@liberfi.io/react-predict 0.1.50 → 0.1.52

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, 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 { 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 ListOrdersMultiParams, q as PredictOrdersResponse, r as CancelOrderResult, M as MatchesParams, s as MatchGroupPage, t as MatchGroup, u as MatchMarketParams, v as MatchMarketPage, w as ListTradesParams, x as ListTradesMultiParams, D as DFlowQuoteRequest, y as DFlowQuoteResponse, z as DFlowSubmitResponse, F as DFlowSubmitRequest, G as DFlowKYCStatus, H as PolymarketSetupStatus, W as WithdrawBuildResponse, I as WithdrawBuildRequest, J as WithdrawSubmitResponse, K as WithdrawSubmitRequest, N as WithdrawStatusResponse, Q as PolymarketDepositAddresses, R as PolymarketWithdrawResponse, T as PolymarketWithdrawRequest, U as TickSizeResponse, V as WsConnectionStatus, X as WsDataMessage, Y as WsPriceEvent, Z as WsOrderbookEvent, _ as WsTradeEvent, $ as CreateOrderInput } from './server-BPTOChEG.mjs';
+export { b2 as BuildClobAuthMessageInput, bf as BuildOrderMessageInput, aV as CLOB_AUTH_DOMAIN, aW as CLOB_AUTH_TYPES, b3 as CTF_EXCHANGE_ADDRESS, b8 as CTF_ORDER_TYPES, be as ClobOrderPayload, ah as DFlowOrderContext, aj as DepositBuildRequest, ak as DepositBuildResponse, an as DepositStatusResponse, al as DepositSubmitRequest, am as DepositSubmitResponse, ab as EventSummary, a$ as HttpMethod, a8 as MarketOutcome, a7 as MarketResult, a6 as MarketStatus, ac as MarketSummary, au as MatchConfidenceTier, aq as MatchGroupEntry, ar as MatchGroupMarket, av as MatchMarketFlat, as as MatchSortField, ap as MatchStatus, at as MatchesStats, b4 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b9 as ORDER_TYPE, bg as OrderMessage, ag as OrderSide, af as OrderStatus, a9 as OrderbookLevel, b6 as POLYGON_CHAIN_ID, b1 as PolymarketL2Headers, b0 as PolymarketL2HeadersInput, ai as PolymarketOrderType, ae as PredictPosition, a4 as PredictTag, a2 as PredictWsClientConfig, ad as PricePoint, a3 as ProviderMeta, aM as ResolveEventsParamsInput, ba as SIDE, a5 as SettlementSource, bh as SignedOrder, aN as TagSlugSelection, aa as TradeType, b5 as USDC_ADDRESS, ao as UnsignedTx, aw as WsChannel, ax as WsChannelEvent, ay as WsClientMessage, aE as WsErrorCode, aF as WsErrorMessage, aA as WsPingMessage, aC as WsPongMessage, aB as WsServerMessage, az as WsSubscribeMessage, aD as WsSubscribedMessage, aX as buildClobAuthMessage, bd as buildClobPayload, b7 as buildCtfExchangeDomain, bb as buildOrderMessage, aZ as buildPolymarketL2Headers, bc as buildSignedOrder, a0 as createPredictClient, a1 as createPredictWsClient, a_ as derivePolymarketApiKey, aG as eventQueryKey, aH as fetchEvent, aL as fetchEventsPage, aP as fetchMarket, aU as fetchMatchMarketsPage, aS as fetchMatchesPage, aY as hmacSha256Base64, aK as infiniteEventsQueryKey, aO as marketQueryKey, aT as matchMarketsQueryKey, aR as matchQueryKey, aQ as matchesQueryKey, aJ as resolveEventsParams, aI as resolveTagSlug } from './server-BPTOChEG.mjs';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -436,6 +436,27 @@ interface UseInfiniteOrdersOptions {
 declare function infiniteOrdersQueryKey(params: UseInfiniteOrdersParams): unknown[];
 declare function useInfiniteOrders(params: UseInfiniteOrdersParams, options?: UseInfiniteOrdersOptions): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictOrder>, unknown>, Error>;
 
+declare function ordersMultiQueryKey(params: ListOrdersMultiParams): unknown[];
+interface UseOrdersMultiOptions {
+    /**
+     * Async callback invoked before each request to obtain extra headers.
+     * Used by Polymarket orders to attach POLY_* HMAC authentication headers.
+     */
+    getHeaders?: () => Record<string, string> | Promise<Record<string, string>>;
+    /**
+     * Extra values appended to the query key for cache invalidation.
+     * Use this to force a refetch when external state changes
+     * (e.g. `[!!credentials]` so the query re-runs once HMAC credentials load).
+     */
+    keyExtra?: unknown[];
+}
+/**
+ * Fetch enriched orders for multiple wallets in a single request.
+ * Each provider is queried with its own address. Orders include
+ * market and event summary data from the backend.
+ */
+declare function useOrdersMulti(params: ListOrdersMultiParams, options?: UseOrdersMultiOptions, queryOptions?: Omit<UseQueryOptions<PredictOrdersResponse, Error, PredictOrdersResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictOrdersResponse, Error>;
+
 declare function orderQueryKey(id: string, source: ProviderSource): unknown[];
 interface UseOrderParams {
     id: string;
@@ -450,7 +471,14 @@ interface CancelOrderVariables {
     id: string;
     source: ProviderSource;
 }
-declare function useCancelOrder(mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
+interface UseCancelOrderOptions {
+    /**
+     * Async callback invoked before the cancel request to obtain extra headers.
+     * Required for Polymarket orders (POLY_* HMAC authentication headers).
+     */
+    getHeaders?: (vars: CancelOrderVariables) => Record<string, string> | Promise<Record<string, string>>;
+}
+declare function useCancelOrder(options?: UseCancelOrderOptions, mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
 
 type UseInfiniteMatchesParams = Omit<MatchesParams, "cursor">;
 type InfiniteQueryOptions$1 = Omit<UseInfiniteQueryOptions<MatchGroupPage, Error, InfiniteData<MatchGroupPage>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
@@ -481,6 +509,10 @@ type UseInfiniteTradesParams = Omit<ListTradesParams, "cursor">;
 declare function infiniteTradesQueryKey(params: UseInfiniteTradesParams): unknown[];
 declare function useInfiniteTrades(params: UseInfiniteTradesParams): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictTrade>, unknown>, Error>;
 
+type UseInfiniteTradesMultiParams = Omit<ListTradesMultiParams, "cursor">;
+declare function infiniteTradesMultiQueryKey(params: UseInfiniteTradesMultiParams): unknown[];
+declare function useInfiniteTradesMulti(params: UseInfiniteTradesMultiParams): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictTrade>, unknown>, Error>;
+
 declare function dflowQuoteQueryKey(params: DFlowQuoteRequest): unknown[];
 /**
  * Fetch a DFlow quote. The query is only enabled when all required
@@ -824,4 +856,4 @@ interface CreatePolymarketOrderVariables {
  */
 declare function useCreatePolymarketOrder(mutationOptions?: Omit<UseMutationOptions<PredictOrder, Error, CreatePolymarketOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<PredictOrder, Error, CreatePolymarketOrderVariables, unknown>;
 
-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 };
+export { AvailableSharesResponse, BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersMultiParams, ListOrdersParams, ListTradesMultiParams, 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, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseAvailableSharesOptions, type UseAvailableSharesParams, type UseBalanceParams, type UseCancelOrderOptions, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesMultiParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersMultiOptions, 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, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, 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, useInfiniteTradesMulti, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, useOrdersMulti, 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, 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 { 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 ListOrdersMultiParams, q as PredictOrdersResponse, r as CancelOrderResult, M as MatchesParams, s as MatchGroupPage, t as MatchGroup, u as MatchMarketParams, v as MatchMarketPage, w as ListTradesParams, x as ListTradesMultiParams, D as DFlowQuoteRequest, y as DFlowQuoteResponse, z as DFlowSubmitResponse, F as DFlowSubmitRequest, G as DFlowKYCStatus, H as PolymarketSetupStatus, W as WithdrawBuildResponse, I as WithdrawBuildRequest, J as WithdrawSubmitResponse, K as WithdrawSubmitRequest, N as WithdrawStatusResponse, Q as PolymarketDepositAddresses, R as PolymarketWithdrawResponse, T as PolymarketWithdrawRequest, U as TickSizeResponse, V as WsConnectionStatus, X as WsDataMessage, Y as WsPriceEvent, Z as WsOrderbookEvent, _ as WsTradeEvent, $ as CreateOrderInput } from './server-BPTOChEG.js';
+export { b2 as BuildClobAuthMessageInput, bf as BuildOrderMessageInput, aV as CLOB_AUTH_DOMAIN, aW as CLOB_AUTH_TYPES, b3 as CTF_EXCHANGE_ADDRESS, b8 as CTF_ORDER_TYPES, be as ClobOrderPayload, ah as DFlowOrderContext, aj as DepositBuildRequest, ak as DepositBuildResponse, an as DepositStatusResponse, al as DepositSubmitRequest, am as DepositSubmitResponse, ab as EventSummary, a$ as HttpMethod, a8 as MarketOutcome, a7 as MarketResult, a6 as MarketStatus, ac as MarketSummary, au as MatchConfidenceTier, aq as MatchGroupEntry, ar as MatchGroupMarket, av as MatchMarketFlat, as as MatchSortField, ap as MatchStatus, at as MatchesStats, b4 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b9 as ORDER_TYPE, bg as OrderMessage, ag as OrderSide, af as OrderStatus, a9 as OrderbookLevel, b6 as POLYGON_CHAIN_ID, b1 as PolymarketL2Headers, b0 as PolymarketL2HeadersInput, ai as PolymarketOrderType, ae as PredictPosition, a4 as PredictTag, a2 as PredictWsClientConfig, ad as PricePoint, a3 as ProviderMeta, aM as ResolveEventsParamsInput, ba as SIDE, a5 as SettlementSource, bh as SignedOrder, aN as TagSlugSelection, aa as TradeType, b5 as USDC_ADDRESS, ao as UnsignedTx, aw as WsChannel, ax as WsChannelEvent, ay as WsClientMessage, aE as WsErrorCode, aF as WsErrorMessage, aA as WsPingMessage, aC as WsPongMessage, aB as WsServerMessage, az as WsSubscribeMessage, aD as WsSubscribedMessage, aX as buildClobAuthMessage, bd as buildClobPayload, b7 as buildCtfExchangeDomain, bb as buildOrderMessage, aZ as buildPolymarketL2Headers, bc as buildSignedOrder, a0 as createPredictClient, a1 as createPredictWsClient, a_ as derivePolymarketApiKey, aG as eventQueryKey, aH as fetchEvent, aL as fetchEventsPage, aP as fetchMarket, aU as fetchMatchMarketsPage, aS as fetchMatchesPage, aY as hmacSha256Base64, aK as infiniteEventsQueryKey, aO as marketQueryKey, aT as matchMarketsQueryKey, aR as matchQueryKey, aQ as matchesQueryKey, aJ as resolveEventsParams, aI as resolveTagSlug } from './server-BPTOChEG.js';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -436,6 +436,27 @@ interface UseInfiniteOrdersOptions {
 declare function infiniteOrdersQueryKey(params: UseInfiniteOrdersParams): unknown[];
 declare function useInfiniteOrders(params: UseInfiniteOrdersParams, options?: UseInfiniteOrdersOptions): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictOrder>, unknown>, Error>;
 
+declare function ordersMultiQueryKey(params: ListOrdersMultiParams): unknown[];
+interface UseOrdersMultiOptions {
+    /**
+     * Async callback invoked before each request to obtain extra headers.
+     * Used by Polymarket orders to attach POLY_* HMAC authentication headers.
+     */
+    getHeaders?: () => Record<string, string> | Promise<Record<string, string>>;
+    /**
+     * Extra values appended to the query key for cache invalidation.
+     * Use this to force a refetch when external state changes
+     * (e.g. `[!!credentials]` so the query re-runs once HMAC credentials load).
+     */
+    keyExtra?: unknown[];
+}
+/**
+ * Fetch enriched orders for multiple wallets in a single request.
+ * Each provider is queried with its own address. Orders include
+ * market and event summary data from the backend.
+ */
+declare function useOrdersMulti(params: ListOrdersMultiParams, options?: UseOrdersMultiOptions, queryOptions?: Omit<UseQueryOptions<PredictOrdersResponse, Error, PredictOrdersResponse, unknown[]>, "queryKey" | "queryFn">): _tanstack_react_query.UseQueryResult<PredictOrdersResponse, Error>;
+
 declare function orderQueryKey(id: string, source: ProviderSource): unknown[];
 interface UseOrderParams {
     id: string;
@@ -450,7 +471,14 @@ interface CancelOrderVariables {
     id: string;
     source: ProviderSource;
 }
-declare function useCancelOrder(mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
+interface UseCancelOrderOptions {
+    /**
+     * Async callback invoked before the cancel request to obtain extra headers.
+     * Required for Polymarket orders (POLY_* HMAC authentication headers).
+     */
+    getHeaders?: (vars: CancelOrderVariables) => Record<string, string> | Promise<Record<string, string>>;
+}
+declare function useCancelOrder(options?: UseCancelOrderOptions, mutationOptions?: Omit<UseMutationOptions<CancelOrderResult, Error, CancelOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<CancelOrderResult, Error, CancelOrderVariables, unknown>;
 
 type UseInfiniteMatchesParams = Omit<MatchesParams, "cursor">;
 type InfiniteQueryOptions$1 = Omit<UseInfiniteQueryOptions<MatchGroupPage, Error, InfiniteData<MatchGroupPage>, unknown[], string | undefined>, "queryKey" | "queryFn" | "initialPageParam" | "getNextPageParam">;
@@ -481,6 +509,10 @@ type UseInfiniteTradesParams = Omit<ListTradesParams, "cursor">;
 declare function infiniteTradesQueryKey(params: UseInfiniteTradesParams): unknown[];
 declare function useInfiniteTrades(params: UseInfiniteTradesParams): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictTrade>, unknown>, Error>;
 
+type UseInfiniteTradesMultiParams = Omit<ListTradesMultiParams, "cursor">;
+declare function infiniteTradesMultiQueryKey(params: UseInfiniteTradesMultiParams): unknown[];
+declare function useInfiniteTradesMulti(params: UseInfiniteTradesMultiParams): _tanstack_react_query.UseInfiniteQueryResult<_tanstack_react_query.InfiniteData<PredictPage<PredictTrade>, unknown>, Error>;
+
 declare function dflowQuoteQueryKey(params: DFlowQuoteRequest): unknown[];
 /**
  * Fetch a DFlow quote. The query is only enabled when all required
@@ -824,4 +856,4 @@ interface CreatePolymarketOrderVariables {
  */
 declare function useCreatePolymarketOrder(mutationOptions?: Omit<UseMutationOptions<PredictOrder, Error, CreatePolymarketOrderVariables>, "mutationFn">): _tanstack_react_query.UseMutationResult<PredictOrder, Error, CreatePolymarketOrderVariables, unknown>;
 
-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 };
+export { AvailableSharesResponse, BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, ListCandlesticksParams, ListEventsParams, ListMarketTradesParams, ListOrdersMultiParams, ListOrdersParams, ListTradesMultiParams, 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, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, SimilarEventsParams, TickSizeResponse, type UseAvailableSharesOptions, type UseAvailableSharesParams, type UseBalanceParams, type UseCancelOrderOptions, type UseCandlesticksParams, type UseEventParams, type UseInfiniteMatchMarketsParams, type UseInfiniteMatchesParams, type UseInfiniteOrdersOptions, type UseInfiniteOrdersParams, type UseInfiniteTradesMultiParams, type UseInfiniteTradesParams, type UseMarketHistoryResult, type UseMarketParams, type UseMarketTradesParams, type UseOrderParams, type UseOrderbookParams, type UseOrderbookSubscriptionParams, type UseOrderbookSubscriptionResult, type UseOrdersMultiOptions, 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, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, 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, useInfiniteTradesMulti, useMarket, useMarketHistory, useMarketTrades, useMatch, useOrder, useOrderbook, useOrderbookSubscription, useOrders, useOrdersMulti, 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

@@ -188,6 +188,22 @@ var PredictClient = class {
       headers ? { headers } : void 0
     );
   }
+  /**
+   * Multi-wallet order listing with enriched market/event context.
+   *
+   * Maps to `GET /api/v1/orders?kalshi_user=...&polymarket_user=...`.
+   *
+   * @param params  - Per-provider wallet addresses.
+   * @param headers - Optional extra headers (e.g. Polymarket POLY_* HMAC headers).
+   */
+  async listOrdersMulti(params, headers) {
+    const query = buildQuery(params);
+    const url = `${this.endpoint}/api/v1/orders${query}`;
+    return await utils.httpGet(
+      url,
+      headers ? { headers } : void 0
+    );
+  }
   /**
    * Maps to `GET /api/v1/orders/:id?source=...`.
    *
@@ -332,6 +348,12 @@ var PredictClient = class {
     const url = `${this.endpoint}/api/v1/trades${query}`;
     return await utils.httpGet(url);
   }
+  /** Maps to `GET /api/v1/trades?kalshi_user=...&polymarket_user=...`. */
+  async listTradesMulti(params) {
+    const query = buildQuery(params);
+    const url = `${this.endpoint}/api/v1/trades${query}`;
+    return await utils.httpGet(url);
+  }
   // -------------------------------------------------------------------------
   // Withdraw
   // -------------------------------------------------------------------------
@@ -1337,6 +1359,30 @@ function useInfiniteOrders(params, options) {
     enabled: Boolean(params.wallet_address)
   });
 }
+function ordersMultiQueryKey(params) {
+  return [
+    "predict",
+    "orders",
+    "multi",
+    params.kalshi_user ?? "",
+    params.polymarket_user ?? ""
+  ];
+}
+function useOrdersMulti(params, options, queryOptions = {}) {
+  const client = usePredictClient();
+  const hasAnyWallet = Boolean(params.kalshi_user || params.polymarket_user);
+  return reactQuery.useQuery({
+    queryKey: [...ordersMultiQueryKey(params), ...options?.keyExtra ?? []],
+    queryFn: async () => {
+      const headers = await options?.getHeaders?.();
+      return client.listOrdersMulti(params, headers);
+    },
+    enabled: hasAnyWallet,
+    staleTime: 1e4,
+    refetchInterval: 3e4,
+    ...queryOptions
+  });
+}
 function orderQueryKey(id, source) {
   return ["predict", "order", id, source];
 }
@@ -1350,15 +1396,23 @@ function useOrder(params, queryOptions = {}) {
     ...queryOptions
   });
 }
-function useCancelOrder(mutationOptions = {}) {
+function useCancelOrder(options, mutationOptions = {}) {
   const client = usePredictClient();
   const queryClient = reactQuery.useQueryClient();
+  const { onSuccess, onError, ...restMutationOptions } = mutationOptions;
   return reactQuery.useMutation({
-    mutationFn: (vars) => client.cancelOrder(vars.id, vars.source),
-    onSuccess: () => {
+    mutationFn: async (vars) => {
+      const headers = await options?.getHeaders?.(vars);
+      return client.cancelOrder(vars.id, vars.source, headers);
+    },
+    onSuccess: (...args) => {
       queryClient.invalidateQueries({ queryKey: ["predict", "orders"] });
+      onSuccess?.(...args);
     },
-    ...mutationOptions
+    onError: (...args) => {
+      onError?.(...args);
+    },
+    ...restMutationOptions
   });
 }
 
@@ -1451,6 +1505,19 @@ function useInfiniteTrades(params) {
     enabled: Boolean(params.wallet)
   });
 }
+function infiniteTradesMultiQueryKey(params) {
+  return ["predict", "trades-by-wallet", "infinite-multi", params];
+}
+function useInfiniteTradesMulti(params) {
+  const client = usePredictClient();
+  return reactQuery.useInfiniteQuery({
+    queryKey: infiniteTradesMultiQueryKey(params),
+    queryFn: ({ pageParam }) => client.listTradesMulti({ ...params, cursor: pageParam }),
+    initialPageParam: void 0,
+    getNextPageParam: (lastPage) => lastPage.has_more ? lastPage.next_cursor : void 0,
+    enabled: Boolean(params.kalshi_user || params.polymarket_user)
+  });
+}
 function dflowQuoteQueryKey(params) {
   return ["predict", "dflow-quote", params];
 }
@@ -2132,6 +2199,7 @@ exports.fetchMatchesPage = fetchMatchesPage;
 exports.hmacSha256Base64 = hmacSha256Base64;
 exports.infiniteEventsQueryKey = infiniteEventsQueryKey;
 exports.infiniteOrdersQueryKey = infiniteOrdersQueryKey;
+exports.infiniteTradesMultiQueryKey = infiniteTradesMultiQueryKey;
 exports.infiniteTradesQueryKey = infiniteTradesQueryKey;
 exports.marketQueryKey = marketQueryKey;
 exports.marketTradesQueryKey = marketTradesQueryKey;
@@ -2140,6 +2208,7 @@ exports.matchQueryKey = matchQueryKey;
 exports.matchesQueryKey = matchesQueryKey;
 exports.orderQueryKey = orderQueryKey;
 exports.orderbookQueryKey = orderbookQueryKey;
+exports.ordersMultiQueryKey = ordersMultiQueryKey;
 exports.ordersQueryKey = ordersQueryKey;
 exports.polymarketDepositAddressesQueryKey = polymarketDepositAddressesQueryKey;
 exports.polymarketSetupQueryKey = polymarketSetupQueryKey;
@@ -2167,6 +2236,7 @@ exports.useInfiniteMatchMarkets = useInfiniteMatchMarkets;
 exports.useInfiniteMatches = useInfiniteMatches;
 exports.useInfiniteOrders = useInfiniteOrders;
 exports.useInfiniteTrades = useInfiniteTrades;
+exports.useInfiniteTradesMulti = useInfiniteTradesMulti;
 exports.useMarket = useMarket;
 exports.useMarketHistory = useMarketHistory;
 exports.useMarketTrades = useMarketTrades;
@@ -2175,6 +2245,7 @@ exports.useOrder = useOrder;
 exports.useOrderbook = useOrderbook;
 exports.useOrderbookSubscription = useOrderbookSubscription;
 exports.useOrders = useOrders;
+exports.useOrdersMulti = useOrdersMulti;
 exports.usePolymarket = usePolymarket;
 exports.usePolymarketDeposit = usePolymarketDeposit;
 exports.usePolymarketDepositAddresses = usePolymarketDepositAddresses;