Rust PN1 Orderbook

Maintain exact Rust orderbooks with PN1 sequence and checksum verification.

use polynode::{EngineOptions, OrderbookEngine};

#[tokio::main]
async fn main() -> polynode::Result<()> {
    let api_key = std::env::var("POLYNODE_API_KEY")
        .expect("Set POLYNODE_API_KEY");
    let token_id = std::env::var("POLYMARKET_TOKEN_ID")
        .expect("Set POLYMARKET_TOKEN_ID");

    let engine = OrderbookEngine::connect(&api_key, EngineOptions {
        integrity: true,
        allow_stale_reads: false,
        ..Default::default()
    }).await?;

    let mut integrity_errors = engine.integrity_errors();
    tokio::spawn(async move {
        while let Ok(error) = integrity_errors.recv().await {
            eprintln!("{:?} {} {}", error.code, error.token, error.message);
        }
    });

    engine.subscribe(vec![token_id.clone()]).await?;

    while engine.book(&token_id).await.is_none() {
        tokio::time::sleep(std::time::Duration::from_millis(10)).await;
    }

    println!("best bid: {:?}", engine.best_bid(&token_id).await);
    println!("best ask: {:?}", engine.best_ask(&token_id).await);
    println!("midpoint: {:?}", engine.midpoint(&token_id).await);
    println!("spread: {:?}", engine.spread(&token_id).await);

    engine.close().await?;
    Ok(())
}

PN1 keeps price and size values as exact decimal strings. It validates the full-snapshot anchor, then validates sequence continuity and a deterministic checksum on each applicable update.

Managed state moves through Initializing, Ready, Stale, Resyncing, and Failed. With stale reads disabled, queries are unavailable until a verified anchor is ready and become unavailable after a disconnect or integrity failure. The engine requests a fresh anchor before returning to ready.

Wildcard "*" subscriptions are unavailable in integrity mode. Use explicit token IDs, slugs, or condition IDs.

Use client.orderbook_stream(ObStreamOptions { integrity: true, ..Default::default() }) when you want raw ObMessage values instead of managed state.

See the shared orderbook guide and PN1 protocol reference.