| { |
| "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": { |
| "0.00-0.05": { |
| "1": 2176.205, |
| "2": 2205.12, |
| "3": 1773.105, |
| "4": 1345.1, |
| "5": 1324.315, |
| "6": 1520.87, |
| "7": 1000.0, |
| "8": 856.0, |
| "9": 1000.0, |
| "10": 924.8 |
| }, |
| "0.15-0.35": { |
| "1": 533.615, |
| "2": 821.1, |
| "3": 1323.7649999999999, |
| "4": 772.1700000000001, |
| "5": 605.0, |
| "6": 500.0, |
| "7": 413.5, |
| "8": 486.13, |
| "9": 549.07, |
| "10": 467.0 |
| }, |
| "0.05-0.15": { |
| "1": 499.765, |
| "2": 1101.0, |
| "3": 1250.6399999999999, |
| "4": 1060.32, |
| "5": 1019.4, |
| "6": 989.0, |
| "7": 1016.09, |
| "8": 500.0, |
| "9": 464.26, |
| "10": 722.0 |
| }, |
| "0.45-0.55": { |
| "1": 1523.5749999999998, |
| "2": 1682.86, |
| "3": 2562.5600000000004, |
| "4": 972.0, |
| "5": 638.775, |
| "6": 775.495, |
| "7": 942.0, |
| "8": 783.0, |
| "9": 461.5, |
| "10": 253.71 |
| }, |
| "0.65-0.85": { |
| "1": 370.21000000000004, |
| "2": 884.655, |
| "3": 1022.775, |
| "4": 922.765, |
| "5": 470.595, |
| "6": 391.54499999999996, |
| "7": 431.045, |
| "8": 900.01, |
| "9": 426.04, |
| "10": 500.0 |
| }, |
| "0.55-0.65": { |
| "1": 568.905, |
| "2": 430.46, |
| "3": 2775.9700000000003, |
| "4": 928.875, |
| "5": 1626.0, |
| "6": 1000.0, |
| "7": 728.71, |
| "8": 713.0, |
| "9": 837.08, |
| "10": 720.065 |
| }, |
| "0.85-0.95": { |
| "1": 1133.77, |
| "2": 1634.3049999999998, |
| "3": 2680.13, |
| "4": 2503.79, |
| "5": 1030.6, |
| "6": 1959.155, |
| "7": 1070.0, |
| "8": 500.0, |
| "9": 700.79, |
| "10": 500.0 |
| }, |
| "0.95-1.00": { |
| "1": 255.66, |
| "2": 200.175, |
| "3": 447.42, |
| "4": 297.485, |
| "5": 560.105, |
| "6": 1389.42, |
| "7": 624.655, |
| "8": 1460.0, |
| "9": 870.49, |
| "10": 650.0 |
| }, |
| "0.35-0.45": { |
| "1": 165.79500000000002, |
| "2": 477.76, |
| "3": 766.0, |
| "4": 1013.94, |
| "5": 725.0, |
| "6": 908.0, |
| "7": 350.0, |
| "8": 622.235, |
| "9": 517.97, |
| "10": 225.0 |
| } |
| } |
| } |
