Initial commit (clean, no build artifacts)

2026-08-13 12:38:05 +00:00 · 2025-07-24 20:29:10 -04:00
commit 0da466ae61
24 changed files with 10893 additions and 0 deletions
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+//! Core types for the Polymarket client
+//!
+//! This module defines all the stable public types used throughout the client.
+//! These types are optimized for latency-sensitive trading environments.
+
+use alloy_primitives::{Address, U256};
+use chrono::{DateTime, Utc};
+use rust_decimal::Decimal;
+use serde::{Deserialize, Serialize};
+use std::collections::HashMap;
+use uuid::Uuid;
+
+/// Trading side for orders
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+pub enum Side {
+    BUY = 0,
+    SELL = 1,
+}
+
+impl Side {
+    pub fn as_str(&self) -> &'static str {
+        match self {
+            Side::BUY => "BUY",
+            Side::SELL => "SELL",
+        }
+    }
+
+    pub fn opposite(&self) -> Self {
+        match self {
+            Side::BUY => Side::SELL,
+            Side::SELL => Side::BUY,
+        }
+    }
+}
+
+/// Order type specifications
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+pub enum OrderType {
+    GTC,
+    FOK,
+    GTD,
+}
+
+impl OrderType {
+    pub fn as_str(&self) -> &'static str {
+        match self {
+            OrderType::GTC => "GTC",
+            OrderType::FOK => "FOK",
+            OrderType::GTD => "GTD",
+        }
+    }
+}
+
+/// Order status in the system
+#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
+pub enum OrderStatus {
+    #[serde(rename = "LIVE")]
+    Live,
+    #[serde(rename = "CANCELLED")]
+    Cancelled,
+    #[serde(rename = "FILLED")]
+    Filled,
+    #[serde(rename = "PARTIAL")]
+    Partial,
+    #[serde(rename = "EXPIRED")]
+    Expired,
+}
+
+/// Market snapshot representing current state
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct MarketSnapshot {
+    pub token_id: String,
+    pub market_id: String,
+    pub timestamp: DateTime<Utc>,
+    pub bid: Option<Decimal>,
+    pub ask: Option<Decimal>,
+    pub mid: Option<Decimal>,
+    pub spread: Option<Decimal>,
+    pub last_price: Option<Decimal>,
+    pub volume_24h: Option<Decimal>,
+}
+
+/// Order book level (price/size pair)
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct BookLevel {
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub size: Decimal,
+}
+
+/// Full order book state
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct OrderBook {
+    /// Token ID
+    pub token_id: String,
+    /// Timestamp
+    pub timestamp: DateTime<Utc>,
+    /// Bid orders
+    pub bids: Vec<BookLevel>,
+    /// Ask orders
+    pub asks: Vec<BookLevel>,
+    /// Sequence number
+    pub sequence: u64,
+}
+
+/// Order book delta for streaming updates
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct OrderDelta {
+    pub token_id: String,
+    pub timestamp: DateTime<Utc>,
+    pub side: Side,
+    pub price: Decimal,
+    pub size: Decimal, // 0 means remove level
+    pub sequence: u64,
+}
+
+/// Trade execution event
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct FillEvent {
+    pub id: String,
+    pub order_id: String,
+    pub token_id: String,
+    pub side: Side,
+    pub price: Decimal,
+    pub size: Decimal,
+    pub timestamp: DateTime<Utc>,
+    pub maker_address: Address,
+    pub taker_address: Address,
+    pub fee: Decimal,
+}
+
+/// Order creation parameters
+#[derive(Debug, Clone)]
+pub struct OrderRequest {
+    pub token_id: String,
+    pub side: Side,
+    pub price: Decimal,
+    pub size: Decimal,
+    pub order_type: OrderType,
+    pub expiration: Option<DateTime<Utc>>,
+    pub client_id: Option<String>,
+}
+
+/// Market order parameters
+#[derive(Debug, Clone)]
+pub struct MarketOrderRequest {
+    pub token_id: String,
+    pub side: Side,
+    pub amount: Decimal, // USD amount for buys, token amount for sells
+    pub slippage_tolerance: Option<Decimal>,
+    pub client_id: Option<String>,
+}
+
+/// Order state in the system
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Order {
+    pub id: String,
+    pub token_id: String,
+    pub side: Side,
+    pub price: Decimal,
+    pub original_size: Decimal,
+    pub filled_size: Decimal,
+    pub remaining_size: Decimal,
+    pub status: OrderStatus,
+    pub order_type: OrderType,
+    pub created_at: DateTime<Utc>,
+    pub updated_at: DateTime<Utc>,
+    pub expiration: Option<DateTime<Utc>>,
+    pub client_id: Option<String>,
+}
+
+/// API credentials for authentication
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct ApiCredentials {
+    pub api_key: String,
+    pub secret: String,
+    pub passphrase: String,
+}
+
+/// Configuration for order creation
+#[derive(Debug, Clone)]
+pub struct OrderOptions {
+    pub tick_size: Option<Decimal>,
+    pub neg_risk: Option<bool>,
+    pub fee_rate_bps: Option<u32>,
+}
+
+/// Market information
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Market {
+    pub condition_id: String,
+    pub tokens: [Token; 2],
+    pub active: bool,
+    pub closed: bool,
+    pub question: String,
+    pub description: String,
+    pub category: Option<String>,
+    pub end_date_iso: Option<String>,
+    pub minimum_order_size: Decimal,
+    pub minimum_tick_size: Decimal,
+}
+
+/// Token information within a market
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Token {
+    pub token_id: String,
+    pub outcome: String,
+}
+
+/// Client configuration for PolyfillClient
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct ClientConfig {
+    /// Base URL for the API
+    pub base_url: String,
+    /// Chain ID for the network
+    pub chain_id: u64,
+    /// Private key for signing (optional)
+    pub private_key: Option<String>,
+    /// API credentials (optional)
+    pub api_credentials: Option<ApiCredentials>,
+    /// Maximum slippage tolerance
+    pub max_slippage: Option<Decimal>,
+    /// Fee rate in basis points
+    pub fee_rate: Option<Decimal>,
+    /// Request timeout
+    pub timeout: Option<std::time::Duration>,
+    /// Maximum number of connections
+    pub max_connections: Option<usize>,
+}
+
+impl Default for ClientConfig {
+    fn default() -> Self {
+        Self {
+            base_url: "https://clob.polymarket.com".to_string(),
+            chain_id: 137, // Polygon mainnet
+            private_key: None,
+            api_credentials: None,
+            timeout: Some(std::time::Duration::from_secs(30)),
+            max_connections: Some(100),
+            max_slippage: None,
+            fee_rate: None,
+        }
+    }
+}
+
+/// WebSocket authentication for Polymarket API
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct WssAuth {
+    /// User's Ethereum address
+    pub address: String,
+    /// EIP-712 signature
+    pub signature: String,
+    /// Unix timestamp
+    pub timestamp: u64,
+    /// Nonce for replay protection
+    pub nonce: String,
+}
+
+/// WebSocket subscription request
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct WssSubscription {
+    /// Authentication information
+    pub auth: WssAuth,
+    /// Array of markets (condition IDs) for USER channel
+    pub markets: Option<Vec<String>>,
+    /// Array of asset IDs (token IDs) for MARKET channel
+    pub asset_ids: Option<Vec<String>>,
+    /// Channel type: "USER" or "MARKET"
+    #[serde(rename = "type")]
+    pub channel_type: String,
+}
+
+/// WebSocket message types for streaming
+#[derive(Debug, Clone, Serialize, Deserialize)]
+#[serde(tag = "type")]
+pub enum StreamMessage {
+    #[serde(rename = "book_update")]
+    BookUpdate {
+        data: OrderDelta,
+    },
+    #[serde(rename = "trade")]
+    Trade {
+        data: FillEvent,
+    },
+    #[serde(rename = "order_update")]
+    OrderUpdate {
+        data: Order,
+    },
+    #[serde(rename = "heartbeat")]
+    Heartbeat {
+        timestamp: DateTime<Utc>,
+    },
+    /// User channel events
+    #[serde(rename = "user_order_update")]
+    UserOrderUpdate {
+        data: Order,
+    },
+    #[serde(rename = "user_trade")]
+    UserTrade {
+        data: FillEvent,
+    },
+    /// Market channel events
+    #[serde(rename = "market_book_update")]
+    MarketBookUpdate {
+        data: OrderDelta,
+    },
+    #[serde(rename = "market_trade")]
+    MarketTrade {
+        data: FillEvent,
+    },
+}
+
+/// Subscription parameters for streaming
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Subscription {
+    pub token_ids: Vec<String>,
+    pub channels: Vec<String>,
+}
+
+/// WebSocket channel types
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+pub enum WssChannelType {
+    #[serde(rename = "USER")]
+    User,
+    #[serde(rename = "MARKET")]
+    Market,
+}
+
+impl WssChannelType {
+    pub fn as_str(&self) -> &'static str {
+        match self {
+            WssChannelType::User => "USER",
+            WssChannelType::Market => "MARKET",
+        }
+    }
+}
+
+/// Price quote response
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Quote {
+    pub token_id: String,
+    pub side: Side,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
+    pub timestamp: DateTime<Utc>,
+}
+
+/// Balance information
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct Balance {
+    pub token_id: String,
+    pub available: Decimal,
+    pub locked: Decimal,
+    pub total: Decimal,
+}
+
+/// Performance metrics for monitoring
+#[derive(Debug, Clone)]
+pub struct Metrics {
+    pub orders_per_second: f64,
+    pub avg_latency_ms: f64,
+    pub error_rate: f64,
+    pub uptime_pct: f64,
+}
+
+// Type aliases for common patterns
+pub type TokenId = String;
+pub type OrderId = String;
+pub type MarketId = String;
+pub type ClientId = String;
+
+/// Result type used throughout the client
+pub type Result<T> = std::result::Result<T, crate::errors::PolyfillError>;