@catalyst-team/poly-sdk 0.4.0 → 0.4.3

package/dist/clients/clob-api.js

@@ -1,448 +0,0 @@
-/**
- * CLOB API Client for Polymarket
- *
- * The Central Limit Order Book (CLOB) API provides access to Polymarket's
- * trading infrastructure. This client handles market information retrieval
- * and orderbook data.
- *
- * @remarks
- * - Base URL: https://clob.polymarket.com
- * - Rate limits are automatically handled by the RateLimiter
- * - Market data is cached to reduce API calls
- *
- * @example
- * ```typescript
- * import { ClobApiClient, RateLimiter, Cache } from '@catalyst-team/poly-sdk';
- *
- * const client = new ClobApiClient(new RateLimiter(), new Cache());
- *
- * // Get market info
- * const market = await client.getMarket('0x123...');
- * console.log(market.question);
- *
- * // Get orderbook
- * const orderbook = await client.getOrderbook(market.tokens[0].tokenId);
- * console.log('Best bid:', orderbook.bids[0]);
- * ```
- *
- * @see {@link https://docs.polymarket.com/#clob-api CLOB API Documentation}
- *
- * @module clients/clob-api
- */
-import { ApiType } from '../core/rate-limiter.js';
-import { CACHE_TTL } from '../core/unified-cache.js';
-import { PolymarketError, ErrorCode } from '../core/errors.js';
-/** CLOB API base URL */
-const CLOB_API_BASE = 'https://clob.polymarket.com';
-// ===== Client =====
-/**
- * CLOB API client for interacting with Polymarket's orderbook
- *
- * @remarks
- * This client provides read-only access to market data and orderbooks.
- * For trading operations, use {@link TradingClient} instead.
- *
- * @example
- * ```typescript
- * const client = new ClobApiClient(rateLimiter, cache);
- *
- * // Get market details
- * const market = await client.getMarket('0x123...');
- *
- * // Get processed orderbook with analytics
- * const processed = await client.getProcessedOrderbook('0x123...');
- * console.log('Long arb profit:', processed.summary.longArbProfit);
- * ```
- */
-export class ClobApiClient {
-    rateLimiter;
-    cache;
-    config;
-    /**
-     * Creates a new CLOB API client
-     *
-     * @param rateLimiter - Rate limiter instance for API throttling
-     * @param cache - Cache instance for storing market data (supports both legacy Cache and CacheAdapter)
-     * @param config - Optional configuration for trading capabilities
-     * @param config.chainId - Polygon chain ID (137 for mainnet, 80002 for Amoy testnet)
-     * @param config.signer - Ethers signer for authenticated requests
-     * @param config.creds - API credentials for L2 authentication
-     */
-    constructor(rateLimiter, cache, config) {
-        this.rateLimiter = rateLimiter;
-        this.cache = cache;
-        this.config = config;
-    }
-    /**
-     * Get the signer if configured
-     * @returns The signer or undefined if not configured
-     */
-    get signer() {
-        return this.config?.signer;
-    }
-    // ===== Market Info =====
-    /**
-     * Get market information by condition ID
-     *
-     * @param conditionId - The unique condition identifier for the market
-     * @returns Market information including tokens and status
-     *
-     * @throws {@link PolymarketError} If the market is not found or API fails
-     *
-     * @example
-     * ```typescript
-     * const market = await client.getMarket('0x82ace55...');
-     * console.log(market.question);          // "Will BTC reach $100k?"
-     * console.log(market.tokens[0].tokenId); // YES token ID
-     * console.log(market.tokens[1].tokenId); // NO token ID
-     * ```
-     */
-    async getMarket(conditionId) {
-        const cacheKey = `clob:market:${conditionId}`;
-        return this.cache.getOrSet(cacheKey, CACHE_TTL.MARKET_INFO, async () => {
-            return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
-                const response = await fetch(`${CLOB_API_BASE}/markets/${conditionId}`);
-                if (!response.ok)
-                    throw PolymarketError.fromHttpError(response.status, await response.json().catch(() => null));
-                const data = (await response.json());
-                return this.normalizeMarket(data);
-            });
-        });
-    }
-    // ===== Orderbook =====
-    /**
-     * Get raw orderbook for a specific token
-     *
-     * @param tokenId - The ERC-1155 token ID (either YES or NO token)
-     * @returns Orderbook with sorted bids and asks
-     *
-     * @remarks
-     * - Bids are sorted descending (highest bid first)
-     * - Asks are sorted ascending (lowest ask first)
-     * - This returns the raw orderbook for ONE outcome token
-     * - For complete market analysis, use {@link getProcessedOrderbook}
-     *
-     * @throws {@link PolymarketError} If the token is not found or API fails
-     *
-     * @example
-     * ```typescript
-     * const orderbook = await client.getOrderbook('21742633...');
-     *
-     * console.log('Best bid:', orderbook.bids[0]?.price);  // e.g., 0.55
-     * console.log('Best ask:', orderbook.asks[0]?.price);  // e.g., 0.57
-     * console.log('Spread:', orderbook.asks[0]?.price - orderbook.bids[0]?.price);
-     * ```
-     */
-    async getOrderbook(tokenId) {
-        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
-            const response = await fetch(`${CLOB_API_BASE}/book?token_id=${tokenId}`);
-            if (!response.ok)
-                throw PolymarketError.fromHttpError(response.status, await response.json().catch(() => null));
-            const data = (await response.json());
-            // Sort bids descending (highest bid first)
-            // Sort asks ascending (lowest ask first)
-            const bids = (data.bids || [])
-                .map((l) => ({
-                price: Number(l.price),
-                size: Number(l.size),
-            }))
-                .sort((a, b) => b.price - a.price);
-            const asks = (data.asks || [])
-                .map((l) => ({
-                price: Number(l.price),
-                size: Number(l.size),
-            }))
-                .sort((a, b) => a.price - b.price);
-            return {
-                bids,
-                asks,
-                timestamp: data.timestamp ? Number(data.timestamp) : Date.now(),
-                market: data.market,
-                assetId: data.asset_id,
-                hash: data.hash,
-                minOrderSize: data.min_order_size,
-                tickSize: data.tick_size,
-                negRisk: data.neg_risk,
-            };
-        });
-    }
-    /**
-     * Get historical prices for a token
-     *
-     * @param tokenId - The token ID (from market.tokens[].tokenId)
-     * @param interval - Time interval: '1d', '1w', '1m', 'max'
-     * @param fidelity - Data point frequency in minutes (default: 60)
-     * @returns Array of price points with timestamp and price
-     *
-     * @example
-     * ```typescript
-     * // Get daily prices for last week
-     * const prices = await client.getPricesHistory(tokenId, '1w', 60);
-     * console.log(prices); // [{ t: 1766649620, p: 0.55 }, ...]
-     * ```
-     */
-    async getPricesHistory(tokenId, interval = '1w', fidelity = 60) {
-        return this.rateLimiter.execute(ApiType.CLOB_API, async () => {
-            const response = await fetch(`${CLOB_API_BASE}/prices-history?market=${tokenId}&interval=${interval}&fidelity=${fidelity}`);
-            if (!response.ok) {
-                throw PolymarketError.fromHttpError(response.status, await response.json().catch(() => null));
-            }
-            const data = (await response.json());
-            return (data.history || []).map((pt) => ({
-                timestamp: pt.t,
-                price: pt.p,
-            }));
-        });
-    }
-    /**
-     * Get dual price history for both YES and NO tokens
-     *
-     * @param conditionId - The market condition ID
-     * @param interval - Time interval
-     * @param fidelity - Data point frequency in minutes
-     * @returns Price histories for both outcomes
-     */
-    async getDualPricesHistory(conditionId, interval = '1w', fidelity = 60) {
-        const market = await this.getMarket(conditionId);
-        const yesToken = market.tokens.find((t) => t.outcome === 'Yes');
-        const noToken = market.tokens.find((t) => t.outcome === 'No');
-        if (!yesToken || !noToken) {
-            throw new PolymarketError(ErrorCode.MARKET_NOT_FOUND, 'Market tokens not found');
-        }
-        const [yesHistory, noHistory] = await Promise.all([
-            this.getPricesHistory(yesToken.tokenId, interval, fidelity),
-            this.getPricesHistory(noToken.tokenId, interval, fidelity),
-        ]);
-        return {
-            conditionId,
-            question: market.question,
-            yes: {
-                tokenId: yesToken.tokenId,
-                history: yesHistory,
-            },
-            no: {
-                tokenId: noToken.tokenId,
-                history: noHistory,
-            },
-        };
-    }
-    /**
-     * Get processed orderbook with complete market analysis
-     *
-     * @param conditionId - The unique condition identifier for the market
-     * @returns Processed orderbook with both YES/NO books and arbitrage analysis
-     *
-     * @remarks
-     * This method fetches both YES and NO orderbooks and calculates:
-     * - Effective prices (accounting for order book mirroring)
-     * - Arbitrage opportunities (long and short)
-     * - Depth and liquidity metrics
-     *
-     * **Important**: Polymarket orderbooks have a mirroring property:
-     * - Buying YES @ P = Selling NO @ (1-P)
-     * - The same order appears in both books
-     *
-     * Therefore, correct arbitrage calculation must use "effective prices":
-     * - effectiveBuyYes = min(YES.ask, 1 - NO.bid)
-     * - effectiveBuyNo = min(NO.ask, 1 - YES.bid)
-     *
-     * @throws {@link PolymarketError} If market not found or missing tokens
-     *
-     * @example
-     * ```typescript
-     * const processed = await client.getProcessedOrderbook('0x82ace55...');
-     *
-     * // Check for arbitrage
-     * if (processed.summary.longArbProfit > 0.003) {
-     *   console.log('Long arb opportunity!');
-     *   console.log('Buy YES @', processed.summary.effectivePrices.effectiveBuyYes);
-     *   console.log('Buy NO @', processed.summary.effectivePrices.effectiveBuyNo);
-     *   console.log('Profit:', processed.summary.longArbProfit * 100, '%');
-     * }
-     * ```
-     */
-    async getProcessedOrderbook(conditionId) {
-        const market = await this.getMarket(conditionId);
-        const yesToken = market.tokens.find((t) => t.outcome === 'Yes');
-        const noToken = market.tokens.find((t) => t.outcome === 'No');
-        if (!yesToken || !noToken) {
-            throw new PolymarketError(ErrorCode.INVALID_RESPONSE, 'Missing tokens in market');
-        }
-        const [yesBook, noBook] = await Promise.all([
-            this.getOrderbook(yesToken.tokenId),
-            this.getOrderbook(noToken.tokenId),
-        ]);
-        return this.processOrderbooks(yesBook, noBook, yesToken.tokenId, noToken.tokenId);
-    }
-    /**
-     * Process orderbooks and calculate analytics
-     *
-     * 关键概念：Polymarket 订单簿的镜像特性
-     *
-     * 买 YES @ P = 卖 NO @ (1-P)
-     * 因此同一订单会在 YES 和 NO 订单簿中同时出现
-     *
-     * 正确的套利计算必须使用"有效价格"：
-     * - 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)
-     *
-     * 详细文档见: docs/01-polymarket-orderbook-arbitrage.md
-     */
-    processOrderbooks(yesBook, noBook, yesTokenId, noTokenId) {
-        const yesBestBid = yesBook.bids[0]?.price || 0;
-        const yesBestAsk = yesBook.asks[0]?.price || 1;
-        const noBestBid = noBook.bids[0]?.price || 0;
-        const noBestAsk = noBook.asks[0]?.price || 1;
-        const yesBidDepth = yesBook.bids.reduce((sum, l) => sum + l.price * l.size, 0);
-        const yesAskDepth = yesBook.asks.reduce((sum, l) => sum + l.price * l.size, 0);
-        const noBidDepth = noBook.bids.reduce((sum, l) => sum + l.price * l.size, 0);
-        const noAskDepth = noBook.asks.reduce((sum, l) => sum + l.price * l.size, 0);
-        // 原始价格和（仅供参考，可能包含重复计算）
-        const askSum = yesBestAsk + noBestAsk;
-        const bidSum = yesBestBid + noBestBid;
-        // ===== 计算有效价格（考虑镜像订单）=====
-        // 这是正确的套利计算方式
-        const effectivePrices = {
-            // 买 YES: 直接买 YES.ask 或 通过卖 NO (成本 = 1 - NO.bid)
-            effectiveBuyYes: Math.min(yesBestAsk, 1 - noBestBid),
-            // 买 NO: 直接买 NO.ask 或 通过卖 YES (成本 = 1 - YES.bid)
-            effectiveBuyNo: Math.min(noBestAsk, 1 - yesBestBid),
-            // 卖 YES: 直接卖 YES.bid 或 通过买 NO (收入 = 1 - NO.ask)
-            effectiveSellYes: Math.max(yesBestBid, 1 - noBestAsk),
-            // 卖 NO: 直接卖 NO.bid 或 通过买 YES (收入 = 1 - YES.ask)
-            effectiveSellNo: Math.max(noBestBid, 1 - yesBestAsk),
-        };
-        // 有效套利成本/收入
-        const effectiveLongCost = effectivePrices.effectiveBuyYes + effectivePrices.effectiveBuyNo;
-        const effectiveShortRevenue = effectivePrices.effectiveSellYes + effectivePrices.effectiveSellNo;
-        // 套利利润（基于有效价格）
-        const longArbProfit = 1 - effectiveLongCost;
-        const shortArbProfit = effectiveShortRevenue - 1;
-        // YES spread（由于镜像，这也能反映整体市场效率）
-        const yesSpread = yesBestAsk - yesBestBid;
-        return {
-            yes: {
-                bid: yesBestBid,
-                ask: yesBestAsk,
-                bidSize: yesBook.bids[0]?.size || 0,
-                askSize: yesBook.asks[0]?.size || 0,
-                bidDepth: yesBidDepth,
-                askDepth: yesAskDepth,
-                spread: yesSpread,
-                tokenId: yesTokenId,
-            },
-            no: {
-                bid: noBestBid,
-                ask: noBestAsk,
-                bidSize: noBook.bids[0]?.size || 0,
-                askSize: noBook.asks[0]?.size || 0,
-                bidDepth: noBidDepth,
-                askDepth: noAskDepth,
-                spread: noBestAsk - noBestBid,
-                tokenId: noTokenId,
-            },
-            summary: {
-                // 原始价格和（仅供参考）
-                askSum,
-                bidSum,
-                // 有效价格
-                effectivePrices,
-                // 有效成本/收入
-                effectiveLongCost,
-                effectiveShortRevenue,
-                // 套利利润（基于有效价格，这才是正确的计算）
-                longArbProfit, // > 0 means long arbitrage opportunity
-                shortArbProfit, // > 0 means short arbitrage opportunity
-                // 其他指标
-                totalBidDepth: yesBidDepth + noBidDepth,
-                totalAskDepth: yesAskDepth + noAskDepth,
-                imbalanceRatio: (yesBidDepth + noBidDepth) / (yesAskDepth + noAskDepth + 0.001),
-                yesSpread,
-            },
-        };
-    }
-    // ===== Trading (requires authentication) =====
-    /**
-     * Check if this client has trading capabilities
-     *
-     * @returns True if a signer or API credentials are configured
-     *
-     * @remarks
-     * Trading requires either:
-     * - A signer (for L1 authentication)
-     * - API credentials (for L2 authentication)
-     *
-     * For actual trading, use the {@link TradingClient} instead.
-     *
-     * @example
-     * ```typescript
-     * if (client.hasTradingCapabilities()) {
-     *   console.log('Client can execute trades');
-     * } else {
-     *   console.log('Read-only mode - use TradingClient for trading');
-     * }
-     * ```
-     */
-    hasTradingCapabilities() {
-        return !!(this.config?.signer || this.config?.creds);
-    }
-    // ===== Data Normalization =====
-    normalizeMarket(m) {
-        const tokens = m.tokens;
-        const rewards = m.rewards;
-        return {
-            // Core identifiers
-            conditionId: String(m.condition_id || ''),
-            questionId: m.question_id ? String(m.question_id) : undefined,
-            marketSlug: String(m.market_slug || ''),
-            // Market content
-            question: String(m.question || ''),
-            description: m.description ? String(m.description) : undefined,
-            image: m.image ? String(m.image) : undefined,
-            icon: m.icon ? String(m.icon) : undefined,
-            // Tokens
-            tokens: Array.isArray(tokens)
-                ? tokens.map((t) => ({
-                    tokenId: String(t.token_id || ''),
-                    outcome: String(t.outcome || ''),
-                    price: Number(t.price),
-                    winner: t.winner !== undefined ? Boolean(t.winner) : undefined,
-                }))
-                : [],
-            tags: Array.isArray(m.tags) ? m.tags : undefined,
-            // Status flags
-            active: Boolean(m.active),
-            closed: Boolean(m.closed),
-            archived: m.archived !== undefined ? Boolean(m.archived) : undefined,
-            acceptingOrders: Boolean(m.accepting_orders),
-            acceptingOrderTimestamp: m.accepting_order_timestamp ? String(m.accepting_order_timestamp) : undefined,
-            enableOrderBook: m.enable_order_book !== undefined ? Boolean(m.enable_order_book) : undefined,
-            // Trading parameters
-            minimumOrderSize: m.minimum_order_size !== undefined ? Number(m.minimum_order_size) : undefined,
-            minimumTickSize: m.minimum_tick_size !== undefined ? Number(m.minimum_tick_size) : undefined,
-            makerBaseFee: m.maker_base_fee !== undefined ? Number(m.maker_base_fee) : undefined,
-            takerBaseFee: m.taker_base_fee !== undefined ? Number(m.taker_base_fee) : undefined,
-            // Timing
-            endDateIso: m.end_date_iso !== undefined ? (m.end_date_iso === null ? null : String(m.end_date_iso)) : undefined,
-            gameStartTime: m.game_start_time !== undefined ? (m.game_start_time === null ? null : String(m.game_start_time)) : undefined,
-            secondsDelay: m.seconds_delay !== undefined ? Number(m.seconds_delay) : undefined,
-            // Neg risk
-            negRisk: m.neg_risk !== undefined ? Boolean(m.neg_risk) : undefined,
-            negRiskMarketId: m.neg_risk_market_id ? String(m.neg_risk_market_id) : undefined,
-            negRiskRequestId: m.neg_risk_request_id ? String(m.neg_risk_request_id) : undefined,
-            // Rewards
-            rewards: rewards ? {
-                rates: rewards.rates,
-                minSize: rewards.min_size !== undefined ? Number(rewards.min_size) : undefined,
-                maxSpread: rewards.max_spread !== undefined ? Number(rewards.max_spread) : undefined,
-            } : undefined,
-            // Other
-            fpmm: m.fpmm ? String(m.fpmm) : undefined,
-            notificationsEnabled: m.notifications_enabled !== undefined ? Boolean(m.notifications_enabled) : undefined,
-            is5050Outcome: m.is_50_50_outcome !== undefined ? Boolean(m.is_50_50_outcome) : undefined,
-        };
-    }
-}
-//# sourceMappingURL=clob-api.js.map

package/dist/clients/clob-api.js.map

@@ -1 +0,0 @@
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