A single fill (trade execution) from a user’s order.Documentation Index
Fetch the complete documentation index at: https://docs.openpx.trade/llms.txt
Use this file to discover all available pages before exploring further.
Coverage
| Exchange | Sourced | Synthetic | Omitted |
|---|---|---|---|
| kalshi | 10 | 0 | 0 |
| polymarket | 7 | 0 | 3 |
Synthetic — computed by OpenPX, not present upstream.
Omitted — upstream does not expose this concept.
Field crosswalk
| Unified field | Type | kalshi source | polymarket source | Transform | Notes |
|---|---|---|---|---|---|
fill_id | string | Fill.fill_id (string) | Trade.transactionHash (string) | direct | kalshi: Kalshi-issued unique fill id, stable across replays. The trade_id field on the same upstream object is a legacy alias — fill_id is the canonical identifier. polymarket: Polymarket’s Data API has no separate fill id — every executed trade lands in exactly one Polygon transaction. The on-chain tx hash doubles as the unified fill_id. |
order_id | string | Fill.order_id (string) | not exposed | direct | kalshi: Kalshi-issued order id that produced this fill. Always present on V1 Fill rows. polymarket: The Data API’s public-tape Trade object does not expose the maker/taker order ids. Always empty on Polymarket fills sourced from REST; the WebSocket user channel carries order_id via liquidity_role-aware events. |
market_ticker | string | Fill.ticker (string), fallback Fill.market_ticker | Trade.conditionId (Hash64) | direct | kalshi: Kalshi market ticker. The upstream emits both ticker (canonical) and market_ticker (legacy alias) — the adapter prefers ticker and falls back to the alias. polymarket: Public-tape Trade.conditionId is the on-chain market id. Polymarket fills currently anchor on conditionId because the Data /trades response does not echo a slug — this is the only coordinate where unified Position.market_ticker (slug) and unified Fill.market_ticker (conditionId) intentionally diverge. |
outcome | string | Fill.side (string) | Trade.outcome (string) | kalshi_outcome_to_label / direct | kalshi: Kalshi’s Fill side field is the YES/NO outcome (orthogonal to buy/sell which lives on action). The adapter re-canonicalizes yes/no → "Yes"/"No". polymarket: Free-form outcome label as published by Polymarket ("Yes"/"No" on binary markets, categorical labels on neg-risk markets). |
side | OrderSide | Fill.action (string) | Trade.side (string) | kalshi_action_to_side / poly_side_to_order_side | kalshi: Kalshi’s Fill action carries Buy/Sell (side carries Yes/No). The unified side is sourced from action, not from side. polymarket: BUY/SELL enum, 1:1 with unified OrderSide. |
price | number (double) | Fill.yes_price_dollars (FixedPointDollars), fallback Fill.no_price_dollars | Trade.price (number) | kalshi_outcome_aware_price / direct | kalshi: Outcome-aware: when Fill.side == “yes” use yes_price_dollars, otherwise use no_price_dollars. Both fields are FixedPointDollars strings (e.g. "0.65") and are present on every fill per the Mar 10, 2026 changelog. The legacy cents-int yes_price field is no longer the canonical source. polymarket: Already a decimal probability in [0,1]; copied as-is. The price is for the row’s specific outcome token (use outcome to know whether this is the Yes-side or No-side execution price). |
size | number (double) | Fill.count_fp (FixedPointCount) | Trade.size (number) | fixed_point_count / direct | kalshi: Number of contracts at fixed-point precision. The legacy integer count field is no longer mapped — count_fp is the canonical source. polymarket: Already a number in the spec. Copied as-is. |
is_taker | boolean | Fill.is_taker (boolean) | not exposed | direct | kalshi: Boolean directly from upstream. true means the fill removed liquidity; false means it added. polymarket: The Data API public tape lacks a per-fill maker/taker flag — it only exposes the aggressor side via takerOnly. The unified is_taker is set to false on Polymarket REST fills; the WebSocket user channel carries liquidity_role for live fills. |
fee | number (double) | Fill.fee_cost (FixedPointDollars) | not exposed | fixed_point_dollars | kalshi: Per-fill fee in FixedPointDollars. Available on the Fills API per the Jan 27, 2026 changelog. polymarket: Polymarket does not expose a per-fill fee on the Data API. Fees apply at settlement on neg-risk and reward markets; the unified Fill.fee is 0.0 for Polymarket REST fills. |
created_at | string (date-time) | Fill.created_time (string (date-time)) | Trade.timestamp (integer (int64)) | parse_datetime / unix_seconds_to_utc | kalshi: RFC3339 string from the upstream. The integer ts field on the same row is a legacy alias and is ignored. polymarket: Polymarket emits trade timestamps as int64 unix seconds (NOT milliseconds). Parsed via chrono::DateTime::\<Utc\>::from_timestamp. |
Source specs
- kalshi ·
schema/upstream/kalshi.openapi.yaml - polymarket ·
schema/upstream/polymarket-data.openapi.yaml
Tables are auto-generated fromschema/mappings/. CI fails on unresolved $refs and on type mismatches fortransform: direct. Drift in upstream specs surfaces here on the daily refresh PR.