@catalyst-team/poly-sdk 0.2.0 → 0.3.0

package/dist/clients/subgraph.js

@@ -0,0 +1,332 @@
+/**
+ * Polymarket Subgraph Client
+ *
+ * 官方文档: https://docs.polymarket.com/developers/subgraph/overview
+ * Schema 仓库: https://github.com/Polymarket/polymarket-subgraph
+ *
+ * 5 个 Subgraph:
+ * - Positions (0.0.7): 用户余额、Net 余额
+ * - PnL (0.0.14): 用户持仓、PnL、Condition 结算状态
+ * - Activity (0.0.4): Split/Merge/Redemption 事件
+ * - OI (0.0.6): 市场/全局 Open Interest
+ * - Orderbook (0.0.1): 订单成交事件
+ */
+import { ApiType } from '../core/rate-limiter.js';
+// ==================== 端点配置 ====================
+export const SUBGRAPH_ENDPOINTS = {
+    positions: 'https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/positions-subgraph/0.0.7/gn',
+    pnl: 'https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/pnl-subgraph/0.0.14/gn',
+    activity: 'https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/activity-subgraph/0.0.4/gn',
+    oi: 'https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/oi-subgraph/0.0.6/gn',
+    orderbook: 'https://api.goldsky.com/api/public/project_cl6mb8i9h0003e201j6li0diw/subgraphs/orderbook-subgraph/0.0.1/gn',
+};
+// ==================== 客户端实现 ====================
+export class SubgraphClient {
+    rateLimiter;
+    cache;
+    constructor(rateLimiter, cache) {
+        this.rateLimiter = rateLimiter;
+        this.cache = cache;
+    }
+    /**
+     * 执行 GraphQL 查询
+     */
+    async query(subgraph, queryStr) {
+        const endpoint = SUBGRAPH_ENDPOINTS[subgraph];
+        const cacheKey = `subgraph:${subgraph}:${queryStr}`;
+        // 检查缓存
+        const cached = await this.cache.get(cacheKey);
+        if (cached !== undefined) {
+            return cached;
+        }
+        // 限流并执行请求
+        const data = await this.rateLimiter.execute(ApiType.SUBGRAPH, async () => {
+            const response = await fetch(endpoint, {
+                method: 'POST',
+                headers: { 'Content-Type': 'application/json' },
+                body: JSON.stringify({ query: queryStr }),
+            });
+            if (!response.ok) {
+                const text = await response.text();
+                throw new Error(`Subgraph request failed: HTTP ${response.status} - ${text.slice(0, 200)}`);
+            }
+            const result = (await response.json());
+            if (result.errors && result.errors.length > 0) {
+                throw new Error(`GraphQL error: ${result.errors.map((e) => e.message).join(', ')}`);
+            }
+            if (!result.data) {
+                throw new Error(`No data returned from subgraph. Response: ${JSON.stringify(result).slice(0, 200)}`);
+            }
+            return result.data;
+        });
+        // 缓存结果 (短 TTL，subgraph 数据更新较快)
+        await this.cache.set(cacheKey, data, 30_000);
+        return data;
+    }
+    /**
+     * 构建查询字符串
+     */
+    buildQuery(entityName, fields, params = {}) {
+        const args = [];
+        if (params.first !== undefined) {
+            args.push(`first: ${params.first}`);
+        }
+        if (params.skip !== undefined) {
+            args.push(`skip: ${params.skip}`);
+        }
+        if (params.orderBy) {
+            args.push(`orderBy: ${params.orderBy}`);
+        }
+        if (params.orderDirection) {
+            args.push(`orderDirection: ${params.orderDirection}`);
+        }
+        if (params.where && Object.keys(params.where).length > 0) {
+            // Build where clause manually to avoid JSON quote issues
+            const whereParts = Object.entries(params.where).map(([key, value]) => {
+                if (typeof value === 'string') {
+                    return `${key}: "${value}"`;
+                }
+                return `${key}: ${JSON.stringify(value)}`;
+            });
+            args.push(`where: { ${whereParts.join(', ')} }`);
+        }
+        const argsStr = args.length > 0 ? `(${args.join(', ')})` : '';
+        const fieldsStr = fields.join('\n      ');
+        return `{
+      ${entityName}${argsStr} {
+        ${fieldsStr}
+      }
+    }`;
+    }
+    // ==================== Positions Subgraph ====================
+    /**
+     * 获取用户余额
+     */
+    async getUserBalances(user, params = {}) {
+        const query = this.buildQuery('userBalances', ['id', 'user', 'asset', 'balance'], {
+            ...params,
+            where: { ...params.where, user: user.toLowerCase() },
+        });
+        const result = await this.query('positions', query);
+        return result.userBalances;
+    }
+    /**
+     * 获取 Net 用户余额
+     */
+    async getNetUserBalances(user, params = {}) {
+        const query = this.buildQuery('netUserBalances', ['id', 'user', 'asset', 'balance'], {
+            ...params,
+            where: { ...params.where, user: user.toLowerCase() },
+        });
+        const result = await this.query('positions', query);
+        return result.netUserBalances;
+    }
+    // ==================== PnL Subgraph ====================
+    /**
+     * 获取用户持仓 (含 PnL)
+     */
+    async getUserPositions(user, params = {}) {
+        const query = this.buildQuery('userPositions', ['id', 'user', 'tokenId', 'amount', 'avgPrice', 'realizedPnl', 'totalBought'], {
+            orderBy: 'realizedPnl',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, user: user.toLowerCase() },
+        });
+        const result = await this.query('pnl', query);
+        return result.userPositions;
+    }
+    /**
+     * 获取 Condition 结算状态
+     */
+    async getConditions(params = {}) {
+        const query = this.buildQuery('conditions', ['id', 'positionIds', 'payoutNumerators', 'payoutDenominator'], params);
+        const result = await this.query('pnl', query);
+        return result.conditions;
+    }
+    /**
+     * 获取单个 Condition
+     */
+    async getCondition(conditionId) {
+        const query = `{
+      condition(id: "${conditionId.toLowerCase()}") {
+        id
+        positionIds
+        payoutNumerators
+        payoutDenominator
+      }
+    }`;
+        const result = await this.query('pnl', query);
+        return result.condition;
+    }
+    /**
+     * 检查 Condition 是否已结算
+     */
+    async isConditionResolved(conditionId) {
+        const condition = await this.getCondition(conditionId);
+        if (!condition)
+            return false;
+        return condition.payoutNumerators.length > 0 && condition.payoutDenominator !== '0';
+    }
+    // ==================== Activity Subgraph ====================
+    /**
+     * 获取用户的 Split 事件
+     */
+    async getSplits(user, params = {}) {
+        const query = this.buildQuery('splits', ['id', 'timestamp', 'stakeholder', 'condition', 'amount'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, stakeholder: user.toLowerCase() },
+        });
+        const result = await this.query('activity', query);
+        return result.splits;
+    }
+    /**
+     * 获取用户的 Merge 事件
+     */
+    async getMerges(user, params = {}) {
+        const query = this.buildQuery('merges', ['id', 'timestamp', 'stakeholder', 'condition', 'amount'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, stakeholder: user.toLowerCase() },
+        });
+        const result = await this.query('activity', query);
+        return result.merges;
+    }
+    /**
+     * 获取用户的 Redemption 事件
+     */
+    async getRedemptions(user, params = {}) {
+        const query = this.buildQuery('redemptions', ['id', 'timestamp', 'redeemer', 'condition', 'payout'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, redeemer: user.toLowerCase() },
+        });
+        const result = await this.query('activity', query);
+        return result.redemptions;
+    }
+    /**
+     * 获取最近的 Redemption 事件 (不限用户)
+     */
+    async getRecentRedemptions(params = {}) {
+        const query = this.buildQuery('redemptions', ['id', 'timestamp', 'redeemer', 'condition', 'payout'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            first: 100,
+            ...params,
+        });
+        const result = await this.query('activity', query);
+        return result.redemptions;
+    }
+    // ==================== OI Subgraph ====================
+    /**
+     * 获取市场 Open Interest
+     */
+    async getMarketOpenInterest(conditionId) {
+        const query = `{
+      marketOpenInterest(id: "${conditionId.toLowerCase()}") {
+        id
+        amount
+      }
+    }`;
+        const result = await this.query('oi', query);
+        return result.marketOpenInterest;
+    }
+    /**
+     * 获取 Top 市场按 OI 排序
+     */
+    async getTopMarketsByOI(params = {}) {
+        const query = this.buildQuery('marketOpenInterests', ['id', 'amount'], {
+            orderBy: 'amount',
+            orderDirection: 'desc',
+            first: 50,
+            ...params,
+        });
+        const result = await this.query('oi', query);
+        return result.marketOpenInterests;
+    }
+    /**
+     * 获取全局 Open Interest
+     */
+    async getGlobalOpenInterest() {
+        const query = `{
+      globalOpenInterests(first: 1) {
+        id
+        amount
+      }
+    }`;
+        const result = await this.query('oi', query);
+        return result.globalOpenInterests[0]?.amount || '0';
+    }
+    // ==================== Orderbook Subgraph ====================
+    /**
+     * 获取订单成交事件
+     */
+    async getOrderFilledEvents(params = {}) {
+        const query = this.buildQuery('orderFilledEvents', ['id', 'transactionHash', 'timestamp', 'orderHash', 'maker', 'taker', 'makerAssetId', 'takerAssetId', 'makerAmountFilled', 'takerAmountFilled', 'fee'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            first: 100,
+            ...params,
+        });
+        const result = await this.query('orderbook', query);
+        return result.orderFilledEvents;
+    }
+    /**
+     * 获取用户作为 maker 的成交事件
+     */
+    async getMakerFills(maker, params = {}) {
+        const query = this.buildQuery('orderFilledEvents', ['id', 'transactionHash', 'timestamp', 'orderHash', 'maker', 'taker', 'makerAssetId', 'takerAssetId', 'makerAmountFilled', 'takerAmountFilled', 'fee'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, maker: maker.toLowerCase() },
+        });
+        const result = await this.query('orderbook', query);
+        return result.orderFilledEvents;
+    }
+    /**
+     * 获取用户作为 taker 的成交事件
+     */
+    async getTakerFills(taker, params = {}) {
+        const query = this.buildQuery('orderFilledEvents', ['id', 'transactionHash', 'timestamp', 'orderHash', 'maker', 'taker', 'makerAssetId', 'takerAssetId', 'makerAmountFilled', 'takerAmountFilled', 'fee'], {
+            orderBy: 'timestamp',
+            orderDirection: 'desc',
+            ...params,
+            where: { ...params.where, taker: taker.toLowerCase() },
+        });
+        const result = await this.query('orderbook', query);
+        return result.orderFilledEvents;
+    }
+    /**
+     * 获取市场数据
+     */
+    async getMarketData(assetId) {
+        const query = `{
+      marketData(id: "${assetId}") {
+        id
+        volume
+      }
+    }`;
+        const result = await this.query('orderbook', query);
+        return result.marketData;
+    }
+    // ==================== 便捷方法 ====================
+    /**
+     * 获取用户完整的链上活动摘要
+     */
+    async getUserActivitySummary(user) {
+        const [positions, splits, merges, redemptions, makerFills, takerFills] = await Promise.all([
+            this.getUserPositions(user, { first: 100 }),
+            this.getSplits(user, { first: 50 }),
+            this.getMerges(user, { first: 50 }),
+            this.getRedemptions(user, { first: 50 }),
+            this.getMakerFills(user, { first: 50 }),
+            this.getTakerFills(user, { first: 50 }),
+        ]);
+        return { positions, splits, merges, redemptions, makerFills, takerFills };
+    }
+}
+//# sourceMappingURL=subgraph.js.map

package/dist/clients/subgraph.js.map

@@ -0,0 +1 @@
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package/dist/clients/trading-client.d.ts

@@ -0,0 +1,252 @@
+/**
+ * Trading Client for Polymarket
+ *
+ * Wraps @polymarket/clob-client for order execution:
+ * - Create/cancel orders
+ * - Market/limit orders
+ * - Order management
+ *
+ * Based on: docs/01-product-research/06-poly-sdk/reports/02-clob-client.md
+ */
+import { ClobClient, type TickSize } from '@polymarket/clob-client';
+import { RateLimiter } from '../core/rate-limiter.js';
+export declare const POLYGON_MAINNET = 137;
+export declare const POLYGON_AMOY = 80002;
+export type Side = 'BUY' | 'SELL';
+export type OrderType = 'GTC' | 'FOK' | 'GTD' | 'FAK';
+export interface ApiCredentials {
+    key: string;
+    secret: string;
+    passphrase: string;
+}
+export interface OrderParams {
+    /** Token ID to trade */
+    tokenId: string;
+    /** BUY or SELL */
+    side: Side;
+    /** Price (0.001 - 0.999) */
+    price: number;
+    /** Size in shares */
+    size: number;
+    /** Order type: GTC (default) or GTD for limit orders */
+    orderType?: 'GTC' | 'GTD';
+    /** Expiration for GTD orders (unix timestamp seconds) */
+    expiration?: number;
+}
+export interface MarketOrderParams {
+    /** Token ID to trade */
+    tokenId: string;
+    /** BUY or SELL */
+    side: Side;
+    /** Amount in USDC for BUY, shares for SELL */
+    amount: number;
+    /** Price limit (optional) */
+    price?: number;
+    /** Order type: FOK (default) or FAK */
+    orderType?: 'FOK' | 'FAK';
+}
+export interface Order {
+    id: string;
+    status: string;
+    tokenId: string;
+    side: Side;
+    price: number;
+    originalSize: number;
+    filledSize: number;
+    remainingSize: number;
+    associateTrades: string[];
+    createdAt: number;
+}
+export interface OrderResult {
+    success: boolean;
+    orderId?: string;
+    orderIds?: string[];
+    errorMsg?: string;
+    transactionHashes?: string[];
+}
+export interface TradeInfo {
+    id: string;
+    tokenId: string;
+    side: Side;
+    price: number;
+    size: number;
+    fee: number;
+    timestamp: number;
+}
+export interface UserEarning {
+    date: string;
+    conditionId: string;
+    assetAddress: string;
+    makerAddress: string;
+    earnings: number;
+    assetRate: number;
+}
+export interface MarketReward {
+    conditionId: string;
+    question: string;
+    marketSlug: string;
+    eventSlug: string;
+    image: string;
+    rewardsMaxSpread: number;
+    rewardsMinSize: number;
+    tokens: Array<{
+        tokenId: string;
+        outcome: string;
+        price: number;
+    }>;
+    rewardsConfig: Array<{
+        assetAddress: string;
+        startDate: string;
+        endDate: string;
+        ratePerDay: number;
+        totalRewards: number;
+    }>;
+}
+export interface OrderScoring {
+    scoring: boolean;
+}
+export interface TradingClientConfig {
+    /** Private key for signing */
+    privateKey: string;
+    /** Chain ID (default: Polygon mainnet 137) */
+    chainId?: number;
+    /** Pre-generated API credentials (optional) */
+    credentials?: ApiCredentials;
+}
+export declare class TradingClient {
+    private rateLimiter;
+    private config;
+    private clobClient;
+    private wallet;
+    private chainId;
+    private credentials;
+    private initialized;
+    private tickSizeCache;
+    private negRiskCache;
+    constructor(rateLimiter: RateLimiter, config: TradingClientConfig);
+    /**
+     * Initialize the trading client
+     * Creates API credentials if not provided
+     */
+    initialize(): Promise<void>;
+    private ensureInitialized;
+    /**
+     * Get tick size for a token (cached)
+     */
+    getTickSize(tokenId: string): Promise<TickSize>;
+    /**
+     * Check if token is neg risk (cached)
+     */
+    isNegRisk(tokenId: string): Promise<boolean>;
+    /**
+     * Create and post a limit order (single step)
+     */
+    createOrder(params: OrderParams): Promise<OrderResult>;
+    /**
+     * Create and post a market order (executes at best available price)
+     */
+    createMarketOrder(params: MarketOrderParams): Promise<OrderResult>;
+    /**
+     * Cancel an order by ID
+     */
+    cancelOrder(orderId: string): Promise<OrderResult>;
+    /**
+     * Cancel multiple orders by IDs (order hashes)
+     */
+    cancelOrders(orderIds: string[]): Promise<OrderResult>;
+    /**
+     * Cancel all open orders
+     */
+    cancelAllOrders(): Promise<OrderResult>;
+    /**
+     * Get open orders (fully paginated)
+     */
+    getOpenOrders(marketId?: string): Promise<Order[]>;
+    /**
+     * Get trade history
+     */
+    getTrades(marketId?: string): Promise<TradeInfo[]>;
+    /**
+     * Get current price for a token
+     */
+    getPrice(tokenId: string, side: Side): Promise<number>;
+    /**
+     * Get midpoint price for a token
+     */
+    getMidpoint(tokenId: string): Promise<number>;
+    /**
+     * Get spread for a token
+     */
+    getSpread(tokenId: string): Promise<number>;
+    /**
+     * Get wallet address
+     */
+    getAddress(): string;
+    /**
+     * Get API credentials (for storage/reuse)
+     */
+    getCredentials(): ApiCredentials | null;
+    /**
+     * Check if client is initialized
+     */
+    isInitialized(): boolean;
+    /**
+     * Get underlying CLOB client for advanced usage
+     */
+    getClobClient(): ClobClient | null;
+    /**
+     * Check if an order is scoring for rewards
+     * Orders that are scoring contribute to daily reward earnings
+     */
+    isOrderScoring(orderId: string): Promise<boolean>;
+    /**
+     * Check if multiple orders are scoring for rewards
+     */
+    areOrdersScoring(orderIds: string[]): Promise<Record<string, boolean>>;
+    /**
+     * Get user earnings for a specific day
+     * @param date - Date in YYYY-MM-DD format
+     */
+    getEarningsForDay(date: string): Promise<UserEarning[]>;
+    /**
+     * Get total earnings across all markets for a specific day
+     * @param date - Date in YYYY-MM-DD format
+     */
+    getTotalEarningsForDay(date: string): Promise<{
+        date: string;
+        totalEarnings: number;
+        byAsset: Array<{
+            assetAddress: string;
+            earnings: number;
+            rate: number;
+        }>;
+    }>;
+    /**
+     * Get current market rewards configuration
+     * Returns markets that have active reward programs
+     */
+    getCurrentRewards(): Promise<MarketReward[]>;
+    /**
+     * Get reward percentages by market
+     * Higher percentages indicate higher reward rates
+     */
+    getRewardPercentages(): Promise<Record<string, number>>;
+    /**
+     * Get raw rewards for a specific market
+     */
+    getMarketRewards(conditionId: string): Promise<MarketReward[]>;
+    /**
+     * Get balance and allowance for collateral or conditional tokens
+     * @param assetType - 'COLLATERAL' for USDC, 'CONDITIONAL' for outcome tokens
+     * @param tokenId - Token ID (required for CONDITIONAL type)
+     */
+    getBalanceAllowance(assetType: 'COLLATERAL' | 'CONDITIONAL', tokenId?: string): Promise<{
+        balance: string;
+        allowance: string;
+    }>;
+    /**
+     * Update balance allowance (approve spending)
+     */
+    updateBalanceAllowance(assetType: 'COLLATERAL' | 'CONDITIONAL', tokenId?: string): Promise<void>;
+}
+//# sourceMappingURL=trading-client.d.ts.map

package/dist/clients/trading-client.d.ts.map

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