@catalyst-team/poly-sdk 0.2.0 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +1 -1
- package/README.md +548 -813
- package/README.zh-CN.md +805 -0
- package/dist/__tests__/clob-api.test.d.ts +5 -0
- package/dist/__tests__/clob-api.test.d.ts.map +1 -0
- package/dist/__tests__/clob-api.test.js +240 -0
- package/dist/__tests__/clob-api.test.js.map +1 -0
- package/dist/__tests__/integration/arbitrage-service.integration.test.d.ts +12 -0
- package/dist/__tests__/integration/arbitrage-service.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/arbitrage-service.integration.test.js +267 -0
- package/dist/__tests__/integration/arbitrage-service.integration.test.js.map +1 -0
- package/dist/__tests__/integration/bridge-client.integration.test.d.ts +11 -0
- package/dist/__tests__/integration/bridge-client.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/bridge-client.integration.test.js +260 -0
- package/dist/__tests__/integration/bridge-client.integration.test.js.map +1 -0
- package/dist/__tests__/integration/clob-api.integration.test.d.ts +13 -0
- package/dist/__tests__/integration/clob-api.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/clob-api.integration.test.js +170 -0
- package/dist/__tests__/integration/clob-api.integration.test.js.map +1 -0
- package/dist/__tests__/integration/ctf-client.integration.test.d.ts +17 -0
- package/dist/__tests__/integration/ctf-client.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/ctf-client.integration.test.js +234 -0
- package/dist/__tests__/integration/ctf-client.integration.test.js.map +1 -0
- package/dist/__tests__/integration/data-api.integration.test.d.ts +9 -0
- package/dist/__tests__/integration/data-api.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/data-api.integration.test.js +164 -0
- package/dist/__tests__/integration/data-api.integration.test.js.map +1 -0
- package/dist/__tests__/integration/gamma-api.integration.test.d.ts +9 -0
- package/dist/__tests__/integration/gamma-api.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/gamma-api.integration.test.js +170 -0
- package/dist/__tests__/integration/gamma-api.integration.test.js.map +1 -0
- package/dist/__tests__/integration/market-service.integration.test.d.ts +10 -0
- package/dist/__tests__/integration/market-service.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/market-service.integration.test.js +173 -0
- package/dist/__tests__/integration/market-service.integration.test.js.map +1 -0
- package/dist/__tests__/integration/realtime-service-v2.integration.test.d.ts +10 -0
- package/dist/__tests__/integration/realtime-service-v2.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/realtime-service-v2.integration.test.js +307 -0
- package/dist/__tests__/integration/realtime-service-v2.integration.test.js.map +1 -0
- package/dist/__tests__/integration/trading-service.integration.test.d.ts +10 -0
- package/dist/__tests__/integration/trading-service.integration.test.d.ts.map +1 -0
- package/dist/__tests__/integration/trading-service.integration.test.js +58 -0
- package/dist/__tests__/integration/trading-service.integration.test.js.map +1 -0
- package/dist/__tests__/test-utils.d.ts +92 -0
- package/dist/__tests__/test-utils.d.ts.map +1 -0
- package/dist/__tests__/test-utils.js +143 -0
- package/dist/__tests__/test-utils.js.map +1 -0
- package/dist/clients/bridge-client.d.ts +388 -0
- package/dist/clients/bridge-client.d.ts.map +1 -0
- package/dist/clients/bridge-client.js +587 -0
- package/dist/clients/bridge-client.js.map +1 -0
- package/dist/clients/clob-api.d.ts +391 -0
- package/dist/clients/clob-api.d.ts.map +1 -0
- package/dist/clients/clob-api.js +448 -0
- package/dist/clients/clob-api.js.map +1 -0
- package/dist/clients/ctf-client.d.ts +473 -0
- package/dist/clients/ctf-client.d.ts.map +1 -0
- package/dist/clients/ctf-client.js +915 -0
- package/dist/clients/ctf-client.js.map +1 -0
- package/dist/clients/data-api.d.ts +439 -0
- package/dist/clients/data-api.d.ts.map +1 -0
- package/dist/clients/data-api.js +592 -0
- package/dist/clients/data-api.js.map +1 -0
- package/dist/clients/gamma-api.d.ts +401 -0
- package/dist/clients/gamma-api.d.ts.map +1 -0
- package/dist/clients/gamma-api.js +352 -0
- package/dist/clients/gamma-api.js.map +1 -0
- package/dist/clients/subgraph.d.ts +196 -0
- package/dist/clients/subgraph.d.ts.map +1 -0
- package/dist/clients/subgraph.js +332 -0
- package/dist/clients/subgraph.js.map +1 -0
- package/dist/clients/trading-client.d.ts +252 -0
- package/dist/clients/trading-client.d.ts.map +1 -0
- package/dist/clients/trading-client.js +543 -0
- package/dist/clients/trading-client.js.map +1 -0
- package/dist/clients/websocket-manager.d.ts +103 -0
- package/dist/clients/websocket-manager.d.ts.map +1 -0
- package/dist/clients/websocket-manager.js +200 -0
- package/dist/clients/websocket-manager.js.map +1 -0
- package/dist/core/cache-adapter-bridge.d.ts +36 -0
- package/dist/core/cache-adapter-bridge.d.ts.map +1 -0
- package/dist/core/cache-adapter-bridge.js +81 -0
- package/dist/core/cache-adapter-bridge.js.map +1 -0
- package/dist/core/cache.d.ts +41 -0
- package/dist/core/cache.d.ts.map +1 -0
- package/dist/core/cache.js +72 -0
- package/dist/core/cache.js.map +1 -0
- package/dist/core/errors.d.ts +39 -0
- package/dist/core/errors.d.ts.map +1 -0
- package/dist/core/errors.js +86 -0
- package/dist/core/errors.js.map +1 -0
- package/dist/core/rate-limiter.d.ts +32 -0
- package/dist/core/rate-limiter.d.ts.map +1 -0
- package/dist/core/rate-limiter.js +75 -0
- package/dist/core/rate-limiter.js.map +1 -0
- package/dist/core/types.d.ts +402 -0
- package/dist/core/types.d.ts.map +1 -0
- package/dist/core/types.js +19 -0
- package/dist/core/types.js.map +1 -0
- package/dist/core/types.test.d.ts +7 -0
- package/dist/core/types.test.d.ts.map +1 -0
- package/dist/core/types.test.js +122 -0
- package/dist/core/types.test.js.map +1 -0
- package/dist/core/unified-cache.d.ts +63 -0
- package/dist/core/unified-cache.d.ts.map +1 -0
- package/dist/core/unified-cache.js +114 -0
- package/dist/core/unified-cache.js.map +1 -0
- package/dist/index.d.ts +151 -0
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +248 -0
- package/dist/index.js.map +1 -0
- package/dist/services/arbitrage-service.d.ts +409 -0
- package/dist/services/arbitrage-service.d.ts.map +1 -0
- package/dist/services/arbitrage-service.js +1440 -0
- package/dist/services/arbitrage-service.js.map +1 -0
- package/dist/services/authorization-service.d.ts +97 -0
- package/dist/services/authorization-service.d.ts.map +1 -0
- package/dist/services/authorization-service.js +279 -0
- package/dist/services/authorization-service.js.map +1 -0
- package/dist/services/market-service.d.ts +208 -0
- package/dist/services/market-service.d.ts.map +1 -0
- package/dist/services/market-service.js +774 -0
- package/dist/services/market-service.js.map +1 -0
- package/dist/services/onchain-service.d.ts +309 -0
- package/dist/services/onchain-service.d.ts.map +1 -0
- package/dist/services/onchain-service.js +417 -0
- package/dist/services/onchain-service.js.map +1 -0
- package/dist/services/realtime-service-v2.d.ts +361 -0
- package/dist/services/realtime-service-v2.d.ts.map +1 -0
- package/dist/services/realtime-service-v2.js +840 -0
- package/dist/services/realtime-service-v2.js.map +1 -0
- package/dist/services/realtime-service.d.ts +82 -0
- package/dist/services/realtime-service.d.ts.map +1 -0
- package/dist/services/realtime-service.js +182 -0
- package/dist/services/realtime-service.js.map +1 -0
- package/dist/services/smart-money-service.d.ts +196 -0
- package/dist/services/smart-money-service.d.ts.map +1 -0
- package/dist/services/smart-money-service.js +358 -0
- package/dist/services/smart-money-service.js.map +1 -0
- package/dist/services/swap-service.d.ts +217 -0
- package/dist/services/swap-service.d.ts.map +1 -0
- package/dist/services/swap-service.js +695 -0
- package/dist/services/swap-service.js.map +1 -0
- package/dist/services/trading-service.d.ts +156 -0
- package/dist/services/trading-service.d.ts.map +1 -0
- package/dist/services/trading-service.js +356 -0
- package/dist/services/trading-service.js.map +1 -0
- package/dist/services/wallet-service.d.ts +275 -0
- package/dist/services/wallet-service.d.ts.map +1 -0
- package/dist/services/wallet-service.js +630 -0
- package/dist/services/wallet-service.js.map +1 -0
- package/dist/utils/price-utils.d.ts +153 -0
- package/dist/utils/price-utils.d.ts.map +1 -0
- package/dist/utils/price-utils.js +236 -0
- package/dist/utils/price-utils.js.map +1 -0
- package/dist/utils/price-utils.test.d.ts +5 -0
- package/dist/utils/price-utils.test.d.ts.map +1 -0
- package/dist/utils/price-utils.test.js +192 -0
- package/dist/utils/price-utils.test.js.map +1 -0
- package/package.json +10 -4
- package/README.en.md +0 -538
- package/docs/00-design.md +0 -760
- package/docs/02-API.md +0 -1148
- package/docs/arb/test-plan.md +0 -387
- package/docs/arb/test-results.md +0 -336
- package/docs/arbitrage.md +0 -754
- package/docs/reports/smart-money-analysis-2025-12-23-cn.md +0 -840
- package/examples/01-basic-usage.ts +0 -68
- package/examples/02-smart-money.ts +0 -95
- package/examples/03-market-analysis.ts +0 -108
- package/examples/04-kline-aggregation.ts +0 -158
- package/examples/05-follow-wallet-strategy.ts +0 -156
- package/examples/06-services-demo.ts +0 -124
- package/examples/07-realtime-websocket.ts +0 -117
- package/examples/08-trading-orders.ts +0 -278
- package/examples/09-rewards-tracking.ts +0 -187
- package/examples/10-ctf-operations.ts +0 -336
- package/examples/11-live-arbitrage-scan.ts +0 -221
- package/examples/12-trending-arb-monitor.ts +0 -406
- package/examples/13-arbitrage-service.ts +0 -211
- package/examples/README.md +0 -179
- package/scripts/README.md +0 -163
- package/scripts/approvals/approve-erc1155.ts +0 -129
- package/scripts/approvals/approve-neg-risk-erc1155.ts +0 -149
- package/scripts/approvals/approve-neg-risk.ts +0 -102
- package/scripts/approvals/check-all-allowances.ts +0 -150
- package/scripts/approvals/check-allowance.ts +0 -129
- package/scripts/approvals/check-ctf-approval.ts +0 -158
- package/scripts/arb/faze-bo3-arb.ts +0 -385
- package/scripts/arb/settle-position.ts +0 -190
- package/scripts/arb/token-rebalancer.ts +0 -420
- package/scripts/arb-tests/01-unit-tests.ts +0 -495
- package/scripts/arb-tests/02-integration-tests.ts +0 -412
- package/scripts/arb-tests/03-e2e-tests.ts +0 -503
- package/scripts/arb-tests/README.md +0 -109
- package/scripts/datas/001-report.md +0 -486
- package/scripts/datas/clone-modal-screenshot.png +0 -0
- package/scripts/deposit/deposit-native-usdc.ts +0 -179
- package/scripts/deposit/deposit-usdc.ts +0 -155
- package/scripts/deposit/swap-usdc-to-usdce.ts +0 -375
- package/scripts/research/research-markets.ts +0 -166
- package/scripts/trading/check-orders.ts +0 -50
- package/scripts/trading/sell-nvidia-positions.ts +0 -206
- package/scripts/trading/test-order.ts +0 -172
- package/scripts/verify/test-approve-trading.ts +0 -98
- package/scripts/verify/test-provider-fix.ts +0 -43
- package/scripts/verify/test-search-mcp.ts +0 -113
- package/scripts/verify/verify-all-apis.ts +0 -160
- package/scripts/wallet/check-wallet-balances.ts +0 -75
- package/scripts/wallet/test-wallet-operations.ts +0 -191
- package/scripts/wallet/verify-wallet-tools.ts +0 -124
- package/src/__tests__/clob-api.test.ts +0 -301
- package/src/__tests__/integration/bridge-client.integration.test.ts +0 -314
- package/src/__tests__/integration/clob-api.integration.test.ts +0 -218
- package/src/__tests__/integration/ctf-client.integration.test.ts +0 -331
- package/src/__tests__/integration/data-api.integration.test.ts +0 -194
- package/src/__tests__/integration/gamma-api.integration.test.ts +0 -206
- package/src/__tests__/test-utils.ts +0 -170
- package/src/clients/bridge-client.ts +0 -841
- package/src/clients/clob-api.ts +0 -629
- package/src/clients/ctf-client.ts +0 -1216
- package/src/clients/data-api.ts +0 -469
- package/src/clients/gamma-api.ts +0 -597
- package/src/clients/trading-client.ts +0 -749
- package/src/clients/websocket-manager.ts +0 -267
- package/src/core/cache-adapter-bridge.ts +0 -94
- package/src/core/cache.ts +0 -85
- package/src/core/errors.ts +0 -117
- package/src/core/rate-limiter.ts +0 -74
- package/src/core/types.ts +0 -360
- package/src/core/unified-cache.ts +0 -153
- package/src/index.ts +0 -461
- package/src/services/arbitrage-service.ts +0 -1807
- package/src/services/authorization-service.ts +0 -357
- package/src/services/market-service.ts +0 -544
- package/src/services/realtime-service.ts +0 -196
- package/src/services/swap-service.ts +0 -896
- package/src/services/wallet-service.ts +0 -259
- package/src/utils/price-utils.ts +0 -307
- package/tsconfig.json +0 -8
- package/vitest.config.ts +0 -19
- package/vitest.integration.config.ts +0 -18
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/**
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* RealtimeService V2
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*
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* Comprehensive real-time data service using official @polymarket/real-time-data-client.
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*
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* Supports ALL available topics:
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* - clob_market: price_change, agg_orderbook, last_trade_price, tick_size_change, market_created, market_resolved
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* - clob_user: order, trade (requires authentication)
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* - activity: trades, orders_matched
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* - crypto_prices: update (BTC, ETH, etc.)
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* - equity_prices: update (AAPL, etc.)
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* - comments: comment_created, comment_removed, reaction_created, reaction_removed
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* - rfq: request_*, quote_*
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*/
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import { EventEmitter } from 'events';
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import { RealTimeDataClient, ConnectionStatus, } from '@polymarket/real-time-data-client';
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// ============================================================================
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// RealtimeServiceV2 Implementation
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// ============================================================================
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export class RealtimeServiceV2 extends EventEmitter {
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client = null;
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config;
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subscriptions = new Map();
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subscriptionIdCounter = 0;
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connected = false;
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// Caches
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priceCache = new Map();
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bookCache = new Map();
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lastTradeCache = new Map();
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constructor(config = {}) {
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super();
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this.config = {
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autoReconnect: config.autoReconnect ?? true,
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pingInterval: config.pingInterval ?? 5000,
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debug: config.debug ?? false,
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};
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}
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// Connection Management
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/**
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*/
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connect() {
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return this;
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}
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this.client = new RealTimeDataClient({
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onConnect: this.handleConnect.bind(this),
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onMessage: this.handleMessage.bind(this),
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onStatusChange: this.handleStatusChange.bind(this),
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autoReconnect: this.config.autoReconnect,
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pingInterval: this.config.pingInterval,
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});
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this.client.connect();
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return this;
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}
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/**
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*/
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disconnect() {
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}
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}
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isConnected() {
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}
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// ============================================================================
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* @param handlers - Event handlers
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*/
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subscribeMarkets(tokenIds, handlers = {}) {
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const filterStr = JSON.stringify(tokenIds);
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// Subscribe to all market data types
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const subscriptions = [
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{ topic: 'clob_market', type: 'agg_orderbook', filters: filterStr },
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{ topic: 'clob_market', type: 'price_change', filters: filterStr },
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{ topic: 'clob_market', type: 'last_trade_price', filters: filterStr },
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{ topic: 'clob_market', type: 'tick_size_change', filters: filterStr },
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];
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this.sendSubscription({ subscriptions });
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// Register handlers
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const orderbookHandler = (book) => {
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if (tokenIds.includes(book.assetId)) {
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handlers.onOrderbook?.(book);
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}
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};
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const priceChangeHandler = (change) => {
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if (tokenIds.includes(change.assetId)) {
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handlers.onPriceChange?.(change);
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}
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};
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const lastTradeHandler = (trade) => {
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if (tokenIds.includes(trade.assetId)) {
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handlers.onLastTrade?.(trade);
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}
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};
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const tickSizeHandler = (change) => {
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if (tokenIds.includes(change.assetId)) {
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handlers.onTickSizeChange?.(change);
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}
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};
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this.on('orderbook', orderbookHandler);
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this.on('priceChange', priceChangeHandler);
|
|
118
|
+
this.on('lastTrade', lastTradeHandler);
|
|
119
|
+
this.on('tickSizeChange', tickSizeHandler);
|
|
120
|
+
const subscription = {
|
|
121
|
+
id: subId,
|
|
122
|
+
topic: 'clob_market',
|
|
123
|
+
type: '*',
|
|
124
|
+
tokenIds,
|
|
125
|
+
unsubscribe: () => {
|
|
126
|
+
this.off('orderbook', orderbookHandler);
|
|
127
|
+
this.off('priceChange', priceChangeHandler);
|
|
128
|
+
this.off('lastTrade', lastTradeHandler);
|
|
129
|
+
this.off('tickSizeChange', tickSizeHandler);
|
|
130
|
+
this.sendUnsubscription({ subscriptions });
|
|
131
|
+
this.subscriptions.delete(subId);
|
|
132
|
+
},
|
|
133
|
+
};
|
|
134
|
+
this.subscriptions.set(subId, subscription);
|
|
135
|
+
return subscription;
|
|
136
|
+
}
|
|
137
|
+
/**
|
|
138
|
+
* Subscribe to a single market (YES + NO tokens)
|
|
139
|
+
* Also emits derived price updates compatible with old API
|
|
140
|
+
*/
|
|
141
|
+
subscribeMarket(yesTokenId, noTokenId, handlers = {}) {
|
|
142
|
+
let lastYesUpdate;
|
|
143
|
+
let lastNoUpdate;
|
|
144
|
+
const checkPairUpdate = () => {
|
|
145
|
+
if (lastYesUpdate && lastNoUpdate && handlers.onPairUpdate) {
|
|
146
|
+
handlers.onPairUpdate({
|
|
147
|
+
yes: lastYesUpdate,
|
|
148
|
+
no: lastNoUpdate,
|
|
149
|
+
spread: lastYesUpdate.price + lastNoUpdate.price,
|
|
150
|
+
});
|
|
151
|
+
}
|
|
152
|
+
};
|
|
153
|
+
return this.subscribeMarkets([yesTokenId, noTokenId], {
|
|
154
|
+
onOrderbook: (book) => {
|
|
155
|
+
handlers.onOrderbook?.(book);
|
|
156
|
+
// Convert to BookUpdate for backward compatibility
|
|
157
|
+
if (handlers.onBookUpdate) {
|
|
158
|
+
const bookUpdate = {
|
|
159
|
+
assetId: book.assetId,
|
|
160
|
+
bids: book.bids,
|
|
161
|
+
asks: book.asks,
|
|
162
|
+
timestamp: book.timestamp,
|
|
163
|
+
};
|
|
164
|
+
handlers.onBookUpdate(bookUpdate);
|
|
165
|
+
}
|
|
166
|
+
// Calculate derived price (Polymarket display logic)
|
|
167
|
+
const priceUpdate = this.calculateDerivedPrice(book.assetId, book);
|
|
168
|
+
if (priceUpdate) {
|
|
169
|
+
this.priceCache.set(book.assetId, priceUpdate);
|
|
170
|
+
if (book.assetId === yesTokenId) {
|
|
171
|
+
lastYesUpdate = priceUpdate;
|
|
172
|
+
}
|
|
173
|
+
else if (book.assetId === noTokenId) {
|
|
174
|
+
lastNoUpdate = priceUpdate;
|
|
175
|
+
}
|
|
176
|
+
handlers.onPriceUpdate?.(priceUpdate);
|
|
177
|
+
this.emit('priceUpdate', priceUpdate);
|
|
178
|
+
checkPairUpdate();
|
|
179
|
+
}
|
|
180
|
+
},
|
|
181
|
+
onLastTrade: (trade) => {
|
|
182
|
+
handlers.onLastTrade?.(trade);
|
|
183
|
+
this.lastTradeCache.set(trade.assetId, trade);
|
|
184
|
+
// Recalculate derived price with new last trade
|
|
185
|
+
const book = this.bookCache.get(trade.assetId);
|
|
186
|
+
if (book) {
|
|
187
|
+
const priceUpdate = this.calculateDerivedPrice(trade.assetId, book);
|
|
188
|
+
if (priceUpdate) {
|
|
189
|
+
this.priceCache.set(trade.assetId, priceUpdate);
|
|
190
|
+
if (trade.assetId === yesTokenId) {
|
|
191
|
+
lastYesUpdate = priceUpdate;
|
|
192
|
+
}
|
|
193
|
+
else if (trade.assetId === noTokenId) {
|
|
194
|
+
lastNoUpdate = priceUpdate;
|
|
195
|
+
}
|
|
196
|
+
handlers.onPriceUpdate?.(priceUpdate);
|
|
197
|
+
this.emit('priceUpdate', priceUpdate);
|
|
198
|
+
checkPairUpdate();
|
|
199
|
+
}
|
|
200
|
+
}
|
|
201
|
+
},
|
|
202
|
+
onPriceChange: handlers.onPriceChange,
|
|
203
|
+
onTickSizeChange: handlers.onTickSizeChange,
|
|
204
|
+
onError: handlers.onError,
|
|
205
|
+
});
|
|
206
|
+
}
|
|
207
|
+
/**
|
|
208
|
+
* Subscribe to market lifecycle events (creation, resolution)
|
|
209
|
+
*/
|
|
210
|
+
subscribeMarketEvents(handlers) {
|
|
211
|
+
const subId = `market_event_${++this.subscriptionIdCounter}`;
|
|
212
|
+
const subscriptions = [
|
|
213
|
+
{ topic: 'clob_market', type: 'market_created' },
|
|
214
|
+
{ topic: 'clob_market', type: 'market_resolved' },
|
|
215
|
+
];
|
|
216
|
+
this.sendSubscription({ subscriptions });
|
|
217
|
+
const handler = (event) => handlers.onMarketEvent?.(event);
|
|
218
|
+
this.on('marketEvent', handler);
|
|
219
|
+
const subscription = {
|
|
220
|
+
id: subId,
|
|
221
|
+
topic: 'clob_market',
|
|
222
|
+
type: 'lifecycle',
|
|
223
|
+
unsubscribe: () => {
|
|
224
|
+
this.off('marketEvent', handler);
|
|
225
|
+
this.sendUnsubscription({ subscriptions });
|
|
226
|
+
this.subscriptions.delete(subId);
|
|
227
|
+
},
|
|
228
|
+
};
|
|
229
|
+
this.subscriptions.set(subId, subscription);
|
|
230
|
+
return subscription;
|
|
231
|
+
}
|
|
232
|
+
// ============================================================================
|
|
233
|
+
// User Data Subscriptions (clob_user) - Requires Authentication
|
|
234
|
+
// ============================================================================
|
|
235
|
+
/**
|
|
236
|
+
* Subscribe to user order and trade events
|
|
237
|
+
* @param credentials - CLOB API credentials
|
|
238
|
+
* @param handlers - Event handlers
|
|
239
|
+
*/
|
|
240
|
+
subscribeUserEvents(credentials, handlers = {}) {
|
|
241
|
+
const subId = `user_${++this.subscriptionIdCounter}`;
|
|
242
|
+
const subscriptions = [
|
|
243
|
+
{ topic: 'clob_user', type: '*', clob_auth: credentials },
|
|
244
|
+
];
|
|
245
|
+
this.sendSubscription({ subscriptions });
|
|
246
|
+
const orderHandler = (order) => handlers.onOrder?.(order);
|
|
247
|
+
const tradeHandler = (trade) => handlers.onTrade?.(trade);
|
|
248
|
+
this.on('userOrder', orderHandler);
|
|
249
|
+
this.on('userTrade', tradeHandler);
|
|
250
|
+
const subscription = {
|
|
251
|
+
id: subId,
|
|
252
|
+
topic: 'clob_user',
|
|
253
|
+
type: '*',
|
|
254
|
+
unsubscribe: () => {
|
|
255
|
+
this.off('userOrder', orderHandler);
|
|
256
|
+
this.off('userTrade', tradeHandler);
|
|
257
|
+
this.sendUnsubscription({ subscriptions });
|
|
258
|
+
this.subscriptions.delete(subId);
|
|
259
|
+
},
|
|
260
|
+
};
|
|
261
|
+
this.subscriptions.set(subId, subscription);
|
|
262
|
+
return subscription;
|
|
263
|
+
}
|
|
264
|
+
// ============================================================================
|
|
265
|
+
// Activity Subscriptions (trades, orders_matched)
|
|
266
|
+
// ============================================================================
|
|
267
|
+
/**
|
|
268
|
+
* Subscribe to trading activity for a market or event
|
|
269
|
+
* @param filter - Event or market slug (optional - if empty, subscribes to all activity)
|
|
270
|
+
* @param handlers - Event handlers
|
|
271
|
+
*/
|
|
272
|
+
subscribeActivity(filter = {}, handlers = {}) {
|
|
273
|
+
const subId = `activity_${++this.subscriptionIdCounter}`;
|
|
274
|
+
// Build filter object with snake_case keys (as expected by the server)
|
|
275
|
+
// Only include filters if we have actual filter values
|
|
276
|
+
const hasFilter = filter.eventSlug || filter.marketSlug;
|
|
277
|
+
const filterObj = {};
|
|
278
|
+
if (filter.eventSlug)
|
|
279
|
+
filterObj.event_slug = filter.eventSlug;
|
|
280
|
+
if (filter.marketSlug)
|
|
281
|
+
filterObj.market_slug = filter.marketSlug;
|
|
282
|
+
// Create subscription objects - only include filters field if we have filters
|
|
283
|
+
const subscriptions = hasFilter
|
|
284
|
+
? [
|
|
285
|
+
{ topic: 'activity', type: 'trades', filters: JSON.stringify(filterObj) },
|
|
286
|
+
{ topic: 'activity', type: 'orders_matched', filters: JSON.stringify(filterObj) },
|
|
287
|
+
]
|
|
288
|
+
: [
|
|
289
|
+
{ topic: 'activity', type: 'trades' },
|
|
290
|
+
{ topic: 'activity', type: 'orders_matched' },
|
|
291
|
+
];
|
|
292
|
+
this.sendSubscription({ subscriptions });
|
|
293
|
+
const handler = (trade) => handlers.onTrade?.(trade);
|
|
294
|
+
this.on('activityTrade', handler);
|
|
295
|
+
const subscription = {
|
|
296
|
+
id: subId,
|
|
297
|
+
topic: 'activity',
|
|
298
|
+
type: '*',
|
|
299
|
+
unsubscribe: () => {
|
|
300
|
+
this.off('activityTrade', handler);
|
|
301
|
+
this.sendUnsubscription({ subscriptions });
|
|
302
|
+
this.subscriptions.delete(subId);
|
|
303
|
+
},
|
|
304
|
+
};
|
|
305
|
+
this.subscriptions.set(subId, subscription);
|
|
306
|
+
return subscription;
|
|
307
|
+
}
|
|
308
|
+
/**
|
|
309
|
+
* Subscribe to ALL trading activity across all markets (no filtering)
|
|
310
|
+
* This is useful for Copy Trading - monitoring Smart Money across the platform
|
|
311
|
+
* @param handlers - Event handlers
|
|
312
|
+
*/
|
|
313
|
+
subscribeAllActivity(handlers = {}) {
|
|
314
|
+
return this.subscribeActivity({}, handlers);
|
|
315
|
+
}
|
|
316
|
+
// ============================================================================
|
|
317
|
+
// Crypto Price Subscriptions
|
|
318
|
+
// ============================================================================
|
|
319
|
+
/**
|
|
320
|
+
* Subscribe to crypto price updates
|
|
321
|
+
* @param symbols - Array of symbols (e.g., ['BTCUSDT', 'ETHUSDT'])
|
|
322
|
+
* @param handlers - Event handlers
|
|
323
|
+
*/
|
|
324
|
+
subscribeCryptoPrices(symbols, handlers = {}) {
|
|
325
|
+
const subId = `crypto_${++this.subscriptionIdCounter}`;
|
|
326
|
+
// Subscribe to each symbol
|
|
327
|
+
const subscriptions = symbols.map(symbol => ({
|
|
328
|
+
topic: 'crypto_prices',
|
|
329
|
+
type: 'update',
|
|
330
|
+
filters: JSON.stringify({ symbol }),
|
|
331
|
+
}));
|
|
332
|
+
this.sendSubscription({ subscriptions });
|
|
333
|
+
const handler = (price) => {
|
|
334
|
+
if (symbols.includes(price.symbol)) {
|
|
335
|
+
handlers.onPrice?.(price);
|
|
336
|
+
}
|
|
337
|
+
};
|
|
338
|
+
this.on('cryptoPrice', handler);
|
|
339
|
+
const subscription = {
|
|
340
|
+
id: subId,
|
|
341
|
+
topic: 'crypto_prices',
|
|
342
|
+
type: 'update',
|
|
343
|
+
unsubscribe: () => {
|
|
344
|
+
this.off('cryptoPrice', handler);
|
|
345
|
+
this.sendUnsubscription({ subscriptions });
|
|
346
|
+
this.subscriptions.delete(subId);
|
|
347
|
+
},
|
|
348
|
+
};
|
|
349
|
+
this.subscriptions.set(subId, subscription);
|
|
350
|
+
return subscription;
|
|
351
|
+
}
|
|
352
|
+
/**
|
|
353
|
+
* Subscribe to Chainlink crypto prices
|
|
354
|
+
* @param symbols - Array of symbols (e.g., ['ETH/USD', 'BTC/USD'])
|
|
355
|
+
*/
|
|
356
|
+
subscribeCryptoChainlinkPrices(symbols, handlers = {}) {
|
|
357
|
+
const subId = `crypto_chainlink_${++this.subscriptionIdCounter}`;
|
|
358
|
+
const subscriptions = symbols.map(symbol => ({
|
|
359
|
+
topic: 'crypto_prices_chainlink',
|
|
360
|
+
type: 'update',
|
|
361
|
+
filters: JSON.stringify({ symbol }),
|
|
362
|
+
}));
|
|
363
|
+
this.sendSubscription({ subscriptions });
|
|
364
|
+
const handler = (price) => {
|
|
365
|
+
if (symbols.includes(price.symbol)) {
|
|
366
|
+
handlers.onPrice?.(price);
|
|
367
|
+
}
|
|
368
|
+
};
|
|
369
|
+
this.on('cryptoChainlinkPrice', handler);
|
|
370
|
+
const subscription = {
|
|
371
|
+
id: subId,
|
|
372
|
+
topic: 'crypto_prices_chainlink',
|
|
373
|
+
type: 'update',
|
|
374
|
+
unsubscribe: () => {
|
|
375
|
+
this.off('cryptoChainlinkPrice', handler);
|
|
376
|
+
this.sendUnsubscription({ subscriptions });
|
|
377
|
+
this.subscriptions.delete(subId);
|
|
378
|
+
},
|
|
379
|
+
};
|
|
380
|
+
this.subscriptions.set(subId, subscription);
|
|
381
|
+
return subscription;
|
|
382
|
+
}
|
|
383
|
+
// ============================================================================
|
|
384
|
+
// Equity Price Subscriptions
|
|
385
|
+
// ============================================================================
|
|
386
|
+
/**
|
|
387
|
+
* Subscribe to equity price updates
|
|
388
|
+
* @param symbols - Array of symbols (e.g., ['AAPL', 'GOOGL'])
|
|
389
|
+
* @param handlers - Event handlers
|
|
390
|
+
*/
|
|
391
|
+
subscribeEquityPrices(symbols, handlers = {}) {
|
|
392
|
+
const subId = `equity_${++this.subscriptionIdCounter}`;
|
|
393
|
+
const subscriptions = symbols.map(symbol => ({
|
|
394
|
+
topic: 'equity_prices',
|
|
395
|
+
type: 'update',
|
|
396
|
+
filters: JSON.stringify({ symbol }),
|
|
397
|
+
}));
|
|
398
|
+
this.sendSubscription({ subscriptions });
|
|
399
|
+
const handler = (price) => {
|
|
400
|
+
if (symbols.includes(price.symbol)) {
|
|
401
|
+
handlers.onPrice?.(price);
|
|
402
|
+
}
|
|
403
|
+
};
|
|
404
|
+
this.on('equityPrice', handler);
|
|
405
|
+
const subscription = {
|
|
406
|
+
id: subId,
|
|
407
|
+
topic: 'equity_prices',
|
|
408
|
+
type: 'update',
|
|
409
|
+
unsubscribe: () => {
|
|
410
|
+
this.off('equityPrice', handler);
|
|
411
|
+
this.sendUnsubscription({ subscriptions });
|
|
412
|
+
this.subscriptions.delete(subId);
|
|
413
|
+
},
|
|
414
|
+
};
|
|
415
|
+
this.subscriptions.set(subId, subscription);
|
|
416
|
+
return subscription;
|
|
417
|
+
}
|
|
418
|
+
// ============================================================================
|
|
419
|
+
// Comments Subscriptions
|
|
420
|
+
// ============================================================================
|
|
421
|
+
/**
|
|
422
|
+
* Subscribe to comment and reaction events
|
|
423
|
+
*/
|
|
424
|
+
subscribeComments(filter, handlers = {}) {
|
|
425
|
+
const subId = `comments_${++this.subscriptionIdCounter}`;
|
|
426
|
+
const filterStr = JSON.stringify({
|
|
427
|
+
parentEntityID: filter.parentEntityId,
|
|
428
|
+
parentEntityType: filter.parentEntityType,
|
|
429
|
+
});
|
|
430
|
+
const subscriptions = [
|
|
431
|
+
{ topic: 'comments', type: 'comment_created', filters: filterStr },
|
|
432
|
+
{ topic: 'comments', type: 'comment_removed', filters: filterStr },
|
|
433
|
+
{ topic: 'comments', type: 'reaction_created', filters: filterStr },
|
|
434
|
+
{ topic: 'comments', type: 'reaction_removed', filters: filterStr },
|
|
435
|
+
];
|
|
436
|
+
this.sendSubscription({ subscriptions });
|
|
437
|
+
const commentHandler = (comment) => handlers.onComment?.(comment);
|
|
438
|
+
const reactionHandler = (reaction) => handlers.onReaction?.(reaction);
|
|
439
|
+
this.on('comment', commentHandler);
|
|
440
|
+
this.on('reaction', reactionHandler);
|
|
441
|
+
const subscription = {
|
|
442
|
+
id: subId,
|
|
443
|
+
topic: 'comments',
|
|
444
|
+
type: '*',
|
|
445
|
+
unsubscribe: () => {
|
|
446
|
+
this.off('comment', commentHandler);
|
|
447
|
+
this.off('reaction', reactionHandler);
|
|
448
|
+
this.sendUnsubscription({ subscriptions });
|
|
449
|
+
this.subscriptions.delete(subId);
|
|
450
|
+
},
|
|
451
|
+
};
|
|
452
|
+
this.subscriptions.set(subId, subscription);
|
|
453
|
+
return subscription;
|
|
454
|
+
}
|
|
455
|
+
// ============================================================================
|
|
456
|
+
// RFQ Subscriptions
|
|
457
|
+
// ============================================================================
|
|
458
|
+
/**
|
|
459
|
+
* Subscribe to RFQ (Request for Quote) events
|
|
460
|
+
*/
|
|
461
|
+
subscribeRFQ(handlers = {}) {
|
|
462
|
+
const subId = `rfq_${++this.subscriptionIdCounter}`;
|
|
463
|
+
const subscriptions = [
|
|
464
|
+
{ topic: 'rfq', type: 'request_created' },
|
|
465
|
+
{ topic: 'rfq', type: 'request_edited' },
|
|
466
|
+
{ topic: 'rfq', type: 'request_canceled' },
|
|
467
|
+
{ topic: 'rfq', type: 'request_expired' },
|
|
468
|
+
{ topic: 'rfq', type: 'quote_created' },
|
|
469
|
+
{ topic: 'rfq', type: 'quote_edited' },
|
|
470
|
+
{ topic: 'rfq', type: 'quote_canceled' },
|
|
471
|
+
{ topic: 'rfq', type: 'quote_expired' },
|
|
472
|
+
];
|
|
473
|
+
this.sendSubscription({ subscriptions });
|
|
474
|
+
const requestHandler = (request) => handlers.onRequest?.(request);
|
|
475
|
+
const quoteHandler = (quote) => handlers.onQuote?.(quote);
|
|
476
|
+
this.on('rfqRequest', requestHandler);
|
|
477
|
+
this.on('rfqQuote', quoteHandler);
|
|
478
|
+
const subscription = {
|
|
479
|
+
id: subId,
|
|
480
|
+
topic: 'rfq',
|
|
481
|
+
type: '*',
|
|
482
|
+
unsubscribe: () => {
|
|
483
|
+
this.off('rfqRequest', requestHandler);
|
|
484
|
+
this.off('rfqQuote', quoteHandler);
|
|
485
|
+
this.sendUnsubscription({ subscriptions });
|
|
486
|
+
this.subscriptions.delete(subId);
|
|
487
|
+
},
|
|
488
|
+
};
|
|
489
|
+
this.subscriptions.set(subId, subscription);
|
|
490
|
+
return subscription;
|
|
491
|
+
}
|
|
492
|
+
// ============================================================================
|
|
493
|
+
// Cache Access
|
|
494
|
+
// ============================================================================
|
|
495
|
+
/**
|
|
496
|
+
* Get cached derived price for an asset
|
|
497
|
+
*/
|
|
498
|
+
getPrice(assetId) {
|
|
499
|
+
return this.priceCache.get(assetId);
|
|
500
|
+
}
|
|
501
|
+
/**
|
|
502
|
+
* Get all cached prices
|
|
503
|
+
*/
|
|
504
|
+
getAllPrices() {
|
|
505
|
+
return new Map(this.priceCache);
|
|
506
|
+
}
|
|
507
|
+
/**
|
|
508
|
+
* Get cached orderbook for an asset
|
|
509
|
+
*/
|
|
510
|
+
getBook(assetId) {
|
|
511
|
+
return this.bookCache.get(assetId);
|
|
512
|
+
}
|
|
513
|
+
/**
|
|
514
|
+
* Get cached last trade for an asset
|
|
515
|
+
*/
|
|
516
|
+
getLastTrade(assetId) {
|
|
517
|
+
return this.lastTradeCache.get(assetId);
|
|
518
|
+
}
|
|
519
|
+
// ============================================================================
|
|
520
|
+
// Subscription Management
|
|
521
|
+
// ============================================================================
|
|
522
|
+
/**
|
|
523
|
+
* Get all active subscriptions
|
|
524
|
+
*/
|
|
525
|
+
getActiveSubscriptions() {
|
|
526
|
+
return Array.from(this.subscriptions.values());
|
|
527
|
+
}
|
|
528
|
+
/**
|
|
529
|
+
* Unsubscribe from all
|
|
530
|
+
*/
|
|
531
|
+
unsubscribeAll() {
|
|
532
|
+
for (const sub of this.subscriptions.values()) {
|
|
533
|
+
sub.unsubscribe();
|
|
534
|
+
}
|
|
535
|
+
this.subscriptions.clear();
|
|
536
|
+
}
|
|
537
|
+
// ============================================================================
|
|
538
|
+
// Private Methods
|
|
539
|
+
// ============================================================================
|
|
540
|
+
handleConnect(client) {
|
|
541
|
+
this.connected = true;
|
|
542
|
+
this.log('Connected to WebSocket server');
|
|
543
|
+
this.emit('connected');
|
|
544
|
+
}
|
|
545
|
+
handleStatusChange(status) {
|
|
546
|
+
this.log(`Connection status: ${status}`);
|
|
547
|
+
if (status === ConnectionStatus.DISCONNECTED) {
|
|
548
|
+
this.connected = false;
|
|
549
|
+
this.emit('disconnected');
|
|
550
|
+
}
|
|
551
|
+
else if (status === ConnectionStatus.CONNECTED) {
|
|
552
|
+
this.connected = true;
|
|
553
|
+
}
|
|
554
|
+
this.emit('statusChange', status);
|
|
555
|
+
}
|
|
556
|
+
handleMessage(client, message) {
|
|
557
|
+
this.log(`Received: ${message.topic}:${message.type}`);
|
|
558
|
+
const payload = message.payload;
|
|
559
|
+
switch (message.topic) {
|
|
560
|
+
case 'clob_market':
|
|
561
|
+
this.handleMarketMessage(message.type, payload, message.timestamp);
|
|
562
|
+
break;
|
|
563
|
+
case 'clob_user':
|
|
564
|
+
this.handleUserMessage(message.type, payload, message.timestamp);
|
|
565
|
+
break;
|
|
566
|
+
case 'activity':
|
|
567
|
+
this.handleActivityMessage(message.type, payload, message.timestamp);
|
|
568
|
+
break;
|
|
569
|
+
case 'crypto_prices':
|
|
570
|
+
this.handleCryptoPriceMessage(payload, message.timestamp);
|
|
571
|
+
break;
|
|
572
|
+
case 'crypto_prices_chainlink':
|
|
573
|
+
this.handleCryptoChainlinkPriceMessage(payload, message.timestamp);
|
|
574
|
+
break;
|
|
575
|
+
case 'equity_prices':
|
|
576
|
+
this.handleEquityPriceMessage(payload, message.timestamp);
|
|
577
|
+
break;
|
|
578
|
+
case 'comments':
|
|
579
|
+
this.handleCommentMessage(message.type, payload, message.timestamp);
|
|
580
|
+
break;
|
|
581
|
+
case 'rfq':
|
|
582
|
+
this.handleRFQMessage(message.type, payload, message.timestamp);
|
|
583
|
+
break;
|
|
584
|
+
default:
|
|
585
|
+
this.log(`Unknown topic: ${message.topic}`);
|
|
586
|
+
}
|
|
587
|
+
}
|
|
588
|
+
handleMarketMessage(type, payload, timestamp) {
|
|
589
|
+
switch (type) {
|
|
590
|
+
case 'agg_orderbook': {
|
|
591
|
+
const book = this.parseOrderbook(payload, timestamp);
|
|
592
|
+
this.bookCache.set(book.assetId, book);
|
|
593
|
+
this.emit('orderbook', book);
|
|
594
|
+
break;
|
|
595
|
+
}
|
|
596
|
+
case 'price_change': {
|
|
597
|
+
const change = this.parsePriceChange(payload, timestamp);
|
|
598
|
+
this.emit('priceChange', change);
|
|
599
|
+
break;
|
|
600
|
+
}
|
|
601
|
+
case 'last_trade_price': {
|
|
602
|
+
const trade = this.parseLastTrade(payload, timestamp);
|
|
603
|
+
this.lastTradeCache.set(trade.assetId, trade);
|
|
604
|
+
this.emit('lastTrade', trade);
|
|
605
|
+
break;
|
|
606
|
+
}
|
|
607
|
+
case 'tick_size_change': {
|
|
608
|
+
const change = this.parseTickSizeChange(payload, timestamp);
|
|
609
|
+
this.emit('tickSizeChange', change);
|
|
610
|
+
break;
|
|
611
|
+
}
|
|
612
|
+
case 'market_created':
|
|
613
|
+
case 'market_resolved': {
|
|
614
|
+
const event = {
|
|
615
|
+
conditionId: payload.condition_id || '',
|
|
616
|
+
type: type === 'market_created' ? 'created' : 'resolved',
|
|
617
|
+
data: payload,
|
|
618
|
+
timestamp,
|
|
619
|
+
};
|
|
620
|
+
this.emit('marketEvent', event);
|
|
621
|
+
break;
|
|
622
|
+
}
|
|
623
|
+
}
|
|
624
|
+
}
|
|
625
|
+
handleUserMessage(type, payload, timestamp) {
|
|
626
|
+
if (type === 'order') {
|
|
627
|
+
const order = {
|
|
628
|
+
orderId: payload.order_id || '',
|
|
629
|
+
market: payload.market || '',
|
|
630
|
+
asset: payload.asset || '',
|
|
631
|
+
side: payload.side,
|
|
632
|
+
price: Number(payload.price) || 0,
|
|
633
|
+
originalSize: Number(payload.original_size) || 0,
|
|
634
|
+
matchedSize: Number(payload.matched_size) || 0,
|
|
635
|
+
eventType: payload.event_type,
|
|
636
|
+
timestamp,
|
|
637
|
+
};
|
|
638
|
+
this.emit('userOrder', order);
|
|
639
|
+
}
|
|
640
|
+
else if (type === 'trade') {
|
|
641
|
+
const trade = {
|
|
642
|
+
tradeId: payload.trade_id || '',
|
|
643
|
+
market: payload.market || '',
|
|
644
|
+
outcome: payload.outcome || '',
|
|
645
|
+
price: Number(payload.price) || 0,
|
|
646
|
+
size: Number(payload.size) || 0,
|
|
647
|
+
side: payload.side,
|
|
648
|
+
status: payload.status,
|
|
649
|
+
timestamp,
|
|
650
|
+
transactionHash: payload.transaction_hash,
|
|
651
|
+
};
|
|
652
|
+
this.emit('userTrade', trade);
|
|
653
|
+
}
|
|
654
|
+
}
|
|
655
|
+
handleActivityMessage(type, payload, timestamp) {
|
|
656
|
+
const trade = {
|
|
657
|
+
asset: payload.asset || '',
|
|
658
|
+
conditionId: payload.conditionId || '',
|
|
659
|
+
eventSlug: payload.eventSlug || '',
|
|
660
|
+
marketSlug: payload.slug || '',
|
|
661
|
+
outcome: payload.outcome || '',
|
|
662
|
+
price: Number(payload.price) || 0,
|
|
663
|
+
side: payload.side,
|
|
664
|
+
size: Number(payload.size) || 0,
|
|
665
|
+
timestamp: Number(payload.timestamp) || timestamp,
|
|
666
|
+
transactionHash: payload.transactionHash || '',
|
|
667
|
+
trader: {
|
|
668
|
+
name: payload.name,
|
|
669
|
+
address: payload.proxyWallet,
|
|
670
|
+
},
|
|
671
|
+
};
|
|
672
|
+
this.emit('activityTrade', trade);
|
|
673
|
+
}
|
|
674
|
+
handleCryptoPriceMessage(payload, timestamp) {
|
|
675
|
+
const price = {
|
|
676
|
+
symbol: payload.symbol || '',
|
|
677
|
+
price: Number(payload.value) || 0,
|
|
678
|
+
timestamp: Number(payload.timestamp) || timestamp,
|
|
679
|
+
};
|
|
680
|
+
this.emit('cryptoPrice', price);
|
|
681
|
+
}
|
|
682
|
+
handleCryptoChainlinkPriceMessage(payload, timestamp) {
|
|
683
|
+
const price = {
|
|
684
|
+
symbol: payload.symbol || '',
|
|
685
|
+
price: Number(payload.value) || 0,
|
|
686
|
+
timestamp: Number(payload.timestamp) || timestamp,
|
|
687
|
+
};
|
|
688
|
+
this.emit('cryptoChainlinkPrice', price);
|
|
689
|
+
}
|
|
690
|
+
handleEquityPriceMessage(payload, timestamp) {
|
|
691
|
+
const price = {
|
|
692
|
+
symbol: payload.symbol || '',
|
|
693
|
+
price: Number(payload.value) || 0,
|
|
694
|
+
timestamp: Number(payload.timestamp) || timestamp,
|
|
695
|
+
};
|
|
696
|
+
this.emit('equityPrice', price);
|
|
697
|
+
}
|
|
698
|
+
handleCommentMessage(type, payload, timestamp) {
|
|
699
|
+
if (type.includes('comment')) {
|
|
700
|
+
const comment = {
|
|
701
|
+
id: payload.id || '',
|
|
702
|
+
parentEntityId: payload.parentEntityID || 0,
|
|
703
|
+
parentEntityType: payload.parentEntityType,
|
|
704
|
+
content: payload.content,
|
|
705
|
+
author: payload.author,
|
|
706
|
+
timestamp,
|
|
707
|
+
};
|
|
708
|
+
this.emit('comment', comment);
|
|
709
|
+
}
|
|
710
|
+
else if (type.includes('reaction')) {
|
|
711
|
+
const reaction = {
|
|
712
|
+
id: payload.id || '',
|
|
713
|
+
commentId: payload.commentId || '',
|
|
714
|
+
type: payload.type || '',
|
|
715
|
+
author: payload.author,
|
|
716
|
+
timestamp,
|
|
717
|
+
};
|
|
718
|
+
this.emit('reaction', reaction);
|
|
719
|
+
}
|
|
720
|
+
}
|
|
721
|
+
handleRFQMessage(type, payload, timestamp) {
|
|
722
|
+
if (type.startsWith('request_')) {
|
|
723
|
+
const status = type.replace('request_', '');
|
|
724
|
+
const request = {
|
|
725
|
+
id: payload.id || '',
|
|
726
|
+
market: payload.market || '',
|
|
727
|
+
side: payload.side,
|
|
728
|
+
size: Number(payload.size) || 0,
|
|
729
|
+
status,
|
|
730
|
+
timestamp,
|
|
731
|
+
};
|
|
732
|
+
this.emit('rfqRequest', request);
|
|
733
|
+
}
|
|
734
|
+
else if (type.startsWith('quote_')) {
|
|
735
|
+
const status = type.replace('quote_', '');
|
|
736
|
+
const quote = {
|
|
737
|
+
id: payload.id || '',
|
|
738
|
+
requestId: payload.request_id || '',
|
|
739
|
+
price: Number(payload.price) || 0,
|
|
740
|
+
size: Number(payload.size) || 0,
|
|
741
|
+
status,
|
|
742
|
+
timestamp,
|
|
743
|
+
};
|
|
744
|
+
this.emit('rfqQuote', quote);
|
|
745
|
+
}
|
|
746
|
+
}
|
|
747
|
+
// Parsers
|
|
748
|
+
parseOrderbook(payload, timestamp) {
|
|
749
|
+
const bidsRaw = payload.bids || [];
|
|
750
|
+
const asksRaw = payload.asks || [];
|
|
751
|
+
// Sort bids descending, asks ascending
|
|
752
|
+
const bids = bidsRaw
|
|
753
|
+
.map(l => ({ price: parseFloat(l.price), size: parseFloat(l.size) }))
|
|
754
|
+
.sort((a, b) => b.price - a.price);
|
|
755
|
+
const asks = asksRaw
|
|
756
|
+
.map(l => ({ price: parseFloat(l.price), size: parseFloat(l.size) }))
|
|
757
|
+
.sort((a, b) => a.price - b.price);
|
|
758
|
+
const tokenId = payload.asset_id || '';
|
|
759
|
+
return {
|
|
760
|
+
tokenId,
|
|
761
|
+
assetId: tokenId, // Backward compatibility
|
|
762
|
+
market: payload.market || '',
|
|
763
|
+
bids,
|
|
764
|
+
asks,
|
|
765
|
+
timestamp: parseInt(payload.timestamp, 10) || timestamp,
|
|
766
|
+
tickSize: payload.tick_size || '0.01',
|
|
767
|
+
minOrderSize: payload.min_order_size || '1',
|
|
768
|
+
hash: payload.hash || '',
|
|
769
|
+
};
|
|
770
|
+
}
|
|
771
|
+
parsePriceChange(payload, timestamp) {
|
|
772
|
+
const changes = payload.price_changes || [];
|
|
773
|
+
return {
|
|
774
|
+
assetId: payload.asset_id || '',
|
|
775
|
+
changes,
|
|
776
|
+
timestamp,
|
|
777
|
+
};
|
|
778
|
+
}
|
|
779
|
+
parseLastTrade(payload, timestamp) {
|
|
780
|
+
return {
|
|
781
|
+
assetId: payload.asset_id || '',
|
|
782
|
+
price: parseFloat(payload.price) || 0,
|
|
783
|
+
side: payload.side || 'BUY',
|
|
784
|
+
size: parseFloat(payload.size) || 0,
|
|
785
|
+
timestamp: parseInt(payload.timestamp, 10) || timestamp,
|
|
786
|
+
};
|
|
787
|
+
}
|
|
788
|
+
parseTickSizeChange(payload, timestamp) {
|
|
789
|
+
return {
|
|
790
|
+
assetId: payload.asset_id || '',
|
|
791
|
+
oldTickSize: payload.old_tick_size || '',
|
|
792
|
+
newTickSize: payload.new_tick_size || '',
|
|
793
|
+
timestamp,
|
|
794
|
+
};
|
|
795
|
+
}
|
|
796
|
+
/**
|
|
797
|
+
* Calculate derived price using Polymarket's display logic:
|
|
798
|
+
* - If spread <= 0.10: use midpoint
|
|
799
|
+
* - If spread > 0.10: use last trade price
|
|
800
|
+
*/
|
|
801
|
+
calculateDerivedPrice(assetId, book) {
|
|
802
|
+
if (book.bids.length === 0 || book.asks.length === 0) {
|
|
803
|
+
return null;
|
|
804
|
+
}
|
|
805
|
+
const bestBid = book.bids[0].price;
|
|
806
|
+
const bestAsk = book.asks[0].price;
|
|
807
|
+
const spread = bestAsk - bestBid;
|
|
808
|
+
const midpoint = (bestBid + bestAsk) / 2;
|
|
809
|
+
const lastTrade = this.lastTradeCache.get(assetId);
|
|
810
|
+
const lastTradePrice = lastTrade?.price ?? midpoint;
|
|
811
|
+
// Polymarket display logic
|
|
812
|
+
const displayPrice = spread <= 0.10 ? midpoint : lastTradePrice;
|
|
813
|
+
return {
|
|
814
|
+
assetId,
|
|
815
|
+
price: displayPrice,
|
|
816
|
+
midpoint,
|
|
817
|
+
spread,
|
|
818
|
+
timestamp: book.timestamp,
|
|
819
|
+
};
|
|
820
|
+
}
|
|
821
|
+
sendSubscription(msg) {
|
|
822
|
+
if (this.client && this.connected) {
|
|
823
|
+
this.client.subscribe(msg);
|
|
824
|
+
}
|
|
825
|
+
else {
|
|
826
|
+
this.log('Cannot subscribe: not connected');
|
|
827
|
+
}
|
|
828
|
+
}
|
|
829
|
+
sendUnsubscription(msg) {
|
|
830
|
+
if (this.client && this.connected) {
|
|
831
|
+
this.client.unsubscribe(msg);
|
|
832
|
+
}
|
|
833
|
+
}
|
|
834
|
+
log(message) {
|
|
835
|
+
if (this.config.debug) {
|
|
836
|
+
console.log(`[RealtimeService] ${message}`);
|
|
837
|
+
}
|
|
838
|
+
}
|
|
839
|
+
}
|
|
840
|
+
//# sourceMappingURL=realtime-service-v2.js.map
|