Execution Utility

GasOracle continuously monitors the Polygon network gas-price environment and advises the execution layer on whether on-chain operations (order submission, cancel-and-replace, neg-risk conversions) are economically viable at the current gas price. It defers non-urgent operations when gas is above the rolling percentile threshold, and never defers risk-critical operations such as emergency cancellations.

NonceShepherd manages the on-chain nonce sequence for the Polytraders signing wallet on Polygon, ensuring that every V2 EIP-712 signed order carries a valid, non-colliding nonce. It detects nonce gaps (caused by dropped or reverted transactions), resequences pending orders when a gap is found, and enforces a ceiling on the number of pending signed-but-unposted orders. NonceShepherd also tracks CLOB ClobAuth credential TTLs and triggers re-authentication before they expire.

QueueWarden polices the rate at which orders and cancel-replace operations are sent to the Polymarket CLOB V2 and manages the maker queue position of resting orders. It enforces a cap on cancel-replace operations per minute to avoid CLOB rate-limit rejections, monitors drift between the resting quote price and the best bid/ask, and cancels stale resting orders that have not been filled within the stale_ttl_s window. QueueWarden also injects builderCode (bytes32) into cancel-replace messages to maintain builder attribution continuity across order lifecycle events.

AntiToxicFill detects toxic order-flow patterns on the target market immediately before order submission and reshapes or cancels the ExecutionPlan to avoid being adversely selected. It monitors three primary toxicity signals: one-sided sweeps through more than three book levels in the last 5 seconds, a cancel-storm on the opposite side, and realised post-fill drift over a rolling window. If an adverse news event is detected within ±30 seconds of a planned fill, the bot enters a cooldown. Depending on signal severity, AntiToxicFill either widens the limit price by requote_widen_bps, reduces the order size by downsize_factor, or cancels the order outright. It cannot alter the trade direction, market, or outcome leg.

CancelReplaceOptimizer selects the cheapest path to modify a resting order: amend-in-place if queue priority is preserved, or cancel-then-replace if the delta exceeds the amend threshold. It enforces rate-limit budgets across cancel and amend operations.

DustAndRoundingCleaner prevents creation of dust positions — holdings so small that their eventual pUSD value at settlement is less than the transaction cost of acquiring or selling them. It rounds order sizes to economically viable minimums and sweeps existing dust positions on a configurable cron schedule.

ExchangeStatusMonitor treats Polymarket itself as a degradable dependency. It polls CLOB V2 endpoint health, watches for reject-rate spikes, and parses public maintenance signals. When degradation is confirmed, it emits ObservationReports that trigger pause or de-risk actions across the exec layer.

FillQualityAnalyzer scores every completed fill on price slippage, execution latency, and post-fill toxicity relative to the original intent. Low-scoring fills generate WARN annotations; systematic poor scores feed back to strategy tuning.

LatencyProfiler continuously measures round-trip order submission latency by route and surfaces regressions. It probes each configured route at probe_interval_s and emits ObservationReports when p95 or p99 thresholds are breached.

PartialFillHandler decides what to do with the unfilled remainder after a partial fill: hold and wait, cancel the remainder, or chase the market by submitting a new order. It respects the strategy's declared partial-fill policy and current book state.

PriceBandValidator is a fat-finger and decimal-shift catcher. It rejects or warns on any order priced outside a sanity band relative to the current top-of-book mid, preventing obviously erroneous prices from reaching the CLOB V2 signing step.