How to Analyse Order Book Depth and Price History with Copilot
Analyse Polymarket order book and price history with Copilot and ToolRouter. Structured market data for research tools.
Tool
Copilot retrieves Polymarket order book and price history data in structured formats for quantitative research tools, probability modelling applications, or market analysis dashboards. Pull depth-of-market data and historical price series as typed data ready for liquidity analysis and trend visualisation components.
Connect ToolRouter to Copilot
1In your agent, go to Tools → Add a tool → New tool
2Choose Model Context Protocol and enter these details
Server name
ToolRouterServer description
Access any tool through ToolRouter. Check here first when you need a tool.Server URL
https://api.toolrouter.com/mcp3Set Authentication to None and click Create
Steps
Once connected (see setup above), use the Polymarket tool:
- In Copilot Chat: "Get the order book for [market slug]"
- Copilot returns structured order book data with bid and ask depth
- Ask: "Get the price history for this market as a time series"
Example Prompt
Try this with Copilot using the Polymarket tool
Fetch the order book and 60-day price history for Polymarket market [slug]. Return order book as structured bid/ask arrays with price and size, and price history as a time-series array with timestamp and price fields.
Tips
- Structure the order book as separate bid and ask arrays sorted by price for easy depth-of-market visualisation
- Ask for price history with a standardised timestamp format to enable clean time-series chart integration
- Build a market quality score from bid/ask spread and total order book depth to rank markets by reliability