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::{ClientId, Venue};
21use rust_decimal::Decimal;
22use rust_decimal_macros::dec;
23use ustr::Ustr;
24
25/// Venue identifier string.
26pub const POLYMARKET: &str = "POLYMARKET";
27
28/// Static venue instance.
29pub static POLYMARKET_VENUE: LazyLock<Venue> = LazyLock::new(|| Venue::new(Ustr::from(POLYMARKET)));
30
31/// Static client ID instance.
32pub static POLYMARKET_CLIENT_ID: LazyLock<ClientId> =
33    LazyLock::new(|| ClientId::new(Ustr::from(POLYMARKET)));
34
35/// Polymarket builder code for order attribution.
36pub const POLYMARKET_NAUTILUS_BUILDER_CODE: &str =
37    "0x4f2c0bba608033563f74b82300e2ed59f54f8d0de08281031f03fb2c62819e63";
38
39pub const PUSD: &str = "pUSD";
40
41pub const MAX_PRICE: &str = "0.999";
42pub const MIN_PRICE: &str = "0.001";
43pub const USDC_DECIMALS: u32 = 6;
44pub const LOT_SIZE_SCALE: u32 = 2;
45
46/// Minimum position size (in shares) reported in position status reports.
47/// Smaller positions are filtered as dust during reconciliation.
48pub const DUST_POSITION_THRESHOLD: f64 = 0.01;
49
50/// Dust band (in shares) for fill quantity normalization. Set to one
51/// cent-share, matching Polymarket's CLOB tick quantization.
52///
53/// Live-fill snapping is overfill-only: when the venue fill exceeds
54/// `submitted_qty` by less than `DUST_SNAP_THRESHOLD`, the fill is snapped
55/// DOWN to `submitted_qty`. Underfill is preserved on the per-fill path and
56/// resolved at terminal `MATCHED` status by the synthetic dust fill
57/// mechanism. `OrderStatusReport.filled_qty` snapping at terminal `Filled`
58/// status uses this same threshold in both directions.
59///
60/// Two observed drift sources sit within this band:
61///
62/// - CLOB cent-tick truncation (underfill, up to `0.01` shares).
63/// - V2 market-BUY USDC-scale truncation in `adjust_market_buy_amount`
64///   (overfill, microshares; largest reproduced production overage is
65///   `0.000066` shares).
66///
67/// A diff at or above this threshold is left unsnapped and surfaces to the
68/// engine. See `docs/integrations/polymarket.md` (Fill quantity normalization).
69pub const DUST_SNAP_THRESHOLD: f64 = 0.01;
70
71/// Decimal form of [`DUST_SNAP_THRESHOLD`] for `Decimal` arithmetic paths.
72pub const DUST_SNAP_THRESHOLD_DEC: Decimal = dec!(0.01);
73
74pub const WS_MAX_SUBSCRIPTIONS: usize = 200;
75pub const WS_DEFAULT_SUBSCRIPTIONS: usize = 200;
76
77/// Maximum orders per `POST /orders` batch request; Polymarket caps batch submits at 15.
78pub const BATCH_ORDER_LIMIT: usize = 15;
79
80/// Requests per minute.
81pub const HTTP_RATE_LIMIT: u32 = 100;
82
83/// Maximum number of `condition_ids` accepted in a single Gamma `/markets` query.
84pub const GAMMA_CONDITION_IDS_BATCH_SIZE: usize = 100;
85
86pub const INVALID_API_KEY: &str = "Unauthorized/Invalid api key";
87pub const CANCEL_ALREADY_DONE: &str = "already canceled or matched";
nautilus_polymarket/common/consts.rs

nautilus_polymarket/common/
consts.rs
