mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-08-16 14:08:07 +00:00
feat: migrate CLOB client to V2-only trading
This commit is contained in:
+38
-8
@@ -5,7 +5,7 @@
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use crate::errors::{PolyfillError, Result};
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use crate::types::ApiCredentials;
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use alloy_primitives::{hex::encode_prefixed, Address, U256};
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use alloy_primitives::{hex::encode_prefixed, Address, B256, U256};
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use alloy_signer::SignerSync;
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use alloy_signer_local::PrivateKeySigner;
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use alloy_sol_types::{eip712_domain, sol};
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@@ -42,18 +42,34 @@ sol! {
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uint256 salt;
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address maker;
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address signer;
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address taker;
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uint256 tokenId;
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uint256 makerAmount;
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uint256 takerAmount;
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uint256 expiration;
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uint256 nonce;
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uint256 feeRateBps;
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uint8 side;
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uint8 signatureType;
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uint256 timestamp;
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bytes32 metadata;
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bytes32 builder;
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}
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}
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/// V2 order signing payload. The REST body still carries `expiration`, but the EIP-712 payload
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/// follows the V2 exchange struct.
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#[derive(Clone)]
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pub struct SignedOrderMessage {
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pub salt: U256,
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pub maker: Address,
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pub signer: Address,
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pub token_id: U256,
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pub maker_amount: U256,
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pub taker_amount: U256,
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pub side: u8,
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pub signature_type: u8,
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pub timestamp: U256,
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pub metadata: B256,
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pub builder: B256,
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}
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/// Get current Unix timestamp in seconds
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pub fn get_current_unix_time_secs() -> u64 {
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SystemTime::now()
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@@ -94,13 +110,27 @@ pub fn sign_clob_auth_message(
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/// Sign order message using EIP-712
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pub fn sign_order_message(
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signer: &PrivateKeySigner,
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order: Order,
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order: SignedOrderMessage,
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chain_id: u64,
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verifying_contract: Address,
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) -> Result<String> {
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let order = Order {
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salt: order.salt,
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maker: order.maker,
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signer: order.signer,
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tokenId: order.token_id,
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makerAmount: order.maker_amount,
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takerAmount: order.taker_amount,
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side: order.side,
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signatureType: order.signature_type,
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timestamp: order.timestamp,
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metadata: order.metadata,
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builder: order.builder,
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};
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let domain = eip712_domain!(
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name: "Polymarket CTF Exchange",
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version: "1",
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version: "2",
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chain_id: chain_id,
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verifying_contract: verifying_contract,
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);
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@@ -335,7 +365,7 @@ mod tests {
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passphrase: "test_passphrase".to_string(),
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};
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let result = create_l2_headers::<String>(&signer, &api_creds, "/test", "GET", None);
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let result = create_l2_headers::<String>(&signer, &api_creds, "GET", "/test", None);
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assert!(result.is_ok());
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let headers = result.unwrap();
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+505
-251
File diff suppressed because it is too large
Load Diff
@@ -101,14 +101,14 @@ mod tests {
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#[tokio::test]
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async fn test_connection_manager_creation() {
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let client = reqwest::ClientBuilder::new().no_proxy().build().unwrap();
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let manager = ConnectionManager::new(client, "https://clob.polymarket.com".to_string());
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let manager = ConnectionManager::new(client, "https://clob-v2.polymarket.com".to_string());
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assert!(!manager.is_running());
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}
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#[tokio::test]
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async fn test_keepalive_start_stop() {
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let client = reqwest::ClientBuilder::new().no_proxy().build().unwrap();
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let manager = ConnectionManager::new(client, "https://clob.polymarket.com".to_string());
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let manager = ConnectionManager::new(client, "https://clob-v2.polymarket.com".to_string());
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manager.start_keepalive(Duration::from_secs(30)).await;
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tokio::time::sleep(Duration::from_millis(100)).await;
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+3
-3
@@ -105,7 +105,7 @@ mod tests {
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#[ignore = "requires external DNS/network access"]
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async fn test_dns_cache_resolve() {
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let cache = DnsCache::new().await.unwrap();
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let ips = cache.resolve("clob.polymarket.com").await.unwrap();
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let ips = cache.resolve("clob-v2.polymarket.com").await.unwrap();
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assert!(!ips.is_empty());
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}
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@@ -113,7 +113,7 @@ mod tests {
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#[ignore = "requires external DNS/network access"]
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async fn test_dns_cache_prewarm() {
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let cache = DnsCache::new().await.unwrap();
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cache.prewarm("clob.polymarket.com").await.unwrap();
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cache.prewarm("clob-v2.polymarket.com").await.unwrap();
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assert_eq!(cache.cache_size().await, 1);
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}
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@@ -121,7 +121,7 @@ mod tests {
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#[ignore = "requires external DNS/network access"]
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async fn test_dns_cache_clear() {
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let cache = DnsCache::new().await.unwrap();
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cache.prewarm("clob.polymarket.com").await.unwrap();
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cache.prewarm("clob-v2.polymarket.com").await.unwrap();
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cache.clear().await;
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assert_eq!(cache.cache_size().await, 0);
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}
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+19
-14
@@ -13,22 +13,27 @@
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//! # Quick Start
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//!
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//! ```rust,no_run
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//! use polyfill_rs::{ClobClient, OrderArgs, Side};
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//! use polyfill_rs::{ClientConfig, ClobClient, OrderArgs, Side};
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//! use rust_decimal::Decimal;
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//! use std::str::FromStr;
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//!
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//! #[tokio::main]
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//! async fn main() -> Result<(), Box<dyn std::error::Error>> {
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//! // Create client (compatible with polymarket-rs-client)
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//! let mut client = ClobClient::with_l1_headers(
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//! "https://clob.polymarket.com",
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//! "your_private_key",
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//! 137,
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//! );
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//! let bootstrap = ClobClient::from_config(ClientConfig {
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//! base_url: "https://clob-v2.polymarket.com".to_string(),
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//! chain: 137,
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//! private_key: Some("your_private_key".to_string()),
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//! ..ClientConfig::default()
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//! })?;
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//!
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//! // Get API credentials
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//! let api_creds = client.create_or_derive_api_key(None).await.unwrap();
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//! client.set_api_creds(api_creds);
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//! let api_creds = bootstrap.create_or_derive_api_key(None).await?;
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//! let client = ClobClient::from_config(ClientConfig {
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//! base_url: "https://clob-v2.polymarket.com".to_string(),
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//! chain: 137,
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//! private_key: Some("your_private_key".to_string()),
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//! api_credentials: Some(api_creds),
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//! ..ClientConfig::default()
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//! })?;
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//!
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//! // Create and post order
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//! let order_args = OrderArgs::new(
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@@ -38,7 +43,7 @@
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//! Side::BUY,
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//! );
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//!
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//! let result = client.create_and_post_order(&order_args).await.unwrap();
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//! let result = client.create_and_post_order(&order_args, None, None).await?;
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//! println!("Order posted: {:?}", result);
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//!
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//! Ok(())
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@@ -54,7 +59,7 @@
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//! #[tokio::main]
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//! async fn main() -> Result<(), Box<dyn std::error::Error>> {
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//! // Create a basic client
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//! let client = ClobClient::new("https://clob.polymarket.com");
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//! let client = ClobClient::new("https://clob-v2.polymarket.com");
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//!
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//! // Get market data
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//! let markets = client.get_sampling_markets(None).await.unwrap();
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@@ -72,7 +77,7 @@ use tracing::info;
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// Global constants
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pub const DEFAULT_CHAIN_ID: u64 = 137; // Polygon
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pub const DEFAULT_BASE_URL: &str = "https://clob.polymarket.com";
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pub const DEFAULT_BASE_URL: &str = "https://clob-v2.polymarket.com";
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pub const DEFAULT_TIMEOUT_SECS: u64 = 30;
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pub const DEFAULT_MAX_RETRIES: u32 = 3;
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pub const DEFAULT_RATE_LIMIT_RPS: u32 = 100;
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@@ -152,7 +157,7 @@ pub use crate::types::{
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pub use crate::client::{ClobClient, PolyfillClient};
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// Re-export compatibility types (for easy migration from polymarket-rs-client)
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pub use crate::client::OrderArgs;
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pub use crate::types::OrderArgs;
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// Re-export error types
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pub use crate::errors::{PolyfillError, Result};
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+361
-59
@@ -3,20 +3,23 @@
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//! This module handles the complex process of creating and signing orders
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//! for the Polymarket CLOB, including EIP-712 signature generation.
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use crate::auth::sign_order_message;
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use crate::client::OrderArgs;
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use crate::auth::{sign_order_message, SignedOrderMessage};
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use crate::errors::{PolyfillError, Result};
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use crate::types::{ExtraOrderArgs, MarketOrderArgs, OrderOptions, Side, SignedOrderRequest};
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use alloy_primitives::{Address, U256};
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use crate::types::{CreateOrderOptions, MarketOrderArgs, OrderArgs, OrderType, Side, SignedOrderRequest};
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use alloy_primitives::{Address, B256, U256};
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use alloy_signer_local::PrivateKeySigner;
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use rand::Rng;
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use rust_decimal::Decimal;
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use rust_decimal::prelude::{FromPrimitive, ToPrimitive};
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use rust_decimal::RoundingStrategy::{AwayFromZero, MidpointTowardZero, ToZero};
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use std::collections::HashMap;
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use std::str::FromStr;
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use std::sync::LazyLock;
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use std::time::{SystemTime, UNIX_EPOCH};
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pub const BYTES32_ZERO: &str =
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"0x0000000000000000000000000000000000000000000000000000000000000000";
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/// Signature types for orders
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#[derive(Copy, Clone)]
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pub enum SigType {
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@@ -91,13 +94,13 @@ static ROUNDING_CONFIG: LazyLock<HashMap<Decimal, RoundConfig>> = LazyLock::new(
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pub fn get_contract_config(chain_id: u64, neg_risk: bool) -> Option<ContractConfig> {
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match (chain_id, neg_risk) {
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(137, false) => Some(ContractConfig {
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exchange: "0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E".to_string(),
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collateral: "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174".to_string(),
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exchange: "0xE111180000d2663C0091e4f400237545B87B996B".to_string(),
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collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
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conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
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}),
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(137, true) => Some(ContractConfig {
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exchange: "0xC5d563A36AE78145C45a50134d48A1215220f80a".to_string(),
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collateral: "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174".to_string(),
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exchange: "0xe2222d279d744050d28e00520010520000310F59".to_string(),
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collateral: "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB".to_string(),
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conditional_tokens: "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045".to_string(),
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}),
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_ => None,
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@@ -124,6 +127,90 @@ fn decimal_to_token_u32(amt: Decimal) -> u32 {
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amt.try_into().expect("Couldn't round decimal to integer")
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}
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fn parse_round_config(tick_size: Decimal) -> Result<&'static RoundConfig> {
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ROUNDING_CONFIG
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.get(&tick_size)
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.ok_or_else(|| PolyfillError::validation(format!("Unsupported tick size {tick_size}")))
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}
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fn validate_bytes32_hex(field: &str, value: &str) -> Result<()> {
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if value == BYTES32_ZERO {
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return Ok(());
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}
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if !value.starts_with("0x") {
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return Err(PolyfillError::validation(format!(
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"{field} must be a 0x-prefixed 32-byte hex string"
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)));
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}
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if value.len() != 66 {
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return Err(PolyfillError::validation(format!(
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"{field} must be exactly 32 bytes (64 hex chars)"
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)));
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}
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if !value
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.as_bytes()
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.iter()
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.skip(2)
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.all(|byte| byte.is_ascii_hexdigit())
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{
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return Err(PolyfillError::validation(format!(
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"{field} must contain only hexadecimal characters"
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)));
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}
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Ok(())
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}
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fn normalize_optional_bytes32(field: &str, value: Option<&str>) -> Result<String> {
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let value = value.unwrap_or(BYTES32_ZERO);
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validate_bytes32_hex(field, value)?;
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Ok(value.to_string())
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}
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pub fn adjust_buy_amount_for_fees(
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amount: Decimal,
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price: Decimal,
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user_usdc_balance: Decimal,
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fee_rate: Decimal,
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fee_exponent: u32,
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builder_taker_fee_rate_bps: Decimal,
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) -> Result<Decimal> {
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let price_f64 = price
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.to_f64()
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.ok_or_else(|| PolyfillError::validation(format!("Invalid price {price}")))?;
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let amount_f64 = amount
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.to_f64()
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.ok_or_else(|| PolyfillError::validation(format!("Invalid amount {amount}")))?;
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let user_balance_f64 = user_usdc_balance.to_f64().ok_or_else(|| {
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PolyfillError::validation(format!("Invalid user_usdc_balance {user_usdc_balance}"))
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})?;
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let fee_rate_f64 = fee_rate
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.to_f64()
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.ok_or_else(|| PolyfillError::validation(format!("Invalid fee rate {fee_rate}")))?;
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let builder_rate_f64 = builder_taker_fee_rate_bps
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.to_f64()
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.ok_or_else(|| PolyfillError::validation(format!(
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"Invalid builder taker fee rate {builder_taker_fee_rate_bps}"
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)))?
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/ 10_000.0;
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let platform_fee_rate = fee_rate_f64 * (price_f64 * (1.0 - price_f64)).powi(fee_exponent as i32);
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let platform_fee = (amount_f64 / price_f64) * platform_fee_rate;
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let total_cost = amount_f64 + platform_fee + amount_f64 * builder_rate_f64;
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let adjusted = if user_balance_f64 <= total_cost {
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user_balance_f64 / (1.0 + platform_fee_rate / price_f64 + builder_rate_f64)
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} else {
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amount_f64
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};
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Decimal::from_f64(adjusted)
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.ok_or_else(|| PolyfillError::validation("Adjusted market buy amount is out of range"))
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}
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|
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impl OrderBuilder {
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/// Create a new order builder
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pub fn new(
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@@ -193,20 +280,33 @@ impl OrderBuilder {
|
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/// Get order amounts for a market order
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fn get_market_order_amounts(
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&self,
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side: Side,
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amount: Decimal,
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price: Decimal,
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round_config: &RoundConfig,
|
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) -> (u32, u32) {
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let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
|
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let raw_price = price.round_dp_with_strategy(round_config.price, MidpointTowardZero);
|
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|
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let raw_taker_amt = raw_maker_amt / raw_price;
|
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let raw_taker_amt = self.fix_amount_rounding(raw_taker_amt, round_config);
|
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match side {
|
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Side::BUY => {
|
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let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
|
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let raw_taker_amt = self.fix_amount_rounding(raw_maker_amt / raw_price, round_config);
|
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|
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(
|
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decimal_to_token_u32(raw_maker_amt),
|
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decimal_to_token_u32(raw_taker_amt),
|
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)
|
||||
(
|
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decimal_to_token_u32(raw_maker_amt),
|
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decimal_to_token_u32(raw_taker_amt),
|
||||
)
|
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},
|
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Side::SELL => {
|
||||
let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
|
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let raw_taker_amt = self.fix_amount_rounding(raw_maker_amt * raw_price, round_config);
|
||||
|
||||
(
|
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decimal_to_token_u32(raw_maker_amt),
|
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decimal_to_token_u32(raw_taker_amt),
|
||||
)
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
/// Calculate market price from order book levels
|
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@@ -214,23 +314,33 @@ impl OrderBuilder {
|
||||
&self,
|
||||
positions: &[crate::types::BookLevel],
|
||||
amount_to_match: Decimal,
|
||||
side: Side,
|
||||
order_type: OrderType,
|
||||
) -> Result<Decimal> {
|
||||
let mut sum = Decimal::ZERO;
|
||||
let mut last_price = None;
|
||||
|
||||
for level in positions {
|
||||
sum += level.size * level.price;
|
||||
sum += match side {
|
||||
Side::BUY => level.size * level.price,
|
||||
Side::SELL => level.size,
|
||||
};
|
||||
last_price = Some(level.price);
|
||||
if sum >= amount_to_match {
|
||||
return Ok(level.price);
|
||||
}
|
||||
}
|
||||
|
||||
Err(PolyfillError::order(
|
||||
format!(
|
||||
"Not enough liquidity to create market order with amount {}",
|
||||
amount_to_match
|
||||
),
|
||||
crate::errors::OrderErrorKind::InsufficientBalance,
|
||||
))
|
||||
match (order_type, last_price) {
|
||||
(OrderType::FAK, Some(price)) => Ok(price),
|
||||
_ => Err(PolyfillError::order(
|
||||
format!(
|
||||
"Not enough liquidity to create market order with amount {}",
|
||||
amount_to_match
|
||||
),
|
||||
crate::errors::OrderErrorKind::InsufficientBalance,
|
||||
)),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a market order
|
||||
@@ -239,15 +349,21 @@ impl OrderBuilder {
|
||||
chain_id: u64,
|
||||
order_args: &MarketOrderArgs,
|
||||
price: Decimal,
|
||||
extras: &ExtraOrderArgs,
|
||||
options: &OrderOptions,
|
||||
options: &CreateOrderOptions,
|
||||
) -> Result<SignedOrderRequest> {
|
||||
let tick_size = options
|
||||
.tick_size
|
||||
.ok_or_else(|| PolyfillError::validation("Cannot create order without tick size"))?;
|
||||
if !matches!(order_args.order_type, OrderType::FOK | OrderType::FAK) {
|
||||
return Err(PolyfillError::validation(
|
||||
"Market orders only support FOK and FAK order types",
|
||||
));
|
||||
}
|
||||
|
||||
let tick_size = options.tick_size.ok_or_else(|| {
|
||||
PolyfillError::validation("Cannot create order without tick size")
|
||||
})?;
|
||||
let round_config = parse_round_config(tick_size)?;
|
||||
|
||||
let (maker_amount, taker_amount) =
|
||||
self.get_market_order_amounts(order_args.amount, price, &ROUNDING_CONFIG[&tick_size]);
|
||||
self.get_market_order_amounts(order_args.side, order_args.amount, price, round_config);
|
||||
|
||||
let neg_risk = options
|
||||
.neg_risk
|
||||
@@ -262,13 +378,14 @@ impl OrderBuilder {
|
||||
|
||||
self.build_signed_order(
|
||||
order_args.token_id.clone(),
|
||||
Side::BUY,
|
||||
order_args.side,
|
||||
chain_id,
|
||||
exchange_address,
|
||||
maker_amount,
|
||||
taker_amount,
|
||||
0,
|
||||
extras,
|
||||
order_args.builder_code.as_deref(),
|
||||
order_args.metadata.as_deref(),
|
||||
)
|
||||
}
|
||||
|
||||
@@ -277,19 +394,18 @@ impl OrderBuilder {
|
||||
&self,
|
||||
chain_id: u64,
|
||||
order_args: &OrderArgs,
|
||||
expiration: u64,
|
||||
extras: &ExtraOrderArgs,
|
||||
options: &OrderOptions,
|
||||
options: &CreateOrderOptions,
|
||||
) -> Result<SignedOrderRequest> {
|
||||
let tick_size = options
|
||||
.tick_size
|
||||
.ok_or_else(|| PolyfillError::validation("Cannot create order without tick size"))?;
|
||||
let tick_size = options.tick_size.ok_or_else(|| {
|
||||
PolyfillError::validation("Cannot create order without tick size")
|
||||
})?;
|
||||
let round_config = parse_round_config(tick_size)?;
|
||||
|
||||
let (maker_amount, taker_amount) = self.get_order_amounts(
|
||||
order_args.side,
|
||||
order_args.size,
|
||||
order_args.price,
|
||||
&ROUNDING_CONFIG[&tick_size],
|
||||
round_config,
|
||||
);
|
||||
|
||||
let neg_risk = options
|
||||
@@ -310,8 +426,9 @@ impl OrderBuilder {
|
||||
exchange_address,
|
||||
maker_amount,
|
||||
taker_amount,
|
||||
expiration,
|
||||
extras,
|
||||
order_args.expiration.unwrap_or(0),
|
||||
order_args.builder_code.as_deref(),
|
||||
order_args.metadata.as_deref(),
|
||||
)
|
||||
}
|
||||
|
||||
@@ -326,28 +443,36 @@ impl OrderBuilder {
|
||||
maker_amount: u32,
|
||||
taker_amount: u32,
|
||||
expiration: u64,
|
||||
extras: &ExtraOrderArgs,
|
||||
builder_code: Option<&str>,
|
||||
metadata: Option<&str>,
|
||||
) -> Result<SignedOrderRequest> {
|
||||
let seed = generate_seed();
|
||||
let taker_address = Address::from_str(&extras.taker)
|
||||
.map_err(|e| PolyfillError::validation(format!("Invalid taker address: {}", e)))?;
|
||||
let timestamp = SystemTime::now()
|
||||
.duration_since(UNIX_EPOCH)
|
||||
.expect("Time went backwards")
|
||||
.as_millis();
|
||||
|
||||
let u256_token_id = U256::from_str_radix(&token_id, 10)
|
||||
.map_err(|e| PolyfillError::validation(format!("Incorrect tokenId format: {}", e)))?;
|
||||
let builder = normalize_optional_bytes32("builder_code", builder_code)?;
|
||||
let metadata = normalize_optional_bytes32("metadata", metadata)?;
|
||||
|
||||
let order = crate::auth::Order {
|
||||
let order = SignedOrderMessage {
|
||||
salt: U256::from(seed),
|
||||
maker: self.funder,
|
||||
signer: self.signer.address(),
|
||||
taker: taker_address,
|
||||
tokenId: u256_token_id,
|
||||
makerAmount: U256::from(maker_amount),
|
||||
takerAmount: U256::from(taker_amount),
|
||||
expiration: U256::from(expiration),
|
||||
nonce: extras.nonce,
|
||||
feeRateBps: U256::from(extras.fee_rate_bps),
|
||||
token_id: u256_token_id,
|
||||
maker_amount: U256::from(maker_amount),
|
||||
taker_amount: U256::from(taker_amount),
|
||||
side: side as u8,
|
||||
signatureType: self.sig_type as u8,
|
||||
signature_type: self.sig_type as u8,
|
||||
timestamp: U256::from(timestamp),
|
||||
metadata: B256::from_str(&metadata).map_err(|e| {
|
||||
PolyfillError::validation(format!("Invalid metadata bytes32 value: {e}"))
|
||||
})?,
|
||||
builder: B256::from_str(&builder).map_err(|e| {
|
||||
PolyfillError::validation(format!("Invalid builder_code bytes32 value: {e}"))
|
||||
})?,
|
||||
};
|
||||
|
||||
let signature = sign_order_message(&self.signer, order, chain_id, exchange)?;
|
||||
@@ -356,15 +481,15 @@ impl OrderBuilder {
|
||||
salt: seed,
|
||||
maker: self.funder.to_checksum(None),
|
||||
signer: self.signer.address().to_checksum(None),
|
||||
taker: taker_address.to_checksum(None),
|
||||
token_id,
|
||||
maker_amount: maker_amount.to_string(),
|
||||
taker_amount: taker_amount.to_string(),
|
||||
expiration: expiration.to_string(),
|
||||
nonce: extras.nonce.to_string(),
|
||||
fee_rate_bps: extras.fee_rate_bps.to_string(),
|
||||
side: side.as_str().to_string(),
|
||||
signature_type: self.sig_type as u8,
|
||||
timestamp: timestamp.to_string(),
|
||||
metadata,
|
||||
builder,
|
||||
signature,
|
||||
})
|
||||
}
|
||||
@@ -373,6 +498,16 @@ impl OrderBuilder {
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use alloy_signer_local::PrivateKeySigner;
|
||||
use serde_json::Value;
|
||||
|
||||
fn test_builder() -> OrderBuilder {
|
||||
let signer: PrivateKeySigner =
|
||||
"0x1234567890123456789012345678901234567890123456789012345678901234"
|
||||
.parse()
|
||||
.expect("valid private key");
|
||||
OrderBuilder::new(signer, None, None)
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_decimal_to_token_u32() {
|
||||
@@ -405,18 +540,185 @@ mod tests {
|
||||
#[test]
|
||||
fn test_get_contract_config() {
|
||||
// Test Polygon mainnet
|
||||
let config = get_contract_config(137, false);
|
||||
assert!(config.is_some());
|
||||
let config = get_contract_config(137, false).expect("polygon config");
|
||||
assert_eq!(config.exchange, "0xE111180000d2663C0091e4f400237545B87B996B");
|
||||
assert_eq!(config.collateral, "0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB");
|
||||
assert_eq!(
|
||||
config.conditional_tokens,
|
||||
"0x4D97DCd97eC945f40cF65F87097ACe5EA0476045"
|
||||
);
|
||||
|
||||
// Test with neg risk
|
||||
let config_neg = get_contract_config(137, true);
|
||||
assert!(config_neg.is_some());
|
||||
let config_neg = get_contract_config(137, true).expect("neg risk polygon config");
|
||||
assert_eq!(
|
||||
config_neg.exchange,
|
||||
"0xe2222d279d744050d28e00520010520000310F59"
|
||||
);
|
||||
assert_eq!(
|
||||
config_neg.collateral,
|
||||
"0xC011a7E12a19f7B1f670d46F03B03f3342E82DFB"
|
||||
);
|
||||
|
||||
// Test unsupported chain
|
||||
let config_unsupported = get_contract_config(999, false);
|
||||
assert!(config_unsupported.is_none());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_normalize_optional_bytes32_defaults_to_zero() {
|
||||
assert_eq!(
|
||||
normalize_optional_bytes32("builder_code", None).unwrap(),
|
||||
BYTES32_ZERO
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_normalize_optional_bytes32_rejects_invalid_hex() {
|
||||
let err = normalize_optional_bytes32("metadata", Some("deadbeef")).unwrap_err();
|
||||
assert!(matches!(err, PolyfillError::Validation { .. }));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_create_order_serializes_v2_fields_without_legacy_fields() {
|
||||
let builder = test_builder();
|
||||
let order = builder
|
||||
.create_order(
|
||||
137,
|
||||
&OrderArgs {
|
||||
token_id: "123456".to_string(),
|
||||
price: Decimal::from_str("0.45").unwrap(),
|
||||
size: Decimal::from_str("12.34").unwrap(),
|
||||
side: Side::BUY,
|
||||
expiration: Some(1_900_000_000),
|
||||
builder_code: Some(BYTES32_ZERO.to_string()),
|
||||
metadata: None,
|
||||
},
|
||||
&CreateOrderOptions {
|
||||
tick_size: Some(Decimal::from_str("0.01").unwrap()),
|
||||
neg_risk: Some(false),
|
||||
},
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
let serialized = serde_json::to_value(&order).unwrap();
|
||||
let object = serialized.as_object().unwrap();
|
||||
assert!(object.contains_key("timestamp"));
|
||||
assert!(object.contains_key("metadata"));
|
||||
assert!(object.contains_key("builder"));
|
||||
assert!(object.contains_key("expiration"));
|
||||
assert!(!object.contains_key("taker"));
|
||||
assert!(!object.contains_key("nonce"));
|
||||
assert!(!object.contains_key("feeRateBps"));
|
||||
assert_eq!(order.builder, BYTES32_ZERO);
|
||||
assert_eq!(order.metadata, BYTES32_ZERO);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_create_market_order_supports_fak() {
|
||||
let builder = test_builder();
|
||||
let order = builder
|
||||
.create_market_order(
|
||||
137,
|
||||
&MarketOrderArgs {
|
||||
token_id: "123456".to_string(),
|
||||
amount: Decimal::from_str("10.0").unwrap(),
|
||||
side: Side::BUY,
|
||||
order_type: OrderType::FAK,
|
||||
price_limit: None,
|
||||
user_usdc_balance: None,
|
||||
builder_code: None,
|
||||
metadata: None,
|
||||
},
|
||||
Decimal::from_str("0.25").unwrap(),
|
||||
&CreateOrderOptions {
|
||||
tick_size: Some(Decimal::from_str("0.01").unwrap()),
|
||||
neg_risk: Some(false),
|
||||
},
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(order.side, "BUY");
|
||||
assert!(!order.timestamp.is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_market_order_amounts_differ_for_buy_and_sell() {
|
||||
let builder = test_builder();
|
||||
let round_config = parse_round_config(Decimal::from_str("0.01").unwrap()).unwrap();
|
||||
|
||||
let (buy_maker, buy_taker) = builder.get_market_order_amounts(
|
||||
Side::BUY,
|
||||
Decimal::from_str("10").unwrap(),
|
||||
Decimal::from_str("0.25").unwrap(),
|
||||
round_config,
|
||||
);
|
||||
let (sell_maker, sell_taker) = builder.get_market_order_amounts(
|
||||
Side::SELL,
|
||||
Decimal::from_str("10").unwrap(),
|
||||
Decimal::from_str("0.25").unwrap(),
|
||||
round_config,
|
||||
);
|
||||
|
||||
assert_eq!(buy_maker, 10_000_000);
|
||||
assert_eq!(buy_taker, 40_000_000);
|
||||
assert_eq!(sell_maker, 10_000_000);
|
||||
assert_eq!(sell_taker, 2_500_000);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_calculate_market_price_returns_last_level_for_fak() {
|
||||
let builder = test_builder();
|
||||
let levels = vec![
|
||||
crate::types::BookLevel {
|
||||
price: Decimal::from_str("0.40").unwrap(),
|
||||
size: Decimal::from_str("2.0").unwrap(),
|
||||
},
|
||||
crate::types::BookLevel {
|
||||
price: Decimal::from_str("0.45").unwrap(),
|
||||
size: Decimal::from_str("1.0").unwrap(),
|
||||
},
|
||||
];
|
||||
|
||||
let price = builder
|
||||
.calculate_market_price(
|
||||
&levels,
|
||||
Decimal::from_str("10.0").unwrap(),
|
||||
Side::SELL,
|
||||
OrderType::FAK,
|
||||
)
|
||||
.unwrap();
|
||||
assert_eq!(price, Decimal::from_str("0.45").unwrap());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_signed_order_json_uses_camel_case_wire_shape() {
|
||||
let builder = test_builder();
|
||||
let order = builder
|
||||
.create_order(
|
||||
137,
|
||||
&OrderArgs {
|
||||
token_id: "123456".to_string(),
|
||||
price: Decimal::from_str("0.55").unwrap(),
|
||||
size: Decimal::from_str("5.0").unwrap(),
|
||||
side: Side::SELL,
|
||||
expiration: Some(1_900_000_000),
|
||||
builder_code: None,
|
||||
metadata: Some(BYTES32_ZERO.to_string()),
|
||||
},
|
||||
&CreateOrderOptions {
|
||||
tick_size: Some(Decimal::from_str("0.01").unwrap()),
|
||||
neg_risk: Some(true),
|
||||
},
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
let json = serde_json::to_value(order).unwrap();
|
||||
assert!(matches!(json.get("tokenId"), Some(Value::String(_))));
|
||||
assert!(matches!(json.get("makerAmount"), Some(Value::String(_))));
|
||||
assert!(matches!(json.get("takerAmount"), Some(Value::String(_))));
|
||||
assert!(matches!(json.get("signatureType"), Some(Value::Number(_))));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_seed_generation_uniqueness() {
|
||||
let mut seeds = std::collections::HashSet::new();
|
||||
|
||||
+174
-39
@@ -3,7 +3,7 @@
|
||||
//! 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 alloy_primitives::Address;
|
||||
use chrono::{DateTime, Utc};
|
||||
use rust_decimal::prelude::ToPrimitive;
|
||||
use rust_decimal::Decimal;
|
||||
@@ -215,6 +215,7 @@ pub enum OrderType {
|
||||
GTC,
|
||||
FOK,
|
||||
GTD,
|
||||
FAK,
|
||||
}
|
||||
|
||||
impl OrderType {
|
||||
@@ -223,6 +224,7 @@ impl OrderType {
|
||||
OrderType::GTC => "GTC",
|
||||
OrderType::FOK => "FOK",
|
||||
OrderType::GTD => "GTD",
|
||||
OrderType::FAK => "FAK",
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -494,37 +496,97 @@ pub struct ApiCredentials {
|
||||
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>,
|
||||
/// Limit order arguments for V2 order creation.
|
||||
#[derive(Debug, Clone, PartialEq)]
|
||||
pub struct OrderArgs {
|
||||
pub token_id: String,
|
||||
pub price: Decimal,
|
||||
pub size: Decimal,
|
||||
pub side: Side,
|
||||
pub expiration: Option<u64>,
|
||||
pub builder_code: Option<String>,
|
||||
pub metadata: Option<String>,
|
||||
}
|
||||
|
||||
/// Extra arguments for order creation
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct ExtraOrderArgs {
|
||||
pub fee_rate_bps: u32,
|
||||
pub nonce: U256,
|
||||
pub taker: String,
|
||||
}
|
||||
|
||||
impl Default for ExtraOrderArgs {
|
||||
fn default() -> Self {
|
||||
impl OrderArgs {
|
||||
pub fn new(token_id: &str, price: Decimal, size: Decimal, side: Side) -> Self {
|
||||
Self {
|
||||
fee_rate_bps: 0,
|
||||
nonce: U256::ZERO,
|
||||
taker: "0x0000000000000000000000000000000000000000".to_string(),
|
||||
token_id: token_id.to_string(),
|
||||
price,
|
||||
size,
|
||||
side,
|
||||
expiration: None,
|
||||
builder_code: None,
|
||||
metadata: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Market order arguments
|
||||
#[derive(Debug, Clone)]
|
||||
impl Default for OrderArgs {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
token_id: String::new(),
|
||||
price: Decimal::ZERO,
|
||||
size: Decimal::ZERO,
|
||||
side: Side::BUY,
|
||||
expiration: None,
|
||||
builder_code: None,
|
||||
metadata: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Market order arguments for V2 order creation.
|
||||
#[derive(Debug, Clone, PartialEq)]
|
||||
pub struct MarketOrderArgs {
|
||||
pub token_id: String,
|
||||
pub amount: Decimal,
|
||||
pub side: Side,
|
||||
pub order_type: OrderType,
|
||||
pub price_limit: Option<Decimal>,
|
||||
pub user_usdc_balance: Option<Decimal>,
|
||||
pub builder_code: Option<String>,
|
||||
pub metadata: Option<String>,
|
||||
}
|
||||
|
||||
impl MarketOrderArgs {
|
||||
pub fn new(token_id: &str, amount: Decimal, side: Side, order_type: OrderType) -> Self {
|
||||
Self {
|
||||
token_id: token_id.to_string(),
|
||||
amount,
|
||||
side,
|
||||
order_type,
|
||||
price_limit: None,
|
||||
user_usdc_balance: None,
|
||||
builder_code: None,
|
||||
metadata: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Options used while constructing an order.
|
||||
#[derive(Debug, Clone, Copy, Default, PartialEq)]
|
||||
pub struct CreateOrderOptions {
|
||||
pub tick_size: Option<Decimal>,
|
||||
pub neg_risk: Option<bool>,
|
||||
}
|
||||
|
||||
/// Options used while posting a signed order.
|
||||
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
|
||||
pub struct PostOrderOptions {
|
||||
pub order_type: OrderType,
|
||||
pub post_only: bool,
|
||||
pub defer_exec: bool,
|
||||
}
|
||||
|
||||
impl Default for PostOrderOptions {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
order_type: OrderType::GTC,
|
||||
post_only: false,
|
||||
defer_exec: false,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Signed order request ready for submission
|
||||
@@ -534,15 +596,15 @@ pub struct SignedOrderRequest {
|
||||
pub salt: u64,
|
||||
pub maker: String,
|
||||
pub signer: String,
|
||||
pub taker: String,
|
||||
pub token_id: String,
|
||||
pub maker_amount: String,
|
||||
pub taker_amount: String,
|
||||
pub expiration: String,
|
||||
pub nonce: String,
|
||||
pub fee_rate_bps: String,
|
||||
pub side: String,
|
||||
pub signature_type: u8,
|
||||
pub timestamp: String,
|
||||
pub metadata: String,
|
||||
pub builder: String,
|
||||
pub signature: String,
|
||||
}
|
||||
|
||||
@@ -553,18 +615,95 @@ pub struct PostOrder {
|
||||
pub order: SignedOrderRequest,
|
||||
pub owner: String,
|
||||
pub order_type: OrderType,
|
||||
pub post_only: bool,
|
||||
pub defer_exec: bool,
|
||||
}
|
||||
|
||||
impl PostOrder {
|
||||
pub fn new(order: SignedOrderRequest, owner: String, order_type: OrderType) -> Self {
|
||||
pub fn new(order: SignedOrderRequest, owner: String, options: PostOrderOptions) -> Self {
|
||||
Self {
|
||||
order,
|
||||
owner,
|
||||
order_type,
|
||||
order_type: options.order_type,
|
||||
post_only: options.post_only,
|
||||
defer_exec: options.defer_exec,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Typed response from `POST /order`.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
|
||||
#[serde(rename_all = "camelCase")]
|
||||
pub struct PostOrderResponse {
|
||||
pub success: bool,
|
||||
#[serde(rename = "orderID")]
|
||||
pub order_id: String,
|
||||
pub status: String,
|
||||
pub making_amount: String,
|
||||
pub taking_amount: String,
|
||||
#[serde(default)]
|
||||
pub transactions_hashes: Vec<String>,
|
||||
#[serde(default)]
|
||||
pub trade_ids: Vec<String>,
|
||||
#[serde(default)]
|
||||
pub error_msg: String,
|
||||
}
|
||||
|
||||
/// Typed response from cancel endpoints.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize, Default, PartialEq, Eq)]
|
||||
#[serde(rename_all = "camelCase")]
|
||||
pub struct CancelOrdersResponse {
|
||||
#[serde(default)]
|
||||
pub canceled: Vec<String>,
|
||||
#[serde(default, alias = "not_canceled")]
|
||||
pub not_canceled: std::collections::HashMap<String, String>,
|
||||
}
|
||||
|
||||
/// Token info returned by `GET /clob-markets/{condition_id}`.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
|
||||
pub struct ClobTokenInfo {
|
||||
pub t: String,
|
||||
pub o: String,
|
||||
}
|
||||
|
||||
/// Fee details returned by `GET /clob-markets/{condition_id}`.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
|
||||
pub struct ClobFeeDetails {
|
||||
pub r: Decimal,
|
||||
pub e: u32,
|
||||
#[serde(default)]
|
||||
pub to: bool,
|
||||
}
|
||||
|
||||
/// CLOB market info returned by `GET /clob-markets/{condition_id}`.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
|
||||
pub struct ClobMarketInfo {
|
||||
#[serde(default)]
|
||||
pub gst: Option<String>,
|
||||
pub r: serde_json::Value,
|
||||
pub t: Vec<ClobTokenInfo>,
|
||||
#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
|
||||
pub mos: Decimal,
|
||||
#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
|
||||
pub mts: Decimal,
|
||||
#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
|
||||
pub mbf: Decimal,
|
||||
#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
|
||||
pub tbf: Decimal,
|
||||
#[serde(default)]
|
||||
pub rfqe: bool,
|
||||
#[serde(default)]
|
||||
pub itode: bool,
|
||||
#[serde(default)]
|
||||
pub ibce: bool,
|
||||
#[serde(default)]
|
||||
pub nr: Option<bool>,
|
||||
#[serde(default)]
|
||||
pub fd: Option<ClobFeeDetails>,
|
||||
#[serde(default, deserialize_with = "crate::decode::deserializers::optional_number_from_string")]
|
||||
pub oas: Option<u64>,
|
||||
}
|
||||
|
||||
/// Market information
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Market {
|
||||
@@ -630,15 +769,13 @@ pub struct ClientConfig {
|
||||
/// Base URL for the API
|
||||
pub base_url: String,
|
||||
/// Chain ID for the network
|
||||
pub chain_id: u64,
|
||||
pub chain: 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>,
|
||||
/// Builder code applied to orders when none is specified on the order itself.
|
||||
pub builder_code: Option<String>,
|
||||
/// Request timeout
|
||||
pub timeout: Option<std::time::Duration>,
|
||||
/// Maximum number of connections
|
||||
@@ -648,14 +785,13 @@ pub struct ClientConfig {
|
||||
impl Default for ClientConfig {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
base_url: "https://clob.polymarket.com".to_string(),
|
||||
chain_id: 137, // Polygon mainnet
|
||||
base_url: "https://clob-v2.polymarket.com".to_string(),
|
||||
chain: 137, // Polygon mainnet
|
||||
private_key: None,
|
||||
api_credentials: None,
|
||||
builder_code: None,
|
||||
timeout: Some(std::time::Duration::from_secs(30)),
|
||||
max_connections: Some(100),
|
||||
max_slippage: None,
|
||||
fee_rate: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1374,7 +1510,8 @@ pub struct Rewards {
|
||||
/// Fee rate in basis points for a given token.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct FeeRateResponse {
|
||||
pub fee_rate_bps: u32,
|
||||
#[serde(alias = "fee_rate_bps")]
|
||||
pub base_fee: u32,
|
||||
}
|
||||
|
||||
/// Create RFQ request (Requester).
|
||||
@@ -1655,5 +1792,3 @@ pub type Result<T> = std::result::Result<T, crate::errors::PolyfillError>;
|
||||
|
||||
// Type aliases for 100% compatibility with baseline implementation
|
||||
pub type ApiCreds = ApiCredentials;
|
||||
pub type CreateOrderOptions = OrderOptions;
|
||||
pub type OrderArgs = OrderRequest;
|
||||
|
||||
Reference in New Issue
Block a user