nautilus-polymarket 0.56.0

Polymarket integration adapter for the Nautilus trading engine
Documentation 
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// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Constants for the Polymarket adapter.

use std::sync::LazyLock;

use nautilus_model::identifiers::Venue;
use ustr::Ustr;

pub const POLYMARKET: &str = "POLYMARKET";

pub static POLYMARKET_VENUE: LazyLock<Venue> = LazyLock::new(|| Venue::new(Ustr::from(POLYMARKET)));

/// Polymarket builder code for order attribution.
pub const POLYMARKET_NAUTILUS_BUILDER_CODE: &str =
    "0x4f2c0bba608033563f74b82300e2ed59f54f8d0de08281031f03fb2c62819e63";

pub const PUSD: &str = "pUSD";

pub const MAX_PRICE: &str = "0.999";
pub const MIN_PRICE: &str = "0.001";
pub const USDC_DECIMALS: u32 = 6;
pub const LOT_SIZE_SCALE: u32 = 2;

/// Minimum position size (in shares) reported in position status reports.
/// Smaller positions are filtered as dust during reconciliation.
pub const DUST_POSITION_THRESHOLD: f64 = 0.01;

/// Underfill tolerance for `OrderFillTracker`, in ulps of the instrument
/// size precision (resolves to `0.01` at size_precision=6).
/// See `docs/integrations/polymarket.md` (Fill quantity normalization).
pub const SNAP_UNDERFILL_ULPS: f64 = 10_000.0;

/// Overfill tolerance for `OrderFillTracker`, in ulps of the instrument
/// size precision (resolves to `0.0001` at size_precision=6).
/// See `docs/integrations/polymarket.md` (Fill quantity normalization).
pub const SNAP_OVERFILL_ULPS: f64 = 100.0;

pub const WS_MAX_SUBSCRIPTIONS: usize = 200;
pub const WS_DEFAULT_SUBSCRIPTIONS: usize = 200;

/// Maximum orders per `POST /orders` batch request; Polymarket caps batch submits at 15.
pub const BATCH_ORDER_LIMIT: usize = 15;

/// Requests per minute.
pub const HTTP_RATE_LIMIT: u32 = 100;

pub const INVALID_API_KEY: &str = "Unauthorized/Invalid api key";
pub const CANCEL_ALREADY_DONE: &str = "already canceled or matched";