@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.
Files changed (242) hide show
  1. package/LICENSE +1 -1
  2. package/README.md +548 -813
  3. package/README.zh-CN.md +805 -0
  4. package/dist/__tests__/clob-api.test.d.ts +5 -0
  5. package/dist/__tests__/clob-api.test.d.ts.map +1 -0
  6. package/dist/__tests__/clob-api.test.js +240 -0
  7. package/dist/__tests__/clob-api.test.js.map +1 -0
  8. package/dist/__tests__/integration/arbitrage-service.integration.test.d.ts +12 -0
  9. package/dist/__tests__/integration/arbitrage-service.integration.test.d.ts.map +1 -0
  10. package/dist/__tests__/integration/arbitrage-service.integration.test.js +267 -0
  11. package/dist/__tests__/integration/arbitrage-service.integration.test.js.map +1 -0
  12. package/dist/__tests__/integration/bridge-client.integration.test.d.ts +11 -0
  13. package/dist/__tests__/integration/bridge-client.integration.test.d.ts.map +1 -0
  14. package/dist/__tests__/integration/bridge-client.integration.test.js +260 -0
  15. package/dist/__tests__/integration/bridge-client.integration.test.js.map +1 -0
  16. package/dist/__tests__/integration/clob-api.integration.test.d.ts +13 -0
  17. package/dist/__tests__/integration/clob-api.integration.test.d.ts.map +1 -0
  18. package/dist/__tests__/integration/clob-api.integration.test.js +170 -0
  19. package/dist/__tests__/integration/clob-api.integration.test.js.map +1 -0
  20. package/dist/__tests__/integration/ctf-client.integration.test.d.ts +17 -0
  21. package/dist/__tests__/integration/ctf-client.integration.test.d.ts.map +1 -0
  22. package/dist/__tests__/integration/ctf-client.integration.test.js +234 -0
  23. package/dist/__tests__/integration/ctf-client.integration.test.js.map +1 -0
  24. package/dist/__tests__/integration/data-api.integration.test.d.ts +9 -0
  25. package/dist/__tests__/integration/data-api.integration.test.d.ts.map +1 -0
  26. package/dist/__tests__/integration/data-api.integration.test.js +164 -0
  27. package/dist/__tests__/integration/data-api.integration.test.js.map +1 -0
  28. package/dist/__tests__/integration/gamma-api.integration.test.d.ts +9 -0
  29. package/dist/__tests__/integration/gamma-api.integration.test.d.ts.map +1 -0
  30. package/dist/__tests__/integration/gamma-api.integration.test.js +170 -0
  31. package/dist/__tests__/integration/gamma-api.integration.test.js.map +1 -0
  32. package/dist/__tests__/integration/market-service.integration.test.d.ts +10 -0
  33. package/dist/__tests__/integration/market-service.integration.test.d.ts.map +1 -0
  34. package/dist/__tests__/integration/market-service.integration.test.js +173 -0
  35. package/dist/__tests__/integration/market-service.integration.test.js.map +1 -0
  36. package/dist/__tests__/integration/realtime-service-v2.integration.test.d.ts +10 -0
  37. package/dist/__tests__/integration/realtime-service-v2.integration.test.d.ts.map +1 -0
  38. package/dist/__tests__/integration/realtime-service-v2.integration.test.js +307 -0
  39. package/dist/__tests__/integration/realtime-service-v2.integration.test.js.map +1 -0
  40. package/dist/__tests__/integration/trading-service.integration.test.d.ts +10 -0
  41. package/dist/__tests__/integration/trading-service.integration.test.d.ts.map +1 -0
  42. package/dist/__tests__/integration/trading-service.integration.test.js +58 -0
  43. package/dist/__tests__/integration/trading-service.integration.test.js.map +1 -0
  44. package/dist/__tests__/test-utils.d.ts +92 -0
  45. package/dist/__tests__/test-utils.d.ts.map +1 -0
  46. package/dist/__tests__/test-utils.js +143 -0
  47. package/dist/__tests__/test-utils.js.map +1 -0
  48. package/dist/clients/bridge-client.d.ts +388 -0
  49. package/dist/clients/bridge-client.d.ts.map +1 -0
  50. package/dist/clients/bridge-client.js +587 -0
  51. package/dist/clients/bridge-client.js.map +1 -0
  52. package/dist/clients/clob-api.d.ts +391 -0
  53. package/dist/clients/clob-api.d.ts.map +1 -0
  54. package/dist/clients/clob-api.js +448 -0
  55. package/dist/clients/clob-api.js.map +1 -0
  56. package/dist/clients/ctf-client.d.ts +473 -0
  57. package/dist/clients/ctf-client.d.ts.map +1 -0
  58. package/dist/clients/ctf-client.js +915 -0
  59. package/dist/clients/ctf-client.js.map +1 -0
  60. package/dist/clients/data-api.d.ts +439 -0
  61. package/dist/clients/data-api.d.ts.map +1 -0
  62. package/dist/clients/data-api.js +592 -0
  63. package/dist/clients/data-api.js.map +1 -0
  64. package/dist/clients/gamma-api.d.ts +401 -0
  65. package/dist/clients/gamma-api.d.ts.map +1 -0
  66. package/dist/clients/gamma-api.js +352 -0
  67. package/dist/clients/gamma-api.js.map +1 -0
  68. package/dist/clients/subgraph.d.ts +196 -0
  69. package/dist/clients/subgraph.d.ts.map +1 -0
  70. package/dist/clients/subgraph.js +332 -0
  71. package/dist/clients/subgraph.js.map +1 -0
  72. package/dist/clients/trading-client.d.ts +252 -0
  73. package/dist/clients/trading-client.d.ts.map +1 -0
  74. package/dist/clients/trading-client.js +543 -0
  75. package/dist/clients/trading-client.js.map +1 -0
  76. package/dist/clients/websocket-manager.d.ts +103 -0
  77. package/dist/clients/websocket-manager.d.ts.map +1 -0
  78. package/dist/clients/websocket-manager.js +200 -0
  79. package/dist/clients/websocket-manager.js.map +1 -0
  80. package/dist/core/cache-adapter-bridge.d.ts +36 -0
  81. package/dist/core/cache-adapter-bridge.d.ts.map +1 -0
  82. package/dist/core/cache-adapter-bridge.js +81 -0
  83. package/dist/core/cache-adapter-bridge.js.map +1 -0
  84. package/dist/core/cache.d.ts +41 -0
  85. package/dist/core/cache.d.ts.map +1 -0
  86. package/dist/core/cache.js +72 -0
  87. package/dist/core/cache.js.map +1 -0
  88. package/dist/core/errors.d.ts +39 -0
  89. package/dist/core/errors.d.ts.map +1 -0
  90. package/dist/core/errors.js +86 -0
  91. package/dist/core/errors.js.map +1 -0
  92. package/dist/core/rate-limiter.d.ts +32 -0
  93. package/dist/core/rate-limiter.d.ts.map +1 -0
  94. package/dist/core/rate-limiter.js +75 -0
  95. package/dist/core/rate-limiter.js.map +1 -0
  96. package/dist/core/types.d.ts +402 -0
  97. package/dist/core/types.d.ts.map +1 -0
  98. package/dist/core/types.js +19 -0
  99. package/dist/core/types.js.map +1 -0
  100. package/dist/core/types.test.d.ts +7 -0
  101. package/dist/core/types.test.d.ts.map +1 -0
  102. package/dist/core/types.test.js +122 -0
  103. package/dist/core/types.test.js.map +1 -0
  104. package/dist/core/unified-cache.d.ts +63 -0
  105. package/dist/core/unified-cache.d.ts.map +1 -0
  106. package/dist/core/unified-cache.js +114 -0
  107. package/dist/core/unified-cache.js.map +1 -0
  108. package/dist/index.d.ts +151 -0
  109. package/dist/index.d.ts.map +1 -0
  110. package/dist/index.js +248 -0
  111. package/dist/index.js.map +1 -0
  112. package/dist/services/arbitrage-service.d.ts +409 -0
  113. package/dist/services/arbitrage-service.d.ts.map +1 -0
  114. package/dist/services/arbitrage-service.js +1440 -0
  115. package/dist/services/arbitrage-service.js.map +1 -0
  116. package/dist/services/authorization-service.d.ts +97 -0
  117. package/dist/services/authorization-service.d.ts.map +1 -0
  118. package/dist/services/authorization-service.js +279 -0
  119. package/dist/services/authorization-service.js.map +1 -0
  120. package/dist/services/market-service.d.ts +208 -0
  121. package/dist/services/market-service.d.ts.map +1 -0
  122. package/dist/services/market-service.js +774 -0
  123. package/dist/services/market-service.js.map +1 -0
  124. package/dist/services/onchain-service.d.ts +309 -0
  125. package/dist/services/onchain-service.d.ts.map +1 -0
  126. package/dist/services/onchain-service.js +417 -0
  127. package/dist/services/onchain-service.js.map +1 -0
  128. package/dist/services/realtime-service-v2.d.ts +361 -0
  129. package/dist/services/realtime-service-v2.d.ts.map +1 -0
  130. package/dist/services/realtime-service-v2.js +840 -0
  131. package/dist/services/realtime-service-v2.js.map +1 -0
  132. package/dist/services/realtime-service.d.ts +82 -0
  133. package/dist/services/realtime-service.d.ts.map +1 -0
  134. package/dist/services/realtime-service.js +182 -0
  135. package/dist/services/realtime-service.js.map +1 -0
  136. package/dist/services/smart-money-service.d.ts +196 -0
  137. package/dist/services/smart-money-service.d.ts.map +1 -0
  138. package/dist/services/smart-money-service.js +358 -0
  139. package/dist/services/smart-money-service.js.map +1 -0
  140. package/dist/services/swap-service.d.ts +217 -0
  141. package/dist/services/swap-service.d.ts.map +1 -0
  142. package/dist/services/swap-service.js +695 -0
  143. package/dist/services/swap-service.js.map +1 -0
  144. package/dist/services/trading-service.d.ts +156 -0
  145. package/dist/services/trading-service.d.ts.map +1 -0
  146. package/dist/services/trading-service.js +356 -0
  147. package/dist/services/trading-service.js.map +1 -0
  148. package/dist/services/wallet-service.d.ts +275 -0
  149. package/dist/services/wallet-service.d.ts.map +1 -0
  150. package/dist/services/wallet-service.js +630 -0
  151. package/dist/services/wallet-service.js.map +1 -0
  152. package/dist/utils/price-utils.d.ts +153 -0
  153. package/dist/utils/price-utils.d.ts.map +1 -0
  154. package/dist/utils/price-utils.js +236 -0
  155. package/dist/utils/price-utils.js.map +1 -0
  156. package/dist/utils/price-utils.test.d.ts +5 -0
  157. package/dist/utils/price-utils.test.d.ts.map +1 -0
  158. package/dist/utils/price-utils.test.js +192 -0
  159. package/dist/utils/price-utils.test.js.map +1 -0
  160. package/package.json +10 -4
  161. package/README.en.md +0 -538
  162. package/docs/00-design.md +0 -760
  163. package/docs/02-API.md +0 -1148
  164. package/docs/arb/test-plan.md +0 -387
  165. package/docs/arb/test-results.md +0 -336
  166. package/docs/arbitrage.md +0 -754
  167. package/docs/reports/smart-money-analysis-2025-12-23-cn.md +0 -840
  168. package/examples/01-basic-usage.ts +0 -68
  169. package/examples/02-smart-money.ts +0 -95
  170. package/examples/03-market-analysis.ts +0 -108
  171. package/examples/04-kline-aggregation.ts +0 -158
  172. package/examples/05-follow-wallet-strategy.ts +0 -156
  173. package/examples/06-services-demo.ts +0 -124
  174. package/examples/07-realtime-websocket.ts +0 -117
  175. package/examples/08-trading-orders.ts +0 -278
  176. package/examples/09-rewards-tracking.ts +0 -187
  177. package/examples/10-ctf-operations.ts +0 -336
  178. package/examples/11-live-arbitrage-scan.ts +0 -221
  179. package/examples/12-trending-arb-monitor.ts +0 -406
  180. package/examples/13-arbitrage-service.ts +0 -211
  181. package/examples/README.md +0 -179
  182. package/scripts/README.md +0 -163
  183. package/scripts/approvals/approve-erc1155.ts +0 -129
  184. package/scripts/approvals/approve-neg-risk-erc1155.ts +0 -149
  185. package/scripts/approvals/approve-neg-risk.ts +0 -102
  186. package/scripts/approvals/check-all-allowances.ts +0 -150
  187. package/scripts/approvals/check-allowance.ts +0 -129
  188. package/scripts/approvals/check-ctf-approval.ts +0 -158
  189. package/scripts/arb/faze-bo3-arb.ts +0 -385
  190. package/scripts/arb/settle-position.ts +0 -190
  191. package/scripts/arb/token-rebalancer.ts +0 -420
  192. package/scripts/arb-tests/01-unit-tests.ts +0 -495
  193. package/scripts/arb-tests/02-integration-tests.ts +0 -412
  194. package/scripts/arb-tests/03-e2e-tests.ts +0 -503
  195. package/scripts/arb-tests/README.md +0 -109
  196. package/scripts/datas/001-report.md +0 -486
  197. package/scripts/datas/clone-modal-screenshot.png +0 -0
  198. package/scripts/deposit/deposit-native-usdc.ts +0 -179
  199. package/scripts/deposit/deposit-usdc.ts +0 -155
  200. package/scripts/deposit/swap-usdc-to-usdce.ts +0 -375
  201. package/scripts/research/research-markets.ts +0 -166
  202. package/scripts/trading/check-orders.ts +0 -50
  203. package/scripts/trading/sell-nvidia-positions.ts +0 -206
  204. package/scripts/trading/test-order.ts +0 -172
  205. package/scripts/verify/test-approve-trading.ts +0 -98
  206. package/scripts/verify/test-provider-fix.ts +0 -43
  207. package/scripts/verify/test-search-mcp.ts +0 -113
  208. package/scripts/verify/verify-all-apis.ts +0 -160
  209. package/scripts/wallet/check-wallet-balances.ts +0 -75
  210. package/scripts/wallet/test-wallet-operations.ts +0 -191
  211. package/scripts/wallet/verify-wallet-tools.ts +0 -124
  212. package/src/__tests__/clob-api.test.ts +0 -301
  213. package/src/__tests__/integration/bridge-client.integration.test.ts +0 -314
  214. package/src/__tests__/integration/clob-api.integration.test.ts +0 -218
  215. package/src/__tests__/integration/ctf-client.integration.test.ts +0 -331
  216. package/src/__tests__/integration/data-api.integration.test.ts +0 -194
  217. package/src/__tests__/integration/gamma-api.integration.test.ts +0 -206
  218. package/src/__tests__/test-utils.ts +0 -170
  219. package/src/clients/bridge-client.ts +0 -841
  220. package/src/clients/clob-api.ts +0 -629
  221. package/src/clients/ctf-client.ts +0 -1216
  222. package/src/clients/data-api.ts +0 -469
  223. package/src/clients/gamma-api.ts +0 -597
  224. package/src/clients/trading-client.ts +0 -749
  225. package/src/clients/websocket-manager.ts +0 -267
  226. package/src/core/cache-adapter-bridge.ts +0 -94
  227. package/src/core/cache.ts +0 -85
  228. package/src/core/errors.ts +0 -117
  229. package/src/core/rate-limiter.ts +0 -74
  230. package/src/core/types.ts +0 -360
  231. package/src/core/unified-cache.ts +0 -153
  232. package/src/index.ts +0 -461
  233. package/src/services/arbitrage-service.ts +0 -1807
  234. package/src/services/authorization-service.ts +0 -357
  235. package/src/services/market-service.ts +0 -544
  236. package/src/services/realtime-service.ts +0 -196
  237. package/src/services/swap-service.ts +0 -896
  238. package/src/services/wallet-service.ts +0 -259
  239. package/src/utils/price-utils.ts +0 -307
  240. package/tsconfig.json +0 -8
  241. package/vitest.config.ts +0 -19
  242. package/vitest.integration.config.ts +0 -18
@@ -0,0 +1,358 @@
1
+ /**
2
+ * SmartMoneyService
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+ *
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+ * 聪明钱监控和自动跟单服务
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+ *
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+ * 核心功能:
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+ * 1. 监听指定地址的交易 - subscribeSmartMoneyTrades()
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+ * 2. 自动跟单 - startAutoCopyTrading()
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+ * 3. 聪明钱信息获取 - getSmartMoneyList(), getSmartMoneyInfo()
10
+ *
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+ * ============================================================================
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+ * 设计决策
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+ * ============================================================================
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+ *
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+ * ## 监控方式
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+ * 使用 Activity WebSocket,延迟 < 100ms,实测验证有效。
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+ *
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+ * ## 下单方式
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+ * | 方式 | 使用场景 | 特点 |
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+ * |------|---------|------|
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+ * | FOK | 小额跟单 | 全部成交或取消 |
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+ * | FAK | 大额跟单 | 部分成交也接受 |
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+ *
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+ * ## 重要限制
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+ * ⚠️ Activity WebSocket 不会广播用户自己的交易!
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+ * 验证跟单结果请使用 TradingService.getTrades()
27
+ */
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+ // ============================================================================
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+ // SmartMoneyService
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+ // ============================================================================
31
+ export class SmartMoneyService {
32
+ walletService;
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+ realtimeService;
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+ tradingService;
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+ config;
36
+ smartMoneyCache = new Map();
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+ smartMoneySet = new Set();
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+ cacheTimestamp = 0;
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+ activeSubscription = null;
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+ tradeHandlers = new Set();
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+ constructor(walletService, realtimeService, tradingService, config = {}) {
42
+ this.walletService = walletService;
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+ this.realtimeService = realtimeService;
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+ this.tradingService = tradingService;
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+ this.config = {
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+ minPnl: config.minPnl ?? 1000,
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+ cacheTtl: config.cacheTtl ?? 300000,
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+ };
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+ }
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+ // ============================================================================
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+ // Smart Money Info
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+ // ============================================================================
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+ /**
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+ * Get list of Smart Money wallets from leaderboard
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+ */
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+ async getSmartMoneyList(limit = 100) {
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+ if (this.isCacheValid()) {
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+ return Array.from(this.smartMoneyCache.values());
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+ }
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+ const leaderboardPage = await this.walletService.getLeaderboard(0, limit);
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+ const entries = leaderboardPage.entries;
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+ const smartMoneyList = [];
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+ for (let i = 0; i < entries.length; i++) {
64
+ const trader = entries[i];
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+ if (trader.pnl < this.config.minPnl)
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+ continue;
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+ const wallet = {
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+ address: trader.address.toLowerCase(),
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+ name: trader.userName,
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+ pnl: trader.pnl,
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+ volume: trader.volume,
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+ score: Math.min(100, Math.round((trader.pnl / 100000) * 50 + (trader.volume / 1000000) * 50)),
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+ rank: trader.rank ?? i + 1,
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+ };
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+ smartMoneyList.push(wallet);
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+ this.smartMoneyCache.set(wallet.address, wallet);
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+ this.smartMoneySet.add(wallet.address);
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+ }
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+ this.cacheTimestamp = Date.now();
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+ return smartMoneyList;
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+ }
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+ /**
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+ * Check if an address is Smart Money
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+ */
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+ async isSmartMoney(address) {
86
+ const normalized = address.toLowerCase();
87
+ if (this.isCacheValid()) {
88
+ return this.smartMoneySet.has(normalized);
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+ }
90
+ await this.getSmartMoneyList();
91
+ return this.smartMoneySet.has(normalized);
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+ }
93
+ /**
94
+ * Get Smart Money info for an address
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+ */
96
+ async getSmartMoneyInfo(address) {
97
+ const normalized = address.toLowerCase();
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+ if (this.isCacheValid() && this.smartMoneyCache.has(normalized)) {
99
+ return this.smartMoneyCache.get(normalized);
100
+ }
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+ await this.getSmartMoneyList();
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+ return this.smartMoneyCache.get(normalized) || null;
103
+ }
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+ // ============================================================================
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+ // Trade Subscription - 监听交易
106
+ // ============================================================================
107
+ /**
108
+ * Subscribe to trades from specific addresses
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+ *
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+ * @example
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+ * ```typescript
112
+ * const sub = smartMoneyService.subscribeSmartMoneyTrades(
113
+ * (trade) => {
114
+ * console.log(`${trade.traderName} ${trade.side} ${trade.size} @ ${trade.price}`);
115
+ * },
116
+ * { filterAddresses: ['0x1234...', '0x5678...'] }
117
+ * );
118
+ *
119
+ * // Stop listening
120
+ * sub.unsubscribe();
121
+ * ```
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+ */
123
+ subscribeSmartMoneyTrades(onTrade, options = {}) {
124
+ this.tradeHandlers.add(onTrade);
125
+ // Ensure cache is populated
126
+ this.getSmartMoneyList().catch(() => { });
127
+ // Start subscription if not active
128
+ if (!this.activeSubscription) {
129
+ this.activeSubscription = this.realtimeService.subscribeAllActivity({
130
+ onTrade: (activityTrade) => {
131
+ this.handleActivityTrade(activityTrade, options);
132
+ },
133
+ onError: (error) => {
134
+ console.error('[SmartMoneyService] Subscription error:', error);
135
+ },
136
+ });
137
+ }
138
+ return {
139
+ id: `smart_money_${Date.now()}`,
140
+ unsubscribe: () => {
141
+ this.tradeHandlers.delete(onTrade);
142
+ if (this.tradeHandlers.size === 0 && this.activeSubscription) {
143
+ this.activeSubscription.unsubscribe();
144
+ this.activeSubscription = null;
145
+ }
146
+ },
147
+ };
148
+ }
149
+ async handleActivityTrade(trade, options) {
150
+ const rawAddress = trade.trader?.address;
151
+ if (!rawAddress)
152
+ return;
153
+ const traderAddress = rawAddress.toLowerCase();
154
+ // Address filter
155
+ if (options.filterAddresses && options.filterAddresses.length > 0) {
156
+ const normalized = options.filterAddresses.map(a => a.toLowerCase());
157
+ if (!normalized.includes(traderAddress))
158
+ return;
159
+ }
160
+ // Size filter
161
+ if (options.minSize && trade.size < options.minSize)
162
+ return;
163
+ // Smart Money filter
164
+ const isSmartMoney = this.smartMoneySet.has(traderAddress);
165
+ if (options.smartMoneyOnly && !isSmartMoney)
166
+ return;
167
+ const smartMoneyTrade = {
168
+ traderAddress,
169
+ traderName: trade.trader?.name,
170
+ conditionId: trade.conditionId,
171
+ marketSlug: trade.marketSlug,
172
+ side: trade.side,
173
+ size: trade.size,
174
+ price: trade.price,
175
+ tokenId: trade.asset,
176
+ outcome: trade.outcome,
177
+ txHash: trade.transactionHash,
178
+ timestamp: trade.timestamp,
179
+ isSmartMoney,
180
+ smartMoneyInfo: this.smartMoneyCache.get(traderAddress),
181
+ };
182
+ for (const handler of this.tradeHandlers) {
183
+ try {
184
+ handler(smartMoneyTrade);
185
+ }
186
+ catch (error) {
187
+ console.error('[SmartMoneyService] Handler error:', error);
188
+ }
189
+ }
190
+ }
191
+ // ============================================================================
192
+ // Auto Copy Trading - 自动跟单
193
+ // ============================================================================
194
+ /**
195
+ * Start auto copy trading - 自动跟单
196
+ *
197
+ * @example
198
+ * ```typescript
199
+ * const sub = await smartMoneyService.startAutoCopyTrading({
200
+ * targetAddresses: ['0x1234...'],
201
+ * // 或者跟踪排行榜前N名
202
+ * topN: 10,
203
+ *
204
+ * sizeScale: 0.1, // 10%
205
+ * maxSizePerTrade: 50, // $50
206
+ * maxSlippage: 0.03, // 3%
207
+ * orderType: 'FOK',
208
+ *
209
+ * dryRun: true, // 测试模式
210
+ *
211
+ * onTrade: (trade, result) => console.log(result),
212
+ * });
213
+ *
214
+ * // 停止
215
+ * sub.stop();
216
+ * ```
217
+ */
218
+ async startAutoCopyTrading(options) {
219
+ const startTime = Date.now();
220
+ // Build target list
221
+ let targetAddresses = [];
222
+ if (options.targetAddresses?.length) {
223
+ targetAddresses = options.targetAddresses.map(a => a.toLowerCase());
224
+ }
225
+ if (options.topN && options.topN > 0) {
226
+ const smartMoneyList = await this.getSmartMoneyList(options.topN);
227
+ const topAddresses = smartMoneyList.map(w => w.address);
228
+ targetAddresses = [...new Set([...targetAddresses, ...topAddresses])];
229
+ }
230
+ if (targetAddresses.length === 0) {
231
+ throw new Error('No target addresses. Use targetAddresses or topN.');
232
+ }
233
+ // Stats
234
+ const stats = {
235
+ startTime,
236
+ tradesDetected: 0,
237
+ tradesExecuted: 0,
238
+ tradesSkipped: 0,
239
+ tradesFailed: 0,
240
+ totalUsdcSpent: 0,
241
+ };
242
+ // Config
243
+ const sizeScale = options.sizeScale ?? 0.1;
244
+ const maxSizePerTrade = options.maxSizePerTrade ?? 50;
245
+ const maxSlippage = options.maxSlippage ?? 0.03;
246
+ const orderType = options.orderType ?? 'FOK';
247
+ const minTradeSize = options.minTradeSize ?? 10;
248
+ const sideFilter = options.sideFilter;
249
+ const delay = options.delay ?? 0;
250
+ const dryRun = options.dryRun ?? false;
251
+ // Subscribe
252
+ const subscription = this.subscribeSmartMoneyTrades(async (trade) => {
253
+ stats.tradesDetected++;
254
+ try {
255
+ // Check target
256
+ if (!targetAddresses.includes(trade.traderAddress.toLowerCase())) {
257
+ return;
258
+ }
259
+ // Filters
260
+ const tradeValue = trade.size * trade.price;
261
+ if (tradeValue < minTradeSize) {
262
+ stats.tradesSkipped++;
263
+ return;
264
+ }
265
+ if (sideFilter && trade.side !== sideFilter) {
266
+ stats.tradesSkipped++;
267
+ return;
268
+ }
269
+ // Calculate size
270
+ let copySize = trade.size * sizeScale;
271
+ let copyValue = copySize * trade.price;
272
+ // Enforce max size
273
+ if (copyValue > maxSizePerTrade) {
274
+ copySize = maxSizePerTrade / trade.price;
275
+ copyValue = maxSizePerTrade;
276
+ }
277
+ // Polymarket minimum order is $1
278
+ const MIN_ORDER_SIZE = 1;
279
+ if (copyValue < MIN_ORDER_SIZE) {
280
+ stats.tradesSkipped++;
281
+ return;
282
+ }
283
+ // Delay
284
+ if (delay > 0) {
285
+ await new Promise(resolve => setTimeout(resolve, delay));
286
+ }
287
+ // Token
288
+ const tokenId = trade.tokenId;
289
+ if (!tokenId) {
290
+ stats.tradesSkipped++;
291
+ return;
292
+ }
293
+ // Price with slippage
294
+ const slippagePrice = trade.side === 'BUY'
295
+ ? trade.price * (1 + maxSlippage)
296
+ : trade.price * (1 - maxSlippage);
297
+ const usdcAmount = copyValue; // Already calculated above
298
+ // Execute
299
+ let result;
300
+ if (dryRun) {
301
+ result = { success: true, orderId: `dry_run_${Date.now()}` };
302
+ console.log('[DRY RUN]', {
303
+ trader: trade.traderAddress.slice(0, 10),
304
+ side: trade.side,
305
+ market: trade.marketSlug,
306
+ copy: { size: copySize.toFixed(2), usdc: usdcAmount.toFixed(2) },
307
+ });
308
+ }
309
+ else {
310
+ result = await this.tradingService.createMarketOrder({
311
+ tokenId,
312
+ side: trade.side,
313
+ amount: usdcAmount,
314
+ price: slippagePrice,
315
+ orderType,
316
+ });
317
+ }
318
+ if (result.success) {
319
+ stats.tradesExecuted++;
320
+ stats.totalUsdcSpent += usdcAmount;
321
+ }
322
+ else {
323
+ stats.tradesFailed++;
324
+ }
325
+ options.onTrade?.(trade, result);
326
+ }
327
+ catch (error) {
328
+ stats.tradesFailed++;
329
+ options.onError?.(error instanceof Error ? error : new Error(String(error)));
330
+ }
331
+ }, { filterAddresses: targetAddresses, minSize: minTradeSize });
332
+ return {
333
+ id: subscription.id,
334
+ targetAddresses,
335
+ startTime,
336
+ isActive: true,
337
+ stats,
338
+ stop: () => subscription.unsubscribe(),
339
+ getStats: () => ({ ...stats }),
340
+ };
341
+ }
342
+ // ============================================================================
343
+ // Utilities
344
+ // ============================================================================
345
+ isCacheValid() {
346
+ return Date.now() - this.cacheTimestamp < this.config.cacheTtl && this.smartMoneyCache.size > 0;
347
+ }
348
+ disconnect() {
349
+ if (this.activeSubscription) {
350
+ this.activeSubscription.unsubscribe();
351
+ this.activeSubscription = null;
352
+ }
353
+ this.tradeHandlers.clear();
354
+ this.smartMoneyCache.clear();
355
+ this.smartMoneySet.clear();
356
+ }
357
+ }
358
+ //# sourceMappingURL=smart-money-service.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,217 @@
1
+ /**
2
+ * Swap Service
3
+ *
4
+ * Provides DEX swap functionality on Polygon using QuickSwap V3.
5
+ * Supports swapping between various tokens including MATIC, WETH, USDC, USDC.e, USDT, DAI.
6
+ */
7
+ import { ethers } from 'ethers';
8
+ export declare const QUICKSWAP_ROUTER = "0xf5b509bB0909a69B1c207E495f687a596C168E12";
9
+ export declare const QUICKSWAP_QUOTER = "0xa15F0D7377B2A0C0c10db057f641beD21028FC89";
10
+ export declare const QUICKSWAP_FACTORY = "0x411b0fAcC3489691f28ad58c47006AF5E3Ab3A28";
11
+ export declare const WMATIC = "0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270";
12
+ /**
13
+ * Supported tokens on Polygon
14
+ *
15
+ * ⚠️ IMPORTANT: USDC vs USDC.e for Polymarket CTF
16
+ *
17
+ * | Token | Address | Polymarket CTF |
18
+ * |-------------|--------------------------------------------|-----------------
19
+ * | USDC_E | 0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174 | ✅ Required |
20
+ * | USDC/NATIVE | 0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359 | ❌ Not accepted|
21
+ *
22
+ * For Polymarket CTF operations (split/merge/redeem):
23
+ * - Use transferUsdcE() to send USDC.e
24
+ * - Use swap('USDC', 'USDC_E', amount) to convert native USDC to USDC.e
25
+ *
26
+ * For general transfers:
27
+ * - transferUsdc() sends native USDC (most DEXs, CEXs use this)
28
+ * - transferUsdcE() sends bridged USDC.e (Polymarket CTF requires this)
29
+ */
30
+ export declare const POLYGON_TOKENS: {
31
+ readonly MATIC: "0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270";
32
+ readonly WMATIC: "0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270";
33
+ readonly USDC: "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359";
34
+ readonly NATIVE_USDC: "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359";
35
+ readonly USDC_E: "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174";
36
+ readonly USDT: "0xc2132D05D31c914a87C6611C10748AEb04B58e8F";
37
+ readonly DAI: "0x8f3Cf7ad23Cd3CaDbD9735AFf958023239c6A063";
38
+ readonly WETH: "0x7ceB23fD6bC0adD59E62ac25578270cFf1b9f619";
39
+ };
40
+ export declare const TOKEN_DECIMALS: Record<string, number>;
41
+ export type SupportedToken = keyof typeof POLYGON_TOKENS;
42
+ export interface SwapQuote {
43
+ tokenIn: string;
44
+ tokenOut: string;
45
+ amountIn: string;
46
+ estimatedAmountOut: string;
47
+ minAmountOut: string;
48
+ slippage: number;
49
+ priceImpact: string;
50
+ }
51
+ /** Quote result from Quoter contract */
52
+ export interface QuoteResult {
53
+ possible: boolean;
54
+ tokenIn: string;
55
+ tokenOut: string;
56
+ amountIn: string;
57
+ amountOut: string | null;
58
+ route: string[];
59
+ poolExists: boolean;
60
+ reason?: string;
61
+ }
62
+ /** Pool info */
63
+ export interface PoolInfo {
64
+ tokenA: string;
65
+ tokenB: string;
66
+ poolAddress: string | null;
67
+ exists: boolean;
68
+ }
69
+ export interface SwapResult {
70
+ success: boolean;
71
+ transactionHash: string;
72
+ tokenIn: string;
73
+ tokenOut: string;
74
+ amountIn: string;
75
+ amountOut: string;
76
+ gasUsed: string;
77
+ }
78
+ export interface TokenBalance {
79
+ token: string;
80
+ symbol: string;
81
+ balance: string;
82
+ decimals: number;
83
+ }
84
+ export interface TransferResult {
85
+ success: boolean;
86
+ transactionHash: string;
87
+ token: string;
88
+ to: string;
89
+ amount: string;
90
+ gasUsed: string;
91
+ }
92
+ export declare class SwapService {
93
+ private signer;
94
+ private provider;
95
+ private router;
96
+ private quoter;
97
+ private factory;
98
+ constructor(signer: ethers.Wallet);
99
+ /**
100
+ * Get dynamic gas options for Polygon network
101
+ * Uses RPC fee data with minimum priority fee of 30 gwei
102
+ */
103
+ private getGasOptions;
104
+ /**
105
+ * Get the wallet address
106
+ */
107
+ get address(): string;
108
+ /**
109
+ * Get token address from symbol
110
+ */
111
+ getTokenAddress(token: string): string;
112
+ /**
113
+ * Get token decimals
114
+ */
115
+ getTokenDecimals(token: string): number;
116
+ /**
117
+ * Check if a pool exists for a token pair
118
+ */
119
+ checkPool(tokenA: string, tokenB: string): Promise<PoolInfo>;
120
+ /**
121
+ * Get all available pools for supported tokens
122
+ */
123
+ getAvailablePools(): Promise<PoolInfo[]>;
124
+ /**
125
+ * Get a quote for a swap (checks if route is possible)
126
+ */
127
+ getQuote(tokenIn: string, tokenOut: string, amountIn: string): Promise<QuoteResult>;
128
+ /**
129
+ * Execute a multi-hop swap
130
+ */
131
+ swapMultiHop(tokenIn: string, tokenOut: string, amountIn: string, route: string[], options?: {
132
+ slippage?: number;
133
+ deadline?: number;
134
+ }): Promise<SwapResult>;
135
+ /**
136
+ * Get balances for all supported tokens
137
+ */
138
+ getBalances(): Promise<TokenBalance[]>;
139
+ /**
140
+ * Get balance for a specific token
141
+ */
142
+ getBalance(token: string): Promise<string>;
143
+ /**
144
+ * Wrap native MATIC to WMATIC
145
+ */
146
+ wrapMatic(amount: string): Promise<SwapResult>;
147
+ /**
148
+ * Unwrap WMATIC to native MATIC
149
+ */
150
+ unwrapMatic(amount: string): Promise<SwapResult>;
151
+ /**
152
+ * Execute a token swap using QuickSwap V3
153
+ */
154
+ swap(tokenIn: string, tokenOut: string, amountIn: string, options?: {
155
+ slippage?: number;
156
+ deadline?: number;
157
+ }): Promise<SwapResult>;
158
+ /**
159
+ * Swap any supported token to USDC (for deposit)
160
+ */
161
+ swapToUsdc(tokenIn: string, amountIn: string, options?: {
162
+ usdcType?: 'NATIVE_USDC' | 'USDC_E';
163
+ slippage?: number;
164
+ }): Promise<SwapResult>;
165
+ /**
166
+ * Get list of supported tokens
167
+ */
168
+ getSupportedTokens(): string[];
169
+ /**
170
+ * Get balances for any wallet address (static method, no signer required)
171
+ */
172
+ static getWalletBalances(address: string, provider?: ethers.providers.Provider): Promise<TokenBalance[]>;
173
+ /**
174
+ * Get balance for a specific token for any wallet (static)
175
+ */
176
+ static getWalletBalance(address: string, token: string, provider?: ethers.providers.Provider): Promise<string>;
177
+ /**
178
+ * Transfer native MATIC (POL) to another address
179
+ */
180
+ transferMatic(to: string, amount: string): Promise<TransferResult>;
181
+ /**
182
+ * Transfer an ERC20 token to another address
183
+ */
184
+ transfer(token: string, to: string, amount: string): Promise<TransferResult>;
185
+ /**
186
+ * Transfer native USDC to another address
187
+ *
188
+ * ⚠️ WARNING: This transfers NATIVE USDC (0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359)
189
+ *
190
+ * For Polymarket CTF operations, you need USDC.e instead.
191
+ * Use transferUsdcE() for Polymarket CTF compatibility.
192
+ *
193
+ * @see transferUsdcE - For Polymarket CTF operations
194
+ */
195
+ transferUsdc(to: string, amount: string): Promise<TransferResult>;
196
+ /**
197
+ * Transfer USDC.e (bridged USDC) to another address
198
+ *
199
+ * ✅ This is the correct method for Polymarket CTF operations.
200
+ *
201
+ * Polymarket's Conditional Token Framework (CTF) only accepts
202
+ * USDC.e (0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174).
203
+ *
204
+ * If you're funding a wallet for CTF trading, use this method.
205
+ *
206
+ * @example
207
+ * ```typescript
208
+ * // Fund a session wallet for Polymarket trading
209
+ * await swapService.transferUsdcE(sessionWallet, '100');
210
+ *
211
+ * // The session wallet can now perform CTF operations
212
+ * await ctf.split(conditionId, '100');
213
+ * ```
214
+ */
215
+ transferUsdcE(to: string, amount: string): Promise<TransferResult>;
216
+ }
217
+ //# sourceMappingURL=swap-service.d.ts.map
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