@catalyst-team/poly-sdk 0.2.1 → 0.4.0

package/dist/src/core/types.d.ts

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+/**
+ * Common types used across the SDK
+ */
+import type { CacheAdapter } from '@catalyst-team/cache';
+/**
+ * Order side: BUY or SELL
+ */
+export type Side = 'BUY' | 'SELL';
+/**
+ * Order type for limit/market orders
+ * - GTC: Good Till Cancelled (default for limit orders)
+ * - GTD: Good Till Date (limit order with expiration)
+ * - FOK: Fill Or Kill (market order, must fill completely or cancel)
+ * - FAK: Fill And Kill (market order, fill what you can, cancel rest)
+ */
+export type OrderType = 'GTC' | 'FOK' | 'GTD' | 'FAK';
+/**
+ * Base trade interface with common fields
+ *
+ * This is the minimal set of fields that all trade types share.
+ * Specific trade types (Trade, TradeInfo, ActivityTrade, ParsedTrade)
+ * extend this with source-specific fields.
+ */
+export interface BaseTrade {
+    /** Trade side: BUY or SELL */
+    side: Side;
+    /** Trade price */
+    price: number;
+    /** Trade size (in shares/tokens) */
+    size: number;
+    /** Timestamp (Unix milliseconds) */
+    timestamp: number;
+}
+/**
+ * Price level in an orderbook
+ */
+export interface OrderbookLevel {
+    price: number;
+    size: number;
+}
+/**
+ * Unified Orderbook type used across the SDK
+ *
+ * This is the base orderbook structure. Services may extend this
+ * with additional fields (e.g., OrderbookSnapshot adds tickSize, minOrderSize).
+ */
+export interface Orderbook {
+    /** Token ID (ERC-1155 token identifier) */
+    tokenId?: string;
+    /** @deprecated Use tokenId instead */
+    assetId?: string;
+    /** Bid levels (highest first) */
+    bids: OrderbookLevel[];
+    /** Ask levels (lowest first) */
+    asks: OrderbookLevel[];
+    /** Timestamp in milliseconds */
+    timestamp: number;
+    /** Market identifier (conditionId) */
+    market?: string;
+    /** Hash for change detection */
+    hash?: string;
+}
+/**
+ * SDK Configuration Options
+ *
+ * Allows dependency injection of cache adapters for API response caching.
+ *
+ * @example
+ * ```typescript
+ * import { createMemoryCache } from '@catalyst-team/cache';
+ * import { PolymarketSDK } from '@catalyst-team/poly-sdk';
+ *
+ * // Use external cache adapter
+ * const cache = createMemoryCache({ defaultTTL: 120 });
+ * const sdk = new PolymarketSDK({ cache });
+ *
+ * // Or use default internal cache
+ * const sdk2 = new PolymarketSDK();
+ * ```
+ */
+export interface PolySDKOptions {
+    /**
+     * Optional external cache adapter for API response caching.
+     * If not provided, the SDK will use its internal memory cache.
+     *
+     * Benefits of external cache:
+     * - Can use Redis for multi-instance cache sharing
+     * - Can configure custom TTL settings
+     * - Can track cache hit/miss statistics
+     */
+    cache?: CacheAdapter;
+    /**
+     * Blockchain chain ID (default: 137 for Polygon mainnet)
+     */
+    chainId?: number;
+    /**
+     * Private key for trading operations (hex string starting with 0x)
+     */
+    privateKey?: string;
+    /**
+     * API credentials for trading
+     */
+    creds?: {
+        key: string;
+        secret: string;
+        passphrase: string;
+    };
+}
+export type KLineInterval = '1s' | '5s' | '15s' | '30s' | '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '12h' | '1d';
+export interface KLineCandle {
+    timestamp: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    tradeCount: number;
+    buyVolume: number;
+    sellVolume: number;
+}
+/**
+ * ============================================================================
+ * Spread Analysis Types - Two Different Approaches
+ * ============================================================================
+ *
+ * Polymarket 双代币模型：YES + NO = 1 USDC
+ * 理想状态下，YES_price + NO_price = 1.0
+ * 偏离 1.0 时可能存在套利机会
+ *
+ * 我们提供两种 Spread 分析方式，各有优劣：
+ *
+ * ┌─────────────────────────────────────────────────────────────────────────┐
+ * │  SpreadDataPoint (历史分析)          │  RealtimeSpreadAnalysis (实时分析) │
+ * ├─────────────────────────────────────────────────────────────────────────┤
+ * │  数据源: 成交记录的收盘价              │  数据源: 订单簿的最优 bid/ask      │
+ * │  YES_close + NO_close                │  YES_ask + NO_ask (买入成本)       │
+ * │                                      │  YES_bid + NO_bid (卖出收入)       │
+ * ├─────────────────────────────────────────────────────────────────────────┤
+ * │  ✅ 可构建历史曲线                    │  ❌ 无法构建历史曲线*               │
+ * │  ✅ Polymarket 保留成交历史           │  ❌ Polymarket 不保留盘口历史       │
+ * │  ✅ 适合回测、模式识别                │  ✅ 适合实盘交易、套利执行          │
+ * │  ⚠️ 反映已成交价格，非当前可成交价    │  ✅ 反映当前可立即成交的价格        │
+ * │  ⚠️ 套利信号仅供参考                  │  ✅ 套利利润计算准确                │
+ * └─────────────────────────────────────────────────────────────────────────┘
+ *
+ * * 如需构建实时 Spread 的历史曲线，必须自行存储盘口快照数据
+ *   参考: apps/api/src/services/spread-sampler.ts
+ *
+ * 核心区别说明：
+ *
+ * 1. 成交价 vs 盘口价
+ *    - 成交价 (close): 过去某时刻实际成交的价格
+ *    - 盘口价 (bid/ask): 当前市场上的最优挂单价格
+ *    - 例: YES 最后成交 0.52，但当前 bid=0.50, ask=0.54
+ *
+ * 2. 为什么套利计算用盘口价更准确？
+ *    - 套利需要同时买入 YES 和 NO
+ *    - 必须用 ask 价（卖方挂单）计算买入成本
+ *    - 成交价可能是 bid 方成交，不代表你能以该价买入
+ *
+ * 3. 为什么历史分析只能用成交价？
+ *    - Polymarket CLOB API 不保存历史盘口数据
+ *    - 只有成交记录 (trades) 有历史
+ *    - 除非你自己运行 spread-sampler 持续采样盘口
+ */
+/**
+ * 历史 Spread 分析（基于成交收盘价）
+ *
+ * 用途：
+ * - 历史趋势分析、回测
+ * - 识别价格偏离模式
+ * - 当盘口数据不可用时的替代方案
+ *
+ * 局限：
+ * - priceSpread 仅反映成交价偏离，非实际可套利空间
+ * - arbOpportunity 仅为参考信号，实际套利需查看盘口
+ *
+ * 数据来源：Polymarket Data API /trades 历史成交记录
+ */
+export interface SpreadDataPoint {
+    timestamp: number;
+    yesPrice: number;
+    noPrice: number;
+    priceSum: number;
+    priceSpread: number;
+    arbOpportunity: 'LONG' | 'SHORT' | '';
+}
+/**
+ * 实时 Spread 分析（基于订单簿 bid/ask）
+ *
+ * 用途：
+ * - 实盘套利决策
+ * - 精确计算套利利润
+ * - 监控当前市场状态
+ *
+ * 局限：
+ * - ❌ 无法构建历史曲线 - Polymarket 不保存盘口历史
+ * - 如需历史数据，必须自行运行采样服务持续存储盘口快照
+ *   参考实现: apps/api/src/services/spread-sampler.ts
+ *
+ * 数据来源：Polymarket CLOB API /book 实时订单簿
+ *
+ * 套利逻辑：
+ * - Long Arb (多头套利): askSum < 1 时，买入 YES + NO 成本 < 1 USDC
+ *   利润 = 1 - askSum，因为最终一方会 resolve 为 1 USDC
+ *
+ * - Short Arb (空头套利): bidSum > 1 时，卖出 YES + NO 收入 > 1 USDC
+ *   利润 = bidSum - 1，需要先铸造代币对（成本 1 USDC）
+ */
+export interface RealtimeSpreadAnalysis {
+    timestamp: number;
+    yesBid: number;
+    yesAsk: number;
+    noBid: number;
+    noAsk: number;
+    askSum: number;
+    bidSum: number;
+    askSpread: number;
+    bidSpread: number;
+    longArbProfit: number;
+    shortArbProfit: number;
+    arbOpportunity: 'LONG' | 'SHORT' | '';
+    arbProfitPercent: number;
+}
+/**
+ * 双代币 K 线数据（YES + NO）
+ *
+ * 包含两种 Spread 分析：
+ * - spreadAnalysis: 历史曲线（基于成交价），可回溯
+ * - realtimeSpread: 实时快照（基于盘口），仅当前时刻
+ */
+export interface DualKLineData {
+    conditionId: string;
+    interval: KLineInterval;
+    market?: UnifiedMarket;
+    yes: KLineCandle[];
+    no: KLineCandle[];
+    /**
+     * 历史 Spread 分析（SpreadDataPoint[]）
+     *
+     * ✅ 可构建历史曲线 - 每个 K 线周期一个数据点
+     * ⚠️ 基于成交价，套利信号仅供参考
+     *
+     * 用于：图表展示、趋势分析、回测
+     */
+    spreadAnalysis?: SpreadDataPoint[];
+    /**
+     * 实时 Spread 分析（RealtimeSpreadAnalysis）
+     *
+     * ✅ 套利计算准确 - 基于当前盘口 bid/ask
+     * ❌ 仅当前时刻快照，无法构建历史曲线
+     *
+     * 如需实时 Spread 历史曲线，必须：
+     * 1. 运行 spread-sampler 服务持续采样盘口
+     * 2. 将快照存储到数据库
+     * 3. 从数据库读取构建曲线
+     *
+     * 用于：实盘套利决策、当前市场状态展示
+     */
+    realtimeSpread?: RealtimeSpreadAnalysis;
+    /** 完整订单簿数据（如需更多细节） */
+    currentOrderbook?: ProcessedOrderbook;
+}
+/**
+ * 有效价格（考虑镜像订单）
+ *
+ * Polymarket 的关键特性：买 YES @ P = 卖 NO @ (1-P)
+ * 因此同一订单会在两个订单簿中出现
+ *
+ * 有效价格是考虑镜像后的最优价格：
+ * - effectiveBuyYes = min(YES.ask, 1 - NO.bid)
+ * - effectiveBuyNo = min(NO.ask, 1 - YES.bid)
+ * - effectiveSellYes = max(YES.bid, 1 - NO.ask)
+ * - effectiveSellNo = max(NO.bid, 1 - YES.ask)
+ */
+export interface EffectivePrices {
+    effectiveBuyYes: number;
+    effectiveBuyNo: number;
+    effectiveSellYes: number;
+    effectiveSellNo: number;
+}
+export interface ProcessedOrderbook {
+    yes: {
+        bid: number;
+        ask: number;
+        bidSize: number;
+        askSize: number;
+        bidDepth: number;
+        askDepth: number;
+        spread: number;
+        tokenId?: string;
+    };
+    no: {
+        bid: number;
+        ask: number;
+        bidSize: number;
+        askSize: number;
+        bidDepth: number;
+        askDepth: number;
+        spread: number;
+        tokenId?: string;
+    };
+    summary: {
+        askSum: number;
+        bidSum: number;
+        effectivePrices: EffectivePrices;
+        effectiveLongCost: number;
+        effectiveShortRevenue: number;
+        longArbProfit: number;
+        shortArbProfit: number;
+        totalBidDepth: number;
+        totalAskDepth: number;
+        imbalanceRatio: number;
+        yesSpread: number;
+    };
+}
+export interface ArbitrageOpportunity {
+    type: 'long' | 'short';
+    profit: number;
+    action: string;
+    expectedProfit: number;
+}
+export interface PriceUpdate {
+    assetId: string;
+    price: number;
+    midpoint: number;
+    spread: number;
+    timestamp: number;
+}
+export interface BookUpdate {
+    assetId: string;
+    bids: Array<{
+        price: number;
+        size: number;
+    }>;
+    asks: Array<{
+        price: number;
+        size: number;
+    }>;
+    timestamp: number;
+}
+/**
+ * Token in a market (YES or NO outcome)
+ */
+export interface MarketToken {
+    /** ERC-1155 token ID */
+    tokenId: string;
+    /** Outcome name (e.g., "Yes", "No") */
+    outcome: string;
+    /** Current price (0-1) */
+    price: number;
+    /** Whether this token won (after resolution) */
+    winner?: boolean;
+}
+/**
+ * Unified market type (merged from Gamma and CLOB)
+ *
+ * This is the primary market type used across the SDK.
+ * It combines data from both Gamma API (volume, liquidity) and CLOB API (trading data).
+ *
+ * BREAKING CHANGE (v2.0): tokens is now an array instead of { yes, no } object.
+ * Use tokens.find(t => t.outcome === 'Yes') to get specific outcomes.
+ */
+export interface UnifiedMarket {
+    /** Market condition ID (primary identifier) */
+    conditionId: string;
+    /** URL-friendly slug */
+    slug: string;
+    /** Market question */
+    question: string;
+    /** Market description */
+    description?: string;
+    /**
+     * Market tokens (YES/NO outcomes)
+     * @example tokens.find(t => t.outcome === 'Yes')?.price
+     */
+    tokens: MarketToken[];
+    /** Total volume (USDC) */
+    volume: number;
+    /** 24-hour volume (USDC) */
+    volume24hr?: number;
+    /** Liquidity depth (USDC) */
+    liquidity: number;
+    /** Bid-ask spread */
+    spread?: number;
+    /** 1-day price change (from Gamma API) */
+    oneDayPriceChange?: number;
+    /** 1-week price change (from Gamma API) */
+    oneWeekPriceChange?: number;
+    /** Whether market is active */
+    active: boolean;
+    /** Whether market is closed (resolved) */
+    closed: boolean;
+    /** Whether market is accepting orders */
+    acceptingOrders: boolean;
+    /** Market end date */
+    endDate: Date;
+    /** Data source indicator */
+    source: 'gamma' | 'clob' | 'merged';
+}
+/**
+ * Binary tokens for a market (primary/secondary instead of Yes/No)
+ *
+ * Polymarket supports various outcome names:
+ * - Yes/No (standard binary markets)
+ * - Up/Down (BTC price predictions)
+ * - Team1/Team2 (sports matches)
+ * - Heads/Tails (coin flips)
+ *
+ * Using index-based access (tokens[0], tokens[1]) is more reliable
+ * than name-based access (outcome === 'Yes').
+ */
+export interface BinaryTokens {
+    /** First outcome token (Yes/Up/Team1...) - corresponds to tokens[0] */
+    primary: MarketToken;
+    /** Second outcome token (No/Down/Team2...) - corresponds to tokens[1] */
+    secondary: MarketToken;
+    /** Outcome names [primary, secondary] for display purposes */
+    outcomes: [string, string];
+}
+/**
+ * Get binary tokens from a market's token array
+ *
+ * Uses index-based access which is stable across all outcome names.
+ *
+ * @param tokens - Market tokens array
+ * @returns BinaryTokens or null if not a binary market
+ *
+ * @example
+ * ```typescript
+ * const market = await sdk.markets.getMarket('0x...');
+ * const binary = getBinaryTokens(market.tokens);
+ * if (binary) {
+ *   console.log(`${binary.outcomes[0]} price: ${binary.primary.price}`);
+ *   console.log(`${binary.outcomes[1]} price: ${binary.secondary.price}`);
+ * }
+ * ```
+ */
+export declare function getBinaryTokens(tokens: MarketToken[]): BinaryTokens | null;
+export declare function getIntervalMs(interval: KLineInterval): number;
+/**
+ * Supported underlying assets for correlation analysis
+ */
+export type UnderlyingAsset = 'BTC' | 'ETH' | 'SOL';
+/**
+ * Single data point for token vs underlying correlation
+ */
+export interface TokenUnderlyingDataPoint {
+    /** Timestamp (Unix ms) */
+    timestamp: number;
+    /** Primary token price (Up/Yes) from Polymarket trades */
+    upPrice?: number;
+    /** Secondary token price (Down/No) from Polymarket trades */
+    downPrice?: number;
+    /** Sum of token prices (should be close to 1.0) */
+    priceSum?: number;
+    /** Underlying asset price from Binance */
+    underlyingPrice: number;
+    /** Percentage change from first candle */
+    underlyingChange: number;
+}
+/**
+ * Correlation coefficients between token prices and underlying asset
+ */
+export interface TokenUnderlyingCorrelationCoefficients {
+    /** Pearson correlation: Up token price vs underlying price */
+    upVsUnderlying: number;
+    /** Pearson correlation: Down token price vs underlying price */
+    downVsUnderlying: number;
+}
+/**
+ * Result of token vs underlying correlation analysis
+ *
+ * Aligns K-line data from Polymarket tokens (Up/Down) with underlying
+ * asset prices from Binance (BTC/ETH/SOL) for correlation analysis.
+ *
+ * Use cases:
+ * - Analyze how well prediction market tokens track underlying prices
+ * - Identify divergences between token and underlying prices
+ * - Backtest trading strategies based on correlation patterns
+ *
+ * @example
+ * ```typescript
+ * const correlation = await sdk.markets.getTokenUnderlyingData(
+ *   '0x123...', // BTC prediction market
+ *   'BTC',
+ *   '1h',
+ *   { calculateCorrelation: true }
+ * );
+ *
+ * console.log(`Up token vs BTC correlation: ${correlation.correlation?.upVsUnderlying}`);
+ * ```
+ */
+export interface TokenUnderlyingCorrelation {
+    /** Market condition ID */
+    conditionId: string;
+    /** Underlying asset (BTC, ETH, SOL) */
+    underlying: UnderlyingAsset;
+    /** K-line interval */
+    interval: KLineInterval;
+    /** Aligned data points */
+    data: TokenUnderlyingDataPoint[];
+    /** Correlation coefficients (if calculated) */
+    correlation?: TokenUnderlyingCorrelationCoefficients;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/src/core/types.d.ts.map

@@ -0,0 +1 @@
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package/dist/src/core/types.js

@@ -0,0 +1,49 @@
+/**
+ * Common types used across the SDK
+ */
+/**
+ * Get binary tokens from a market's token array
+ *
+ * Uses index-based access which is stable across all outcome names.
+ *
+ * @param tokens - Market tokens array
+ * @returns BinaryTokens or null if not a binary market
+ *
+ * @example
+ * ```typescript
+ * const market = await sdk.markets.getMarket('0x...');
+ * const binary = getBinaryTokens(market.tokens);
+ * if (binary) {
+ *   console.log(`${binary.outcomes[0]} price: ${binary.primary.price}`);
+ *   console.log(`${binary.outcomes[1]} price: ${binary.secondary.price}`);
+ * }
+ * ```
+ */
+export function getBinaryTokens(tokens) {
+    if (!tokens || tokens.length < 2)
+        return null;
+    return {
+        primary: tokens[0],
+        secondary: tokens[1],
+        outcomes: [tokens[0].outcome, tokens[1].outcome],
+    };
+}
+// Helper to convert interval to milliseconds
+export function getIntervalMs(interval) {
+    const map = {
+        '1s': 1 * 1000,
+        '5s': 5 * 1000,
+        '15s': 15 * 1000,
+        '30s': 30 * 1000,
+        '1m': 60 * 1000,
+        '5m': 5 * 60 * 1000,
+        '15m': 15 * 60 * 1000,
+        '30m': 30 * 60 * 1000,
+        '1h': 60 * 60 * 1000,
+        '4h': 4 * 60 * 60 * 1000,
+        '12h': 12 * 60 * 60 * 1000,
+        '1d': 24 * 60 * 60 * 1000,
+    };
+    return map[interval];
+}
+//# sourceMappingURL=types.js.map

package/dist/src/core/types.js.map

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package/dist/src/core/types.test.d.ts

@@ -0,0 +1,7 @@
+/**
+ * Core Types Unit Tests
+ *
+ * Tests type definitions and type guards
+ */
+export {};
+//# sourceMappingURL=types.test.d.ts.map

package/dist/src/core/types.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.test.d.ts","sourceRoot":"","sources":["../../../src/core/types.test.ts"],"names":[],"mappings":"AAAA;;;;GAIG"}