@catalyst-team/poly-sdk 0.4.5 → 0.4.7

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

@@ -13,7 +13,7 @@
  * - rfq: request_*, quote_*
  */
 import { EventEmitter } from 'events';
-import { type ClobApiKeyCreds } from '@polymarket/real-time-data-client';
+import { type ClobApiKeyCreds } from '../realtime/index.js';
 import type { PriceUpdate, BookUpdate, Orderbook } from '../core/types.js';
 export interface RealtimeServiceConfig {
     /** Auto-reconnect on disconnect (default: true) */
@@ -47,6 +47,8 @@ export interface LastTradeInfo {
     side: 'BUY' | 'SELL';
     size: number;
     timestamp: number;
+    /** Fee rate in basis points (e.g., 200 = 2%) */
+    feeRateBps?: number;
 }
 export interface PriceChange {
     assetId: string;
@@ -62,12 +64,24 @@ export interface TickSizeChange {
     newTickSize: string;
     timestamp: number;
 }
+export interface BestBidAsk {
+    assetId: string;
+    market: string;
+    bestBid: number;
+    bestAsk: number;
+    spread: number;
+    timestamp: number;
+}
 export interface MarketEvent {
     conditionId: string;
     type: 'created' | 'resolved';
     data: Record<string, unknown>;
     timestamp: number;
 }
+/**
+ * User order from USER_ORDER WebSocket event
+ * Field names match Polymarket API: https://docs.polymarket.com/developers/CLOB/websocket/user-channel
+ */
 export interface UserOrder {
     orderId: string;
     market: string;
@@ -75,10 +89,22 @@ export interface UserOrder {
     side: 'BUY' | 'SELL';
     price: number;
     originalSize: number;
-    matchedSize: number;
+    sizeMatched: number;
     eventType: 'PLACEMENT' | 'UPDATE' | 'CANCELLATION';
     timestamp: number;
 }
+/**
+ * Maker order info from USER_TRADE WebSocket event
+ * Field names match Polymarket API: https://docs.polymarket.com/developers/CLOB/websocket/user-channel
+ */
+export interface MakerOrderInfo {
+    orderId: string;
+    matchedAmount: number;
+    price: number;
+    assetId?: string;
+    outcome?: string;
+    owner?: string;
+}
 export interface UserTrade {
     tradeId: string;
     market: string;
@@ -89,6 +115,10 @@ export interface UserTrade {
     status: 'MATCHED' | 'MINED' | 'CONFIRMED' | 'RETRYING' | 'FAILED';
     timestamp: number;
     transactionHash?: string;
+    /** Taker's order ID - use this to link trade to order */
+    takerOrderId?: string;
+    /** Maker orders involved in this trade */
+    makerOrders?: MakerOrderInfo[];
 }
 /**
  * Activity trade from WebSocket
@@ -187,6 +217,7 @@ export interface MarketDataHandlers {
     onPriceChange?: (change: PriceChange) => void;
     onLastTrade?: (trade: LastTradeInfo) => void;
     onTickSizeChange?: (change: TickSizeChange) => void;
+    onBestBidAsk?: (bestBidAsk: BestBidAsk) => void;
     onMarketEvent?: (event: MarketEvent) => void;
     onError?: (error: Error) => void;
 }
@@ -209,11 +240,25 @@ export interface EquityPriceHandlers {
 }
 export declare class RealtimeServiceV2 extends EventEmitter {
     private client;
+    /** Separate client for user channel (uses USER endpoint) */
+    private userClient;
+    /** Separate client for crypto prices (uses LIVE_DATA endpoint) */
+    private cryptoClient;
     private config;
     private subscriptions;
     private subscriptionIdCounter;
     private connected;
+    private userConnected;
+    private cryptoConnected;
+    private connectResolve?;
+    private subscriptionRefreshTimer;
+    private pendingRefreshSubIds;
+    private connectionGeneration;
+    private subscriptionGenerations;
     private subscriptionMessages;
+    private userCredentials;
+    private accumulatedMarketTokenIds;
+    private marketSubscriptionBatchTimer;
     private priceCache;
     private bookCache;
     private lastTradeCache;
@@ -221,11 +266,12 @@ export declare class RealtimeServiceV2 extends EventEmitter {
     /**
      * Connect to WebSocket server
      */
-    connect(): this;
+    connect(): Promise<void>;
     /**
      * Disconnect from WebSocket server
      */
     disconnect(): void;
+    private cancelMarketSubscriptionBatch;
     /**
      * Check if connected
      */
@@ -234,8 +280,23 @@ export declare class RealtimeServiceV2 extends EventEmitter {
      * Subscribe to market data (orderbook, prices, trades)
      * @param tokenIds - Array of token IDs to subscribe to
      * @param handlers - Event handlers
+     *
+     * IMPORTANT: This method uses an accumulation strategy. Instead of sending
+     * separate subscription messages for each market, we accumulate all token IDs
+     * and send a single merged subscription. This prevents the server from
+     * overwriting previous subscriptions (which happens when multiple messages
+     * have the same topic+type but different filters).
      */
     subscribeMarkets(tokenIds: string[], handlers?: MarketDataHandlers): MarketSubscription;
+    /**
+     * Schedule a merged market subscription update.
+     * Debounces multiple rapid subscription changes into a single WebSocket message.
+     */
+    private scheduleMergedMarketSubscription;
+    /**
+     * Send a single merged subscription containing all accumulated market token IDs.
+     */
+    private sendMergedMarketSubscription;
     /**
      * Subscribe to a single market (YES + NO tokens)
      * Also emits derived price updates compatible with old API
@@ -257,6 +318,10 @@ export declare class RealtimeServiceV2 extends EventEmitter {
     }): Subscription;
     /**
      * Subscribe to user order and trade events
+     *
+     * User channel requires a separate WebSocket endpoint (USER endpoint).
+     * Subscription format: { type: 'USER', auth: { apiKey, secret, passphrase } }
+     *
      * @param credentials - CLOB API credentials
      * @param handlers - Event handlers
      */
@@ -277,14 +342,21 @@ export declare class RealtimeServiceV2 extends EventEmitter {
      */
     subscribeAllActivity(handlers?: ActivityHandlers): Subscription;
     /**
-     * Subscribe to crypto price updates
-     * @param symbols - Array of symbols (e.g., ['BTCUSDT', 'ETHUSDT'])
+     * Subscribe to crypto price updates (Binance)
+     *
+     * Uses lowercase symbols: 'btcusdt', 'ethusdt', 'solusdt', 'xrpusdt'
+     *
+     * @param symbols - Array of lowercase Binance 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'])
+     *
+     * Uses lowercase slash-separated symbols: 'btc/usd', 'eth/usd', 'sol/usd', 'xrp/usd'
+     *
+     * @param symbols - Array of lowercase Chainlink symbols (e.g., ['btc/usd', 'eth/usd'])
+     * @param handlers - Event handlers
      */
     subscribeCryptoChainlinkPrices(symbols: string[], handlers?: CryptoPriceHandlers): Subscription;
     /**
@@ -334,10 +406,54 @@ export declare class RealtimeServiceV2 extends EventEmitter {
      * Unsubscribe from all
      */
     unsubscribeAll(): void;
+    /**
+     * Schedule a subscription refresh after a short delay.
+     *
+     * Problem: When subscriptions are sent right after connection, the server sometimes
+     * only sends the initial snapshot but no subsequent updates. This appears to be a
+     * server-side timing issue where the subscription "window" closes before updates flow.
+     *
+     * Solution: Re-send the subscription after 3 seconds. Polymarket's server apparently
+     * accepts duplicate subscriptions and refreshes the stream. Unsubscribe doesn't work
+     * (returns "Invalid request body"), so we just re-subscribe.
+     *
+     * Important: We do NOT cancel existing timers. If multiple subscriptions are added
+     * within the 3-second window, they all get added to pendingRefreshSubIds and will
+     * be refreshed together when the first timer fires. This ensures all markets get
+     * refreshed, not just the last one.
+     */
+    private scheduleSubscriptionRefresh;
+    private cancelSubscriptionRefresh;
     private handleConnect;
     private handleStatusChange;
+    private handleUserConnect;
+    private handleUserChannelMessage;
+    private handleCryptoConnect;
+    private handleCryptoMessage;
     private handleMessage;
+    /**
+     * Handle market channel messages
+     * @see https://docs.polymarket.com/developers/CLOB/websocket/market-channel
+     *
+     * Market channel events:
+     * - book: Orderbook snapshot - triggered on subscribe or when trades affect orderbook
+     * - price_change: Price level change - triggered when order placed or cancelled
+     * - last_trade_price: Trade execution - triggered when maker/taker orders match
+     * - tick_size_change: Tick size adjustment - triggered when price > 0.96 or < 0.04
+     * - best_bid_ask: Best prices update (feature-flagged) - triggered on best price change
+     * - new_market: Market created (feature-flagged) - triggered on market creation
+     * - market_resolved: Market resolved (feature-flagged) - triggered on market resolution
+     */
     private handleMarketMessage;
+    /**
+     * Handle user channel messages
+     * @see https://docs.polymarket.com/developers/CLOB/websocket/user-channel
+     *
+     * User channel events:
+     * - order: Emitted when order placed (PLACEMENT), partially matched (UPDATE), or cancelled (CANCELLATION)
+     * - trade: Emitted when market order matches, limit order included in trade, or status changes
+     *          Status values: MATCHED, MINED, CONFIRMED, RETRYING, FAILED
+     */
     private handleUserMessage;
     private handleActivityMessage;
     private handleCryptoPriceMessage;

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