real-time order book monitor for Polymarket using Python and its public CLOB Market WebSocket. The guide explains how to connect to Polymarket's WebSocket endpoint, subscribe to market data using asset token IDs, and process live events such as book snapshots and price changes. It demonstrates how to calculate key metrics including best bid, best ask, and spread from streaming data without requiring any authentication. The tutorial intentionally separates WebSocket transport from order book state management, making the tool suitable as a foundation for research, dashboards, or automated trading systems. It also covers practical considerations such as handling reconnects, heartbeats, and detecting stale market data.

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How to Build a Real-Time Polymarket Order Book Monitor Using Python · ShortSingh