Learn how Polymarket order book imbalance measures bid and ask pressure, when it contains useful information, and how to test it quantitatively. What Order Book Imbalance Reveals About Polymarket Markets A Polymarket price tells you where the market is trading. The order book tells you something different: how much liquidity is positioned around that price . That distinction matters. Two markets can both trade at $0.55 while having completely different distributions of bids...