How to Analyse Order Book Depth and Price History with Claude
Analyse Polymarket order book and price history with Claude and ToolRouter. Prediction market quality assessment.
Tool
Claude analyses the order book and price history together to assess whether a market's probability signal is reliable. It evaluates bid/ask spread as a quality indicator, identifies turning points in the historical price curve, and assesses whether the current probability is well-supported by both liquidity and trend — helping you judge whether to trust the market consensus.
Connect ToolRouter to Claude
1Open connector settings Open Settings
2Add a custom connector with these details
Name
ToolRouterURL
https://api.toolrouter.com/mcp3Let Claude set you up Open Claude
Steps
Once connected (see setup above), use the Polymarket tool:
- Ask Claude: "Get the order book for [Polymarket market slug]"
- Claude returns the order book with bid/ask depth at each price level
- Ask: "How tight is the spread and does this market have good liquidity?"
- Ask: "Get the price history for this market and identify when major probability shifts occurred"
Example Prompt
Try this with Claude using the Polymarket tool
Get the order book and price history for this Polymarket market: [slug]. Assess the market quality — how tight is the spread, how deep is the liquidity, and has the probability been stable or volatile? What does the historical curve suggest about how conviction has evolved?
Tips
- A bid/ask spread of less than 2 percentage points indicates a liquid, high-quality market
- Ask Claude to identify the dates of major probability jumps and what news events likely caused them
- Compare order book depth on both sides — if bids significantly outnumber offers, the market may be biased