Module models 

Structs

CreateOrderRequest

Input for create_order.

CryptoPrice

DepthBuckets

Cumulative depth at 10/50/100 bps tiers from mid.

Event

A grouping of related markets — one Kalshi event_ticker or one Polymarket event slug.

Fill

A single fill (trade execution) from one of the caller’s orders.

FixedPrice

Fixed-point price representation. 1 tick = 0.0001 (scale factor 10,000). Eliminates f64 comparison issues (no PRICE_EPSILON), enables Ord (no NaN), and uses integer arithmetic (1-5ns vs 20-100ns for f64 ops).

LevelCount

Per-side resting-level counts.

Market

A prediction market on the unified surface. Prices are YES probabilities in [0, 1].

MarketLineage

A market plus its parent event and series.

MarketTrade

A public trade off the market tape.

MaxGap

Largest consecutive-level price gap per side.

Order

An order on the unified surface.

Orderbook

Full-depth L2 orderbook for one asset.

OrderbookImpact

Slippage curve at one requested size.

OrderbookMicrostructure

Microstructure signals for one orderbook.

OrderbookStats

Top-of-book snapshot stats for one asset.

Outcome

One outcome of a prediction market.

Position

An open position held by the caller.

PriceLevel

A single resting orderbook level.

PriceLevelChange

One price-level update; size > 0 sets the level, size == 0 removes it.

PublicTrade

RestPriceLevel

Series

A recurring family of events (e.g. a weekly inflation reading or sports season).

SettlementSource

Reference used by the exchange to settle a series.

SportResult

Real-time sports score/state from the Polymarket Sports WebSocket. Serializes as snake_case for end-users; aliases accept the upstream camelCase.

Enums

CryptoPriceSource

LiquidityRole

Whether a fill provided liquidity (maker) or took it (taker).

MarketStatus

Market lifecycle state. Options: active, closed, resolved.

MarketType

Shape of a market’s outcomes. Options: binary, categorical, scalar.

OrderOutcome

Outcome targeted by an order. Options: yes, no, or label: "<name>" for categorical Polymarket markets.

OrderSide

Order direction. Options: buy, sell.

OrderStatus

Order lifecycle state. Options: pending, open, filled, partially_filled, cancelled, rejected.

OrderType

Time-in-force. Options: gtc (rests on book), ioc (fill-now-or-cancel-rest), fok (all-or-nothing).

PriceLevelSide

Side of an orderbook level. Options: bid, ask.

Functions

apply_ask_level

See apply_bid_level. Same semantics, ascending ordering.

apply_bid_level

Apply a price-level delta to a bid-sorted list with replace-or-insert semantics (matches the behaviour of a sorted associative map):

insert_ask

Insert a price level into an ask-sorted (ascending) list. Binary-search + Vec::insert; same complexity profile as insert_bid.

insert_bid

Insert a price level into a bid-sorted (descending) list. Binary-search for the insert position (O(log n)), then Vec::insert (O(n) memcpy shift on average). Net O(log n + n) per op vs the old push+sort’s O(n log n). Equal-price entries go AFTER existing entries.

orderbook_impact

Slippage curve at a single requested size. Walks both sides of the book (asks ascending for buy, bids descending for sell) consuming levels until size is filled or the side exhausts.

orderbook_microstructure

Microstructure signals: cumulative depth at standard bps tiers, slope of cumulative size vs distance-from-mid, largest consecutive-level gap, and raw level counts per side.

orderbook_stats

Snapshot stats: top-of-book, weighted mid, imbalance, total depth. Pure function over the unified orderbook — no upstream calls.

sort_asks

Sort price levels in ascending order (lowest price first) – ask side ordering. Uses integer comparison via FixedPrice::Ord (no partial_cmp/NaN handling).

sort_bids

Sort price levels in descending order (highest price first) – bid side ordering. Uses integer comparison via FixedPrice::Ord (no partial_cmp/NaN handling).

Type Aliases

ChangeVec

Stack-allocated change list. Kalshi = 1 change, Polymarket typically 1-3. Falls back to heap only if > 4 changes in a single update (rare).