pub const DUST_SNAP_THRESHOLD_DEC: Decimal;Expand description
Dust band (in shares) for underfill normalization. Set to one cent-share, matching Polymarket’s CLOB tick quantization.
Fills keep the venue quantity. CLOB cent-tick truncation can leave a
terminal order up to 0.01 shares short of its quantity; after terminal
trade confirmation the order quantity is lowered to its venue-filled
quantity, and OrderStatusReport.filled_qty at terminal Filled status
snaps up to the quantity. A BUY overfill raises the order quantity instead.
A shortfall at or above this threshold is a real remainder and surfaces to
the engine. See docs/integrations/polymarket.md (Fill quantity normalization).