@catalyst-team/poly-sdk 0.4.6 → 0.4.7

package/dist/src/services/market-service.d.ts

@@ -12,7 +12,7 @@ import { DataApiClient } from '../clients/data-api.js';
 import { GammaApiClient, GammaMarket } from '../clients/gamma-api.js';
 import type { UnifiedCache } from '../core/unified-cache.js';
 import { RateLimiter } from '../core/rate-limiter.js';
-import type { UnifiedMarket, ProcessedOrderbook, ArbitrageOpportunity, KLineInterval, KLineCandle, DualKLineData, RealtimeSpreadAnalysis, Side, Orderbook, UnderlyingAsset, TokenUnderlyingCorrelation } from '../core/types.js';
+import type { UnifiedMarket, ProcessedOrderbook, ArbitrageOpportunity, KLineInterval, KLineCandle, DualKLineData, RealtimeSpreadAnalysis, Side, Orderbook, UnderlyingAsset, TokenUnderlyingCorrelation, PricePoint, DualPriceLineData } from '../core/types.js';
 import type { BinanceService } from './binance-service.js';
 export declare const POLYGON_MAINNET = 137;
 export type { Side, Orderbook } from '../core/types.js';
@@ -24,10 +24,7 @@ export interface PriceHistoryParams {
     endTs?: number;
     fidelity?: number;
 }
-export interface PricePoint {
-    timestamp: number;
-    price: number;
-}
+export type { PricePoint } from '../core/types.js';
 export interface MarketServiceConfig {
     /** Private key for CLOB client auth (optional, for authenticated endpoints) */
     privateKey?: string;
@@ -186,7 +183,67 @@ export declare class MarketService {
     private getMarketBySlug;
     private getMarketByConditionId;
     /**
-     * Get K-Line candles for a market (single token)
+     * Get price line for a market outcome from /prices-history API.
+     *
+     * This returns pre-computed price points from the CLOB API,
+     * suitable for lightweight price charts. For OHLCV candles
+     * aggregated from trade data, use `getKLinesOHLCV()` instead.
+     *
+     * @param conditionId - Market condition ID
+     * @param interval - Price history interval (1h, 6h, 1d, 1w, max)
+     * @param options - Query options
+     * @param options.fidelity - Number of price points to return
+     * @param options.startTs - Start timestamp (Unix seconds)
+     * @param options.endTs - End timestamp (Unix seconds)
+     * @param options.outcomeIndex - Outcome index (0 = primary, 1 = secondary; default: 0)
+     *
+     * @example
+     * ```typescript
+     * // Get 1-day price line for primary outcome
+     * const prices = await sdk.markets.getKLines(conditionId, '1d');
+     *
+     * // Get secondary outcome with fidelity
+     * const noLine = await sdk.markets.getKLines(conditionId, '1h', {
+     *   outcomeIndex: 1,
+     *   fidelity: 100,
+     * });
+     * ```
+     */
+    getKLines(conditionId: string, interval: PriceHistoryIntervalString, options?: {
+        fidelity?: number;
+        startTs?: number;
+        endTs?: number;
+        outcomeIndex?: number;
+    }): Promise<PricePoint[]>;
+    /**
+     * Get dual price lines (primary + secondary) from /prices-history API.
+     *
+     * Fetches price history for both outcomes in parallel and optionally
+     * computes spread analysis. For OHLCV dual candles from trade data,
+     * use `getDualKLinesOHLCV()` instead.
+     *
+     * @param conditionId - Market condition ID
+     * @param interval - Price history interval (1h, 6h, 1d, 1w, max)
+     * @param options - Query options
+     *
+     * @example
+     * ```typescript
+     * const dual = await sdk.markets.getDualKLines(conditionId, '1d');
+     * console.log(dual.primary.length);     // Primary outcome price points
+     * console.log(dual.secondary.length);   // Secondary outcome price points
+     * console.log(dual.spreadAnalysis);     // Spread analysis
+     * ```
+     */
+    getDualKLines(conditionId: string, interval: PriceHistoryIntervalString, options?: {
+        fidelity?: number;
+        startTs?: number;
+        endTs?: number;
+    }): Promise<DualPriceLineData>;
+    /**
+     * Get OHLCV K-Line candles for a market (single token).
+     *
+     * Aggregates raw trade data into OHLCV candles. For lightweight
+     * price charts from /prices-history, use `getKLines()` instead.
      *
      * @param conditionId - Market condition ID
      * @param interval - K-line interval (1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d)
@@ -196,26 +253,40 @@ export declare class MarketService {
      * @param options.outcomeIndex - Filter by outcome index (0 = primary, 1 = secondary)
      * @param options.startTimestamp - Start timestamp (Unix ms) - filter trades after this time
      * @param options.endTimestamp - End timestamp (Unix ms) - filter trades before this time
+     * @param options.paginate - Use paginated fetching for more complete data (default: false)
+     * @param options.maxTrades - Maximum trades when paginating (default: 5000)
      *
      * @example
      * ```typescript
      * // Get 5s candles for the last 15 minutes
      * const now = Date.now();
-     * const candles = await sdk.markets.getKLines(conditionId, '5s', {
+     * const candles = await sdk.markets.getKLinesOHLCV(conditionId, '5s', {
      *   startTimestamp: now - 15 * 60 * 1000,
      *   endTimestamp: now,
      * });
+     *
+     * // Get all available trades with pagination
+     * const allCandles = await sdk.markets.getKLinesOHLCV(conditionId, '1h', {
+     *   paginate: true,
+     *   maxTrades: 5000,
+     * });
      * ```
      */
-    getKLines(conditionId: string, interval: KLineInterval, options?: {
+    getKLinesOHLCV(conditionId: string, interval: KLineInterval, options?: {
         limit?: number;
         tokenId?: string;
         outcomeIndex?: number;
         startTimestamp?: number;
         endTimestamp?: number;
+        paginate?: boolean;
+        maxTrades?: number;
     }): Promise<KLineCandle[]>;
     /**
-     * Get dual K-Lines (YES + NO tokens)
+     * Get dual OHLCV K-Lines (YES + NO tokens) from trade data.
+     *
+     * Aggregates raw trade data into dual OHLCV candles with spread analysis
+     * and optional real-time orderbook data. For lightweight dual price lines
+     * from /prices-history, use `getDualKLines()` instead.
      *
      * @param conditionId - Market condition ID
      * @param interval - K-line interval (1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d)
@@ -223,22 +294,26 @@ export declare class MarketService {
      * @param options.limit - Maximum number of trades to fetch for aggregation (default: 1000)
      * @param options.startTimestamp - Start timestamp (Unix ms) - filter trades after this time
      * @param options.endTimestamp - End timestamp (Unix ms) - filter trades before this time
+     * @param options.paginate - Use paginated fetching for more complete data (default: false)
+     * @param options.maxTrades - Maximum trades when paginating (default: 5000)
      *
      * @example
      * ```typescript
      * // Get 15s dual K-lines for a 15-minute market
      * const now = Date.now();
-     * const data = await sdk.markets.getDualKLines(conditionId, '15s', {
+     * const data = await sdk.markets.getDualKLinesOHLCV(conditionId, '15s', {
      *   startTimestamp: now - 15 * 60 * 1000,
      *   endTimestamp: now,
      * });
      * console.log(`Up candles: ${data.yes.length}, Down candles: ${data.no.length}`);
      * ```
      */
-    getDualKLines(conditionId: string, interval: KLineInterval, options?: {
+    getDualKLinesOHLCV(conditionId: string, interval: KLineInterval, options?: {
         limit?: number;
         startTimestamp?: number;
         endTimestamp?: number;
+        paginate?: boolean;
+        maxTrades?: number;
     }): Promise<DualKLineData>;
     /**
      * Get aligned K-line data for token and underlying asset
@@ -307,6 +382,13 @@ export declare class MarketService {
      * - Identifying patterns when orderbook data unavailable
      */
     private analyzeHistoricalSpread;
+    /**
+     * Analyze spread from price line data (from /prices-history API).
+     *
+     * Aligns primary and secondary price points by timestamp and computes
+     * the sum and deviation from 1.0 at each aligned point.
+     */
+    private analyzePriceLineSpread;
     /**
      * Calculate real-time spread from orderbook (for live trading)
      *

package/dist/src/services/market-service.d.ts.map

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package/dist/src/services/market-service.js

@@ -403,9 +403,111 @@ export class MarketService {
         }
         throw new PolymarketError(ErrorCode.MARKET_NOT_FOUND, `Market not found: ${conditionId}`);
     }
-    // ===== K-Line Aggregation =====
+    // ===== K-Line: Price Lines (from /prices-history API) =====
     /**
-     * Get K-Line candles for a market (single token)
+     * Get price line for a market outcome from /prices-history API.
+     *
+     * This returns pre-computed price points from the CLOB API,
+     * suitable for lightweight price charts. For OHLCV candles
+     * aggregated from trade data, use `getKLinesOHLCV()` instead.
+     *
+     * @param conditionId - Market condition ID
+     * @param interval - Price history interval (1h, 6h, 1d, 1w, max)
+     * @param options - Query options
+     * @param options.fidelity - Number of price points to return
+     * @param options.startTs - Start timestamp (Unix seconds)
+     * @param options.endTs - End timestamp (Unix seconds)
+     * @param options.outcomeIndex - Outcome index (0 = primary, 1 = secondary; default: 0)
+     *
+     * @example
+     * ```typescript
+     * // Get 1-day price line for primary outcome
+     * const prices = await sdk.markets.getKLines(conditionId, '1d');
+     *
+     * // Get secondary outcome with fidelity
+     * const noLine = await sdk.markets.getKLines(conditionId, '1h', {
+     *   outcomeIndex: 1,
+     *   fidelity: 100,
+     * });
+     * ```
+     */
+    async getKLines(conditionId, interval, options) {
+        const outcomeIndex = options?.outcomeIndex ?? 0;
+        const resolved = await this.resolveMarketTokens(conditionId);
+        if (!resolved) {
+            throw new PolymarketError(ErrorCode.MARKET_NOT_FOUND, `Cannot resolve tokens for market: ${conditionId}`);
+        }
+        const tokenId = outcomeIndex === 0 ? resolved.primaryTokenId : resolved.secondaryTokenId;
+        const points = await this.getPricesHistory({
+            tokenId,
+            interval,
+            fidelity: options?.fidelity,
+            startTs: options?.startTs,
+            endTs: options?.endTs,
+        });
+        // If no data returned, try fallback with 'max' interval (market may be closed)
+        if (points.length === 0 && interval !== 'max') {
+            const market = await this.getClobMarket(conditionId);
+            if (market?.closed) {
+                return this.getPricesHistory({
+                    tokenId,
+                    interval: 'max',
+                    fidelity: options?.fidelity,
+                });
+            }
+        }
+        return points;
+    }
+    /**
+     * Get dual price lines (primary + secondary) from /prices-history API.
+     *
+     * Fetches price history for both outcomes in parallel and optionally
+     * computes spread analysis. For OHLCV dual candles from trade data,
+     * use `getDualKLinesOHLCV()` instead.
+     *
+     * @param conditionId - Market condition ID
+     * @param interval - Price history interval (1h, 6h, 1d, 1w, max)
+     * @param options - Query options
+     *
+     * @example
+     * ```typescript
+     * const dual = await sdk.markets.getDualKLines(conditionId, '1d');
+     * console.log(dual.primary.length);     // Primary outcome price points
+     * console.log(dual.secondary.length);   // Secondary outcome price points
+     * console.log(dual.spreadAnalysis);     // Spread analysis
+     * ```
+     */
+    async getDualKLines(conditionId, interval, options) {
+        const resolved = await this.resolveMarketTokens(conditionId);
+        if (!resolved) {
+            throw new PolymarketError(ErrorCode.MARKET_NOT_FOUND, `Cannot resolve tokens for market: ${conditionId}`);
+        }
+        const sharedOpts = {
+            fidelity: options?.fidelity,
+            startTs: options?.startTs,
+            endTs: options?.endTs,
+        };
+        const [primary, secondary] = await Promise.all([
+            this.getKLines(conditionId, interval, { ...sharedOpts, outcomeIndex: 0 }),
+            this.getKLines(conditionId, interval, { ...sharedOpts, outcomeIndex: 1 }),
+        ]);
+        const spreadAnalysis = this.analyzePriceLineSpread(primary, secondary);
+        return {
+            conditionId,
+            interval,
+            fidelity: options?.fidelity,
+            primary,
+            secondary,
+            outcomes: resolved.outcomes,
+            spreadAnalysis,
+        };
+    }
+    // ===== K-Line: OHLCV Candles (from Data API /trades) =====
+    /**
+     * Get OHLCV K-Line candles for a market (single token).
+     *
+     * Aggregates raw trade data into OHLCV candles. For lightweight
+     * price charts from /prices-history, use `getKLines()` instead.
      *
      * @param conditionId - Market condition ID
      * @param interval - K-line interval (1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d)
@@ -415,27 +517,45 @@ export class MarketService {
      * @param options.outcomeIndex - Filter by outcome index (0 = primary, 1 = secondary)
      * @param options.startTimestamp - Start timestamp (Unix ms) - filter trades after this time
      * @param options.endTimestamp - End timestamp (Unix ms) - filter trades before this time
+     * @param options.paginate - Use paginated fetching for more complete data (default: false)
+     * @param options.maxTrades - Maximum trades when paginating (default: 5000)
      *
      * @example
      * ```typescript
      * // Get 5s candles for the last 15 minutes
      * const now = Date.now();
-     * const candles = await sdk.markets.getKLines(conditionId, '5s', {
+     * const candles = await sdk.markets.getKLinesOHLCV(conditionId, '5s', {
      *   startTimestamp: now - 15 * 60 * 1000,
      *   endTimestamp: now,
      * });
+     *
+     * // Get all available trades with pagination
+     * const allCandles = await sdk.markets.getKLinesOHLCV(conditionId, '1h', {
+     *   paginate: true,
+     *   maxTrades: 5000,
+     * });
      * ```
      */
-    async getKLines(conditionId, interval, options) {
+    async getKLinesOHLCV(conditionId, interval, options) {
         if (!this.dataApi) {
-            throw new PolymarketError(ErrorCode.INVALID_CONFIG, 'DataApiClient is required for K-Line data');
+            throw new PolymarketError(ErrorCode.INVALID_CONFIG, 'DataApiClient is required for K-Line OHLCV data');
+        }
+        let trades;
+        if (options?.paginate) {
+            trades = await this.dataApi.getAllTrades({
+                market: conditionId,
+                startTimestamp: options?.startTimestamp,
+                endTimestamp: options?.endTimestamp,
+            }, options?.maxTrades || 5000);
+        }
+        else {
+            trades = await this.dataApi.getTrades({
+                market: conditionId,
+                limit: options?.limit || 1000,
+                startTimestamp: options?.startTimestamp,
+                endTimestamp: options?.endTimestamp,
+            });
         }
-        const trades = await this.dataApi.getTrades({
-            market: conditionId,
-            limit: options?.limit || 1000,
-            startTimestamp: options?.startTimestamp,
-            endTimestamp: options?.endTimestamp,
-        });
         // Filter by token/outcome if specified
         let filteredTrades = trades;
         if (options?.tokenId) {
@@ -447,7 +567,11 @@ export class MarketService {
         return this.aggregateToKLines(filteredTrades, interval);
     }
     /**
-     * Get dual K-Lines (YES + NO tokens)
+     * Get dual OHLCV K-Lines (YES + NO tokens) from trade data.
+     *
+     * Aggregates raw trade data into dual OHLCV candles with spread analysis
+     * and optional real-time orderbook data. For lightweight dual price lines
+     * from /prices-history, use `getDualKLines()` instead.
      *
      * @param conditionId - Market condition ID
      * @param interval - K-line interval (1s, 5s, 15s, 30s, 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d)
@@ -455,29 +579,41 @@ export class MarketService {
      * @param options.limit - Maximum number of trades to fetch for aggregation (default: 1000)
      * @param options.startTimestamp - Start timestamp (Unix ms) - filter trades after this time
      * @param options.endTimestamp - End timestamp (Unix ms) - filter trades before this time
+     * @param options.paginate - Use paginated fetching for more complete data (default: false)
+     * @param options.maxTrades - Maximum trades when paginating (default: 5000)
      *
      * @example
      * ```typescript
      * // Get 15s dual K-lines for a 15-minute market
      * const now = Date.now();
-     * const data = await sdk.markets.getDualKLines(conditionId, '15s', {
+     * const data = await sdk.markets.getDualKLinesOHLCV(conditionId, '15s', {
      *   startTimestamp: now - 15 * 60 * 1000,
      *   endTimestamp: now,
      * });
      * console.log(`Up candles: ${data.yes.length}, Down candles: ${data.no.length}`);
      * ```
      */
-    async getDualKLines(conditionId, interval, options) {
+    async getDualKLinesOHLCV(conditionId, interval, options) {
         if (!this.dataApi) {
-            throw new PolymarketError(ErrorCode.INVALID_CONFIG, 'DataApiClient is required for K-Line data');
+            throw new PolymarketError(ErrorCode.INVALID_CONFIG, 'DataApiClient is required for K-Line OHLCV data');
         }
         const market = await this.getMarket(conditionId);
-        const trades = await this.dataApi.getTrades({
-            market: conditionId,
-            limit: options?.limit || 1000,
-            startTimestamp: options?.startTimestamp,
-            endTimestamp: options?.endTimestamp,
-        });
+        let trades;
+        if (options?.paginate) {
+            trades = await this.dataApi.getAllTrades({
+                market: conditionId,
+                startTimestamp: options?.startTimestamp,
+                endTimestamp: options?.endTimestamp,
+            }, options?.maxTrades || 5000);
+        }
+        else {
+            trades = await this.dataApi.getTrades({
+                market: conditionId,
+                limit: options?.limit || 1000,
+                startTimestamp: options?.startTimestamp,
+                endTimestamp: options?.endTimestamp,
+            });
+        }
         // Separate trades by outcome using index (more reliable than name matching)
         // outcomeIndex 0 = primary (Yes/Up/Team1), outcomeIndex 1 = secondary (No/Down/Team2)
         const yesTrades = trades.filter((t) => t.outcomeIndex === 0);
@@ -555,7 +691,7 @@ export class MarketService {
         const limit = options?.limit || 500;
         // Fetch data in parallel
         const [dualKLines, binanceKLines] = await Promise.all([
-            this.getDualKLines(conditionId, interval, { limit }),
+            this.getDualKLinesOHLCV(conditionId, interval, { limit }),
             this.binanceService.getKLines(UNDERLYING_TO_SYMBOL[underlying], binanceInterval, { limit }),
         ]);
         // Create maps for quick lookup
@@ -770,6 +906,37 @@ export class MarketService {
         }
         return analysis;
     }
+    /**
+     * Analyze spread from price line data (from /prices-history API).
+     *
+     * Aligns primary and secondary price points by timestamp and computes
+     * the sum and deviation from 1.0 at each aligned point.
+     */
+    analyzePriceLineSpread(primary, secondary) {
+        const primaryMap = new Map(primary.map(p => [p.timestamp, p.price]));
+        const secondaryMap = new Map(secondary.map(p => [p.timestamp, p.price]));
+        const allTimestamps = [...new Set([...primaryMap.keys(), ...secondaryMap.keys()])].sort((a, b) => a - b);
+        let lastPrimary = 0.5;
+        let lastSecondary = 0.5;
+        const analysis = [];
+        for (const ts of allTimestamps) {
+            const pPrice = primaryMap.get(ts);
+            const sPrice = secondaryMap.get(ts);
+            if (pPrice !== undefined)
+                lastPrimary = pPrice;
+            if (sPrice !== undefined)
+                lastSecondary = sPrice;
+            const priceSum = lastPrimary + lastSecondary;
+            analysis.push({
+                timestamp: ts,
+                primaryPrice: lastPrimary,
+                secondaryPrice: lastSecondary,
+                priceSum,
+                priceSpread: priceSum - 1,
+            });
+        }
+        return analysis;
+    }
     /**
      * Calculate real-time spread from orderbook (for live trading)
      *