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(crate) const SUPPORTED_MARKET_VERSION: &str = "v1";
42pub(crate) const MARKET_VERSION_KEY: &str = "market_version";
43
44/// Canonical decimal precision for Polymarket prices.
45pub const POLYMARKET_PRICE_PRECISION: u8 = 4;
46
47pub const MAX_PRICE: &str = "0.999";
48pub const MIN_PRICE: &str = "0.001";
49pub const USDC_DECIMALS: u32 = 6;
50pub const LOT_SIZE_SCALE: u32 = 2;
51
52/// Minimum position size (in shares) reported in position status reports.
53/// Smaller positions are filtered as dust during reconciliation.
54pub const DUST_POSITION_THRESHOLD: Decimal = dec!(0.01);
55
56/// Maximum six-decimal position difference below [`DUST_POSITION_THRESHOLD`].
57pub const POSITION_RECONCILIATION_TOLERANCE: Decimal = dec!(0.009999);
58
59/// Dust band (in shares) for underfill normalization. Set to one cent-share,
60/// matching Polymarket's CLOB tick quantization.
61///
62/// Fills keep the venue quantity. CLOB cent-tick truncation can leave a
63/// terminal order up to `0.01` shares short of its quantity; after terminal
64/// trade confirmation the order quantity is lowered to its venue-filled
65/// quantity, and `OrderStatusReport.filled_qty` at terminal `Filled` status
66/// snaps up to the quantity. A BUY overfill raises the order quantity instead.
67///
68/// A shortfall at or above this threshold is a real remainder and surfaces to
69/// the engine. See `docs/integrations/polymarket.md` (Fill quantity normalization).
70pub const DUST_SNAP_THRESHOLD_DEC: Decimal = dec!(0.01);
71
72/// Default per-connection market subscription cap.
73///
74/// A conservative, self-chosen reliability bound, not a venue limit: Polymarket
75/// documents no per-connection cap, and high per-connection counts have been
76/// observed to silently stall a connection. The market pool shards across
77/// connections at this bound.
78pub const WS_DEFAULT_SUBSCRIPTIONS: usize = 200;
79
80/// Maximum orders per `POST /orders` batch request; Polymarket caps batch submits at 15.
81pub const BATCH_ORDER_LIMIT: usize = 15;
82
83/// Requests per minute.
84pub const HTTP_RATE_LIMIT: u32 = 100;
85
86/// Maximum number of `condition_ids` accepted in a single Gamma `/markets` query.
87pub const GAMMA_CONDITION_IDS_BATCH_SIZE: usize = 100;
88
89pub const INVALID_API_KEY: &str = "Unauthorized/Invalid api key";
90pub const CANCEL_ALREADY_DONE: &str = "already canceled or matched";
nautilus_polymarket/common/consts.rs

nautilus_polymarket/common/
consts.rs
