@liberfi.io/react-predict 0.1.17 → 0.1.19

package/dist/index.d.mts

@@ -1,5 +1,5 @@
-import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStatus, S as SimilarEventsParams, e as PredictMarket, O as Orderbook, f as ListMarketTradesParams, g as PredictTrade, h as PriceHistoryRange, i as PriceHistoryResponse, j as ListCandlesticksParams, C as Candlestick, k as PositionsResponse, B as BalanceResponse, l as ListOrdersParams, m as PredictOrder, n as CancelOrderResult, o as ListTradesParams, D as DFlowQuoteRequest, p as DFlowQuoteResponse, q as DFlowSubmitResponse, r as DFlowSubmitRequest, s as DFlowKYCStatus, W as WsConnectionStatus, t as WsDataMessage, u as WsPriceEvent, v as WsOrderbookEvent, w as WsTradeEvent, x as CreateOrderInput } from './server-C52oqeh8.mjs';
-export { as as BuildClobAuthMessageInput, aD as BuildOrderMessageInput, aF as BuildSignedOrderInput, aj as CLOB_AUTH_DOMAIN, ak as CLOB_AUTH_TYPES, at as CTF_EXCHANGE_ADDRESS, ay as CTF_ORDER_TYPES, Z as DFlowOrderContext, K as EventSortField, Q as EventSummary, ap as HttpMethod, J as MarketOutcome, I as MarketResult, M as MarketStatus, R as MarketSummary, au as NEG_RISK_CTF_EXCHANGE_ADDRESS, az as ORDER_TYPE, aE as OrderMessage, Y as OrderSide, X as OrderStatus, N as OrderbookLevel, aw as POLYGON_CHAIN_ID, ar as PolymarketL2Headers, aq as PolymarketL2HeadersInput, _ as PolymarketOrderType, V as PredictPosition, G as PredictTag, A as PredictWsClientConfig, U as PricePoint, F as ProviderMeta, af as ResolveEventsParamsInput, aA as SIDE, H as SettlementSource, aG as SignedOrder, ag as TagSlugSelection, T as TradeType, av as USDC_ADDRESS, $ as WsChannel, a0 as WsChannelEvent, a1 as WsClientMessage, a7 as WsErrorCode, a8 as WsErrorMessage, a3 as WsPingMessage, a5 as WsPongMessage, a4 as WsServerMessage, a2 as WsSubscribeMessage, a6 as WsSubscribedMessage, al as buildClobAuthMessage, ax as buildCtfExchangeDomain, aB as buildOrderMessage, an as buildPolymarketL2Headers, aC as buildSignedOrder, y as createPredictClient, z as createPredictWsClient, ao as derivePolymarketApiKey, a9 as eventQueryKey, aa as fetchEvent, ae as fetchEventsPage, ai as fetchMarket, am as hmacSha256Base64, ad as infiniteEventsQueryKey, ah as marketQueryKey, ac as resolveEventsParams, ab as resolveTagSlug } from './server-C52oqeh8.mjs';
+import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStatus, S as SimilarEventsParams, e as PredictMarket, O as Orderbook, f as ListMarketTradesParams, g as PredictTrade, h as PriceHistoryRange, i as PriceHistoryResponse, j as ListCandlesticksParams, C as Candlestick, k as PositionsResponse, B as BalanceResponse, l as ListOrdersParams, m as PredictOrder, n as CancelOrderResult, M as MatchesParams, o as MatchGroupPage, p as MatchGroup, q as ListTradesParams, D as DFlowQuoteRequest, r as DFlowQuoteResponse, s as DFlowSubmitResponse, t as DFlowSubmitRequest, u as DFlowKYCStatus, W as WsConnectionStatus, v as WsDataMessage, w as WsPriceEvent, x as WsOrderbookEvent, y as WsTradeEvent, z as CreateOrderInput } from './server-CiGfmztS.mjs';
+export { aD as BuildClobAuthMessageInput, aO as BuildOrderMessageInput, aQ as BuildSignedOrderInput, au as CLOB_AUTH_DOMAIN, av as CLOB_AUTH_TYPES, aE as CTF_EXCHANGE_ADDRESS, aJ as CTF_ORDER_TYPES, a0 as DFlowOrderContext, R as EventSortField, V as EventSummary, aA as HttpMethod, Q as MarketOutcome, N as MarketResult, K as MarketStatus, X as MarketSummary, a3 as MatchGroupEntry, a4 as MatchGroupMarket, a5 as MatchSortField, a2 as MatchStatus, a6 as MatchesStats, aF as NEG_RISK_CTF_EXCHANGE_ADDRESS, aK as ORDER_TYPE, aP as OrderMessage, $ as OrderSide, _ as OrderStatus, T as OrderbookLevel, aH as POLYGON_CHAIN_ID, aC as PolymarketL2Headers, aB as PolymarketL2HeadersInput, a1 as PolymarketOrderType, Z as PredictPosition, I as PredictTag, G as PredictWsClientConfig, Y as PricePoint, H as ProviderMeta, an as ResolveEventsParamsInput, aL as SIDE, J as SettlementSource, aR as SignedOrder, ao as TagSlugSelection, U as TradeType, aG as USDC_ADDRESS, a7 as WsChannel, a8 as WsChannelEvent, a9 as WsClientMessage, af as WsErrorCode, ag as WsErrorMessage, ab as WsPingMessage, ad as WsPongMessage, ac as WsServerMessage, aa as WsSubscribeMessage, ae as WsSubscribedMessage, aw as buildClobAuthMessage, aI as buildCtfExchangeDomain, aM as buildOrderMessage, ay as buildPolymarketL2Headers, aN as buildSignedOrder, A as createPredictClient, F as createPredictWsClient, az as derivePolymarketApiKey, ah as eventQueryKey, ai as fetchEvent, am as fetchEventsPage, aq as fetchMarket, at as fetchMatchesPage, ax as hmacSha256Base64, al as infiniteEventsQueryKey, ap as marketQueryKey, as as matchQueryKey, ar as matchesQueryKey, ak as resolveEventsParams, aj as resolveTagSlug } from './server-CiGfmztS.mjs';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -206,7 +206,7 @@ interface UseEventParams {
  */
 declare function useEvent(params: UseEventParams, queryOptions?: Omit<UseQueryOptions<PredictEvent, Error, PredictEvent, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictEvent, Error>;
 
-type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<PredictPage<PredictEvent>, Error, InfiniteData<PredictPage<PredictEvent>>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
+type InfiniteQueryOptions$1 = Omit<UseInfiniteQueryOptions<PredictPage<PredictEvent>, Error, InfiniteData<PredictPage<PredictEvent>>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
 /**
  * TanStack Query infinite-query hook for `GET /api/v1/events` with cursor-based
  * pagination via the prediction-server client.
@@ -221,7 +221,7 @@ type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<PredictPage<PredictEven
  * const { data, hasNextPage, fetchNextPage } = useInfiniteEvents(params);
  * ```
  */
-declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
+declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions$1): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
 
 interface UseSearchEventsParams {
     /** Search keyword. */
@@ -374,6 +374,20 @@ interface CancelOrderVariables {
 }
 declare function useCancelOrder(mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
 
+type UseInfiniteMatchesParams = Omit<MatchesParams, "cursor">;
+type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<MatchGroupPage, Error, InfiniteData<MatchGroupPage>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
+/**
+ * TanStack Query infinite-query hook for `GET /api/v1/matches` with
+ * cursor-based pagination.
+ *
+ * Stats are available from the first page: `data.pages[0]?.stats`.
+ */
+declare function useInfiniteMatches(params: UseInfiniteMatchesParams, queryOptions?: InfiniteQueryOptions): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<MatchGroupPage, unknown>, Error>;
+/**
+ * TanStack Query hook for fetching a single match group by ID.
+ */
+declare function useMatch(id: number, queryOptions?: Omit<UseQueryOptions<MatchGroup, Error, MatchGroup, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<MatchGroup, Error>;
+
 declare function tradesQueryKey(params: ListTradesParams): unknown[];
 declare function useTrades(params: ListTradesParams, queryOptions?: Omit<UseQueryOptions<PredictPage<PredictTrade>, Error, PredictPage<PredictTrade>, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictPage<PredictTrade>, Error>;
 
@@ -619,4 +633,4 @@ interface CreatePolymarketOrderVariables {
  */
 declare function useCreatePolymarketOrder(mutationOptions?: Omit<UseMutationOptions<PredictOrder, Error, CreatePolymarketOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<PredictOrder, Error, CreatePolymarketOrderVariables, unknown>;
 
-export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UsePositionsParams, type UsePredictWsClientResult, type UsePriceHistoryParams, type UsePricesSubscriptionParams, type UsePricesSubscriptionResult, type UseRealtimeOrderbookParams, type UseRealtimePricesParams, type UseRealtimeTradesParams, type UseRealtimeTradesResult, type UseSearchEventsParams, type UseSimilarEventsParams, type UseTradesSubscriptionParams, type UseTradesSubscriptionResult, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePositions, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useSearchEvents, useSimilarEvents, useTrades, useTradesSubscription };
+export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UsePositionsParams, type UsePredictWsClientResult, type UsePriceHistoryParams, type UsePricesSubscriptionParams, type UsePricesSubscriptionResult, type UseRealtimeOrderbookParams, type UseRealtimePricesParams, type UseRealtimeTradesParams, type UseRealtimeTradesResult, type UseSearchEventsParams, type UseSimilarEventsParams, type UseTradesSubscriptionParams, type UseTradesSubscriptionResult, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePositions, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useSearchEvents, useSimilarEvents, useTrades, useTradesSubscription };

package/dist/index.d.ts

@@ -1,5 +1,5 @@
-import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStatus, S as SimilarEventsParams, e as PredictMarket, O as Orderbook, f as ListMarketTradesParams, g as PredictTrade, h as PriceHistoryRange, i as PriceHistoryResponse, j as ListCandlesticksParams, C as Candlestick, k as PositionsResponse, B as BalanceResponse, l as ListOrdersParams, m as PredictOrder, n as CancelOrderResult, o as ListTradesParams, D as DFlowQuoteRequest, p as DFlowQuoteResponse, q as DFlowSubmitResponse, r as DFlowSubmitRequest, s as DFlowKYCStatus, W as WsConnectionStatus, t as WsDataMessage, u as WsPriceEvent, v as WsOrderbookEvent, w as WsTradeEvent, x as CreateOrderInput } from './server-C52oqeh8.js';
-export { as as BuildClobAuthMessageInput, aD as BuildOrderMessageInput, aF as BuildSignedOrderInput, aj as CLOB_AUTH_DOMAIN, ak as CLOB_AUTH_TYPES, at as CTF_EXCHANGE_ADDRESS, ay as CTF_ORDER_TYPES, Z as DFlowOrderContext, K as EventSortField, Q as EventSummary, ap as HttpMethod, J as MarketOutcome, I as MarketResult, M as MarketStatus, R as MarketSummary, au as NEG_RISK_CTF_EXCHANGE_ADDRESS, az as ORDER_TYPE, aE as OrderMessage, Y as OrderSide, X as OrderStatus, N as OrderbookLevel, aw as POLYGON_CHAIN_ID, ar as PolymarketL2Headers, aq as PolymarketL2HeadersInput, _ as PolymarketOrderType, V as PredictPosition, G as PredictTag, A as PredictWsClientConfig, U as PricePoint, F as ProviderMeta, af as ResolveEventsParamsInput, aA as SIDE, H as SettlementSource, aG as SignedOrder, ag as TagSlugSelection, T as TradeType, av as USDC_ADDRESS, $ as WsChannel, a0 as WsChannelEvent, a1 as WsClientMessage, a7 as WsErrorCode, a8 as WsErrorMessage, a3 as WsPingMessage, a5 as WsPongMessage, a4 as WsServerMessage, a2 as WsSubscribeMessage, a6 as WsSubscribedMessage, al as buildClobAuthMessage, ax as buildCtfExchangeDomain, aB as buildOrderMessage, an as buildPolymarketL2Headers, aC as buildSignedOrder, y as createPredictClient, z as createPredictWsClient, ao as derivePolymarketApiKey, a9 as eventQueryKey, aa as fetchEvent, ae as fetchEventsPage, ai as fetchMarket, am as hmacSha256Base64, ad as infiniteEventsQueryKey, ah as marketQueryKey, ac as resolveEventsParams, ab as resolveTagSlug } from './server-C52oqeh8.js';
+import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStatus, S as SimilarEventsParams, e as PredictMarket, O as Orderbook, f as ListMarketTradesParams, g as PredictTrade, h as PriceHistoryRange, i as PriceHistoryResponse, j as ListCandlesticksParams, C as Candlestick, k as PositionsResponse, B as BalanceResponse, l as ListOrdersParams, m as PredictOrder, n as CancelOrderResult, M as MatchesParams, o as MatchGroupPage, p as MatchGroup, q as ListTradesParams, D as DFlowQuoteRequest, r as DFlowQuoteResponse, s as DFlowSubmitResponse, t as DFlowSubmitRequest, u as DFlowKYCStatus, W as WsConnectionStatus, v as WsDataMessage, w as WsPriceEvent, x as WsOrderbookEvent, y as WsTradeEvent, z as CreateOrderInput } from './server-CiGfmztS.js';
+export { aD as BuildClobAuthMessageInput, aO as BuildOrderMessageInput, aQ as BuildSignedOrderInput, au as CLOB_AUTH_DOMAIN, av as CLOB_AUTH_TYPES, aE as CTF_EXCHANGE_ADDRESS, aJ as CTF_ORDER_TYPES, a0 as DFlowOrderContext, R as EventSortField, V as EventSummary, aA as HttpMethod, Q as MarketOutcome, N as MarketResult, K as MarketStatus, X as MarketSummary, a3 as MatchGroupEntry, a4 as MatchGroupMarket, a5 as MatchSortField, a2 as MatchStatus, a6 as MatchesStats, aF as NEG_RISK_CTF_EXCHANGE_ADDRESS, aK as ORDER_TYPE, aP as OrderMessage, $ as OrderSide, _ as OrderStatus, T as OrderbookLevel, aH as POLYGON_CHAIN_ID, aC as PolymarketL2Headers, aB as PolymarketL2HeadersInput, a1 as PolymarketOrderType, Z as PredictPosition, I as PredictTag, G as PredictWsClientConfig, Y as PricePoint, H as ProviderMeta, an as ResolveEventsParamsInput, aL as SIDE, J as SettlementSource, aR as SignedOrder, ao as TagSlugSelection, U as TradeType, aG as USDC_ADDRESS, a7 as WsChannel, a8 as WsChannelEvent, a9 as WsClientMessage, af as WsErrorCode, ag as WsErrorMessage, ab as WsPingMessage, ad as WsPongMessage, ac as WsServerMessage, aa as WsSubscribeMessage, ae as WsSubscribedMessage, aw as buildClobAuthMessage, aI as buildCtfExchangeDomain, aM as buildOrderMessage, ay as buildPolymarketL2Headers, aN as buildSignedOrder, A as createPredictClient, F as createPredictWsClient, az as derivePolymarketApiKey, ah as eventQueryKey, ai as fetchEvent, am as fetchEventsPage, aq as fetchMarket, at as fetchMatchesPage, ax as hmacSha256Base64, al as infiniteEventsQueryKey, ap as marketQueryKey, as as matchQueryKey, ar as matchesQueryKey, ak as resolveEventsParams, aj as resolveTagSlug } from './server-CiGfmztS.js';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -206,7 +206,7 @@ interface UseEventParams {
  */
 declare function useEvent(params: UseEventParams, queryOptions?: Omit<UseQueryOptions<PredictEvent, Error, PredictEvent, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictEvent, Error>;
 
-type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<PredictPage<PredictEvent>, Error, InfiniteData<PredictPage<PredictEvent>>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
+type InfiniteQueryOptions$1 = Omit<UseInfiniteQueryOptions<PredictPage<PredictEvent>, Error, InfiniteData<PredictPage<PredictEvent>>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
 /**
  * TanStack Query infinite-query hook for `GET /api/v1/events` with cursor-based
  * pagination via the prediction-server client.
@@ -221,7 +221,7 @@ type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<PredictPage<PredictEven
  * const { data, hasNextPage, fetchNextPage } = useInfiniteEvents(params);
  * ```
  */
-declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
+declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions$1): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
 
 interface UseSearchEventsParams {
     /** Search keyword. */
@@ -374,6 +374,20 @@ interface CancelOrderVariables {
 }
 declare function useCancelOrder(mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
 
+type UseInfiniteMatchesParams = Omit<MatchesParams, "cursor">;
+type InfiniteQueryOptions = Omit<UseInfiniteQueryOptions<MatchGroupPage, Error, InfiniteData<MatchGroupPage>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
+/**
+ * TanStack Query infinite-query hook for `GET /api/v1/matches` with
+ * cursor-based pagination.
+ *
+ * Stats are available from the first page: `data.pages[0]?.stats`.
+ */
+declare function useInfiniteMatches(params: UseInfiniteMatchesParams, queryOptions?: InfiniteQueryOptions): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<MatchGroupPage, unknown>, Error>;
+/**
+ * TanStack Query hook for fetching a single match group by ID.
+ */
+declare function useMatch(id: number, queryOptions?: Omit<UseQueryOptions<MatchGroup, Error, MatchGroup, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<MatchGroup, Error>;
+
 declare function tradesQueryKey(params: ListTradesParams): unknown[];
 declare function useTrades(params: ListTradesParams, queryOptions?: Omit<UseQueryOptions<PredictPage<PredictTrade>, Error, PredictPage<PredictTrade>, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictPage<PredictTrade>, Error>;
 
@@ -619,4 +633,4 @@ interface CreatePolymarketOrderVariables {
  */
 declare function useCreatePolymarketOrder(mutationOptions?: Omit<UseMutationOptions<PredictOrder, Error, CreatePolymarketOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<PredictOrder, Error, CreatePolymarketOrderVariables, unknown>;
 
-export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UsePositionsParams, type UsePredictWsClientResult, type UsePriceHistoryParams, type UsePricesSubscriptionParams, type UsePricesSubscriptionResult, type UseRealtimeOrderbookParams, type UseRealtimePricesParams, type UseRealtimeTradesParams, type UseRealtimeTradesResult, type UseSearchEventsParams, type UseSimilarEventsParams, type UseTradesSubscriptionParams, type UseTradesSubscriptionResult, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePositions, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useSearchEvents, useSimilarEvents, useTrades, useTradesSubscription };
+export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UsePositionsParams, type UsePredictWsClientResult, type UsePriceHistoryParams, type UsePricesSubscriptionParams, type UsePricesSubscriptionResult, type UseRealtimeOrderbookParams, type UseRealtimePricesParams, type UseRealtimeTradesParams, type UseRealtimeTradesResult, type UseSearchEventsParams, type UseSimilarEventsParams, type UseTradesSubscriptionParams, type UseTradesSubscriptionResult, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePositions, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useSearchEvents, useSimilarEvents, useTrades, useTradesSubscription };

package/dist/index.js

@@ -203,6 +203,28 @@ var PredictClient = class {
     return await utils.httpGet(url);
   }
   // -------------------------------------------------------------------------
+  // Cross-platform matches
+  // -------------------------------------------------------------------------
+  /**
+   * List cross-platform matched event groups with inline aggregate stats.
+   *
+   * Maps to `GET /api/v1/matches`.
+   */
+  async listMatches(params) {
+    const query = buildQuery(params ?? {});
+    const url = `${this.endpoint}/api/v1/matches${query}`;
+    return await utils.httpGet(url);
+  }
+  /**
+   * Fetch a single match group by ID.
+   *
+   * Maps to `GET /api/v1/matches/:id`.
+   */
+  async getMatch(id) {
+    const url = `${this.endpoint}/api/v1/matches/${id}`;
+    return await utils.httpGet(url);
+  }
+  // -------------------------------------------------------------------------
   // Trades by wallet
   // -------------------------------------------------------------------------
   /** Maps to `GET /api/v1/trades?source=...&wallet=...`. */
@@ -1078,6 +1100,42 @@ function useCancelOrder(mutationOptions = {}) {
     ...mutationOptions
   });
 }
+
+// src/hooks/predict/matches.params.ts
+function matchesQueryKey(params) {
+  return ["predict", "matches", params];
+}
+function matchQueryKey(id) {
+  return ["predict", "match", id];
+}
+async function fetchMatchesPage(client, params) {
+  return client.listMatches(params);
+}
+
+// src/hooks/predict/useMatches.ts
+function useInfiniteMatches(params, queryOptions = {}) {
+  const client = usePredictClient();
+  return reactQuery.useInfiniteQuery({
+    queryKey: matchesQueryKey(params),
+    queryFn: ({ pageParam }) => fetchMatchesPage(client, {
+      ...params,
+      ...pageParam !== void 0 ? { cursor: pageParam } : {}
+    }),
+    initialPageParam: void 0,
+    getNextPageParam: (lastPage) => lastPage.has_more && lastPage.next_cursor ? lastPage.next_cursor : void 0,
+    ...queryOptions
+  });
+}
+function useMatch(id, queryOptions = {}) {
+  const client = usePredictClient();
+  return reactQuery.useQuery({
+    queryKey: matchQueryKey(id),
+    queryFn: () => client.getMatch(id),
+    enabled: id > 0,
+    staleTime: 2 * 6e4,
+    ...queryOptions
+  });
+}
 function tradesQueryKey(params) {
   return ["predict", "trades-by-wallet", params];
 }
@@ -1561,12 +1619,15 @@ exports.fetchEvent = fetchEvent;
 exports.fetchEvents = fetchEvents;
 exports.fetchEventsPage = fetchEventsPage;
 exports.fetchMarket = fetchMarket;
+exports.fetchMatchesPage = fetchMatchesPage;
 exports.hmacSha256Base64 = hmacSha256Base64;
 exports.infiniteEventsQueryKey = infiniteEventsQueryKey;
 exports.infiniteOrdersQueryKey = infiniteOrdersQueryKey;
 exports.infiniteTradesQueryKey = infiniteTradesQueryKey;
 exports.marketQueryKey = marketQueryKey;
 exports.marketTradesQueryKey = marketTradesQueryKey;
+exports.matchQueryKey = matchQueryKey;
+exports.matchesQueryKey = matchesQueryKey;
 exports.orderQueryKey = orderQueryKey;
 exports.orderbookQueryKey = orderbookQueryKey;
 exports.ordersQueryKey = ordersQueryKey;
@@ -1586,11 +1647,13 @@ exports.useDFlowSubmit = useDFlowSubmit;
 exports.useEvent = useEvent;
 exports.useEvents = useEvents;
 exports.useInfiniteEvents = useInfiniteEvents;
+exports.useInfiniteMatches = useInfiniteMatches;
 exports.useInfiniteOrders = useInfiniteOrders;
 exports.useInfiniteTrades = useInfiniteTrades;
 exports.useMarket = useMarket;
 exports.useMarketHistory = useMarketHistory;
 exports.useMarketTrades = useMarketTrades;
+exports.useMatch = useMatch;
 exports.useOrder = useOrder;
 exports.useOrderbook = useOrderbook;
 exports.useOrderbookSubscription = useOrderbookSubscription;