@liberfi.io/react-predict 0.1.51 → 0.1.53

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 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, D as DFlowQuoteRequest, x as DFlowQuoteResponse, y as DFlowSubmitResponse, z as DFlowSubmitRequest, F as DFlowKYCStatus, G as PolymarketSetupStatus, W as WithdrawBuildResponse, H as WithdrawBuildRequest, I as WithdrawSubmitResponse, J as WithdrawSubmitRequest, K as WithdrawStatusResponse, N as PolymarketDepositAddresses, Q as PolymarketWithdrawResponse, R as PolymarketWithdrawRequest, T as TickSizeResponse, U as WsConnectionStatus, V as WsDataMessage, X as WsPriceEvent, Y as WsOrderbookEvent, Z as WsTradeEvent, _ as CreateOrderInput } from './server-eKqIns8z.mjs';
-export { b1 as BuildClobAuthMessageInput, be as BuildOrderMessageInput, aU as CLOB_AUTH_DOMAIN, aV as CLOB_AUTH_TYPES, b2 as CTF_EXCHANGE_ADDRESS, b7 as CTF_ORDER_TYPES, bd as ClobOrderPayload, ag as DFlowOrderContext, ai as DepositBuildRequest, aj as DepositBuildResponse, am as DepositStatusResponse, ak as DepositSubmitRequest, al as DepositSubmitResponse, aa as EventSummary, a_ as HttpMethod, a7 as MarketOutcome, a6 as MarketResult, a5 as MarketStatus, ab as MarketSummary, at as MatchConfidenceTier, ap as MatchGroupEntry, aq as MatchGroupMarket, au as MatchMarketFlat, ar as MatchSortField, ao as MatchStatus, as as MatchesStats, b3 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b8 as ORDER_TYPE, bf as OrderMessage, af as OrderSide, ae as OrderStatus, a8 as OrderbookLevel, b5 as POLYGON_CHAIN_ID, b0 as PolymarketL2Headers, a$ as PolymarketL2HeadersInput, ah as PolymarketOrderType, ad as PredictPosition, a3 as PredictTag, a1 as PredictWsClientConfig, ac as PricePoint, a2 as ProviderMeta, aL as ResolveEventsParamsInput, b9 as SIDE, a4 as SettlementSource, bg as SignedOrder, aM as TagSlugSelection, a9 as TradeType, b4 as USDC_ADDRESS, an as UnsignedTx, av as WsChannel, aw as WsChannelEvent, ax as WsClientMessage, aD as WsErrorCode, aE as WsErrorMessage, az as WsPingMessage, aB as WsPongMessage, aA as WsServerMessage, ay as WsSubscribeMessage, aC as WsSubscribedMessage, aW as buildClobAuthMessage, bc as buildClobPayload, b6 as buildCtfExchangeDomain, ba as buildOrderMessage, aY as buildPolymarketL2Headers, bb as buildSignedOrder, $ as createPredictClient, a0 as createPredictWsClient, aZ as derivePolymarketApiKey, aF as eventQueryKey, aG as fetchEvent, aK as fetchEventsPage, aO as fetchMarket, aT as fetchMatchMarketsPage, aR as fetchMatchesPage, aX as hmacSha256Base64, aJ as infiniteEventsQueryKey, aN as marketQueryKey, aS as matchMarketsQueryKey, aQ as matchQueryKey, aP as matchesQueryKey, aI as resolveEventsParams, aH as resolveTagSlug } from './server-eKqIns8z.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-DUc4MoLH.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-DUc4MoLH.mjs';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -509,6 +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
@@ -852,4 +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, ListOrdersMultiParams, 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, 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 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, 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, 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 };
+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 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, D as DFlowQuoteRequest, x as DFlowQuoteResponse, y as DFlowSubmitResponse, z as DFlowSubmitRequest, F as DFlowKYCStatus, G as PolymarketSetupStatus, W as WithdrawBuildResponse, H as WithdrawBuildRequest, I as WithdrawSubmitResponse, J as WithdrawSubmitRequest, K as WithdrawStatusResponse, N as PolymarketDepositAddresses, Q as PolymarketWithdrawResponse, R as PolymarketWithdrawRequest, T as TickSizeResponse, U as WsConnectionStatus, V as WsDataMessage, X as WsPriceEvent, Y as WsOrderbookEvent, Z as WsTradeEvent, _ as CreateOrderInput } from './server-eKqIns8z.js';
-export { b1 as BuildClobAuthMessageInput, be as BuildOrderMessageInput, aU as CLOB_AUTH_DOMAIN, aV as CLOB_AUTH_TYPES, b2 as CTF_EXCHANGE_ADDRESS, b7 as CTF_ORDER_TYPES, bd as ClobOrderPayload, ag as DFlowOrderContext, ai as DepositBuildRequest, aj as DepositBuildResponse, am as DepositStatusResponse, ak as DepositSubmitRequest, al as DepositSubmitResponse, aa as EventSummary, a_ as HttpMethod, a7 as MarketOutcome, a6 as MarketResult, a5 as MarketStatus, ab as MarketSummary, at as MatchConfidenceTier, ap as MatchGroupEntry, aq as MatchGroupMarket, au as MatchMarketFlat, ar as MatchSortField, ao as MatchStatus, as as MatchesStats, b3 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b8 as ORDER_TYPE, bf as OrderMessage, af as OrderSide, ae as OrderStatus, a8 as OrderbookLevel, b5 as POLYGON_CHAIN_ID, b0 as PolymarketL2Headers, a$ as PolymarketL2HeadersInput, ah as PolymarketOrderType, ad as PredictPosition, a3 as PredictTag, a1 as PredictWsClientConfig, ac as PricePoint, a2 as ProviderMeta, aL as ResolveEventsParamsInput, b9 as SIDE, a4 as SettlementSource, bg as SignedOrder, aM as TagSlugSelection, a9 as TradeType, b4 as USDC_ADDRESS, an as UnsignedTx, av as WsChannel, aw as WsChannelEvent, ax as WsClientMessage, aD as WsErrorCode, aE as WsErrorMessage, az as WsPingMessage, aB as WsPongMessage, aA as WsServerMessage, ay as WsSubscribeMessage, aC as WsSubscribedMessage, aW as buildClobAuthMessage, bc as buildClobPayload, b6 as buildCtfExchangeDomain, ba as buildOrderMessage, aY as buildPolymarketL2Headers, bb as buildSignedOrder, $ as createPredictClient, a0 as createPredictWsClient, aZ as derivePolymarketApiKey, aF as eventQueryKey, aG as fetchEvent, aK as fetchEventsPage, aO as fetchMarket, aT as fetchMatchMarketsPage, aR as fetchMatchesPage, aX as hmacSha256Base64, aJ as infiniteEventsQueryKey, aN as marketQueryKey, aS as matchMarketsQueryKey, aQ as matchQueryKey, aP as matchesQueryKey, aI as resolveEventsParams, aH as resolveTagSlug } from './server-eKqIns8z.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-DUc4MoLH.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-DUc4MoLH.js';
 import * as react_jsx_runtime from 'react/jsx-runtime';
 import * as react from 'react';
 import { PropsWithChildren } from 'react';
@@ -509,6 +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
@@ -852,4 +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, ListOrdersMultiParams, 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, 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 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, 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, 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 };
+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

@@ -348,6 +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
   // -------------------------------------------------------------------------
@@ -1499,6 +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];
 }
@@ -1989,6 +2008,16 @@ function floorDecimalPlaces(n, d) {
   const factor = 10 ** d;
   return Math.floor(n * factor) / factor;
 }
+function ceilDecimalPlaces(n, d) {
+  const factor = 10 ** d;
+  return Math.ceil(n * factor) / factor;
+}
+function countDecimalPlaces(n) {
+  const s = n.toString();
+  const dot = s.indexOf(".");
+  if (dot === -1) return 0;
+  return s.length - dot - 1;
+}
 function toMicroUsdc(amount) {
   return BigInt(Math.round(amount * 1e6));
 }
@@ -1998,16 +2027,48 @@ function normalizeTokenId(tokenId) {
   }
   return tokenId;
 }
-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 = side === SIDE.SELL ? floorDecimalPlaces(input.size, rc.size) : decimalPlaces(input.size, rc.size);
+var MARKET_MAKER_MAX_DECIMALS = 2;
+var MARKET_TAKER_MAX_DECIMALS = 4;
+function getMarketOrderAmounts(side, size, price, rc) {
+  const rawPrice = decimalPlaces(price, rc.price);
+  const makerDecimals = Math.min(rc.size, MARKET_MAKER_MAX_DECIMALS);
+  const takerDecimals = Math.min(rc.amount, MARKET_TAKER_MAX_DECIMALS);
+  if (side === SIDE.BUY) {
+    const rawMakerAmt2 = floorDecimalPlaces(size, makerDecimals);
+    let rawTakerAmt2 = rawMakerAmt2 / rawPrice;
+    if (countDecimalPlaces(rawTakerAmt2) > takerDecimals) {
+      rawTakerAmt2 = floorDecimalPlaces(rawTakerAmt2, takerDecimals);
+    }
+    return {
+      makerAmount: toMicroUsdc(rawMakerAmt2).toString(),
+      takerAmount: toMicroUsdc(rawTakerAmt2).toString()
+    };
+  }
+  const rawMakerAmt = floorDecimalPlaces(size, makerDecimals);
+  let rawTakerAmt = rawMakerAmt * rawPrice;
+  if (countDecimalPlaces(rawTakerAmt) > takerDecimals) {
+    rawTakerAmt = ceilDecimalPlaces(rawTakerAmt, takerDecimals);
+  }
+  return {
+    makerAmount: toMicroUsdc(rawMakerAmt).toString(),
+    takerAmount: toMicroUsdc(rawTakerAmt).toString()
+  };
+}
+function getLimitOrderAmounts(side, size, price, rc) {
+  const rawPrice = decimalPlaces(price, rc.price);
+  const rawSize = side === SIDE.SELL ? floorDecimalPlaces(size, rc.size) : decimalPlaces(size, rc.size);
   const sizeInMicro = toMicroUsdc(rawSize);
   const rawAmount = decimalPlaces(rawSize * rawPrice, rc.amount);
   const amountInMicro = toMicroUsdc(rawAmount);
   const makerAmount = side === SIDE.BUY ? amountInMicro.toString() : sizeInMicro.toString();
   const takerAmount = side === SIDE.BUY ? sizeInMicro.toString() : amountInMicro.toString();
+  return { makerAmount, takerAmount };
+}
+function buildOrderMessage(input) {
+  const side = input.side === "BUY" ? SIDE.BUY : SIDE.SELL;
+  const rc = ROUNDING_CONFIG[input.tickSize] ?? DEFAULT_ROUNDING;
+  const isMarketOrder = input.orderType === "FOK" || input.orderType === "FAK";
+  const { makerAmount, takerAmount } = isMarketOrder ? getMarketOrderAmounts(side, input.size, input.price, rc) : getLimitOrderAmounts(side, input.size, input.price, rc);
   const maker = input.funderAddress ?? input.signerAddress;
   return {
     salt: Math.floor(Math.random() * 1e15).toString(),
@@ -2122,6 +2183,9 @@ function useCreatePolymarketOrder(mutationOptions = {}) {
 }
 function computeOrderCost(input) {
   if (input.side === "SELL") return "0";
+  if (input.orderType === "FOK" || input.orderType === "FAK") {
+    return input.size.toFixed(6);
+  }
   return (input.price * input.size).toFixed(6);
 }
 async function pollTxConfirmed(fetchStatus, txHash) {
@@ -2180,6 +2244,7 @@ exports.fetchMatchesPage = fetchMatchesPage;
 exports.hmacSha256Base64 = hmacSha256Base64;
 exports.infiniteEventsQueryKey = infiniteEventsQueryKey;
 exports.infiniteOrdersQueryKey = infiniteOrdersQueryKey;
+exports.infiniteTradesMultiQueryKey = infiniteTradesMultiQueryKey;
 exports.infiniteTradesQueryKey = infiniteTradesQueryKey;
 exports.marketQueryKey = marketQueryKey;
 exports.marketTradesQueryKey = marketTradesQueryKey;
@@ -2216,6 +2281,7 @@ exports.useInfiniteMatchMarkets = useInfiniteMatchMarkets;
 exports.useInfiniteMatches = useInfiniteMatches;
 exports.useInfiniteOrders = useInfiniteOrders;
 exports.useInfiniteTrades = useInfiniteTrades;
+exports.useInfiniteTradesMulti = useInfiniteTradesMulti;
 exports.useMarket = useMarket;
 exports.useMarketHistory = useMarketHistory;
 exports.useMarketTrades = useMarketTrades;