Execution-quality concept
Polymarket orderbook depth explained
Orderbook depth describes how much size is actually available at and beyond the best visible price. It is one of the main reasons headline prices can be misleading.
Thin books and clean entries
A thin book may display an attractive price while offering very little size at that price. A small entry may be clean, while a larger entry may immediately run into worse levels.
This is why RealityGap estimates clean size instead of looking only at the top price.
Liquidity cliffs
A liquidity cliff appears when the orderbook has a small amount of size near the visible price and then a sharp jump to worse prices. The visible price can look stable, but the executable price changes quickly once the first level is consumed.
Max clean size
Max clean size is a practical estimate of how much entry size the orderbook can support before slippage becomes material. It is not a recommendation; it is a diagnostic measure.
Related concepts
Use the checker
Use RealityGap to inspect depth, clean size, spread, visible price, and effective entry.
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