@catalyst-team/poly-sdk 0.2.0 → 0.3.0

package/dist/clients/trading-client.js

@@ -0,0 +1,543 @@
+/**
+ * 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, Side as ClobSide, OrderType as ClobOrderType } from '@polymarket/clob-client';
+import { Wallet } from 'ethers';
+import { ApiType } from '../core/rate-limiter.js';
+import { PolymarketError, ErrorCode } from '../core/errors.js';
+// Chain IDs
+export const POLYGON_MAINNET = 137;
+export const POLYGON_AMOY = 80002;
+// CLOB Host
+const CLOB_HOST = 'https://clob.polymarket.com';
+// ===== Client =====
+export class TradingClient {
+    rateLimiter;
+    config;
+    clobClient = null;
+    wallet;
+    chainId;
+    credentials = null;
+    initialized = false;
+    tickSizeCache = new Map();
+    negRiskCache = new Map();
+    constructor(rateLimiter, config) {
+        this.rateLimiter = rateLimiter;
+        this.config = config;
+        this.wallet = new Wallet(config.privateKey);
+        this.chainId = (config.chainId || POLYGON_MAINNET);
+        this.credentials = config.credentials || null;
+    }
+    // ===== Initialization =====
+    /**
+     * Initialize the trading client
+     * Creates API credentials if not provided
+     */
+    async initialize() {
+        if (this.initialized)
+            return;
+        // Create CLOB client with L1 auth (wallet)
+        this.clobClient = new ClobClient(CLOB_HOST, this.chainId, this.wallet);
+        // Get or create API credentials using createOrDeriveApiKey
+        // Returns ApiKeyCreds which uses 'key' not 'apiKey'
+        if (!this.credentials) {
+            const creds = await this.clobClient.createOrDeriveApiKey();
+            this.credentials = {
+                key: creds.key,
+                secret: creds.secret,
+                passphrase: creds.passphrase,
+            };
+        }
+        // Re-initialize with L2 auth (credentials)
+        // ApiKeyCreds uses 'key' not 'apiKey'
+        this.clobClient = new ClobClient(CLOB_HOST, this.chainId, this.wallet, {
+            key: this.credentials.key,
+            secret: this.credentials.secret,
+            passphrase: this.credentials.passphrase,
+        });
+        this.initialized = true;
+    }
+    async ensureInitialized() {
+        if (!this.initialized || !this.clobClient) {
+            await this.initialize();
+        }
+        return this.clobClient;
+    }
+    // ===== Market Info =====
+    /**
+     * Get tick size for a token (cached)
+     */
+    async getTickSize(tokenId) {
+        if (this.tickSizeCache.has(tokenId)) {
+            return this.tickSizeCache.get(tokenId);
+        }
+        const client = await this.ensureInitialized();
+        const tickSize = await client.getTickSize(tokenId);
+        this.tickSizeCache.set(tokenId, tickSize);
+        return tickSize;
+    }
+    /**
+     * Check if token is neg risk (cached)
+     */
+    async isNegRisk(tokenId) {
+        if (this.negRiskCache.has(tokenId)) {
+            return this.negRiskCache.get(tokenId);
+        }
+        const client = await this.ensureInitialized();
+        const negRisk = await client.getNegRisk(tokenId);
+        this.negRiskCache.set(tokenId, negRisk);
+        return negRisk;
+    }
+    // ===== Order Creation =====
+    /**
+     * Create and post a limit order (single step)
+     */
+    async createOrder(params) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                // Get market parameters
+                const [tickSize, negRisk] = await Promise.all([
+                    this.getTickSize(params.tokenId),
+                    this.isNegRisk(params.tokenId),
+                ]);
+                // Use createAndPostOrder for single-step limit order creation
+                // Only GTC and GTD are valid for limit orders
+                const orderType = params.orderType === 'GTD' ? ClobOrderType.GTD : ClobOrderType.GTC;
+                const result = await client.createAndPostOrder({
+                    tokenID: params.tokenId,
+                    side: params.side === 'BUY' ? ClobSide.BUY : ClobSide.SELL,
+                    price: params.price,
+                    size: params.size,
+                    expiration: params.expiration || 0,
+                }, { tickSize, negRisk }, orderType);
+                // Check for actual success
+                // Priority: explicit success field > orderID/transactionsHashes as fallback
+                // If result.success is explicitly false, honor that even if there's an orderID
+                let actualSuccess;
+                if (result.success === true) {
+                    actualSuccess = true;
+                }
+                else if (result.success === false) {
+                    // Explicit failure - even if there's an orderID, consider it failed
+                    actualSuccess = false;
+                }
+                else {
+                    // result.success is undefined - use fallback logic
+                    actualSuccess =
+                        (result.orderID !== undefined && result.orderID !== '') ||
+                            (result.transactionsHashes !== undefined && result.transactionsHashes.length > 0);
+                }
+                return {
+                    success: actualSuccess,
+                    orderId: result.orderID,
+                    orderIds: result.orderIDs,
+                    errorMsg: result.errorMsg || (actualSuccess ? undefined : 'Order may have failed'),
+                    transactionHashes: result.transactionsHashes,
+                };
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                // Return failure instead of throwing to allow graceful handling
+                return {
+                    success: false,
+                    errorMsg: `Order failed: ${message}`,
+                };
+            }
+        });
+    }
+    /**
+     * Create and post a market order (executes at best available price)
+     */
+    async createMarketOrder(params) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                // Get market parameters
+                const [tickSize, negRisk] = await Promise.all([
+                    this.getTickSize(params.tokenId),
+                    this.isNegRisk(params.tokenId),
+                ]);
+                // Use createAndPostMarketOrder
+                // Only FOK and FAK are valid for market orders
+                const orderType = params.orderType === 'FAK' ? ClobOrderType.FAK : ClobOrderType.FOK;
+                const result = await client.createAndPostMarketOrder({
+                    tokenID: params.tokenId,
+                    side: params.side === 'BUY' ? ClobSide.BUY : ClobSide.SELL,
+                    amount: params.amount,
+                    price: params.price,
+                }, { tickSize, negRisk }, orderType);
+                // Check for actual success
+                // Priority: explicit success field > orderID/transactionsHashes as fallback
+                // If result.success is explicitly false, honor that even if there's an orderID
+                let actualSuccess;
+                if (result.success === true) {
+                    actualSuccess = true;
+                }
+                else if (result.success === false) {
+                    // Explicit failure - even if there's an orderID, consider it failed
+                    actualSuccess = false;
+                }
+                else {
+                    // result.success is undefined - use fallback logic
+                    actualSuccess =
+                        (result.orderID !== undefined && result.orderID !== '') ||
+                            (result.transactionsHashes !== undefined && result.transactionsHashes.length > 0);
+                }
+                return {
+                    success: actualSuccess,
+                    orderId: result.orderID,
+                    orderIds: result.orderIDs,
+                    errorMsg: result.errorMsg || (actualSuccess ? undefined : 'Order may have failed'),
+                    transactionHashes: result.transactionsHashes,
+                };
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                // Return failure instead of throwing to allow graceful handling
+                return {
+                    success: false,
+                    errorMsg: `Market order failed: ${message}`,
+                };
+            }
+        });
+    }
+    // ===== Order Management =====
+    /**
+     * Cancel an order by ID
+     */
+    async cancelOrder(orderId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                const result = await client.cancelOrder({ orderID: orderId });
+                return {
+                    success: result.canceled ?? false,
+                    orderId,
+                };
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                throw new PolymarketError(ErrorCode.ORDER_FAILED, `Cancel failed: ${message}`);
+            }
+        });
+    }
+    /**
+     * Cancel multiple orders by IDs (order hashes)
+     */
+    async cancelOrders(orderIds) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                const result = await client.cancelOrders(orderIds);
+                return {
+                    success: result.canceled ?? false,
+                    orderIds,
+                };
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                throw new PolymarketError(ErrorCode.ORDER_FAILED, `Cancel orders failed: ${message}`);
+            }
+        });
+    }
+    /**
+     * Cancel all open orders
+     */
+    async cancelAllOrders() {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                const result = await client.cancelAll();
+                return {
+                    success: result.canceled ?? false,
+                };
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                throw new PolymarketError(ErrorCode.ORDER_FAILED, `Cancel all failed: ${message}`);
+            }
+        });
+    }
+    /**
+     * Get open orders (fully paginated)
+     */
+    async getOpenOrders(marketId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                const orders = await client.getOpenOrders(marketId ? { market: marketId } : undefined);
+                return orders.map((o) => {
+                    const originalSize = Number(o.original_size) || 0;
+                    const filledSize = Number(o.size_matched) || 0;
+                    return {
+                        id: o.id,
+                        status: o.status,
+                        tokenId: o.asset_id,
+                        side: o.side.toUpperCase(),
+                        price: Number(o.price) || 0,
+                        originalSize,
+                        filledSize,
+                        remainingSize: originalSize - filledSize,
+                        associateTrades: o.associate_trades || [],
+                        createdAt: o.created_at,
+                    };
+                });
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                throw new PolymarketError(ErrorCode.API_ERROR, `Get orders failed: ${message}`);
+            }
+        });
+    }
+    /**
+     * Get trade history
+     */
+    async getTrades(marketId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            try {
+                const trades = await client.getTrades(marketId ? { market: marketId } : undefined);
+                return trades.map((t) => ({
+                    id: t.id,
+                    tokenId: t.asset_id,
+                    side: t.side,
+                    price: Number(t.price) || 0,
+                    size: Number(t.size) || 0,
+                    fee: Number(t.fee_rate_bps) || 0,
+                    timestamp: Number(t.match_time) || Date.now(),
+                }));
+            }
+            catch (error) {
+                const message = error instanceof Error ? error.message : String(error);
+                throw new PolymarketError(ErrorCode.API_ERROR, `Get trades failed: ${message}`);
+            }
+        });
+    }
+    // ===== Price Info =====
+    /**
+     * Get current price for a token
+     */
+    async getPrice(tokenId, side) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const price = await client.getPrice(tokenId, side);
+            return Number(price);
+        });
+    }
+    /**
+     * Get midpoint price for a token
+     */
+    async getMidpoint(tokenId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const midpoint = await client.getMidpoint(tokenId);
+            return Number(midpoint);
+        });
+    }
+    /**
+     * Get spread for a token
+     */
+    async getSpread(tokenId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const spread = await client.getSpread(tokenId);
+            return Number(spread);
+        });
+    }
+    // ===== Account Info =====
+    /**
+     * Get wallet address
+     */
+    getAddress() {
+        return this.wallet.address;
+    }
+    /**
+     * Get API credentials (for storage/reuse)
+     */
+    getCredentials() {
+        return this.credentials;
+    }
+    /**
+     * Check if client is initialized
+     */
+    isInitialized() {
+        return this.initialized;
+    }
+    /**
+     * Get underlying CLOB client for advanced usage
+     */
+    getClobClient() {
+        return this.clobClient;
+    }
+    // ===== Rewards (Market Maker Incentives) =====
+    /**
+     * Check if an order is scoring for rewards
+     * Orders that are scoring contribute to daily reward earnings
+     */
+    async isOrderScoring(orderId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const result = await client.isOrderScoring({ order_id: orderId });
+            return result.scoring;
+        });
+    }
+    /**
+     * Check if multiple orders are scoring for rewards
+     */
+    async areOrdersScoring(orderIds) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const result = await client.areOrdersScoring({ orderIds });
+            return result;
+        });
+    }
+    /**
+     * Get user earnings for a specific day
+     * @param date - Date in YYYY-MM-DD format
+     */
+    async getEarningsForDay(date) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const earnings = await client.getEarningsForUserForDay(date);
+            return earnings.map(e => ({
+                date: e.date,
+                conditionId: e.condition_id,
+                assetAddress: e.asset_address,
+                makerAddress: e.maker_address,
+                earnings: e.earnings,
+                assetRate: e.asset_rate,
+            }));
+        });
+    }
+    /**
+     * Get total earnings across all markets for a specific day
+     * @param date - Date in YYYY-MM-DD format
+     */
+    async getTotalEarningsForDay(date) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const totals = await client.getTotalEarningsForUserForDay(date);
+            let totalEarnings = 0;
+            const byAsset = totals.map(t => {
+                totalEarnings += t.earnings;
+                return {
+                    assetAddress: t.asset_address,
+                    earnings: t.earnings,
+                    rate: t.asset_rate,
+                };
+            });
+            return { date, totalEarnings, byAsset };
+        });
+    }
+    /**
+     * Get current market rewards configuration
+     * Returns markets that have active reward programs
+     */
+    async getCurrentRewards() {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const rewards = await client.getCurrentRewards();
+            return rewards.map(r => ({
+                conditionId: r.condition_id,
+                question: r.question,
+                marketSlug: r.market_slug,
+                eventSlug: r.event_slug,
+                image: r.image,
+                rewardsMaxSpread: r.rewards_max_spread,
+                rewardsMinSize: r.rewards_min_size,
+                tokens: r.tokens.map(t => ({
+                    tokenId: t.token_id,
+                    outcome: t.outcome,
+                    price: t.price,
+                })),
+                rewardsConfig: r.rewards_config.map(c => ({
+                    assetAddress: c.asset_address,
+                    startDate: c.start_date,
+                    endDate: c.end_date,
+                    ratePerDay: c.rate_per_day,
+                    totalRewards: c.total_rewards,
+                })),
+            }));
+        });
+    }
+    /**
+     * Get reward percentages by market
+     * Higher percentages indicate higher reward rates
+     */
+    async getRewardPercentages() {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            return await client.getRewardPercentages();
+        });
+    }
+    /**
+     * Get raw rewards for a specific market
+     */
+    async getMarketRewards(conditionId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const rewards = await client.getRawRewardsForMarket(conditionId);
+            return rewards.map(r => ({
+                conditionId: r.condition_id,
+                question: r.question,
+                marketSlug: r.market_slug,
+                eventSlug: r.event_slug,
+                image: r.image,
+                rewardsMaxSpread: r.rewards_max_spread,
+                rewardsMinSize: r.rewards_min_size,
+                tokens: r.tokens.map(t => ({
+                    tokenId: t.token_id,
+                    outcome: t.outcome,
+                    price: t.price,
+                })),
+                rewardsConfig: r.rewards_config.map(c => ({
+                    assetAddress: c.asset_address,
+                    startDate: c.start_date,
+                    endDate: c.end_date,
+                    ratePerDay: c.rate_per_day,
+                    totalRewards: c.total_rewards,
+                })),
+            }));
+        });
+    }
+    // ===== Balance & Allowance =====
+    /**
+     * 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)
+     */
+    async getBalanceAllowance(assetType, tokenId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            const result = await client.getBalanceAllowance({
+                asset_type: assetType,
+                token_id: tokenId,
+            });
+            return {
+                balance: result.balance,
+                allowance: result.allowance,
+            };
+        });
+    }
+    /**
+     * Update balance allowance (approve spending)
+     */
+    async updateBalanceAllowance(assetType, tokenId) {
+        const client = await this.ensureInitialized();
+        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
+            await client.updateBalanceAllowance({
+                asset_type: assetType,
+                token_id: tokenId,
+            });
+        });
+    }
+}
+//# sourceMappingURL=trading-client.js.map

package/dist/clients/trading-client.js.map

@@ -0,0 +1 @@
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package/dist/clients/websocket-manager.d.ts

@@ -0,0 +1,103 @@
+/**
+ * WebSocket Manager
+ *
+ * Wraps @nevuamarkets/poly-websockets for real-time market data:
+ * - Price updates (derived from order book and trades)
+ * - Order book snapshots
+ * - Last trade price events
+ *
+ * Features:
+ * - Automatic connection management
+ * - Rate limiting built-in
+ * - Price caching for quick access
+ * - EventEmitter-based event distribution
+ */
+import { EventEmitter } from 'events';
+import type { PriceUpdate, BookUpdate } from '../core/types.js';
+export interface WebSocketManagerConfig {
+    maxMarketsPerWS?: number;
+    enableLogging?: boolean;
+}
+export interface WebSocketManagerEvents {
+    priceUpdate: (update: PriceUpdate) => void;
+    bookUpdate: (update: BookUpdate) => void;
+    lastTrade: (trade: {
+        assetId: string;
+        price: number;
+        side: 'BUY' | 'SELL';
+        size: number;
+        timestamp: number;
+    }) => void;
+    connected: (info: {
+        groupId: string;
+        assetIds: string[];
+    }) => void;
+    disconnected: (info: {
+        groupId: string;
+        code: number;
+        reason: string;
+    }) => void;
+    error: (error: Error) => void;
+}
+export declare class WebSocketManager extends EventEmitter {
+    private wsManager;
+    private subscriptions;
+    private priceCache;
+    private bookCache;
+    private initialized;
+    private config;
+    constructor(config?: WebSocketManagerConfig);
+    /**
+     * Initialize the WebSocket manager (lazy initialization)
+     *
+     * @deprecated This class uses the third-party @nevuamarkets/poly-websockets package.
+     * Please migrate to RealtimeServiceV2 which uses the official @polymarket/real-time-data-client.
+     */
+    private ensureInitialized;
+    /**
+     * Subscribe to asset price updates
+     */
+    subscribe(assetIds: string[]): Promise<void>;
+    /**
+     * Unsubscribe from asset price updates
+     */
+    unsubscribe(assetIds: string[]): Promise<void>;
+    /**
+     * Unsubscribe from all assets and cleanup
+     */
+    unsubscribeAll(): Promise<void>;
+    /**
+     * Get cached price for an asset
+     */
+    getPrice(assetId: string): PriceUpdate | undefined;
+    /**
+     * Get all cached prices
+     */
+    getAllPrices(): Map<string, PriceUpdate>;
+    /**
+     * Get cached order book for an asset
+     */
+    getBook(assetId: string): BookUpdate | undefined;
+    /**
+     * Get subscribed asset IDs
+     */
+    getSubscribedAssets(): string[];
+    /**
+     * Get connection statistics
+     */
+    getStatistics(): {
+        groups: number;
+        subscriptions: number;
+    } | null;
+    /**
+     * Check if initialized
+     */
+    isInitialized(): boolean;
+    private handlePriceUpdate;
+    private handleBookUpdate;
+    private handleLastTradePrice;
+    private handleOpen;
+    private handleClose;
+    private handleError;
+}
+//# sourceMappingURL=websocket-manager.d.ts.map

package/dist/clients/websocket-manager.d.ts.map

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