@catalyst-team/poly-sdk 0.2.1 → 0.3.0

package/dist/services/realtime-service-v2.js

@@ -0,0 +1,840 @@
+/**
+ * RealtimeService V2
+ *
+ * Comprehensive real-time data service using official @polymarket/real-time-data-client.
+ *
+ * Supports ALL available topics:
+ * - clob_market: price_change, agg_orderbook, last_trade_price, tick_size_change, market_created, market_resolved
+ * - clob_user: order, trade (requires authentication)
+ * - activity: trades, orders_matched
+ * - crypto_prices: update (BTC, ETH, etc.)
+ * - equity_prices: update (AAPL, etc.)
+ * - comments: comment_created, comment_removed, reaction_created, reaction_removed
+ * - rfq: request_*, quote_*
+ */
+import { EventEmitter } from 'events';
+import { RealTimeDataClient, ConnectionStatus, } from '@polymarket/real-time-data-client';
+// ============================================================================
+// RealtimeServiceV2 Implementation
+// ============================================================================
+export class RealtimeServiceV2 extends EventEmitter {
+    client = null;
+    config;
+    subscriptions = new Map();
+    subscriptionIdCounter = 0;
+    connected = false;
+    // Caches
+    priceCache = new Map();
+    bookCache = new Map();
+    lastTradeCache = new Map();
+    constructor(config = {}) {
+        super();
+        this.config = {
+            autoReconnect: config.autoReconnect ?? true,
+            pingInterval: config.pingInterval ?? 5000,
+            debug: config.debug ?? false,
+        };
+    }
+    // ============================================================================
+    // Connection Management
+    // ============================================================================
+    /**
+     * Connect to WebSocket server
+     */
+    connect() {
+        if (this.client) {
+            this.log('Already connected or connecting');
+            return this;
+        }
+        this.client = new RealTimeDataClient({
+            onConnect: this.handleConnect.bind(this),
+            onMessage: this.handleMessage.bind(this),
+            onStatusChange: this.handleStatusChange.bind(this),
+            autoReconnect: this.config.autoReconnect,
+            pingInterval: this.config.pingInterval,
+        });
+        this.client.connect();
+        return this;
+    }
+    /**
+     * Disconnect from WebSocket server
+     */
+    disconnect() {
+        if (this.client) {
+            this.client.disconnect();
+            this.client = null;
+            this.connected = false;
+            this.subscriptions.clear();
+        }
+    }
+    /**
+     * Check if connected
+     */
+    isConnected() {
+        return this.connected;
+    }
+    // ============================================================================
+    // Market Data Subscriptions (clob_market)
+    // ============================================================================
+    /**
+     * Subscribe to market data (orderbook, prices, trades)
+     * @param tokenIds - Array of token IDs to subscribe to
+     * @param handlers - Event handlers
+     */
+    subscribeMarkets(tokenIds, handlers = {}) {
+        const subId = `market_${++this.subscriptionIdCounter}`;
+        const filterStr = JSON.stringify(tokenIds);
+        // Subscribe to all market data types
+        const subscriptions = [
+            { topic: 'clob_market', type: 'agg_orderbook', filters: filterStr },
+            { topic: 'clob_market', type: 'price_change', filters: filterStr },
+            { topic: 'clob_market', type: 'last_trade_price', filters: filterStr },
+            { topic: 'clob_market', type: 'tick_size_change', filters: filterStr },
+        ];
+        this.sendSubscription({ subscriptions });
+        // Register handlers
+        const orderbookHandler = (book) => {
+            if (tokenIds.includes(book.assetId)) {
+                handlers.onOrderbook?.(book);
+            }
+        };
+        const priceChangeHandler = (change) => {
+            if (tokenIds.includes(change.assetId)) {
+                handlers.onPriceChange?.(change);
+            }
+        };
+        const lastTradeHandler = (trade) => {
+            if (tokenIds.includes(trade.assetId)) {
+                handlers.onLastTrade?.(trade);
+            }
+        };
+        const tickSizeHandler = (change) => {
+            if (tokenIds.includes(change.assetId)) {
+                handlers.onTickSizeChange?.(change);
+            }
+        };
+        this.on('orderbook', orderbookHandler);
+        this.on('priceChange', priceChangeHandler);
+        this.on('lastTrade', lastTradeHandler);
+        this.on('tickSizeChange', tickSizeHandler);
+        const subscription = {
+            id: subId,
+            topic: 'clob_market',
+            type: '*',
+            tokenIds,
+            unsubscribe: () => {
+                this.off('orderbook', orderbookHandler);
+                this.off('priceChange', priceChangeHandler);
+                this.off('lastTrade', lastTradeHandler);
+                this.off('tickSizeChange', tickSizeHandler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    /**
+     * Subscribe to a single market (YES + NO tokens)
+     * Also emits derived price updates compatible with old API
+     */
+    subscribeMarket(yesTokenId, noTokenId, handlers = {}) {
+        let lastYesUpdate;
+        let lastNoUpdate;
+        const checkPairUpdate = () => {
+            if (lastYesUpdate && lastNoUpdate && handlers.onPairUpdate) {
+                handlers.onPairUpdate({
+                    yes: lastYesUpdate,
+                    no: lastNoUpdate,
+                    spread: lastYesUpdate.price + lastNoUpdate.price,
+                });
+            }
+        };
+        return this.subscribeMarkets([yesTokenId, noTokenId], {
+            onOrderbook: (book) => {
+                handlers.onOrderbook?.(book);
+                // Convert to BookUpdate for backward compatibility
+                if (handlers.onBookUpdate) {
+                    const bookUpdate = {
+                        assetId: book.assetId,
+                        bids: book.bids,
+                        asks: book.asks,
+                        timestamp: book.timestamp,
+                    };
+                    handlers.onBookUpdate(bookUpdate);
+                }
+                // Calculate derived price (Polymarket display logic)
+                const priceUpdate = this.calculateDerivedPrice(book.assetId, book);
+                if (priceUpdate) {
+                    this.priceCache.set(book.assetId, priceUpdate);
+                    if (book.assetId === yesTokenId) {
+                        lastYesUpdate = priceUpdate;
+                    }
+                    else if (book.assetId === noTokenId) {
+                        lastNoUpdate = priceUpdate;
+                    }
+                    handlers.onPriceUpdate?.(priceUpdate);
+                    this.emit('priceUpdate', priceUpdate);
+                    checkPairUpdate();
+                }
+            },
+            onLastTrade: (trade) => {
+                handlers.onLastTrade?.(trade);
+                this.lastTradeCache.set(trade.assetId, trade);
+                // Recalculate derived price with new last trade
+                const book = this.bookCache.get(trade.assetId);
+                if (book) {
+                    const priceUpdate = this.calculateDerivedPrice(trade.assetId, book);
+                    if (priceUpdate) {
+                        this.priceCache.set(trade.assetId, priceUpdate);
+                        if (trade.assetId === yesTokenId) {
+                            lastYesUpdate = priceUpdate;
+                        }
+                        else if (trade.assetId === noTokenId) {
+                            lastNoUpdate = priceUpdate;
+                        }
+                        handlers.onPriceUpdate?.(priceUpdate);
+                        this.emit('priceUpdate', priceUpdate);
+                        checkPairUpdate();
+                    }
+                }
+            },
+            onPriceChange: handlers.onPriceChange,
+            onTickSizeChange: handlers.onTickSizeChange,
+            onError: handlers.onError,
+        });
+    }
+    /**
+     * Subscribe to market lifecycle events (creation, resolution)
+     */
+    subscribeMarketEvents(handlers) {
+        const subId = `market_event_${++this.subscriptionIdCounter}`;
+        const subscriptions = [
+            { topic: 'clob_market', type: 'market_created' },
+            { topic: 'clob_market', type: 'market_resolved' },
+        ];
+        this.sendSubscription({ subscriptions });
+        const handler = (event) => handlers.onMarketEvent?.(event);
+        this.on('marketEvent', handler);
+        const subscription = {
+            id: subId,
+            topic: 'clob_market',
+            type: 'lifecycle',
+            unsubscribe: () => {
+                this.off('marketEvent', handler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // User Data Subscriptions (clob_user) - Requires Authentication
+    // ============================================================================
+    /**
+     * Subscribe to user order and trade events
+     * @param credentials - CLOB API credentials
+     * @param handlers - Event handlers
+     */
+    subscribeUserEvents(credentials, handlers = {}) {
+        const subId = `user_${++this.subscriptionIdCounter}`;
+        const subscriptions = [
+            { topic: 'clob_user', type: '*', clob_auth: credentials },
+        ];
+        this.sendSubscription({ subscriptions });
+        const orderHandler = (order) => handlers.onOrder?.(order);
+        const tradeHandler = (trade) => handlers.onTrade?.(trade);
+        this.on('userOrder', orderHandler);
+        this.on('userTrade', tradeHandler);
+        const subscription = {
+            id: subId,
+            topic: 'clob_user',
+            type: '*',
+            unsubscribe: () => {
+                this.off('userOrder', orderHandler);
+                this.off('userTrade', tradeHandler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // Activity Subscriptions (trades, orders_matched)
+    // ============================================================================
+    /**
+     * Subscribe to trading activity for a market or event
+     * @param filter - Event or market slug (optional - if empty, subscribes to all activity)
+     * @param handlers - Event handlers
+     */
+    subscribeActivity(filter = {}, handlers = {}) {
+        const subId = `activity_${++this.subscriptionIdCounter}`;
+        // Build filter object with snake_case keys (as expected by the server)
+        // Only include filters if we have actual filter values
+        const hasFilter = filter.eventSlug || filter.marketSlug;
+        const filterObj = {};
+        if (filter.eventSlug)
+            filterObj.event_slug = filter.eventSlug;
+        if (filter.marketSlug)
+            filterObj.market_slug = filter.marketSlug;
+        // Create subscription objects - only include filters field if we have filters
+        const subscriptions = hasFilter
+            ? [
+                { topic: 'activity', type: 'trades', filters: JSON.stringify(filterObj) },
+                { topic: 'activity', type: 'orders_matched', filters: JSON.stringify(filterObj) },
+            ]
+            : [
+                { topic: 'activity', type: 'trades' },
+                { topic: 'activity', type: 'orders_matched' },
+            ];
+        this.sendSubscription({ subscriptions });
+        const handler = (trade) => handlers.onTrade?.(trade);
+        this.on('activityTrade', handler);
+        const subscription = {
+            id: subId,
+            topic: 'activity',
+            type: '*',
+            unsubscribe: () => {
+                this.off('activityTrade', handler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    /**
+     * Subscribe to ALL trading activity across all markets (no filtering)
+     * This is useful for Copy Trading - monitoring Smart Money across the platform
+     * @param handlers - Event handlers
+     */
+    subscribeAllActivity(handlers = {}) {
+        return this.subscribeActivity({}, handlers);
+    }
+    // ============================================================================
+    // Crypto Price Subscriptions
+    // ============================================================================
+    /**
+     * Subscribe to crypto price updates
+     * @param symbols - Array of symbols (e.g., ['BTCUSDT', 'ETHUSDT'])
+     * @param handlers - Event handlers
+     */
+    subscribeCryptoPrices(symbols, handlers = {}) {
+        const subId = `crypto_${++this.subscriptionIdCounter}`;
+        // Subscribe to each symbol
+        const subscriptions = symbols.map(symbol => ({
+            topic: 'crypto_prices',
+            type: 'update',
+            filters: JSON.stringify({ symbol }),
+        }));
+        this.sendSubscription({ subscriptions });
+        const handler = (price) => {
+            if (symbols.includes(price.symbol)) {
+                handlers.onPrice?.(price);
+            }
+        };
+        this.on('cryptoPrice', handler);
+        const subscription = {
+            id: subId,
+            topic: 'crypto_prices',
+            type: 'update',
+            unsubscribe: () => {
+                this.off('cryptoPrice', handler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    /**
+     * Subscribe to Chainlink crypto prices
+     * @param symbols - Array of symbols (e.g., ['ETH/USD', 'BTC/USD'])
+     */
+    subscribeCryptoChainlinkPrices(symbols, handlers = {}) {
+        const subId = `crypto_chainlink_${++this.subscriptionIdCounter}`;
+        const subscriptions = symbols.map(symbol => ({
+            topic: 'crypto_prices_chainlink',
+            type: 'update',
+            filters: JSON.stringify({ symbol }),
+        }));
+        this.sendSubscription({ subscriptions });
+        const handler = (price) => {
+            if (symbols.includes(price.symbol)) {
+                handlers.onPrice?.(price);
+            }
+        };
+        this.on('cryptoChainlinkPrice', handler);
+        const subscription = {
+            id: subId,
+            topic: 'crypto_prices_chainlink',
+            type: 'update',
+            unsubscribe: () => {
+                this.off('cryptoChainlinkPrice', handler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // Equity Price Subscriptions
+    // ============================================================================
+    /**
+     * Subscribe to equity price updates
+     * @param symbols - Array of symbols (e.g., ['AAPL', 'GOOGL'])
+     * @param handlers - Event handlers
+     */
+    subscribeEquityPrices(symbols, handlers = {}) {
+        const subId = `equity_${++this.subscriptionIdCounter}`;
+        const subscriptions = symbols.map(symbol => ({
+            topic: 'equity_prices',
+            type: 'update',
+            filters: JSON.stringify({ symbol }),
+        }));
+        this.sendSubscription({ subscriptions });
+        const handler = (price) => {
+            if (symbols.includes(price.symbol)) {
+                handlers.onPrice?.(price);
+            }
+        };
+        this.on('equityPrice', handler);
+        const subscription = {
+            id: subId,
+            topic: 'equity_prices',
+            type: 'update',
+            unsubscribe: () => {
+                this.off('equityPrice', handler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // Comments Subscriptions
+    // ============================================================================
+    /**
+     * Subscribe to comment and reaction events
+     */
+    subscribeComments(filter, handlers = {}) {
+        const subId = `comments_${++this.subscriptionIdCounter}`;
+        const filterStr = JSON.stringify({
+            parentEntityID: filter.parentEntityId,
+            parentEntityType: filter.parentEntityType,
+        });
+        const subscriptions = [
+            { topic: 'comments', type: 'comment_created', filters: filterStr },
+            { topic: 'comments', type: 'comment_removed', filters: filterStr },
+            { topic: 'comments', type: 'reaction_created', filters: filterStr },
+            { topic: 'comments', type: 'reaction_removed', filters: filterStr },
+        ];
+        this.sendSubscription({ subscriptions });
+        const commentHandler = (comment) => handlers.onComment?.(comment);
+        const reactionHandler = (reaction) => handlers.onReaction?.(reaction);
+        this.on('comment', commentHandler);
+        this.on('reaction', reactionHandler);
+        const subscription = {
+            id: subId,
+            topic: 'comments',
+            type: '*',
+            unsubscribe: () => {
+                this.off('comment', commentHandler);
+                this.off('reaction', reactionHandler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // RFQ Subscriptions
+    // ============================================================================
+    /**
+     * Subscribe to RFQ (Request for Quote) events
+     */
+    subscribeRFQ(handlers = {}) {
+        const subId = `rfq_${++this.subscriptionIdCounter}`;
+        const subscriptions = [
+            { topic: 'rfq', type: 'request_created' },
+            { topic: 'rfq', type: 'request_edited' },
+            { topic: 'rfq', type: 'request_canceled' },
+            { topic: 'rfq', type: 'request_expired' },
+            { topic: 'rfq', type: 'quote_created' },
+            { topic: 'rfq', type: 'quote_edited' },
+            { topic: 'rfq', type: 'quote_canceled' },
+            { topic: 'rfq', type: 'quote_expired' },
+        ];
+        this.sendSubscription({ subscriptions });
+        const requestHandler = (request) => handlers.onRequest?.(request);
+        const quoteHandler = (quote) => handlers.onQuote?.(quote);
+        this.on('rfqRequest', requestHandler);
+        this.on('rfqQuote', quoteHandler);
+        const subscription = {
+            id: subId,
+            topic: 'rfq',
+            type: '*',
+            unsubscribe: () => {
+                this.off('rfqRequest', requestHandler);
+                this.off('rfqQuote', quoteHandler);
+                this.sendUnsubscription({ subscriptions });
+                this.subscriptions.delete(subId);
+            },
+        };
+        this.subscriptions.set(subId, subscription);
+        return subscription;
+    }
+    // ============================================================================
+    // Cache Access
+    // ============================================================================
+    /**
+     * Get cached derived price for an asset
+     */
+    getPrice(assetId) {
+        return this.priceCache.get(assetId);
+    }
+    /**
+     * Get all cached prices
+     */
+    getAllPrices() {
+        return new Map(this.priceCache);
+    }
+    /**
+     * Get cached orderbook for an asset
+     */
+    getBook(assetId) {
+        return this.bookCache.get(assetId);
+    }
+    /**
+     * Get cached last trade for an asset
+     */
+    getLastTrade(assetId) {
+        return this.lastTradeCache.get(assetId);
+    }
+    // ============================================================================
+    // Subscription Management
+    // ============================================================================
+    /**
+     * Get all active subscriptions
+     */
+    getActiveSubscriptions() {
+        return Array.from(this.subscriptions.values());
+    }
+    /**
+     * Unsubscribe from all
+     */
+    unsubscribeAll() {
+        for (const sub of this.subscriptions.values()) {
+            sub.unsubscribe();
+        }
+        this.subscriptions.clear();
+    }
+    // ============================================================================
+    // Private Methods
+    // ============================================================================
+    handleConnect(client) {
+        this.connected = true;
+        this.log('Connected to WebSocket server');
+        this.emit('connected');
+    }
+    handleStatusChange(status) {
+        this.log(`Connection status: ${status}`);
+        if (status === ConnectionStatus.DISCONNECTED) {
+            this.connected = false;
+            this.emit('disconnected');
+        }
+        else if (status === ConnectionStatus.CONNECTED) {
+            this.connected = true;
+        }
+        this.emit('statusChange', status);
+    }
+    handleMessage(client, message) {
+        this.log(`Received: ${message.topic}:${message.type}`);
+        const payload = message.payload;
+        switch (message.topic) {
+            case 'clob_market':
+                this.handleMarketMessage(message.type, payload, message.timestamp);
+                break;
+            case 'clob_user':
+                this.handleUserMessage(message.type, payload, message.timestamp);
+                break;
+            case 'activity':
+                this.handleActivityMessage(message.type, payload, message.timestamp);
+                break;
+            case 'crypto_prices':
+                this.handleCryptoPriceMessage(payload, message.timestamp);
+                break;
+            case 'crypto_prices_chainlink':
+                this.handleCryptoChainlinkPriceMessage(payload, message.timestamp);
+                break;
+            case 'equity_prices':
+                this.handleEquityPriceMessage(payload, message.timestamp);
+                break;
+            case 'comments':
+                this.handleCommentMessage(message.type, payload, message.timestamp);
+                break;
+            case 'rfq':
+                this.handleRFQMessage(message.type, payload, message.timestamp);
+                break;
+            default:
+                this.log(`Unknown topic: ${message.topic}`);
+        }
+    }
+    handleMarketMessage(type, payload, timestamp) {
+        switch (type) {
+            case 'agg_orderbook': {
+                const book = this.parseOrderbook(payload, timestamp);
+                this.bookCache.set(book.assetId, book);
+                this.emit('orderbook', book);
+                break;
+            }
+            case 'price_change': {
+                const change = this.parsePriceChange(payload, timestamp);
+                this.emit('priceChange', change);
+                break;
+            }
+            case 'last_trade_price': {
+                const trade = this.parseLastTrade(payload, timestamp);
+                this.lastTradeCache.set(trade.assetId, trade);
+                this.emit('lastTrade', trade);
+                break;
+            }
+            case 'tick_size_change': {
+                const change = this.parseTickSizeChange(payload, timestamp);
+                this.emit('tickSizeChange', change);
+                break;
+            }
+            case 'market_created':
+            case 'market_resolved': {
+                const event = {
+                    conditionId: payload.condition_id || '',
+                    type: type === 'market_created' ? 'created' : 'resolved',
+                    data: payload,
+                    timestamp,
+                };
+                this.emit('marketEvent', event);
+                break;
+            }
+        }
+    }
+    handleUserMessage(type, payload, timestamp) {
+        if (type === 'order') {
+            const order = {
+                orderId: payload.order_id || '',
+                market: payload.market || '',
+                asset: payload.asset || '',
+                side: payload.side,
+                price: Number(payload.price) || 0,
+                originalSize: Number(payload.original_size) || 0,
+                matchedSize: Number(payload.matched_size) || 0,
+                eventType: payload.event_type,
+                timestamp,
+            };
+            this.emit('userOrder', order);
+        }
+        else if (type === 'trade') {
+            const trade = {
+                tradeId: payload.trade_id || '',
+                market: payload.market || '',
+                outcome: payload.outcome || '',
+                price: Number(payload.price) || 0,
+                size: Number(payload.size) || 0,
+                side: payload.side,
+                status: payload.status,
+                timestamp,
+                transactionHash: payload.transaction_hash,
+            };
+            this.emit('userTrade', trade);
+        }
+    }
+    handleActivityMessage(type, payload, timestamp) {
+        const trade = {
+            asset: payload.asset || '',
+            conditionId: payload.conditionId || '',
+            eventSlug: payload.eventSlug || '',
+            marketSlug: payload.slug || '',
+            outcome: payload.outcome || '',
+            price: Number(payload.price) || 0,
+            side: payload.side,
+            size: Number(payload.size) || 0,
+            timestamp: Number(payload.timestamp) || timestamp,
+            transactionHash: payload.transactionHash || '',
+            trader: {
+                name: payload.name,
+                address: payload.proxyWallet,
+            },
+        };
+        this.emit('activityTrade', trade);
+    }
+    handleCryptoPriceMessage(payload, timestamp) {
+        const price = {
+            symbol: payload.symbol || '',
+            price: Number(payload.value) || 0,
+            timestamp: Number(payload.timestamp) || timestamp,
+        };
+        this.emit('cryptoPrice', price);
+    }
+    handleCryptoChainlinkPriceMessage(payload, timestamp) {
+        const price = {
+            symbol: payload.symbol || '',
+            price: Number(payload.value) || 0,
+            timestamp: Number(payload.timestamp) || timestamp,
+        };
+        this.emit('cryptoChainlinkPrice', price);
+    }
+    handleEquityPriceMessage(payload, timestamp) {
+        const price = {
+            symbol: payload.symbol || '',
+            price: Number(payload.value) || 0,
+            timestamp: Number(payload.timestamp) || timestamp,
+        };
+        this.emit('equityPrice', price);
+    }
+    handleCommentMessage(type, payload, timestamp) {
+        if (type.includes('comment')) {
+            const comment = {
+                id: payload.id || '',
+                parentEntityId: payload.parentEntityID || 0,
+                parentEntityType: payload.parentEntityType,
+                content: payload.content,
+                author: payload.author,
+                timestamp,
+            };
+            this.emit('comment', comment);
+        }
+        else if (type.includes('reaction')) {
+            const reaction = {
+                id: payload.id || '',
+                commentId: payload.commentId || '',
+                type: payload.type || '',
+                author: payload.author,
+                timestamp,
+            };
+            this.emit('reaction', reaction);
+        }
+    }
+    handleRFQMessage(type, payload, timestamp) {
+        if (type.startsWith('request_')) {
+            const status = type.replace('request_', '');
+            const request = {
+                id: payload.id || '',
+                market: payload.market || '',
+                side: payload.side,
+                size: Number(payload.size) || 0,
+                status,
+                timestamp,
+            };
+            this.emit('rfqRequest', request);
+        }
+        else if (type.startsWith('quote_')) {
+            const status = type.replace('quote_', '');
+            const quote = {
+                id: payload.id || '',
+                requestId: payload.request_id || '',
+                price: Number(payload.price) || 0,
+                size: Number(payload.size) || 0,
+                status,
+                timestamp,
+            };
+            this.emit('rfqQuote', quote);
+        }
+    }
+    // Parsers
+    parseOrderbook(payload, timestamp) {
+        const bidsRaw = payload.bids || [];
+        const asksRaw = payload.asks || [];
+        // Sort bids descending, asks ascending
+        const bids = bidsRaw
+            .map(l => ({ price: parseFloat(l.price), size: parseFloat(l.size) }))
+            .sort((a, b) => b.price - a.price);
+        const asks = asksRaw
+            .map(l => ({ price: parseFloat(l.price), size: parseFloat(l.size) }))
+            .sort((a, b) => a.price - b.price);
+        const tokenId = payload.asset_id || '';
+        return {
+            tokenId,
+            assetId: tokenId, // Backward compatibility
+            market: payload.market || '',
+            bids,
+            asks,
+            timestamp: parseInt(payload.timestamp, 10) || timestamp,
+            tickSize: payload.tick_size || '0.01',
+            minOrderSize: payload.min_order_size || '1',
+            hash: payload.hash || '',
+        };
+    }
+    parsePriceChange(payload, timestamp) {
+        const changes = payload.price_changes || [];
+        return {
+            assetId: payload.asset_id || '',
+            changes,
+            timestamp,
+        };
+    }
+    parseLastTrade(payload, timestamp) {
+        return {
+            assetId: payload.asset_id || '',
+            price: parseFloat(payload.price) || 0,
+            side: payload.side || 'BUY',
+            size: parseFloat(payload.size) || 0,
+            timestamp: parseInt(payload.timestamp, 10) || timestamp,
+        };
+    }
+    parseTickSizeChange(payload, timestamp) {
+        return {
+            assetId: payload.asset_id || '',
+            oldTickSize: payload.old_tick_size || '',
+            newTickSize: payload.new_tick_size || '',
+            timestamp,
+        };
+    }
+    /**
+     * Calculate derived price using Polymarket's display logic:
+     * - If spread <= 0.10: use midpoint
+     * - If spread > 0.10: use last trade price
+     */
+    calculateDerivedPrice(assetId, book) {
+        if (book.bids.length === 0 || book.asks.length === 0) {
+            return null;
+        }
+        const bestBid = book.bids[0].price;
+        const bestAsk = book.asks[0].price;
+        const spread = bestAsk - bestBid;
+        const midpoint = (bestBid + bestAsk) / 2;
+        const lastTrade = this.lastTradeCache.get(assetId);
+        const lastTradePrice = lastTrade?.price ?? midpoint;
+        // Polymarket display logic
+        const displayPrice = spread <= 0.10 ? midpoint : lastTradePrice;
+        return {
+            assetId,
+            price: displayPrice,
+            midpoint,
+            spread,
+            timestamp: book.timestamp,
+        };
+    }
+    sendSubscription(msg) {
+        if (this.client && this.connected) {
+            this.client.subscribe(msg);
+        }
+        else {
+            this.log('Cannot subscribe: not connected');
+        }
+    }
+    sendUnsubscription(msg) {
+        if (this.client && this.connected) {
+            this.client.unsubscribe(msg);
+        }
+    }
+    log(message) {
+        if (this.config.debug) {
+            console.log(`[RealtimeService] ${message}`);
+        }
+    }
+}
+//# sourceMappingURL=realtime-service-v2.js.map