@liberfi.io/react-predict 0.1.52 → 0.1.53

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

@@ -597,13 +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;
@@ -1329,9 +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). */
@@ -1413,36 +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 {

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

@@ -597,13 +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;
@@ -1329,9 +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). */
@@ -1413,36 +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 {

package/dist/server.d.mts

@@ -1 +1 @@
-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-BPTOChEG.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, 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-BPTOChEG.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

@@ -995,6 +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));
 }
@@ -1004,16 +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(),