Measure Polymarket Slippage with n8n Form + Polyorderbooks API

Measure Polymarket Slippage with an n8n Form + PolyOrderbooks API

Want to know how a market buy would actually fill near settlement? This n8n workflow lets you enter a Polymarket market slug and buy size, then pulls 1-second order book snapshots from the PolyOrderbooks API to simulate the fill price and calculate slippage versus the midpoint—using the minutes leading up to close.

What this workflow does

• Collects inputs via an n8n form: market slug, number of shares to buy, and how many minutes before close to analyze.
• Fetches market timing from PolyOrderbooks: calls the PolyOrderbooks API to retrieve market details and the market end time.
• Builds a back-from-end time window: constructs the analysis window starting at (market end time − your selected minutes) to the end time.
• Pulls order book snapshots: retrieves 1-second resolution order book data for the chosen time window.
• Simulates execution across snapshots: walks the order book ask ladder to compute the average fill price, total cost, and slippage vs midpoint.
• Aggregates outcome stats: reports how often the buy is unfillable, plus the median and worst slippage per outcome with a timestamp.

Use cases

• Operators and traders who want realistic execution cost estimates for a Polymarket market buy near settlement.
• SaaS teams building decision tooling around market liquidity and slippage risk.
• Automation engineers testing how order book depth changes as a market approaches close.

Technical details

• Nodes/tech stack: form trigger, http request, and code.
• API integration: uses the PolyOrderbooks API with PLOYORDERBOOKS_API_KEY set as an environment variable named POLYORDERBOOKS_API_KEY.
• Key requirement: the market slug you enter must match a valid PolyOrderbooks/Polymarket market slug (as shown in the PolyOrderbooks market URL).

Run the workflow, submit your market slug and buy size, and get a slippage profile grounded in near-close order book reality.