@catalyst-team/poly-sdk 0.2.0 → 0.3.0

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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 +1,153 @@
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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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+ /**
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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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+ error?: string;
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+ };
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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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+ /**
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+ * Calculate the payout for a sell 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 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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+ /**
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+ * Calculate number of shares that can be bought with a given amount
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+ *
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+ * @param amount - USDC amount to spend
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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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+ /**
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+ * Calculate the spread between bid and ask
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+ *
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+ * @param bid - Highest bid price
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+ * @param ask - Lowest ask price
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+ * @returns Spread as a decimal (0 to 1)
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+ */
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+ export declare function calculateSpread(bid: number, ask: number): number;
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+ /**
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+ * Calculate the midpoint price between bid and ask
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+ *
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+ * @param bid - Highest bid price
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+ * @param ask - Lowest ask price
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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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+ /**
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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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+ * 因此同一订单会在两个订单簿中出现
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+ *
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+ * 有效价格是考虑镜像后的最优价格
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+ *
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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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+ * @param noBid - NO token 的最高买价
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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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+ effectiveSellYes: 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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+ * @returns Arbitrage info or null
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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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+ * 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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+ // Rounding configuration for each tick size
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+ export const ROUNDING_CONFIG = {
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+ '0.1': { price: 1, size: 2, amount: 2 },
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+ '0.01': { price: 2, size: 2, amount: 4 },
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+ '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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+ *
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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 function roundPrice(price, tickSize, direction = 'round') {
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+ const decimals = ROUNDING_CONFIG[tickSize].price;
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+ const multiplier = Math.pow(10, decimals);
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+ let rounded;
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+ switch (direction) {
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+ case 'floor':
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+ rounded = Math.floor(price * multiplier) / multiplier;
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+ break;
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+ case 'ceil':
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+ rounded = Math.ceil(price * multiplier) / multiplier;
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+ break;
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+ default:
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+ rounded = Math.round(price * multiplier) / multiplier;
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+ }
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+ // Clamp to valid price range
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+ return Math.max(0.001, Math.min(0.999, rounded));
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+ }
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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 function roundSize(size) {
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+ return Math.round(size * 100) / 100;
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+ }
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+ /**
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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 function validatePrice(price, tickSize) {
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+ // Check range
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+ if (price < 0.001 || price > 0.999) {
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+ return { valid: false, error: 'Price must be between 0.001 and 0.999' };
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+ }
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+ // Check tick size alignment
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+ const decimals = ROUNDING_CONFIG[tickSize].price;
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+ const multiplier = Math.pow(10, decimals);
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+ const rounded = Math.round(price * multiplier) / multiplier;
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+ if (Math.abs(price - rounded) > 1e-10) {
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+ return {
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+ valid: false,
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+ error: `Price ${price} does not align with tick size ${tickSize}. Use ${rounded} instead.`,
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+ };
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+ }
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+ return { valid: true };
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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 function validateSize(size, minOrderSize = 0.1) {
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+ if (size < minOrderSize) {
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+ return {
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+ valid: false,
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+ error: `Size ${size} is below minimum order size ${minOrderSize}`,
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+ };
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+ }
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+ return { valid: true };
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+ }
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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 function calculateBuyAmount(price, size) {
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+ return price * size;
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+ }
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+ /**
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+ * Calculate the payout for a sell 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 sell
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+ * @returns Amount in USDC
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+ */
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+ export function calculateSellPayout(price, size) {
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+ return price * size;
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+ }
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+ /**
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+ * Calculate number of shares that can be bought with a given amount
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+ *
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+ * @param amount - USDC amount to spend
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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 function calculateSharesForAmount(amount, price) {
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+ return roundSize(amount / price);
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+ }
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+ /**
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+ * Calculate the spread between bid and ask
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+ *
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+ * @param bid - Highest bid price
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+ * @param ask - Lowest ask price
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+ * @returns Spread as a decimal (0 to 1)
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+ */
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+ export function calculateSpread(bid, ask) {
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+ return ask - bid;
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+ }
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+ /**
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+ * Calculate the midpoint price between bid and ask
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+ *
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+ * @param bid - Highest bid price
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+ * @param ask - Lowest ask price
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+ * @returns Midpoint price
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+ */
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+ export function calculateMidpoint(bid, ask) {
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+ return (bid + ask) / 2;
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+ }
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+ /**
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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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+ * 因此同一订单会在两个订单簿中出现
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+ *
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+ * 有效价格是考虑镜像后的最优价格
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+ *
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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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+ * @param noBid - NO token 的最高买价
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+ */
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+ export function getEffectivePrices(yesAsk, yesBid, noAsk, noBid) {
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+ return {
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+ // 买 YES: 直接买 YES.ask 或 通过卖 NO (成本 = 1 - NO.bid)
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+ effectiveBuyYes: Math.min(yesAsk, 1 - noBid),
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+ // 买 NO: 直接买 NO.ask 或 通过卖 YES (成本 = 1 - YES.bid)
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+ effectiveBuyNo: Math.min(noAsk, 1 - yesBid),
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+ // 卖 YES: 直接卖 YES.bid 或 通过买 NO (收入 = 1 - NO.ask)
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+ effectiveSellYes: Math.max(yesBid, 1 - noAsk),
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+ // 卖 NO: 直接卖 NO.bid 或 通过买 YES (收入 = 1 - YES.ask)
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+ effectiveSellNo: Math.max(noBid, 1 - yesAsk),
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+ };
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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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+ * @returns Arbitrage info or null
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+ */
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+ export function checkArbitrage(yesAsk, noAsk, yesBid, noBid) {
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+ // 计算有效价格
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+ const effective = getEffectivePrices(yesAsk, yesBid, noAsk, noBid);
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+ // Long arbitrage: Buy complete set (YES + NO) cheaper than $1
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+ const effectiveLongCost = effective.effectiveBuyYes + effective.effectiveBuyNo;
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+ const longProfit = 1 - effectiveLongCost;
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+ if (longProfit > 0) {
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+ return {
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+ type: 'long',
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+ profit: longProfit,
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+ description: `Buy YES @ ${effective.effectiveBuyYes.toFixed(4)} + NO @ ${effective.effectiveBuyNo.toFixed(4)}, Merge for $1`,
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+ };
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+ }
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+ // Short arbitrage: Sell complete set (YES + NO) for more than $1
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+ const effectiveShortRevenue = effective.effectiveSellYes + effective.effectiveSellNo;
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+ const shortProfit = effectiveShortRevenue - 1;
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+ if (shortProfit > 0) {
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+ return {
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+ type: 'short',
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+ profit: shortProfit,
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+ description: `Split $1, Sell YES @ ${effective.effectiveSellYes.toFixed(4)} + NO @ ${effective.effectiveSellNo.toFixed(4)}`,
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+ };
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+ }
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+ return null;
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+ }
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+ /**
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+ * Format price for display
208
+ */
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+ export function formatPrice(price, tickSize) {
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+ const decimals = tickSize ? ROUNDING_CONFIG[tickSize].price : 4;
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+ return price.toFixed(decimals);
212
+ }
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+ /**
214
+ * Format amount in USDC
215
+ */
216
+ export function formatUSDC(amount) {
217
+ return `$${amount.toFixed(2)}`;
218
+ }
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+ /**
220
+ * Calculate PnL for a position
221
+ *
222
+ * @param entryPrice - Average entry price
223
+ * @param currentPrice - Current market price
224
+ * @param size - Position size
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+ * @param side - 'long' for YES, 'short' for NO
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+ */
227
+ export function calculatePnL(entryPrice, currentPrice, size, side = 'long') {
228
+ const pnl = side === 'long'
229
+ ? (currentPrice - entryPrice) * size
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+ : (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 @@
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@@ -0,0 +1,5 @@
1
+ /**
2
+ * Price Utilities Unit Tests
3
+ */
4
+ export {};
5
+ //# sourceMappingURL=price-utils.test.d.ts.map
@@ -0,0 +1 @@
1
+ {"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": "0.2.0",
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
- "license": "MIT",
25
+ "files": [
26
+ "dist",
27
+ "README.md",
28
+ "LICENSE"
29
+ ],
25
30
  "publishConfig": {
26
31
  "access": "public"
27
32
  },
28
33
  "dependencies": {
29
- "@nevuamarkets/poly-websockets": "^0.3.0",
30
- "@polymarket/clob-client": "4.22.8",
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
  },