fix: forward fetchTrades limit param to upstream APIs and validate max 1000

Polymarket's fetchRawTrades never forwarded the user-provided `limit`
to the CLOB API, so Polymarket defaulted to 100 results regardless of
what the caller requested. Kalshi, Myriad, and Smarkets hardcoded
`limit: 100` fallbacks instead of letting the upstream API decide.

- Forward `params.limit` in Polymarket fetcher (the root cause)
- Remove hardcoded `|| 100` defaults in Kalshi, Myriad fetchers
- Fix Smarkets fetcher ignoring `params` entirely
- Add `MAX_TRADES_LIMIT = 1000` constant and `validateTradesLimit()`
- All 5 venues throw `ValidationError` on limit > 1000

Author: realfishsam

changelog.md

@@ -2,6 +2,15 @@
 
 All notable changes to this project will be documented in this file.
 
+## [2.43.12] - 2026-05-23
+
+### Fixed
+
+- **fetchTrades**: Polymarket fetcher now forwards the `limit` parameter to the CLOB API. Previously, `limit` was silently ignored and Polymarket's API defaulted to 100 results per request — making it impossible to fetch more than 100 trades in a single call.
+- **fetchTrades**: Removed hardcoded `limit: 100` defaults from Kalshi, Myriad, and Smarkets fetchers. When no limit is specified, the upstream API's own default is used instead of our arbitrary cap.
+- **fetchTrades**: Smarkets fetcher now respects the user-provided `limit` parameter instead of ignoring it entirely.
+- **fetchTrades**: Added `MAX_TRADES_LIMIT = 1000` validation across all venues (Polymarket, Kalshi, Smarkets, Myriad, Probable). Passing `limit > 1000` now throws a `ValidationError` instead of silently returning fewer results.
+
 ## [2.43.11] - 2026-05-23
 
 ### Fixed

core/src/BaseExchange.ts

@@ -145,13 +145,16 @@ export interface OHLCVParams {
 /**
  * Parameters for fetching trade history. No resolution parameter - trades are discrete events.
  */
+/** Maximum allowed value for `TradesParams.limit`. */
+export const MAX_TRADES_LIMIT = 1000;
+
 export interface TradesParams {
     // No resolution - trades are discrete events, not aggregated
     /** Start of the time range */
     start?: Date;
     /** End of the time range */
     end?: Date;
-    /** Maximum number of results to return */
+    /** Maximum number of results to return (max {@link MAX_TRADES_LIMIT}) */
     limit?: number;
 }
 

core/src/exchanges/kalshi/fetcher.ts

@@ -300,10 +300,9 @@ export class KalshiFetcher implements IExchangeFetcher<KalshiRawEvent, KalshiRaw
 
     async fetchRawTrades(id: string, params: TradesParams): Promise<KalshiRawTrade[]> {
         const ticker = id.replace(/-NO$/, '');
-        const data = await this.ctx.callApi('GetTrades', {
-            ticker,
-            limit: params.limit || 100,
-        });
+        const query: Record<string, any> = { ticker };
+        if (params.limit) query.limit = params.limit;
+        const data = await this.ctx.callApi('GetTrades', query);
         return data.trades || [];
     }
 

core/src/exchanges/kalshi/index.ts

@@ -10,6 +10,7 @@ import {
     TradesParams,
 } from '../../BaseExchange';
 import { AuthenticationError } from '../../errors';
+import { validateTradesLimit } from '../../utils/validation';
 import {
     Balance,
     BuiltOrder,
@@ -213,6 +214,7 @@ export class KalshiExchange extends PredictionMarketExchange {
         outcomeId: string,
         params: TradesParams | HistoryFilterParams,
     ): Promise<Trade[]> {
+        validateTradesLimit(params.limit);
         if ('resolution' in params && params.resolution !== undefined) {
             logger.warn(
                 'The "resolution" parameter is deprecated for fetchTrades() and will be ignored. ' +

core/src/exchanges/myriad/fetcher.ts

@@ -241,8 +241,8 @@ export class MyriadFetcher implements IExchangeFetcher<MyriadRawMarket, MyriadRa
             id: marketId,
             network_id: Number(networkId),
             page: 1,
-            limit: params.limit || 100,
         };
+        if (params.limit) queryParams.limit = params.limit;
 
         if (params.start) queryParams.since = Math.floor(ensureDate(params.start).getTime() / 1000);
         if (params.end) queryParams.until = Math.floor(ensureDate(params.end).getTime() / 1000);

core/src/exchanges/myriad/index.ts

@@ -4,6 +4,7 @@ import { MyriadAuth } from './auth';
 import { MyriadWebSocket } from './websocket';
 import { myriadErrorMapper } from './errors';
 import { AuthenticationError } from '../../errors';
+import { validateTradesLimit } from '../../utils/validation';
 import { DEFAULT_BASE_URL } from './utils';
 import { parseOpenApiSpec } from '../../utils/openapi';
 import { myriadApiSpec } from './api';
@@ -129,6 +130,7 @@ export class MyriadExchange extends PredictionMarketExchange {
     }
 
     async fetchTrades(outcomeId: string, params: TradesParams | HistoryFilterParams): Promise<Trade[]> {
+        validateTradesLimit(params.limit);
         if ('resolution' in params && params.resolution !== undefined) {
             logger.warn(
                 'The "resolution" parameter is deprecated for fetchTrades() and will be ignored. ' +

core/src/exchanges/polymarket/fetcher.ts

@@ -270,6 +270,7 @@ export class PolymarketFetcher implements IExchangeFetcher<PolymarketRawEvent, P
                 asset_id: id,
             };
 
+            if (params.limit) queryParams.limit = params.limit;
             if (params.start) {
                 queryParams.after = Math.floor(ensureDate(params.start).getTime() / 1000);
             }

core/src/exchanges/polymarket/index.ts

@@ -29,7 +29,7 @@ import {
     UserTrade,
 } from '../../types';
 import { parseOpenApiSpec } from '../../utils/openapi';
-import { validateIdFormat, validateOutcomeId } from '../../utils/validation';
+import { validateIdFormat, validateOutcomeId, validateTradesLimit } from '../../utils/validation';
 import { FetcherContext } from '../interfaces';
 import { polymarketClobSpec } from './api-clob';
 import { polymarketDataSpec } from './api-data';
@@ -185,6 +185,7 @@ export class PolymarketExchange extends PredictionMarketExchange {
     async fetchTrades(outcomeId: string, params: TradesParams | HistoryFilterParams): Promise<Trade[]> {
         validateIdFormat(outcomeId, 'Trades');
         validateOutcomeId(outcomeId, 'Trades');
+        validateTradesLimit(params.limit);
         if ('resolution' in params && params.resolution !== undefined) {
             logger.warn('The "resolution" parameter is deprecated for fetchTrades() and will be ignored. It will be removed in v3.0.0.');
         }

core/src/exchanges/probable/index.ts

@@ -24,6 +24,7 @@ import { ProbableAuth } from './auth';
 import { ProbableWebSocket, ProbableWebSocketConfig } from './websocket';
 import { probableErrorMapper } from './errors';
 import { AuthenticationError } from '../../errors';
+import { validateTradesLimit } from '../../utils/validation';
 import { OrderSide } from '@prob/clob';
 import { parseOpenApiSpec } from '../../utils/openapi';
 import { probableApiSpec } from './api';
@@ -198,6 +199,7 @@ export class ProbableExchange extends PredictionMarketExchange {
     }
 
     async fetchTrades(outcomeId: string, params: TradesParams | HistoryFilterParams): Promise<Trade[]> {
+        validateTradesLimit(params.limit);
         const auth = this.ensureAuth();
         const client = auth.getClobClient();
 

core/src/exchanges/smarkets/fetcher.ts

@@ -233,14 +233,15 @@ export class SmarketsFetcher implements IExchangeFetcher<SmarketsRawEventWithMar
 
     async fetchRawTradeActivity(
         marketId: string,
-        _params: TradesParams,
+        params: TradesParams,
     ): Promise<SmarketsRawActivityRow[]> {
-        const data = await this.ctx.callApi('get_activity', {
+        const query: Record<string, any> = {
             market_id: [marketId],
             source: ['order.execute', 'order.execute.confirm'],
-            limit: 100,
             sort: '-seq,-subseq',
-        });
+        };
+        if (params.limit) query.limit = params.limit;
+        const data = await this.ctx.callApi('get_activity', query);
 
         return (data.account_activity || []) as SmarketsRawActivityRow[];
     }