Datasets:
File size: 3,448 Bytes
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"half_spread": {
"0.00-0.05": 0.0005,
"0.15-0.35": 0.0050000000000000044,
"0.05-0.15": 0.0049999999999999975,
"0.45-0.55": 0.0050000000000000044,
"0.65-0.85": 0.0050000000000000044,
"0.55-0.65": 0.0050000000000000044,
"0.85-0.95": 0.0050000000000000044,
"0.95-1.00": 0.0015000000000000013,
"0.35-0.45": 0.0050000000000000044
},
"meta": {
"source": "clob.polymarket.com/books (live snapshot)",
"sampled_at_utc": "2026-08-24T08:41:47Z",
"n_books_requested": 1400,
"n_books_two_sided": 1233,
"n_samples_per_bucket": {
"0.00-0.05": 1512,
"0.15-0.35": 236,
"0.05-0.15": 432,
"0.45-0.55": 52,
"0.65-0.85": 70,
"0.55-0.65": 36,
"0.85-0.95": 50,
"0.95-1.00": 26,
"0.35-0.45": 52
},
"statistic": "median (per §1.7: 中位数不用平均数)",
"tick_distribution": {
"0.001": 906,
"0.01": 327
},
"known_deviation": "Polymarket 不提供历史订单簿, /book 只有当前状态. D(m,k) 由实时采样标定后冻结. 设计文档定义 D(m,k) 为按 mid 分桶的中位数统计表, 深度是聚合流动性, 故不泄露历史市场结果; 时代错置仅在微观结构真实度上. 代价: agent 面对的深度不是该市场该时刻的真实深度, 依赖滑点精确幅度的结论须声明此限制."
},
"table": {
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"0.05-0.15": {
"1": 499.765,
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"3": 1250.6399999999999,
"4": 1060.32,
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"0.45-0.55": {
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"4": 2503.79,
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} |