nautilus_polymarket/common/
consts.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Constants for the Polymarket adapter.
17
18use std::sync::LazyLock;
19
20use nautilus_model::identifiers::Venue;
21use ustr::Ustr;
22
23pub const POLYMARKET: &str = "POLYMARKET";
24
25pub static POLYMARKET_VENUE: LazyLock<Venue> = LazyLock::new(|| Venue::new(Ustr::from(POLYMARKET)));
26
27/// Polymarket builder code for order attribution.
28pub const POLYMARKET_NAUTILUS_BUILDER_CODE: &str =
29    "0x4f2c0bba608033563f74b82300e2ed59f54f8d0de08281031f03fb2c62819e63";
30
31pub const PUSD: &str = "pUSD";
32
33pub const MAX_PRICE: &str = "0.999";
34pub const MIN_PRICE: &str = "0.001";
35pub const USDC_DECIMALS: u32 = 6;
36pub const LOT_SIZE_SCALE: u32 = 2;
37
38/// Minimum position size (in shares) reported in position status reports.
39/// Smaller positions are filtered as dust during reconciliation.
40pub const DUST_POSITION_THRESHOLD: f64 = 0.01;
41
42/// Underfill tolerance for `OrderFillTracker`, in ulps of the instrument
43/// size precision (resolves to `0.01` at size_precision=6).
44/// See `docs/integrations/polymarket.md` (Fill quantity normalization).
45pub const SNAP_UNDERFILL_ULPS: f64 = 10_000.0;
46
47/// Overfill tolerance for `OrderFillTracker`, in ulps of the instrument
48/// size precision (resolves to `0.0001` at size_precision=6).
49/// See `docs/integrations/polymarket.md` (Fill quantity normalization).
50pub const SNAP_OVERFILL_ULPS: f64 = 100.0;
51
52pub const WS_MAX_SUBSCRIPTIONS: usize = 200;
53pub const WS_DEFAULT_SUBSCRIPTIONS: usize = 200;
54
55/// Maximum orders per `POST /orders` batch request; Polymarket caps batch submits at 15.
56pub const BATCH_ORDER_LIMIT: usize = 15;
57
58/// Requests per minute.
59pub const HTTP_RATE_LIMIT: u32 = 100;
60
61pub const INVALID_API_KEY: &str = "Unauthorized/Invalid api key";
62pub const CANCEL_ALREADY_DONE: &str = "already canceled or matched";
nautilus_polymarket/common/consts.rs

nautilus_polymarket/common/
consts.rs
