Colorado Code

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{"description":"Realizable fill risk against live order-book depth, plus Polymarket's own taker fee and the breakeven win-rate it implies (fleet #3446).","properties":{"_hint":{"description":"Usage note — what is gross vs net of fees, and what is still unmodeled.","type":"string"},"all_in_cost_pp":{"description":"Single-market mode: slippage_pp + fee_pp — the full round-trip cost of this fill.","type":["number","null"]},"book_levels_visible":{"description":"Single-market mode: count of price levels on the side priced.","type":"number"},"breakeven_win_rate_maker":{"description":"Single-market mode: win-rate a maker (no taker fee charged) would need — equals top_of_book.","type":"number"},"breakeven_win_rate_taker":{"description":"Single-market mode: win-rate (0-1) the filled side needs to break even as a taker, INCLUDING the fee — always worse than the raw fill price.","type":["number","null"]},"capture_ratio":{"description":"Basket mode: fraction of the theoretical edge that survives depth AND fees (fleet #3446 — was gross of fees before).","type":["number","null"]},"capture_ratio_gross":{"description":"Basket mode: the pre-fee figure capture_ratio used to report.","type":["number","null"]},"dead_legs":{"description":"Basket mode: leg slugs with zero visible depth on the priced side.","items":{"type":"string"},"type":"array"},"error":{"description":"Error code (orderbook_unavailable, event_books_unavailable, empty_book, bad_side, missing_input) — present only on failure.","type":"string"},"event":{"description":"Basket mode: resolved event slug.","type":"string"},"fee_pp":{"description":"Single-market mode: the taker fee as a percentage point of a $1 share — size-invariant, so it's the same number at any trade size.","type":"number"},"fee_schedule":{"description":"Polymarket's published taker-fee parameters for this market, read off the market payload (fleet #3446) — never assumed fee-free.","properties":{"basis":{"description":"Where the rate came from — payload (read off this market) is the most trustworthy.","enum":["payload","category","fallback","fee_free"],"type":"string"},"category":{"description":"Polymarket's fee category, e.g. 'crypto_fees_v2'.","type":["string","null"]},"exponent":{"description":"Exponent in fee = shares × rate × (p×(1-p))^exponent — 1 on every market observed.","type":"number"},"fees_enabled":{"description":"false means this market genuinely charges no taker fee.","type":["boolean","null"]},"maker_rebate_rate":{"description":"Polymarket's published maker rebate rate, when known.","type":["number","null"]},"taker_rate":{"description":"Taker-fee rate actually applied (0 means genuinely fee-free, never \"unknown\").","type":"number"}},"type":"object"},"fee_usd":{"description":"Single-market mode: Polymarket taker fee in USD on the shares actually filled.","type":"number"},"forced_directional_risk":{"description":"Basket mode: plain-English risk note naming dead/thin legs.","type":"string"},"leg_count":{"description":"Basket mode: number of legs priced.","type":"number"},"market":{"description":"Single-market mode: resolved market slug.","type":"string"},"max_fillable_usd":{"description":"Single-market mode: total USD value of the entire visible side of the book.","type":"number"},"message":{"description":"Human-readable error detail — present only on failure.","type":"string"},"mode":{"description":"Which mode answered — set by which of market/event was passed.","enum":["single_market","basket"],"type":"string"},"partition_complete":{"description":"Basket mode: false means truncated_legs > 0 — edge figures are directional only.","type":"boolean"},"per_leg":{"description":"Basket mode: per-leg fill detail.","items":{"properties":{"depth_shares":{"type":"number"},"fee_usd":{"description":"This leg's own Polymarket taker fee in USD at the executed size.","type":"number"},"fills_requested_size":{"type":"boolean"},"question":{"type":["string","null"]},"slippage_pp":{"type":["number","null"]},"slug":{"type":["string","null"]},"top_of_book":{"type":["number","null"]},"vwap_at_executed_size":{"type":["number","null"]}},"type":"object"},"type":"array"},"question":{"description":"Single-market mode: the market question.","type":["string","null"]},"realizable_at_executed_size":{"description":"Basket mode: VWAP sum across all legs at the executed size, net of each leg's own Polymarket taker fee (fleet #3446 — profit_usd was gross before).","properties":{"edge_pp":{"type":["number","null"]},"fees_usd_total":{"description":"Sum of per_leg[].fee_usd across every leg.","type":"number"},"note":{"description":"Present only when the basket is not executable at any size.","type":"string"},"profit_usd":{"description":"NET of every leg's own Polymarket taker fee.","type":"number"},"profit_usd_gross":{"description":"Before fees — kept alongside profit_usd so the fee cost is never hidden.","type":"number"},"sum_yes":{"type":["number","null"]}},"type":"object"},"reasoning":{"description":"Plain-English explanation of the verdict, naming the all-in cost and breakeven.","type":"string"},"scaled_down_by_thinnest_leg":{"description":"Basket mode: true if executed size was capped below the requested size.","type":"boolean"},"settlement_notional_executed_usd":{"description":"Basket mode: shares-per-leg actually executable, scaled down by the thinnest leg.","type":"number"},"settlement_notional_requested_usd":{"description":"Basket mode: requested shares-per-leg (the size_usd argument).","type":"number"},"shares_filled":{"description":"Single-market mode: shares actually fillable from visible depth.","type":"number"},"side":{"description":"Single-market mode: the side actually priced (buy_yes|sell_yes|buy_no|sell_no).","type":"string"},"side_auto_selected":{"description":"Basket mode: true if side was inferred from the partition sum rather than passed explicitly.","type":"boolean"},"size_usd_requested":{"description":"Single-market mode: the size_usd argument, clamped.","type":"number"},"slippage_pp":{"description":"Single-market mode: |vwap - top_of_book| in percentage points.","type":["number","null"]},"strategy":{"description":"Basket mode: which side was priced across every leg.","enum":["sell_yes_every_leg","buy_yes_every_leg"],"type":"string"},"theoretical":{"description":"Basket mode: top-of-book sum across all legs, before depth.","properties":{"basis":{"type":"string"},"edge_pp":{"type":"number"},"sum_yes":{"type":"number"}},"type":"object"},"thin_legs":{"description":"Basket mode: leg slugs that cannot cleanly absorb the requested size.","items":{"type":"string"},"type":"array"},"title":{"description":"Basket mode: event title.","type":["string","null"]},"top_of_book":{"description":"Single-market mode: best price on the side priced.","type":"number"},"truncated_legs":{"description":"Basket mode: legs dropped by the 80-leg cap, if any.","type":"number"},"usd_filled":{"description":"Single-market mode: dollars actually fillable from visible depth.","type":"number"},"verdict":{"description":"Single-market mode: fill-quality verdict based on depth/slippage (independent of the fee).","enum":["clean","degraded","cannot_fill"],"type":"string"},"vwap_fill_price":{"description":"Single-market mode: volume-weighted fill price across the requested size; null if nothing filled.","type":["number","null"]}},"type":"object"}

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{"properties":{"brand":{"type":"string"},"candidates":{"description":"Rivals, best first. Populated on \"ambiguous\" and on \"matched\" alike.","items":{"properties":{"country":{"description":"ISO-2 of the REGISTER, not of the company's operations.","type":"string"},"data_as_of":{"description":"That register's own snapshot date, per row, so a stale country is visible.","type":["string","null"]},"detail_tool":{"description":"The live pack tool that returns the full record, e.g. \"brreg-no:get_entity\".","type":["string","null"]},"legal_form":{"type":["string","null"]},"legal_name":{"type":"string"},"lei":{"description":"From the GLEIF crosswalk when present. Never guessed from a name.","type":["string","null"]},"match_type":{"enum":["id","exact","exact_form","prefix","tokens"],"type":"string"},"matched_kind":{"enum":["legal","trading","former","english","kana"],"type":"string"},"matched_name":{"description":"The name row that matched, exactly as the publisher spells it.","type":"string"},"register":{"description":"Publisher + dataset, e.g. \"Brønnøysund Register Centre, Enhetsregisteret\". Never a URL or filename.","type":"string"},"register_id":{"description":"The native id in the register's own canonical formatting.","type":"string"},"register_key":{"description":"Stable machine slug for the register.","type":"string"},"registration_status":{"description":"GLEIF rows only: the LEI RECORD's lifecycle (ISSUED/LAPSED/RETIRED/...). A DIFFERENT fact from `status` — a lapsed LEI is unmaintained reference data about a company that may well still trade.","type":["string","null"]},"score":{"description":"0-1, assigned centrally. An adapter never grades itself.","type":"number"},"status":{"description":"The COMPANY's status.","enum":["active","inactive","dissolved","unknown"],"type":"string"},"status_raw":{"description":"The register's own status word, verbatim and unglossed.","type":["string","null"]}},"required":["country","register","register_key","register_id","legal_name","score","status"],"type":"object"},"type":"array"},"cik_withheld":{"description":"A CIK that came back from a FUZZY SEC name match and is NOT asserted, because the spine matched a stronger non-US candidate. The number is here so a caller who wanted the US filer can still use it; what changed is that we no longer claim it IS the answer. See `unresolved.cik` for the reason.","type":"string"},"fanout_incomplete":{"description":"Present IFF at least one register in `searched[]` carried an `error` — set even when `match_status` stayed \"ambiguous\". `withheld_match` is the candidate this call declined to ASSERT because a register was missing, carried rather than discarded so a caller who accepts the caveat can still use it.","properties":{"unavailable":{"items":{"properties":{"country":{"type":"string"},"error":{"type":"string"},"register":{"type":"string"},"register_key":{"type":"string"}},"type":"object"},"type":"array"},"withheld_match":{"type":["object","null"]}},"type":"object"},"figi_withheld":{"description":"A FIGI that matched this name in OpenFIGI (`figi_match: \"name_search\"`) and is NOT asserted, because `match_status` is \"incomplete\": a name search cannot tell a company apart from a security carrying its name, and the registers that would have settled it are the ones we could not ask. A `ticker_map` FIGI is never withheld this way — it is corroborated by the resolved ticker it came from. Carried so a caller who accepts the caveat can use it; see `unresolved.figi`, and retry, since a transiently rate-limited register completes on the next call.","type":"string"},"ids":{"description":"Every identifier established: cik, ticker, company_name, lei, figi, isin, cusip, register_id, register_country. A key absent here appears in `unresolved` with a reason — never silently dropped.","type":"object"},"ingredient":{"type":"string"},"match_explanation":{"description":"Plain words. Always present when the spine ran, and required on \"ambiguous\" and \"no_match\".","type":"string"},"match_scoring":{"description":"The margin rule's own inputs, so a caller can see WHY it fell where it did.","properties":{"margin":{"type":["number","null"]},"runner_up":{"type":["number","null"]},"thresholds":{"properties":{"floor":{"type":"number"},"margin":{"type":"number"},"match":{"type":"number"}},"type":"object"},"top":{"type":["number","null"]}},"type":"object"},"match_status":{"description":"The headline to branch on. \"ambiguous\" is an ANSWER, not a failure: two companies matched the name equally well and both are in `candidates`. \"no_match\" means every register in `searched` was asked and none carried it. \"incomplete\" means one of them could NOT be asked (it carries an `error` in `searched[]`), so the candidate set is short by an unknown amount and no id is asserted — distinct from \"ambiguous\" because a RETRY is what resolves it, not a narrower query; `fanout_incomplete` names the unreachable registers and carries, under `withheld_match`, the candidate that would have been returned on a complete fan-out.","enum":["matched","ambiguous","no_match","incomplete"],"type":"string"},"notes":{"type":"string"},"query":{"type":"string"},"registers":{"description":"The matched entity as every register that carries it — the match (flagged `matched: true`) plus anything that collapsed into it. A Companies House number AND the LEI that crosswalks to it are the SAME answer, not rivals.","items":{"properties":{"country":{"description":"ISO-2 of the REGISTER, not of the company's operations.","type":"string"},"data_as_of":{"description":"That register's own snapshot date, per row, so a stale country is visible.","type":["string","null"]},"detail_tool":{"description":"The live pack tool that returns the full record, e.g. \"brreg-no:get_entity\".","type":["string","null"]},"legal_form":{"type":["string","null"]},"legal_name":{"type":"string"},"lei":{"description":"From the GLEIF crosswalk when present. Never guessed from a name.","type":["string","null"]},"match_type":{"enum":["id","exact","exact_form","prefix","tokens"],"type":"string"},"matched_kind":{"enum":["legal","trading","former","english","kana"],"type":"string"},"matched_name":{"description":"The name row that matched, exactly as the publisher spells it.","type":"string"},"register":{"description":"Publisher + dataset, e.g. \"Brønnøysund Register Centre, Enhetsregisteret\". Never a URL or filename.","type":"string"},"register_id":{"description":"The native id in the register's own canonical formatting.","type":"string"},"register_key":{"description":"Stable machine slug for the register.","type":"string"},"registration_status":{"description":"GLEIF rows only: the LEI RECORD's lifecycle (ISSUED/LAPSED/RETIRED/...). A DIFFERENT fact from `status` — a lapsed LEI is unmaintained reference data about a company that may well still trade.","type":["string","null"]},"score":{"description":"0-1, assigned centrally. An adapter never grades itself.","type":"number"},"status":{"description":"The COMPANY's status.","enum":["active","inactive","dissolved","unknown"],"type":"string"},"status_raw":{"description":"The register's own status word, verbatim and unglossed.","type":["string","null"]}},"required":["country","register","register_key","register_id","legal_name","score","status"],"type":"object"},"type":"array"},"related":{"description":"Entities that collapsed INTO the match, each carrying `collapsed_by`.","items":{"properties":{"country":{"description":"ISO-2 of the REGISTER, not of the company's operations.","type":"string"},"data_as_of":{"description":"That register's own snapshot date, per row, so a stale country is visible.","type":["string","null"]},"detail_tool":{"description":"The live pack tool that returns the full record, e.g. \"brreg-no:get_entity\".","type":["string","null"]},"legal_form":{"type":["string","null"]},"legal_name":{"type":"string"},"lei":{"description":"From the GLEIF crosswalk when present. Never guessed from a name.","type":["string","null"]},"match_type":{"enum":["id","exact","exact_form","prefix","tokens"],"type":"string"},"matched_kind":{"enum":["legal","trading","former","english","kana"],"type":"string"},"matched_name":{"description":"The name row that matched, exactly as the publisher spells it.","type":"string"},"register":{"description":"Publisher + dataset, e.g. \"Brønnøysund Register Centre, Enhetsregisteret\". Never a URL or filename.","type":"string"},"register_id":{"description":"The native id in the register's own canonical formatting.","type":"string"},"register_key":{"description":"Stable machine slug for the register.","type":"string"},"registration_status":{"description":"GLEIF rows only: the LEI RECORD's lifecycle (ISSUED/LAPSED/RETIRED/...). A DIFFERENT fact from `status` — a lapsed LEI is unmaintained reference data about a company that may well still trade.","type":["string","null"]},"score":{"description":"0-1, assigned centrally. An adapter never grades itself.","type":"number"},"status":{"description":"The COMPANY's status.","enum":["active","inactive","dissolved","unknown"],"type":"string"},"status_raw":{"description":"The register's own status word, verbatim and unglossed.","type":["string","null"]}},"required":["country","register","register_key","register_id","legal_name","score","status"],"type":"object"},"type":"array"},"resolved":{"description":"At least one identifier was established. Read `match_status` and `unresolved` for WHICH — a company can be resolved in a national register with no CIK at all.","type":"boolean"},"resources":{"type":"object"},"searched":{"description":"EVERY register asked, with its own as-of date and row count. A register that could not be reached carries `error` — 0 rows with an error is \"we could not ask\", 0 rows without one is \"nothing is there\", and they are different answers.","items":{"properties":{"country":{"type":"string"},"data_as_of":{"type":["string","null"]},"error":{"type":"string"},"register":{"type":"string"},"register_key":{"type":"string"},"rows":{"type":"number"}},"required":["register","register_key","country","rows"],"type":"object"},"type":"array"},"sec_alternatives":{"description":"EDGAR's own discarded near-misses on a name match, surfaced instead of dropped.","items":{"properties":{"cik":{"type":"string"},"company_name":{"type":"string"},"ticker":{"type":"string"}},"type":"object"},"type":"array"},"sources":{"description":"Per-identifier provenance. Every key in `ids` has a matching key here.","type":"object"},"type":{"type":"string"},"unresolved":{"description":"Per-identifier reason an id could NOT be established — the honest twin of `ids`.","type":"object"}},"required":["type","query","resolved","ids","sources","unresolved"],"type":"object"}