@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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* Price Utilities for Polymarket Trading
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*
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* Provides helpers for:
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* - Price validation and rounding to tick size
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* - Size validation
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* - Order amount calculation
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*/
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export type TickSize = '0.1' | '0.01' | '0.001' | '0.0001';
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export declare const ROUNDING_CONFIG: Record<TickSize, {
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price: number;
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size: number;
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amount: number;
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}>;
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/**
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* Round a price to the appropriate tick size
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*
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* @param price - The price to round (0 to 1)
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* @param tickSize - The tick size for the market
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* @param direction - 'floor' for sells, 'ceil' for buys, 'round' for midpoint
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* @returns Rounded price
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*
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* @example
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* roundPrice(0.523, '0.01', 'floor') // 0.52
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* roundPrice(0.523, '0.01', 'ceil') // 0.53
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*/
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export declare function roundPrice(price: number, tickSize: TickSize, direction?: 'floor' | 'ceil' | 'round'): number;
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/**
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* Round a size to valid decimals (always 2 decimal places)
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*/
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export declare function roundSize(size: number): number;
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* Validate a price is within valid range and tick size
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*
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* @param price - The price to validate
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* @param tickSize - The tick size for the market
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* @returns Validation result with error message if invalid
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*/
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export declare function validatePrice(price: number, tickSize: TickSize): {
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valid: boolean;
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error?: string;
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};
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/**
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* Validate minimum size requirements
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*
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* @param size - The size to validate
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* @param minOrderSize - Minimum order size from market config (usually 0.1)
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*/
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export declare function validateSize(size: number, minOrderSize?: number): {
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valid: boolean;
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};
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* Calculate the amount needed for a buy order (in USDC)
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*
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* @param price - Price per share
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* @param size - Number of shares to buy
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* @returns Amount in USDC
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*/
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export declare function calculateBuyAmount(price: number, size: number): number;
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* Calculate the payout for a sell order (in USDC)
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* @param price - Price per share
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* @param size - Number of shares to sell
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* @returns Amount in USDC
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*/
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export declare function calculateSellPayout(price: number, size: number): number;
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* Calculate number of shares that can be bought with a given amount
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* @param price - Price per share
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* @returns Number of shares
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*/
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export declare function calculateSharesForAmount(amount: number, price: number): number;
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export declare function calculateSpread(bid: number, ask: number): number;
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* Calculate the midpoint price between bid and ask
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* @returns Midpoint price
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*/
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export declare function calculateMidpoint(bid: number, ask: number): number;
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* 计算有效价格(考虑 Polymarket 订单簿的镜像特性)
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*
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* Polymarket 的关键特性:买 YES @ P = 卖 NO @ (1-P)
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* 有效价格是考虑镜像后的最优价格
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* @param yesAsk - YES token 的最低卖价
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* @param yesBid - YES token 的最高买价
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* @param noAsk - NO token 的最低卖价
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*/
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export declare function getEffectivePrices(yesAsk: number, yesBid: number, noAsk: number, noBid: number): {
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effectiveBuyYes: number;
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effectiveBuyNo: number;
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effectiveSellNo: number;
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};
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/**
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* Check if there's an arbitrage opportunity
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*
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* 使用有效价格计算套利机会(正确考虑镜像订单)
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*
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* Long arb: Buy YES + Buy NO < 1 (使用有效买入价格)
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* Short arb: Sell YES + Sell NO > 1 (使用有效卖出价格)
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*
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* 详细文档见: docs/01-polymarket-orderbook-arbitrage.md
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*
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* @param yesAsk - Lowest ask for YES token
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* @param noAsk - Lowest ask for NO token
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* @param yesBid - Highest bid for YES token
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* @param noBid - Highest bid for NO token
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*/
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export declare function checkArbitrage(yesAsk: number, noAsk: number, yesBid: number, noBid: number): {
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type: 'long' | 'short';
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profit: number;
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description: string;
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} | null;
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/**
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* Format price for display
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*/
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export declare function formatPrice(price: number, tickSize?: TickSize): string;
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/**
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* Format amount in USDC
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*/
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export declare function formatUSDC(amount: number): string;
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/**
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* Calculate PnL for a position
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*
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* @param entryPrice - Average entry price
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* @param currentPrice - Current market price
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* @param size - Position size
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* @param side - 'long' for YES, 'short' for NO
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*/
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export declare function calculatePnL(entryPrice: number, currentPrice: number, size: number, side?: 'long' | 'short'): {
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pnl: number;
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pnlPercent: number;
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};
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//# sourceMappingURL=price-utils.d.ts.map
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|
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|
|
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/**
|
|
2
|
+
* Price Utilities for Polymarket Trading
|
|
3
|
+
*
|
|
4
|
+
* Provides helpers for:
|
|
5
|
+
* - Price validation and rounding to tick size
|
|
6
|
+
* - Size validation
|
|
7
|
+
* - Order amount calculation
|
|
8
|
+
*/
|
|
9
|
+
// Rounding configuration for each tick size
|
|
10
|
+
export const ROUNDING_CONFIG = {
|
|
11
|
+
'0.1': { price: 1, size: 2, amount: 2 },
|
|
12
|
+
'0.01': { price: 2, size: 2, amount: 4 },
|
|
13
|
+
'0.001': { price: 3, size: 2, amount: 5 },
|
|
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|
+
'0.0001': { price: 4, size: 2, amount: 6 },
|
|
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|
+
};
|
|
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|
+
/**
|
|
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|
+
* Round a price to the appropriate tick size
|
|
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|
+
*
|
|
19
|
+
* @param price - The price to round (0 to 1)
|
|
20
|
+
* @param tickSize - The tick size for the market
|
|
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|
+
* @param direction - 'floor' for sells, 'ceil' for buys, 'round' for midpoint
|
|
22
|
+
* @returns Rounded price
|
|
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|
+
*
|
|
24
|
+
* @example
|
|
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|
+
* roundPrice(0.523, '0.01', 'floor') // 0.52
|
|
26
|
+
* roundPrice(0.523, '0.01', 'ceil') // 0.53
|
|
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|
+
*/
|
|
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|
+
export function roundPrice(price, tickSize, direction = 'round') {
|
|
29
|
+
const decimals = ROUNDING_CONFIG[tickSize].price;
|
|
30
|
+
const multiplier = Math.pow(10, decimals);
|
|
31
|
+
let rounded;
|
|
32
|
+
switch (direction) {
|
|
33
|
+
case 'floor':
|
|
34
|
+
rounded = Math.floor(price * multiplier) / multiplier;
|
|
35
|
+
break;
|
|
36
|
+
case 'ceil':
|
|
37
|
+
rounded = Math.ceil(price * multiplier) / multiplier;
|
|
38
|
+
break;
|
|
39
|
+
default:
|
|
40
|
+
rounded = Math.round(price * multiplier) / multiplier;
|
|
41
|
+
}
|
|
42
|
+
// Clamp to valid price range
|
|
43
|
+
return Math.max(0.001, Math.min(0.999, rounded));
|
|
44
|
+
}
|
|
45
|
+
/**
|
|
46
|
+
* Round a size to valid decimals (always 2 decimal places)
|
|
47
|
+
*/
|
|
48
|
+
export function roundSize(size) {
|
|
49
|
+
return Math.round(size * 100) / 100;
|
|
50
|
+
}
|
|
51
|
+
/**
|
|
52
|
+
* Validate a price is within valid range and tick size
|
|
53
|
+
*
|
|
54
|
+
* @param price - The price to validate
|
|
55
|
+
* @param tickSize - The tick size for the market
|
|
56
|
+
* @returns Validation result with error message if invalid
|
|
57
|
+
*/
|
|
58
|
+
export function validatePrice(price, tickSize) {
|
|
59
|
+
// Check range
|
|
60
|
+
if (price < 0.001 || price > 0.999) {
|
|
61
|
+
return { valid: false, error: 'Price must be between 0.001 and 0.999' };
|
|
62
|
+
}
|
|
63
|
+
// Check tick size alignment
|
|
64
|
+
const decimals = ROUNDING_CONFIG[tickSize].price;
|
|
65
|
+
const multiplier = Math.pow(10, decimals);
|
|
66
|
+
const rounded = Math.round(price * multiplier) / multiplier;
|
|
67
|
+
if (Math.abs(price - rounded) > 1e-10) {
|
|
68
|
+
return {
|
|
69
|
+
valid: false,
|
|
70
|
+
error: `Price ${price} does not align with tick size ${tickSize}. Use ${rounded} instead.`,
|
|
71
|
+
};
|
|
72
|
+
}
|
|
73
|
+
return { valid: true };
|
|
74
|
+
}
|
|
75
|
+
/**
|
|
76
|
+
* Validate minimum size requirements
|
|
77
|
+
*
|
|
78
|
+
* @param size - The size to validate
|
|
79
|
+
* @param minOrderSize - Minimum order size from market config (usually 0.1)
|
|
80
|
+
*/
|
|
81
|
+
export function validateSize(size, minOrderSize = 0.1) {
|
|
82
|
+
if (size < minOrderSize) {
|
|
83
|
+
return {
|
|
84
|
+
valid: false,
|
|
85
|
+
error: `Size ${size} is below minimum order size ${minOrderSize}`,
|
|
86
|
+
};
|
|
87
|
+
}
|
|
88
|
+
return { valid: true };
|
|
89
|
+
}
|
|
90
|
+
/**
|
|
91
|
+
* Calculate the amount needed for a buy order (in USDC)
|
|
92
|
+
*
|
|
93
|
+
* @param price - Price per share
|
|
94
|
+
* @param size - Number of shares to buy
|
|
95
|
+
* @returns Amount in USDC
|
|
96
|
+
*/
|
|
97
|
+
export function calculateBuyAmount(price, size) {
|
|
98
|
+
return price * size;
|
|
99
|
+
}
|
|
100
|
+
/**
|
|
101
|
+
* Calculate the payout for a sell order (in USDC)
|
|
102
|
+
*
|
|
103
|
+
* @param price - Price per share
|
|
104
|
+
* @param size - Number of shares to sell
|
|
105
|
+
* @returns Amount in USDC
|
|
106
|
+
*/
|
|
107
|
+
export function calculateSellPayout(price, size) {
|
|
108
|
+
return price * size;
|
|
109
|
+
}
|
|
110
|
+
/**
|
|
111
|
+
* Calculate number of shares that can be bought with a given amount
|
|
112
|
+
*
|
|
113
|
+
* @param amount - USDC amount to spend
|
|
114
|
+
* @param price - Price per share
|
|
115
|
+
* @returns Number of shares
|
|
116
|
+
*/
|
|
117
|
+
export function calculateSharesForAmount(amount, price) {
|
|
118
|
+
return roundSize(amount / price);
|
|
119
|
+
}
|
|
120
|
+
/**
|
|
121
|
+
* Calculate the spread between bid and ask
|
|
122
|
+
*
|
|
123
|
+
* @param bid - Highest bid price
|
|
124
|
+
* @param ask - Lowest ask price
|
|
125
|
+
* @returns Spread as a decimal (0 to 1)
|
|
126
|
+
*/
|
|
127
|
+
export function calculateSpread(bid, ask) {
|
|
128
|
+
return ask - bid;
|
|
129
|
+
}
|
|
130
|
+
/**
|
|
131
|
+
* Calculate the midpoint price between bid and ask
|
|
132
|
+
*
|
|
133
|
+
* @param bid - Highest bid price
|
|
134
|
+
* @param ask - Lowest ask price
|
|
135
|
+
* @returns Midpoint price
|
|
136
|
+
*/
|
|
137
|
+
export function calculateMidpoint(bid, ask) {
|
|
138
|
+
return (bid + ask) / 2;
|
|
139
|
+
}
|
|
140
|
+
/**
|
|
141
|
+
* 计算有效价格(考虑 Polymarket 订单簿的镜像特性)
|
|
142
|
+
*
|
|
143
|
+
* Polymarket 的关键特性:买 YES @ P = 卖 NO @ (1-P)
|
|
144
|
+
* 因此同一订单会在两个订单簿中出现
|
|
145
|
+
*
|
|
146
|
+
* 有效价格是考虑镜像后的最优价格
|
|
147
|
+
*
|
|
148
|
+
* @param yesAsk - YES token 的最低卖价
|
|
149
|
+
* @param yesBid - YES token 的最高买价
|
|
150
|
+
* @param noAsk - NO token 的最低卖价
|
|
151
|
+
* @param noBid - NO token 的最高买价
|
|
152
|
+
*/
|
|
153
|
+
export function getEffectivePrices(yesAsk, yesBid, noAsk, noBid) {
|
|
154
|
+
return {
|
|
155
|
+
// 买 YES: 直接买 YES.ask 或 通过卖 NO (成本 = 1 - NO.bid)
|
|
156
|
+
effectiveBuyYes: Math.min(yesAsk, 1 - noBid),
|
|
157
|
+
// 买 NO: 直接买 NO.ask 或 通过卖 YES (成本 = 1 - YES.bid)
|
|
158
|
+
effectiveBuyNo: Math.min(noAsk, 1 - yesBid),
|
|
159
|
+
// 卖 YES: 直接卖 YES.bid 或 通过买 NO (收入 = 1 - NO.ask)
|
|
160
|
+
effectiveSellYes: Math.max(yesBid, 1 - noAsk),
|
|
161
|
+
// 卖 NO: 直接卖 NO.bid 或 通过买 YES (收入 = 1 - YES.ask)
|
|
162
|
+
effectiveSellNo: Math.max(noBid, 1 - yesAsk),
|
|
163
|
+
};
|
|
164
|
+
}
|
|
165
|
+
/**
|
|
166
|
+
* Check if there's an arbitrage opportunity
|
|
167
|
+
*
|
|
168
|
+
* 使用有效价格计算套利机会(正确考虑镜像订单)
|
|
169
|
+
*
|
|
170
|
+
* Long arb: Buy YES + Buy NO < 1 (使用有效买入价格)
|
|
171
|
+
* Short arb: Sell YES + Sell NO > 1 (使用有效卖出价格)
|
|
172
|
+
*
|
|
173
|
+
* 详细文档见: docs/01-polymarket-orderbook-arbitrage.md
|
|
174
|
+
*
|
|
175
|
+
* @param yesAsk - Lowest ask for YES token
|
|
176
|
+
* @param noAsk - Lowest ask for NO token
|
|
177
|
+
* @param yesBid - Highest bid for YES token
|
|
178
|
+
* @param noBid - Highest bid for NO token
|
|
179
|
+
* @returns Arbitrage info or null
|
|
180
|
+
*/
|
|
181
|
+
export function checkArbitrage(yesAsk, noAsk, yesBid, noBid) {
|
|
182
|
+
// 计算有效价格
|
|
183
|
+
const effective = getEffectivePrices(yesAsk, yesBid, noAsk, noBid);
|
|
184
|
+
// Long arbitrage: Buy complete set (YES + NO) cheaper than $1
|
|
185
|
+
const effectiveLongCost = effective.effectiveBuyYes + effective.effectiveBuyNo;
|
|
186
|
+
const longProfit = 1 - effectiveLongCost;
|
|
187
|
+
if (longProfit > 0) {
|
|
188
|
+
return {
|
|
189
|
+
type: 'long',
|
|
190
|
+
profit: longProfit,
|
|
191
|
+
description: `Buy YES @ ${effective.effectiveBuyYes.toFixed(4)} + NO @ ${effective.effectiveBuyNo.toFixed(4)}, Merge for $1`,
|
|
192
|
+
};
|
|
193
|
+
}
|
|
194
|
+
// Short arbitrage: Sell complete set (YES + NO) for more than $1
|
|
195
|
+
const effectiveShortRevenue = effective.effectiveSellYes + effective.effectiveSellNo;
|
|
196
|
+
const shortProfit = effectiveShortRevenue - 1;
|
|
197
|
+
if (shortProfit > 0) {
|
|
198
|
+
return {
|
|
199
|
+
type: 'short',
|
|
200
|
+
profit: shortProfit,
|
|
201
|
+
description: `Split $1, Sell YES @ ${effective.effectiveSellYes.toFixed(4)} + NO @ ${effective.effectiveSellNo.toFixed(4)}`,
|
|
202
|
+
};
|
|
203
|
+
}
|
|
204
|
+
return null;
|
|
205
|
+
}
|
|
206
|
+
/**
|
|
207
|
+
* Format price for display
|
|
208
|
+
*/
|
|
209
|
+
export function formatPrice(price, tickSize) {
|
|
210
|
+
const decimals = tickSize ? ROUNDING_CONFIG[tickSize].price : 4;
|
|
211
|
+
return price.toFixed(decimals);
|
|
212
|
+
}
|
|
213
|
+
/**
|
|
214
|
+
* Format amount in USDC
|
|
215
|
+
*/
|
|
216
|
+
export function formatUSDC(amount) {
|
|
217
|
+
return `$${amount.toFixed(2)}`;
|
|
218
|
+
}
|
|
219
|
+
/**
|
|
220
|
+
* Calculate PnL for a position
|
|
221
|
+
*
|
|
222
|
+
* @param entryPrice - Average entry price
|
|
223
|
+
* @param currentPrice - Current market price
|
|
224
|
+
* @param size - Position size
|
|
225
|
+
* @param side - 'long' for YES, 'short' for NO
|
|
226
|
+
*/
|
|
227
|
+
export function calculatePnL(entryPrice, currentPrice, size, side = 'long') {
|
|
228
|
+
const pnl = side === 'long'
|
|
229
|
+
? (currentPrice - entryPrice) * size
|
|
230
|
+
: (entryPrice - currentPrice) * size;
|
|
231
|
+
const pnlPercent = side === 'long'
|
|
232
|
+
? ((currentPrice - entryPrice) / entryPrice) * 100
|
|
233
|
+
: ((entryPrice - currentPrice) / entryPrice) * 100;
|
|
234
|
+
return { pnl, pnlPercent };
|
|
235
|
+
}
|
|
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|
+
//# sourceMappingURL=price-utils.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
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1
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+
{"version":3,"file":"price-utils.test.d.ts","sourceRoot":"","sources":["../../src/utils/price-utils.test.ts"],"names":[],"mappings":"AAAA;;GAEG"}
|
|
@@ -0,0 +1,192 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Price Utilities Unit Tests
|
|
3
|
+
*/
|
|
4
|
+
import { describe, it, expect } from 'vitest';
|
|
5
|
+
import { roundPrice, roundSize, validatePrice, validateSize, calculateBuyAmount, calculateSellPayout, calculateSharesForAmount, calculateSpread, calculateMidpoint, getEffectivePrices, checkArbitrage, formatPrice, formatUSDC, calculatePnL, ROUNDING_CONFIG, } from './price-utils.js';
|
|
6
|
+
describe('Price Utilities', () => {
|
|
7
|
+
describe('roundPrice', () => {
|
|
8
|
+
it('should round down with floor', () => {
|
|
9
|
+
expect(roundPrice(0.523, '0.01', 'floor')).toBe(0.52);
|
|
10
|
+
expect(roundPrice(0.529, '0.01', 'floor')).toBe(0.52);
|
|
11
|
+
});
|
|
12
|
+
it('should round up with ceil', () => {
|
|
13
|
+
expect(roundPrice(0.521, '0.01', 'ceil')).toBe(0.53);
|
|
14
|
+
expect(roundPrice(0.520, '0.01', 'ceil')).toBe(0.52);
|
|
15
|
+
});
|
|
16
|
+
it('should round to nearest with round', () => {
|
|
17
|
+
expect(roundPrice(0.524, '0.01', 'round')).toBe(0.52);
|
|
18
|
+
expect(roundPrice(0.525, '0.01', 'round')).toBe(0.53);
|
|
19
|
+
});
|
|
20
|
+
it('should respect different tick sizes', () => {
|
|
21
|
+
expect(roundPrice(0.1234, '0.1', 'round')).toBe(0.1);
|
|
22
|
+
expect(roundPrice(0.1234, '0.01', 'round')).toBe(0.12);
|
|
23
|
+
expect(roundPrice(0.1234, '0.001', 'round')).toBe(0.123);
|
|
24
|
+
expect(roundPrice(0.1234, '0.0001', 'round')).toBe(0.1234);
|
|
25
|
+
});
|
|
26
|
+
it('should clamp to valid price range', () => {
|
|
27
|
+
expect(roundPrice(0.0001, '0.01', 'floor')).toBe(0.001);
|
|
28
|
+
expect(roundPrice(0.9999, '0.01', 'ceil')).toBe(0.999);
|
|
29
|
+
});
|
|
30
|
+
});
|
|
31
|
+
describe('roundSize', () => {
|
|
32
|
+
it('should round to 2 decimal places', () => {
|
|
33
|
+
expect(roundSize(1.234)).toBe(1.23);
|
|
34
|
+
expect(roundSize(1.235)).toBe(1.24);
|
|
35
|
+
expect(roundSize(10)).toBe(10);
|
|
36
|
+
});
|
|
37
|
+
});
|
|
38
|
+
describe('validatePrice', () => {
|
|
39
|
+
it('should accept valid prices', () => {
|
|
40
|
+
expect(validatePrice(0.5, '0.01').valid).toBe(true);
|
|
41
|
+
expect(validatePrice(0.001, '0.001').valid).toBe(true);
|
|
42
|
+
expect(validatePrice(0.999, '0.001').valid).toBe(true);
|
|
43
|
+
});
|
|
44
|
+
it('should reject prices outside range', () => {
|
|
45
|
+
expect(validatePrice(0, '0.01').valid).toBe(false);
|
|
46
|
+
expect(validatePrice(1, '0.01').valid).toBe(false);
|
|
47
|
+
expect(validatePrice(-0.1, '0.01').valid).toBe(false);
|
|
48
|
+
});
|
|
49
|
+
it('should reject prices not aligned to tick size', () => {
|
|
50
|
+
const result = validatePrice(0.123, '0.01');
|
|
51
|
+
expect(result.valid).toBe(false);
|
|
52
|
+
expect(result.error).toContain('does not align');
|
|
53
|
+
});
|
|
54
|
+
});
|
|
55
|
+
describe('validateSize', () => {
|
|
56
|
+
it('should accept valid sizes', () => {
|
|
57
|
+
expect(validateSize(1).valid).toBe(true);
|
|
58
|
+
expect(validateSize(0.1).valid).toBe(true);
|
|
59
|
+
});
|
|
60
|
+
it('should reject sizes below minimum', () => {
|
|
61
|
+
const result = validateSize(0.05);
|
|
62
|
+
expect(result.valid).toBe(false);
|
|
63
|
+
expect(result.error).toContain('below minimum');
|
|
64
|
+
});
|
|
65
|
+
it('should respect custom minimum', () => {
|
|
66
|
+
expect(validateSize(0.5, 1).valid).toBe(false);
|
|
67
|
+
expect(validateSize(1.5, 1).valid).toBe(true);
|
|
68
|
+
});
|
|
69
|
+
});
|
|
70
|
+
describe('calculateBuyAmount', () => {
|
|
71
|
+
it('should calculate cost correctly', () => {
|
|
72
|
+
expect(calculateBuyAmount(0.5, 10)).toBe(5);
|
|
73
|
+
expect(calculateBuyAmount(0.25, 100)).toBe(25);
|
|
74
|
+
});
|
|
75
|
+
});
|
|
76
|
+
describe('calculateSellPayout', () => {
|
|
77
|
+
it('should calculate payout correctly', () => {
|
|
78
|
+
expect(calculateSellPayout(0.75, 10)).toBe(7.5);
|
|
79
|
+
expect(calculateSellPayout(0.5, 20)).toBe(10);
|
|
80
|
+
});
|
|
81
|
+
});
|
|
82
|
+
describe('calculateSharesForAmount', () => {
|
|
83
|
+
it('should calculate shares correctly', () => {
|
|
84
|
+
expect(calculateSharesForAmount(10, 0.5)).toBe(20);
|
|
85
|
+
expect(calculateSharesForAmount(25, 0.25)).toBe(100);
|
|
86
|
+
});
|
|
87
|
+
it('should round to 2 decimals', () => {
|
|
88
|
+
expect(calculateSharesForAmount(10, 0.33)).toBe(30.3);
|
|
89
|
+
});
|
|
90
|
+
});
|
|
91
|
+
describe('calculateSpread', () => {
|
|
92
|
+
it('should calculate spread correctly', () => {
|
|
93
|
+
expect(calculateSpread(0.45, 0.55)).toBeCloseTo(0.1, 10);
|
|
94
|
+
expect(calculateSpread(0.5, 0.5)).toBe(0);
|
|
95
|
+
});
|
|
96
|
+
});
|
|
97
|
+
describe('calculateMidpoint', () => {
|
|
98
|
+
it('should calculate midpoint correctly', () => {
|
|
99
|
+
expect(calculateMidpoint(0.4, 0.6)).toBe(0.5);
|
|
100
|
+
expect(calculateMidpoint(0.3, 0.5)).toBe(0.4);
|
|
101
|
+
});
|
|
102
|
+
});
|
|
103
|
+
describe('getEffectivePrices', () => {
|
|
104
|
+
it('should calculate effective prices with mirroring', () => {
|
|
105
|
+
// Scenario: YES ask=0.55, bid=0.45, NO ask=0.55, bid=0.45
|
|
106
|
+
const result = getEffectivePrices(0.55, 0.45, 0.55, 0.45);
|
|
107
|
+
// Buy YES: min(0.55, 1-0.45) = min(0.55, 0.55) = 0.55
|
|
108
|
+
expect(result.effectiveBuyYes).toBe(0.55);
|
|
109
|
+
// Buy NO: min(0.55, 1-0.45) = min(0.55, 0.55) = 0.55
|
|
110
|
+
expect(result.effectiveBuyNo).toBe(0.55);
|
|
111
|
+
// Sell YES: max(0.45, 1-0.55) = max(0.45, 0.45) = 0.45
|
|
112
|
+
expect(result.effectiveSellYes).toBe(0.45);
|
|
113
|
+
// Sell NO: max(0.45, 1-0.55) = max(0.45, 0.45) = 0.45
|
|
114
|
+
expect(result.effectiveSellNo).toBe(0.45);
|
|
115
|
+
});
|
|
116
|
+
it('should find better prices through mirroring', () => {
|
|
117
|
+
// Asymmetric case: YES ask=0.60, bid=0.45, NO ask=0.50, bid=0.35
|
|
118
|
+
const result = getEffectivePrices(0.60, 0.45, 0.50, 0.35);
|
|
119
|
+
// Buy YES: min(0.60, 1-0.35) = min(0.60, 0.65) = 0.60
|
|
120
|
+
expect(result.effectiveBuyYes).toBe(0.60);
|
|
121
|
+
// Buy NO: min(0.50, 1-0.45) = min(0.50, 0.55) = 0.50
|
|
122
|
+
expect(result.effectiveBuyNo).toBe(0.50);
|
|
123
|
+
});
|
|
124
|
+
});
|
|
125
|
+
describe('checkArbitrage', () => {
|
|
126
|
+
it('should detect long arbitrage', () => {
|
|
127
|
+
// YES ask=0.45, NO ask=0.45 => total cost 0.90 < 1
|
|
128
|
+
const result = checkArbitrage(0.45, 0.45, 0.40, 0.40);
|
|
129
|
+
expect(result).not.toBeNull();
|
|
130
|
+
expect(result?.type).toBe('long');
|
|
131
|
+
expect(result?.profit).toBeCloseTo(0.1, 2);
|
|
132
|
+
});
|
|
133
|
+
it('should prioritize long arb when both exist', () => {
|
|
134
|
+
// Due to Polymarket's mirroring, if one arb exists, the other often does too
|
|
135
|
+
// The function prioritizes long arb (checks first)
|
|
136
|
+
// With low asks, we get long arb opportunity
|
|
137
|
+
const result = checkArbitrage(0.45, 0.45, 0.40, 0.40);
|
|
138
|
+
expect(result).not.toBeNull();
|
|
139
|
+
// Long arb is checked first and returned
|
|
140
|
+
expect(result?.type).toBe('long');
|
|
141
|
+
expect(result?.profit).toBeGreaterThan(0);
|
|
142
|
+
});
|
|
143
|
+
it('should return null when no arbitrage', () => {
|
|
144
|
+
// Normal spread, no arbitrage
|
|
145
|
+
const result = checkArbitrage(0.55, 0.45, 0.55, 0.45);
|
|
146
|
+
expect(result).toBeNull();
|
|
147
|
+
});
|
|
148
|
+
});
|
|
149
|
+
describe('formatPrice', () => {
|
|
150
|
+
it('should format with default decimals', () => {
|
|
151
|
+
expect(formatPrice(0.5)).toBe('0.5000');
|
|
152
|
+
expect(formatPrice(0.123456)).toBe('0.1235');
|
|
153
|
+
});
|
|
154
|
+
it('should respect tick size', () => {
|
|
155
|
+
expect(formatPrice(0.5, '0.1')).toBe('0.5');
|
|
156
|
+
expect(formatPrice(0.5, '0.01')).toBe('0.50');
|
|
157
|
+
expect(formatPrice(0.5, '0.001')).toBe('0.500');
|
|
158
|
+
});
|
|
159
|
+
});
|
|
160
|
+
describe('formatUSDC', () => {
|
|
161
|
+
it('should format as USD', () => {
|
|
162
|
+
expect(formatUSDC(10)).toBe('$10.00');
|
|
163
|
+
expect(formatUSDC(1234.567)).toBe('$1234.57');
|
|
164
|
+
});
|
|
165
|
+
});
|
|
166
|
+
describe('calculatePnL', () => {
|
|
167
|
+
it('should calculate long PnL correctly', () => {
|
|
168
|
+
const result = calculatePnL(0.4, 0.6, 10, 'long');
|
|
169
|
+
expect(result.pnl).toBeCloseTo(2, 10); // (0.6 - 0.4) * 10
|
|
170
|
+
expect(result.pnlPercent).toBeCloseTo(50, 10); // 50% gain
|
|
171
|
+
});
|
|
172
|
+
it('should calculate short PnL correctly', () => {
|
|
173
|
+
const result = calculatePnL(0.6, 0.4, 10, 'short');
|
|
174
|
+
expect(result.pnl).toBeCloseTo(2, 10); // (0.6 - 0.4) * 10
|
|
175
|
+
expect(result.pnlPercent).toBeCloseTo(33.33, 1); // ~33% gain
|
|
176
|
+
});
|
|
177
|
+
it('should handle losses', () => {
|
|
178
|
+
const result = calculatePnL(0.6, 0.4, 10, 'long');
|
|
179
|
+
expect(result.pnl).toBeCloseTo(-2, 10); // Loss
|
|
180
|
+
expect(result.pnlPercent).toBeCloseTo(-33.33, 1);
|
|
181
|
+
});
|
|
182
|
+
});
|
|
183
|
+
describe('ROUNDING_CONFIG', () => {
|
|
184
|
+
it('should have correct configuration for all tick sizes', () => {
|
|
185
|
+
expect(ROUNDING_CONFIG['0.1']).toEqual({ price: 1, size: 2, amount: 2 });
|
|
186
|
+
expect(ROUNDING_CONFIG['0.01']).toEqual({ price: 2, size: 2, amount: 4 });
|
|
187
|
+
expect(ROUNDING_CONFIG['0.001']).toEqual({ price: 3, size: 2, amount: 5 });
|
|
188
|
+
expect(ROUNDING_CONFIG['0.0001']).toEqual({ price: 4, size: 2, amount: 6 });
|
|
189
|
+
});
|
|
190
|
+
});
|
|
191
|
+
});
|
|
192
|
+
//# sourceMappingURL=price-utils.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
package/package.json
CHANGED
|
@@ -1,7 +1,8 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@catalyst-team/poly-sdk",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"private": false,
|
|
5
|
+
"license": "MIT",
|
|
5
6
|
"description": "TypeScript SDK for Polymarket - prediction markets trading, smart money analysis, and market data",
|
|
6
7
|
"type": "module",
|
|
7
8
|
"main": "./dist/index.js",
|
|
@@ -21,16 +22,21 @@
|
|
|
21
22
|
"smart-money"
|
|
22
23
|
],
|
|
23
24
|
"author": "Catalyst Team",
|
|
24
|
-
"
|
|
25
|
+
"files": [
|
|
26
|
+
"dist",
|
|
27
|
+
"README.md",
|
|
28
|
+
"LICENSE"
|
|
29
|
+
],
|
|
25
30
|
"publishConfig": {
|
|
26
31
|
"access": "public"
|
|
27
32
|
},
|
|
28
33
|
"dependencies": {
|
|
29
|
-
"@
|
|
30
|
-
"@polymarket/
|
|
34
|
+
"@polymarket/clob-client": "^5.1.3",
|
|
35
|
+
"@polymarket/real-time-data-client": "^1.4.0",
|
|
31
36
|
"@types/ws": "^8.18.1",
|
|
32
37
|
"bottleneck": "^2.19.5",
|
|
33
38
|
"ethers": "5",
|
|
39
|
+
"isomorphic-ws": "^5.0.0",
|
|
34
40
|
"ws": "^8.18.3",
|
|
35
41
|
"@catalyst-team/cache": "0.1.0"
|
|
36
42
|
},
|