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Latest Results

Add OKX option greeks via opt-summary channel - Add subscribe/unsubscribe_option_greeks for OKX - Parse opt-summary WS data into OptionGreeks type - Add per-instrument DashSet filtering in Rust - Add family-level refcounted WS subscriptions - Fix connect() not passing instrument_families - Add subscribe_option_greeks to DataTester - Add node_greeks.rs example and Python example
nightly
12 hours ago
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
nightly
1 day ago

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