Polymarket Tick-Size Changes: Preventing Invalid Prices and Broken Quotes
Tick size is runtime market metadata and must not be hard-coded into a quoting engine.
Polymarket Tick-Size Changes: Preventing Invalid Prices and Broken Quotes
Tick size is runtime market metadata and must not be hard-coded into a quoting engine.
Model the failure correctly
Represent prices as exact decimals and apply documented, side-aware rounding without crossing an economic limit.
Collect evidence
Version every quote generation with the tick size and book snapshot used to create it.
Build the control path
Refresh authoritative metadata and invalidate in-flight generations when the increment changes.
Handle edge cases
Cancel nonconforming orders deliberately, reconcile partial fills, then quote from a fresh book.
Recovery procedure
Test near-zero and near-one prices, half ticks, minimum size, reconnects, and changes during submission.
Production metrics
Expose current tick, metadata age, rounding adjustments, and invalid-price rejects in the dashboard.
TierZero can help implement or review this architecture through our relevant engineering service.
Primary reference
See the official technical documentation and pin the exact API behavior used by your deployment.
Building this for production?
We turn this architecture into tested, non-custodial software with monitoring, documentation and deployment support.
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