@catalyst-team/poly-sdk 0.2.1 → 0.3.0

package/dist/services/smart-money-service.js

@@ -0,0 +1,358 @@
+/**
+ * SmartMoneyService
+ *
+ * 聪明钱监控和自动跟单服务
+ *
+ * 核心功能：
+ * 1. 监听指定地址的交易 - subscribeSmartMoneyTrades()
+ * 2. 自动跟单 - startAutoCopyTrading()
+ * 3. 聪明钱信息获取 - getSmartMoneyList(), getSmartMoneyInfo()
+ *
+ * ============================================================================
+ * 设计决策
+ * ============================================================================
+ *
+ * ## 监控方式
+ * 使用 Activity WebSocket，延迟 < 100ms，实测验证有效。
+ *
+ * ## 下单方式
+ * | 方式 | 使用场景 | 特点 |
+ * |------|---------|------|
+ * | FOK | 小额跟单 | 全部成交或取消 |
+ * | FAK | 大额跟单 | 部分成交也接受 |
+ *
+ * ## 重要限制
+ * ⚠️ Activity WebSocket 不会广播用户自己的交易！
+ * 验证跟单结果请使用 TradingService.getTrades()
+ */
+// ============================================================================
+// SmartMoneyService
+// ============================================================================
+export class SmartMoneyService {
+    walletService;
+    realtimeService;
+    tradingService;
+    config;
+    smartMoneyCache = new Map();
+    smartMoneySet = new Set();
+    cacheTimestamp = 0;
+    activeSubscription = null;
+    tradeHandlers = new Set();
+    constructor(walletService, realtimeService, tradingService, config = {}) {
+        this.walletService = walletService;
+        this.realtimeService = realtimeService;
+        this.tradingService = tradingService;
+        this.config = {
+            minPnl: config.minPnl ?? 1000,
+            cacheTtl: config.cacheTtl ?? 300000,
+        };
+    }
+    // ============================================================================
+    // Smart Money Info
+    // ============================================================================
+    /**
+     * Get list of Smart Money wallets from leaderboard
+     */
+    async getSmartMoneyList(limit = 100) {
+        if (this.isCacheValid()) {
+            return Array.from(this.smartMoneyCache.values());
+        }
+        const leaderboardPage = await this.walletService.getLeaderboard(0, limit);
+        const entries = leaderboardPage.entries;
+        const smartMoneyList = [];
+        for (let i = 0; i < entries.length; i++) {
+            const trader = entries[i];
+            if (trader.pnl < this.config.minPnl)
+                continue;
+            const wallet = {
+                address: trader.address.toLowerCase(),
+                name: trader.userName,
+                pnl: trader.pnl,
+                volume: trader.volume,
+                score: Math.min(100, Math.round((trader.pnl / 100000) * 50 + (trader.volume / 1000000) * 50)),
+                rank: trader.rank ?? i + 1,
+            };
+            smartMoneyList.push(wallet);
+            this.smartMoneyCache.set(wallet.address, wallet);
+            this.smartMoneySet.add(wallet.address);
+        }
+        this.cacheTimestamp = Date.now();
+        return smartMoneyList;
+    }
+    /**
+     * Check if an address is Smart Money
+     */
+    async isSmartMoney(address) {
+        const normalized = address.toLowerCase();
+        if (this.isCacheValid()) {
+            return this.smartMoneySet.has(normalized);
+        }
+        await this.getSmartMoneyList();
+        return this.smartMoneySet.has(normalized);
+    }
+    /**
+     * Get Smart Money info for an address
+     */
+    async getSmartMoneyInfo(address) {
+        const normalized = address.toLowerCase();
+        if (this.isCacheValid() && this.smartMoneyCache.has(normalized)) {
+            return this.smartMoneyCache.get(normalized);
+        }
+        await this.getSmartMoneyList();
+        return this.smartMoneyCache.get(normalized) || null;
+    }
+    // ============================================================================
+    // Trade Subscription - 监听交易
+    // ============================================================================
+    /**
+     * Subscribe to trades from specific addresses
+     *
+     * @example
+     * ```typescript
+     * const sub = smartMoneyService.subscribeSmartMoneyTrades(
+     *   (trade) => {
+     *     console.log(`${trade.traderName} ${trade.side} ${trade.size} @ ${trade.price}`);
+     *   },
+     *   { filterAddresses: ['0x1234...', '0x5678...'] }
+     * );
+     *
+     * // Stop listening
+     * sub.unsubscribe();
+     * ```
+     */
+    subscribeSmartMoneyTrades(onTrade, options = {}) {
+        this.tradeHandlers.add(onTrade);
+        // Ensure cache is populated
+        this.getSmartMoneyList().catch(() => { });
+        // Start subscription if not active
+        if (!this.activeSubscription) {
+            this.activeSubscription = this.realtimeService.subscribeAllActivity({
+                onTrade: (activityTrade) => {
+                    this.handleActivityTrade(activityTrade, options);
+                },
+                onError: (error) => {
+                    console.error('[SmartMoneyService] Subscription error:', error);
+                },
+            });
+        }
+        return {
+            id: `smart_money_${Date.now()}`,
+            unsubscribe: () => {
+                this.tradeHandlers.delete(onTrade);
+                if (this.tradeHandlers.size === 0 && this.activeSubscription) {
+                    this.activeSubscription.unsubscribe();
+                    this.activeSubscription = null;
+                }
+            },
+        };
+    }
+    async handleActivityTrade(trade, options) {
+        const rawAddress = trade.trader?.address;
+        if (!rawAddress)
+            return;
+        const traderAddress = rawAddress.toLowerCase();
+        // Address filter
+        if (options.filterAddresses && options.filterAddresses.length > 0) {
+            const normalized = options.filterAddresses.map(a => a.toLowerCase());
+            if (!normalized.includes(traderAddress))
+                return;
+        }
+        // Size filter
+        if (options.minSize && trade.size < options.minSize)
+            return;
+        // Smart Money filter
+        const isSmartMoney = this.smartMoneySet.has(traderAddress);
+        if (options.smartMoneyOnly && !isSmartMoney)
+            return;
+        const smartMoneyTrade = {
+            traderAddress,
+            traderName: trade.trader?.name,
+            conditionId: trade.conditionId,
+            marketSlug: trade.marketSlug,
+            side: trade.side,
+            size: trade.size,
+            price: trade.price,
+            tokenId: trade.asset,
+            outcome: trade.outcome,
+            txHash: trade.transactionHash,
+            timestamp: trade.timestamp,
+            isSmartMoney,
+            smartMoneyInfo: this.smartMoneyCache.get(traderAddress),
+        };
+        for (const handler of this.tradeHandlers) {
+            try {
+                handler(smartMoneyTrade);
+            }
+            catch (error) {
+                console.error('[SmartMoneyService] Handler error:', error);
+            }
+        }
+    }
+    // ============================================================================
+    // Auto Copy Trading - 自动跟单
+    // ============================================================================
+    /**
+     * Start auto copy trading - 自动跟单
+     *
+     * @example
+     * ```typescript
+     * const sub = await smartMoneyService.startAutoCopyTrading({
+     *   targetAddresses: ['0x1234...'],
+     *   // 或者跟踪排行榜前N名
+     *   topN: 10,
+     *
+     *   sizeScale: 0.1,        // 10%
+     *   maxSizePerTrade: 50,   // $50
+     *   maxSlippage: 0.03,     // 3%
+     *   orderType: 'FOK',
+     *
+     *   dryRun: true,          // 测试模式
+     *
+     *   onTrade: (trade, result) => console.log(result),
+     * });
+     *
+     * // 停止
+     * sub.stop();
+     * ```
+     */
+    async startAutoCopyTrading(options) {
+        const startTime = Date.now();
+        // Build target list
+        let targetAddresses = [];
+        if (options.targetAddresses?.length) {
+            targetAddresses = options.targetAddresses.map(a => a.toLowerCase());
+        }
+        if (options.topN && options.topN > 0) {
+            const smartMoneyList = await this.getSmartMoneyList(options.topN);
+            const topAddresses = smartMoneyList.map(w => w.address);
+            targetAddresses = [...new Set([...targetAddresses, ...topAddresses])];
+        }
+        if (targetAddresses.length === 0) {
+            throw new Error('No target addresses. Use targetAddresses or topN.');
+        }
+        // Stats
+        const stats = {
+            startTime,
+            tradesDetected: 0,
+            tradesExecuted: 0,
+            tradesSkipped: 0,
+            tradesFailed: 0,
+            totalUsdcSpent: 0,
+        };
+        // Config
+        const sizeScale = options.sizeScale ?? 0.1;
+        const maxSizePerTrade = options.maxSizePerTrade ?? 50;
+        const maxSlippage = options.maxSlippage ?? 0.03;
+        const orderType = options.orderType ?? 'FOK';
+        const minTradeSize = options.minTradeSize ?? 10;
+        const sideFilter = options.sideFilter;
+        const delay = options.delay ?? 0;
+        const dryRun = options.dryRun ?? false;
+        // Subscribe
+        const subscription = this.subscribeSmartMoneyTrades(async (trade) => {
+            stats.tradesDetected++;
+            try {
+                // Check target
+                if (!targetAddresses.includes(trade.traderAddress.toLowerCase())) {
+                    return;
+                }
+                // Filters
+                const tradeValue = trade.size * trade.price;
+                if (tradeValue < minTradeSize) {
+                    stats.tradesSkipped++;
+                    return;
+                }
+                if (sideFilter && trade.side !== sideFilter) {
+                    stats.tradesSkipped++;
+                    return;
+                }
+                // Calculate size
+                let copySize = trade.size * sizeScale;
+                let copyValue = copySize * trade.price;
+                // Enforce max size
+                if (copyValue > maxSizePerTrade) {
+                    copySize = maxSizePerTrade / trade.price;
+                    copyValue = maxSizePerTrade;
+                }
+                // Polymarket minimum order is $1
+                const MIN_ORDER_SIZE = 1;
+                if (copyValue < MIN_ORDER_SIZE) {
+                    stats.tradesSkipped++;
+                    return;
+                }
+                // Delay
+                if (delay > 0) {
+                    await new Promise(resolve => setTimeout(resolve, delay));
+                }
+                // Token
+                const tokenId = trade.tokenId;
+                if (!tokenId) {
+                    stats.tradesSkipped++;
+                    return;
+                }
+                // Price with slippage
+                const slippagePrice = trade.side === 'BUY'
+                    ? trade.price * (1 + maxSlippage)
+                    : trade.price * (1 - maxSlippage);
+                const usdcAmount = copyValue; // Already calculated above
+                // Execute
+                let result;
+                if (dryRun) {
+                    result = { success: true, orderId: `dry_run_${Date.now()}` };
+                    console.log('[DRY RUN]', {
+                        trader: trade.traderAddress.slice(0, 10),
+                        side: trade.side,
+                        market: trade.marketSlug,
+                        copy: { size: copySize.toFixed(2), usdc: usdcAmount.toFixed(2) },
+                    });
+                }
+                else {
+                    result = await this.tradingService.createMarketOrder({
+                        tokenId,
+                        side: trade.side,
+                        amount: usdcAmount,
+                        price: slippagePrice,
+                        orderType,
+                    });
+                }
+                if (result.success) {
+                    stats.tradesExecuted++;
+                    stats.totalUsdcSpent += usdcAmount;
+                }
+                else {
+                    stats.tradesFailed++;
+                }
+                options.onTrade?.(trade, result);
+            }
+            catch (error) {
+                stats.tradesFailed++;
+                options.onError?.(error instanceof Error ? error : new Error(String(error)));
+            }
+        }, { filterAddresses: targetAddresses, minSize: minTradeSize });
+        return {
+            id: subscription.id,
+            targetAddresses,
+            startTime,
+            isActive: true,
+            stats,
+            stop: () => subscription.unsubscribe(),
+            getStats: () => ({ ...stats }),
+        };
+    }
+    // ============================================================================
+    // Utilities
+    // ============================================================================
+    isCacheValid() {
+        return Date.now() - this.cacheTimestamp < this.config.cacheTtl && this.smartMoneyCache.size > 0;
+    }
+    disconnect() {
+        if (this.activeSubscription) {
+            this.activeSubscription.unsubscribe();
+            this.activeSubscription = null;
+        }
+        this.tradeHandlers.clear();
+        this.smartMoneyCache.clear();
+        this.smartMoneySet.clear();
+    }
+}
+//# sourceMappingURL=smart-money-service.js.map

package/dist/services/smart-money-service.js.map

@@ -0,0 +1 @@
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package/dist/services/trading-service.d.ts

@@ -0,0 +1,156 @@
+/**
+ * TradingService
+ *
+ * Trading service using official @polymarket/clob-client.
+ *
+ * Provides:
+ * - Order creation (limit, market)
+ * - Order management (cancel, query)
+ * - Rewards tracking
+ * - Balance management
+ *
+ * Note: Market data methods have been moved to MarketService.
+ */
+import { ClobClient, type TickSize } from '@polymarket/clob-client';
+import { Wallet } from 'ethers';
+import { RateLimiter } from '../core/rate-limiter.js';
+import type { UnifiedCache } from '../core/unified-cache.js';
+import type { Side } from '../core/types.js';
+export declare const POLYGON_MAINNET = 137;
+export declare const POLYGON_AMOY = 80002;
+export type { Side, OrderType } from '../core/types.js';
+export interface ApiCredentials {
+    key: string;
+    secret: string;
+    passphrase: string;
+}
+export interface TradingServiceConfig {
+    /** Private key for signing */
+    privateKey: string;
+    /** Chain ID (default: Polygon mainnet 137) */
+    chainId?: number;
+    /** Pre-generated API credentials (optional) */
+    credentials?: ApiCredentials;
+}
+export interface LimitOrderParams {
+    tokenId: string;
+    side: Side;
+    price: number;
+    size: number;
+    orderType?: 'GTC' | 'GTD';
+    expiration?: number;
+}
+export interface MarketOrderParams {
+    tokenId: string;
+    side: Side;
+    amount: number;
+    price?: number;
+    orderType?: 'FOK' | 'FAK';
+}
+export interface Order {
+    id: string;
+    status: string;
+    tokenId: string;
+    side: Side;
+    price: number;
+    originalSize: number;
+    filledSize: number;
+    remainingSize: number;
+    associateTrades: string[];
+    createdAt: number;
+}
+export interface OrderResult {
+    success: boolean;
+    orderId?: string;
+    orderIds?: string[];
+    errorMsg?: string;
+    transactionHashes?: string[];
+}
+export interface TradeInfo {
+    id: string;
+    tokenId: string;
+    side: Side;
+    price: number;
+    size: number;
+    fee: number;
+    timestamp: number;
+}
+export interface UserEarning {
+    date: string;
+    conditionId: string;
+    assetAddress: string;
+    makerAddress: string;
+    earnings: number;
+    assetRate: number;
+}
+export interface MarketReward {
+    conditionId: string;
+    question: string;
+    marketSlug: string;
+    eventSlug: string;
+    rewardsMaxSpread: number;
+    rewardsMinSize: number;
+    tokens: Array<{
+        tokenId: string;
+        outcome: string;
+        price: number;
+    }>;
+    rewardsConfig: Array<{
+        assetAddress: string;
+        startDate: string;
+        endDate: string;
+        ratePerDay: number;
+        totalRewards: number;
+    }>;
+}
+export declare class TradingService {
+    private rateLimiter;
+    private cache;
+    private config;
+    private clobClient;
+    private wallet;
+    private chainId;
+    private credentials;
+    private initialized;
+    private tickSizeCache;
+    private negRiskCache;
+    constructor(rateLimiter: RateLimiter, cache: UnifiedCache, config: TradingServiceConfig);
+    initialize(): Promise<void>;
+    private ensureInitialized;
+    /**
+     * Get tick size for a token
+     */
+    getTickSize(tokenId: string): Promise<TickSize>;
+    /**
+     * Check if token is neg risk
+     */
+    isNegRisk(tokenId: string): Promise<boolean>;
+    /**
+     * Create and post a limit order
+     */
+    createLimitOrder(params: LimitOrderParams): Promise<OrderResult>;
+    /**
+     * Create and post a market order
+     */
+    createMarketOrder(params: MarketOrderParams): Promise<OrderResult>;
+    cancelOrder(orderId: string): Promise<OrderResult>;
+    cancelOrders(orderIds: string[]): Promise<OrderResult>;
+    cancelAllOrders(): Promise<OrderResult>;
+    getOpenOrders(marketId?: string): Promise<Order[]>;
+    getTrades(marketId?: string): Promise<TradeInfo[]>;
+    isOrderScoring(orderId: string): Promise<boolean>;
+    areOrdersScoring(orderIds: string[]): Promise<Record<string, boolean>>;
+    getEarningsForDay(date: string): Promise<UserEarning[]>;
+    getCurrentRewards(): Promise<MarketReward[]>;
+    getBalanceAllowance(assetType: 'COLLATERAL' | 'CONDITIONAL', tokenId?: string): Promise<{
+        balance: string;
+        allowance: string;
+    }>;
+    updateBalanceAllowance(assetType: 'COLLATERAL' | 'CONDITIONAL', tokenId?: string): Promise<void>;
+    getAddress(): string;
+    getWallet(): Wallet;
+    getCredentials(): ApiCredentials | null;
+    isInitialized(): boolean;
+    getClobClient(): ClobClient | null;
+}
+//# sourceMappingURL=trading-service.d.ts.map

package/dist/services/trading-service.d.ts.map

@@ -0,0 +1 @@
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