prediction.liquidity_depth_after_haircut
A single Polymarket outcome's executable depth within max_price_impact_pct (default 5.0%) of the best quote, both before and after discounting the top-of-book level's size by haircut_pct (default 10.0%) to model the risk that the very best resting order gets cancelled before you can trade against it. Does not detect or flag actual spoofing (out of scope). Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically. Paid in USDC on Base.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | No | "sell" (default) or "buy". | |
| outcome | No | "yes" (default) or "no" - which side to resolve when using market_slug. | |
| token_id | No | The outcome's CLOB token_id / asset_id, if already known. | |
| haircut_pct | No | Percent to discount the top-of-book level's size by, modeling cancellation risk. Defaults to 10.0. | |
| market_slug | No | Exact Polymarket market slug, used to resolve token_id automatically. | |
| max_price_impact_pct | No | Price-impact bound (percent of best quote) within which depth is summed. Defaults to 5.0. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | Yes | ||
| notice | No | ||
| token_id | Yes | ||
| best_quote | No | ||
| data_source | Yes | ||
| haircut_pct | Yes | ||
| market_slug | No | ||
| generated_at | Yes | ||
| book_snapshot_time | No | ||
| max_price_impact_pct | Yes | ||
| depth_shares_after_haircut | Yes | ||
| depth_shares_before_haircut | Yes |