OpenPX normalizes every exchange’s response into the same set of typed models
defined in engine/core/src/models/. This page shows exactly which
exchange-native field becomes which unified field.
Market
The Market struct is the same across every exchange. Mappings are declared
in engine/core/src/exchange/manifests/{kalshi,polymarket}.rs.
| OpenPX field | Type | Kalshi source | Polymarket source |
|---|
openpx_id | string | "kalshi:" + ticker | "polymarket:" + condition_id |
exchange | string | "kalshi" | "polymarket" |
id | string | ticker | conditionId |
native_numeric_id | string? | — | id (numeric DB id) |
group_id | string? | event_ticker | events[0].id |
event_id | string? | canonical OpenPX event id | canonical OpenPX event id |
title | string | title | question |
question | string? | title | question |
description | string | rules_primary | description |
slug | string? | subtitle | slug |
status | MarketStatus | status (mapped) | derived from booleans |
market_type | MarketType | market_type | marketType |
outcomes | string[] | ["Yes", "No"] | parsed outcomes |
outcome_tokens | OutcomeToken[] | [{outcome, ticker}] | [{outcome, clobTokenIds[i]}] |
token_id_yes | string? | — | clobTokenIds[0] |
token_id_no | string? | — | clobTokenIds[1] |
condition_id | string? | — | conditionId |
volume | f64 | volume_fp ⟶ volume | volumeNum ⟶ volume |
liquidity | f64? | — | liquidityNum ⟶ liquidity |
open_interest | f64? | open_interest_fp ⟶ open_interest | — |
close_time | DateTime? | close_time (ISO 8601) | endDate (ISO 8601) |
open_time | DateTime? | open_time (ISO 8601) | startDate (ISO 8601) |
All prices on the unified surface are decimals in [0.0, 1.0]. Kalshi’s
fixed-point dollar strings are parsed during normalization; Polymarket prices
are already decimal.
Status mapping (Kalshi)
MarketStatus is normalized to one of Active, Closed, or Resolved:
| Kalshi value | OpenPX MarketStatus |
|---|
active | Active |
closed, initialized, inactive, disputed, amended | Closed |
determined, finalized | Resolved |
active, closed, archived); the adapter folds
them into the same three states.
Order
Every exchange returns this single Order shape from create_order,
cancel_order, fetch_order, and fetch_open_orders.
| Field | Type | Notes |
|---|
id | string | Native order ID |
market_id | string | Same as Market.id |
outcome | string | e.g. "Yes" / "No" |
side | OrderSide | buy or sell |
price | f64 | Decimal in [0, 1] |
size | f64 | Contracts |
filled | f64 | Cumulative fills |
status | OrderStatus | pending, open, filled, partially_filled, cancelled, rejected |
created_at | DateTime<Utc> | |
updated_at | DateTime<Utc>? | |
OrderType (passed via params["order_type"] on create_order) is normalized
to one of: gtc, ioc, fok.
Position
| Field | Type |
|---|
market_id | string |
outcome | string |
size | f64 |
average_price | f64 |
current_price | f64 |
Orderbook
Returned by fetch_orderbook and carried inside WsUpdate::Snapshot.
| Field | Type | Notes |
|---|
market_id | string | Parent market |
asset_id | string | Per-outcome ID (Kalshi: ticker, Polymarket: token) |
bids | PriceLevel[] | Sorted high-to-low |
asks | PriceLevel[] | Sorted low-to-high |
last_update_id | u64? | Sequence, when provided |
timestamp | DateTime? | |
hash | string? | Polymarket book integrity hash |
PriceLevel is { price: f64, size: f64 }. Internally stored as
FixedPrice (integer with scale 10,000) for branch-free comparison;
serialized as f64 over the wire.
MarketTrade, Fill, Candlestick
| Model | Source method |
|---|
MarketTrade | fetch_trades (public tape) |
Fill | fetch_fills (your own executions) |
Candlestick | fetch_price_history (OHLCV) |
[0, 1]), f64 sizes, and DateTime<Utc>
timestamps. See engine/core/src/models/{trade,order}.rs for full field lists.
WsUpdate and SessionEvent
Documented on the WebSocket events page. Both types are
defined in engine/core/src/websocket/events.rs and apply identically to
every exchange’s WebSocket implementation. 
