@catalyst-team/poly-sdk 0.3.0 → 0.4.0

package/dist/services/binance-service.js.map

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

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+/**
+ * DipArbService - Dip Arbitrage Service
+ *
+ * 暴跌套利服务 - 针对 Polymarket 15分钟/5分钟 UP/DOWN 市场
+ *
+ * 策略原理：
+ * 1. 每个市场有一个 "price to beat"（开盘时的 Chainlink 价格）
+ * 2. 结算规则：
+ *    - UP 赢：结束时价格 >= price to beat
+ *    - DOWN 赢：结束时价格 < price to beat
+ *
+ * 3. 套利流程：
+ *    - Leg1：检测暴跌 → 买入暴跌侧
+ *    - Leg2：等待对冲条件 → 买入另一侧
+ *    - 利润：总成本 < $1 时获得无风险利润
+ *
+ * 使用示例：
+ * ```typescript
+ * const sdk = await PolymarketSDK.create({ privateKey: '...' });
+ *
+ * // 自动找到并启动
+ * await sdk.dipArb.findAndStart({ coin: 'BTC' });
+ *
+ * // 监听信号
+ * sdk.dipArb.on('signal', (signal) => {
+ *   console.log(`Signal: ${signal.type} ${signal.side}`);
+ * });
+ * ```
+ */
+import { EventEmitter } from 'events';
+import { RealtimeServiceV2 } from './realtime-service-v2.js';
+import { TradingService } from './trading-service.js';
+import { MarketService } from './market-service.js';
+import { type DipArbServiceConfig, type DipArbConfigInternal, type DipArbMarketConfig, type DipArbRoundState, type DipArbStats, type DipArbLeg1Signal, type DipArbLeg2Signal, type DipArbExecutionResult, type DipArbScanOptions, type DipArbFindAndStartOptions, type DipArbAutoRotateConfig, type DipArbSettleResult, type DipArbPendingRedemption } from './dip-arb-types.js';
+export declare class DipArbService extends EventEmitter {
+    private realtimeService;
+    private tradingService;
+    private marketService;
+    private ctf;
+    private config;
+    private autoRotateConfig;
+    private market;
+    private currentRound;
+    private isRunning;
+    private isExecuting;
+    private lastExecutionTime;
+    private stats;
+    private marketSubscription;
+    private chainlinkSubscription;
+    private rotateCheckInterval;
+    private nextMarket;
+    private pendingRedemptions;
+    private redeemCheckInterval;
+    private upAsks;
+    private downAsks;
+    private priceHistory;
+    private readonly MAX_HISTORY_LENGTH;
+    private currentUnderlyingPrice;
+    private leg1SignalEmitted;
+    constructor(realtimeService: RealtimeServiceV2, tradingService: TradingService | null, marketService: MarketService, privateKey?: string, chainId?: number);
+    /**
+     * Update configuration
+     */
+    updateConfig(config: Partial<DipArbServiceConfig>): void;
+    /**
+     * Get current configuration
+     */
+    getConfig(): DipArbConfigInternal;
+    /**
+     * Scan for upcoming UP/DOWN markets
+     *
+     * Uses MarketService.scanCryptoShortTermMarkets()
+     */
+    scanUpcomingMarkets(options?: DipArbScanOptions): Promise<DipArbMarketConfig[]>;
+    /**
+     * Find the best market and start monitoring
+     */
+    findAndStart(options?: DipArbFindAndStartOptions): Promise<DipArbMarketConfig | null>;
+    /**
+     * Start monitoring a market
+     */
+    start(market: DipArbMarketConfig): Promise<void>;
+    /**
+     * Stop monitoring
+     */
+    stop(): Promise<void>;
+    /**
+     * Check if service is running
+     */
+    isActive(): boolean;
+    /**
+     * Get current market
+     */
+    getMarket(): DipArbMarketConfig | null;
+    /**
+     * Get statistics
+     */
+    getStats(): DipArbStats;
+    /**
+     * Get current round state
+     */
+    getCurrentRound(): DipArbRoundState | null;
+    /**
+     * Get current price to beat
+     */
+    getPriceToBeat(): number | null;
+    /**
+     * Execute Leg1 trade
+     */
+    executeLeg1(signal: DipArbLeg1Signal): Promise<DipArbExecutionResult>;
+    /**
+     * Execute Leg2 trade
+     */
+    executeLeg2(signal: DipArbLeg2Signal): Promise<DipArbExecutionResult>;
+    /**
+     * Merge YES + NO tokens to USDC
+     */
+    merge(): Promise<DipArbExecutionResult>;
+    private handleOrderbookUpdate;
+    /**
+     * Record current prices to history buffer for sliding window detection
+     */
+    private recordPriceHistory;
+    /**
+     * Get price from N milliseconds ago for sliding window detection
+     *
+     * @param side - 'UP' or 'DOWN'
+     * @param msAgo - Milliseconds ago (e.g., 3000 for 3 seconds)
+     * @returns Price from that time, or null if not available
+     */
+    private getPriceFromHistory;
+    private handleChainlinkPriceUpdate;
+    private checkAndStartNewRound;
+    /**
+     * Emergency exit Leg1 position when Leg2 times out
+     * Sells the Leg1 tokens at market price to avoid unhedged exposure
+     */
+    private emergencyExitLeg1;
+    private detectSignal;
+    private detectLeg1Signal;
+    private createLeg1Signal;
+    private detectLeg2Signal;
+    private validateSignalProfitability;
+    private handleSignal;
+    /**
+     * Configure and enable auto-rotate
+     *
+     * Auto-rotate 会自动：
+     * 1. 监控当前市场到期时间
+     * 2. 在市场结束前预加载下一个市场
+     * 3. 市场结束时自动结算（redeem 或 sell）
+     * 4. 无缝切换到下一个 15m 市场
+     *
+     * @example
+     * ```typescript
+     * sdk.dipArb.enableAutoRotate({
+     *   underlyings: ['BTC', 'ETH'],
+     *   duration: '15m',
+     *   autoSettle: true,
+     *   settleStrategy: 'redeem',
+     * });
+     * ```
+     */
+    enableAutoRotate(config?: Partial<DipArbAutoRotateConfig>): void;
+    /**
+     * Disable auto-rotate
+     */
+    disableAutoRotate(): void;
+    /**
+     * Get auto-rotate configuration
+     */
+    getAutoRotateConfig(): Required<DipArbAutoRotateConfig>;
+    /**
+     * Manually settle current position
+     *
+     * 结算策略：
+     * - 'redeem': 等待市场结算后 redeem（需要等待结算完成）
+     * - 'sell': 直接卖出 token（更快但可能有滑点）
+     */
+    settle(strategy?: 'redeem' | 'sell'): Promise<DipArbSettleResult>;
+    /**
+     * Manually rotate to next market
+     */
+    rotateToNextMarket(): Promise<DipArbMarketConfig | null>;
+    private startRotateCheck;
+    private stopRotateCheck;
+    private startRedeemCheck;
+    private stopRedeemCheck;
+    /**
+     * Add a position to pending redemption queue
+     */
+    private addPendingRedemption;
+    /**
+     * Process all pending redemptions
+     * Called periodically by redeemCheckInterval
+     */
+    private processPendingRedemptions;
+    /**
+     * Get pending redemptions (for debugging/monitoring)
+     */
+    getPendingRedemptions(): DipArbPendingRedemption[];
+    private checkRotation;
+    private findNextMarket;
+    private settleByRedeem;
+    private settleBySell;
+    private log;
+}
+export * from './dip-arb-types.js';
+//# sourceMappingURL=dip-arb-service.d.ts.map

package/dist/services/dip-arb-service.d.ts.map

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