@alango/dr-manhattan 0.1.0

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Files changed (6) hide show
  1. package/LICENSE +21 -0
  2. package/README.md +365 -0
  3. package/dist/index.d.ts +696 -0
  4. package/dist/index.js +2537 -0
  5. package/dist/index.js.map +1 -0
  6. package/package.json +66 -0
package/dist/index.js.map ADDED
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* Order-related types for prediction market trading.\n */\n\n/** Order side - buy or sell */\nexport const OrderSide = {\n BUY: 'buy',\n SELL: 'sell',\n} as const;\nexport type OrderSide = (typeof OrderSide)[keyof typeof OrderSide];\n\n/** Order status */\nexport const OrderStatus = {\n PENDING: 'pending',\n OPEN: 'open',\n FILLED: 'filled',\n PARTIALLY_FILLED: 'partially_filled',\n CANCELLED: 'cancelled',\n REJECTED: 'rejected',\n} as const;\nexport type OrderStatus = (typeof OrderStatus)[keyof typeof OrderStatus];\n\n/** Order representation */\nexport interface Order {\n /** Unique order identifier */\n id: string;\n /** Market identifier */\n marketId: string;\n /** Outcome being traded */\n outcome: string;\n /** Buy or sell */\n side: OrderSide;\n /** Price per share (0-1) */\n price: number;\n /** Total order size */\n size: number;\n /** Amount filled */\n filled: number;\n /** Current status */\n status: OrderStatus;\n /** Creation timestamp */\n createdAt: Date;\n /** Last update timestamp */\n updatedAt?: Date;\n}\n\n/** Helper functions for Order */\nexport const OrderUtils = {\n /** Get remaining unfilled amount */\n remaining(order: Order): number {\n return order.size - order.filled;\n },\n\n /** Check if order is still active */\n isActive(order: Order): boolean {\n return order.status === OrderStatus.OPEN || order.status === OrderStatus.PARTIALLY_FILLED;\n },\n\n /** Check if order is completely filled */\n isFilled(order: Order): boolean {\n return order.status === OrderStatus.FILLED || order.filled >= order.size;\n },\n\n /** Get fill percentage (0-1) */\n fillPercentage(order: Order): number {\n if (order.size === 0) return 0;\n return order.filled / order.size;\n },\n} as const;\n\n/** Parameters for creating a new order */\nexport interface CreateOrderParams {\n marketId: string;\n outcome: string;\n side: OrderSide;\n price: number;\n size: number;\n /** Token ID (required for some exchanges) */\n tokenId?: string;\n /** Additional exchange-specific parameters */\n params?: Record<string, unknown>;\n}\n","/**\n * Market-related types for prediction markets.\n */\n\n/** Represents a tradeable outcome with its token ID */\nexport interface OutcomeToken {\n /** Outcome name (e.g., \"Yes\", \"No\") */\n outcome: string;\n /** Token ID for trading */\n tokenId: string;\n}\n\n/** Represents a prediction market */\nexport interface Market {\n /** Unique market identifier */\n id: string;\n /** Market question */\n question: string;\n /** List of possible outcomes */\n outcomes: string[];\n /** Market close/resolution time */\n closeTime?: Date;\n /** Total trading volume */\n volume: number;\n /** Available liquidity */\n liquidity: number;\n /** Current prices for each outcome (0-1) */\n prices: Record<string, number>;\n /** Minimum price increment */\n tickSize: number;\n /** Resolution criteria description */\n description: string;\n /** Additional exchange-specific metadata */\n metadata: Record<string, unknown>;\n}\n\n/** Helper functions for Market */\nexport const MarketUtils = {\n /** Check if market is binary (Yes/No) */\n isBinary(market: Market): boolean {\n return market.outcomes.length === 2;\n },\n\n /** Check if market is still open for trading */\n isOpen(market: Market): boolean {\n if ('closed' in market.metadata && market.metadata.closed) {\n return false;\n }\n if (!market.closeTime) return true;\n return new Date() < market.closeTime;\n },\n\n /** Get bid-ask spread for binary markets */\n spread(market: Market): number | null {\n if (!MarketUtils.isBinary(market) || market.outcomes.length !== 2) {\n return null;\n }\n const prices = Object.values(market.prices);\n if (prices.length !== 2) return null;\n return Math.abs(1.0 - prices.reduce((a, b) => a + b, 0));\n },\n\n /** Get token IDs from market metadata */\n getTokenIds(market: Market): string[] {\n const tokenIds = market.metadata.clobTokenIds;\n if (!tokenIds) return [];\n if (typeof tokenIds === 'string') {\n try {\n return JSON.parse(tokenIds) as string[];\n } catch {\n return [];\n }\n }\n if (Array.isArray(tokenIds)) {\n return tokenIds.map(String);\n }\n return [];\n },\n\n /** Create OutcomeToken array from market */\n getOutcomeTokens(market: Market): OutcomeToken[] {\n const tokenIds = MarketUtils.getTokenIds(market);\n return market.outcomes.map((outcome, i) => ({\n outcome,\n tokenId: tokenIds[i] ?? '',\n }));\n },\n} as const;\n\n/** Parameters for fetching markets */\nexport interface FetchMarketsParams {\n /** Maximum number of markets to return */\n limit?: number;\n /** Offset for pagination */\n offset?: number;\n /** Only return active markets */\n active?: boolean;\n /** Include closed markets */\n closed?: boolean;\n /** Additional exchange-specific filters */\n [key: string]: unknown;\n}\n","/**\n * Position-related types for tracking holdings.\n */\n\n/** Represents a position in a prediction market */\nexport interface Position {\n /** Market identifier */\n marketId: string;\n /** Outcome held */\n outcome: string;\n /** Position size (number of shares) */\n size: number;\n /** Average entry price */\n averagePrice: number;\n /** Current market price */\n currentPrice: number;\n}\n\n/** Helper functions for Position */\nexport const PositionUtils = {\n /** Get total cost basis */\n costBasis(position: Position): number {\n return position.size * position.averagePrice;\n },\n\n /** Get current market value */\n currentValue(position: Position): number {\n return position.size * position.currentPrice;\n },\n\n /** Get unrealized profit/loss */\n unrealizedPnl(position: Position): number {\n return PositionUtils.currentValue(position) - PositionUtils.costBasis(position);\n },\n\n /** Get unrealized P&L as percentage */\n unrealizedPnlPercent(position: Position): number {\n const costBasis = PositionUtils.costBasis(position);\n if (costBasis === 0) return 0;\n return (PositionUtils.unrealizedPnl(position) / costBasis) * 100;\n },\n} as const;\n\n/** Aggregated position info for delta calculations */\nexport interface DeltaInfo {\n /** Net delta (positive = long bias) */\n delta: number;\n /** Outcome with maximum position */\n maxOutcome: string | null;\n /** Maximum position size */\n maxPosition: number;\n}\n\n/** Calculate delta from positions map */\nexport function calculateDelta(positions: Record<string, number>): DeltaInfo {\n const entries = Object.entries(positions);\n if (entries.length === 0) {\n return { delta: 0, maxOutcome: null, maxPosition: 0 };\n }\n\n let maxOutcome: string | null = null;\n let maxPosition = 0;\n\n for (const [outcome, size] of entries) {\n if (size > maxPosition) {\n maxPosition = size;\n maxOutcome = outcome;\n }\n }\n\n if (entries.length === 2) {\n const [first, second] = entries;\n if (first && second) {\n const delta = Math.abs(first[1] - second[1]);\n return { delta, maxOutcome, maxPosition };\n }\n }\n\n return { delta: maxPosition, maxOutcome, maxPosition };\n}\n","/**\n * Orderbook-related types for market data.\n */\n\n/** Price level: [price, size] */\nexport type PriceLevel = [price: number, size: number];\n\n/** Normalized orderbook data structure */\nexport interface Orderbook {\n /** Bids sorted descending by price */\n bids: PriceLevel[];\n /** Asks sorted ascending by price */\n asks: PriceLevel[];\n /** Timestamp (ms since epoch) */\n timestamp: number;\n /** Asset/token ID */\n assetId: string;\n /** Market ID */\n marketId: string;\n}\n\n/** Helper functions for Orderbook */\nexport const OrderbookUtils = {\n /** Get best bid price */\n bestBid(orderbook: Orderbook): number | null {\n return orderbook.bids[0]?.[0] ?? null;\n },\n\n /** Get best ask price */\n bestAsk(orderbook: Orderbook): number | null {\n return orderbook.asks[0]?.[0] ?? null;\n },\n\n /** Get mid price */\n midPrice(orderbook: Orderbook): number | null {\n const bid = OrderbookUtils.bestBid(orderbook);\n const ask = OrderbookUtils.bestAsk(orderbook);\n if (bid === null || ask === null) return null;\n return (bid + ask) / 2;\n },\n\n /** Get bid-ask spread */\n spread(orderbook: Orderbook): number | null {\n const bid = OrderbookUtils.bestBid(orderbook);\n const ask = OrderbookUtils.bestAsk(orderbook);\n if (bid === null || ask === null) return null;\n return ask - bid;\n },\n\n /** Create orderbook from REST API response */\n fromRestResponse(\n data: {\n bids?: Array<{ price: string; size: string }>;\n asks?: Array<{ price: string; size: string }>;\n },\n tokenId = ''\n ): Orderbook {\n const bids: PriceLevel[] = [];\n const asks: PriceLevel[] = [];\n\n for (const bid of data.bids ?? []) {\n const price = Number.parseFloat(bid.price);\n const size = Number.parseFloat(bid.size);\n if (price > 0 && size > 0) {\n bids.push([price, size]);\n }\n }\n\n for (const ask of data.asks ?? []) {\n const price = Number.parseFloat(ask.price);\n const size = Number.parseFloat(ask.size);\n if (price > 0 && size > 0) {\n asks.push([price, size]);\n }\n }\n\n bids.sort((a, b) => b[0] - a[0]);\n asks.sort((a, b) => a[0] - b[0]);\n\n return {\n bids,\n asks,\n timestamp: Date.now(),\n assetId: tokenId,\n marketId: '',\n };\n },\n} as const;\n\n/** Manages multiple orderbooks efficiently */\nexport class OrderbookManager {\n private orderbooks = new Map<string, Orderbook>();\n\n /** Update orderbook for a token */\n update(tokenId: string, orderbook: Orderbook): void {\n this.orderbooks.set(tokenId, orderbook);\n }\n\n /** Get orderbook for a token */\n get(tokenId: string): Orderbook | undefined {\n return this.orderbooks.get(tokenId);\n }\n\n /** Get best bid and ask for a token */\n getBestBidAsk(tokenId: string): [bid: number | null, ask: number | null] {\n const orderbook = this.get(tokenId);\n if (!orderbook) return [null, null];\n return [OrderbookUtils.bestBid(orderbook), OrderbookUtils.bestAsk(orderbook)];\n }\n\n /** Check if we have data for a token */\n hasData(tokenId: string): boolean {\n const orderbook = this.get(tokenId);\n if (!orderbook) return false;\n return orderbook.bids.length > 0 && orderbook.asks.length > 0;\n }\n\n /** Check if we have data for all tokens */\n hasAllData(tokenIds: string[]): boolean {\n return tokenIds.every((id) => this.hasData(id));\n }\n\n /** Clear all orderbooks */\n clear(): void {\n this.orderbooks.clear();\n }\n}\n","export type MarketDirection = 'up' | 'down';\nexport type CryptoMarketType = 'up_down' | 'strike_price';\n\nexport interface CryptoHourlyMarket {\n tokenSymbol: string;\n expiryTime: Date;\n strikePrice: number | null;\n direction?: MarketDirection;\n marketType?: CryptoMarketType;\n}\n\nexport const TOKEN_ALIASES: Record<string, string> = {\n BITCOIN: 'BTC',\n ETHEREUM: 'ETH',\n SOLANA: 'SOL',\n};\n\nexport function normalizeTokenSymbol(token: string): string {\n const upper = token.toUpperCase();\n return TOKEN_ALIASES[upper] ?? upper;\n}\n","export class DrManhattanError extends Error {\n constructor(message: string) {\n super(message);\n this.name = 'DrManhattanError';\n Object.setPrototypeOf(this, new.target.prototype);\n }\n}\n\nexport class ExchangeError extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'ExchangeError';\n }\n}\n\nexport class NetworkError extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'NetworkError';\n }\n}\n\nexport class RateLimitError extends DrManhattanError {\n retryAfter: number | undefined;\n\n constructor(message: string, retryAfter?: number) {\n super(message);\n this.name = 'RateLimitError';\n this.retryAfter = retryAfter;\n }\n}\n\nexport class AuthenticationError extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'AuthenticationError';\n }\n}\n\nexport class InsufficientFunds extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'InsufficientFunds';\n }\n}\n\nexport class InvalidOrder extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'InvalidOrder';\n }\n}\n\nexport class MarketNotFound extends DrManhattanError {\n constructor(message: string) {\n super(message);\n this.name = 'MarketNotFound';\n }\n}\n","import { NetworkError, RateLimitError } from '../errors/index.js';\nimport {\n type CreateOrderParams,\n type FetchMarketsParams,\n type Market,\n MarketUtils,\n type Order,\n type Position,\n} from '../types/index.js';\n\nexport interface ExchangeConfig {\n apiKey?: string;\n apiSecret?: string;\n privateKey?: string;\n funder?: string;\n timeout?: number;\n verbose?: boolean;\n rateLimit?: number;\n maxRetries?: number;\n retryDelay?: number;\n retryBackoff?: number;\n}\n\nexport interface ExchangeCapabilities {\n fetchMarkets: boolean;\n fetchMarket: boolean;\n createOrder: boolean;\n cancelOrder: boolean;\n fetchOrder: boolean;\n fetchOpenOrders: boolean;\n fetchPositions: boolean;\n fetchBalance: boolean;\n websocket: boolean;\n}\n\nexport abstract class Exchange {\n protected config: ExchangeConfig;\n protected requestTimes: number[] = [];\n protected lastRequestTime = 0;\n\n abstract readonly id: string;\n abstract readonly name: string;\n\n constructor(config: ExchangeConfig = {}) {\n this.config = {\n timeout: 30000,\n verbose: false,\n rateLimit: 10,\n maxRetries: 3,\n retryDelay: 1000,\n retryBackoff: 2,\n ...config,\n };\n }\n\n get verbose(): boolean {\n return this.config.verbose ?? false;\n }\n\n get timeout(): number {\n return this.config.timeout ?? 30000;\n }\n\n abstract fetchMarkets(params?: FetchMarketsParams): Promise<Market[]>;\n abstract fetchMarket(marketId: string): Promise<Market>;\n abstract createOrder(params: CreateOrderParams): Promise<Order>;\n abstract cancelOrder(orderId: string, marketId?: string): Promise<Order>;\n abstract fetchOrder(orderId: string, marketId?: string): Promise<Order>;\n abstract fetchOpenOrders(marketId?: string): Promise<Order[]>;\n abstract fetchPositions(marketId?: string): Promise<Position[]>;\n abstract fetchBalance(): Promise<Record<string, number>>;\n\n describe(): { id: string; name: string; has: ExchangeCapabilities } {\n return {\n id: this.id,\n name: this.name,\n has: {\n fetchMarkets: true,\n fetchMarket: true,\n createOrder: true,\n cancelOrder: true,\n fetchOrder: true,\n fetchOpenOrders: true,\n fetchPositions: true,\n fetchBalance: true,\n websocket: false,\n },\n };\n }\n\n protected checkRateLimit(): void {\n const currentTime = Date.now();\n const rateLimit = this.config.rateLimit ?? 10;\n\n this.requestTimes = this.requestTimes.filter((t) => currentTime - t < 1000);\n\n if (this.requestTimes.length >= rateLimit) {\n const oldestRequest = this.requestTimes[0];\n if (oldestRequest) {\n const sleepTime = 1000 - (currentTime - oldestRequest);\n if (sleepTime > 0) {\n throw new RateLimitError(`Rate limit reached, wait ${sleepTime}ms`, sleepTime);\n }\n }\n }\n\n this.requestTimes.push(currentTime);\n }\n\n protected async withRetry<T>(fn: () => Promise<T>): Promise<T> {\n const maxRetries = this.config.maxRetries ?? 3;\n const retryDelay = this.config.retryDelay ?? 1000;\n const retryBackoff = this.config.retryBackoff ?? 2;\n\n let lastError: Error | null = null;\n\n for (let attempt = 0; attempt <= maxRetries; attempt++) {\n try {\n this.checkRateLimit();\n return await fn();\n } catch (error) {\n lastError = error as Error;\n\n if (error instanceof NetworkError || error instanceof RateLimitError) {\n if (attempt < maxRetries) {\n const delay = retryDelay * retryBackoff ** attempt + Math.random() * 1000;\n if (this.verbose) {\n console.log(\n `Attempt ${attempt + 1} failed, retrying in ${delay.toFixed(0)}ms: ${error.message}`\n );\n }\n await this.sleep(delay);\n continue;\n }\n }\n\n throw error;\n }\n }\n\n throw lastError;\n }\n\n protected sleep(ms: number): Promise<void> {\n return new Promise((resolve) => setTimeout(resolve, ms));\n }\n\n protected parseDateTime(timestamp: unknown): Date | undefined {\n if (!timestamp) return undefined;\n if (timestamp instanceof Date) return timestamp;\n if (typeof timestamp === 'number') return new Date(timestamp);\n if (typeof timestamp === 'string') {\n const parsed = new Date(timestamp);\n return Number.isNaN(parsed.getTime()) ? undefined : parsed;\n }\n return undefined;\n }\n\n async findTradeableMarket(\n options: {\n binary?: boolean;\n limit?: number;\n minLiquidity?: number;\n } = {}\n ): Promise<Market | null> {\n const { binary = true, limit = 100, minLiquidity = 0 } = options;\n\n const markets = await this.fetchMarkets({ limit });\n\n const suitable: Market[] = [];\n for (const market of markets) {\n if (binary && !MarketUtils.isBinary(market)) continue;\n if (!MarketUtils.isOpen(market)) continue;\n if (market.liquidity < minLiquidity) continue;\n\n const tokenIds = MarketUtils.getTokenIds(market);\n if (tokenIds.length === 0) continue;\n\n suitable.push(market);\n }\n\n if (suitable.length === 0) return null;\n\n const randomIndex = Math.floor(Math.random() * suitable.length);\n return suitable[randomIndex] ?? null;\n }\n\n calculateSpread(market: Market): number | null {\n return MarketUtils.spread(market);\n }\n\n calculateImpliedProbability(price: number): number {\n return Math.max(0, Math.min(1, price));\n }\n\n calculateExpectedValue(market: Market, outcome: string, price: number): number {\n if (!MarketUtils.isBinary(market)) return 0;\n\n const probability = this.calculateImpliedProbability(price);\n const payoff = outcome === market.outcomes[0] ? 1.0 : 0.0;\n const cost = price;\n\n return probability * payoff - cost;\n }\n\n getOptimalOrderSize(market: Market, maxPositionSize: number): number {\n const liquidityBasedSize = market.liquidity * 0.1;\n return Math.min(maxPositionSize, liquidityBasedSize);\n }\n}\n","import { EventEmitter } from 'node:events';\nimport WebSocket from 'ws';\n\nexport const WebSocketState = {\n DISCONNECTED: 'disconnected',\n CONNECTING: 'connecting',\n CONNECTED: 'connected',\n RECONNECTING: 'reconnecting',\n CLOSED: 'closed',\n} as const;\nexport type WebSocketState = (typeof WebSocketState)[keyof typeof WebSocketState];\n\nexport interface WebSocketConfig {\n verbose?: boolean;\n autoReconnect?: boolean;\n maxReconnectAttempts?: number;\n reconnectDelay?: number;\n pingInterval?: number;\n pingTimeout?: number;\n}\n\nexport interface OrderbookUpdate {\n marketId: string;\n bids: [number, number][];\n asks: [number, number][];\n timestamp: number;\n}\n\nexport type OrderbookCallback = (\n marketId: string,\n orderbook: OrderbookUpdate\n) => void | Promise<void>;\n\nexport abstract class OrderBookWebSocket extends EventEmitter {\n protected config: WebSocketConfig;\n protected ws: WebSocket | null = null;\n protected state: WebSocketState = WebSocketState.DISCONNECTED;\n protected reconnectAttempts = 0;\n protected subscriptions = new Map<string, OrderbookCallback>();\n protected pingTimer: ReturnType<typeof setInterval> | null = null;\n protected lastMessageTime = 0;\n\n abstract readonly wsUrl: string;\n\n constructor(config: WebSocketConfig = {}) {\n super();\n this.config = {\n verbose: false,\n autoReconnect: true,\n maxReconnectAttempts: 999,\n reconnectDelay: 3000,\n pingInterval: 20000,\n pingTimeout: 10000,\n ...config,\n };\n }\n\n get isConnected(): boolean {\n return this.state === WebSocketState.CONNECTED;\n }\n\n protected abstract authenticate(): Promise<void>;\n protected abstract subscribeOrderbook(marketId: string): Promise<void>;\n protected abstract unsubscribeOrderbook(marketId: string): Promise<void>;\n protected abstract parseOrderbookMessage(\n message: Record<string, unknown>\n ): OrderbookUpdate | null;\n\n async connect(): Promise<void> {\n if (this.state === WebSocketState.CONNECTED) return;\n\n this.state = WebSocketState.CONNECTING;\n\n return new Promise((resolve, reject) => {\n this.ws = new WebSocket(this.wsUrl);\n\n this.ws.on('open', async () => {\n this.state = WebSocketState.CONNECTED;\n this.reconnectAttempts = 0;\n this.lastMessageTime = Date.now();\n\n if (this.config.verbose) {\n console.log(`WebSocket connected to ${this.wsUrl}`);\n }\n\n try {\n await this.authenticate();\n for (const marketId of this.subscriptions.keys()) {\n await this.subscribeOrderbook(marketId);\n }\n this.startPingTimer();\n resolve();\n } catch (error) {\n reject(error);\n }\n });\n\n this.ws.on('message', (data) => this.handleMessage(data));\n this.ws.on('error', (error) => this.handleError(error));\n this.ws.on('close', () => this.handleClose());\n });\n }\n\n async disconnect(): Promise<void> {\n this.state = WebSocketState.CLOSED;\n this.config.autoReconnect = false;\n this.stopPingTimer();\n\n if (this.ws) {\n this.ws.close();\n this.ws = null;\n }\n }\n\n async watchOrderbook(marketId: string, callback: OrderbookCallback): Promise<void> {\n this.subscriptions.set(marketId, callback);\n\n if (this.state !== WebSocketState.CONNECTED) {\n await this.connect();\n }\n\n await this.subscribeOrderbook(marketId);\n }\n\n async unwatchOrderbook(marketId: string): Promise<void> {\n if (!this.subscriptions.has(marketId)) return;\n\n this.subscriptions.delete(marketId);\n\n if (this.state === WebSocketState.CONNECTED) {\n await this.unsubscribeOrderbook(marketId);\n }\n }\n\n protected handleMessage(data: WebSocket.RawData): void {\n this.lastMessageTime = Date.now();\n\n try {\n const message = data.toString();\n if (message === 'PONG' || message === 'PING' || message === '') return;\n\n const parsed = JSON.parse(message) as Record<string, unknown>;\n const orderbook = this.parseOrderbookMessage(parsed);\n\n if (orderbook) {\n const callback = this.subscriptions.get(orderbook.marketId);\n if (callback) {\n Promise.resolve(callback(orderbook.marketId, orderbook)).catch((error) => {\n if (this.config.verbose) {\n console.error('Orderbook callback error:', error);\n }\n });\n }\n }\n } catch (error) {\n if (this.config.verbose) {\n console.error('Failed to parse WebSocket message:', error);\n }\n }\n }\n\n protected handleError(error: Error): void {\n if (this.config.verbose) {\n console.error('WebSocket error:', error);\n }\n this.emit('error', error);\n }\n\n protected handleClose(): void {\n this.stopPingTimer();\n\n if (this.config.verbose) {\n console.log('WebSocket connection closed');\n }\n\n if (this.config.autoReconnect && this.state !== WebSocketState.CLOSED) {\n this.reconnect();\n }\n }\n\n protected async reconnect(): Promise<void> {\n const maxAttempts = this.config.maxReconnectAttempts ?? 999;\n if (this.reconnectAttempts >= maxAttempts) {\n this.state = WebSocketState.CLOSED;\n return;\n }\n\n this.state = WebSocketState.RECONNECTING;\n this.reconnectAttempts++;\n\n const delay = Math.min(\n 60000,\n (this.config.reconnectDelay ?? 3000) * 1.5 ** (this.reconnectAttempts - 1)\n );\n\n if (this.config.verbose) {\n console.log(`Reconnecting in ${delay.toFixed(0)}ms (attempt ${this.reconnectAttempts})`);\n }\n\n await this.sleep(delay);\n\n try {\n await this.connect();\n } catch {\n const currentState = this.state as WebSocketState;\n if (this.config.autoReconnect && currentState !== WebSocketState.CLOSED) {\n this.reconnect();\n }\n }\n }\n\n protected startPingTimer(): void {\n this.stopPingTimer();\n const interval = this.config.pingInterval ?? 20000;\n\n this.pingTimer = setInterval(() => {\n if (this.ws?.readyState === WebSocket.OPEN) {\n this.ws.ping();\n }\n }, interval);\n }\n\n protected stopPingTimer(): void {\n if (this.pingTimer) {\n clearInterval(this.pingTimer);\n this.pingTimer = null;\n }\n }\n\n protected sleep(ms: number): Promise<void> {\n return new Promise((resolve) => setTimeout(resolve, ms));\n }\n\n protected send(data: unknown): void {\n if (this.ws?.readyState === WebSocket.OPEN) {\n this.ws.send(JSON.stringify(data));\n }\n }\n}\n","import { EventEmitter } from 'node:events';\nimport type { Market, Order, Position } from '../types/index.js';\nimport type { OrderSide } from '../types/index.js';\nimport type { Exchange } from './exchange.js';\n\nexport const StrategyState = {\n STOPPED: 'stopped',\n RUNNING: 'running',\n PAUSED: 'paused',\n} as const;\nexport type StrategyState = (typeof StrategyState)[keyof typeof StrategyState];\n\nexport interface StrategyConfig {\n tickInterval?: number;\n maxPositionSize?: number;\n spreadBps?: number;\n verbose?: boolean;\n}\n\nexport abstract class Strategy extends EventEmitter {\n protected exchange: Exchange;\n protected marketId: string;\n protected market: Market | null = null;\n protected state: StrategyState = StrategyState.STOPPED;\n protected config: StrategyConfig;\n protected tickTimer: ReturnType<typeof setInterval> | null = null;\n protected positions: Position[] = [];\n protected openOrders: Order[] = [];\n\n constructor(exchange: Exchange, marketId: string, config: StrategyConfig = {}) {\n super();\n this.exchange = exchange;\n this.marketId = marketId;\n this.config = {\n tickInterval: 1000,\n maxPositionSize: 100,\n spreadBps: 100,\n verbose: false,\n ...config,\n };\n }\n\n abstract onTick(): Promise<void>;\n\n async start(): Promise<void> {\n if (this.state === StrategyState.RUNNING) return;\n\n this.market = await this.exchange.fetchMarket(this.marketId);\n this.state = StrategyState.RUNNING;\n\n this.tickTimer = setInterval(async () => {\n if (this.state !== StrategyState.RUNNING) return;\n\n try {\n await this.refreshState();\n await this.onTick();\n } catch (error) {\n this.emit('error', error);\n if (this.config.verbose) {\n console.error('Strategy tick error:', error);\n }\n }\n }, this.config.tickInterval);\n\n this.emit('started');\n }\n\n async stop(): Promise<void> {\n if (this.state === StrategyState.STOPPED) return;\n\n this.state = StrategyState.STOPPED;\n\n if (this.tickTimer) {\n clearInterval(this.tickTimer);\n this.tickTimer = null;\n }\n\n await this.cancelAllOrders();\n this.emit('stopped');\n }\n\n pause(): void {\n if (this.state === StrategyState.RUNNING) {\n this.state = StrategyState.PAUSED;\n this.emit('paused');\n }\n }\n\n resume(): void {\n if (this.state === StrategyState.PAUSED) {\n this.state = StrategyState.RUNNING;\n this.emit('resumed');\n }\n }\n\n protected async refreshState(): Promise<void> {\n const [positions, orders] = await Promise.all([\n this.exchange.fetchPositions(this.marketId),\n this.exchange.fetchOpenOrders(this.marketId),\n ]);\n this.positions = positions;\n this.openOrders = orders;\n }\n\n protected async cancelAllOrders(): Promise<void> {\n for (const order of this.openOrders) {\n try {\n await this.exchange.cancelOrder(order.id, this.marketId);\n } catch {\n void 0;\n }\n }\n this.openOrders = [];\n }\n\n protected getPosition(outcome: string): Position | undefined {\n return this.positions.find((p) => p.outcome === outcome);\n }\n\n protected getNetPosition(): number {\n if (!this.market || this.market.outcomes.length !== 2) return 0;\n const outcome1 = this.market.outcomes[0];\n const outcome2 = this.market.outcomes[1];\n if (!outcome1 || !outcome2) return 0;\n const pos1 = this.getPosition(outcome1)?.size ?? 0;\n const pos2 = this.getPosition(outcome2)?.size ?? 0;\n return pos1 - pos2;\n }\n\n protected async placeOrder(\n outcome: string,\n side: OrderSide,\n price: number,\n size: number,\n tokenId?: string\n ): Promise<Order | null> {\n try {\n const order = await this.exchange.createOrder({\n marketId: this.marketId,\n outcome,\n side,\n price,\n size,\n tokenId,\n });\n this.openOrders.push(order);\n this.emit('order', order);\n return order;\n } catch (error) {\n this.emit('error', error);\n return null;\n }\n }\n\n protected log(message: string): void {\n if (this.config.verbose) {\n console.log(`[${this.exchange.id}:${this.marketId}] ${message}`);\n }\n }\n\n get isRunning(): boolean {\n return this.state === StrategyState.RUNNING;\n }\n\n get currentState(): StrategyState {\n return this.state;\n }\n}\n","import { Wallet } from 'ethers';\nimport { Exchange, type ExchangeConfig } from '../../core/exchange.js';\nimport {\n AuthenticationError,\n ExchangeError,\n InvalidOrder,\n MarketNotFound,\n NetworkError,\n} from '../../errors/index.js';\nimport {\n type CreateOrderParams,\n type FetchMarketsParams,\n type Market,\n type Order,\n OrderSide,\n OrderStatus,\n type Position,\n} from '../../types/index.js';\n\nconst BASE_URL = 'https://api.limitless.exchange';\nconst CHAIN_ID = 8453;\n\ninterface LimitlessConfig extends ExchangeConfig {\n host?: string;\n chainId?: number;\n}\n\ninterface RawMarket {\n slug?: string;\n address?: string;\n title?: string;\n question?: string;\n description?: string;\n tokens?: { yes?: string; no?: string };\n yesPrice?: number;\n noPrice?: number;\n prices?: number[] | { yes?: number; no?: number };\n deadline?: string | number;\n closeDate?: string | number;\n expirationDate?: string | number;\n volume?: number;\n volumeFormatted?: number;\n liquidity?: number;\n liquidityFormatted?: number;\n status?: string;\n venue?: { exchange?: string };\n category?: string;\n}\n\ninterface RawOrder {\n id?: string;\n orderId?: string;\n marketSlug?: string;\n market_id?: string;\n side?: number | string;\n status?: string;\n price?: number;\n size?: number;\n amount?: number;\n makerAmount?: number;\n takerAmount?: number;\n filled?: number;\n matchedAmount?: number;\n outcome?: string;\n token?: string;\n tokenId?: string;\n createdAt?: string | number;\n updatedAt?: string | number;\n}\n\ninterface RawPosition {\n market?: { slug?: string };\n marketSlug?: string;\n market_id?: string;\n tokensBalance?: { yes?: string | number; no?: string | number };\n positions?: {\n yes?: { fillPrice?: number };\n no?: { fillPrice?: number };\n };\n latestTrade?: {\n latestYesPrice?: number;\n latestNoPrice?: number;\n };\n}\n\ninterface RawOrderbookLevel {\n price?: number | string;\n size?: number | string;\n side?: string;\n}\n\nexport class Limitless extends Exchange {\n readonly id = 'limitless';\n readonly name = 'Limitless';\n\n private readonly host: string;\n private readonly chainId: number;\n private wallet: Wallet | null = null;\n private address: string | null = null;\n private authenticated = false;\n private ownerId: string | null = null;\n private sessionCookie: string | null = null;\n\n private tokenToSlug: Map<string, string> = new Map();\n private noTokens: Set<string> = new Set();\n\n constructor(config: LimitlessConfig = {}) {\n super(config);\n this.host = config.host ?? BASE_URL;\n this.chainId = config.chainId ?? CHAIN_ID;\n\n if (config.privateKey) {\n this.wallet = new Wallet(config.privateKey);\n this.address = this.wallet.address;\n }\n }\n\n private async authenticate(): Promise<void> {\n if (!this.wallet || !this.address) {\n throw new AuthenticationError('Private key required for authentication');\n }\n\n const msgResponse = await fetch(`${this.host}/auth/signing-message`, {\n method: 'GET',\n headers: { 'Content-Type': 'application/json' },\n });\n\n if (!msgResponse.ok) {\n throw new AuthenticationError('Failed to get signing message');\n }\n\n const message = await msgResponse.text();\n if (!message) {\n throw new AuthenticationError('Empty signing message');\n }\n\n const signature = await this.wallet.signMessage(message);\n const messageHex = `0x${Buffer.from(message, 'utf-8').toString('hex')}`;\n\n const loginResponse = await fetch(`${this.host}/auth/login`, {\n method: 'POST',\n headers: {\n 'Content-Type': 'application/json',\n 'x-account': this.address,\n 'x-signing-message': messageHex,\n 'x-signature': signature,\n },\n body: JSON.stringify({ client: 'eoa' }),\n });\n\n if (!loginResponse.ok) {\n throw new AuthenticationError('Login failed');\n }\n\n const setCookie = loginResponse.headers.get('set-cookie');\n if (setCookie) {\n const match = /limitless_session=([^;]+)/.exec(setCookie);\n if (match?.[1]) {\n this.sessionCookie = match[1];\n }\n }\n\n const loginData = (await loginResponse.json()) as { user?: { id?: string }; id?: string };\n const userData = loginData.user ?? loginData;\n this.ownerId = userData.id ?? null;\n this.authenticated = true;\n }\n\n private async ensureAuth(): Promise<void> {\n if (!this.authenticated) {\n if (!this.wallet) {\n throw new AuthenticationError('Private key required for this operation');\n }\n await this.authenticate();\n }\n }\n\n private async request<T>(\n method: string,\n endpoint: string,\n params?: Record<string, unknown>,\n requireAuth = false\n ): Promise<T> {\n if (requireAuth) {\n await this.ensureAuth();\n }\n\n const url = new URL(`${this.host}${endpoint}`);\n\n if (method === 'GET' && params) {\n for (const [key, value] of Object.entries(params)) {\n if (value !== undefined && value !== null) {\n url.searchParams.set(key, String(value));\n }\n }\n }\n\n const headers: Record<string, string> = {\n 'Content-Type': 'application/json',\n };\n\n if (this.sessionCookie) {\n headers.Cookie = `limitless_session=${this.sessionCookie}`;\n }\n\n const fetchOptions: RequestInit = {\n method,\n headers,\n };\n\n if (method !== 'GET' && method !== 'DELETE' && params) {\n fetchOptions.body = JSON.stringify(params);\n }\n\n const response = await fetch(url.toString(), fetchOptions);\n\n if (!response.ok) {\n if (response.status === 429) {\n throw new NetworkError('Rate limited');\n }\n if (response.status === 401 || response.status === 403) {\n this.authenticated = false;\n throw new AuthenticationError('Authentication failed');\n }\n if (response.status === 404) {\n throw new ExchangeError(`Resource not found: ${endpoint}`);\n }\n throw new NetworkError(`HTTP ${response.status}`);\n }\n\n return response.json() as Promise<T>;\n }\n\n private parseMarket(data: RawMarket): Market {\n const slug = data.slug ?? data.address ?? '';\n const question = data.title ?? data.question ?? '';\n\n const tokens = data.tokens ?? {};\n const yesTokenId = String(tokens.yes ?? '');\n const noTokenId = String(tokens.no ?? '');\n\n const outcomes = ['Yes', 'No'];\n const tokenIds = yesTokenId && noTokenId ? [yesTokenId, noTokenId] : [];\n\n const prices: Record<string, number> = {};\n if (data.yesPrice !== undefined) {\n const yesPrice = data.yesPrice ?? 0;\n const noPrice = data.noPrice ?? 0;\n prices.Yes = yesPrice > 1 ? yesPrice / 100 : yesPrice;\n prices.No = noPrice > 1 ? noPrice / 100 : noPrice;\n } else if (data.prices) {\n if (Array.isArray(data.prices)) {\n const yesPrice = data.prices[0] ?? 0;\n const noPrice = data.prices[1] ?? 0;\n prices.Yes = yesPrice > 1 ? yesPrice / 100 : yesPrice;\n prices.No = noPrice > 1 ? noPrice / 100 : noPrice;\n } else {\n const yesPrice = data.prices.yes ?? 0;\n const noPrice = data.prices.no ?? 0;\n prices.Yes = yesPrice > 1 ? yesPrice / 100 : yesPrice;\n prices.No = noPrice > 1 ? noPrice / 100 : noPrice;\n }\n }\n\n let closeTime: Date | undefined;\n const deadline = data.deadline ?? data.closeDate ?? data.expirationDate;\n if (deadline) {\n closeTime = this.parseDateTime(deadline);\n }\n\n const volume = data.volumeFormatted ?? data.volume ?? 0;\n const liquidity = data.liquidityFormatted ?? data.liquidity ?? 0;\n const tickSize = 0.001;\n\n for (const tokenId of tokenIds) {\n if (tokenId) {\n this.tokenToSlug.set(tokenId, slug);\n }\n }\n if (noTokenId) {\n this.noTokens.add(noTokenId);\n }\n\n const status = data.status ?? '';\n const closed = status.toLowerCase() === 'resolved' || status.toLowerCase() === 'closed';\n\n const metadata: Record<string, unknown> = {\n ...data,\n slug,\n clobTokenIds: tokenIds,\n token_ids: tokenIds,\n tokens: { Yes: yesTokenId, No: noTokenId },\n minimum_tick_size: tickSize,\n closed,\n };\n\n return {\n id: slug,\n question,\n outcomes,\n closeTime,\n volume,\n liquidity,\n prices,\n tickSize,\n description: data.description ?? '',\n metadata,\n };\n }\n\n private parseOrder(data: RawOrder, tokenToOutcome?: Map<string, string>): Order {\n const orderId = String(data.id ?? data.orderId ?? '');\n const marketId = data.marketSlug ?? data.market_id ?? '';\n\n let side: OrderSide;\n if (typeof data.side === 'number') {\n side = data.side === 0 ? OrderSide.BUY : OrderSide.SELL;\n } else {\n side = String(data.side).toLowerCase() === 'buy' ? OrderSide.BUY : OrderSide.SELL;\n }\n\n const status = this.parseOrderStatus(data.status);\n const price = data.price ?? 0;\n\n let size = data.size ?? data.amount ?? 0;\n if (!size) {\n const makerAmount = data.makerAmount ?? 0;\n const takerAmount = data.takerAmount ?? 0;\n if (makerAmount || takerAmount) {\n size = side === OrderSide.BUY ? takerAmount / 1_000_000 : makerAmount / 1_000_000;\n }\n }\n\n const filled = data.filled ?? data.matchedAmount ?? 0;\n\n let createdAt = new Date();\n if (data.createdAt) {\n const parsed = this.parseDateTime(data.createdAt);\n if (parsed) createdAt = parsed;\n }\n\n let outcome = data.outcome ?? '';\n if (!outcome && tokenToOutcome) {\n const tokenId = String(data.token ?? data.tokenId ?? '');\n outcome = tokenToOutcome.get(tokenId) ?? '';\n }\n\n return {\n id: orderId,\n marketId,\n outcome,\n side,\n price,\n size,\n filled,\n status,\n createdAt,\n };\n }\n\n private parseOrderStatus(status: unknown): OrderStatus {\n if (!status) return OrderStatus.OPEN;\n\n const statusStr = String(status).toLowerCase();\n const statusMap: Record<string, OrderStatus> = {\n pending: OrderStatus.PENDING,\n open: OrderStatus.OPEN,\n live: OrderStatus.OPEN,\n active: OrderStatus.OPEN,\n filled: OrderStatus.FILLED,\n matched: OrderStatus.FILLED,\n partially_filled: OrderStatus.PARTIALLY_FILLED,\n partial: OrderStatus.PARTIALLY_FILLED,\n cancelled: OrderStatus.CANCELLED,\n canceled: OrderStatus.CANCELLED,\n };\n return statusMap[statusStr] ?? OrderStatus.OPEN;\n }\n\n private parsePortfolioPositions(data: RawPosition): Position[] {\n const positions: Position[] = [];\n\n const marketData = data.market ?? {};\n const marketId = marketData.slug ?? data.marketSlug ?? '';\n\n const tokensBalance = data.tokensBalance ?? {};\n const positionDetails = data.positions ?? {};\n const latestTrade = data.latestTrade ?? {};\n\n const yesBalance = Number(tokensBalance.yes ?? 0);\n if (yesBalance > 0) {\n const yesDetails = positionDetails.yes ?? {};\n const fillPrice = yesDetails.fillPrice ?? 0;\n const avgPrice = fillPrice > 1 ? fillPrice / 1_000_000 : fillPrice;\n const currentPrice = latestTrade.latestYesPrice ?? 0;\n const size = yesBalance / 1_000_000;\n\n positions.push({\n marketId,\n outcome: 'Yes',\n size,\n averagePrice: avgPrice,\n currentPrice,\n });\n }\n\n const noBalance = Number(tokensBalance.no ?? 0);\n if (noBalance > 0) {\n const noDetails = positionDetails.no ?? {};\n const fillPrice = noDetails.fillPrice ?? 0;\n const avgPrice = fillPrice > 1 ? fillPrice / 1_000_000 : fillPrice;\n const currentPrice = latestTrade.latestNoPrice ?? 0;\n const size = noBalance / 1_000_000;\n\n positions.push({\n marketId,\n outcome: 'No',\n size,\n averagePrice: avgPrice,\n currentPrice,\n });\n }\n\n return positions;\n }\n\n async fetchMarkets(params?: FetchMarketsParams): Promise<Market[]> {\n return this.withRetry(async () => {\n const queryParams: Record<string, unknown> = {\n page: params?.offset ? Math.floor(params.offset / 25) + 1 : 1,\n limit: Math.min(params?.limit ?? 25, 25),\n };\n\n const response = await this.request<{ data?: RawMarket[] } | RawMarket[]>(\n 'GET',\n '/markets/active',\n queryParams\n );\n\n const marketsData = Array.isArray(response) ? response : (response.data ?? []);\n\n let markets = marketsData.map((m) => this.parseMarket(m));\n\n if (params?.active !== false) {\n markets = markets.filter((m) => !m.metadata?.closed);\n }\n\n if (params?.limit) {\n return markets.slice(0, params.limit);\n }\n return markets;\n });\n }\n\n async fetchMarket(marketId: string): Promise<Market> {\n return this.withRetry(async () => {\n try {\n const data = await this.request<RawMarket>('GET', `/markets/${marketId}`);\n return this.parseMarket(data);\n } catch (error) {\n if (error instanceof ExchangeError && error.message.includes('not found')) {\n throw new MarketNotFound(`Market ${marketId} not found`);\n }\n throw error;\n }\n });\n }\n\n async getOrderbook(marketSlugOrTokenId: string): Promise<{\n bids: Array<{ price: string; size: string }>;\n asks: Array<{ price: string; size: string }>;\n }> {\n const isNoToken = this.noTokens.has(marketSlugOrTokenId);\n const slug = this.tokenToSlug.get(marketSlugOrTokenId) ?? marketSlugOrTokenId;\n\n return this.withRetry(async () => {\n const response = await this.request<{\n orders?: RawOrderbookLevel[];\n data?: RawOrderbookLevel[];\n bids?: RawOrderbookLevel[];\n asks?: RawOrderbookLevel[];\n }>('GET', `/markets/${slug}/orderbook`);\n\n const bids: Array<{ price: string; size: string }> = [];\n const asks: Array<{ price: string; size: string }> = [];\n\n const orders = response.orders ?? response.data ?? [];\n for (const order of orders) {\n const side = String(order.side ?? '').toLowerCase();\n const price = Number(order.price ?? 0);\n const size = Number(order.size ?? 0);\n\n if (price > 0 && size > 0) {\n const entry = { price: String(price), size: String(size) };\n if (side === 'buy') {\n bids.push(entry);\n } else {\n asks.push(entry);\n }\n }\n }\n\n if (response.bids) {\n for (const bid of response.bids) {\n bids.push({\n price: String(bid.price ?? 0),\n size: String(bid.size ?? 0),\n });\n }\n }\n if (response.asks) {\n for (const ask of response.asks) {\n asks.push({\n price: String(ask.price ?? 0),\n size: String(ask.size ?? 0),\n });\n }\n }\n\n bids.sort((a, b) => Number(b.price) - Number(a.price));\n asks.sort((a, b) => Number(a.price) - Number(b.price));\n\n if (isNoToken) {\n const invertedBids = asks.map((a) => ({\n price: String(Math.round((1 - Number(a.price)) * 1000) / 1000),\n size: a.size,\n }));\n const invertedAsks = bids.map((b) => ({\n price: String(Math.round((1 - Number(b.price)) * 1000) / 1000),\n size: b.size,\n }));\n invertedBids.sort((a, b) => Number(b.price) - Number(a.price));\n invertedAsks.sort((a, b) => Number(a.price) - Number(b.price));\n return { bids: invertedBids, asks: invertedAsks };\n }\n\n return { bids, asks };\n });\n }\n\n async createOrder(params: CreateOrderParams): Promise<Order> {\n await this.ensureAuth();\n\n if (!this.wallet || !this.address) {\n throw new AuthenticationError('Wallet not initialized');\n }\n\n const market = await this.fetchMarket(params.marketId);\n const tokens = (market.metadata?.tokens ?? {}) as Record<string, string>;\n const tokenId = params.tokenId ?? tokens[params.outcome];\n\n if (!tokenId) {\n throw new InvalidOrder(`Could not find token_id for outcome '${params.outcome}'`);\n }\n\n if (params.price <= 0 || params.price >= 1) {\n throw new InvalidOrder(`Price must be between 0 and 1, got: ${params.price}`);\n }\n\n const venue = market.metadata?.venue as { exchange?: string } | undefined;\n const exchangeAddress = venue?.exchange;\n if (!exchangeAddress) {\n throw new InvalidOrder('Market does not have venue.exchange address');\n }\n\n const orderType = (params.params?.order_type as string)?.toUpperCase() ?? 'GTC';\n const feeRateBps = 300;\n\n const signedOrder = await this.buildSignedOrder(\n tokenId,\n params.price,\n params.size,\n params.side,\n orderType,\n exchangeAddress,\n feeRateBps\n );\n\n const payload: Record<string, unknown> = {\n order: signedOrder,\n orderType,\n marketSlug: params.marketId,\n };\n\n if (this.ownerId) {\n payload.ownerId = this.ownerId;\n }\n\n return this.withRetry(async () => {\n const result = await this.request<{ order?: RawOrder } | RawOrder>(\n 'POST',\n '/orders',\n payload,\n true\n );\n\n const orderData = (result as { order?: RawOrder }).order ?? (result as RawOrder);\n const orderId = orderData.id ?? orderData.orderId ?? '';\n const statusStr = orderData.status ?? 'LIVE';\n\n return {\n id: String(orderId),\n marketId: params.marketId,\n outcome: params.outcome,\n side: params.side,\n price: params.price,\n size: params.size,\n filled: Number(orderData.filled ?? 0),\n status: this.parseOrderStatus(statusStr),\n createdAt: new Date(),\n };\n });\n }\n\n private async buildSignedOrder(\n tokenId: string,\n price: number,\n size: number,\n side: OrderSide,\n orderType: string,\n exchangeAddress: string,\n feeRateBps: number\n ): Promise<Record<string, unknown>> {\n if (!this.wallet || !this.address) {\n throw new AuthenticationError('Wallet not initialized');\n }\n\n const timestampMs = Date.now();\n const nanoOffset = Math.floor(Math.random() * 1_000_000);\n const oneDayMs = 1000 * 60 * 60 * 24;\n const salt = timestampMs * 1000 + nanoOffset + oneDayMs;\n\n const sharesScale = 1_000_000;\n const collateralScale = 1_000_000;\n const priceScale = 1_000_000;\n const priceTick = 0.001;\n\n let shares = Math.floor(size * sharesScale);\n const priceInt = Math.floor(price * priceScale);\n const tickInt = Math.floor(priceTick * priceScale);\n\n const sharesStep = Math.floor(priceScale / tickInt);\n if (shares % sharesStep !== 0) {\n shares = Math.floor(shares / sharesStep) * sharesStep;\n }\n\n const numerator = shares * priceInt * collateralScale;\n const denominator = sharesScale * priceScale;\n\n const sideInt = side === OrderSide.BUY ? 0 : 1;\n\n let makerAmount: number;\n let takerAmount: number;\n\n if (side === OrderSide.BUY) {\n const collateral = Math.ceil(numerator / denominator);\n makerAmount = collateral;\n takerAmount = shares;\n } else {\n const collateral = Math.floor(numerator / denominator);\n makerAmount = shares;\n takerAmount = collateral;\n }\n\n const orderForSigning = {\n salt,\n maker: this.address,\n signer: this.address,\n taker: '0x0000000000000000000000000000000000000000',\n tokenId: Number.parseInt(tokenId, 10),\n makerAmount,\n takerAmount,\n expiration: 0,\n nonce: 0,\n feeRateBps,\n side: sideInt,\n signatureType: 0,\n };\n\n const signature = await this.signOrderEip712(orderForSigning, exchangeAddress);\n\n const order: Record<string, unknown> = {\n salt,\n maker: this.address,\n signer: this.address,\n taker: '0x0000000000000000000000000000000000000000',\n tokenId,\n makerAmount,\n takerAmount,\n expiration: '0',\n nonce: 0,\n feeRateBps,\n side: sideInt,\n signatureType: 0,\n signature,\n };\n\n if (orderType === 'GTC') {\n order.price = Math.round(price * 1000) / 1000;\n }\n\n return order;\n }\n\n private async signOrderEip712(\n order: Record<string, unknown>,\n exchangeAddress: string\n ): Promise<string> {\n if (!this.wallet) {\n throw new AuthenticationError('Wallet not initialized');\n }\n\n const domain = {\n name: 'Limitless CTF Exchange',\n version: '1',\n chainId: this.chainId,\n verifyingContract: exchangeAddress,\n };\n\n const types = {\n Order: [\n { name: 'salt', type: 'uint256' },\n { name: 'maker', type: 'address' },\n { name: 'signer', type: 'address' },\n { name: 'taker', type: 'address' },\n { name: 'tokenId', type: 'uint256' },\n { name: 'makerAmount', type: 'uint256' },\n { name: 'takerAmount', type: 'uint256' },\n { name: 'expiration', type: 'uint256' },\n { name: 'nonce', type: 'uint256' },\n { name: 'feeRateBps', type: 'uint256' },\n { name: 'side', type: 'uint8' },\n { name: 'signatureType', type: 'uint8' },\n ],\n };\n\n const value = {\n salt: order.salt,\n maker: order.maker,\n signer: order.signer,\n taker: order.taker,\n tokenId: order.tokenId,\n makerAmount: order.makerAmount,\n takerAmount: order.takerAmount,\n expiration: order.expiration,\n nonce: order.nonce,\n feeRateBps: order.feeRateBps,\n side: order.side,\n signatureType: order.signatureType,\n };\n\n const signature = await (\n this.wallet as Wallet & {\n _signTypedData: (domain: unknown, types: unknown, value: unknown) => Promise<string>;\n }\n )._signTypedData(domain, types, value);\n return signature;\n }\n\n async cancelOrder(orderId: string, marketId?: string): Promise<Order> {\n await this.ensureAuth();\n\n return this.withRetry(async () => {\n await this.request('DELETE', `/orders/${orderId}`, undefined, true);\n\n return {\n id: orderId,\n marketId: marketId ?? '',\n outcome: '',\n side: OrderSide.BUY,\n price: 0,\n size: 0,\n filled: 0,\n status: OrderStatus.CANCELLED,\n createdAt: new Date(),\n };\n });\n }\n\n async fetchOrder(orderId: string, _marketId?: string): Promise<Order> {\n await this.ensureAuth();\n\n return this.withRetry(async () => {\n const data = await this.request<RawOrder>('GET', `/orders/${orderId}`, undefined, true);\n return this.parseOrder(data);\n });\n }\n\n async fetchOpenOrders(marketId?: string): Promise<Order[]> {\n await this.ensureAuth();\n\n const queryParams: Record<string, unknown> = { statuses: 'LIVE' };\n let endpoint: string;\n\n if (marketId) {\n endpoint = `/markets/${marketId}/user-orders`;\n } else {\n endpoint = '/orders';\n }\n\n let tokenToOutcome: Map<string, string> | undefined;\n if (marketId) {\n try {\n const market = await this.fetchMarket(marketId);\n const tokens = (market.metadata?.tokens ?? {}) as Record<string, string>;\n tokenToOutcome = new Map();\n for (const [outcome, tokenId] of Object.entries(tokens)) {\n if (tokenId) {\n tokenToOutcome.set(tokenId, outcome);\n }\n }\n } catch {\n tokenToOutcome = undefined;\n }\n }\n\n return this.withRetry(async () => {\n const response = await this.request<{ data?: RawOrder[] } | RawOrder[]>(\n 'GET',\n endpoint,\n queryParams,\n true\n );\n\n const ordersData = Array.isArray(response) ? response : (response.data ?? []);\n\n return ordersData.map((o) => this.parseOrder(o, tokenToOutcome));\n });\n }\n\n async fetchPositions(marketId?: string): Promise<Position[]> {\n await this.ensureAuth();\n\n return this.withRetry(async () => {\n const response = await this.request<{ clob?: RawPosition[] }>(\n 'GET',\n '/portfolio/positions',\n undefined,\n true\n );\n\n const clobPositions = response.clob ?? [];\n const positions: Position[] = [];\n\n for (const posData of clobPositions) {\n const parsed = this.parsePortfolioPositions(posData);\n for (const pos of parsed) {\n if (marketId && pos.marketId !== marketId) {\n continue;\n }\n positions.push(pos);\n }\n }\n\n return positions;\n });\n }\n\n async fetchBalance(): Promise<Record<string, number>> {\n await this.ensureAuth();\n\n if (!this.address) {\n throw new AuthenticationError('Wallet address not available');\n }\n\n const usdcAddress = '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913';\n const baseRpc = 'https://mainnet.base.org';\n\n try {\n const data = `0x70a08231000000000000000000000000${this.address.slice(2).toLowerCase()}`;\n\n const response = await fetch(baseRpc, {\n method: 'POST',\n headers: { 'Content-Type': 'application/json' },\n body: JSON.stringify({\n jsonrpc: '2.0',\n method: 'eth_call',\n params: [{ to: usdcAddress, data }, 'latest'],\n id: 1,\n }),\n });\n\n const result = (await response.json()) as { result?: string };\n const balanceHex = result.result ?? '0x0';\n const balanceWei = Number.parseInt(balanceHex, 16);\n const usdcBalance = balanceWei / 10 ** 6;\n\n return { USDC: usdcBalance };\n } catch {\n try {\n const response = await this.request<{ balance?: number; allowance?: number }>(\n 'GET',\n '/portfolio/trading/allowance',\n { type: 'clob' },\n true\n );\n const balance = response.balance ?? response.allowance ?? 0;\n return { USDC: balance };\n } catch {\n return { USDC: 0 };\n }\n }\n }\n\n override describe() {\n return {\n id: this.id,\n name: this.name,\n has: {\n fetchMarkets: true,\n fetchMarket: true,\n createOrder: true,\n cancelOrder: true,\n fetchOrder: true,\n fetchOpenOrders: true,\n fetchPositions: true,\n fetchBalance: true,\n websocket: true,\n },\n };\n }\n}\n\nexport {\n LimitlessWebSocket,\n LimitlessUserWebSocket,\n type LimitlessWsConfig,\n type LimitlessOrderbookUpdate,\n type LimitlessPriceUpdate,\n type LimitlessPositionUpdate,\n type LimitlessTrade,\n} from './limitless-ws.js';\n","import { Wallet } from 'ethers';\nimport { Exchange, type ExchangeConfig } from '../../core/exchange.js';\nimport {\n AuthenticationError,\n ExchangeError,\n InvalidOrder,\n MarketNotFound,\n NetworkError,\n} from '../../errors/index.js';\nimport {\n type CreateOrderParams,\n type FetchMarketsParams,\n type Market,\n type Order,\n OrderSide,\n OrderStatus,\n type Position,\n} from '../../types/index.js';\n\nconst BASE_URL = 'https://proxy.opinion.trade:8443';\nconst CHAIN_ID = 56;\n\ninterface OpinionConfig extends ExchangeConfig {\n apiKey?: string;\n multiSigAddr?: string;\n chainId?: number;\n host?: string;\n}\n\ninterface ApiResponse<T = unknown> {\n errno: number;\n errmsg?: string;\n result?: {\n data?: T;\n list?: T[];\n };\n}\n\ninterface RawMarket {\n market_id?: number;\n topic_id?: number;\n id?: number;\n market_title?: string;\n title?: string;\n question?: string;\n yes_token_id?: string;\n no_token_id?: string;\n yes_label?: string;\n no_label?: string;\n volume?: string | number;\n liquidity?: number;\n cutoff_at?: number;\n cutoff_time?: number;\n status?: string;\n condition_id?: string;\n child_markets?: RawMarket[];\n description?: string;\n rules?: string;\n category?: string;\n image_url?: string;\n}\n\ninterface RawOrder {\n order_id?: string;\n id?: string;\n orderID?: string;\n topic_id?: string;\n market_id?: string;\n side?: number | string;\n side_enum?: string;\n price?: number;\n order_shares?: number;\n maker_amount?: number;\n size?: number;\n filled_shares?: number;\n matched_amount?: number;\n filled?: number;\n status?: number | string;\n outcome?: string;\n created_at?: number | string;\n updated_at?: number | string;\n}\n\ninterface RawPosition {\n topic_id?: string;\n market_id?: string;\n outcome?: string;\n token_name?: string;\n shares_owned?: number;\n size?: number;\n balance?: number;\n avg_entry_price?: number;\n average_price?: number;\n current_price?: number;\n price?: number;\n}\n\ninterface RawOrderbookLevel {\n price?: number | string;\n size?: number | string;\n}\n\nexport class Opinion extends Exchange {\n readonly id = 'opinion';\n readonly name = 'Opinion';\n\n private readonly apiKey: string;\n private readonly multiSigAddr: string;\n private readonly chainId: number;\n private readonly host: string;\n private wallet: Wallet | null = null;\n\n constructor(config: OpinionConfig = {}) {\n super(config);\n this.apiKey = config.apiKey ?? '';\n this.multiSigAddr = config.multiSigAddr ?? '';\n this.chainId = config.chainId ?? CHAIN_ID;\n this.host = config.host ?? BASE_URL;\n\n if (config.privateKey) {\n this.wallet = new Wallet(config.privateKey);\n }\n }\n\n private async request<T>(\n method: string,\n endpoint: string,\n params?: Record<string, unknown>\n ): Promise<ApiResponse<T>> {\n const url = new URL(`${this.host}${endpoint}`);\n\n if (method === 'GET' && params) {\n for (const [key, value] of Object.entries(params)) {\n if (value !== undefined && value !== null) {\n url.searchParams.set(key, String(value));\n }\n }\n }\n\n const headers: Record<string, string> = {\n 'Content-Type': 'application/json',\n };\n\n if (this.apiKey) {\n headers.Authorization = `Bearer ${this.apiKey}`;\n headers['X-API-Key'] = this.apiKey;\n }\n\n const fetchOptions: RequestInit = {\n method,\n headers,\n };\n\n if (method !== 'GET' && params) {\n fetchOptions.body = JSON.stringify(params);\n }\n\n const response = await fetch(url.toString(), fetchOptions);\n\n if (!response.ok) {\n if (response.status === 429) {\n throw new NetworkError('Rate limited');\n }\n if (response.status === 401 || response.status === 403) {\n throw new AuthenticationError('Authentication failed');\n }\n throw new NetworkError(`HTTP ${response.status}`);\n }\n\n return response.json() as Promise<ApiResponse<T>>;\n }\n\n private ensureAuth(): void {\n if (!this.apiKey || !this.wallet || !this.multiSigAddr) {\n throw new AuthenticationError('API key, private key, and multiSigAddr required');\n }\n }\n\n private parseMarket(data: RawMarket, _fetchPrices = false): Market {\n const marketId = String(data.market_id ?? data.topic_id ?? data.id ?? '');\n const question = data.market_title ?? data.title ?? data.question ?? '';\n\n let outcomes: string[] = [];\n const tokenIds: string[] = [];\n const prices: Record<string, number> = {};\n\n const yesTokenId = String(data.yes_token_id ?? '');\n const noTokenId = String(data.no_token_id ?? '');\n const yesLabel = data.yes_label ?? 'Yes';\n const noLabel = data.no_label ?? 'No';\n\n const childMarkets = data.child_markets ?? [];\n\n if (yesTokenId && noTokenId) {\n outcomes = [yesLabel, noLabel];\n tokenIds.push(yesTokenId, noTokenId);\n } else if (childMarkets.length > 0) {\n for (const child of childMarkets) {\n const childTitle = child.market_title ?? '';\n const childYesToken = String(child.yes_token_id ?? '');\n if (childTitle && childYesToken) {\n outcomes.push(childTitle);\n tokenIds.push(childYesToken);\n }\n }\n }\n\n if (outcomes.length === 0) {\n outcomes = ['Yes', 'No'];\n }\n\n let closeTime: Date | undefined;\n const cutoffTime = data.cutoff_at ?? data.cutoff_time;\n if (cutoffTime && typeof cutoffTime === 'number' && cutoffTime > 0) {\n closeTime = new Date(cutoffTime * 1000);\n }\n\n const volume =\n typeof data.volume === 'string' ? Number.parseFloat(data.volume) : (data.volume ?? 0);\n const liquidity = data.liquidity ?? 0;\n const tickSize = 0.001;\n\n const metadata: Record<string, unknown> = {\n topic_id: marketId,\n market_id: marketId,\n condition_id: data.condition_id ?? '',\n status: data.status ?? '',\n chain_id: this.chainId,\n clobTokenIds: tokenIds,\n token_ids: tokenIds,\n tokens: Object.fromEntries(outcomes.map((o, i) => [o, tokenIds[i] ?? ''])),\n description: data.description ?? data.rules ?? '',\n category: data.category ?? '',\n image_url: data.image_url ?? '',\n minimum_tick_size: tickSize,\n closed: data.status === 'RESOLVED',\n };\n\n return {\n id: marketId,\n question,\n outcomes,\n closeTime,\n volume,\n liquidity,\n prices,\n tickSize,\n description: String(metadata.description ?? ''),\n metadata,\n };\n }\n\n private parseOrder(data: RawOrder): Order {\n const orderId = String(data.order_id ?? data.id ?? data.orderID ?? '');\n const marketId = String(data.topic_id ?? data.market_id ?? '');\n\n let side: OrderSide;\n if (data.side_enum) {\n side = data.side_enum.toLowerCase() === 'buy' ? OrderSide.BUY : OrderSide.SELL;\n } else if (typeof data.side === 'string') {\n side = data.side.toLowerCase() === 'buy' ? OrderSide.BUY : OrderSide.SELL;\n } else {\n side = data.side === 1 ? OrderSide.BUY : OrderSide.SELL;\n }\n\n const statusVal = data.status;\n let status: OrderStatus;\n if (typeof statusVal === 'number') {\n const statusMap: Record<number, OrderStatus> = {\n 0: OrderStatus.PENDING,\n 1: OrderStatus.OPEN,\n 2: OrderStatus.FILLED,\n 3: OrderStatus.PARTIALLY_FILLED,\n 4: OrderStatus.CANCELLED,\n };\n status = statusMap[statusVal] ?? OrderStatus.OPEN;\n } else {\n const strStatus = String(statusVal).toLowerCase();\n if (strStatus === 'filled' || strStatus === 'matched') {\n status = OrderStatus.FILLED;\n } else if (strStatus === 'cancelled' || strStatus === 'canceled') {\n status = OrderStatus.CANCELLED;\n } else if (strStatus === 'partially_filled') {\n status = OrderStatus.PARTIALLY_FILLED;\n } else if (strStatus === 'pending') {\n status = OrderStatus.PENDING;\n } else {\n status = OrderStatus.OPEN;\n }\n }\n\n const price = data.price ?? 0;\n const size = data.order_shares ?? data.maker_amount ?? data.size ?? 0;\n const filled = data.filled_shares ?? data.matched_amount ?? data.filled ?? 0;\n\n let createdAt = new Date();\n if (data.created_at) {\n createdAt =\n typeof data.created_at === 'number'\n ? new Date(data.created_at * 1000)\n : new Date(data.created_at);\n }\n\n return {\n id: orderId,\n marketId,\n outcome: data.outcome ?? '',\n side,\n price,\n size,\n filled,\n status,\n createdAt,\n };\n }\n\n private parsePosition(data: RawPosition): Position {\n return {\n marketId: String(data.topic_id ?? data.market_id ?? ''),\n outcome: data.outcome ?? data.token_name ?? '',\n size: data.shares_owned ?? data.size ?? data.balance ?? 0,\n averagePrice: data.avg_entry_price ?? data.average_price ?? 0,\n currentPrice: data.current_price ?? data.price ?? 0,\n };\n }\n\n async fetchMarkets(params?: FetchMarketsParams): Promise<Market[]> {\n return this.withRetry(async () => {\n const queryParams: Record<string, unknown> = {\n topic_type: 'ALL',\n status: params?.active === false ? 'ALL' : 'ACTIVATED',\n page: params?.offset ? Math.floor(params.offset / 20) + 1 : 1,\n limit: Math.min(params?.limit ?? 20, 20),\n };\n\n const response = await this.request<RawMarket>('GET', '/api/v1/markets', queryParams);\n\n if (response.errno !== 0) {\n throw new ExchangeError(`Failed to fetch markets: ${response.errmsg}`);\n }\n\n const marketsList = response.result?.list ?? [];\n const markets = marketsList.map((m) => this.parseMarket(m));\n\n if (params?.limit) {\n return markets.slice(0, params.limit);\n }\n return markets;\n });\n }\n\n async fetchMarket(marketId: string): Promise<Market> {\n return this.withRetry(async () => {\n const response = await this.request<RawMarket>('GET', `/api/v1/markets/${marketId}`);\n\n if (response.errno !== 0 || !response.result?.data) {\n throw new MarketNotFound(`Market ${marketId} not found`);\n }\n\n return this.parseMarket(response.result.data, true);\n });\n }\n\n async getOrderbook(tokenId: string): Promise<{\n bids: Array<{ price: string; size: string }>;\n asks: Array<{ price: string; size: string }>;\n }> {\n return this.withRetry(async () => {\n const response = await this.request<{\n bids?: RawOrderbookLevel[];\n asks?: RawOrderbookLevel[];\n }>('GET', '/api/v1/orderbook', { token_id: tokenId });\n\n const bids: Array<{ price: string; size: string }> = [];\n const asks: Array<{ price: string; size: string }> = [];\n\n if (response.errno === 0 && response.result) {\n const result = response.result as unknown as {\n bids?: RawOrderbookLevel[];\n asks?: RawOrderbookLevel[];\n };\n\n for (const bid of result.bids ?? []) {\n const price = Number(bid.price);\n const size = Number(bid.size);\n if (price > 0 && size > 0) {\n bids.push({ price: String(price), size: String(size) });\n }\n }\n\n for (const ask of result.asks ?? []) {\n const price = Number(ask.price);\n const size = Number(ask.size);\n if (price > 0 && size > 0) {\n asks.push({ price: String(price), size: String(size) });\n }\n }\n\n bids.sort((a, b) => Number(b.price) - Number(a.price));\n asks.sort((a, b) => Number(a.price) - Number(b.price));\n }\n\n return { bids, asks };\n });\n }\n\n async createOrder(params: CreateOrderParams): Promise<Order> {\n this.ensureAuth();\n\n const tokenId = params.tokenId ?? (params.params?.token_id as string | undefined);\n if (!tokenId) {\n throw new InvalidOrder('token_id required in params');\n }\n\n if (params.price <= 0 || params.price >= 1) {\n throw new InvalidOrder('Price must be between 0 and 1');\n }\n\n return this.withRetry(async () => {\n const orderData = {\n market_id: Number(params.marketId),\n token_id: tokenId,\n side: params.side === OrderSide.BUY ? 1 : 2,\n price: String(params.price),\n size: String(params.size),\n order_type: 'LIMIT',\n };\n\n const response = await this.request<{ order_id?: string }>(\n 'POST',\n '/api/v1/orders',\n orderData\n );\n\n if (response.errno !== 0) {\n throw new InvalidOrder(`Order failed: ${response.errmsg}`);\n }\n\n const orderId = response.result?.data?.order_id ?? '';\n\n return {\n id: orderId,\n marketId: params.marketId,\n outcome: params.outcome,\n side: params.side,\n price: params.price,\n size: params.size,\n filled: 0,\n status: OrderStatus.OPEN,\n createdAt: new Date(),\n };\n });\n }\n\n async cancelOrder(orderId: string, marketId?: string): Promise<Order> {\n this.ensureAuth();\n\n return this.withRetry(async () => {\n const response = await this.request('POST', `/api/v1/orders/${orderId}/cancel`);\n\n if (response.errno !== 0) {\n throw new ExchangeError(`Failed to cancel order: ${response.errmsg}`);\n }\n\n return {\n id: orderId,\n marketId: marketId ?? '',\n outcome: '',\n side: OrderSide.BUY,\n price: 0,\n size: 0,\n filled: 0,\n status: OrderStatus.CANCELLED,\n createdAt: new Date(),\n };\n });\n }\n\n async fetchOrder(orderId: string, _marketId?: string): Promise<Order> {\n this.ensureAuth();\n\n return this.withRetry(async () => {\n const response = await this.request<RawOrder>('GET', `/api/v1/orders/${orderId}`);\n\n if (response.errno !== 0 || !response.result?.data) {\n throw new ExchangeError(`Order ${orderId} not found`);\n }\n\n return this.parseOrder(response.result.data);\n });\n }\n\n async fetchOpenOrders(marketId?: string): Promise<Order[]> {\n this.ensureAuth();\n\n return this.withRetry(async () => {\n const params: Record<string, unknown> = {\n status: '1',\n page: 1,\n limit: 100,\n };\n\n if (marketId) {\n params.market_id = Number(marketId);\n }\n\n const response = await this.request<RawOrder>('GET', '/api/v1/orders', params);\n\n if (response.errno !== 0) {\n return [];\n }\n\n const ordersList = response.result?.list ?? [];\n return ordersList.map((o) => this.parseOrder(o));\n });\n }\n\n async fetchPositions(marketId?: string): Promise<Position[]> {\n this.ensureAuth();\n\n return this.withRetry(async () => {\n const params: Record<string, unknown> = {\n page: 1,\n limit: 100,\n };\n\n if (marketId) {\n params.market_id = Number(marketId);\n }\n\n const response = await this.request<RawPosition>('GET', '/api/v1/positions', params);\n\n if (response.errno !== 0) {\n return [];\n }\n\n const positionsList = response.result?.list ?? [];\n return positionsList.map((p) => this.parsePosition(p));\n });\n }\n\n async fetchBalance(): Promise<Record<string, number>> {\n this.ensureAuth();\n\n return this.withRetry(async () => {\n const response = await this.request<{ balances?: Array<{ available_balance?: number }> }>(\n 'GET',\n '/api/v1/balances'\n );\n\n if (response.errno !== 0) {\n throw new ExchangeError(`Failed to fetch balance: ${response.errmsg}`);\n }\n\n const result = response.result as unknown as {\n balances?: Array<{ available_balance?: number }>;\n };\n const balances = result?.balances ?? [];\n\n if (balances.length > 0) {\n const balance = balances[0]?.available_balance ?? 0;\n return { USDC: balance };\n }\n\n return { USDC: 0 };\n });\n }\n\n override describe() {\n return {\n id: this.id,\n name: this.name,\n has: {\n fetchMarkets: true,\n fetchMarket: true,\n createOrder: true,\n cancelOrder: true,\n fetchOrder: true,\n fetchOpenOrders: true,\n fetchPositions: true,\n fetchBalance: true,\n websocket: false,\n },\n };\n }\n}\n","import { AssetType, ClobClient, Side } from '@polymarket/clob-client';\nimport { Wallet } from 'ethers';\nimport { Exchange, type ExchangeConfig } from '../../core/exchange.js';\nimport {\n AuthenticationError,\n ExchangeError,\n InvalidOrder,\n MarketNotFound,\n NetworkError,\n} from '../../errors/index.js';\nimport {\n type CreateOrderParams,\n type CryptoHourlyMarket,\n type FetchMarketsParams,\n type Market,\n MarketUtils,\n type Order,\n OrderSide,\n OrderStatus,\n type Position,\n type PriceHistoryInterval,\n type PricePoint,\n type PublicTrade,\n type Tag,\n normalizeTokenSymbol,\n} from '../../types/index.js';\n\nconst BASE_URL = 'https://gamma-api.polymarket.com';\nconst CLOB_URL = 'https://clob.polymarket.com';\n\ninterface PolymarketConfig extends ExchangeConfig {\n chainId?: number;\n signatureType?: number;\n}\n\nexport class Polymarket extends Exchange {\n readonly id = 'polymarket';\n readonly name = 'Polymarket';\n\n private clobClient: ClobClient | null = null;\n private wallet: Wallet | null = null;\n private address: string | null = null;\n\n constructor(config: PolymarketConfig = {}) {\n super(config);\n\n if (config.privateKey) {\n this.initializeClobClient(config);\n }\n }\n\n override describe() {\n const base = super.describe();\n return { ...base, has: { ...base.has, websocket: true } };\n }\n\n private initializeClobClient(config: PolymarketConfig): void {\n try {\n const chainId = config.chainId ?? 137;\n const signatureType = config.signatureType ?? 2;\n\n if (!config.privateKey) {\n return;\n }\n this.wallet = new Wallet(config.privateKey);\n this.clobClient = new ClobClient(\n CLOB_URL,\n chainId,\n this.wallet,\n undefined,\n signatureType,\n config.funder\n );\n\n this.address = this.wallet.address;\n } catch (error) {\n throw new AuthenticationError(`Failed to initialize CLOB client: ${error}`);\n }\n }\n\n async fetchMarkets(params?: FetchMarketsParams): Promise<Market[]> {\n return this.withRetry(async () => {\n const response = await fetch(`${CLOB_URL}/sampling-markets`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n throw new NetworkError(`Failed to fetch markets: ${response.status}`);\n }\n\n const result = (await response.json()) as { data?: unknown[] };\n const marketsData = result.data ?? (Array.isArray(result) ? result : []);\n\n let markets = marketsData\n .map((item) => this.parseSamplingMarket(item as Record<string, unknown>))\n .filter((m): m is Market => m !== null);\n\n if (params?.active || !params?.closed) {\n markets = markets.filter((m) => this.isMarketOpen(m));\n }\n\n if (params?.limit) {\n markets = markets.slice(0, params.limit);\n }\n\n return markets;\n });\n }\n\n async fetchMarket(marketId: string): Promise<Market> {\n return this.withRetry(async () => {\n const response = await fetch(`${BASE_URL}/markets/${marketId}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (response.status === 404) {\n throw new MarketNotFound(`Market ${marketId} not found`);\n }\n\n if (!response.ok) {\n throw new NetworkError(`Failed to fetch market: ${response.status}`);\n }\n\n const data = (await response.json()) as Record<string, unknown>;\n return this.parseGammaMarket(data);\n });\n }\n\n async fetchMarketsBySlug(slugOrUrl: string): Promise<Market[]> {\n const slug = this.parseMarketIdentifier(slugOrUrl);\n if (!slug) throw new Error('Empty slug provided');\n\n return this.withRetry(async () => {\n const response = await fetch(`${BASE_URL}/events?slug=${slug}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (response.status === 404) {\n throw new MarketNotFound(`Event not found: ${slug}`);\n }\n\n if (!response.ok) {\n throw new ExchangeError(`Failed to fetch event: ${response.status}`);\n }\n\n const eventData = (await response.json()) as Array<{ markets?: unknown[] }>;\n if (!eventData.length) {\n throw new MarketNotFound(`Event not found: ${slug}`);\n }\n\n const event = eventData[0];\n const marketsData = event?.markets ?? [];\n\n return marketsData.map((m) => this.parseGammaMarket(m as Record<string, unknown>));\n });\n }\n\n async createOrder(params: CreateOrderParams): Promise<Order> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n const tokenId = params.tokenId ?? params.params?.token_id;\n if (!tokenId) {\n throw new InvalidOrder('token_id required in params');\n }\n\n return this.withRetry(async () => {\n const signedOrder = await client.createOrder({\n tokenID: tokenId as string,\n price: params.price,\n size: params.size,\n side: params.side === OrderSide.BUY ? Side.BUY : Side.SELL,\n });\n\n const result = (await client.postOrder(signedOrder)) as Record<string, unknown>;\n const orderId = (result.orderID as string) ?? '';\n const statusStr = (result.status as string) ?? 'LIVE';\n\n return {\n id: orderId,\n marketId: params.marketId,\n outcome: params.outcome,\n side: params.side,\n price: params.price,\n size: params.size,\n filled: 0,\n status: this.parseOrderStatus(statusStr),\n createdAt: new Date(),\n updatedAt: new Date(),\n };\n });\n }\n\n async cancelOrder(orderId: string, marketId?: string): Promise<Order> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n return this.withRetry(async () => {\n await client.cancelOrder({ orderID: orderId });\n\n return {\n id: orderId,\n marketId: marketId ?? '',\n outcome: '',\n side: OrderSide.BUY,\n price: 0,\n size: 0,\n filled: 0,\n status: OrderStatus.CANCELLED,\n createdAt: new Date(),\n updatedAt: new Date(),\n };\n });\n }\n\n async fetchOrder(orderId: string, _marketId?: string): Promise<Order> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n return this.withRetry(async () => {\n const data = await client.getOrder(orderId);\n return this.parseOrder(data as unknown as Record<string, unknown>);\n });\n }\n\n async fetchOpenOrders(marketId?: string): Promise<Order[]> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n return this.withRetry(async () => {\n const response = await client.getOpenOrders();\n\n let orders = response as unknown as Array<Record<string, unknown>>;\n\n if (marketId) {\n orders = orders.filter((o) => o.market === marketId);\n }\n\n return orders.map((o) => this.parseOrder(o));\n });\n }\n\n async fetchPositions(_marketId?: string): Promise<Position[]> {\n if (!this.clobClient) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n return [];\n }\n\n async fetchBalance(): Promise<Record<string, number>> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n return this.withRetry(async () => {\n const balanceData = (await client.getBalanceAllowance({\n asset_type: AssetType.COLLATERAL,\n })) as { balance?: string };\n\n const balance = balanceData.balance ? Number.parseFloat(balanceData.balance) / 1e6 : 0;\n\n return { USDC: balance };\n });\n }\n\n async getOrderbook(tokenId: string): Promise<{\n bids: Array<{ price: string; size: string }>;\n asks: Array<{ price: string; size: string }>;\n }> {\n return this.withRetry(async () => {\n const response = await fetch(`${CLOB_URL}/book?token_id=${tokenId}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n return { bids: [], asks: [] };\n }\n\n return response.json() as Promise<{\n bids: Array<{ price: string; size: string }>;\n asks: Array<{ price: string; size: string }>;\n }>;\n });\n }\n\n private parseMarketIdentifier(identifier: string): string {\n if (!identifier) return '';\n\n if (identifier.startsWith('http')) {\n const url = identifier.split('?')[0] ?? '';\n const parts = url.replace(/\\/$/, '').split('/');\n const eventIndex = parts.indexOf('event');\n if (eventIndex !== -1 && eventIndex + 1 < parts.length) {\n return parts[eventIndex + 1] ?? '';\n }\n return parts[parts.length - 1] ?? '';\n }\n\n return identifier;\n }\n\n private parseSamplingMarket(data: Record<string, unknown>): Market | null {\n const conditionId = data.condition_id as string | undefined;\n if (!conditionId) return null;\n\n const tokens = (data.tokens as Array<Record<string, unknown>>) ?? [];\n const tokenIds: string[] = [];\n const outcomes: string[] = [];\n const prices: Record<string, number> = {};\n\n for (const token of tokens) {\n if (token.token_id) tokenIds.push(String(token.token_id));\n if (token.outcome) outcomes.push(String(token.outcome));\n if (token.outcome && token.price != null) {\n prices[String(token.outcome)] = Number(token.price);\n }\n }\n\n const tickSize = (data.minimum_tick_size as number) ?? 0.01;\n\n return {\n id: conditionId,\n question: (data.question as string) ?? '',\n outcomes: outcomes.length ? outcomes : ['Yes', 'No'],\n closeTime: undefined,\n volume: 0,\n liquidity: 0,\n prices,\n tickSize,\n description: (data.description as string) ?? '',\n metadata: {\n ...data,\n clobTokenIds: tokenIds,\n conditionId,\n minimumTickSize: tickSize,\n },\n };\n }\n\n private parseGammaMarket(data: Record<string, unknown>): Market {\n let outcomes = (data.outcomes as string[]) ?? [];\n if (typeof data.outcomes === 'string') {\n try {\n outcomes = JSON.parse(data.outcomes) as string[];\n } catch {\n outcomes = [];\n }\n }\n\n let pricesList: unknown[] = [];\n if (data.outcomePrices != null) {\n if (typeof data.outcomePrices === 'string') {\n try {\n pricesList = JSON.parse(data.outcomePrices) as unknown[];\n } catch {\n pricesList = [];\n }\n } else if (Array.isArray(data.outcomePrices)) {\n pricesList = data.outcomePrices;\n }\n }\n\n const prices: Record<string, number> = {};\n for (let i = 0; i < outcomes.length && i < pricesList.length; i++) {\n const outcome = outcomes[i];\n const price = pricesList[i];\n if (outcome && price != null) {\n const priceVal = Number(price);\n if (priceVal > 0) {\n prices[outcome] = priceVal;\n }\n }\n }\n\n const closeTime = this.parseDateTime(data.endDate);\n const volume = Number(data.volumeNum ?? data.volume ?? 0);\n const liquidity = Number(data.liquidityNum ?? data.liquidity ?? 0);\n const tickSize = (data.minimum_tick_size as number) ?? 0.01;\n\n let clobTokenIds = data.clobTokenIds as string[] | string | undefined;\n if (typeof clobTokenIds === 'string') {\n try {\n clobTokenIds = JSON.parse(clobTokenIds) as string[];\n } catch {\n clobTokenIds = undefined;\n }\n }\n\n return {\n id: (data.id as string) ?? '',\n question: (data.question as string) ?? '',\n outcomes,\n closeTime,\n volume,\n liquidity,\n prices,\n tickSize,\n description: (data.description as string) ?? '',\n metadata: {\n ...data,\n clobTokenIds,\n minimumTickSize: tickSize,\n },\n };\n }\n\n private parseOrder(data: Record<string, unknown>): Order {\n const orderId = (data.id as string) ?? (data.orderID as string) ?? '';\n const size = Number(data.size ?? data.original_size ?? data.amount ?? 0);\n const filled = Number(data.filled ?? data.matched ?? 0);\n\n return {\n id: orderId,\n marketId: (data.market_id as string) ?? (data.market as string) ?? '',\n outcome: (data.outcome as string) ?? '',\n side:\n ((data.side as string) ?? 'buy').toLowerCase() === 'buy' ? OrderSide.BUY : OrderSide.SELL,\n price: Number(data.price ?? 0),\n size,\n filled,\n status: this.parseOrderStatus(data.status as string),\n createdAt: this.parseDateTime(data.created_at) ?? new Date(),\n updatedAt: this.parseDateTime(data.updated_at),\n };\n }\n\n private parseOrderStatus(status: string | undefined): OrderStatus {\n const statusMap: Record<string, OrderStatus> = {\n pending: OrderStatus.PENDING,\n open: OrderStatus.OPEN,\n live: OrderStatus.OPEN,\n filled: OrderStatus.FILLED,\n matched: OrderStatus.FILLED,\n partially_filled: OrderStatus.PARTIALLY_FILLED,\n cancelled: OrderStatus.CANCELLED,\n canceled: OrderStatus.CANCELLED,\n rejected: OrderStatus.REJECTED,\n };\n\n return statusMap[(status ?? '').toLowerCase()] ?? OrderStatus.OPEN;\n }\n\n private isMarketOpen(market: Market): boolean {\n if (market.metadata.closed) return false;\n if (!market.closeTime) return true;\n return new Date() < market.closeTime;\n }\n\n get walletAddress(): string | null {\n return this.address;\n }\n\n async fetchTokenIds(conditionId: string): Promise<string[]> {\n return this.withRetry(async () => {\n const response = await fetch(`${CLOB_URL}/simplified-markets`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n throw new ExchangeError(`Failed to fetch markets: ${response.status}`);\n }\n\n const result = (await response.json()) as { data?: Array<Record<string, unknown>> };\n const markets = result.data ?? [];\n\n for (const market of markets) {\n const marketId = (market.condition_id as string) ?? (market.id as string);\n if (marketId === conditionId) {\n const tokens = (market.tokens as Array<{ token_id?: string }>) ?? [];\n return tokens.map((t) => String(t.token_id ?? '')).filter(Boolean);\n }\n }\n\n throw new ExchangeError(`Token IDs not found for market ${conditionId}`);\n });\n }\n\n async fetchPositionsForMarket(market: Market): Promise<Position[]> {\n const client = this.clobClient;\n if (!client) {\n throw new AuthenticationError('CLOB client not initialized. Private key required.');\n }\n\n const positions: Position[] = [];\n const tokenIds = MarketUtils.getTokenIds(market);\n\n if (tokenIds.length < 2) return positions;\n\n for (let i = 0; i < tokenIds.length; i++) {\n const tokenId = tokenIds[i];\n if (!tokenId) continue;\n\n try {\n const balanceData = (await client.getBalanceAllowance({\n asset_type: AssetType.CONDITIONAL,\n token_id: tokenId,\n })) as { balance?: string };\n\n const balance = balanceData.balance ? Number.parseFloat(balanceData.balance) / 1e6 : 0;\n\n if (balance > 0) {\n const outcome = market.outcomes[i] ?? (i === 0 ? 'Yes' : 'No');\n const currentPrice = market.prices[outcome] ?? 0;\n\n positions.push({\n marketId: market.id,\n outcome,\n size: balance,\n averagePrice: 0,\n currentPrice,\n });\n }\n } catch {}\n }\n\n return positions;\n }\n\n async fetchPriceHistory(\n marketOrId: Market | string,\n options: {\n outcome?: number | string;\n interval?: PriceHistoryInterval;\n fidelity?: number;\n } = {}\n ): Promise<PricePoint[]> {\n const { outcome = 0, interval = '1m', fidelity = 10 } = options;\n\n const market = typeof marketOrId === 'string' ? await this.fetchMarket(marketOrId) : marketOrId;\n const tokenIds = MarketUtils.getTokenIds(market);\n\n let outcomeIndex: number;\n if (typeof outcome === 'number') {\n outcomeIndex = outcome;\n } else {\n outcomeIndex = market.outcomes.indexOf(outcome);\n if (outcomeIndex === -1) outcomeIndex = 0;\n }\n\n const tokenId = tokenIds[outcomeIndex];\n if (!tokenId) {\n throw new ExchangeError('Cannot fetch price history without token ID');\n }\n\n return this.withRetry(async () => {\n const url = `${CLOB_URL}/prices-history?market=${tokenId}&interval=${interval}&fidelity=${fidelity}`;\n const response = await fetch(url, { signal: AbortSignal.timeout(this.timeout) });\n\n if (!response.ok) {\n throw new NetworkError(`Failed to fetch price history: ${response.status}`);\n }\n\n const data = (await response.json()) as { history?: Array<{ t?: number; p?: number }> };\n const history = data.history ?? [];\n\n return history\n .filter((h) => h.t != null && h.p != null)\n .map((h) => ({\n timestamp: new Date((h.t ?? 0) * 1000),\n price: h.p ?? 0,\n raw: h as Record<string, unknown>,\n }))\n .sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());\n });\n }\n\n async searchMarkets(\n options: {\n limit?: number;\n offset?: number;\n order?: string;\n ascending?: boolean;\n closed?: boolean;\n tagId?: string;\n query?: string;\n binary?: boolean;\n minLiquidity?: number;\n } = {}\n ): Promise<Market[]> {\n const {\n limit = 200,\n offset = 0,\n order = 'volume',\n ascending = false,\n closed = false,\n tagId,\n query,\n binary,\n minLiquidity = 0,\n } = options;\n\n return this.withRetry(async () => {\n const params = new URLSearchParams({\n limit: String(limit),\n offset: String(offset),\n order,\n ascending: String(ascending),\n closed: String(closed),\n });\n\n if (tagId) params.set('tag_id', tagId);\n\n const response = await fetch(`${BASE_URL}/markets?${params}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n throw new NetworkError(`Failed to search markets: ${response.status}`);\n }\n\n const data = (await response.json()) as Array<Record<string, unknown>>;\n let markets = data.map((m) => this.parseGammaMarket(m));\n\n if (binary !== undefined) {\n markets = markets.filter((m) => MarketUtils.isBinary(m) === binary);\n }\n\n if (minLiquidity > 0) {\n markets = markets.filter((m) => m.liquidity >= minLiquidity);\n }\n\n if (query) {\n const q = query.toLowerCase();\n markets = markets.filter(\n (m) => m.question.toLowerCase().includes(q) || m.description.toLowerCase().includes(q)\n );\n }\n\n return markets;\n });\n }\n\n async fetchPublicTrades(\n options: {\n market?: Market | string;\n limit?: number;\n offset?: number;\n side?: 'BUY' | 'SELL';\n user?: string;\n } = {}\n ): Promise<PublicTrade[]> {\n const { limit = 100, offset = 0, side, user } = options;\n\n let conditionId: string | undefined;\n if (options.market) {\n conditionId =\n typeof options.market === 'string'\n ? options.market\n : ((options.market.metadata.conditionId as string) ?? options.market.id);\n }\n\n return this.withRetry(async () => {\n const params = new URLSearchParams({\n limit: String(limit),\n offset: String(offset),\n takerOnly: 'true',\n });\n\n if (conditionId) params.set('market', conditionId);\n if (side) params.set('side', side);\n if (user) params.set('user', user);\n\n const response = await fetch(`https://data-api.polymarket.com/trades?${params}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n throw new NetworkError(`Failed to fetch trades: ${response.status}`);\n }\n\n const data = (await response.json()) as Array<Record<string, unknown>>;\n\n return data.map((row) => {\n const ts = row.timestamp;\n let timestamp: Date;\n if (typeof ts === 'number') {\n timestamp = new Date(ts * 1000);\n } else if (typeof ts === 'string' && /^\\d+$/.test(ts)) {\n timestamp = new Date(Number.parseInt(ts, 10) * 1000);\n } else {\n timestamp = new Date(0);\n }\n\n return {\n proxyWallet: String(row.proxyWallet ?? ''),\n side: String(row.side ?? ''),\n asset: String(row.asset ?? ''),\n conditionId: String(row.conditionId ?? ''),\n size: Number(row.size ?? 0),\n price: Number(row.price ?? 0),\n timestamp,\n title: row.title as string | undefined,\n slug: row.slug as string | undefined,\n icon: row.icon as string | undefined,\n eventSlug: row.eventSlug as string | undefined,\n outcome: row.outcome as string | undefined,\n outcomeIndex: row.outcomeIndex as number | undefined,\n name: row.name as string | undefined,\n pseudonym: row.pseudonym as string | undefined,\n bio: row.bio as string | undefined,\n profileImage: row.profileImage as string | undefined,\n profileImageOptimized: row.profileImageOptimized as string | undefined,\n transactionHash: row.transactionHash as string | undefined,\n };\n });\n });\n }\n\n async getTagBySlug(slug: string): Promise<Tag> {\n if (!slug) throw new Error('slug must be a non-empty string');\n\n return this.withRetry(async () => {\n const response = await fetch(`${BASE_URL}/tags/slug/${slug}`, {\n signal: AbortSignal.timeout(this.timeout),\n });\n\n if (!response.ok) {\n throw new ExchangeError(`Failed to fetch tag: ${response.status}`);\n }\n\n const data = (await response.json()) as Record<string, unknown>;\n\n return {\n id: String(data.id ?? ''),\n label: data.label as string | undefined,\n slug: data.slug as string | undefined,\n forceShow: data.forceShow as boolean | undefined,\n forceHide: data.forceHide as boolean | undefined,\n isCarousel: data.isCarousel as boolean | undefined,\n publishedAt: data.publishedAt as string | undefined,\n createdAt: data.createdAt as string | undefined,\n updatedAt: (data.UpdatedAt ?? data.updatedAt) as string | undefined,\n raw: data,\n };\n });\n }\n\n async findCryptoHourlyMarket(\n options: {\n tokenSymbol?: string;\n minLiquidity?: number;\n limit?: number;\n isActive?: boolean;\n isExpired?: boolean;\n } = {}\n ): Promise<{ market: Market; crypto: CryptoHourlyMarket } | null> {\n const {\n tokenSymbol,\n minLiquidity = 0,\n limit = 100,\n isActive = true,\n isExpired = false,\n } = options;\n\n const TAG_1H = '102175';\n\n const markets = await this.searchMarkets({\n limit,\n tagId: TAG_1H,\n closed: false,\n minLiquidity,\n });\n\n const upDownPattern = /(?<token>Bitcoin|Ethereum|Solana|BTC|ETH|SOL)\\s+Up or Down/i;\n const strikePattern =\n /(?:(?<token1>BTC|ETH|SOL|BITCOIN|ETHEREUM|SOLANA)\\s+.*?(?<direction>above|below|over|under|reach)\\s+[\\$]?(?<price1>[\\d,]+(?:\\.\\d+)?))|(?:[\\$]?(?<price2>[\\d,]+(?:\\.\\d+)?)\\s+.*?(?<token2>BTC|ETH|SOL|BITCOIN|ETHEREUM|SOLANA))/i;\n\n for (const market of markets) {\n if (!MarketUtils.isBinary(market) || !MarketUtils.isOpen(market)) continue;\n\n if (market.closeTime) {\n const now = new Date();\n const timeUntilExpiry = market.closeTime.getTime() - now.getTime();\n\n if (isExpired && timeUntilExpiry > 0) continue;\n if (!isExpired && timeUntilExpiry <= 0) continue;\n if (isActive && !isExpired && timeUntilExpiry > 3600000) continue;\n }\n\n const upDownMatch = upDownPattern.exec(market.question);\n if (upDownMatch?.groups) {\n const parsedToken = normalizeTokenSymbol(upDownMatch.groups.token ?? '');\n if (tokenSymbol && parsedToken !== normalizeTokenSymbol(tokenSymbol)) continue;\n\n return {\n market,\n crypto: {\n tokenSymbol: parsedToken,\n expiryTime: market.closeTime ?? new Date(Date.now() + 3600000),\n strikePrice: null,\n marketType: 'up_down',\n },\n };\n }\n\n const strikeMatch = strikePattern.exec(market.question);\n if (strikeMatch?.groups) {\n const parsedToken = normalizeTokenSymbol(\n strikeMatch.groups.token1 ?? strikeMatch.groups.token2 ?? ''\n );\n const priceStr = strikeMatch.groups.price1 ?? strikeMatch.groups.price2 ?? '0';\n const parsedPrice = Number.parseFloat(priceStr.replace(/,/g, ''));\n\n if (tokenSymbol && parsedToken !== normalizeTokenSymbol(tokenSymbol)) continue;\n\n return {\n market,\n crypto: {\n tokenSymbol: parsedToken,\n expiryTime: market.closeTime ?? new Date(Date.now() + 3600000),\n strikePrice: parsedPrice,\n marketType: 'strike_price',\n },\n };\n }\n }\n\n return null;\n }\n}\n","import {\n OrderBookWebSocket,\n type OrderbookUpdate,\n type WebSocketConfig,\n} from '../../core/websocket.js';\n\nconst WS_URL = 'wss://ws-subscriptions-clob.polymarket.com/ws/market';\n\ninterface PolymarketWsConfig extends WebSocketConfig {\n apiKey?: string;\n}\n\nexport class PolymarketWebSocket extends OrderBookWebSocket {\n readonly wsUrl = WS_URL;\n private apiKey?: string;\n private assetSubscriptions = new Map<string, string>();\n\n constructor(config: PolymarketWsConfig = {}) {\n super(config);\n this.apiKey = config.apiKey;\n }\n\n protected async authenticate(): Promise<void> {\n if (this.apiKey) {\n this.send({\n type: 'auth',\n apiKey: this.apiKey,\n });\n }\n }\n\n protected async subscribeOrderbook(marketId: string): Promise<void> {\n const assetIds = this.assetSubscriptions.get(marketId);\n if (!assetIds) return;\n\n this.send({\n type: 'subscribe',\n channel: 'book',\n assets_id: assetIds,\n });\n }\n\n protected async unsubscribeOrderbook(marketId: string): Promise<void> {\n const assetIds = this.assetSubscriptions.get(marketId);\n if (!assetIds) return;\n\n this.send({\n type: 'unsubscribe',\n channel: 'book',\n assets_id: assetIds,\n });\n }\n\n protected parseOrderbookMessage(message: Record<string, unknown>): OrderbookUpdate | null {\n if (message.event_type !== 'book') return null;\n\n const assetId = message.asset_id as string;\n if (!assetId) return null;\n\n const marketId = this.findMarketIdByAsset(assetId);\n if (!marketId) return null;\n\n const bids: [number, number][] = [];\n const asks: [number, number][] = [];\n\n const rawBids = message.bids as Array<{ price: string; size: string }> | undefined;\n const rawAsks = message.asks as Array<{ price: string; size: string }> | undefined;\n\n if (rawBids) {\n for (const bid of rawBids) {\n const price = Number.parseFloat(bid.price);\n const size = Number.parseFloat(bid.size);\n if (price > 0 && size > 0) {\n bids.push([price, size]);\n }\n }\n }\n\n if (rawAsks) {\n for (const ask of rawAsks) {\n const price = Number.parseFloat(ask.price);\n const size = Number.parseFloat(ask.size);\n if (price > 0 && size > 0) {\n asks.push([price, size]);\n }\n }\n }\n\n bids.sort((a, b) => b[0] - a[0]);\n asks.sort((a, b) => a[0] - b[0]);\n\n return {\n marketId,\n bids,\n asks,\n timestamp: Date.now(),\n };\n }\n\n async watchOrderbookWithAsset(\n marketId: string,\n assetId: string,\n callback: (marketId: string, orderbook: OrderbookUpdate) => void | Promise<void>\n ): Promise<void> {\n this.assetSubscriptions.set(marketId, assetId);\n await this.watchOrderbook(marketId, callback);\n }\n\n private findMarketIdByAsset(assetId: string): string | undefined {\n for (const [marketId, asset] of this.assetSubscriptions) {\n if (asset === assetId) {\n return marketId;\n }\n }\n return undefined;\n }\n}\n","import type { Exchange, ExchangeConfig } from '../core/exchange.js';\nimport { Limitless } from './limitless/index.js';\nimport { Opinion } from './opinion/index.js';\nimport { Polymarket } from './polymarket/index.js';\n\nexport { Polymarket, PolymarketWebSocket } from './polymarket/index.js';\nexport { Opinion } from './opinion/index.js';\nexport { Limitless } from './limitless/index.js';\n\ntype ExchangeClass = new (config?: ExchangeConfig) => Exchange;\n\nconst exchanges: Record<string, ExchangeClass> = {\n polymarket: Polymarket,\n opinion: Opinion,\n limitless: Limitless,\n};\n\nexport function listExchanges(): string[] {\n return Object.keys(exchanges);\n}\n\nexport function createExchange(exchangeId: string, config?: ExchangeConfig): Exchange {\n const ExchangeClass = exchanges[exchangeId.toLowerCase()];\n if (!ExchangeClass) {\n throw new Error(`Exchange '${exchangeId}' not found. Available: ${listExchanges().join(', ')}`);\n }\n return new ExchangeClass(config);\n}\n","import pino from 'pino';\n\nexport const logger = pino({\n transport: {\n target: 'pino-pretty',\n options: {\n colorize: true,\n translateTime: 'HH:MM:ss',\n ignore: 'pid,hostname',\n },\n },\n});\n\nexport function createLogger(name: string) {\n return logger.child({ name });\n}\n\nexport const Colors = {\n bold: (text: string) => `\\x1b[1m${text}\\x1b[0m`,\n red: (text: string) => `\\x1b[31m${text}\\x1b[0m`,\n green: (text: string) => `\\x1b[32m${text}\\x1b[0m`,\n yellow: (text: string) => `\\x1b[33m${text}\\x1b[0m`,\n blue: (text: string) => `\\x1b[34m${text}\\x1b[0m`,\n magenta: (text: string) => `\\x1b[35m${text}\\x1b[0m`,\n cyan: (text: string) => `\\x1b[36m${text}\\x1b[0m`,\n gray: (text: string) => `\\x1b[90m${text}\\x1b[0m`,\n} as const;\n","export function roundToTickSize(price: number, tickSize: number): number {\n return Math.round(price / tickSize) * tickSize;\n}\n\nexport function clampPrice(price: number, min = 0, max = 1): number {\n return Math.max(min, Math.min(max, price));\n}\n\nexport function formatPrice(price: number, decimals = 4): string {\n return price.toFixed(decimals);\n}\n\nexport function formatUsd(amount: number): string {\n return `$${amount.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`;\n}\n"]}
package/package.json ADDED
@@ -0,0 +1,66 @@
1
+ {
2
+ "name": "@alango/dr-manhattan",
3
+ "version": "0.1.0",
4
+ "description": "CCXT-style unified API for prediction markets",
5
+ "type": "module",
6
+ "main": "./dist/index.js",
7
+ "module": "./dist/index.js",
8
+ "types": "./dist/index.d.ts",
9
+ "exports": {
10
+ ".": {
11
+ "import": "./dist/index.js",
12
+ "types": "./dist/index.d.ts"
13
+ }
14
+ },
15
+ "files": ["dist"],
16
+ "scripts": {
17
+ "build": "tsup",
18
+ "dev": "tsup --watch",
19
+ "test": "vitest",
20
+ "test:run": "vitest run",
21
+ "lint": "biome check .",
22
+ "lint:fix": "biome check --write .",
23
+ "format": "biome format --write .",
24
+ "typecheck": "tsc --noEmit",
25
+ "prepublishOnly": "pnpm run build"
26
+ },
27
+ "keywords": [
28
+ "prediction-markets",
29
+ "polymarket",
30
+ "opinion",
31
+ "limitless",
32
+ "trading",
33
+ "api",
34
+ "ccxt"
35
+ ],
36
+ "author": "gtg7784",
37
+ "license": "MIT",
38
+ "repository": {
39
+ "type": "git",
40
+ "url": "git+https://github.com/gtg7784/dr-manhattan-ts.git"
41
+ },
42
+ "bugs": {
43
+ "url": "https://github.com/gtg7784/dr-manhattan-ts/issues"
44
+ },
45
+ "homepage": "https://github.com/gtg7784/dr-manhattan-ts#readme",
46
+ "engines": {
47
+ "node": ">=20.0.0"
48
+ },
49
+ "dependencies": {
50
+ "@polymarket/clob-client": "^5.1.2",
51
+ "@polymarket/order-utils": "^3.0.1",
52
+ "ethers": "^5.7.2",
53
+ "pino": "^9.5.0",
54
+ "pino-pretty": "^13.0.0",
55
+ "socket.io-client": "^4.8.1",
56
+ "ws": "^8.18.0"
57
+ },
58
+ "devDependencies": {
59
+ "@biomejs/biome": "^1.9.4",
60
+ "@types/node": "^22.10.2",
61
+ "@types/ws": "^8.5.13",
62
+ "tsup": "^8.3.5",
63
+ "typescript": "^5.7.2",
64
+ "vitest": "^2.1.8"
65
+ }
66
+ }