Order Book Imbalance Detector

Order Book Imbalance Detector MCP Connector for Claude

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Detect market microstructure imbalances and spoofing risks in the Polymarket CLOB.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides deterministic microstructure analysis for the Polymarket Central Limit Order Book (CLOB). It allows AI agents to identify short-term price direction by analyzing liquidity skew and execution flow. Key capabilities include calculating the exact imbalance ratio to predict price pressure, evaluating assess_spoofing_risk to detect manipulative large orders, and using calculate_execution_strategy to determine optimal limit order placement. It is designed to help agents identify BUY or SELL signals based on real-time supply and demand imbalances.

polymarketclobimbalancespoofingliquidity

3 tools expose this connector's capabilities to your AI agent.

assess_spoofing_risk

Evaluates whether large orders are likely being used to manipulate the perception of liquidity

calculate_execution_strategy

Recommends specific limit order placement to capitalize on the identified imbalance

get_imbalance_metrics

Calculates the core imbalance ratio and identifies the predicted price pressure

See how to talk to your AI agent using Order Book Imbalance Detector.

What is the current market imbalance and predicted direction?

The current imbalance ratio is 0.75, which indicates upward price pressure and a BUY signal.

Is there any significant spoofing risk in the current order book?

No, all large orders are currently within 5% of the mid-price, indicating low spoofing risk.

Recommend a limit order strategy based on the current imbalance of 0.25.

With an imbalance ratio of 0.25, the recommended strategy is a SELL limit order at the best available ask price.

The ratio is calculated as the sum of all bid volumes divided by the total volume (sum of bid volumes plus sum of ask volumes).

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