mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-08-18 06:58:08 +00:00
feat: migrate CLOB client to V2-only trading
This commit is contained in:
+174
-39
@@ -3,7 +3,7 @@
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//! This module defines all the stable public types used throughout the client.
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//! These types are optimized for latency-sensitive trading environments.
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use alloy_primitives::{Address, U256};
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use alloy_primitives::Address;
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use chrono::{DateTime, Utc};
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use rust_decimal::prelude::ToPrimitive;
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use rust_decimal::Decimal;
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@@ -215,6 +215,7 @@ pub enum OrderType {
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GTC,
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FOK,
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GTD,
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FAK,
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}
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impl OrderType {
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@@ -223,6 +224,7 @@ impl OrderType {
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OrderType::GTC => "GTC",
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OrderType::FOK => "FOK",
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OrderType::GTD => "GTD",
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OrderType::FAK => "FAK",
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}
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}
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}
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@@ -494,37 +496,97 @@ pub struct ApiCredentials {
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pub passphrase: String,
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}
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/// Configuration for order creation
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#[derive(Debug, Clone)]
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pub struct OrderOptions {
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pub tick_size: Option<Decimal>,
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pub neg_risk: Option<bool>,
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pub fee_rate_bps: Option<u32>,
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/// Limit order arguments for V2 order creation.
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#[derive(Debug, Clone, PartialEq)]
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pub struct OrderArgs {
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pub token_id: String,
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pub price: Decimal,
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pub size: Decimal,
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pub side: Side,
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pub expiration: Option<u64>,
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pub builder_code: Option<String>,
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pub metadata: Option<String>,
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}
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/// Extra arguments for order creation
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#[derive(Debug, Clone)]
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pub struct ExtraOrderArgs {
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pub fee_rate_bps: u32,
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pub nonce: U256,
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pub taker: String,
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}
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impl Default for ExtraOrderArgs {
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fn default() -> Self {
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impl OrderArgs {
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pub fn new(token_id: &str, price: Decimal, size: Decimal, side: Side) -> Self {
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Self {
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fee_rate_bps: 0,
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nonce: U256::ZERO,
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taker: "0x0000000000000000000000000000000000000000".to_string(),
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token_id: token_id.to_string(),
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price,
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size,
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side,
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expiration: None,
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builder_code: None,
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metadata: None,
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}
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}
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}
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/// Market order arguments
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#[derive(Debug, Clone)]
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impl Default for OrderArgs {
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fn default() -> Self {
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Self {
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token_id: String::new(),
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price: Decimal::ZERO,
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size: Decimal::ZERO,
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side: Side::BUY,
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expiration: None,
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builder_code: None,
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metadata: None,
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}
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}
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}
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/// Market order arguments for V2 order creation.
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#[derive(Debug, Clone, PartialEq)]
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pub struct MarketOrderArgs {
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pub token_id: String,
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pub amount: Decimal,
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pub side: Side,
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pub order_type: OrderType,
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pub price_limit: Option<Decimal>,
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pub user_usdc_balance: Option<Decimal>,
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pub builder_code: Option<String>,
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pub metadata: Option<String>,
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}
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impl MarketOrderArgs {
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pub fn new(token_id: &str, amount: Decimal, side: Side, order_type: OrderType) -> Self {
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Self {
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token_id: token_id.to_string(),
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amount,
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side,
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order_type,
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price_limit: None,
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user_usdc_balance: None,
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builder_code: None,
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metadata: None,
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}
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}
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}
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/// Options used while constructing an order.
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#[derive(Debug, Clone, Copy, Default, PartialEq)]
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pub struct CreateOrderOptions {
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pub tick_size: Option<Decimal>,
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pub neg_risk: Option<bool>,
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}
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/// Options used while posting a signed order.
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#[derive(Debug, Clone, Copy, PartialEq, Eq)]
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pub struct PostOrderOptions {
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pub order_type: OrderType,
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pub post_only: bool,
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pub defer_exec: bool,
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}
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impl Default for PostOrderOptions {
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fn default() -> Self {
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Self {
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order_type: OrderType::GTC,
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post_only: false,
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defer_exec: false,
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}
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}
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}
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/// Signed order request ready for submission
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@@ -534,15 +596,15 @@ pub struct SignedOrderRequest {
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pub salt: u64,
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pub maker: String,
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pub signer: String,
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pub taker: String,
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pub token_id: String,
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pub maker_amount: String,
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pub taker_amount: String,
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pub expiration: String,
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pub nonce: String,
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pub fee_rate_bps: String,
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pub side: String,
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pub signature_type: u8,
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pub timestamp: String,
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pub metadata: String,
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pub builder: String,
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pub signature: String,
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}
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@@ -553,18 +615,95 @@ pub struct PostOrder {
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pub order: SignedOrderRequest,
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pub owner: String,
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pub order_type: OrderType,
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pub post_only: bool,
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pub defer_exec: bool,
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}
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impl PostOrder {
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pub fn new(order: SignedOrderRequest, owner: String, order_type: OrderType) -> Self {
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pub fn new(order: SignedOrderRequest, owner: String, options: PostOrderOptions) -> Self {
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Self {
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order,
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owner,
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order_type,
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order_type: options.order_type,
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post_only: options.post_only,
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defer_exec: options.defer_exec,
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}
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}
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}
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/// Typed response from `POST /order`.
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
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#[serde(rename_all = "camelCase")]
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pub struct PostOrderResponse {
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pub success: bool,
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#[serde(rename = "orderID")]
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pub order_id: String,
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pub status: String,
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pub making_amount: String,
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pub taking_amount: String,
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#[serde(default)]
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pub transactions_hashes: Vec<String>,
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#[serde(default)]
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pub trade_ids: Vec<String>,
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#[serde(default)]
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pub error_msg: String,
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}
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/// Typed response from cancel endpoints.
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#[derive(Debug, Clone, Serialize, Deserialize, Default, PartialEq, Eq)]
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#[serde(rename_all = "camelCase")]
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pub struct CancelOrdersResponse {
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#[serde(default)]
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pub canceled: Vec<String>,
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#[serde(default, alias = "not_canceled")]
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pub not_canceled: std::collections::HashMap<String, String>,
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}
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/// Token info returned by `GET /clob-markets/{condition_id}`.
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
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pub struct ClobTokenInfo {
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pub t: String,
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pub o: String,
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}
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/// Fee details returned by `GET /clob-markets/{condition_id}`.
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
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pub struct ClobFeeDetails {
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pub r: Decimal,
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pub e: u32,
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#[serde(default)]
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pub to: bool,
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}
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/// CLOB market info returned by `GET /clob-markets/{condition_id}`.
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
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pub struct ClobMarketInfo {
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#[serde(default)]
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pub gst: Option<String>,
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pub r: serde_json::Value,
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pub t: Vec<ClobTokenInfo>,
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#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
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pub mos: Decimal,
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#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
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pub mts: Decimal,
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#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
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pub mbf: Decimal,
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#[serde(deserialize_with = "crate::decode::deserializers::decimal_from_string")]
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pub tbf: Decimal,
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#[serde(default)]
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pub rfqe: bool,
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#[serde(default)]
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pub itode: bool,
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#[serde(default)]
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pub ibce: bool,
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#[serde(default)]
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pub nr: Option<bool>,
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#[serde(default)]
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pub fd: Option<ClobFeeDetails>,
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#[serde(default, deserialize_with = "crate::decode::deserializers::optional_number_from_string")]
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pub oas: Option<u64>,
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}
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/// Market information
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct Market {
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@@ -630,15 +769,13 @@ pub struct ClientConfig {
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/// Base URL for the API
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pub base_url: String,
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/// Chain ID for the network
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pub chain_id: u64,
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pub chain: u64,
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/// Private key for signing (optional)
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pub private_key: Option<String>,
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/// API credentials (optional)
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pub api_credentials: Option<ApiCredentials>,
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/// Maximum slippage tolerance
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pub max_slippage: Option<Decimal>,
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/// Fee rate in basis points
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pub fee_rate: Option<Decimal>,
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/// Builder code applied to orders when none is specified on the order itself.
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pub builder_code: Option<String>,
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/// Request timeout
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pub timeout: Option<std::time::Duration>,
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/// Maximum number of connections
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@@ -648,14 +785,13 @@ pub struct ClientConfig {
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impl Default for ClientConfig {
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fn default() -> Self {
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Self {
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base_url: "https://clob.polymarket.com".to_string(),
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chain_id: 137, // Polygon mainnet
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base_url: "https://clob-v2.polymarket.com".to_string(),
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chain: 137, // Polygon mainnet
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private_key: None,
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api_credentials: None,
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builder_code: None,
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timeout: Some(std::time::Duration::from_secs(30)),
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max_connections: Some(100),
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max_slippage: None,
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fee_rate: None,
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}
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}
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}
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@@ -1374,7 +1510,8 @@ pub struct Rewards {
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/// Fee rate in basis points for a given token.
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct FeeRateResponse {
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pub fee_rate_bps: u32,
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#[serde(alias = "fee_rate_bps")]
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pub base_fee: u32,
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}
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/// Create RFQ request (Requester).
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@@ -1655,5 +1792,3 @@ pub type Result<T> = std::result::Result<T, crate::errors::PolyfillError>;
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// Type aliases for 100% compatibility with baseline implementation
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pub type ApiCreds = ApiCredentials;
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pub type CreateOrderOptions = OrderOptions;
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pub type OrderArgs = OrderRequest;
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