@catalyst-team/poly-sdk 0.2.1 → 0.4.0

package/dist/src/services/realtime-service-v2.d.ts

@@ -0,0 +1,367 @@
+/**
+ * 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 { type ClobApiKeyCreds } from '@polymarket/real-time-data-client';
+import type { PriceUpdate, BookUpdate, Orderbook } from '../core/types.js';
+export interface RealtimeServiceConfig {
+    /** Auto-reconnect on disconnect (default: true) */
+    autoReconnect?: boolean;
+    /** Ping interval in ms (default: 5000) */
+    pingInterval?: number;
+    /** Enable debug logging (default: false) */
+    debug?: boolean;
+}
+/**
+ * Extended orderbook snapshot from WebSocket with additional trading parameters.
+ * Extends the base Orderbook type from core/types.ts.
+ */
+export interface OrderbookSnapshot extends Orderbook {
+    /** Token ID (ERC-1155 token identifier, required in WebSocket context) */
+    tokenId: string;
+    /** @deprecated Use tokenId instead */
+    assetId: string;
+    /** Market condition ID (required in WebSocket context) */
+    market: string;
+    /** Tick size for price rounding */
+    tickSize: string;
+    /** Minimum order size */
+    minOrderSize: string;
+    /** Hash for change detection (required in WebSocket context) */
+    hash: string;
+}
+export interface LastTradeInfo {
+    assetId: string;
+    price: number;
+    side: 'BUY' | 'SELL';
+    size: number;
+    timestamp: number;
+}
+export interface PriceChange {
+    assetId: string;
+    changes: Array<{
+        price: string;
+        size: string;
+    }>;
+    timestamp: number;
+}
+export interface TickSizeChange {
+    assetId: string;
+    oldTickSize: string;
+    newTickSize: string;
+    timestamp: number;
+}
+export interface MarketEvent {
+    conditionId: string;
+    type: 'created' | 'resolved';
+    data: Record<string, unknown>;
+    timestamp: number;
+}
+export interface UserOrder {
+    orderId: string;
+    market: string;
+    asset: string;
+    side: 'BUY' | 'SELL';
+    price: number;
+    originalSize: number;
+    matchedSize: number;
+    eventType: 'PLACEMENT' | 'UPDATE' | 'CANCELLATION';
+    timestamp: number;
+}
+export interface UserTrade {
+    tradeId: string;
+    market: string;
+    outcome: string;
+    price: number;
+    size: number;
+    side: 'BUY' | 'SELL';
+    status: 'MATCHED' | 'MINED' | 'CONFIRMED' | 'RETRYING' | 'FAILED';
+    timestamp: number;
+    transactionHash?: string;
+}
+/**
+ * Activity trade from WebSocket
+ *
+ * 实测验证 (2025-12-28)：proxyWallet 和 name 是顶层字段，不在 trader 对象里
+ */
+export interface ActivityTrade {
+    /** Token ID (用于下单) */
+    asset: string;
+    /** Market condition ID */
+    conditionId: string;
+    /** Event slug */
+    eventSlug: string;
+    /** Market slug (可用于过滤) */
+    marketSlug: string;
+    /** Outcome (Yes/No) */
+    outcome: string;
+    /** Trade price */
+    price: number;
+    /** Trade side */
+    side: 'BUY' | 'SELL';
+    /** Trade size in shares */
+    size: number;
+    /** Timestamp (Unix seconds) */
+    timestamp: number;
+    /** Transaction hash */
+    transactionHash: string;
+    /**
+     * Trader info object - 用于 Copy Trading 过滤目标钱包
+     *
+     * 注意: 实测验证 (2025-12-28) 数据结构为:
+     * {
+     *   trader: { name: "username", address: "0x..." }
+     * }
+     * 而非顶层 proxyWallet
+     */
+    trader?: {
+        /** 交易者用户名 */
+        name?: string;
+        /** 交易者钱包地址 - Copy Trading 过滤关键字段！ */
+        address?: string;
+    };
+}
+export interface CryptoPrice {
+    symbol: string;
+    price: number;
+    timestamp: number;
+}
+export interface EquityPrice {
+    symbol: string;
+    price: number;
+    timestamp: number;
+}
+export interface Comment {
+    id: string;
+    parentEntityId: number;
+    parentEntityType: 'Event' | 'Series';
+    content?: string;
+    author?: string;
+    timestamp: number;
+}
+export interface Reaction {
+    id: string;
+    commentId: string;
+    type: string;
+    author?: string;
+    timestamp: number;
+}
+export interface RFQRequest {
+    id: string;
+    market: string;
+    side: 'BUY' | 'SELL';
+    size: number;
+    status: 'created' | 'edited' | 'canceled' | 'expired';
+    timestamp: number;
+}
+export interface RFQQuote {
+    id: string;
+    requestId: string;
+    price: number;
+    size: number;
+    status: 'created' | 'edited' | 'canceled' | 'expired';
+    timestamp: number;
+}
+export interface Subscription {
+    id: string;
+    topic: string;
+    type: string;
+    unsubscribe: () => void;
+}
+export interface MarketSubscription extends Subscription {
+    tokenIds: string[];
+}
+export interface MarketDataHandlers {
+    onOrderbook?: (book: OrderbookSnapshot) => void;
+    onPriceChange?: (change: PriceChange) => void;
+    onLastTrade?: (trade: LastTradeInfo) => void;
+    onTickSizeChange?: (change: TickSizeChange) => void;
+    onMarketEvent?: (event: MarketEvent) => void;
+    onError?: (error: Error) => void;
+}
+export interface UserDataHandlers {
+    onOrder?: (order: UserOrder) => void;
+    onTrade?: (trade: UserTrade) => void;
+    onError?: (error: Error) => void;
+}
+export interface ActivityHandlers {
+    onTrade?: (trade: ActivityTrade) => void;
+    onError?: (error: Error) => void;
+}
+export interface CryptoPriceHandlers {
+    onPrice?: (price: CryptoPrice) => void;
+    onError?: (error: Error) => void;
+}
+export interface EquityPriceHandlers {
+    onPrice?: (price: EquityPrice) => void;
+    onError?: (error: Error) => void;
+}
+export declare class RealtimeServiceV2 extends EventEmitter {
+    private client;
+    private config;
+    private subscriptions;
+    private subscriptionIdCounter;
+    private connected;
+    private subscriptionMessages;
+    private priceCache;
+    private bookCache;
+    private lastTradeCache;
+    constructor(config?: RealtimeServiceConfig);
+    /**
+     * Connect to WebSocket server
+     */
+    connect(): this;
+    /**
+     * Disconnect from WebSocket server
+     */
+    disconnect(): void;
+    /**
+     * Check if connected
+     */
+    isConnected(): boolean;
+    /**
+     * Subscribe to market data (orderbook, prices, trades)
+     * @param tokenIds - Array of token IDs to subscribe to
+     * @param handlers - Event handlers
+     */
+    subscribeMarkets(tokenIds: string[], handlers?: MarketDataHandlers): MarketSubscription;
+    /**
+     * Subscribe to a single market (YES + NO tokens)
+     * Also emits derived price updates compatible with old API
+     */
+    subscribeMarket(yesTokenId: string, noTokenId: string, handlers?: MarketDataHandlers & {
+        onPriceUpdate?: (update: PriceUpdate) => void;
+        onBookUpdate?: (update: BookUpdate) => void;
+        onPairUpdate?: (update: {
+            yes: PriceUpdate;
+            no: PriceUpdate;
+            spread: number;
+        }) => void;
+    }): MarketSubscription;
+    /**
+     * Subscribe to market lifecycle events (creation, resolution)
+     */
+    subscribeMarketEvents(handlers: {
+        onMarketEvent?: (event: MarketEvent) => void;
+    }): Subscription;
+    /**
+     * Subscribe to user order and trade events
+     * @param credentials - CLOB API credentials
+     * @param handlers - Event handlers
+     */
+    subscribeUserEvents(credentials: ClobApiKeyCreds, handlers?: UserDataHandlers): Subscription;
+    /**
+     * 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?: {
+        eventSlug?: string;
+        marketSlug?: string;
+    }, handlers?: ActivityHandlers): 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?: ActivityHandlers): Subscription;
+    /**
+     * Subscribe to crypto price updates
+     * @param symbols - Array of symbols (e.g., ['BTCUSDT', 'ETHUSDT'])
+     * @param handlers - Event handlers
+     */
+    subscribeCryptoPrices(symbols: string[], handlers?: CryptoPriceHandlers): Subscription;
+    /**
+     * Subscribe to Chainlink crypto prices
+     * @param symbols - Array of symbols (e.g., ['ETH/USD', 'BTC/USD'])
+     */
+    subscribeCryptoChainlinkPrices(symbols: string[], handlers?: CryptoPriceHandlers): Subscription;
+    /**
+     * Subscribe to equity price updates
+     * @param symbols - Array of symbols (e.g., ['AAPL', 'GOOGL'])
+     * @param handlers - Event handlers
+     */
+    subscribeEquityPrices(symbols: string[], handlers?: EquityPriceHandlers): Subscription;
+    /**
+     * Subscribe to comment and reaction events
+     */
+    subscribeComments(filter: {
+        parentEntityId: number;
+        parentEntityType: 'Event' | 'Series';
+    }, handlers?: {
+        onComment?: (comment: Comment) => void;
+        onReaction?: (reaction: Reaction) => void;
+    }): Subscription;
+    /**
+     * Subscribe to RFQ (Request for Quote) events
+     */
+    subscribeRFQ(handlers?: {
+        onRequest?: (request: RFQRequest) => void;
+        onQuote?: (quote: RFQQuote) => void;
+    }): Subscription;
+    /**
+     * Get cached derived price for an asset
+     */
+    getPrice(assetId: string): PriceUpdate | undefined;
+    /**
+     * Get all cached prices
+     */
+    getAllPrices(): Map<string, PriceUpdate>;
+    /**
+     * Get cached orderbook for an asset
+     */
+    getBook(assetId: string): OrderbookSnapshot | undefined;
+    /**
+     * Get cached last trade for an asset
+     */
+    getLastTrade(assetId: string): LastTradeInfo | undefined;
+    /**
+     * Get all active subscriptions
+     */
+    getActiveSubscriptions(): Subscription[];
+    /**
+     * Unsubscribe from all
+     */
+    unsubscribeAll(): void;
+    private handleConnect;
+    private handleStatusChange;
+    private handleMessage;
+    private handleMarketMessage;
+    private handleUserMessage;
+    private handleActivityMessage;
+    private handleCryptoPriceMessage;
+    private handleCryptoChainlinkPriceMessage;
+    private handleEquityPriceMessage;
+    private handleCommentMessage;
+    private handleRFQMessage;
+    private parseOrderbook;
+    private parsePriceChange;
+    private parseLastTrade;
+    private parseTickSizeChange;
+    /**
+     * Calculate derived price using Polymarket's display logic:
+     * - If spread <= 0.10: use midpoint
+     * - If spread > 0.10: use last trade price
+     */
+    private calculateDerivedPrice;
+    private sendSubscription;
+    private sendUnsubscription;
+    private log;
+    /**
+     * Normalize timestamp to milliseconds
+     * Polymarket WebSocket returns timestamps in seconds, need to convert to milliseconds
+     */
+    private normalizeTimestamp;
+}
+//# sourceMappingURL=realtime-service-v2.d.ts.map

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