Polymarket CLOB WebSocket in Python — Real-Time Order Book Without Polling

If your Polymarket bot polls GET /book in a loop, your view of the market is as stale as your interval — and you'll lose to anyone using the WebSocket feed. This tutorial builds a real-time local order book in Python from the CLOB WebSocket stream.

Why WebSocket beats polling

Polling: you ask every N ms → your data is up to N ms old, and you burn REST rate-limit budget.

WebSocket: the server pushes changes → your information latency drops to roughly your network round-trip.

For a reactive strategy, this is the difference between trading the market that is and the market that was.