Create Order

All orders on Polymarket are expressed as limit orders. Market orders are supported by submitting a limit order with a marketable price — your order executes immediately at the best available price on the book.

The SDK handles EIP-712 signing and submission for you. If you prefer the REST API directly, see Authentication for constructing the required headers and the API Reference for full endpoint documentation including the raw order object fields and request/response schemas.

Order Types

Type	Behavior	Use Case
GTC	Good-Til-Cancelled — rests on the book until filled or cancelled	Default for limit orders
GTD	Good-Til-Date — active until a specified expiration time	Auto-expire before known events
FOK	Fill-Or-Kill — must fill immediately and entirely, or cancel	All-or-nothing market orders
FAK	Fill-And-Kill — fills what’s available immediately, cancels the rest	Partial-fill market orders

GTC and GTD are limit order types — they rest on the book at your specified price.
FOK and FAK are market order types — they execute against resting liquidity immediately.
- BUY: specify the dollar amount you want to spend
- SELL: specify the number of shares you want to sell

Limit Orders

The simplest way to place a limit order — create, sign, and submit in one call:

import { ClobClient, Side, OrderType } from "@polymarket/clob-client-v2";

const response = await client.createAndPostOrder(
  {
    tokenID: "TOKEN_ID",
    price: 0.5,
    size: 10,
    side: Side.BUY,
  },
  {
    tickSize: "0.01",
    negRisk: false,
  },
  OrderType.GTC,
);

console.log("Order ID:", response.orderID);
console.log("Status:", response.status);

from py_clob_client_v2 import OrderArgs, OrderType, PartialCreateOrderOptions
from py_clob_client_v2.order_builder.constants import BUY

response = client.create_and_post_order(
    OrderArgs(
        token_id="TOKEN_ID",
        price=0.50,
        size=10,
        side=BUY,
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False),
    order_type=OrderType.GTC
)

print("Order ID:", response["orderID"])
print("Status:", response["status"])

use polymarket_client_sdk_v2::clob::types::Side;
use polymarket_client_sdk_v2::types::dec;

let token_id = "TOKEN_ID".parse()?;
let order = client
    .limit_order()
    .token_id(token_id)
    .price(dec!(0.50))
    .size(dec!(10))
    .side(Side::Buy)
    .build()
    .await?;
let signed = client.sign(&signer, order).await?;
let response = client.post_order(signed).await?;

println!("Order ID: {}", response.order_id);
println!("Status: {:?}", response.status);

Two-Step Sign Then Submit

For more control, you can separate signing from submission. This is useful for batch orders or custom submission logic:

// Step 1: Create and sign locally
const signedOrder = await client.createOrder(
  {
    tokenID: "TOKEN_ID",
    price: 0.5,
    size: 10,
    side: Side.BUY,
  },
  { tickSize: "0.01", negRisk: false },
);

// Step 2: Submit to the CLOB
const response = await client.postOrder(signedOrder, OrderType.GTC);

# Step 1: Create and sign locally
signed_order = client.create_order(
    OrderArgs(
        token_id="TOKEN_ID",
        price=0.50,
        size=10,
        side=BUY,
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False)
)

# Step 2: Submit to the CLOB
response = client.post_order(signed_order, OrderType.GTC)

// Step 1: Create order (auto-fetches tick size, neg risk, fee rate)
let order = client
    .limit_order()
    .token_id("TOKEN_ID".parse()?)
    .price(dec!(0.50))
    .size(dec!(10))
    .side(Side::Buy)
    .build()
    .await?;

// Step 2: Sign and submit separately
let signed = client.sign(&signer, order).await?;
let response = client.post_order(signed).await?;

GTD Orders

GTD orders auto-expire at a specified time. Useful for quoting around known events.

// Expire in 1 hour (+ 60s security threshold buffer)
const expiration = Math.floor(Date.now() / 1000) + 60 + 3600;

const response = await client.createAndPostOrder(
  {
    tokenID: "TOKEN_ID",
    price: 0.5,
    size: 10,
    side: Side.BUY,
    expiration,
  },
  { tickSize: "0.01", negRisk: false },
  OrderType.GTD,
);

import time

# Expire in 1 hour (+ 60s security threshold buffer)
expiration = int(time.time()) + 60 + 3600

response = client.create_and_post_order(
    OrderArgs(
        token_id="TOKEN_ID",
        price=0.50,
        size=10,
        side=BUY,
        expiration=expiration,
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False),
    order_type=OrderType.GTD
)

use chrono::{TimeDelta, Utc};
use polymarket_client_sdk_v2::clob::types::OrderType;

let order = client
    .limit_order()
    .token_id("TOKEN_ID".parse()?)
    .price(dec!(0.50))
    .size(dec!(10))
    .side(Side::Buy)
    .order_type(OrderType::GTD)
    .expiration(Utc::now() + TimeDelta::minutes(1) + TimeDelta::hours(1))
    .build()
    .await?;
let signed = client.sign(&signer, order).await?;
let response = client.post_order(signed).await?;

GTD orders expire one minute before their stated expiration as a security threshold. To set an effective lifetime of N seconds, use now + 60 + N. In addition, the expiration must be at least three minutes in the future — orders expiring sooner are rejected — so the minimum effective lifetime is about two minutes.

Market Orders

Market orders execute immediately against resting liquidity using FOK or FAK types:

import { Side, OrderType } from "@polymarket/clob-client-v2";

// FOK BUY: spend exactly $100 or cancel entirely
const buyOrder = await client.createMarketOrder(
  {
    tokenID: "TOKEN_ID",
    side: Side.BUY,
    amount: 100, // dollar amount
    price: 0.5, // worst-price limit (slippage protection)
  },
  { tickSize: "0.01", negRisk: false },
);
await client.postOrder(buyOrder, OrderType.FOK);

// FOK SELL: sell exactly 200 shares or cancel entirely
const sellOrder = await client.createMarketOrder(
  {
    tokenID: "TOKEN_ID",
    side: Side.SELL,
    amount: 200, // number of shares
    price: 0.45, // worst-price limit (slippage protection)
  },
  { tickSize: "0.01", negRisk: false },
);
await client.postOrder(sellOrder, OrderType.FOK);

from py_clob_client_v2.order_builder.constants import BUY, SELL
from py_clob_client_v2 import MarketOrderArgs, OrderType, PartialCreateOrderOptions

# FOK BUY: spend exactly $100 or cancel entirely
buy_order = client.create_market_order(
    order_args=MarketOrderArgs(
        token_id="TOKEN_ID",
        side=BUY,
        amount=100,  # dollar amount
        price=0.50,  # worst-price limit (slippage protection)
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False),
)
client.post_order(buy_order, OrderType.FOK)

# FOK SELL: sell exactly 200 shares or cancel entirely
sell_order = client.create_market_order(
    order_args=MarketOrderArgs(
        token_id="TOKEN_ID",
        side=SELL,
        amount=200,  # number of shares
        price=0.45,  # worst-price limit (slippage protection)
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False),
)
client.post_order(sell_order, OrderType.FOK)

use polymarket_client_sdk_v2::clob::types::{Amount, OrderType, Side};

let token_id = "TOKEN_ID".parse()?;

// FOK BUY: spend exactly $100 or cancel entirely
let buy = client
    .market_order()
    .token_id(token_id)
    .amount(Amount::usdc(dec!(100))?)
    .price(dec!(0.50)) // worst-price limit (slippage protection)
    .side(Side::Buy)
    .order_type(OrderType::FOK)
    .build()
    .await?;
let signed = client.sign(&signer, buy).await?;
client.post_order(signed).await?;

// FOK SELL: sell exactly 200 shares or cancel entirely
let sell = client
    .market_order()
    .token_id(token_id)
    .amount(Amount::shares(dec!(200))?)
    .price(dec!(0.45)) // worst-price limit (slippage protection)
    .side(Side::Sell)
    .order_type(OrderType::FOK)
    .build()
    .await?;
let signed = client.sign(&signer, sell).await?;
client.post_order(signed).await?;

FOK — fill entirely or cancel the whole order
FAK — fill what’s available, cancel the rest

The price field on market orders acts as a worst-price limit (slippage protection), not a target execution price.

One-Step Market Order

For convenience, createAndPostMarketOrder handles creation, signing, and submission in one call:

const response = await client.createAndPostMarketOrder(
  {
    tokenID: "TOKEN_ID",
    side: Side.BUY,
    amount: 100,
    price: 0.5,
  },
  { tickSize: "0.01", negRisk: false },
  OrderType.FOK,
);

from py_clob_client_v2 import MarketOrderArgs, OrderType, PartialCreateOrderOptions
from py_clob_client_v2.order_builder.constants import BUY

response = client.create_and_post_market_order(
    order_args=MarketOrderArgs(
        token_id="TOKEN_ID",
        side=BUY,
        amount=100,
        price=0.50,
    ),
    options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False),
    order_type=OrderType.FOK,
)

let order = client
    .market_order()
    .token_id("TOKEN_ID".parse()?)
    .amount(Amount::usdc(dec!(100))?)
    .price(dec!(0.50))
    .side(Side::Buy)
    .order_type(OrderType::FOK)
    .build()
    .await?;
let signed = client.sign(&signer, order).await?;
let response = client.post_order(signed).await?;

Post-Only Orders

Post-only orders guarantee you’re always the maker. If the order would match immediately (cross the spread), it’s rejected instead of executed.

const response = await client.postOrder(signedOrder, OrderType.GTC, true);

response = client.post_order(signed_order, OrderType.GTC, post_only=True)

let order = client
    .limit_order()
    .token_id("TOKEN_ID".parse()?)
    .price(dec!(0.50))
    .size(dec!(10))
    .side(Side::Buy)
    .post_only(true)
    .build()
    .await?;
let signed = client.sign(&signer, order).await?;
let response = client.post_order(signed).await?;

Only works with GTC and GTD order types
Rejected if combined with FOK or FAK

Batch Orders

Place up to 15 orders in a single request:

import { OrderType, Side, PostOrdersArgs } from "@polymarket/clob-client-v2";

const orders: PostOrdersArgs[] = [
  {
    order: await client.createOrder(
      {
        tokenID: "TOKEN_ID",
        price: 0.48,
        side: Side.BUY,
        size: 500,
      },
      { tickSize: "0.01", negRisk: false },
    ),
    orderType: OrderType.GTC,
  },
  {
    order: await client.createOrder(
      {
        tokenID: "TOKEN_ID",
        price: 0.52,
        side: Side.SELL,
        size: 500,
      },
      { tickSize: "0.01", negRisk: false },
    ),
    orderType: OrderType.GTC,
  },
];

const response = await client.postOrders(orders);

from py_clob_client_v2 import OrderArgs, OrderType, PostOrdersV2Args, PartialCreateOrderOptions
from py_clob_client_v2.order_builder.constants import BUY, SELL

response = client.post_orders([
    PostOrdersV2Args(
        order=client.create_order(OrderArgs(
            price=0.48,
            size=500,
            side=BUY,
            token_id="TOKEN_ID",
        ), options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False)),
        orderType=OrderType.GTC,
    ),
    PostOrdersV2Args(
        order=client.create_order(OrderArgs(
            price=0.52,
            size=500,
            side=SELL,
            token_id="TOKEN_ID",
        ), options=PartialCreateOrderOptions(tick_size="0.01", neg_risk=False)),
        orderType=OrderType.GTC,
    ),
])

let token_id = "TOKEN_ID".parse()?;

let bid = client
    .limit_order()
    .token_id(token_id)
    .price(dec!(0.48))
    .size(dec!(500))
    .side(Side::Buy)
    .build()
    .await?;
let ask = client
    .limit_order()
    .token_id(token_id)
    .price(dec!(0.52))
    .size(dec!(500))
    .side(Side::Sell)
    .build()
    .await?;

let signed_bid = client.sign(&signer, bid).await?;
let signed_ask = client.sign(&signer, ask).await?;
let response = client.post_orders(vec![signed_bid, signed_ask]).await?;

Order Options

Every order requires two market-specific options: tickSize and negRisk. For details on signature types (0 = EOA, 1 = POLY_PROXY, 2 = GNOSIS_SAFE, 3 = POLY_1271 deposit wallet), see Authentication.

Tick Sizes

Your order price must conform to the market’s tick size, or the order is rejected.

Tick Size	Precision	Example Prices
`0.1`	1 decimal	0.1, 0.2, 0.5
`0.01`	2 decimals	0.01, 0.50, 0.99
`0.001`	3 decimals	0.001, 0.500, 0.999
`0.0001`	4 decimals	0.0001, 0.5000, 0.9999
`0.0025`	0.25¢ steps	0.0025, 0.5000, 0.9975

The 0.0025 (0.25¢) tick size applies only to World Cup to advance, moneyline, spreads, and totals markets. Always fetch the market’s tick size before quoting rather than assuming a value.

const tickSize = await client.getTickSize("TOKEN_ID");

tick_size = client.get_tick_size("TOKEN_ID")

let token_id = "TOKEN_ID".parse()?;
let tick_size = client.tick_size(token_id).await?;

Negative Risk

Multi-outcome events (3+ outcomes) use the Neg Risk CTF Exchange. Pass negRisk: true for these markets.

const isNegRisk = await client.getNegRisk("TOKEN_ID");

is_neg_risk = client.get_neg_risk("TOKEN_ID")

let token_id = "TOKEN_ID".parse()?;
let is_neg_risk = client.neg_risk(token_id).await?;

Both values are also available on the market object: minimum_tick_size and neg_risk. In Rust, the order builder auto-fetches both — you don’t need to look them up manually.

Prerequisites

Before placing an order, your funder address must have approved the Exchange contract to spend the relevant tokens:

BUY orders: pUSD allowance >= spending amount
SELL orders: conditional token allowance >= selling amount

Order size is limited by your available balance minus amounts reserved by existing open orders:

\text{maxOrderSize} = \text{balance} - \sum(\text{openOrderSize} - \text{filledAmount})

Orders are continuously monitored for validity — balances and allowances are tracked in real time. Any maker caught intentionally abusing these checks will be blacklisted.

Sports Markets

Sports markets have additional behaviors:

Outstanding limit orders are automatically cancelled once the game begins, clearing the entire order book at the official start time
Marketable orders have a 1-second placement delay before matching
Game start times can shift — monitor your orders closely, as they may not be cleared if the start time changes unexpectedly

Response

A successful order placement returns:

{
  "success": true,
  "errorMsg": "",
  "orderID": "0xabc123...",
  "takingAmount": "",
  "makingAmount": "",
  "status": "live",
  "transactionsHashes": [],
  "tradeIDs": []
}

Statuses

Status	Description
`live`	Order resting on the book
`matched`	Order matched immediately with a resting order
`delayed`	Marketable order accepted into an asynchronous matching delay
`unmatched`	Marketable but failed to delay — placement still successful

Selected crypto and finance up/down markets apply a 250 ms taker delay to marketable orders. To check a specific market, call GET https://clob.polymarket.com/clob-markets/{condition_id} or SDK getClobMarketInfo(conditionID) and look for itode: true. The API waits for this short hold and returns the final order result, so these orders usually return matched, live, or unmatched rather than delayed. Orders cannot be canceled while they are pending in the delay window.

Error Messages

Error	Description
`INVALID_ORDER_MIN_TICK_SIZE`	Price doesn’t conform to the market’s tick size
`INVALID_ORDER_MIN_SIZE`	Order size below the minimum threshold
`INVALID_ORDER_DUPLICATED`	Identical order already placed
`INVALID_ORDER_NOT_ENOUGH_BALANCE`	Insufficient balance or allowance
`INVALID_ORDER_EXPIRATION`	Expiration timestamp is in the past
`INVALID_POST_ONLY_ORDER_TYPE`	Post-only used with FOK/FAK
`INVALID_POST_ONLY_ORDER`	Post-only order would cross the book
`FOK_ORDER_NOT_FILLED_ERROR`	FOK order couldn’t be fully filled
`INVALID_ORDER_ERROR`	System error inserting the order
`EXECUTION_ERROR`	System error executing the trade
`ORDER_DELAYED`	Order match delayed due to market conditions
`DELAYING_ORDER_ERROR`	System error while delaying the order
`MARKET_NOT_READY`	Market not yet accepting orders

Heartbeat

The heartbeat endpoint maintains session liveness. If a valid heartbeat is not received within 10 seconds (with a 5-second buffer), all open orders are cancelled.

let heartbeatId = "";
setInterval(async () => {
  const resp = await client.postHeartbeat(heartbeatId);
  heartbeatId = resp.heartbeat_id;
}, 5000);

import time

heartbeat_id = ""
while True:
    resp = client.post_heartbeat(heartbeat_id)
    heartbeat_id = resp["heartbeat_id"]
    time.sleep(5)

// With the `heartbeats` feature, the Rust SDK can auto-send heartbeats
// in a background task — no manual loop needed:
Client::start_heartbeats(&mut client)?;
// ... your trading logic ...
client.stop_heartbeats().await?;

// Or send manually:
let resp = client.post_heartbeat(None).await?; // None for first call
let resp = client.post_heartbeat(Some(resp.heartbeat_id)).await?;

Include the most recent heartbeat_id in each request. Use an empty string for the first request.
If you send an expired ID, the server responds with 400 and the correct ID. Update and retry.

Getting Started

Core Concepts

Market Data

Trading

Market Makers

Builder Program

Resources

Order Types

Limit Orders

Two-Step Sign Then Submit

GTD Orders

Market Orders

One-Step Market Order

Post-Only Orders

Batch Orders

Order Options

Tick Sizes

Negative Risk

Prerequisites

Sports Markets

Response

Statuses

Error Messages

Heartbeat

Next Steps

Cancel Orders

Order Attribution

​Order Types

​Limit Orders

​Two-Step Sign Then Submit

​GTD Orders

​Market Orders

​One-Step Market Order

​Post-Only Orders

​Batch Orders

​Order Options

​Tick Sizes

​Negative Risk

​Prerequisites

​Sports Markets

​Response

​Statuses

​Error Messages

​Heartbeat

​Next Steps

Cancel Orders

Order Attribution

Order Types

Limit Orders

Two-Step Sign Then Submit

GTD Orders

Market Orders

One-Step Market Order

Post-Only Orders

Batch Orders

Order Options

Tick Sizes

Negative Risk

Prerequisites

Sports Markets

Response

Statuses

Error Messages

Heartbeat

Next Steps