@catalyst-team/poly-sdk 0.2.0 → 0.3.0

package/scripts/arb-tests/03-e2e-tests.ts

@@ -1,503 +0,0 @@
-#!/usr/bin/env npx tsx
-/**
- * E2E Test Script for CTF Operations
- *
- * Tests complete workflow with real private key:
- * 1. Wallet connection and balance query
- * 2. CTF checkReadyForCTF()
- * 3. CTF Split operation (small amount: $5)
- * 4. CTF Merge operation (merge back the split tokens)
- * 5. clearPositions() dry run
- *
- * ⚠️ SAFETY:
- * - Uses small amounts ($5 max) for safety
- * - Always do dry run first for clearPositions
- * - Real on-chain transactions with real funds
- *
- * Environment:
- *   PRIVATE_KEY - Private key (from .env file)
- *   POLYGON_RPC_URL - Optional RPC URL (default: https://polygon-rpc.com)
- *
- * Run with:
- *   npx tsx scripts/arb-tests/03-e2e-tests.ts
- *
- * Based on:
- * - examples/10-ctf-operations.ts
- * - examples/13-arbitrage-service.ts
- */
-
-import { config } from 'dotenv';
-import path from 'path';
-import {
-  CTFClient,
-  PolymarketSDK,
-  ArbitrageService,
-  CTF_CONTRACT,
-  USDC_CONTRACT,
-  NATIVE_USDC_CONTRACT,
-  formatUSDC,
-} from '../../src/index.js';
-import type { ArbitrageMarketConfig, TokenIds } from '../../src/index.js';
-
-// Load .env from package root
-config({ path: path.resolve(process.cwd(), '.env') });
-
-// ===== Configuration =====
-
-const PRIVATE_KEY = process.env.PRIVATE_KEY;
-const RPC_URL = process.env.POLYGON_RPC_URL || 'https://polygon-rpc.com';
-const TEST_AMOUNT = '5'; // $5 for safety
-const MIN_MATIC_BALANCE = 0.01; // Minimum MATIC for gas
-
-// ===== Test State =====
-
-interface TestResult {
-  name: string;
-  status: 'PASS' | 'FAIL' | 'SKIP';
-  duration?: number;
-  error?: string;
-  data?: any;
-}
-
-const results: TestResult[] = [];
-let ctfClient: CTFClient;
-let sdk: PolymarketSDK;
-let testMarket: ArbitrageMarketConfig | null = null;
-
-// ===== Helper Functions =====
-
-function printHeader(title: string) {
-  console.log('\n' + '='.repeat(70));
-  console.log(title);
-  console.log('='.repeat(70));
-}
-
-function printSubHeader(title: string) {
-  console.log('\n' + '-'.repeat(70));
-  console.log(title);
-  console.log('-'.repeat(70));
-}
-
-function logTest(name: string) {
-  console.log(`\n[TEST] ${name}`);
-}
-
-function recordResult(name: string, status: 'PASS' | 'FAIL' | 'SKIP', duration?: number, error?: string, data?: any) {
-  results.push({ name, status, duration, error, data });
-
-  const statusSymbol = status === 'PASS' ? '✅' : status === 'FAIL' ? '❌' : '⏭️ ';
-  const durationStr = duration !== undefined ? ` (${duration}ms)` : '';
-  console.log(`${statusSymbol} ${name}${durationStr}`);
-
-  if (error) {
-    console.log(`   Error: ${error}`);
-  }
-}
-
-function printSummary() {
-  printHeader('TEST SUMMARY');
-
-  const passed = results.filter(r => r.status === 'PASS').length;
-  const failed = results.filter(r => r.status === 'FAIL').length;
-  const skipped = results.filter(r => r.status === 'SKIP').length;
-  const total = results.length;
-
-  console.log(`\nTotal: ${total} | Passed: ${passed} | Failed: ${failed} | Skipped: ${skipped}`);
-  console.log('');
-
-  results.forEach(r => {
-    const statusSymbol = r.status === 'PASS' ? '✅' : r.status === 'FAIL' ? '❌' : '⏭️ ';
-    console.log(`${statusSymbol} ${r.name}`);
-    if (r.error) {
-      console.log(`   ${r.error}`);
-    }
-  });
-
-  console.log('');
-  process.exit(failed > 0 ? 1 : 0);
-}
-
-// ===== Test Functions =====
-
-async function test1_WalletConnection() {
-  logTest('Test 1: Wallet Connection and Balance Query');
-  const start = Date.now();
-
-  try {
-    if (!PRIVATE_KEY) {
-      throw new Error('PRIVATE_KEY not set in .env file');
-    }
-
-    // Initialize CTF Client
-    ctfClient = new CTFClient({
-      privateKey: PRIVATE_KEY,
-      rpcUrl: RPC_URL,
-    });
-
-    const address = ctfClient.getAddress();
-    console.log(`   Wallet Address: ${address}`);
-    console.log(`   RPC URL: ${RPC_URL}`);
-
-    // Get balances
-    const [usdcE, nativeUsdc, maticBigNumber] = await Promise.all([
-      ctfClient.getUsdcBalance(),
-      ctfClient.getNativeUsdcBalance(),
-      ctfClient['provider'].getBalance(address),
-    ]);
-
-    // Convert BigNumber to ether string
-    const matic = parseFloat((await import('ethers')).ethers.utils.formatEther(maticBigNumber));
-
-    console.log(`\n   Balances:`);
-    console.log(`   ├─ USDC.e (CTF):     $${parseFloat(usdcE).toFixed(4)}`);
-    console.log(`   ├─ Native USDC:      $${parseFloat(nativeUsdc).toFixed(4)}`);
-    console.log(`   └─ MATIC (gas):      ${matic.toFixed(4)}`);
-
-    console.log(`\n   Contract Addresses:`);
-    console.log(`   ├─ CTF:              ${CTF_CONTRACT}`);
-    console.log(`   ├─ USDC.e:           ${USDC_CONTRACT}`);
-    console.log(`   └─ Native USDC:      ${NATIVE_USDC_CONTRACT}`);
-
-    // Validate minimum balances
-    if (matic < MIN_MATIC_BALANCE) {
-      throw new Error(`Insufficient MATIC for gas. Have: ${matic.toFixed(4)}, Need: ${MIN_MATIC_BALANCE}`);
-    }
-
-    recordResult('Test 1: Wallet Connection', 'PASS', Date.now() - start, undefined, {
-      address,
-      usdcE: parseFloat(usdcE),
-      nativeUsdc: parseFloat(nativeUsdc),
-      matic,
-    });
-  } catch (error) {
-    recordResult('Test 1: Wallet Connection', 'FAIL', Date.now() - start, String(error));
-    throw error;
-  }
-}
-
-async function test2_CheckReadyForCTF() {
-  logTest('Test 2: CTF checkReadyForCTF()');
-  const start = Date.now();
-
-  try {
-    const readiness = await ctfClient.checkReadyForCTF(TEST_AMOUNT);
-
-    console.log(`\n   CTF Readiness Check (for $${TEST_AMOUNT}):`);
-    console.log(`   ├─ USDC.e Balance:   $${readiness.usdcEBalance}`);
-    console.log(`   ├─ Native USDC:      $${readiness.nativeUsdcBalance}`);
-    console.log(`   ├─ MATIC Balance:    ${readiness.maticBalance}`);
-    console.log(`   └─ CTF Ready:        ${readiness.ready ? '✅ Yes' : '❌ No'}`);
-
-    if (readiness.suggestion) {
-      console.log(`\n   ⚠️  ${readiness.suggestion}`);
-    }
-
-    if (!readiness.ready) {
-      recordResult('Test 2: CTF Readiness Check', 'SKIP', Date.now() - start, 'Not ready for CTF operations', readiness);
-      return false;
-    }
-
-    recordResult('Test 2: CTF Readiness Check', 'PASS', Date.now() - start, undefined, readiness);
-    return true;
-  } catch (error) {
-    recordResult('Test 2: CTF Readiness Check', 'FAIL', Date.now() - start, String(error));
-    throw error;
-  }
-}
-
-async function test3_FindActiveMarket() {
-  logTest('Test 3: Find Active Market for Testing');
-  const start = Date.now();
-
-  try {
-    sdk = new PolymarketSDK();
-
-    // Find an active market with reasonable volume
-    const markets = await sdk.gammaApi.getMarkets({
-      closed: false,
-      active: true,
-      limit: 20,
-    });
-
-    if (markets.length === 0) {
-      throw new Error('No active markets found');
-    }
-
-    // Find market with orderbook
-    let selectedMarket = null;
-
-    for (const market of markets) {
-      try {
-        const clobMarket = await sdk.clobApi.getMarket(market.conditionId);
-        const yesToken = clobMarket.tokens.find(t => t.outcome === 'Yes');
-        const noToken = clobMarket.tokens.find(t => t.outcome === 'No');
-
-        if (yesToken && noToken && clobMarket.active && clobMarket.acceptingOrders) {
-          selectedMarket = {
-            market,
-            yesTokenId: yesToken.tokenId,
-            noTokenId: noToken.tokenId,
-          };
-          break;
-        }
-      } catch {
-        // Skip markets without orderbook
-        continue;
-      }
-    }
-
-    if (!selectedMarket) {
-      throw new Error('No suitable market found with orderbook');
-    }
-
-    testMarket = {
-      name: selectedMarket.market.question || 'Unknown Market',
-      conditionId: selectedMarket.market.conditionId,
-      yesTokenId: selectedMarket.yesTokenId,
-      noTokenId: selectedMarket.noTokenId,
-    };
-
-    console.log(`\n   Selected Market:`);
-    console.log(`   ├─ Question:         ${testMarket.name.slice(0, 50)}...`);
-    console.log(`   ├─ Condition ID:     ${testMarket.conditionId}`);
-    console.log(`   ├─ YES Token ID:     ${testMarket.yesTokenId.slice(0, 20)}...`);
-    console.log(`   └─ NO Token ID:      ${testMarket.noTokenId.slice(0, 20)}...`);
-
-    recordResult('Test 3: Find Active Market', 'PASS', Date.now() - start, undefined, {
-      question: testMarket.name,
-      conditionId: testMarket.conditionId,
-    });
-    return true;
-  } catch (error) {
-    recordResult('Test 3: Find Active Market', 'FAIL', Date.now() - start, String(error));
-    return false;
-  }
-}
-
-async function test4_SplitOperation() {
-  logTest(`Test 4: CTF Split Operation ($${TEST_AMOUNT})`);
-  const start = Date.now();
-
-  try {
-    if (!testMarket) {
-      throw new Error('No test market available');
-    }
-
-    console.log(`\n   Splitting $${TEST_AMOUNT} USDC into YES + NO tokens...`);
-    console.log(`   Market: ${testMarket.conditionId}`);
-
-    // Check balance before
-    const balanceBefore = await ctfClient.getUsdcBalance();
-    console.log(`   Balance before: $${balanceBefore}`);
-
-    // Execute split
-    const splitResult = await ctfClient.split(testMarket.conditionId, TEST_AMOUNT);
-
-    console.log(`\n   ✅ Split successful!`);
-    console.log(`   ├─ TX Hash:          ${splitResult.txHash}`);
-    console.log(`   ├─ Amount:           ${splitResult.amount} USDC`);
-    console.log(`   ├─ YES Tokens:       ${splitResult.yesTokens}`);
-    console.log(`   ├─ NO Tokens:        ${splitResult.noTokens}`);
-    console.log(`   └─ Gas Used:         ${splitResult.gasUsed}`);
-
-    // Check balance after
-    const balanceAfter = await ctfClient.getUsdcBalance();
-    const balanceChange = parseFloat(balanceBefore) - parseFloat(balanceAfter);
-    console.log(`   Balance after:  $${balanceAfter} (spent: $${balanceChange.toFixed(4)})`);
-
-    // Wait for blockchain to settle
-    console.log(`\n   Waiting 2s for blockchain to settle...`);
-    await new Promise(resolve => setTimeout(resolve, 2000));
-
-    // Verify token balances
-    const tokenIds: TokenIds = {
-      yesTokenId: testMarket.yesTokenId,
-      noTokenId: testMarket.noTokenId,
-    };
-
-    const positions = await ctfClient.getPositionBalanceByTokenIds(testMarket.conditionId, tokenIds);
-    console.log(`\n   Token Positions:`);
-    console.log(`   ├─ YES Balance:      ${positions.yesBalance}`);
-    console.log(`   └─ NO Balance:       ${positions.noBalance}`);
-
-    recordResult('Test 4: CTF Split', 'PASS', Date.now() - start, undefined, {
-      txHash: splitResult.txHash,
-      amount: splitResult.amount,
-      gasUsed: splitResult.gasUsed,
-    });
-    return true;
-  } catch (error) {
-    recordResult('Test 4: CTF Split', 'FAIL', Date.now() - start, String(error));
-    return false;
-  }
-}
-
-async function test5_MergeOperation() {
-  logTest(`Test 5: CTF Merge Operation (merge back $${TEST_AMOUNT})`);
-  const start = Date.now();
-
-  try {
-    if (!testMarket) {
-      throw new Error('No test market available');
-    }
-
-    console.log(`\n   Merging ${TEST_AMOUNT} YES + ${TEST_AMOUNT} NO → $${TEST_AMOUNT} USDC...`);
-    console.log(`   Market: ${testMarket.conditionId}`);
-
-    // Check balance before
-    const balanceBefore = await ctfClient.getUsdcBalance();
-    console.log(`   USDC balance before: $${balanceBefore}`);
-
-    // Execute merge
-    const tokenIds: TokenIds = {
-      yesTokenId: testMarket.yesTokenId,
-      noTokenId: testMarket.noTokenId,
-    };
-
-    // Check token balances before merge
-    const positionsBefore = await ctfClient.getPositionBalanceByTokenIds(testMarket.conditionId, tokenIds);
-    console.log(`   Token positions before merge:`);
-    console.log(`   ├─ YES:              ${positionsBefore.yesBalance}`);
-    console.log(`   └─ NO:               ${positionsBefore.noBalance}`);
-
-    const mergeResult = await ctfClient.mergeByTokenIds(
-      testMarket.conditionId,
-      tokenIds,
-      TEST_AMOUNT
-    );
-
-    console.log(`\n   ✅ Merge successful!`);
-    console.log(`   ├─ TX Hash:          ${mergeResult.txHash}`);
-    console.log(`   ├─ Amount:           ${mergeResult.amount} pairs`);
-    console.log(`   ├─ USDC Received:    $${mergeResult.usdcReceived}`);
-    console.log(`   └─ Gas Used:         ${mergeResult.gasUsed}`);
-
-    // Check balance after
-    const balanceAfter = await ctfClient.getUsdcBalance();
-    const balanceChange = parseFloat(balanceAfter) - parseFloat(balanceBefore);
-    console.log(`   USDC balance after:  $${balanceAfter} (recovered: $${balanceChange.toFixed(4)})`);
-
-    // Verify token balances
-    const positions = await ctfClient.getPositionBalanceByTokenIds(testMarket.conditionId, tokenIds);
-    console.log(`\n   Token Positions (remaining):`);
-    console.log(`   ├─ YES Balance:      ${positions.yesBalance}`);
-    console.log(`   └─ NO Balance:       ${positions.noBalance}`);
-
-    recordResult('Test 5: CTF Merge', 'PASS', Date.now() - start, undefined, {
-      txHash: mergeResult.txHash,
-      usdcReceived: mergeResult.usdcReceived,
-      gasUsed: mergeResult.gasUsed,
-    });
-    return true;
-  } catch (error) {
-    recordResult('Test 5: CTF Merge', 'FAIL', Date.now() - start, String(error));
-    return false;
-  }
-}
-
-async function test6_ClearPositionsDryRun() {
-  logTest('Test 6: clearPositions() Dry Run');
-  const start = Date.now();
-
-  try {
-    if (!testMarket) {
-      throw new Error('No test market available');
-    }
-
-    // Initialize ArbitrageService for clearPositions
-    const arbService = new ArbitrageService({
-      privateKey: PRIVATE_KEY,
-      rpcUrl: RPC_URL,
-      enableLogging: false,
-    });
-
-    console.log(`\n   Running clearPositions dry run...`);
-    console.log(`   Market: ${testMarket.name.slice(0, 50)}...`);
-
-    // Execute dry run (execute = false)
-    const clearResult = await arbService.clearPositions(testMarket, false);
-
-    console.log(`\n   Clear Positions Analysis:`);
-    console.log(`   ├─ Market Status:    ${clearResult.marketStatus}`);
-    console.log(`   ├─ YES Balance:      ${clearResult.yesBalance.toFixed(4)}`);
-    console.log(`   ├─ NO Balance:       ${clearResult.noBalance.toFixed(4)}`);
-    console.log(`   ├─ Recovery Est:     $${clearResult.totalUsdcRecovered.toFixed(4)}`);
-    console.log(`   └─ Actions Planned:  ${clearResult.actions.length}`);
-
-    if (clearResult.actions.length > 0) {
-      console.log(`\n   Planned Actions:`);
-      clearResult.actions.forEach((action, i) => {
-        console.log(`   ${i + 1}. ${action.type}: ${action.amount.toFixed(4)} → ~$${action.usdcResult.toFixed(4)}`);
-      });
-    } else {
-      console.log(`\n   No actions needed (positions already clear)`);
-    }
-
-    recordResult('Test 6: clearPositions Dry Run', 'PASS', Date.now() - start, undefined, {
-      yesBalance: clearResult.yesBalance,
-      noBalance: clearResult.noBalance,
-      actions: clearResult.actions.length,
-      totalRecovery: clearResult.totalUsdcRecovered,
-    });
-    return true;
-  } catch (error) {
-    recordResult('Test 6: clearPositions Dry Run', 'FAIL', Date.now() - start, String(error));
-    return false;
-  }
-}
-
-// ===== Main Test Runner =====
-
-async function main() {
-  printHeader('E2E CTF Operations Test Suite');
-  console.log('');
-  console.log('⚠️  WARNING: This script executes real on-chain transactions!');
-  console.log(`   Test amount: $${TEST_AMOUNT} (small for safety)`);
-  console.log(`   RPC URL: ${RPC_URL}`);
-  console.log('');
-
-  try {
-    // Test 1: Wallet Connection
-    await test1_WalletConnection();
-
-    // Test 2: CTF Readiness Check
-    const isReady = await test2_CheckReadyForCTF();
-
-    if (!isReady) {
-      console.log('\n⚠️  Wallet not ready for CTF operations. Skipping remaining tests.');
-      printSummary();
-      return;
-    }
-
-    // Test 3: Find Active Market
-    const hasMarket = await test3_FindActiveMarket();
-
-    if (!hasMarket) {
-      console.log('\n⚠️  No suitable market found. Skipping CTF operation tests.');
-      printSummary();
-      return;
-    }
-
-    // Test 4: Split Operation
-    const splitSuccess = await test4_SplitOperation();
-
-    if (!splitSuccess) {
-      console.log('\n⚠️  Split failed. Skipping merge test.');
-      printSummary();
-      return;
-    }
-
-    // Test 5: Merge Operation
-    await test5_MergeOperation();
-
-    // Test 6: Clear Positions Dry Run
-    await test6_ClearPositionsDryRun();
-
-  } catch (error) {
-    console.error('\n❌ Test suite failed:', error);
-  } finally {
-    printSummary();
-  }
-}
-
-main().catch(console.error);

package/scripts/arb-tests/README.md

@@ -1,109 +0,0 @@
-# ArbitrageService Tests
-
-Comprehensive test suite for arbitrage functionality including unit tests and integration tests.
-
-## Running Tests
-
-```bash
-# Unit tests (fast, no API calls)
-npx tsx scripts/arb-tests/01-unit-tests.ts
-
-# Integration tests (real API calls, ~2 minutes)
-npx tsx scripts/arb-tests/02-integration-tests.ts
-
-# Or from monorepo root
-pnpm -F @catalyst-team/poly-sdk tsx scripts/arb-tests/01-unit-tests.ts
-pnpm -F @catalyst-team/poly-sdk tsx scripts/arb-tests/02-integration-tests.ts
-```
-
-## Test Coverage
-
-### 01-unit-tests.ts
-
-Tests for `getEffectivePrices()` and `checkArbitrage()` functions from `src/utils/price-utils.ts`.
-
-**getEffectivePrices() Tests (7 tests):**
-- Normal market scenarios
-- Long arbitrage opportunities
-- Short arbitrage opportunities
-- Mirror relationship validation
-- Edge cases (prices near 0, near 1, 50/50 market)
-
-**checkArbitrage() Tests (20 tests):**
-- Long arbitrage detection (clear and small opportunities)
-- Short arbitrage detection (various scenarios)
-- No arbitrage scenarios (balanced markets, tight spreads)
-- Edge cases (extreme arb, prices near boundaries)
-- Boundary conditions (break-even scenarios)
-- Mirror relationship effects
-- Real-world scenarios (FaZe BO3 example)
-
-### Key Insights from Tests
-
-1. **Mirror Relationship**: In Polymarket, buying YES at price P is equivalent to selling NO at (1-P). The effective price functions correctly account for this by using `min()` for buy prices and `max()` for sell prices.
-
-2. **Long Arb Priority**: When both long and short arbitrage exist simultaneously (which happens when mirrored orders create inefficiencies), the `checkArbitrage()` function returns long arbitrage first. This is intentional since long arb is typically easier to execute (buy two assets, merge immediately).
-
-3. **Effective Prices**:
-   - `effectiveBuyYes = min(yesAsk, 1 - noBid)` - Best price to acquire YES tokens
-   - `effectiveBuyNo = min(noAsk, 1 - yesBid)` - Best price to acquire NO tokens
-   - `effectiveSellYes = max(yesBid, 1 - noAsk)` - Best price to sell YES tokens
-   - `effectiveSellNo = max(noBid, 1 - yesAsk)` - Best price to sell NO tokens
-
-4. **Arbitrage Detection**:
-   - Long arb: `effectiveBuyYes + effectiveBuyNo < 1.00`
-   - Short arb: `effectiveSellYes + effectiveSellNo > 1.00`
-
-## Test Results Format
-
-Each test outputs:
-- Input prices (YES ask/bid, NO ask/bid)
-- Calculated result
-- Expected result
-- Pass/Fail status
-
-Summary shows:
-- Total tests run
-- Number passed
-- Number failed
-- List of failed tests (if any)
-
-### 02-integration-tests.ts
-
-Integration tests for ArbitrageService using real Polymarket APIs. No private key required (runs in monitor-only mode).
-
-**Test 1: Service Initialization (1 test)**
-- Validates ArbitrageService can be instantiated without private key
-- Confirms monitor-only mode configuration
-
-**Test 2: Market Scanning (2 tests)**
-- Tests `scanMarkets()` with various criteria
-- Validates ScanResult structure contains all required fields
-- Verifies market data includes: conditionId, tokenIds, effective prices, volume, etc.
-
-**Test 3: Quick Scan (2 tests)**
-- Tests `quickScan()` with default and custom parameters
-- Validates profit threshold and limit parameters work correctly
-
-**Test 4: WebSocket Connection (4 tests)**
-- Tests real-time WebSocket connection to Polymarket
-- Monitors orderbook updates for 20 seconds
-- Validates service statistics tracking
-- Tests clean shutdown
-
-**Duration**: ~115 seconds total
-- 11s for market scanning
-- 42s for first quick scan
-- 42s for second quick scan
-- 20s for WebSocket monitoring
-
-**Expected Results**:
-- 9 tests total
-- All tests should pass
-- No arbitrage opportunities required for tests to pass
-- WebSocket should connect successfully even without opportunities
-
-## Exit Codes
-
-- `0`: All tests passed
-- `1`: One or more tests failed