@liberfi.io/react-predict 0.1.48 → 0.1.50

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 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-Curi-jN1.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-Curi-jN1.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, A as AvailableSharesResponse, 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, F as WithdrawBuildRequest, G as WithdrawSubmitResponse, H as WithdrawSubmitRequest, I as WithdrawStatusResponse, J as PolymarketDepositAddresses, K as PolymarketWithdrawResponse, N as PolymarketWithdrawRequest, T as TickSizeResponse, Q as WsConnectionStatus, R as WsDataMessage, U as WsPriceEvent, V as WsOrderbookEvent, X as WsTradeEvent, Y as CreateOrderInput } from './server-CaB0XJAa.mjs';
+export { a$ as BuildClobAuthMessageInput, bc as BuildOrderMessageInput, aS as CLOB_AUTH_DOMAIN, aT as CLOB_AUTH_TYPES, b0 as CTF_EXCHANGE_ADDRESS, b5 as CTF_ORDER_TYPES, bb as ClobOrderPayload, ae as DFlowOrderContext, ag as DepositBuildRequest, ah as DepositBuildResponse, ak as DepositStatusResponse, ai as DepositSubmitRequest, aj as DepositSubmitResponse, a8 as EventSummary, aY as HttpMethod, a5 as MarketOutcome, a4 as MarketResult, a3 as MarketStatus, a9 as MarketSummary, ar as MatchConfidenceTier, an as MatchGroupEntry, ao as MatchGroupMarket, as as MatchMarketFlat, ap as MatchSortField, am as MatchStatus, aq as MatchesStats, b1 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b6 as ORDER_TYPE, bd as OrderMessage, ad as OrderSide, ac as OrderStatus, a6 as OrderbookLevel, b3 as POLYGON_CHAIN_ID, a_ as PolymarketL2Headers, aZ as PolymarketL2HeadersInput, af as PolymarketOrderType, ab as PredictPosition, a1 as PredictTag, $ as PredictWsClientConfig, aa as PricePoint, a0 as ProviderMeta, aJ as ResolveEventsParamsInput, b7 as SIDE, a2 as SettlementSource, be as SignedOrder, aK as TagSlugSelection, a7 as TradeType, b2 as USDC_ADDRESS, al as UnsignedTx, at as WsChannel, au as WsChannelEvent, av as WsClientMessage, aB as WsErrorCode, aC as WsErrorMessage, ax as WsPingMessage, az as WsPongMessage, ay as WsServerMessage, aw as WsSubscribeMessage, aA as WsSubscribedMessage, aU as buildClobAuthMessage, ba as buildClobPayload, b4 as buildCtfExchangeDomain, b8 as buildOrderMessage, aW as buildPolymarketL2Headers, b9 as buildSignedOrder, Z as createPredictClient, _ as createPredictWsClient, aX as derivePolymarketApiKey, aD as eventQueryKey, aE as fetchEvent, aI as fetchEventsPage, aM as fetchMarket, aR as fetchMatchMarketsPage, aP as fetchMatchesPage, aV as hmacSha256Base64, aH as infiniteEventsQueryKey, aL as marketQueryKey, aQ as matchMarketsQueryKey, aO as matchQueryKey, aN as matchesQueryKey, aG as resolveEventsParams, aF as resolveTagSlug } from './server-CaB0XJAa.mjs';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -392,6 +392,22 @@ declare function usePositions(params: UsePositionsParams, queryOptions?: Omit<Us
  */
 declare function usePositionsMulti(params: UsePositionsMultiParams, queryOptions?: Omit<UseQueryOptions<PositionsResponse, Error, PositionsResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PositionsResponse, Error>;
 
+interface UseAvailableSharesParams {
+    source: ProviderSource;
+    user: string;
+    market: string;
+    side: string;
+}
+declare function availableSharesQueryKey(params: UseAvailableSharesParams): unknown[];
+interface UseAvailableSharesOptions {
+    /**
+     * Async callback invoked before each request to obtain extra headers.
+     * Used by Polymarket to attach POLY_* HMAC authentication headers.
+     */
+    getHeaders?: () => Record<string, string> | Promise<Record<string, string>>;
+}
+declare function useAvailableShares(params: UseAvailableSharesParams, options?: UseAvailableSharesOptions, queryOptions?: Omit<UseQueryOptions<AvailableSharesResponse, Error, AvailableSharesResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<AvailableSharesResponse, Error>;
+
 declare function balanceQueryKey(source: ProviderSource, user: string): unknown[];
 interface UseBalanceParams {
     source: ProviderSource;
@@ -808,4 +824,4 @@ 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, 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 };
+export { AvailableSharesResponse, 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 UseAvailableSharesOptions, type UseAvailableSharesParams, 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, availableSharesQueryKey, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useAvailableShares, 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 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-Curi-jN1.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-Curi-jN1.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, A as AvailableSharesResponse, 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, F as WithdrawBuildRequest, G as WithdrawSubmitResponse, H as WithdrawSubmitRequest, I as WithdrawStatusResponse, J as PolymarketDepositAddresses, K as PolymarketWithdrawResponse, N as PolymarketWithdrawRequest, T as TickSizeResponse, Q as WsConnectionStatus, R as WsDataMessage, U as WsPriceEvent, V as WsOrderbookEvent, X as WsTradeEvent, Y as CreateOrderInput } from './server-CaB0XJAa.js';
+export { a$ as BuildClobAuthMessageInput, bc as BuildOrderMessageInput, aS as CLOB_AUTH_DOMAIN, aT as CLOB_AUTH_TYPES, b0 as CTF_EXCHANGE_ADDRESS, b5 as CTF_ORDER_TYPES, bb as ClobOrderPayload, ae as DFlowOrderContext, ag as DepositBuildRequest, ah as DepositBuildResponse, ak as DepositStatusResponse, ai as DepositSubmitRequest, aj as DepositSubmitResponse, a8 as EventSummary, aY as HttpMethod, a5 as MarketOutcome, a4 as MarketResult, a3 as MarketStatus, a9 as MarketSummary, ar as MatchConfidenceTier, an as MatchGroupEntry, ao as MatchGroupMarket, as as MatchMarketFlat, ap as MatchSortField, am as MatchStatus, aq as MatchesStats, b1 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b6 as ORDER_TYPE, bd as OrderMessage, ad as OrderSide, ac as OrderStatus, a6 as OrderbookLevel, b3 as POLYGON_CHAIN_ID, a_ as PolymarketL2Headers, aZ as PolymarketL2HeadersInput, af as PolymarketOrderType, ab as PredictPosition, a1 as PredictTag, $ as PredictWsClientConfig, aa as PricePoint, a0 as ProviderMeta, aJ as ResolveEventsParamsInput, b7 as SIDE, a2 as SettlementSource, be as SignedOrder, aK as TagSlugSelection, a7 as TradeType, b2 as USDC_ADDRESS, al as UnsignedTx, at as WsChannel, au as WsChannelEvent, av as WsClientMessage, aB as WsErrorCode, aC as WsErrorMessage, ax as WsPingMessage, az as WsPongMessage, ay as WsServerMessage, aw as WsSubscribeMessage, aA as WsSubscribedMessage, aU as buildClobAuthMessage, ba as buildClobPayload, b4 as buildCtfExchangeDomain, b8 as buildOrderMessage, aW as buildPolymarketL2Headers, b9 as buildSignedOrder, Z as createPredictClient, _ as createPredictWsClient, aX as derivePolymarketApiKey, aD as eventQueryKey, aE as fetchEvent, aI as fetchEventsPage, aM as fetchMarket, aR as fetchMatchMarketsPage, aP as fetchMatchesPage, aV as hmacSha256Base64, aH as infiniteEventsQueryKey, aL as marketQueryKey, aQ as matchMarketsQueryKey, aO as matchQueryKey, aN as matchesQueryKey, aG as resolveEventsParams, aF as resolveTagSlug } from './server-CaB0XJAa.js';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -392,6 +392,22 @@ declare function usePositions(params: UsePositionsParams, queryOptions?: Omit<Us
  */
 declare function usePositionsMulti(params: UsePositionsMultiParams, queryOptions?: Omit<UseQueryOptions<PositionsResponse, Error, PositionsResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PositionsResponse, Error>;
 
+interface UseAvailableSharesParams {
+    source: ProviderSource;
+    user: string;
+    market: string;
+    side: string;
+}
+declare function availableSharesQueryKey(params: UseAvailableSharesParams): unknown[];
+interface UseAvailableSharesOptions {
+    /**
+     * Async callback invoked before each request to obtain extra headers.
+     * Used by Polymarket to attach POLY_* HMAC authentication headers.
+     */
+    getHeaders?: () => Record<string, string> | Promise<Record<string, string>>;
+}
+declare function useAvailableShares(params: UseAvailableSharesParams, options?: UseAvailableSharesOptions, queryOptions?: Omit<UseQueryOptions<AvailableSharesResponse, Error, AvailableSharesResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<AvailableSharesResponse, Error>;
+
 declare function balanceQueryKey(source: ProviderSource, user: string): unknown[];
 interface UseBalanceParams {
     source: ProviderSource;
@@ -808,4 +824,4 @@ 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, 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 };
+export { AvailableSharesResponse, 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 UseAvailableSharesOptions, type UseAvailableSharesParams, 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, availableSharesQueryKey, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useAvailableShares, 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

@@ -134,6 +134,28 @@ var PredictClient = class {
     return await utils.httpGet(url);
   }
   // -------------------------------------------------------------------------
+  // Available shares (for sell flow)
+  // -------------------------------------------------------------------------
+  /**
+   * Get the number of shares available for selling, accounting for active orders.
+   *
+   * Maps to `GET /api/v1/available-shares?source=...&user=...&market=...&side=...`.
+   *
+   * @param source  - Provider source.
+   * @param user    - Wallet address.
+   * @param market  - Market slug.
+   * @param side    - Position side ("yes" or "no").
+   * @param headers - Optional extra headers (e.g. Polymarket POLY_* HMAC headers).
+   */
+  async getAvailableShares(source, user, market, side, headers) {
+    const query = buildQuery({ source, user, market, side });
+    const url = `${this.endpoint}/api/v1/available-shares${query}`;
+    return await utils.httpGet(
+      url,
+      headers ? { headers } : void 0
+    );
+  }
+  // -------------------------------------------------------------------------
   // Balance
   // -------------------------------------------------------------------------
   /**
@@ -948,7 +970,8 @@ function resolveEventsParams(input = {}) {
     sort_asc,
     minVolume,
     minLiquidity,
-    timeRemaining
+    timeRemaining,
+    markets_limit = 3
   } = input;
   const tag_slug = resolveTagSlug(tagSlugSelection);
   const min_volume = minVolume !== void 0 && minVolume !== "" ? Number(minVolume) : void 0;
@@ -964,7 +987,8 @@ function resolveEventsParams(input = {}) {
     ...sort_asc !== void 0 ? { sort_asc } : {},
     ...min_volume !== void 0 && !isNaN(min_volume) ? { min_volume } : {},
     ...min_liquidity !== void 0 && !isNaN(min_liquidity) ? { min_liquidity } : {},
-    ...end_before ? { end_before } : {}
+    ...end_before ? { end_before } : {},
+    ...markets_limit ? { markets_limit } : {}
   };
 }
 function infiniteEventsQueryKey(params) {
@@ -1223,6 +1247,7 @@ function usePositions(params, queryOptions = {}) {
     queryFn: () => client.getPositions(params.user, params.source),
     enabled: Boolean(params.user),
     staleTime: 1e4,
+    refetchInterval: 3e4,
     ...queryOptions
   });
 }
@@ -1234,6 +1259,37 @@ function usePositionsMulti(params, queryOptions = {}) {
     queryFn: () => client.getPositions(params),
     enabled: hasAnyWallet,
     staleTime: 1e4,
+    refetchInterval: 3e4,
+    ...queryOptions
+  });
+}
+function availableSharesQueryKey(params) {
+  return [
+    "predict",
+    "available-shares",
+    params.source,
+    params.user,
+    params.market,
+    params.side
+  ];
+}
+function useAvailableShares(params, options, queryOptions = {}) {
+  const client = usePredictClient();
+  return reactQuery.useQuery({
+    queryKey: availableSharesQueryKey(params),
+    queryFn: async () => {
+      const headers = await options?.getHeaders?.();
+      return client.getAvailableShares(
+        params.source,
+        params.user,
+        params.market,
+        params.side,
+        headers
+      );
+    },
+    enabled: Boolean(params.user && params.market && params.side),
+    staleTime: 5e3,
+    refetchInterval: 1e4,
     ...queryOptions
   });
 }
@@ -1881,17 +1937,13 @@ var DEFAULT_ROUNDING = { size: 2, price: 2, amount: 4 };
 function decimalPlaces(n, d) {
   return parseFloat(n.toFixed(d));
 }
+function floorDecimalPlaces(n, d) {
+  const factor = 10 ** d;
+  return Math.floor(n * factor) / factor;
+}
 function toMicroUsdc(amount) {
   return BigInt(Math.round(amount * 1e6));
 }
-function ceilMicro(raw, maxDecimals) {
-  const factor = BigInt(10 ** (6 - maxDecimals));
-  return (raw + factor - 1n) / factor * factor;
-}
-function floorMicro(raw, maxDecimals) {
-  const factor = BigInt(10 ** (6 - maxDecimals));
-  return raw / factor * factor;
-}
 function normalizeTokenId(tokenId) {
   if (tokenId.startsWith("0x") || tokenId.startsWith("0X")) {
     return BigInt(tokenId).toString(10);
@@ -1902,14 +1954,12 @@ function buildOrderMessage(input) {
   const side = input.side === "BUY" ? SIDE.BUY : SIDE.SELL;
   const rc = ROUNDING_CONFIG[input.tickSize] ?? DEFAULT_ROUNDING;
   const rawPrice = decimalPlaces(input.price, rc.price);
-  const rawSize = decimalPlaces(input.size, rc.size);
-  const rawAmount = decimalPlaces(rawSize * rawPrice, rc.amount);
+  const rawSize = side === SIDE.SELL ? floorDecimalPlaces(input.size, rc.size) : decimalPlaces(input.size, rc.size);
   const sizeInMicro = toMicroUsdc(rawSize);
+  const rawAmount = decimalPlaces(rawSize * rawPrice, rc.amount);
   const amountInMicro = toMicroUsdc(rawAmount);
-  const usdcMicro = side === SIDE.BUY ? ceilMicro(amountInMicro, 2) : floorMicro(amountInMicro, 2);
-  const sharesMicro = floorMicro(sizeInMicro, 4);
-  const makerAmount = side === SIDE.BUY ? usdcMicro.toString() : sharesMicro.toString();
-  const takerAmount = side === SIDE.BUY ? sharesMicro.toString() : usdcMicro.toString();
+  const makerAmount = side === SIDE.BUY ? amountInMicro.toString() : sizeInMicro.toString();
+  const takerAmount = side === SIDE.BUY ? sizeInMicro.toString() : amountInMicro.toString();
   const maker = input.funderAddress ?? input.signerAddress;
   return {
     salt: Math.floor(Math.random() * 1e15).toString(),
@@ -2056,6 +2106,7 @@ exports.PredictProvider = PredictProvider;
 exports.PredictWsClient = PredictWsClient;
 exports.SIDE = SIDE;
 exports.USDC_ADDRESS = USDC_ADDRESS;
+exports.availableSharesQueryKey = availableSharesQueryKey;
 exports.balanceQueryKey = balanceQueryKey;
 exports.buildClobAuthMessage = buildClobAuthMessage;
 exports.buildClobPayload = buildClobPayload;
@@ -2100,6 +2151,7 @@ exports.resolveTagSlug = resolveTagSlug;
 exports.similarEventsQueryKey = similarEventsQueryKey;
 exports.tickSizeQueryKey = tickSizeQueryKey;
 exports.tradesQueryKey = tradesQueryKey;
+exports.useAvailableShares = useAvailableShares;
 exports.useBalance = useBalance;
 exports.useCancelOrder = useCancelOrder;
 exports.useCandlesticks = useCandlesticks;