Latest Results
Improve Polymarket Rust adapter (#3726)
* Add Polymarket data and execution client factories
Implement DataClientFactory and ExecutionClientFactory traits with
optional InstrumentFilter chains for controlling instrument discovery.
Includes config type validation and comprehensive tests.
* Add L1 EIP-712 ClobAuth for API credential creation
Implement create_api_key, derive_api_key, and idempotent
create_or_derive_api_key using EIP-712 signed ClobAuth messages.
Add is_http_status_error() classifier for fallback logic.
* Fix WebSocket user channel auth to send raw API secret
The WS user channel expects raw credentials, not HMAC signatures.
Remove timestamp/nonce fields from PolymarketWsAuth, add
Credential::api_secret() for base64-encoded raw secret access.
* Fix cancel response model, balance parsing, and maker/taker amounts
Unify CancelResponse and BatchCancelResponse to match actual API
format (HashMap not_canceled). Add parse_balance_allowance for
micro-USDC conversion. Truncate maker/taker amounts to avoid
fractional wei.
* Implement query_order and generate_mass_status for Polymarket
* Add Python bindings and pyo3 registry for Polymarket factories
Register data/exec factory extractors and config extractors in the
global pyo3 registry. Add trader_id and account_id to
PolymarketExecClientConfig. Remove pyo3-stub-gen dependency.
* Demote subscribe/unsubscribe log messages to debug level
* Add Polymarket utility binaries and LiveNode examples
* Extract MarketLabel from example into PolymarketLabel in common/models
* Implement request_instrument and request_instruments for Polymarket data client
* Implement request_book_snapshot for Polymarket data client
* Implement request_trades via Polymarket Data API client
* Extract execution submodules from monolithic mod.rs
Split the Polymarket execution client into focused submodules:
- submitter.rs: order submission/cancellation facade
- reconciliation.rs: fill report building and trade filtering
- types.rs: shared execution types (CancelOutcome)
* Add market order support with book walking and price calculation
Add order book endpoint, market price calculation by walking book
levels, and market order maker/taker amount computation. Includes
order_builder cleanup (import consolidation, panics doc).
* Add RetryManager to OrderSubmitter for transient HTTP failures
Wire RetryManager with exponential backoff into all OrderSubmitter
HTTP calls. Config is built from PolymarketExecClientConfig fields
(max_retries, retry_delay_initial_ms, retry_delay_max_ms). Book
fetch for market orders is intentionally not retried (stale data).
* Add market order test and retry test coverage Active Branches
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