@liberfi.io/react-predict 0.1.42 → 0.1.44

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, e as EventSortField, S as SimilarEventsParams, f as PredictMarket, O as Orderbook, g as ListMarketTradesParams, h as PredictTrade, i as PriceHistoryRange, j as PriceHistoryResponse, k as ListCandlesticksParams, C as Candlestick, l as PositionsResponse, B as BalanceResponse, m as ListOrdersParams, n as PredictOrder, o as CancelOrderResult, M as MatchesParams, p as MatchGroupPage, q as MatchGroup, r as MatchMarketParams, s as MatchMarketPage, t as ListTradesParams, D as DFlowQuoteRequest, u as DFlowQuoteResponse, v as DFlowSubmitResponse, w as DFlowSubmitRequest, x as DFlowKYCStatus, y as PolymarketSetupStatus, W as WithdrawBuildResponse, z as WithdrawBuildRequest, A as WithdrawSubmitResponse, F as WithdrawSubmitRequest, G as WithdrawStatusResponse, H as PolymarketDepositAddresses, I as PolymarketWithdrawResponse, J as PolymarketWithdrawRequest, T as TickSizeResponse, K as WsConnectionStatus, N as WsDataMessage, Q as WsPriceEvent, R as WsOrderbookEvent, U as WsTradeEvent, V as CreateOrderInput } from './server-CYqs2N2z.mjs';
-export { aZ as BuildClobAuthMessageInput, ba as BuildOrderMessageInput, aQ as CLOB_AUTH_DOMAIN, aR as CLOB_AUTH_TYPES, a_ as CTF_EXCHANGE_ADDRESS, b3 as CTF_ORDER_TYPES, b9 as ClobOrderPayload, ac as DFlowOrderContext, ae as DepositBuildRequest, af as DepositBuildResponse, ai as DepositStatusResponse, ag as DepositSubmitRequest, ah as DepositSubmitResponse, a6 as EventSummary, aW as HttpMethod, a3 as MarketOutcome, a2 as MarketResult, a1 as MarketStatus, a7 as MarketSummary, ap as MatchConfidenceTier, al as MatchGroupEntry, am as MatchGroupMarket, aq as MatchMarketFlat, an as MatchSortField, ak as MatchStatus, ao as MatchesStats, a$ as NEG_RISK_CTF_EXCHANGE_ADDRESS, b4 as ORDER_TYPE, bb as OrderMessage, ab as OrderSide, aa as OrderStatus, a4 as OrderbookLevel, b1 as POLYGON_CHAIN_ID, aY as PolymarketL2Headers, aX as PolymarketL2HeadersInput, ad as PolymarketOrderType, a9 as PredictPosition, $ as PredictTag, Z as PredictWsClientConfig, a8 as PricePoint, _ as ProviderMeta, aH as ResolveEventsParamsInput, b5 as SIDE, a0 as SettlementSource, bc as SignedOrder, aI as TagSlugSelection, a5 as TradeType, b0 as USDC_ADDRESS, aj as UnsignedTx, ar as WsChannel, as as WsChannelEvent, at as WsClientMessage, az as WsErrorCode, aA as WsErrorMessage, av as WsPingMessage, ax as WsPongMessage, aw as WsServerMessage, au as WsSubscribeMessage, ay as WsSubscribedMessage, aS as buildClobAuthMessage, b8 as buildClobPayload, b2 as buildCtfExchangeDomain, b6 as buildOrderMessage, aU as buildPolymarketL2Headers, b7 as buildSignedOrder, X as createPredictClient, Y as createPredictWsClient, aV as derivePolymarketApiKey, aB as eventQueryKey, aC as fetchEvent, aG as fetchEventsPage, aK as fetchMarket, aP as fetchMatchMarketsPage, aN as fetchMatchesPage, aT as hmacSha256Base64, aF as infiniteEventsQueryKey, aJ as marketQueryKey, aO as matchMarketsQueryKey, aM as matchQueryKey, aL as matchesQueryKey, aE as resolveEventsParams, aD as resolveTagSlug } from './server-CYqs2N2z.mjs';
+import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStats, e as EventStatus, f as EventSortField, S as SimilarEventsParams, g as PredictMarket, O as Orderbook, h as ListMarketTradesParams, i as PredictTrade, j as PriceHistoryRange, k as PriceHistoryResponse, l as ListCandlesticksParams, C as Candlestick, m as PositionsResponse, B as BalanceResponse, n as ListOrdersParams, o as PredictOrder, p as CancelOrderResult, M as MatchesParams, q as MatchGroupPage, r as MatchGroup, s as MatchMarketParams, t as MatchMarketPage, u as ListTradesParams, D as DFlowQuoteRequest, v as DFlowQuoteResponse, w as DFlowSubmitResponse, x as DFlowSubmitRequest, y as DFlowKYCStatus, z as PolymarketSetupStatus, W as WithdrawBuildResponse, A as WithdrawBuildRequest, F as WithdrawSubmitResponse, G as WithdrawSubmitRequest, H as WithdrawStatusResponse, I as PolymarketDepositAddresses, J as PolymarketWithdrawResponse, K as PolymarketWithdrawRequest, T as TickSizeResponse, N as WsConnectionStatus, Q as WsDataMessage, R as WsPriceEvent, U as WsOrderbookEvent, V as WsTradeEvent, X as CreateOrderInput } from './server-D-WAydlX.mjs';
+export { a_ as BuildClobAuthMessageInput, bb as BuildOrderMessageInput, aR as CLOB_AUTH_DOMAIN, aS as CLOB_AUTH_TYPES, a$ as CTF_EXCHANGE_ADDRESS, b4 as CTF_ORDER_TYPES, ba as ClobOrderPayload, ad as DFlowOrderContext, af as DepositBuildRequest, ag as DepositBuildResponse, aj as DepositStatusResponse, ah as DepositSubmitRequest, ai as DepositSubmitResponse, a7 as EventSummary, aX as HttpMethod, a4 as MarketOutcome, a3 as MarketResult, a2 as MarketStatus, a8 as MarketSummary, aq as MatchConfidenceTier, am as MatchGroupEntry, an as MatchGroupMarket, ar as MatchMarketFlat, ao as MatchSortField, al as MatchStatus, ap as MatchesStats, b0 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b5 as ORDER_TYPE, bc as OrderMessage, ac as OrderSide, ab as OrderStatus, a5 as OrderbookLevel, b2 as POLYGON_CHAIN_ID, aZ as PolymarketL2Headers, aY as PolymarketL2HeadersInput, ae as PolymarketOrderType, aa as PredictPosition, a0 as PredictTag, _ as PredictWsClientConfig, a9 as PricePoint, $ as ProviderMeta, aI as ResolveEventsParamsInput, b6 as SIDE, a1 as SettlementSource, bd as SignedOrder, aJ as TagSlugSelection, a6 as TradeType, b1 as USDC_ADDRESS, ak as UnsignedTx, as as WsChannel, at as WsChannelEvent, au as WsClientMessage, aA as WsErrorCode, aB as WsErrorMessage, aw as WsPingMessage, ay as WsPongMessage, ax as WsServerMessage, av as WsSubscribeMessage, az as WsSubscribedMessage, aT as buildClobAuthMessage, b9 as buildClobPayload, b3 as buildCtfExchangeDomain, b7 as buildOrderMessage, aV as buildPolymarketL2Headers, b8 as buildSignedOrder, Y as createPredictClient, Z as createPredictWsClient, aW as derivePolymarketApiKey, aC as eventQueryKey, aD as fetchEvent, aH as fetchEventsPage, aL as fetchMarket, aQ as fetchMatchMarketsPage, aO as fetchMatchesPage, aU as hmacSha256Base64, aG as infiniteEventsQueryKey, aK as marketQueryKey, aP as matchMarketsQueryKey, aN as matchQueryKey, aM as matchesQueryKey, aF as resolveEventsParams, aE as resolveTagSlug } from './server-D-WAydlX.mjs';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -239,6 +239,19 @@ type InfiniteQueryOptions$2 = Omit<UseInfiniteQueryOptions<PredictPage<PredictEv
  */
 declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions$2): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
 
+/** Stable TanStack Query key for event aggregate statistics. */
+declare function eventStatsQueryKey(): unknown[];
+/**
+ * React Query hook for `GET /api/v1/events/stats`.
+ *
+ * Returns aggregate statistics (total events, 24h volume, avg liquidity,
+ * active sources) for all open prediction events. The backend caches the
+ * result in Redis with a 30-second TTL.
+ *
+ * @param queryOptions - Additional TanStack Query options (e.g. `enabled`, `staleTime`).
+ */
+declare function useEventStats(queryOptions?: Omit<UseQueryOptions<EventStats, Error, EventStats, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<EventStats, Error>;
+
 interface UseSearchEventsParams {
     /** Search keyword. */
     keyword: string;
@@ -795,4 +808,4 @@ 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, EventSortField, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchMarketPage, MatchMarketParams, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketDepositAddresses, type PolymarketDepositResult, type PolymarketDepositVariables, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersOptions, type UsePositionsMultiParams, 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, type UseWithdrawStatusQueryParams, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteMatchMarkets, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePolymarketDeposit, usePolymarketDepositAddresses, usePolymarketSetup, usePolymarketWithdraw, usePositions, usePositionsMulti, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };
+export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchMarketPage, MatchMarketParams, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketDepositAddresses, type PolymarketDepositResult, type PolymarketDepositVariables, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersOptions, type UsePositionsMultiParams, 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, type UseWithdrawStatusQueryParams, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEventStats, useEvents, useInfiniteEvents, useInfiniteMatchMarkets, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePolymarketDeposit, usePolymarketDepositAddresses, usePolymarketSetup, usePolymarketWithdraw, usePositions, usePositionsMulti, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };

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, e as EventSortField, S as SimilarEventsParams, f as PredictMarket, O as Orderbook, g as ListMarketTradesParams, h as PredictTrade, i as PriceHistoryRange, j as PriceHistoryResponse, k as ListCandlesticksParams, C as Candlestick, l as PositionsResponse, B as BalanceResponse, m as ListOrdersParams, n as PredictOrder, o as CancelOrderResult, M as MatchesParams, p as MatchGroupPage, q as MatchGroup, r as MatchMarketParams, s as MatchMarketPage, t as ListTradesParams, D as DFlowQuoteRequest, u as DFlowQuoteResponse, v as DFlowSubmitResponse, w as DFlowSubmitRequest, x as DFlowKYCStatus, y as PolymarketSetupStatus, W as WithdrawBuildResponse, z as WithdrawBuildRequest, A as WithdrawSubmitResponse, F as WithdrawSubmitRequest, G as WithdrawStatusResponse, H as PolymarketDepositAddresses, I as PolymarketWithdrawResponse, J as PolymarketWithdrawRequest, T as TickSizeResponse, K as WsConnectionStatus, N as WsDataMessage, Q as WsPriceEvent, R as WsOrderbookEvent, U as WsTradeEvent, V as CreateOrderInput } from './server-CYqs2N2z.js';
-export { aZ as BuildClobAuthMessageInput, ba as BuildOrderMessageInput, aQ as CLOB_AUTH_DOMAIN, aR as CLOB_AUTH_TYPES, a_ as CTF_EXCHANGE_ADDRESS, b3 as CTF_ORDER_TYPES, b9 as ClobOrderPayload, ac as DFlowOrderContext, ae as DepositBuildRequest, af as DepositBuildResponse, ai as DepositStatusResponse, ag as DepositSubmitRequest, ah as DepositSubmitResponse, a6 as EventSummary, aW as HttpMethod, a3 as MarketOutcome, a2 as MarketResult, a1 as MarketStatus, a7 as MarketSummary, ap as MatchConfidenceTier, al as MatchGroupEntry, am as MatchGroupMarket, aq as MatchMarketFlat, an as MatchSortField, ak as MatchStatus, ao as MatchesStats, a$ as NEG_RISK_CTF_EXCHANGE_ADDRESS, b4 as ORDER_TYPE, bb as OrderMessage, ab as OrderSide, aa as OrderStatus, a4 as OrderbookLevel, b1 as POLYGON_CHAIN_ID, aY as PolymarketL2Headers, aX as PolymarketL2HeadersInput, ad as PolymarketOrderType, a9 as PredictPosition, $ as PredictTag, Z as PredictWsClientConfig, a8 as PricePoint, _ as ProviderMeta, aH as ResolveEventsParamsInput, b5 as SIDE, a0 as SettlementSource, bc as SignedOrder, aI as TagSlugSelection, a5 as TradeType, b0 as USDC_ADDRESS, aj as UnsignedTx, ar as WsChannel, as as WsChannelEvent, at as WsClientMessage, az as WsErrorCode, aA as WsErrorMessage, av as WsPingMessage, ax as WsPongMessage, aw as WsServerMessage, au as WsSubscribeMessage, ay as WsSubscribedMessage, aS as buildClobAuthMessage, b8 as buildClobPayload, b2 as buildCtfExchangeDomain, b6 as buildOrderMessage, aU as buildPolymarketL2Headers, b7 as buildSignedOrder, X as createPredictClient, Y as createPredictWsClient, aV as derivePolymarketApiKey, aB as eventQueryKey, aC as fetchEvent, aG as fetchEventsPage, aK as fetchMarket, aP as fetchMatchMarketsPage, aN as fetchMatchesPage, aT as hmacSha256Base64, aF as infiniteEventsQueryKey, aJ as marketQueryKey, aO as matchMarketsQueryKey, aM as matchQueryKey, aL as matchesQueryKey, aE as resolveEventsParams, aD as resolveTagSlug } from './server-CYqs2N2z.js';
+import { P as PredictClient, a as PredictWsClient, L as ListEventsParams, b as PredictPage, c as PredictEvent, d as ProviderSource, E as EventStats, e as EventStatus, f as EventSortField, S as SimilarEventsParams, g as PredictMarket, O as Orderbook, h as ListMarketTradesParams, i as PredictTrade, j as PriceHistoryRange, k as PriceHistoryResponse, l as ListCandlesticksParams, C as Candlestick, m as PositionsResponse, B as BalanceResponse, n as ListOrdersParams, o as PredictOrder, p as CancelOrderResult, M as MatchesParams, q as MatchGroupPage, r as MatchGroup, s as MatchMarketParams, t as MatchMarketPage, u as ListTradesParams, D as DFlowQuoteRequest, v as DFlowQuoteResponse, w as DFlowSubmitResponse, x as DFlowSubmitRequest, y as DFlowKYCStatus, z as PolymarketSetupStatus, W as WithdrawBuildResponse, A as WithdrawBuildRequest, F as WithdrawSubmitResponse, G as WithdrawSubmitRequest, H as WithdrawStatusResponse, I as PolymarketDepositAddresses, J as PolymarketWithdrawResponse, K as PolymarketWithdrawRequest, T as TickSizeResponse, N as WsConnectionStatus, Q as WsDataMessage, R as WsPriceEvent, U as WsOrderbookEvent, V as WsTradeEvent, X as CreateOrderInput } from './server-D-WAydlX.js';
+export { a_ as BuildClobAuthMessageInput, bb as BuildOrderMessageInput, aR as CLOB_AUTH_DOMAIN, aS as CLOB_AUTH_TYPES, a$ as CTF_EXCHANGE_ADDRESS, b4 as CTF_ORDER_TYPES, ba as ClobOrderPayload, ad as DFlowOrderContext, af as DepositBuildRequest, ag as DepositBuildResponse, aj as DepositStatusResponse, ah as DepositSubmitRequest, ai as DepositSubmitResponse, a7 as EventSummary, aX as HttpMethod, a4 as MarketOutcome, a3 as MarketResult, a2 as MarketStatus, a8 as MarketSummary, aq as MatchConfidenceTier, am as MatchGroupEntry, an as MatchGroupMarket, ar as MatchMarketFlat, ao as MatchSortField, al as MatchStatus, ap as MatchesStats, b0 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b5 as ORDER_TYPE, bc as OrderMessage, ac as OrderSide, ab as OrderStatus, a5 as OrderbookLevel, b2 as POLYGON_CHAIN_ID, aZ as PolymarketL2Headers, aY as PolymarketL2HeadersInput, ae as PolymarketOrderType, aa as PredictPosition, a0 as PredictTag, _ as PredictWsClientConfig, a9 as PricePoint, $ as ProviderMeta, aI as ResolveEventsParamsInput, b6 as SIDE, a1 as SettlementSource, bd as SignedOrder, aJ as TagSlugSelection, a6 as TradeType, b1 as USDC_ADDRESS, ak as UnsignedTx, as as WsChannel, at as WsChannelEvent, au as WsClientMessage, aA as WsErrorCode, aB as WsErrorMessage, aw as WsPingMessage, ay as WsPongMessage, ax as WsServerMessage, av as WsSubscribeMessage, az as WsSubscribedMessage, aT as buildClobAuthMessage, b9 as buildClobPayload, b3 as buildCtfExchangeDomain, b7 as buildOrderMessage, aV as buildPolymarketL2Headers, b8 as buildSignedOrder, Y as createPredictClient, Z as createPredictWsClient, aW as derivePolymarketApiKey, aC as eventQueryKey, aD as fetchEvent, aH as fetchEventsPage, aL as fetchMarket, aQ as fetchMatchMarketsPage, aO as fetchMatchesPage, aU as hmacSha256Base64, aG as infiniteEventsQueryKey, aK as marketQueryKey, aP as matchMarketsQueryKey, aN as matchQueryKey, aM as matchesQueryKey, aF as resolveEventsParams, aE as resolveTagSlug } from './server-D-WAydlX.js';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -239,6 +239,19 @@ type InfiniteQueryOptions$2 = Omit<UseInfiniteQueryOptions<PredictPage<PredictEv
  */
 declare function useInfiniteEvents(params: ListEventsParams, queryOptions?: InfiniteQueryOptions$2): _tanstack_react_query.UseInfiniteQueryResult<InfiniteData<PredictPage<PredictEvent>, unknown>, Error>;
 
+/** Stable TanStack Query key for event aggregate statistics. */
+declare function eventStatsQueryKey(): unknown[];
+/**
+ * React Query hook for `GET /api/v1/events/stats`.
+ *
+ * Returns aggregate statistics (total events, 24h volume, avg liquidity,
+ * active sources) for all open prediction events. The backend caches the
+ * result in Redis with a 30-second TTL.
+ *
+ * @param queryOptions - Additional TanStack Query options (e.g. `enabled`, `staleTime`).
+ */
+declare function useEventStats(queryOptions?: Omit<UseQueryOptions<EventStats, Error, EventStats, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<EventStats, Error>;
+
 interface UseSearchEventsParams {
     /** Search keyword. */
     keyword: string;
@@ -795,4 +808,4 @@ 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, EventSortField, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchMarketPage, MatchMarketParams, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketDepositAddresses, type PolymarketDepositResult, type PolymarketDepositVariables, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersOptions, type UsePositionsMultiParams, 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, type UseWithdrawStatusQueryParams, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEvents, useInfiniteEvents, useInfiniteMatchMarkets, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePolymarketDeposit, usePolymarketDepositAddresses, usePolymarketSetup, usePolymarketWithdraw, usePositions, usePositionsMulti, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };
+export { BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersParams, ListTradesParams, type MarketHistoryPoint, type MarketHistorySeries, MatchGroup, MatchGroupPage, MatchMarketPage, MatchMarketParams, MatchesParams, Orderbook, PolymarketContext, type PolymarketContextValue, type PolymarketCredentials, PolymarketDepositAddresses, type PolymarketDepositResult, type PolymarketDepositVariables, PolymarketProvider, type PolymarketProviderProps, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseBalanceParams, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersOptions, type UsePositionsMultiParams, 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, type UseWithdrawStatusQueryParams, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEventStats, useEvents, useInfiniteEvents, useInfiniteMatchMarkets, useInfiniteMatches, useInfiniteOrders, useInfiniteTrades, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, usePolymarket, usePolymarketDeposit, usePolymarketDepositAddresses, usePolymarketSetup, usePolymarketWithdraw, usePositions, usePositionsMulti, usePredictClient, usePredictWsClient, usePriceHistory, usePricesSubscription, useRealtimeOrderbook, useRealtimePrices, useRealtimeTrades, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };

package/dist/index.js

@@ -52,6 +52,15 @@ var PredictClient = class {
     const url = `${this.endpoint}/api/v1/events/${encodeURIComponent(slug)}${query}`;
     return await utils.httpGet(url);
   }
+  /**
+   * Fetch aggregate statistics for all open events.
+   *
+   * Maps to `GET /api/v1/events/stats`.
+   */
+  async getEventStats() {
+    const url = `${this.endpoint}/api/v1/events/stats`;
+    return await utils.httpGet(url);
+  }
   /**
    * Fetch events similar to the given slug.
    *
@@ -994,6 +1003,18 @@ function useInfiniteEvents(params, queryOptions = {}) {
     ...queryOptions
   });
 }
+function eventStatsQueryKey() {
+  return ["predict", "events", "stats"];
+}
+function useEventStats(queryOptions = {}) {
+  const client = usePredictClient();
+  return reactQuery.useQuery({
+    queryKey: eventStatsQueryKey(),
+    queryFn: () => client.getEventStats(),
+    staleTime: 3e4,
+    ...queryOptions
+  });
+}
 function searchEventsQueryKey(params) {
   return ["predict", "search", params];
 }
@@ -1342,7 +1363,8 @@ function useInfiniteMatchMarkets(params, queryOptions = {}) {
     }),
     initialPageParam: 0,
     getNextPageParam: (lastPage) => {
-      const nextOffset = lastPage.offset + lastPage.items.length;
+      const items = lastPage.items ?? [];
+      const nextOffset = lastPage.offset + items.length;
       return nextOffset < lastPage.total ? nextOffset : void 0;
     },
     ...queryOptions
@@ -2048,6 +2070,7 @@ exports.derivePolymarketApiKey = derivePolymarketApiKey;
 exports.dflowKYCQueryKey = dflowKYCQueryKey;
 exports.dflowQuoteQueryKey = dflowQuoteQueryKey;
 exports.eventQueryKey = eventQueryKey;
+exports.eventStatsQueryKey = eventStatsQueryKey;
 exports.eventsQueryKey = eventsQueryKey;
 exports.fetchEvent = fetchEvent;
 exports.fetchEvents = fetchEvents;
@@ -2085,6 +2108,7 @@ exports.useDFlowKYC = useDFlowKYC;
 exports.useDFlowQuote = useDFlowQuote;
 exports.useDFlowSubmit = useDFlowSubmit;
 exports.useEvent = useEvent;
+exports.useEventStats = useEventStats;
 exports.useEvents = useEvents;
 exports.useInfiniteEvents = useInfiniteEvents;
 exports.useInfiniteMatchMarkets = useInfiniteMatchMarkets;