Changelog

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2026-06-20 — Python SDK 0.4.2 (current)

The polysimulator SDK is now at 0.4.2 — pip install polysimulator. Hardening across the 0.4.x beta line: Python 3.10+ support, faithful market-order time-in-force (FOK / FAK preserved through the default post path), accurate batch-order result mapping, and Decimal-precise money handling — plus a retry_on_market_warmup helper and the condition_id:UP / :DOWN shorthand for the Up/Down drop-in. The three import surfaces are unchanged: polysim_sdk (native), polysim_clob_client (py-clob-client drop-in), and polysim_polymarket (py-sdk mirror). See the SDK overview.

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2026-06-18 — Python SDK 0.4.0: Polymarket py-sdk mirror (polysim_polymarket)

The polysimulator package ships a third import surface in 0.4.0: polysim_polymarket, a paper-mode mirror of Polymarket’s newer unified py-sdk (polymarket-client, import polymarket), pinned to 0.1.0b8.

• Sync + async PublicClient / SecureClient, returning typed pydantic models (OrderBook, Market, LastTradePrice, …) instead of raw dicts. CLOB market-data reads are full parity; the authenticated trading write surface, account/auth reads, on-chain methods (paper no-ops), and the core realtime streams (market / user / crypto_prices) are implemented with documented paper-mode seams.
• Port = the same mechanical swap as the v1 drop-in — change the import prefix (polymarket → polysim_polymarket), the host, and the auth (drop the private key + EIP-712 signing for a single ps_live_… key). The one deliberate divergence: the named errors subclass PolyException here, not py-sdk’s PolymarketError.
• One install ships all three surfaces — polysim_sdk (native), polysim_clob_client (py-clob-client v1 drop-in), and polysim_polymarket (this py-sdk mirror).

See the py-sdk Mirror overview and the py-sdk Compatibility deep reference (sim→real seam contract, compat matrix, fidelity gaps, stream seams) for the full surface and every documented paper-mode seam.

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2026-06-16 — Dollar sizing, market-order slippage, GTD + post-only (live)

Three execution / telemetry improvements surfaced by a near-HFT SDK developer review, now live in production.

• Dollar-denominated market BUYs spend the full amount. A market BUY priced by amount (USD) now sizes to spend ~the full amount at the displayed price (Polymarket’s “spend up to amount” semantics), instead of the conservative amount / worst-price-limit that under-bought — a $50 BUY had been buying only ~$12 of shares. The price field still caps execution: a fill that would cross your worst-price limit kills rather than overspending. Legacy: amount was sized off the worst-price cap, under-buying ~4×.
• Accurate slippage_bps on market orders. A market order’s slippage_bps is now measured against the displayed price you saw at submit, not the worst-price cap — a clean fill at the touch now reports a small, true value (~tens of bps), and the high_slippage_bps_* warning no longer fires on every clean market fill. impact_bps (the book-walk cost from top-of-book) is unchanged and remains the authoritative depth-impact field. Legacy: slippage was measured vs the cap, reporting price improvement as ~7500 bps of “slippage” plus a false high-slippage warning on essentially every clean fill.
• GTD (Good-Til-Date) and post_only orders. time_in_force=GTD (a resting limit that auto-expires at its expiration timestamp) and post_only=true (maker-only — rejected if it would cross at placement) are now accepted, matching py-clob-client. Part of the PM-faithful order-semantics rollout (same flag as the entries below). Legacy: GTD returned 422; post_only was advisory.

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2026-06-11 — Realistic book impact + maker price fidelity (rolling out)

Two further matching-engine fidelity upgrades, flag-dependent — they ship behind the same deployment flag as the “PM-faithful order semantics” entry below and activate together (announced here). Until activation, the legacy behaviors remain in force.

• Book-impact depletion. Limit-order fills now consume the displayed liquidity they walk. Within one upstream order-book snapshot, size already consumed at a price level by limit executions (your fills or anyone else’s) is not offered again: the depth walk subtracts prior consumption before pricing, so repeated orders walk to worse levels within your limit, partial-fill, or (FOK) kill — instead of repeatedly buying the same displayed shares while the snapshot stayed cached. A fresh upstream snapshot supersedes the synthetic depletion (real book truth wins; the safety TTL is sized to outlive the snapshot cache window). Applies to both resting-limit matching and immediate FOK/FAK/IOC execution. Market-order fills don’t yet feed or read the depletion overlay — that path re-resolves fresher books per request; wiring it into the same overlay is a documented follow-up. Simulated fills still never move the displayed book or midpoint — depletion is execution-side only. Legacy: the same displayed level was re-buyable every cycle.
• Resting maker orders fill at their limit price. Polymarket’s maker/taker rule — price improvement always benefits the taker. A resting GTC/GTD limit the market later crosses now executes at the maker’s own limit price (for BUYs the reserve equals the spend — zero refund delta; maker fee remains $0). Marketable orders (FOK/FAK/IOC and limits that cross at placement) are takers and keep their depth-walk price improvement, exactly as before. Legacy: resting orders filled at the later touch/VWAP price — systematically better than the maker’s own limit, which inflated PnL.

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2026-06-11 — PM-compat P1 batch (pagination, status enums, prices-history, neg-risk, cursors, full book, WS fills)

The second wire-parity wave, driven by the 2026-06-10 API evaluation’s confirmed P1 findings. Every item below was verified against live clob.polymarket.com probes and/or Polymarket’s API reference before changing.

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Breaking changes

• GET /v1/data/orders status enum now uses Polymarket’s exact members. ORDER_STATUS_LIVE (was the invented ORDER_STATUS_PENDING), ORDER_STATUS_MATCHED (was ORDER_STATUS_FILLED), ORDER_STATUS_CANCELED — single L, per PM — (was ORDER_STATUS_CANCELLED), ORDER_STATUS_INVALID (was ORDER_STATUS_REJECTED). Bots string-matching the old values must update; the ?status= filter accepts both spellings.
• GET /v1/data/orders defaults to OPEN orders only — matching PM (“Retrieves open orders for the authenticated user”). History is an explicit opt-in via the new polysim-extension ?status= param (ORDER_STATUS_MATCHED, ORDER_STATUS_CANCELED, ALL, friendly aliases). Previously every status came back, so open-order counts and cancel-all sweeps operated on dead rows.
• GET /v1/prices-history returns PM’s exact shape by default: {"history": [{"t": <unix int>, "p": <float>}]} — p is a JSON number here, mirroring PM’s wire. The old default (a bare array of {t, o, h, l, c} string points) remains available via ?format=ohlcv. The endpoint also accepts PM’s required ?market= param (token id; ?token_id= stays as an alias), supports startTs/endTs/fidelity and PM’s full interval enum (1h/6h/1d/1w/1m/max/all), and 400s (not 422s) with PM’s verbatim message when market is missing.
• GET /v1/orders next_cursor is now urlsafe-base64. The raw ISO form contained +, which broke un-percent-encoded round-trips with a 400. Treat cursors as opaque; legacy raw-ISO (and the +-mangled-to-space form) are still accepted on the way in.
• GET /v1/markets?envelope=true cursors are now PM-format and actually round-trip. next_cursor is a base64-encoded offset ("NTA=" = 50) with PM’s "LTE=" terminal sentinel (was a raw int string + "" terminal that NO query param accepted — PM-style paginators looped on page 1 forever). Pass it back via ?next_cursor= or ?cursor=; raw int offsets are still accepted on the way in.
• Order-book endpoints return the FULL book by default (/v1/book, /v1/clob/book/{token_id}, /v1/markets/{condition_id}/book, POST /v1/books) — PM’s wire contract (PM has no depth param; we measured PM 96/113 levels where polysim silently returned 10/10). ?depth=N remains as an explicit best-N trim, cap raised from 50 to 500.
• before/after filters on /v1/data/orders + /v1/data/trades take unix-seconds timestamps (PM convention). Unparseable values now return 400 INVALID_TIME_FILTER instead of being silently dropped (which returned the full unfiltered set). ISO datetimes remain accepted as a polysim extra.

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Fixes

• Pagination request param next_cursor honored on /v1/data/orders, /v1/data/trades, /v1/orders and /v1/markets?envelope=true — py-clob-client sends the cursor back under this name; it was silently ignored, so get_orders() / get_trades() refetched page 1 forever. The SDK’s MA== initial seed and LTE= terminal sentinel now behave exactly as on real PM. cursor remains an accepted alias everywhere.
• /v1/data/orders asset_id filter implemented (was accepted and ignored): resolves the token to its market+outcome and filters both; unknown tokens short-circuit to an empty terminal envelope.
• GET /v1/neg-risk reports the market’s real flag (was hardcoded false, contradicting both real PM and polysim’s own /v1/book for the same token). Source is the upstream book payload with cached-book and catalog fallbacks; unknown tokens get PM’s verbatim 404 {"error": "market not found"}. Sim execution semantics are unchanged for neg-risk markets — the flag is for routing/branching parity.
• GET /v1/balance-allowance emits PM’s keys: balance / allowance (base-unit strings, 1.00 USDC = "1000000") so resp["balance"] no longer KeyErrors in ported SDK code. The legacy collateral / conditional keys remain as extras. asset_type / token_id / signature_type are now declared query params. The values stay “effectively unlimited” sentinels — read GET /v1/account/balance for real sizing.

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New

• WS /v1/ws/user now pushes PM-shape trade frames when your orders fill on a subscribed market (event_type: "trade", type: "TRADE", status: "MATCHED", unix-string timestamps — PM’s documented user-channel trade message). Divergences: paper trades terminate at MATCHED (no MINED/CONFIRMED — no chain), maker_orders is empty, and owner/trade_owner are empty strings. PM’s order placement/update/cancel events are still not emitted — poll GET /v1/data/orders, or use the polysim-native /v1/ws/executions.

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2026-06-11 — PM-faithful order semantics (rolling out)

The matching-engine fidelity fast-follows announced on 2026-06-10 are implemented and rolling out behind a deployment flag. Until the rollout activates (announced here), the legacy behaviors below remain in force; once active, the engine matches real Polymarket on all five:

• FAK/IOC partial fills. Synchronous IOC/FAK limit orders walk the displayed order-book depth within your limit, fill what’s available at the level-by-level VWAP, and cancel the remainder. A partial fill returns status: "FILLED" (PM-compat surfaces map it to matched) with quantity set to the filled slice and a partial_fill:filled=…,requested=… entry in warnings. Legacy: atomic — full quantity at the touch price or cancel.
• FOK depth-aware atomicity. FOK computes the fillable quantity within your limit across book levels first: fills entirely (at the walked VWAP) iff depth covers your size, else kills cleanly. Legacy: full-size fill at the touch price whenever the top of book crossed, regardless of depth.
• GTD auto-expiry. time_in_force=GTD on POST /v1/orders, order_type=GTD on /v1/clob/order, and orderType=GTD on the PM-shape POST /v1/order become true Good-Til-Date resting limits: the engine skips and auto-cancels them once their unix-seconds expiration passes (cancelled rows carry cancelled_reason: "gtd_expired"; reservations are refunded). Expired-at-placement → 400 INVALID_ORDER_EXPIRATION. Legacy: GTD coerced to GTC (and rejected on native /v1/orders).
• post-only. New post_only field (PM-shape: top-level postOnly): guaranteed-maker orders rejected with 400 INVALID_POST_ONLY_ORDER (X-Polysim-Code: POST_ONLY_WOULD_CROSS) when marketable at placement; 400 INVALID_POST_ONLY_ORDER_TYPE when combined with FOK/FAK/IOC/market. GTC/GTD limits only. Legacy: field accepted but ignored.
• Minimum order size. The per-market min_order_size that GET /v1/book advertises (5 shares on standard binary markets, 1 on ≤0.001-tick markets) is enforced at placement: 400 INVALID_ORDER_MIN_SIZE (X-Polysim-Code: ORDER_BELOW_MIN_SIZE). Note this applies to SELL too — like real Polymarket, a sub-minimum residual position can’t be exited via a below-minimum order. Legacy: any size > 0.0001 shares accepted.

New request fields (expiration, post_only) are accepted today on POST /v1/orders, POST /v1/clob/order, and the PM-shape POST /v1/order / batch; they are advisory no-ops until the rollout activates. The activation will be announced in this changelog.

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2026-06-10 — Polymarket wire-parity wave

A coordinated set of fixes aligning the API with Polymarket’s live wire behavior (verified against clob.polymarket.com, not just Polymarket’s docs — the two disagree in places), plus truthful fee reporting and wallet scoping.

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Breaking changes

• GET /v1/price side semantics flipped. side=BUY now returns the best bid (your side of the book) and side=SELL the best ask — matching Polymarket’s live wire and its API reference. Previously the values were inverted. Quotes return your side of the book; executions still cross the spread (market BUY fills at the best ask) — same convention as Polymarket.
• GET /v1/book level ordering re-sorted to Polymarket’s live wire. bids are ASCENDING and asks DESCENDING by price — the best price is the LAST element on both sides (bids[-1] / asks[-1]), byte-compatible with real clob.polymarket.com/book responses. Recommendation: read the inside market order-independently (max bid price / min ask price) so ordering can never bite you. Applies to /v1/book, /v1/clob/book/{token_id}, POST /v1/books, and /v1/markets/{condition_id}/book.
• Account reads default to the API wallet. GET /v1/account/positions, /history, and /profile-analysis previously returned rows from ALL your wallets (including website MAIN/SANDBOX wallets) when wallet_id was omitted. The default is now your API wallet, consistent with /balance, /portfolio, and /equity. Pass wallet_id=all for the old behavior, wallet_id=<id> for a specific wallet. The all/api keywords work on all five account-read endpoints.

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Fees — now reported truthfully

The engine has always charged Polymarket-V2 per-category taker fees; the reporting surfaces wrongly claimed zero. Now:

• GET /v1/fee-rate returns {"base_fee": 0|1000, "fee_rate_bps": <effective rate>}. base_fee mirrors Polymarket’s legacy base-fee parameter (observed: flat 1000 on fee-charging markets, 0 on fee-free ones); fee_rate_bps is the effective per-category taker rate actually charged (sports 300, finance/politics/mentions/tech 400, economics/culture/weather/other 500, crypto 700, geopolitics 0).
• The crypto taker rate was corrected from 7.2% to 7.0% (Polymarket’s published rate). Fills before 2026-06-10 may have been charged at 7.2%.
• GET /v1/data/trades rows now carry the real fee_rate_bps (0 for maker fills).
• Maker/taker classification now follows marketability at placement: a limit order that crosses the book when placed pays the taker fee even though it fills via the ~1s matching cycle; resting orders that fill later remain fee-free makers, and the resting remainder of a partial fill is treated as maker. See Trading Fees for the schedule and formula.

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Fixes

• Candle intervals documented correctly: 1h/6h/1d/1w/max (sub-hour intervals are not yet available; unknown values return 400 INVALID_INTERVAL).
• FAK/IOC behavior documented honestly: currently atomic (full fill at the touch price or cancel) — Polymarket-style partial-fill-then-cancel is a planned fast-follow and will be announced here.
• llms.txt corrected across both hosts (error codes, bootstrap permissions, book-ordering parity claims, fee schedule).

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Coming soon

• Matching-engine fidelity fast-follows: GTD auto-expiry, post-only, per-market minimum order size, FAK partial fills. Update 2026-06-11: implemented and rolling out — see the entry above.

The official Python SDK shipped — pip install polysimulator (see the SDK overview).

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2026-06-09 and earlier

The beta API surface was assembled and hardened through internal audit waves (error-envelope consistency, public market-data reads without a key, PM-shape compatibility endpoints, rate-limit headers). The 2026-06-10 entries above are the first changes shipped after external-facing documentation went live.