@liberfi.io/react-predict 0.1.51 → 0.1.53

package/dist/{server-eKqIns8z.d.mts → server-DUc4MoLH.d.mts}

@@ -217,6 +217,19 @@ interface ListTradesParams {
     type?: string;
     side?: string;
 }
+/**
+ * Query parameters for `GET /api/v1/trades` in multi-wallet mode.
+ * Each provider uses its own wallet address (e.g. Solana for Kalshi, EVM for Polymarket).
+ */
+interface ListTradesMultiParams {
+    kalshi_user?: string;
+    polymarket_user?: string;
+    limit?: number;
+    cursor?: string;
+    /** Comma-separated trade types. */
+    type?: string;
+    side?: string;
+}
 /** A single price-history data point. */
 interface PricePoint {
     /** Unix seconds. */
@@ -584,13 +597,26 @@ interface DFlowSubmitResponse {
 }
 /** Order type for Polymarket CLOB. */
 type PolymarketOrderType = "GTC" | "FOK" | "GTD" | "FAK";
-/** Input for creating a Polymarket limit order. */
+/**
+ * Input for creating a Polymarket order (limit or market).
+ * @see https://docs.polymarket.com/trading/orders/create
+ */
 interface CreateOrderInput {
     /** Token ID (outcome asset ID) from market provider_meta. */
     tokenId: string;
     /** Price in range [0.01, 0.99]. */
     price: number;
-    /** Order size in USDC. */
+    /**
+     * Order size — meaning depends on order type:
+     * - **Market BUY (FOK/FAK)**: USDC dollar amount to spend.
+     * - **Market SELL (FOK/FAK)**: Number of shares to sell.
+     * - **Limit BUY/SELL (GTC/GTD)**: Number of shares.
+     *
+     * This matches the official Polymarket SDK where `createMarketOrder` takes
+     * `amount` (USDC for buy, shares for sell), while `createOrder` (limit)
+     * takes `size` (always shares).
+     * @see https://docs.polymarket.com/trading/orders/create#market-orders
+     */
     size: number;
     side: OrderSide;
     orderType?: PolymarketOrderType;
@@ -908,6 +934,8 @@ declare class PredictClient {
     listMatchMarkets(params?: MatchMarketParams): Promise<MatchMarketPage>;
     /** Maps to `GET /api/v1/trades?source=...&wallet=...`. */
     listTrades(params: ListTradesParams): Promise<PredictPage<PredictTrade>>;
+    /** Maps to `GET /api/v1/trades?kalshi_user=...&polymarket_user=...`. */
+    listTradesMulti(params: ListTradesMultiParams): Promise<PredictPage<PredictTrade>>;
     /** Maps to `POST /api/v1/withdraw/build`. */
     withdrawBuild(body: WithdrawBuildRequest): Promise<WithdrawBuildResponse>;
     /** Maps to `POST /api/v1/withdraw/submit`. */
@@ -1314,9 +1342,22 @@ declare function derivePolymarketApiKey(address: string, signature: string, time
  * Neg-Risk CTF Exchange contracts (Polygon mainnet).
  *
  * References:
- *   https://github.com/Polymarket/clob-client/blob/main/src/order-builder/builder.ts
- *   https://github.com/Polymarket/clob-client/blob/main/src/order-builder/helpers.ts
- *   https://docs.polymarket.com/#create-order
+ *   - Official docs (order creation):
+ *     https://docs.polymarket.com/trading/orders/create
+ *   - Official TS CLOB client (order builder / helpers):
+ *     https://github.com/Polymarket/clob-client/blob/main/src/order-builder/builder.ts
+ *     https://github.com/Polymarket/clob-client/blob/main/src/order-builder/helpers.ts
+ *   - Official Python CLOB client (order builder — has `get_market_order_amounts`):
+ *     https://github.com/Polymarket/py-clob-client/blob/main/py_clob_client/order_builder/builder.py
+ *
+ * Market order (FOK/FAK) precision limits — NOT documented in official docs,
+ * enforced server-side and discovered via API error messages:
+ *   - makerAmount: max 2 decimal places (human-readable)
+ *   - takerAmount: max 4 decimal places (human-readable)
+ *   - GitHub issues tracking this undocumented constraint:
+ *     https://github.com/Polymarket/py-clob-client/issues/121
+ *     https://github.com/Polymarket/py-clob-client/issues/253
+ *     https://github.com/Polymarket/rs-clob-client/issues/261
  */
 
 /** Polymarket CTF Exchange contract (standard markets). */
@@ -1398,36 +1439,55 @@ interface BuildOrderMessageInput extends CreateOrderInput {
 }
 interface OrderMessage {
     salt: string;
+    /** Funder address that holds the collateral (USDC.e or outcome tokens). */
     maker: string;
+    /** Signer address that signs the EIP-712 order. */
     signer: string;
+    /** Taker address (0x0 = any counterparty). */
     taker: string;
     tokenId: string;
+    /**
+     * Amount the maker provides (micro-USDC, 6 decimals).
+     * BUY: USDC spent.  SELL: shares sold.
+     */
     makerAmount: string;
+    /**
+     * Amount the taker provides (micro-USDC, 6 decimals).
+     * BUY: shares received.  SELL: USDC received.
+     */
     takerAmount: string;
     expiration: string;
     nonce: string;
     feeRateBps: string;
+    /** 0 = BUY, 1 = SELL (matches CTFExchange.sol). */
     side: number;
+    /** 0 = EOA, 1 = POLY_PROXY, 2 = POLY_GNOSIS_SAFE. */
     signatureType: number;
 }
 /**
- * Build the EIP-712 typed data value for a Polymarket limit order.
+ * Build the EIP-712 typed data value for a Polymarket order.
+ *
+ * All amounts are in micro-USDC / micro-shares (1 unit = 1 000 000).
  *
- * All amounts are in micro-USDC (1 USDC = 1 000 000).
+ * Maker/taker semantics:
+ *   BUY:  makerAmount = USDC spent,   takerAmount = shares received
+ *   SELL: makerAmount = shares sold,  takerAmount = USDC received
  *
- * For a BUY order:
- *   - `makerAmount` = USDC spent (cost = size × price)
- *   - `takerAmount` = shares received (= size)
+ * Input `size` semantics depend on order type:
+ *   Market BUY  (FOK/FAK): size = USDC dollar amount to spend
+ *   Market SELL (FOK/FAK): size = number of shares to sell
+ *   Limit  BUY  (GTC/GTD): size = number of shares to buy
+ *   Limit  SELL (GTC/GTD): size = number of shares to sell
  *
- * For a SELL order:
- *   - `makerAmount` = shares sold (= size)
- *   - `takerAmount` = USDC received (cost = size × price)
+ * Precision:
+ *   Market orders → makerAmount ≤ 2 decimals, takerAmount ≤ 4 decimals
+ *   Limit  orders → determined by tick-size ROUNDING_CONFIG (no API cap)
  *
- * Amount rounding follows the official Polymarket CLOB client to guarantee
- * that `makerAmount / takerAmount` produces a tick-aligned price.
- * The key invariant: `amountDecimals = sizeDecimals + priceDecimals`, so
- * `round(size × price, amountDecimals) / round(size, sizeDecimals)` has
- * exactly `priceDecimals` decimal places.
+ * Rounding direction:
+ *   Market BUY:  maker = floor (spend less), taker = floor (fewer shares)
+ *   Market SELL: maker = floor (sell fewer),  taker = ceil  (receive more)
+ *   Limit  BUY:  size = round (tick-align),   amount = round
+ *   Limit  SELL: size = floor (avoid overselling), amount = round
  */
 declare function buildOrderMessage(input: BuildOrderMessageInput): OrderMessage;
 interface SignedOrder extends OrderMessage {
@@ -1480,4 +1540,4 @@ interface ClobOrderPayload {
  */
 declare function buildClobPayload(signedOrder: SignedOrder, owner: string): ClobOrderPayload;
 
-export { createPredictClient as $, type AvailableSharesResponse as A, type BalanceResponse as B, type Candlestick as C, type DFlowQuoteRequest as D, type EventStats as E, type DFlowKYCStatus as F, type PolymarketSetupStatus as G, type WithdrawBuildRequest as H, type WithdrawSubmitResponse as I, type WithdrawSubmitRequest as J, type WithdrawStatusResponse as K, type ListEventsParams as L, type MatchesParams as M, type PolymarketDepositAddresses as N, type Orderbook as O, PredictClient as P, type PolymarketWithdrawResponse as Q, type PolymarketWithdrawRequest as R, type SimilarEventsParams as S, type TickSizeResponse as T, type WsConnectionStatus as U, type WsDataMessage as V, type WithdrawBuildResponse as W, type WsPriceEvent as X, type WsOrderbookEvent as Y, type WsTradeEvent as Z, type CreateOrderInput as _, PredictWsClient as a, type PolymarketL2HeadersInput as a$, createPredictWsClient as a0, type PredictWsClientConfig as a1, type ProviderMeta as a2, type PredictTag as a3, type SettlementSource as a4, type MarketStatus as a5, type MarketResult as a6, type MarketOutcome as a7, type OrderbookLevel as a8, type TradeType as a9, type WsServerMessage as aA, type WsPongMessage as aB, type WsSubscribedMessage as aC, type WsErrorCode as aD, type WsErrorMessage as aE, eventQueryKey as aF, fetchEvent as aG, resolveTagSlug as aH, resolveEventsParams as aI, infiniteEventsQueryKey as aJ, fetchEventsPage as aK, type ResolveEventsParamsInput as aL, type TagSlugSelection as aM, marketQueryKey as aN, fetchMarket as aO, matchesQueryKey as aP, matchQueryKey as aQ, fetchMatchesPage as aR, matchMarketsQueryKey as aS, fetchMatchMarketsPage as aT, CLOB_AUTH_DOMAIN as aU, CLOB_AUTH_TYPES as aV, buildClobAuthMessage as aW, hmacSha256Base64 as aX, buildPolymarketL2Headers as aY, derivePolymarketApiKey as aZ, type HttpMethod as a_, type EventSummary as aa, type MarketSummary as ab, type PricePoint as ac, type PredictPosition as ad, type OrderStatus as ae, type OrderSide as af, type DFlowOrderContext as ag, type PolymarketOrderType as ah, type DepositBuildRequest as ai, type DepositBuildResponse as aj, type DepositSubmitRequest as ak, type DepositSubmitResponse as al, type DepositStatusResponse as am, type UnsignedTx as an, type MatchStatus as ao, type MatchGroupEntry as ap, type MatchGroupMarket as aq, type MatchSortField as ar, type MatchesStats as as, type MatchConfidenceTier as at, type MatchMarketFlat as au, type WsChannel as av, type WsChannelEvent as aw, type WsClientMessage as ax, type WsSubscribeMessage as ay, type WsPingMessage as az, type PredictPage as b, type PolymarketL2Headers as b0, type BuildClobAuthMessageInput as b1, CTF_EXCHANGE_ADDRESS as b2, NEG_RISK_CTF_EXCHANGE_ADDRESS as b3, USDC_ADDRESS as b4, POLYGON_CHAIN_ID as b5, buildCtfExchangeDomain as b6, CTF_ORDER_TYPES as b7, ORDER_TYPE as b8, SIDE as b9, buildOrderMessage as ba, buildSignedOrder as bb, buildClobPayload as bc, type ClobOrderPayload as bd, type BuildOrderMessageInput as be, type OrderMessage as bf, type SignedOrder as bg, DEFAULT_PAGE_SIZE as bh, type PredictEvent as c, type ProviderSource as d, type EventStatus as e, type EventSortField as f, type PredictMarket as g, type ListMarketTradesParams as h, type PredictTrade as i, type PriceHistoryRange as j, type PriceHistoryResponse as k, type ListCandlesticksParams as l, type PositionsResponse as m, type ListOrdersParams as n, type PredictOrder as o, type ListOrdersMultiParams as p, type PredictOrdersResponse as q, type CancelOrderResult as r, type MatchGroupPage as s, type MatchGroup as t, type MatchMarketParams as u, type MatchMarketPage as v, type ListTradesParams as w, type DFlowQuoteResponse as x, type DFlowSubmitResponse as y, type DFlowSubmitRequest as z };
+export { type CreateOrderInput as $, type AvailableSharesResponse as A, type BalanceResponse as B, type Candlestick as C, type DFlowQuoteRequest as D, type EventStats as E, type DFlowSubmitRequest as F, type DFlowKYCStatus as G, type PolymarketSetupStatus as H, type WithdrawBuildRequest as I, type WithdrawSubmitResponse as J, type WithdrawSubmitRequest as K, type ListEventsParams as L, type MatchesParams as M, type WithdrawStatusResponse as N, type Orderbook as O, PredictClient as P, type PolymarketDepositAddresses as Q, type PolymarketWithdrawResponse as R, type SimilarEventsParams as S, type PolymarketWithdrawRequest as T, type TickSizeResponse as U, type WsConnectionStatus as V, type WithdrawBuildResponse as W, type WsDataMessage as X, type WsPriceEvent as Y, type WsOrderbookEvent as Z, type WsTradeEvent as _, PredictWsClient as a, type HttpMethod as a$, createPredictClient as a0, createPredictWsClient as a1, type PredictWsClientConfig as a2, type ProviderMeta as a3, type PredictTag as a4, type SettlementSource as a5, type MarketStatus as a6, type MarketResult as a7, type MarketOutcome as a8, type OrderbookLevel as a9, type WsPingMessage as aA, type WsServerMessage as aB, type WsPongMessage as aC, type WsSubscribedMessage as aD, type WsErrorCode as aE, type WsErrorMessage as aF, eventQueryKey as aG, fetchEvent as aH, resolveTagSlug as aI, resolveEventsParams as aJ, infiniteEventsQueryKey as aK, fetchEventsPage as aL, type ResolveEventsParamsInput as aM, type TagSlugSelection as aN, marketQueryKey as aO, fetchMarket as aP, matchesQueryKey as aQ, matchQueryKey as aR, fetchMatchesPage as aS, matchMarketsQueryKey as aT, fetchMatchMarketsPage as aU, CLOB_AUTH_DOMAIN as aV, CLOB_AUTH_TYPES as aW, buildClobAuthMessage as aX, hmacSha256Base64 as aY, buildPolymarketL2Headers as aZ, derivePolymarketApiKey as a_, type TradeType as aa, type EventSummary as ab, type MarketSummary as ac, type PricePoint as ad, type PredictPosition as ae, type OrderStatus as af, type OrderSide as ag, type DFlowOrderContext as ah, type PolymarketOrderType as ai, type DepositBuildRequest as aj, type DepositBuildResponse as ak, type DepositSubmitRequest as al, type DepositSubmitResponse as am, type DepositStatusResponse as an, type UnsignedTx as ao, type MatchStatus as ap, type MatchGroupEntry as aq, type MatchGroupMarket as ar, type MatchSortField as as, type MatchesStats as at, type MatchConfidenceTier as au, type MatchMarketFlat as av, type WsChannel as aw, type WsChannelEvent as ax, type WsClientMessage as ay, type WsSubscribeMessage as az, type PredictPage as b, type PolymarketL2HeadersInput as b0, type PolymarketL2Headers as b1, type BuildClobAuthMessageInput as b2, CTF_EXCHANGE_ADDRESS as b3, NEG_RISK_CTF_EXCHANGE_ADDRESS as b4, USDC_ADDRESS as b5, POLYGON_CHAIN_ID as b6, buildCtfExchangeDomain as b7, CTF_ORDER_TYPES as b8, ORDER_TYPE as b9, SIDE as ba, buildOrderMessage as bb, buildSignedOrder as bc, buildClobPayload as bd, type ClobOrderPayload as be, type BuildOrderMessageInput as bf, type OrderMessage as bg, type SignedOrder as bh, DEFAULT_PAGE_SIZE as bi, type PredictEvent as c, type ProviderSource as d, type EventStatus as e, type EventSortField as f, type PredictMarket as g, type ListMarketTradesParams as h, type PredictTrade as i, type PriceHistoryRange as j, type PriceHistoryResponse as k, type ListCandlesticksParams as l, type PositionsResponse as m, type ListOrdersParams as n, type PredictOrder as o, type ListOrdersMultiParams as p, type PredictOrdersResponse as q, type CancelOrderResult as r, type MatchGroupPage as s, type MatchGroup as t, type MatchMarketParams as u, type MatchMarketPage as v, type ListTradesParams as w, type ListTradesMultiParams as x, type DFlowQuoteResponse as y, type DFlowSubmitResponse as z };

package/dist/{server-eKqIns8z.d.ts → server-DUc4MoLH.d.ts}

@@ -217,6 +217,19 @@ interface ListTradesParams {
     type?: string;
     side?: string;
 }
+/**
+ * Query parameters for `GET /api/v1/trades` in multi-wallet mode.
+ * Each provider uses its own wallet address (e.g. Solana for Kalshi, EVM for Polymarket).
+ */
+interface ListTradesMultiParams {
+    kalshi_user?: string;
+    polymarket_user?: string;
+    limit?: number;
+    cursor?: string;
+    /** Comma-separated trade types. */
+    type?: string;
+    side?: string;
+}
 /** A single price-history data point. */
 interface PricePoint {
     /** Unix seconds. */
@@ -584,13 +597,26 @@ interface DFlowSubmitResponse {
 }
 /** Order type for Polymarket CLOB. */
 type PolymarketOrderType = "GTC" | "FOK" | "GTD" | "FAK";
-/** Input for creating a Polymarket limit order. */
+/**
+ * Input for creating a Polymarket order (limit or market).
+ * @see https://docs.polymarket.com/trading/orders/create
+ */
 interface CreateOrderInput {
     /** Token ID (outcome asset ID) from market provider_meta. */
     tokenId: string;
     /** Price in range [0.01, 0.99]. */
     price: number;
-    /** Order size in USDC. */
+    /**
+     * Order size — meaning depends on order type:
+     * - **Market BUY (FOK/FAK)**: USDC dollar amount to spend.
+     * - **Market SELL (FOK/FAK)**: Number of shares to sell.
+     * - **Limit BUY/SELL (GTC/GTD)**: Number of shares.
+     *
+     * This matches the official Polymarket SDK where `createMarketOrder` takes
+     * `amount` (USDC for buy, shares for sell), while `createOrder` (limit)
+     * takes `size` (always shares).
+     * @see https://docs.polymarket.com/trading/orders/create#market-orders
+     */
     size: number;
     side: OrderSide;
     orderType?: PolymarketOrderType;
@@ -908,6 +934,8 @@ declare class PredictClient {
     listMatchMarkets(params?: MatchMarketParams): Promise<MatchMarketPage>;
     /** Maps to `GET /api/v1/trades?source=...&wallet=...`. */
     listTrades(params: ListTradesParams): Promise<PredictPage<PredictTrade>>;
+    /** Maps to `GET /api/v1/trades?kalshi_user=...&polymarket_user=...`. */
+    listTradesMulti(params: ListTradesMultiParams): Promise<PredictPage<PredictTrade>>;
     /** Maps to `POST /api/v1/withdraw/build`. */
     withdrawBuild(body: WithdrawBuildRequest): Promise<WithdrawBuildResponse>;
     /** Maps to `POST /api/v1/withdraw/submit`. */
@@ -1314,9 +1342,22 @@ declare function derivePolymarketApiKey(address: string, signature: string, time
  * Neg-Risk CTF Exchange contracts (Polygon mainnet).
  *
  * References:
- *   https://github.com/Polymarket/clob-client/blob/main/src/order-builder/builder.ts
- *   https://github.com/Polymarket/clob-client/blob/main/src/order-builder/helpers.ts
- *   https://docs.polymarket.com/#create-order
+ *   - Official docs (order creation):
+ *     https://docs.polymarket.com/trading/orders/create
+ *   - Official TS CLOB client (order builder / helpers):
+ *     https://github.com/Polymarket/clob-client/blob/main/src/order-builder/builder.ts
+ *     https://github.com/Polymarket/clob-client/blob/main/src/order-builder/helpers.ts
+ *   - Official Python CLOB client (order builder — has `get_market_order_amounts`):
+ *     https://github.com/Polymarket/py-clob-client/blob/main/py_clob_client/order_builder/builder.py
+ *
+ * Market order (FOK/FAK) precision limits — NOT documented in official docs,
+ * enforced server-side and discovered via API error messages:
+ *   - makerAmount: max 2 decimal places (human-readable)
+ *   - takerAmount: max 4 decimal places (human-readable)
+ *   - GitHub issues tracking this undocumented constraint:
+ *     https://github.com/Polymarket/py-clob-client/issues/121
+ *     https://github.com/Polymarket/py-clob-client/issues/253
+ *     https://github.com/Polymarket/rs-clob-client/issues/261
  */
 
 /** Polymarket CTF Exchange contract (standard markets). */
@@ -1398,36 +1439,55 @@ interface BuildOrderMessageInput extends CreateOrderInput {
 }
 interface OrderMessage {
     salt: string;
+    /** Funder address that holds the collateral (USDC.e or outcome tokens). */
     maker: string;
+    /** Signer address that signs the EIP-712 order. */
     signer: string;
+    /** Taker address (0x0 = any counterparty). */
     taker: string;
     tokenId: string;
+    /**
+     * Amount the maker provides (micro-USDC, 6 decimals).
+     * BUY: USDC spent.  SELL: shares sold.
+     */
     makerAmount: string;
+    /**
+     * Amount the taker provides (micro-USDC, 6 decimals).
+     * BUY: shares received.  SELL: USDC received.
+     */
     takerAmount: string;
     expiration: string;
     nonce: string;
     feeRateBps: string;
+    /** 0 = BUY, 1 = SELL (matches CTFExchange.sol). */
     side: number;
+    /** 0 = EOA, 1 = POLY_PROXY, 2 = POLY_GNOSIS_SAFE. */
     signatureType: number;
 }
 /**
- * Build the EIP-712 typed data value for a Polymarket limit order.
+ * Build the EIP-712 typed data value for a Polymarket order.
+ *
+ * All amounts are in micro-USDC / micro-shares (1 unit = 1 000 000).
  *
- * All amounts are in micro-USDC (1 USDC = 1 000 000).
+ * Maker/taker semantics:
+ *   BUY:  makerAmount = USDC spent,   takerAmount = shares received
+ *   SELL: makerAmount = shares sold,  takerAmount = USDC received
  *
- * For a BUY order:
- *   - `makerAmount` = USDC spent (cost = size × price)
- *   - `takerAmount` = shares received (= size)
+ * Input `size` semantics depend on order type:
+ *   Market BUY  (FOK/FAK): size = USDC dollar amount to spend
+ *   Market SELL (FOK/FAK): size = number of shares to sell
+ *   Limit  BUY  (GTC/GTD): size = number of shares to buy
+ *   Limit  SELL (GTC/GTD): size = number of shares to sell
  *
- * For a SELL order:
- *   - `makerAmount` = shares sold (= size)
- *   - `takerAmount` = USDC received (cost = size × price)
+ * Precision:
+ *   Market orders → makerAmount ≤ 2 decimals, takerAmount ≤ 4 decimals
+ *   Limit  orders → determined by tick-size ROUNDING_CONFIG (no API cap)
  *
- * Amount rounding follows the official Polymarket CLOB client to guarantee
- * that `makerAmount / takerAmount` produces a tick-aligned price.
- * The key invariant: `amountDecimals = sizeDecimals + priceDecimals`, so
- * `round(size × price, amountDecimals) / round(size, sizeDecimals)` has
- * exactly `priceDecimals` decimal places.
+ * Rounding direction:
+ *   Market BUY:  maker = floor (spend less), taker = floor (fewer shares)
+ *   Market SELL: maker = floor (sell fewer),  taker = ceil  (receive more)
+ *   Limit  BUY:  size = round (tick-align),   amount = round
+ *   Limit  SELL: size = floor (avoid overselling), amount = round
  */
 declare function buildOrderMessage(input: BuildOrderMessageInput): OrderMessage;
 interface SignedOrder extends OrderMessage {
@@ -1480,4 +1540,4 @@ interface ClobOrderPayload {
  */
 declare function buildClobPayload(signedOrder: SignedOrder, owner: string): ClobOrderPayload;
 
-export { createPredictClient as $, type AvailableSharesResponse as A, type BalanceResponse as B, type Candlestick as C, type DFlowQuoteRequest as D, type EventStats as E, type DFlowKYCStatus as F, type PolymarketSetupStatus as G, type WithdrawBuildRequest as H, type WithdrawSubmitResponse as I, type WithdrawSubmitRequest as J, type WithdrawStatusResponse as K, type ListEventsParams as L, type MatchesParams as M, type PolymarketDepositAddresses as N, type Orderbook as O, PredictClient as P, type PolymarketWithdrawResponse as Q, type PolymarketWithdrawRequest as R, type SimilarEventsParams as S, type TickSizeResponse as T, type WsConnectionStatus as U, type WsDataMessage as V, type WithdrawBuildResponse as W, type WsPriceEvent as X, type WsOrderbookEvent as Y, type WsTradeEvent as Z, type CreateOrderInput as _, PredictWsClient as a, type PolymarketL2HeadersInput as a$, createPredictWsClient as a0, type PredictWsClientConfig as a1, type ProviderMeta as a2, type PredictTag as a3, type SettlementSource as a4, type MarketStatus as a5, type MarketResult as a6, type MarketOutcome as a7, type OrderbookLevel as a8, type TradeType as a9, type WsServerMessage as aA, type WsPongMessage as aB, type WsSubscribedMessage as aC, type WsErrorCode as aD, type WsErrorMessage as aE, eventQueryKey as aF, fetchEvent as aG, resolveTagSlug as aH, resolveEventsParams as aI, infiniteEventsQueryKey as aJ, fetchEventsPage as aK, type ResolveEventsParamsInput as aL, type TagSlugSelection as aM, marketQueryKey as aN, fetchMarket as aO, matchesQueryKey as aP, matchQueryKey as aQ, fetchMatchesPage as aR, matchMarketsQueryKey as aS, fetchMatchMarketsPage as aT, CLOB_AUTH_DOMAIN as aU, CLOB_AUTH_TYPES as aV, buildClobAuthMessage as aW, hmacSha256Base64 as aX, buildPolymarketL2Headers as aY, derivePolymarketApiKey as aZ, type HttpMethod as a_, type EventSummary as aa, type MarketSummary as ab, type PricePoint as ac, type PredictPosition as ad, type OrderStatus as ae, type OrderSide as af, type DFlowOrderContext as ag, type PolymarketOrderType as ah, type DepositBuildRequest as ai, type DepositBuildResponse as aj, type DepositSubmitRequest as ak, type DepositSubmitResponse as al, type DepositStatusResponse as am, type UnsignedTx as an, type MatchStatus as ao, type MatchGroupEntry as ap, type MatchGroupMarket as aq, type MatchSortField as ar, type MatchesStats as as, type MatchConfidenceTier as at, type MatchMarketFlat as au, type WsChannel as av, type WsChannelEvent as aw, type WsClientMessage as ax, type WsSubscribeMessage as ay, type WsPingMessage as az, type PredictPage as b, type PolymarketL2Headers as b0, type BuildClobAuthMessageInput as b1, CTF_EXCHANGE_ADDRESS as b2, NEG_RISK_CTF_EXCHANGE_ADDRESS as b3, USDC_ADDRESS as b4, POLYGON_CHAIN_ID as b5, buildCtfExchangeDomain as b6, CTF_ORDER_TYPES as b7, ORDER_TYPE as b8, SIDE as b9, buildOrderMessage as ba, buildSignedOrder as bb, buildClobPayload as bc, type ClobOrderPayload as bd, type BuildOrderMessageInput as be, type OrderMessage as bf, type SignedOrder as bg, DEFAULT_PAGE_SIZE as bh, type PredictEvent as c, type ProviderSource as d, type EventStatus as e, type EventSortField as f, type PredictMarket as g, type ListMarketTradesParams as h, type PredictTrade as i, type PriceHistoryRange as j, type PriceHistoryResponse as k, type ListCandlesticksParams as l, type PositionsResponse as m, type ListOrdersParams as n, type PredictOrder as o, type ListOrdersMultiParams as p, type PredictOrdersResponse as q, type CancelOrderResult as r, type MatchGroupPage as s, type MatchGroup as t, type MatchMarketParams as u, type MatchMarketPage as v, type ListTradesParams as w, type DFlowQuoteResponse as x, type DFlowSubmitResponse as y, type DFlowSubmitRequest as z };
+export { type CreateOrderInput as $, type AvailableSharesResponse as A, type BalanceResponse as B, type Candlestick as C, type DFlowQuoteRequest as D, type EventStats as E, type DFlowSubmitRequest as F, type DFlowKYCStatus as G, type PolymarketSetupStatus as H, type WithdrawBuildRequest as I, type WithdrawSubmitResponse as J, type WithdrawSubmitRequest as K, type ListEventsParams as L, type MatchesParams as M, type WithdrawStatusResponse as N, type Orderbook as O, PredictClient as P, type PolymarketDepositAddresses as Q, type PolymarketWithdrawResponse as R, type SimilarEventsParams as S, type PolymarketWithdrawRequest as T, type TickSizeResponse as U, type WsConnectionStatus as V, type WithdrawBuildResponse as W, type WsDataMessage as X, type WsPriceEvent as Y, type WsOrderbookEvent as Z, type WsTradeEvent as _, PredictWsClient as a, type HttpMethod as a$, createPredictClient as a0, createPredictWsClient as a1, type PredictWsClientConfig as a2, type ProviderMeta as a3, type PredictTag as a4, type SettlementSource as a5, type MarketStatus as a6, type MarketResult as a7, type MarketOutcome as a8, type OrderbookLevel as a9, type WsPingMessage as aA, type WsServerMessage as aB, type WsPongMessage as aC, type WsSubscribedMessage as aD, type WsErrorCode as aE, type WsErrorMessage as aF, eventQueryKey as aG, fetchEvent as aH, resolveTagSlug as aI, resolveEventsParams as aJ, infiniteEventsQueryKey as aK, fetchEventsPage as aL, type ResolveEventsParamsInput as aM, type TagSlugSelection as aN, marketQueryKey as aO, fetchMarket as aP, matchesQueryKey as aQ, matchQueryKey as aR, fetchMatchesPage as aS, matchMarketsQueryKey as aT, fetchMatchMarketsPage as aU, CLOB_AUTH_DOMAIN as aV, CLOB_AUTH_TYPES as aW, buildClobAuthMessage as aX, hmacSha256Base64 as aY, buildPolymarketL2Headers as aZ, derivePolymarketApiKey as a_, type TradeType as aa, type EventSummary as ab, type MarketSummary as ac, type PricePoint as ad, type PredictPosition as ae, type OrderStatus as af, type OrderSide as ag, type DFlowOrderContext as ah, type PolymarketOrderType as ai, type DepositBuildRequest as aj, type DepositBuildResponse as ak, type DepositSubmitRequest as al, type DepositSubmitResponse as am, type DepositStatusResponse as an, type UnsignedTx as ao, type MatchStatus as ap, type MatchGroupEntry as aq, type MatchGroupMarket as ar, type MatchSortField as as, type MatchesStats as at, type MatchConfidenceTier as au, type MatchMarketFlat as av, type WsChannel as aw, type WsChannelEvent as ax, type WsClientMessage as ay, type WsSubscribeMessage as az, type PredictPage as b, type PolymarketL2HeadersInput as b0, type PolymarketL2Headers as b1, type BuildClobAuthMessageInput as b2, CTF_EXCHANGE_ADDRESS as b3, NEG_RISK_CTF_EXCHANGE_ADDRESS as b4, USDC_ADDRESS as b5, POLYGON_CHAIN_ID as b6, buildCtfExchangeDomain as b7, CTF_ORDER_TYPES as b8, ORDER_TYPE as b9, SIDE as ba, buildOrderMessage as bb, buildSignedOrder as bc, buildClobPayload as bd, type ClobOrderPayload as be, type BuildOrderMessageInput as bf, type OrderMessage as bg, type SignedOrder as bh, DEFAULT_PAGE_SIZE as bi, type PredictEvent as c, type ProviderSource as d, type EventStatus as e, type EventSortField as f, type PredictMarket as g, type ListMarketTradesParams as h, type PredictTrade as i, type PriceHistoryRange as j, type PriceHistoryResponse as k, type ListCandlesticksParams as l, type PositionsResponse as m, type ListOrdersParams as n, type PredictOrder as o, type ListOrdersMultiParams as p, type PredictOrdersResponse as q, type CancelOrderResult as r, type MatchGroupPage as s, type MatchGroup as t, type MatchMarketParams as u, type MatchMarketPage as v, type ListTradesParams as w, type ListTradesMultiParams as x, type DFlowQuoteResponse as y, type DFlowSubmitResponse as z };

package/dist/server.d.mts

@@ -1 +1 @@
-export { B as BalanceResponse, 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, r as CancelOrderResult, C as Candlestick, bd as ClobOrderPayload, _ as CreateOrderInput, bh as DEFAULT_PAGE_SIZE, ag as DFlowOrderContext, D as DFlowQuoteRequest, x as DFlowQuoteResponse, z as DFlowSubmitRequest, y as DFlowSubmitResponse, ai as DepositBuildRequest, aj as DepositBuildResponse, am as DepositStatusResponse, ak as DepositSubmitRequest, al as DepositSubmitResponse, f as EventSortField, e as EventStatus, aa as EventSummary, a_ as HttpMethod, l as ListCandlesticksParams, L as ListEventsParams, h as ListMarketTradesParams, n as ListOrdersParams, w as ListTradesParams, a7 as MarketOutcome, a6 as MarketResult, a5 as MarketStatus, ab as MarketSummary, at as MatchConfidenceTier, t as MatchGroup, ap as MatchGroupEntry, aq as MatchGroupMarket, s as MatchGroupPage, au as MatchMarketFlat, v as MatchMarketPage, u as MatchMarketParams, ar as MatchSortField, ao as MatchStatus, M as MatchesParams, as as MatchesStats, b3 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b8 as ORDER_TYPE, bf as OrderMessage, af as OrderSide, ae as OrderStatus, O as Orderbook, a8 as OrderbookLevel, b5 as POLYGON_CHAIN_ID, b0 as PolymarketL2Headers, a$ as PolymarketL2HeadersInput, ah as PolymarketOrderType, m as PositionsResponse, P as PredictClient, c as PredictEvent, g as PredictMarket, o as PredictOrder, b as PredictPage, ad as PredictPosition, a3 as PredictTag, i as PredictTrade, a as PredictWsClient, a1 as PredictWsClientConfig, j as PriceHistoryRange, k as PriceHistoryResponse, ac as PricePoint, a2 as ProviderMeta, d as ProviderSource, aL as ResolveEventsParamsInput, b9 as SIDE, a4 as SettlementSource, bg as SignedOrder, S as SimilarEventsParams, aM as TagSlugSelection, a9 as TradeType, b4 as USDC_ADDRESS, an as UnsignedTx, av as WsChannel, aw as WsChannelEvent, ax as WsClientMessage, U as WsConnectionStatus, V as WsDataMessage, aD as WsErrorCode, aE as WsErrorMessage, Y as WsOrderbookEvent, az as WsPingMessage, aB as WsPongMessage, X as WsPriceEvent, aA as WsServerMessage, ay as WsSubscribeMessage, aC as WsSubscribedMessage, Z as WsTradeEvent, 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';
+export { B as BalanceResponse, 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, r as CancelOrderResult, C as Candlestick, be as ClobOrderPayload, $ as CreateOrderInput, bi as DEFAULT_PAGE_SIZE, ah as DFlowOrderContext, D as DFlowQuoteRequest, y as DFlowQuoteResponse, F as DFlowSubmitRequest, z as DFlowSubmitResponse, aj as DepositBuildRequest, ak as DepositBuildResponse, an as DepositStatusResponse, al as DepositSubmitRequest, am as DepositSubmitResponse, f as EventSortField, e as EventStatus, ab as EventSummary, a$ as HttpMethod, l as ListCandlesticksParams, L as ListEventsParams, h as ListMarketTradesParams, n as ListOrdersParams, w as ListTradesParams, a8 as MarketOutcome, a7 as MarketResult, a6 as MarketStatus, ac as MarketSummary, au as MatchConfidenceTier, t as MatchGroup, aq as MatchGroupEntry, ar as MatchGroupMarket, s as MatchGroupPage, av as MatchMarketFlat, v as MatchMarketPage, u as MatchMarketParams, as as MatchSortField, ap as MatchStatus, M as MatchesParams, at as MatchesStats, b4 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b9 as ORDER_TYPE, bg as OrderMessage, ag as OrderSide, af as OrderStatus, O as Orderbook, a9 as OrderbookLevel, b6 as POLYGON_CHAIN_ID, b1 as PolymarketL2Headers, b0 as PolymarketL2HeadersInput, ai as PolymarketOrderType, m as PositionsResponse, P as PredictClient, c as PredictEvent, g as PredictMarket, o as PredictOrder, b as PredictPage, ae as PredictPosition, a4 as PredictTag, i as PredictTrade, a as PredictWsClient, a2 as PredictWsClientConfig, j as PriceHistoryRange, k as PriceHistoryResponse, ad as PricePoint, a3 as ProviderMeta, d as ProviderSource, aM as ResolveEventsParamsInput, ba as SIDE, a5 as SettlementSource, bh as SignedOrder, S as SimilarEventsParams, aN as TagSlugSelection, aa as TradeType, b5 as USDC_ADDRESS, ao as UnsignedTx, aw as WsChannel, ax as WsChannelEvent, ay as WsClientMessage, V as WsConnectionStatus, X as WsDataMessage, aE as WsErrorCode, aF as WsErrorMessage, Z as WsOrderbookEvent, aA as WsPingMessage, aC as WsPongMessage, Y as WsPriceEvent, aB as WsServerMessage, az as WsSubscribeMessage, aD as WsSubscribedMessage, _ as WsTradeEvent, 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';

package/dist/server.d.ts

@@ -1 +1 @@
-export { B as BalanceResponse, 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, r as CancelOrderResult, C as Candlestick, bd as ClobOrderPayload, _ as CreateOrderInput, bh as DEFAULT_PAGE_SIZE, ag as DFlowOrderContext, D as DFlowQuoteRequest, x as DFlowQuoteResponse, z as DFlowSubmitRequest, y as DFlowSubmitResponse, ai as DepositBuildRequest, aj as DepositBuildResponse, am as DepositStatusResponse, ak as DepositSubmitRequest, al as DepositSubmitResponse, f as EventSortField, e as EventStatus, aa as EventSummary, a_ as HttpMethod, l as ListCandlesticksParams, L as ListEventsParams, h as ListMarketTradesParams, n as ListOrdersParams, w as ListTradesParams, a7 as MarketOutcome, a6 as MarketResult, a5 as MarketStatus, ab as MarketSummary, at as MatchConfidenceTier, t as MatchGroup, ap as MatchGroupEntry, aq as MatchGroupMarket, s as MatchGroupPage, au as MatchMarketFlat, v as MatchMarketPage, u as MatchMarketParams, ar as MatchSortField, ao as MatchStatus, M as MatchesParams, as as MatchesStats, b3 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b8 as ORDER_TYPE, bf as OrderMessage, af as OrderSide, ae as OrderStatus, O as Orderbook, a8 as OrderbookLevel, b5 as POLYGON_CHAIN_ID, b0 as PolymarketL2Headers, a$ as PolymarketL2HeadersInput, ah as PolymarketOrderType, m as PositionsResponse, P as PredictClient, c as PredictEvent, g as PredictMarket, o as PredictOrder, b as PredictPage, ad as PredictPosition, a3 as PredictTag, i as PredictTrade, a as PredictWsClient, a1 as PredictWsClientConfig, j as PriceHistoryRange, k as PriceHistoryResponse, ac as PricePoint, a2 as ProviderMeta, d as ProviderSource, aL as ResolveEventsParamsInput, b9 as SIDE, a4 as SettlementSource, bg as SignedOrder, S as SimilarEventsParams, aM as TagSlugSelection, a9 as TradeType, b4 as USDC_ADDRESS, an as UnsignedTx, av as WsChannel, aw as WsChannelEvent, ax as WsClientMessage, U as WsConnectionStatus, V as WsDataMessage, aD as WsErrorCode, aE as WsErrorMessage, Y as WsOrderbookEvent, az as WsPingMessage, aB as WsPongMessage, X as WsPriceEvent, aA as WsServerMessage, ay as WsSubscribeMessage, aC as WsSubscribedMessage, Z as WsTradeEvent, 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';
+export { B as BalanceResponse, 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, r as CancelOrderResult, C as Candlestick, be as ClobOrderPayload, $ as CreateOrderInput, bi as DEFAULT_PAGE_SIZE, ah as DFlowOrderContext, D as DFlowQuoteRequest, y as DFlowQuoteResponse, F as DFlowSubmitRequest, z as DFlowSubmitResponse, aj as DepositBuildRequest, ak as DepositBuildResponse, an as DepositStatusResponse, al as DepositSubmitRequest, am as DepositSubmitResponse, f as EventSortField, e as EventStatus, ab as EventSummary, a$ as HttpMethod, l as ListCandlesticksParams, L as ListEventsParams, h as ListMarketTradesParams, n as ListOrdersParams, w as ListTradesParams, a8 as MarketOutcome, a7 as MarketResult, a6 as MarketStatus, ac as MarketSummary, au as MatchConfidenceTier, t as MatchGroup, aq as MatchGroupEntry, ar as MatchGroupMarket, s as MatchGroupPage, av as MatchMarketFlat, v as MatchMarketPage, u as MatchMarketParams, as as MatchSortField, ap as MatchStatus, M as MatchesParams, at as MatchesStats, b4 as NEG_RISK_CTF_EXCHANGE_ADDRESS, b9 as ORDER_TYPE, bg as OrderMessage, ag as OrderSide, af as OrderStatus, O as Orderbook, a9 as OrderbookLevel, b6 as POLYGON_CHAIN_ID, b1 as PolymarketL2Headers, b0 as PolymarketL2HeadersInput, ai as PolymarketOrderType, m as PositionsResponse, P as PredictClient, c as PredictEvent, g as PredictMarket, o as PredictOrder, b as PredictPage, ae as PredictPosition, a4 as PredictTag, i as PredictTrade, a as PredictWsClient, a2 as PredictWsClientConfig, j as PriceHistoryRange, k as PriceHistoryResponse, ad as PricePoint, a3 as ProviderMeta, d as ProviderSource, aM as ResolveEventsParamsInput, ba as SIDE, a5 as SettlementSource, bh as SignedOrder, S as SimilarEventsParams, aN as TagSlugSelection, aa as TradeType, b5 as USDC_ADDRESS, ao as UnsignedTx, aw as WsChannel, ax as WsChannelEvent, ay as WsClientMessage, V as WsConnectionStatus, X as WsDataMessage, aE as WsErrorCode, aF as WsErrorMessage, Z as WsOrderbookEvent, aA as WsPingMessage, aC as WsPongMessage, Y as WsPriceEvent, aB as WsServerMessage, az as WsSubscribeMessage, aD as WsSubscribedMessage, _ as WsTradeEvent, 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';

package/dist/server.js

@@ -426,6 +426,12 @@ 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
   // -------------------------------------------------------------------------
@@ -989,6 +995,16 @@ 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));
 }
@@ -998,16 +1014,48 @@ 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(),