{"book_depth_note":"Book depth is how many dollars are resting right now on Polymarket's public order book at the price a whale filled, on the side they traded against: asks if they bought, bids if they sold. Dollars means price times shares. We use that book's tick size, or 1\u00a2 if it doesn't say one. If the fill landed on a tick, we count the shares posted at that price. Merged flags average every fill from the same wallet, market and side inside an hour, so the price can sit between two ticks; then we count both. The book is thin when those dollars are less than the whale's own trade, meaning another order of the same size would not fill at this price from what's posted. This is the live book, not a replay of the book at the moment of the trade. The free order-book API does not keep that history. If the book is missing, closed, empty on both sides, or the request fails, book_depth is null and the rest of the flag is unchanged. It is not a grade and it is not a recommendation.","flags":[],"fresh_severity":null,"next_cursor":null,"record":{"called":0,"edge":null,"exp_rate":null,"expected":0,"hit":null,"n":0,"se":null},"wallet":"0x81ce8050d3d4bdfbe7f7bac2f5ddf7f983183d2f"}