Module parse 

Parsing functions for Polymarket execution reports.

Structs

MarketPriceResult

Result of walking the order book to compute market order parameters.

Functions

adjust_market_buy_amount

Adjusts a market-BUY pUSD amount to fit within the user’s pUSD balance once platform and builder taker fees are deducted. Mirrors adjust_market_buy_amount in polymarket-rs-clob-client-v2’s clob/utilities.rs.

build_maker_fill_report

Builds a [FillReport] from a PolymarketMakerOrder and trade-level context.

calculate_market_price

Calculates the market-crossing price and expected base quantity by walking the order book.

compute_commission

Computes a pUSD commission using Polymarket’s fee formula.

determine_order_side

Determines the order side for a fill based on trader role and asset matching.

instrument_fee_exponent

Returns the fee-schedule exponent for a Polymarket instrument. Polymarket stores feeSchedule.exponent in the instrument’s info map at parse time. Defaults to 1.0 when missing so the fee curve degenerates to the simple fee = C * rate * p * (1 - p) form used by compute_commission.

instrument_taker_fee

Returns the effective taker fee rate for a Polymarket instrument.

make_composite_trade_id

Creates a composite trade ID bounded to 36 characters.

parse_balance_allowance

Converts a raw micro-pUSD balance from the Polymarket API into an [AccountBalance].

parse_fill_report

Parses a PolymarketTradeReport into a [FillReport].

parse_liquidity_side

Converts a PolymarketLiquiditySide to a Nautilus [LiquiditySide].

parse_order_status_report

Parses a PolymarketOpenOrder into an [OrderStatusReport].

parse_timestamp

Parses a timestamp string into [UnixNanos].

resolve_order_status

Resolves the Nautilus order status from Polymarket status and event type.