@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
@@ -1,385 +0,0 @@
1
- #!/usr/bin/env npx tsx
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- /**
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- * FaZe vs Passion UA - BO3 Match Winner Arbitrage Monitor (V2 - Instant Merge)
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- *
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- * V2 策略:配合 token-rebalancer.ts 使用
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- * - Long Arb: Buy YES + NO → 立即 Merge(因为账户预存了 tokens)
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- * - Short Arb: 直接卖出预存的 tokens
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- * - Rebalancer 自动补充 tokens,确保随时有流动性
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- *
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- * Usage:
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- * POLY_PRIVKEY=0x... npx tsx scripts/v2/faze-bo3-arb.ts
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- * POLY_PRIVKEY=0x... npx tsx scripts/v2/faze-bo3-arb.ts --auto-execute
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- * POLY_PRIVKEY=0x... npx tsx scripts/v2/faze-bo3-arb.ts --auto-execute --threshold 0.003
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- */
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-
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- import {
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- WebSocketManager,
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- CTFClient,
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- TradingClient,
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- RateLimiter,
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- type BookUpdate,
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- type TokenIds,
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- } from '../../src/index.js';
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-
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- // ═══════════════════════════════════════════════════════════════════════════════
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- // MARKET CONFIGURATION - FaZe vs Passion UA BO3 Match Winner
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- // ═══════════════════════════════════════════════════════════════════════════════
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-
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- const MARKET_CONFIG = {
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- name: 'CS2: FaZe vs Passion UA (BO3)',
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- conditionId: '0x5ac2e92a82ea41ec3a4d9332d323d8d198a8c9acc732b7e6373bd61f45e1df49',
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- outcomes: ['FaZe', 'Passion UA'],
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- yesTokenId: '89062136554637645106569570664838812035010963361832797298254486917225439629146',
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- noTokenId: '54956090965819006918015199317329813503156478664679332459223691084797135448319',
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- };
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-
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- // ═══════════════════════════════════════════════════════════════════════════════
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- // CONFIGURATION
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- // ═══════════════════════════════════════════════════════════════════════════════
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-
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- const PRIVATE_KEY = process.env.POLY_PRIVKEY || process.env.POLYMARKET_PRIVATE_KEY || '';
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- const RPC_URL = process.env.POLYGON_RPC_URL || 'https://polygon-rpc.com';
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-
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- const args = process.argv.slice(2);
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- const AUTO_EXECUTE = args.includes('--auto-execute');
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- const thresholdIdx = args.indexOf('--threshold');
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- const PROFIT_THRESHOLD = thresholdIdx !== -1 ? parseFloat(args[thresholdIdx + 1]) : 0.005;
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- const MIN_SIZE = 5;
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- const MAX_SINGLE_TRADE = 100;
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- const MIN_TOKEN_RESERVE = 10;
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-
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- // ═══════════════════════════════════════════════════════════════════════════════
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- // STATE
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- // ═══════════════════════════════════════════════════════════════════════════════
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-
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- interface OrderbookState {
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- yesBids: Array<{ price: number; size: number }>;
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- yesAsks: Array<{ price: number; size: number }>;
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- noBids: Array<{ price: number; size: number }>;
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- noAsks: Array<{ price: number; size: number }>;
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- lastUpdate: number;
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- }
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-
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- interface BalanceState {
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- usdc: number;
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- yesTokens: number;
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- noTokens: number;
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- lastUpdate: number;
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- }
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-
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- let orderbook: OrderbookState = {
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- yesBids: [],
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- yesAsks: [],
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- noBids: [],
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- noAsks: [],
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- lastUpdate: 0,
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- };
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-
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- let balance: BalanceState = {
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- usdc: 0,
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- yesTokens: 0,
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- noTokens: 0,
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- lastUpdate: 0,
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- };
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-
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- let wsManager: WebSocketManager;
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- let ctf: CTFClient | null = null;
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- let tradingClient: TradingClient | null = null;
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-
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- let isExecuting = false;
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- let lastArbCheck = 0;
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- let totalOpportunities = 0;
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- let totalExecuted = 0;
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- let totalProfit = 0;
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-
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- const tokenIds: TokenIds = {
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- yesTokenId: MARKET_CONFIG.yesTokenId,
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- noTokenId: MARKET_CONFIG.noTokenId,
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- };
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-
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- // ═══════════════════════════════════════════════════════════════════════════════
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- // MAIN
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- // ═══════════════════════════════════════════════════════════════════════════════
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-
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- async function main() {
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- console.log('╔════════════════════════════════════════════════════════════════╗');
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- console.log('║ FAZE vs PASSION UA - BO3 ARBITRAGE (V2 INSTANT) ║');
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- console.log('╚════════════════════════════════════════════════════════════════╝');
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- console.log('');
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- console.log(`Market: ${MARKET_CONFIG.name}`);
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- console.log(`Outcomes: ${MARKET_CONFIG.outcomes[0]} (YES) vs ${MARKET_CONFIG.outcomes[1]} (NO)`);
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- console.log(`Condition ID: ${MARKET_CONFIG.conditionId.slice(0, 20)}...`);
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- console.log(`Profit Threshold: ${(PROFIT_THRESHOLD * 100).toFixed(2)}%`);
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- console.log(`Auto Execute: ${AUTO_EXECUTE ? 'YES' : 'NO'}`);
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- console.log(`Strategy: INSTANT MERGE (with Rebalancer support)`);
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- console.log('');
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-
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- const rateLimiter = new RateLimiter();
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-
120
- if (PRIVATE_KEY) {
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- ctf = new CTFClient({ privateKey: PRIVATE_KEY, rpcUrl: RPC_URL });
122
- console.log(`Wallet: ${ctf.getAddress()}`);
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-
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- tradingClient = new TradingClient(rateLimiter, { privateKey: PRIVATE_KEY, chainId: 137 });
125
- await tradingClient.initialize();
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- console.log('Trading client initialized');
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-
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- await updateBalance();
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- console.log(`USDC.e Balance: ${balance.usdc.toFixed(2)}`);
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- console.log(`YES Tokens: ${balance.yesTokens.toFixed(2)}`);
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- console.log(`NO Tokens: ${balance.noTokens.toFixed(2)}`);
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-
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- const heldPairs = Math.min(balance.yesTokens, balance.noTokens);
134
- if (heldPairs < MIN_TOKEN_RESERVE) {
135
- console.log(`\n⚠️ Token reserve low (${heldPairs.toFixed(0)} < ${MIN_TOKEN_RESERVE})`);
136
- console.log(` Run token-rebalancer.ts to auto-split tokens`);
137
- }
138
- } else {
139
- console.log('No wallet configured - monitoring only');
140
- }
141
-
142
- console.log('');
143
- console.log('═══════════════════════════════════════════════════════════════');
144
- console.log('Connecting to WebSocket...');
145
- console.log('');
146
-
147
- wsManager = new WebSocketManager({ enableLogging: false });
148
- wsManager.on('bookUpdate', handleBookUpdate);
149
- wsManager.on('connected', ({ assetIds }) => console.log(`WebSocket connected for ${assetIds.length} assets`));
150
- wsManager.on('error', (error) => console.error('WebSocket error:', error.message));
151
-
152
- await wsManager.subscribe([MARKET_CONFIG.yesTokenId, MARKET_CONFIG.noTokenId]);
153
- setInterval(updateBalance, 30000);
154
-
155
- process.on('SIGINT', async () => {
156
- console.log('\n\nShutting down...');
157
- console.log(`Total opportunities: ${totalOpportunities}, Executed: ${totalExecuted}, Profit: $${totalProfit.toFixed(2)}`);
158
- await wsManager.unsubscribeAll();
159
- process.exit(0);
160
- });
161
-
162
- console.log('Monitoring for arbitrage opportunities...\n');
163
- }
164
-
165
- // ═══════════════════════════════════════════════════════════════════════════════
166
- // BALANCE & ORDERBOOK
167
- // ═══════════════════════════════════════════════════════════════════════════════
168
-
169
- async function updateBalance() {
170
- if (!ctf) return;
171
- try {
172
- const [usdcBalance, positions] = await Promise.all([
173
- ctf.getUsdcBalance(),
174
- ctf.getPositionBalanceByTokenIds(MARKET_CONFIG.conditionId, tokenIds),
175
- ]);
176
- balance.usdc = parseFloat(usdcBalance);
177
- balance.yesTokens = parseFloat(positions.yesBalance);
178
- balance.noTokens = parseFloat(positions.noBalance);
179
- balance.lastUpdate = Date.now();
180
- } catch (error) {
181
- console.error('Failed to update balance:', (error as Error).message);
182
- }
183
- }
184
-
185
- function handleBookUpdate(update: BookUpdate) {
186
- const { assetId, bids, asks } = update;
187
- if (assetId === MARKET_CONFIG.yesTokenId) {
188
- orderbook.yesBids = bids.sort((a, b) => b.price - a.price);
189
- orderbook.yesAsks = asks.sort((a, b) => a.price - b.price);
190
- } else if (assetId === MARKET_CONFIG.noTokenId) {
191
- orderbook.noBids = bids.sort((a, b) => b.price - a.price);
192
- orderbook.noAsks = asks.sort((a, b) => a.price - b.price);
193
- }
194
- orderbook.lastUpdate = Date.now();
195
- checkArbitrage();
196
- }
197
-
198
- // ═══════════════════════════════════════════════════════════════════════════════
199
- // ARBITRAGE DETECTION
200
- // ═══════════════════════════════════════════════════════════════════════════════
201
-
202
- function checkArbitrage() {
203
- const now = Date.now();
204
- if (now - lastArbCheck < 10) return;
205
- lastArbCheck = now;
206
-
207
- if (orderbook.yesBids.length === 0 || orderbook.noAsks.length === 0) return;
208
-
209
- const yesBestBid = orderbook.yesBids[0]?.price || 0;
210
- const yesBestAsk = orderbook.yesAsks[0]?.price || 1;
211
- const noBestBid = orderbook.noBids[0]?.price || 0;
212
- const noBestAsk = orderbook.noAsks[0]?.price || 1;
213
-
214
- const effectiveBuyYes = Math.min(yesBestAsk, 1 - noBestBid);
215
- const effectiveBuyNo = Math.min(noBestAsk, 1 - yesBestBid);
216
- const effectiveSellYes = Math.max(yesBestBid, 1 - noBestAsk);
217
- const effectiveSellNo = Math.max(noBestBid, 1 - yesBestAsk);
218
-
219
- const longCost = effectiveBuyYes + effectiveBuyNo;
220
- const longProfit = 1 - longCost;
221
- const shortRevenue = effectiveSellYes + effectiveSellNo;
222
- const shortProfit = shortRevenue - 1;
223
-
224
- const orderbookLongSize = Math.min(orderbook.yesAsks[0]?.size || 0, orderbook.noAsks[0]?.size || 0);
225
- const orderbookShortSize = Math.min(orderbook.yesBids[0]?.size || 0, orderbook.noBids[0]?.size || 0);
226
-
227
- const heldPairs = Math.min(balance.yesTokens, balance.noTokens);
228
- const balanceLongSize = longCost > 0 ? balance.usdc / longCost : 0;
229
- const longSize = Math.min(orderbookLongSize, balanceLongSize, MAX_SINGLE_TRADE);
230
- const shortSize = Math.min(orderbookShortSize, heldPairs, MAX_SINGLE_TRADE);
231
-
232
- const timestamp = new Date().toISOString().split('T')[1].split('.')[0];
233
- const status = [
234
- `[${timestamp}]`,
235
- `${MARKET_CONFIG.outcomes[0]}: ${yesBestBid.toFixed(2)}/${yesBestAsk.toFixed(2)}`,
236
- `${MARKET_CONFIG.outcomes[1]}: ${noBestBid.toFixed(2)}/${noBestAsk.toFixed(2)}`,
237
- `Long: ${(longProfit * 100).toFixed(2)}%`,
238
- `Short: ${(shortProfit * 100).toFixed(2)}%`,
239
- `Bal: $${balance.usdc.toFixed(0)}`,
240
- `Pairs: ${heldPairs.toFixed(0)}`,
241
- ].join(' | ');
242
-
243
- const hasLongArb = longProfit > PROFIT_THRESHOLD && longSize >= MIN_SIZE && balance.usdc >= MIN_SIZE;
244
- const hasShortArb = shortProfit > PROFIT_THRESHOLD && shortSize >= MIN_SIZE && heldPairs >= MIN_TOKEN_RESERVE;
245
-
246
- if (hasLongArb || hasShortArb) {
247
- console.log('\n' + '!'.repeat(75));
248
- console.log(status);
249
-
250
- if (hasLongArb) {
251
- totalOpportunities++;
252
- console.log(`\n🎯 LONG ARB: Buy ${MARKET_CONFIG.outcomes[0]} @ ${effectiveBuyYes.toFixed(4)} + ${MARKET_CONFIG.outcomes[1]} @ ${effectiveBuyNo.toFixed(4)}`);
253
- console.log(` Cost: ${longCost.toFixed(4)}, Profit: ${(longProfit * 100).toFixed(2)}%, Size: ${longSize.toFixed(2)}, Est: $${(longProfit * longSize).toFixed(2)}`);
254
- if (AUTO_EXECUTE && !isExecuting) executeLongArb(effectiveBuyYes, effectiveBuyNo, longSize, longProfit);
255
- }
256
-
257
- if (hasShortArb) {
258
- totalOpportunities++;
259
- console.log(`\n🎯 SHORT ARB: Sell ${MARKET_CONFIG.outcomes[0]} @ ${effectiveSellYes.toFixed(4)} + ${MARKET_CONFIG.outcomes[1]} @ ${effectiveSellNo.toFixed(4)}`);
260
- console.log(` Revenue: ${shortRevenue.toFixed(4)}, Profit: ${(shortProfit * 100).toFixed(2)}%, Size: ${shortSize.toFixed(2)}, Est: $${(shortProfit * shortSize).toFixed(2)}`);
261
- if (AUTO_EXECUTE && !isExecuting) executeShortArb(shortSize, shortProfit * shortSize);
262
- }
263
-
264
- console.log('!'.repeat(75) + '\n');
265
- } else {
266
- process.stdout.write('\r' + status + ' ');
267
- }
268
- }
269
-
270
- // ═══════════════════════════════════════════════════════════════════════════════
271
- // EXECUTION
272
- // ═══════════════════════════════════════════════════════════════════════════════
273
-
274
- async function executeLongArb(buyYesPrice: number, buyNoPrice: number, size: number, profitRate: number) {
275
- if (!ctf || !tradingClient || isExecuting) return;
276
- isExecuting = true;
277
- const startTime = Date.now();
278
- console.log('\n🔄 Executing Long Arb (Buy → Instant Merge)...');
279
-
280
- try {
281
- const requiredUsdc = (buyYesPrice + buyNoPrice) * size;
282
- if (balance.usdc < requiredUsdc) {
283
- console.log(`❌ Insufficient USDC.e: have ${balance.usdc.toFixed(2)}, need ${requiredUsdc.toFixed(2)}`);
284
- isExecuting = false;
285
- return;
286
- }
287
-
288
- console.log(` 1. Buying tokens in parallel...`);
289
- const orderStartTime = Date.now();
290
- const [buyYesResult, buyNoResult] = await Promise.all([
291
- tradingClient.createMarketOrder({ tokenId: MARKET_CONFIG.yesTokenId, side: 'BUY', amount: size * buyYesPrice, orderType: 'FOK' }),
292
- tradingClient.createMarketOrder({ tokenId: MARKET_CONFIG.noTokenId, side: 'BUY', amount: size * buyNoPrice, orderType: 'FOK' }),
293
- ]);
294
- console.log(` ${MARKET_CONFIG.outcomes[0]}: ${buyYesResult.success ? '✓' : '✗'}, ${MARKET_CONFIG.outcomes[1]}: ${buyNoResult.success ? '✓' : '✗'} (${Date.now() - orderStartTime}ms)`);
295
-
296
- if (!buyYesResult.success || !buyNoResult.success) {
297
- console.log(`❌ Order(s) failed - will retry on next opportunity`);
298
- if (buyYesResult.errorMsg) console.log(` YES Error: ${buyYesResult.errorMsg}`);
299
- if (buyNoResult.errorMsg) console.log(` NO Error: ${buyNoResult.errorMsg}`);
300
- isExecuting = false;
301
- return;
302
- }
303
-
304
- // Immediate merge using pre-held tokens
305
- const heldPairs = Math.min(balance.yesTokens, balance.noTokens);
306
- const mergeSize = Math.floor(Math.min(size, heldPairs) * 1e6) / 1e6;
307
-
308
- if (mergeSize >= MIN_SIZE) {
309
- console.log(` 2. Merging ${mergeSize.toFixed(2)} pairs from pre-held tokens...`);
310
- try {
311
- const mergeResult = await ctf.merge(MARKET_CONFIG.conditionId, mergeSize.toString());
312
- console.log(` TX: ${mergeResult.txHash}`);
313
-
314
- const estProfit = profitRate * mergeSize;
315
- totalProfit += estProfit;
316
- console.log(`✅ Long Arb completed! Profit: ~$${estProfit.toFixed(2)}. Total: ${Date.now() - startTime}ms`);
317
- } catch (mergeError: any) {
318
- console.log(` ⚠️ Merge failed: ${mergeError.message}`);
319
- console.log(` Tokens will be held for later merge by rebalancer`);
320
- }
321
- } else {
322
- console.log(` 2. Skipping merge (held pairs ${heldPairs.toFixed(2)} < ${MIN_SIZE})`);
323
- console.log(` Tokens held - rebalancer will merge later`);
324
- }
325
-
326
- totalExecuted++;
327
- await new Promise(r => setTimeout(r, 2000));
328
- await updateBalance();
329
- console.log(` New balance: USDC=${balance.usdc.toFixed(2)}, YES=${balance.yesTokens.toFixed(2)}, NO=${balance.noTokens.toFixed(2)}`);
330
- } catch (error) {
331
- console.log(`❌ Long Arb failed: ${(error as Error).message}`);
332
- }
333
- isExecuting = false;
334
- }
335
-
336
- async function executeShortArb(size: number, estProfit: number) {
337
- if (!ctf || !tradingClient || isExecuting) return;
338
- isExecuting = true;
339
- const startTime = Date.now();
340
- console.log('\n🔄 Executing Short Arb (Sell Pre-held Tokens)...');
341
-
342
- try {
343
- const heldPairs = Math.min(balance.yesTokens, balance.noTokens);
344
- if (heldPairs < size) {
345
- console.log(`❌ Insufficient held tokens: have ${heldPairs.toFixed(2)}, need ${size.toFixed(2)}`);
346
- console.log(` Run token-rebalancer.ts to auto-split more tokens`);
347
- isExecuting = false;
348
- return;
349
- }
350
-
351
- console.log(` 1. Selling pre-held tokens in parallel...`);
352
- const orderStartTime = Date.now();
353
- const [sellYesResult, sellNoResult] = await Promise.all([
354
- tradingClient.createMarketOrder({ tokenId: MARKET_CONFIG.yesTokenId, side: 'SELL', amount: size, orderType: 'FOK' }),
355
- tradingClient.createMarketOrder({ tokenId: MARKET_CONFIG.noTokenId, side: 'SELL', amount: size, orderType: 'FOK' }),
356
- ]);
357
- console.log(` ${MARKET_CONFIG.outcomes[0]}: ${sellYesResult.success ? '✓' : '✗'}, ${MARKET_CONFIG.outcomes[1]}: ${sellNoResult.success ? '✓' : '✗'} (${Date.now() - orderStartTime}ms)`);
358
-
359
- if (!sellYesResult.success || !sellNoResult.success) {
360
- console.log(`❌ Order(s) failed`);
361
- if (sellYesResult.errorMsg) console.log(` YES Error: ${sellYesResult.errorMsg}`);
362
- if (sellNoResult.errorMsg) console.log(` NO Error: ${sellNoResult.errorMsg}`);
363
- isExecuting = false;
364
- return;
365
- }
366
-
367
- console.log(`✅ Short Arb completed! Profit: ~$${estProfit.toFixed(2)}. Total: ${Date.now() - startTime}ms`);
368
- totalExecuted++;
369
- totalProfit += estProfit;
370
-
371
- await new Promise(r => setTimeout(r, 2000));
372
- await updateBalance();
373
- console.log(` New balance: USDC=${balance.usdc.toFixed(2)}, YES=${balance.yesTokens.toFixed(2)}, NO=${balance.noTokens.toFixed(2)}`);
374
-
375
- const newHeldPairs = Math.min(balance.yesTokens, balance.noTokens);
376
- if (newHeldPairs < MIN_TOKEN_RESERVE) {
377
- console.log(` ⚠️ Token reserve low (${newHeldPairs.toFixed(0)}) - rebalancer should split more`);
378
- }
379
- } catch (error) {
380
- console.log(`❌ Short Arb failed: ${(error as Error).message}`);
381
- }
382
- isExecuting = false;
383
- }
384
-
385
- main().catch(console.error);
@@ -1,190 +0,0 @@
1
- #!/usr/bin/env npx tsx
2
- /**
3
- * Settle Position - 市场结束后清算脚本
4
- *
5
- * 功能:
6
- * 1. 查看当前持仓 (YES + NO)
7
- * 2. Merge 所有配对的 tokens → 回收 USDC
8
- * 3. 显示剩余的单边 tokens(等市场结算后 redeem)
9
- *
10
- * 用法:
11
- * # 查看持仓
12
- * POLY_PRIVKEY=0x... npx tsx scripts/v2/settle-position.ts
13
- *
14
- * # 执行 merge
15
- * POLY_PRIVKEY=0x... npx tsx scripts/v2/settle-position.ts --merge
16
- *
17
- * # 指定市场
18
- * POLY_PRIVKEY=0x... npx tsx scripts/v2/settle-position.ts --merge --market map1
19
- * POLY_PRIVKEY=0x... npx tsx scripts/v2/settle-position.ts --merge --market bo3
20
- */
21
-
22
- import { CTFClient } from '../../src/index.js';
23
-
24
- // ============== Market Configurations ==============
25
- const MARKETS = {
26
- map1: {
27
- name: 'CS2: FaZe vs Passion UA - Map 1 Winner',
28
- conditionId: '0x8307e29e55c51624bf7dc2448f640902deda12a798bf4f9389f50effed5ca8e3',
29
- yesTokenId: '43483263124644478520592164117863889505064690344162739837819619686304683165329',
30
- noTokenId: '82507526040280959004054227385878378176592321458993996786469194286964091170010',
31
- outcomes: ['FaZe', 'Passion UA'],
32
- },
33
- map2: {
34
- name: 'CS2: FaZe vs Passion UA - Map 2 Winner',
35
- conditionId: '0x42b6312bfef1d4d996239fb2975a0201fed896beb9020c7117222cb9c63fb8a0',
36
- yesTokenId: '98500029478540181701955943314626655950009912089703692217392489784365890894034',
37
- noTokenId: '6600108613901488464286039277243478584438419930859899257744834420246596461241',
38
- outcomes: ['FaZe', 'Passion UA'],
39
- },
40
- bo3: {
41
- name: 'CS2: FaZe vs Passion UA (BO3)',
42
- conditionId: '0x5ac2e92a82ea41ec3a4d9332d323d8d198a8c9acc732b7e6373bd61f45e1df49',
43
- yesTokenId: '89062136554637645106569570664838812035010963361832797298254486917225439629146',
44
- noTokenId: '54956090965819006918015199317329813503156478664679332459223691084797135448319',
45
- outcomes: ['FaZe', 'Passion UA'],
46
- },
47
- cs2_b8_navi: {
48
- name: 'CS2: B8 vs Navi - Map 2 Winner',
49
- conditionId: '0xed4f4efc641b2cc65d172115527298780c2763e38392411080446d00624de188',
50
- yesTokenId: '98356217078946559304776425059619763149078508549007892630440851408503070133487',
51
- noTokenId: '9564639153871441133338469591798901837693814970886235799643024453135563888010',
52
- outcomes: ['B8', 'Natus Vincere'],
53
- },
54
- };
55
-
56
- // ============== Parse Arguments ==============
57
- const args = process.argv.slice(2);
58
- const EXECUTE_MERGE = args.includes('--merge');
59
- const marketIdx = args.indexOf('--market');
60
- const MARKET_KEY = marketIdx !== -1 ? args[marketIdx + 1] : 'all';
61
-
62
- const PRIVATE_KEY = process.env.POLY_PRIVKEY || '';
63
- const RPC_URL = process.env.POLYGON_RPC_URL || 'https://polygon-rpc.com';
64
-
65
- // ============== Main ==============
66
- async function main() {
67
- console.log('╔════════════════════════════════════════════════════════════════╗');
68
- console.log('║ SETTLE POSITION - 清算脚本 ║');
69
- console.log('╚════════════════════════════════════════════════════════════════╝');
70
- console.log();
71
-
72
- if (!PRIVATE_KEY) {
73
- console.error('Error: POLY_PRIVKEY environment variable is required');
74
- process.exit(1);
75
- }
76
-
77
- // Initialize clients
78
- const ctf = new CTFClient({ privateKey: PRIVATE_KEY, rpcUrl: RPC_URL });
79
-
80
- console.log(`Wallet: ${ctf.getAddress()}`);
81
- console.log(`Mode: ${EXECUTE_MERGE ? 'MERGE (will execute)' : 'VIEW ONLY'}`);
82
- console.log();
83
-
84
- // Get USDC balance
85
- const usdcBalance = await ctf.getUsdcBalance();
86
- console.log(`USDC.e Balance: $${parseFloat(usdcBalance).toFixed(2)}`);
87
- console.log();
88
-
89
- // Process markets
90
- const marketsToProcess = MARKET_KEY === 'all'
91
- ? Object.entries(MARKETS)
92
- : [[MARKET_KEY, MARKETS[MARKET_KEY as keyof typeof MARKETS]]].filter(([_, m]) => m);
93
-
94
- if (marketsToProcess.length === 0) {
95
- console.error(`Unknown market: ${MARKET_KEY}`);
96
- console.log(`Available markets: ${Object.keys(MARKETS).join(', ')}`);
97
- process.exit(1);
98
- }
99
-
100
- let totalMerged = 0;
101
- let totalUnpairedYes = 0;
102
- let totalUnpairedNo = 0;
103
-
104
- for (const [key, market] of marketsToProcess) {
105
- if (!market) continue;
106
-
107
- console.log('═══════════════════════════════════════════════════════════════');
108
- console.log(`Market: ${market.name}`);
109
- console.log(`Condition: ${market.conditionId.slice(0, 20)}...`);
110
- console.log();
111
-
112
- // Get token balances
113
- const tokenIds = { yesTokenId: market.yesTokenId, noTokenId: market.noTokenId };
114
- const positions = await ctf.getPositionBalanceByTokenIds(market.conditionId, tokenIds);
115
- const yesBalance = parseFloat(positions.yesBalance);
116
- const noBalance = parseFloat(positions.noBalance);
117
-
118
- console.log(` ${market.outcomes[0]} (YES): ${yesBalance.toFixed(6)}`);
119
- console.log(` ${market.outcomes[1]} (NO): ${noBalance.toFixed(6)}`);
120
-
121
- // Calculate pairs and unpaired
122
- const pairs = Math.min(yesBalance, noBalance);
123
- const unpairedYes = yesBalance - pairs;
124
- const unpairedNo = noBalance - pairs;
125
-
126
- console.log();
127
- console.log(` Paired tokens: ${pairs.toFixed(6)} (can merge → $${pairs.toFixed(2)} USDC)`);
128
-
129
- if (unpairedYes > 0.001) {
130
- console.log(` ⚠️ Unpaired YES: ${unpairedYes.toFixed(6)} (wait for market settlement to redeem if ${market.outcomes[0]} wins)`);
131
- totalUnpairedYes += unpairedYes;
132
- }
133
- if (unpairedNo > 0.001) {
134
- console.log(` ⚠️ Unpaired NO: ${unpairedNo.toFixed(6)} (wait for market settlement to redeem if ${market.outcomes[1]} wins)`);
135
- totalUnpairedNo += unpairedNo;
136
- }
137
-
138
- // Execute merge if requested
139
- if (EXECUTE_MERGE && pairs >= 1) {
140
- const mergeAmount = Math.floor(pairs * 1e6) / 1e6;
141
- console.log();
142
- console.log(` 🔄 Merging ${mergeAmount.toFixed(6)} token pairs...`);
143
-
144
- try {
145
- // Use mergeByTokenIds to bypass the deprecated getPositionBalance check
146
- const result = await ctf.mergeByTokenIds(market.conditionId, tokenIds, mergeAmount.toString());
147
- console.log(` ✅ Merge TX: ${result.txHash}`);
148
- console.log(` ✅ Recovered: $${mergeAmount.toFixed(2)} USDC`);
149
- totalMerged += mergeAmount;
150
- } catch (error: any) {
151
- console.log(` ❌ Merge failed: ${error.message}`);
152
- }
153
- } else if (pairs >= 1) {
154
- console.log();
155
- console.log(` 💡 Run with --merge to recover $${pairs.toFixed(2)} USDC`);
156
- }
157
-
158
- console.log();
159
- }
160
-
161
- // Summary
162
- console.log('═══════════════════════════════════════════════════════════════');
163
- console.log('SUMMARY');
164
- console.log('═══════════════════════════════════════════════════════════════');
165
-
166
- if (EXECUTE_MERGE) {
167
- console.log(`Total Merged: $${totalMerged.toFixed(2)} USDC`);
168
- const newUsdcBalance = await ctf.getUsdcBalance();
169
- console.log(`New USDC.e Balance: $${parseFloat(newUsdcBalance).toFixed(2)}`);
170
- }
171
-
172
- if (totalUnpairedYes > 0.001 || totalUnpairedNo > 0.001) {
173
- console.log();
174
- console.log('Unpaired tokens (waiting for market settlement):');
175
- if (totalUnpairedYes > 0.001) {
176
- console.log(` YES tokens: ${totalUnpairedYes.toFixed(6)}`);
177
- }
178
- if (totalUnpairedNo > 0.001) {
179
- console.log(` NO tokens: ${totalUnpairedNo.toFixed(6)}`);
180
- }
181
- console.log();
182
- console.log('Note: Unpaired tokens can be redeemed after market settles');
183
- console.log(' - If your outcome wins: redeem for $1 per token');
184
- console.log(' - If your outcome loses: tokens have no value');
185
- }
186
-
187
- console.log();
188
- }
189
-
190
- main().catch(console.error);