Order filled at wrong price

[mahdizaferanchi]

https://polymarket.com/event/btc-updown-15m-1777889700
On this market, I had a sell order filled at ~50 cents 20 seconds left to resolution. It doesn't make any sense to me. The order was placed through the API with py-clob-client-v2

Order response:

{'errorMsg': '', 'orderID': '0x45e32b358c0746eb1290f638d4e521bf75d61ae25978b758621036187ebc67dd', 'takingAmount': '2.4745', 'makingAmount': '5.05', 'status': 'matched', 'transactionsHashes': ['0x4c33a4a336caee05c8200beee3119d80c707282c8a7f5d658508004184a7d4b1'], 'success': True}

The problem is that, to my knowledge, this shouldn't happen no matter how I place the order.

[gmoutsin]

Why do you say this shouldn't happen? Was it a limit order and the price it was filled is on the wrong side?

[mahdizaferanchi]

It was a market sell order. If you look at the charts for that market (outcome token price or btc itself), the price in that time for the winning DOWN token should have been and was at ~99 cents. How could my $5 order be executed at 50? I don't understand how it's possible. Am I wrong in assuming that when the best bid is around 99 cents, this will be the price I sell at regardless of how I place the order? It's always either the best bid or the order doesn't match and sits on the book.

[gmoutsin]

No, you are not wrong. This assumption is correct. The assumption that is wrong is that the price you see on the website is reflecting the order book state of when you sent the order

[mahdizaferanchi]

If you mean that the chart on the website can make some fluctuations disappear due to low resolution and / or smoothing, that's reasonable. However, considering the price of BTC and its distance to the window open price, and BTC's price chart from other sources (like TradingView) it makes no sense for DOWN to all of a sudden dip to 50 cents in the last 30 seconds.

2026-05-04 10:29:16 - [10:15:00] {"market":"0x17ab3eedf5b2bfe79d3155f769122cbe200ef5d25d7ac56223eb2a08fec7b845", "asset_id":"11165339678778964373136735635336843843666768144626008160542082304522160008132", "bids":[{"price":"0.001", "size":"490"}, {"price":"0.01", "size":"910.95"}, {"price":"0.02", "size":"174.6"}, {"price":"0.03", "size":"192.4"}, {"price":"0.04", "size":"89.8"}, {"price":"0.05", "size":"86.8"}, {"price":"0.06", "size":"58"}, {"price":"0.07", "size":"219.23"}, {"price":"0.08", "size":"47.4"}, {"price":"0.09", "size":"43.8"}, {"price":"0.1", "size":"326.2"}, {"price":"0.11", "size":"38.6"}, {"price":"0.12", "size":"36.6"}, {"price":"0.13", "size":"35"}, {"price":"0.14", "size":"33.6"}, {"price":"0.15", "size":"32.38"}, {"price":"0.16", "size":"48.38"}, {"price":"0.17", "size":"30.38"}, {"price":"0.18", "size":"29.6"}, {"price":"0.19", "size":"35.8"}, {"price":"0.2", "size":"228.04"}, {"price":"0.21", "size":"39.6"}, {"price":"0.22", "size":"27.2"}, {"price":"0.23", "size":"26.6"}, {"price":"0.24", "size":"26.2"}, {"price":"0.25", "size":"79.79"}, {"price":"0.26", "size":"25.6"}, {"price":"0.27", "size":"25.2"}, {"price":"0.28", "size":"24.8"}, {"price":"0.29", "size":"24.6"}, {"price":"0.3", "size":"29.4"}, {"price":"0.31", "size":"24.2"}, {"price":"0.32", "size":"724"}, {"price":"0.33", "size":"23.8"}, {"price":"0.34", "size":"23.6"}, {"price":"0.35", "size":"43.4"}, {"price":"0.36", "size":"23.2"}, {"price":"0.37", "size":"723.2"}, {"price":"0.38", "size":"23"}, {"price":"0.39", "size":"48"}, {"price":"0.4", "size":"32.8"}, {"price":"0.41", "size":"10.8"}, {"price":"0.42", "size":"10.6"}, {"price":"0.43", "size":"10.6"}, {"price":"0.44", "size":"710.6"}, {"price":"0.45", "size":"10.6"}, {"price":"0.46", "size":"710.4"}, {"price":"0.47", "size":"10.4"}, {"price":"0.48", "size":"10.4"}, {"price":"0.49", "size":"10.4"}, {"price":"0.5", "size":"10.4"}, {"price":"0.51", "size":"10.4"}, {"price":"0.52", "size":"10.4"}, {"price":"0.53", "size":"10.4"}, {"price":"0.54", "size":"10.4"}, {"price":"0.55", "size":"10.6"}, {"price":"0.56", "size":"10.6"}, {"price":"0.57", "size":"10.6"}, {"price":"0.58", "size":"10.6"}, {"price":"0.59", "size":"10.8"}, {"price":"0.6", "size":"22.8"}, {"price":"0.61", "size":"23"}, {"price":"0.62", "size":"23"}, {"price":"0.63", "size":"23.2"}, {"price":"0.64", "size":"23.2"}, {"price":"0.65", "size":"23.4"}, {"price":"0.66", "size":"23.6"}, {"price":"0.67", "size":"23.8"}, {"price":"0.68", "size":"31.35"}, {"price":"0.69", "size":"29.27"}, {"price":"0.7", "size":"24.4"}, {"price":"0.71", "size":"24.6"}, {"price":"0.72", "size":"24.8"}, {"price":"0.73", "size":"25.2"}, {"price":"0.74", "size":"25.6"}, {"price":"0.75", "size":"32.47"}, {"price":"0.76", "size":"26.2"}, {"price":"0.77", "size":"26.6"}, {"price":"0.78", "size":"32.2"}, {"price":"0.79", "size":"27.6"}, {"price":"0.8", "size":"28.2"}, {"price":"0.81", "size":"28.8"}, {"price":"0.82", "size":"29.6"}, {"price":"0.83", "size":"30.38"}, {"price":"0.84", "size":"31.38"}, {"price":"0.85", "size":"32.38"}, {"price":"0.86", "size":"33.6"}, {"price":"0.87", "size":"35"}, {"price":"0.88", "size":"60.98"}, {"price":"0.89", "size":"38.6"}, {"price":"0.9", "size":"61.92"}, {"price":"0.91", "size":"323.8"}, {"price":"0.92", "size":"123.72"}, {"price":"0.93", "size":"167.24"}, {"price":"0.94", "size":"134.29"}, {"price":"0.95", "size":"334.8"}, {"price":"0.96", "size":"772.7"}, {"price":"0.962", "size":"5"}, {"price":"0.964", "size":"5"}, {"price":"0.966", "size":"5"}, {"price":"0.967", "size":"5"}, {"price":"0.968", "size":"5"}, {"price":"0.97", "size":"554.39"}, {"price":"0.98", "size":"1453.42"}, {"price":"0.99", "size":"3032.45"}, {"price":"0.996", "size":"199.99"}, {"price":"0.997", "size":"1574.91"}], "asks":[], "hash":"1cdb3e5643c5c6067cc1854ce871dbd65b383799", "timestamp":"1777890556673", "event_type":"book"}

This is an order book snap shot for that market for the DOWN token close to resolution.

And here is the BTC/UST chart from Bitstamp:

I'm also logging the price from chainlink manually and keeping a record... and there is no anomaly in the data in the last 30 seconds. It's around 78,500 while open is ~78,700.

So... I'm still confused.