fix: return actual post-fee fill data from createOrder

Both Limitless and Polymarket createOrder wrappers were echoing back
requested amounts (filled: 0, amount: requestedAmount) instead of
actual post-fee fill data from the venue response.

Limitless: extract makerMatches[].matchedSize for immediate fills
Polymarket: use takingAmount/makingAmount from CLOB OrderResponse
Both: report feeRateBps when available

Author: realfishsam

changelog.md

@@ -2,6 +2,14 @@
 
 All notable changes to this project will be documented in this file.
 
+## [2.40.4] - 2026-05-09
+
+### Fixed
+
+- **Limitless**: `createOrder` now extracts actual fill data from `makerMatches[].matchedSize` instead of echoing back requested amounts. Reports real post-fee filled shares and `feeRateBps`.
+- **Polymarket**: `createOrder` now uses `takingAmount`/`makingAmount` from the CLOB `OrderResponse` instead of echoing back requested amounts. Correctly reports filled shares for immediately matched orders.
+- **Order type**: Added optional `filledShares` and `feeRateBps` fields to the `Order` interface for venues that report post-fee fill data.
+
 ## [2.40.3] - 2026-05-09
 
 ### Fixed

core/src/exchanges/limitless/index.ts

@@ -287,20 +287,39 @@ export class LimitlessExchange extends PredictionMarketExchange {
                 onBehalfOf: params.onBehalfOf,
             });
 
-            // Map response to Order object
-            // The SDK returns OrderResponse with order.id
+            // Map response to Order object.
+            // The SDK returns OrderResponse: { order: CreatedOrder, makerMatches?: OrderMatch[] }
+            // For GTC orders that rest on the book, makerMatches is empty.
+            // For FOK/FAK orders (or GTC with immediate partial matches), makerMatches contains fills.
+            // Each OrderMatch.matchedSize is in USDC raw units (6 decimals).
+            const USDC_DECIMALS = 6;
+            const raw = response as any;
+            const matches: any[] = raw.makerMatches ?? raw.order?.makerMatches ?? [];
+            const filledRaw = matches.reduce((sum: number, m: any) => {
+                const size = typeof m.matchedSize === 'string'
+                    ? parseFloat(m.matchedSize)
+                    : (m.matchedSize ?? 0);
+                return sum + size;
+            }, 0);
+            const filled = filledRaw / Math.pow(10, USDC_DECIMALS);
+            const remaining = Math.max(0, params.amount - filled);
+            const orderFeeRateBps = raw.order?.feeRateBps
+                ?? raw.feeRateBps
+                ?? undefined;
+
             return {
-                id: response.order.id || 'unknown',
+                id: raw.order?.id || raw.id || 'unknown',
                 marketId: params.marketId,
                 outcomeId: params.outcomeId,
                 side: params.side,
                 type: params.type,
                 price: params.price,
                 amount: params.amount,
-                status: 'open',
-                filled: 0,
-                remaining: params.amount,
+                status: filled >= params.amount ? 'filled' : 'open',
+                filled,
+                remaining,
                 timestamp: Date.now(),
+                ...(orderFeeRateBps != null ? { feeRateBps: orderFeeRateBps } : {}),
             };
         } catch (error: any) {
             throw limitlessErrorMapper.mapError(error);

core/src/exchanges/polymarket/index.ts

@@ -248,6 +248,32 @@ export class PolymarketExchange extends PredictionMarketExchange {
 
             const side = built.params.side.toUpperCase() === 'BUY' ? Side.BUY : Side.SELL;
             const price = built.params.price || (side === Side.BUY ? 0.99 : 0.01);
+
+            // Extract actual fill data from the CLOB OrderResponse.
+            // response.status: 'MATCHED' | 'CONFIRMED' = immediately filled,
+            //                  'LIVE' = resting on the book (filled: 0 is correct).
+            // takingAmount / makingAmount are string representations of raw USDC amounts (6 decimals).
+            const USDC_DECIMALS = 6;
+            const responseStatus = (response.status || '').toUpperCase();
+            const isImmediatelyFilled = responseStatus === 'MATCHED' || responseStatus === 'CONFIRMED';
+            let filled = 0;
+            if (isImmediatelyFilled) {
+                const takingRaw = typeof response.takingAmount === 'string'
+                    ? parseFloat(response.takingAmount)
+                    : (response.takingAmount ?? 0);
+                const makingRaw = typeof response.makingAmount === 'string'
+                    ? parseFloat(response.makingAmount)
+                    : (response.makingAmount ?? 0);
+                // For BUY: makingAmount is USDC spent, takingAmount is shares received.
+                // For SELL: makingAmount is shares sold, takingAmount is USDC received.
+                // `filled` should reflect the share size that executed.
+                filled = side === Side.BUY
+                    ? takingRaw / Math.pow(10, USDC_DECIMALS)
+                    : makingRaw / Math.pow(10, USDC_DECIMALS);
+            }
+            const remaining = Math.max(0, built.params.amount - filled);
+            const orderStatus = filled >= built.params.amount ? 'filled' : 'open';
+
             return {
                 id: response.orderID,
                 marketId: built.params.marketId,
@@ -256,9 +282,9 @@ export class PolymarketExchange extends PredictionMarketExchange {
                 type: built.params.type,
                 price,
                 amount: built.params.amount,
-                status: 'open',
-                filled: 0,
-                remaining: built.params.amount,
+                status: orderStatus,
+                filled,
+                remaining,
                 fee: built.params.fee,
                 timestamp: Date.now(),
             };

core/src/types.ts

@@ -189,12 +189,16 @@ export interface Order {
     amount: number;  // Size in contracts/shares
     /** Lifecycle status of the order. */
     status: 'pending' | 'open' | 'filled' | 'cancelled' | 'rejected';
-    filled: number;  // Amount filled
+    filled: number;  // Amount filled (USDC cost for buys, shares for sells)
+    /** Amount filled in shares/contracts (if different from USDC-denominated `filled`). */
+    filledShares?: number;
     remaining: number;  // Amount remaining
     /** Unix timestamp in milliseconds when the order was created. */
     timestamp: number;
     /** Fee paid for this order, if known. */
     fee?: number;
+    /** Fee rate in basis points applied to this order (e.g. 100 = 1%). */
+    feeRateBps?: number;
 }
 
 export interface Position {