Weather Bot — Episode 7: The $0.45 Exit Strategy — Why I Stopped Scalping on Polymarket
My bot was buying YES shares at $0.15 and trying to sell at $0.172. A clean 15% scalp. The order sat there for six hours. Nobody bought it. I pulled up the actual order book for that Ankara position. The gamma API said the market price was $0.38. Sounded like there'd be buyers everywhere. But the real order book looked like this: Best Ask: $0.990 (unified orderbook artifact) Best Bid: $0.010 (the only real buyer) One buyer. At a penny. My $0.172 sell order was sitting in a desert. The "market price" the API showed was meaningless — it reflected the unified orderbook math, not actual liquidity. Nobody wanted to buy at $0.172 when they could place their own order at $0.15. That's when I realized the entire exit strategy was broken. What This Post Covers The switch from trying to scalp small profits to holding for resolution or selling at $0.45 — a change that sounds minor but completely redefined the bot's economics. The breakeven math that made it obv...