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compute_maker_taker_amounts

nautilus_polymarket::execution::order_builder

Function compute_maker_taker_amounts 

Source 
pub fn compute_maker_taker_amounts(
    price: Decimal,
    quantity: Decimal,
    side: PolymarketOrderSide,
    tick_decimals: u32,
) -> (Decimal, Decimal)
Expand description

Builds the maker/taker amounts for a Polymarket CLOB limit order.

The CLOB enforces precision constraints on both amounts:

  • Direct amounts (quantity passed through): max LOT_SIZE_SCALE (2) decimal places
  • Computed amounts (quantity * price): max tick_decimals + LOT_SIZE_SCALE decimal places

For BUY: paying pUSD (maker, computed) to receive CTF shares (taker, direct) For SELL: paying CTF shares (maker, direct) to receive pUSD (taker, computed)