Slippage can quietly destroy a profitable Polymarket trading strategy.
Your signal may correctly identify a YES token as undervalued, but that does not mean you can actually buy the required position at the price used by your model. If the order book has limited liquidity, a large order may consume multiple ask levels. The deeper your order walks through the book, the worse your average execution price becomes.
For a Polymarket bot, slippage must be part of the trading decision—not something calculated after the trade.
In this guide, you will learn how to estimate Polymarket slippage from the CLOB order book, reject trades that exceed an execution budget, split large orders, and monitor the difference between expected and actual execution.
What You'll Learn
