@liberfi.io/react-predict 0.2.7 → 0.2.8

package/dist/index.d.mts

@@ -905,4 +905,71 @@ 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, FeeRateResponse, 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, PolymarketRedeemResponse, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, type RedeemPositionVariables, 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, feeRateQueryKey, 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, useFeeRate, 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, useRedeemPosition, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };
+/**
+ * Orderbook-aware pricing utilities for prediction-market orders.
+ *
+ * Polymarket's binary markets store the orderbook for the YES side only.
+ * NO levels are derived by inversion: a NO ask at price p maps to a YES
+ * bid at (1 - p) and vice versa. The helpers below normalize that flip so
+ * callers can reason about a single outcome at a time.
+ *
+ * Market-style orders (FOK on Polymarket) require a price that actually
+ * crosses every level we intend to fill into; a price quoted at top-of-book
+ * is only valid when the requested size fits within the first level.
+ * `walkOrderbook` walks the depth chart for the chosen outcome and side,
+ * accumulating size until the requested shares are covered, returning the
+ * worst price hit (the price the FOK order must use) and a slippage
+ * verdict relative to the top-of-book.
+ */
+
+type WalkSide = "buy" | "sell";
+type WalkOutcome = "yes" | "no";
+type WalkStatus = "ok" | "insufficient_liquidity" | "exceeds_slippage" | "no_orderbook";
+interface WalkResult {
+    status: WalkStatus;
+    /** Top-of-book price after outcome inversion (best ask for buy, best bid for sell). */
+    bestPrice: number | null;
+    /** Worst price walked into; equals `bestPrice` when one level fully covers the request. */
+    worstPrice: number | null;
+    /** Volume-weighted average price across all levels actually consumed. */
+    vwap: number | null;
+    /** Total share size available on the relevant side, after outcome inversion. */
+    totalAvailable: number;
+    /** Share size that was actually filled while walking (≤ totalAvailable). */
+    filled: number;
+    /** Absolute price impact between worst and best, expressed in basis points. */
+    priceImpactBps: number;
+}
+/**
+ * Best ask for the chosen outcome (price you pay to buy a share).
+ * Returns `null` when the orderbook is empty on the relevant side.
+ */
+declare function pickBestAsk(orderbook: Orderbook | null | undefined, outcome: WalkOutcome): number | null;
+/**
+ * Best bid for the chosen outcome (price you receive when selling a share).
+ * Returns `null` when the orderbook is empty on the relevant side.
+ */
+declare function pickBestBid(orderbook: Orderbook | null | undefined, outcome: WalkOutcome): number | null;
+interface WalkOrderbookParams {
+    orderbook: Orderbook | null | undefined;
+    outcome: WalkOutcome;
+    side: WalkSide;
+    /** How many shares the caller wants to fill. */
+    sharesNeeded: number;
+    /**
+     * Maximum tolerated slippage between the best-of-book price and the
+     * worst price hit while walking, expressed in basis points (100 = 1%).
+     * When `0` or omitted, no slippage check is performed.
+     */
+    slippageBps?: number;
+}
+/**
+ * Walk the orderbook depth on the chosen side until `sharesNeeded` is
+ * covered. Returns the worst price hit (which becomes the limit price for
+ * a Polymarket FOK order so every consumed level matches), the volume-
+ * weighted average, and a status describing whether the walk succeeded,
+ * ran out of liquidity, or breached the slippage tolerance.
+ */
+declare function walkOrderbook({ orderbook, outcome, side, sharesNeeded, slippageBps, }: WalkOrderbookParams): WalkResult;
+
+export { AvailableSharesResponse, BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, FeeRateResponse, 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, PolymarketRedeemResponse, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, type RedeemPositionVariables, 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, type WalkOrderbookParams, type WalkOutcome, type WalkResult, type WalkSide, type WalkStatus, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, availableSharesQueryKey, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, feeRateQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, ordersQueryKey, pickBestAsk, pickBestBid, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useAvailableShares, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEventStats, useEvents, useFeeRate, 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, useRedeemPosition, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, walkOrderbook, withdrawStatusQueryKey };

package/dist/index.d.ts

@@ -905,4 +905,71 @@ 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, FeeRateResponse, 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, PolymarketRedeemResponse, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, type RedeemPositionVariables, 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, feeRateQueryKey, 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, useFeeRate, 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, useRedeemPosition, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, withdrawStatusQueryKey };
+/**
+ * Orderbook-aware pricing utilities for prediction-market orders.
+ *
+ * Polymarket's binary markets store the orderbook for the YES side only.
+ * NO levels are derived by inversion: a NO ask at price p maps to a YES
+ * bid at (1 - p) and vice versa. The helpers below normalize that flip so
+ * callers can reason about a single outcome at a time.
+ *
+ * Market-style orders (FOK on Polymarket) require a price that actually
+ * crosses every level we intend to fill into; a price quoted at top-of-book
+ * is only valid when the requested size fits within the first level.
+ * `walkOrderbook` walks the depth chart for the chosen outcome and side,
+ * accumulating size until the requested shares are covered, returning the
+ * worst price hit (the price the FOK order must use) and a slippage
+ * verdict relative to the top-of-book.
+ */
+
+type WalkSide = "buy" | "sell";
+type WalkOutcome = "yes" | "no";
+type WalkStatus = "ok" | "insufficient_liquidity" | "exceeds_slippage" | "no_orderbook";
+interface WalkResult {
+    status: WalkStatus;
+    /** Top-of-book price after outcome inversion (best ask for buy, best bid for sell). */
+    bestPrice: number | null;
+    /** Worst price walked into; equals `bestPrice` when one level fully covers the request. */
+    worstPrice: number | null;
+    /** Volume-weighted average price across all levels actually consumed. */
+    vwap: number | null;
+    /** Total share size available on the relevant side, after outcome inversion. */
+    totalAvailable: number;
+    /** Share size that was actually filled while walking (≤ totalAvailable). */
+    filled: number;
+    /** Absolute price impact between worst and best, expressed in basis points. */
+    priceImpactBps: number;
+}
+/**
+ * Best ask for the chosen outcome (price you pay to buy a share).
+ * Returns `null` when the orderbook is empty on the relevant side.
+ */
+declare function pickBestAsk(orderbook: Orderbook | null | undefined, outcome: WalkOutcome): number | null;
+/**
+ * Best bid for the chosen outcome (price you receive when selling a share).
+ * Returns `null` when the orderbook is empty on the relevant side.
+ */
+declare function pickBestBid(orderbook: Orderbook | null | undefined, outcome: WalkOutcome): number | null;
+interface WalkOrderbookParams {
+    orderbook: Orderbook | null | undefined;
+    outcome: WalkOutcome;
+    side: WalkSide;
+    /** How many shares the caller wants to fill. */
+    sharesNeeded: number;
+    /**
+     * Maximum tolerated slippage between the best-of-book price and the
+     * worst price hit while walking, expressed in basis points (100 = 1%).
+     * When `0` or omitted, no slippage check is performed.
+     */
+    slippageBps?: number;
+}
+/**
+ * Walk the orderbook depth on the chosen side until `sharesNeeded` is
+ * covered. Returns the worst price hit (which becomes the limit price for
+ * a Polymarket FOK order so every consumed level matches), the volume-
+ * weighted average, and a status describing whether the walk succeeded,
+ * ran out of liquidity, or breached the slippage tolerance.
+ */
+declare function walkOrderbook({ orderbook, outcome, side, sharesNeeded, slippageBps, }: WalkOrderbookParams): WalkResult;
+
+export { AvailableSharesResponse, BalanceResponse, CancelOrderResult, type CancelOrderVariables, Candlestick, ChartRange, type ChartRangeType, CreateOrderInput, type CreatePolymarketOrderVariables, DFlowKYCStatus, DFlowQuoteRequest, DFlowQuoteResponse, DFlowSubmitRequest, DFlowSubmitResponse, EventSortField, EventStats, EventStatus, FeeRateResponse, 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, PolymarketRedeemResponse, type PolymarketSigner, PolymarketWithdrawRequest, PolymarketWithdrawResponse, PositionsResponse, PredictClient, PredictContext, type PredictContextValue, PredictEvent, PredictMarket, PredictOrder, PredictOrdersResponse, PredictPage, PredictProvider, type PredictProviderProps, PredictTrade, PredictWsClient, PriceHistoryRange, PriceHistoryResponse, ProviderSource, type RedeemPositionVariables, 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, type WalkOrderbookParams, type WalkOutcome, type WalkResult, type WalkSide, type WalkStatus, WithdrawBuildRequest, WithdrawBuildResponse, WithdrawStatusResponse, WithdrawSubmitRequest, WithdrawSubmitResponse, WsConnectionStatus, WsDataMessage, WsOrderbookEvent, WsPriceEvent, WsTradeEvent, availableSharesQueryKey, balanceQueryKey, candlesticksQueryKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventStatsQueryKey, eventsQueryKey, feeRateQueryKey, fetchEvents, infiniteOrdersQueryKey, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketTradesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, ordersQueryKey, pickBestAsk, pickBestBid, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, similarEventsQueryKey, tickSizeQueryKey, tradesQueryKey, useAvailableShares, useBalance, useCancelOrder, useCandlesticks, useCreatePolymarketOrder, useDFlowKYC, useDFlowQuote, useDFlowSubmit, useEvent, useEventStats, useEvents, useFeeRate, 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, useRedeemPosition, useRunPolymarketSetup, useSearchEvents, useSimilarEvents, useTickSize, useTrades, useTradesSubscription, useWithdrawBuildMutation, useWithdrawStatusQuery, useWithdrawSubmitMutation, walkOrderbook, withdrawStatusQueryKey };

package/dist/index.js

@@ -2287,6 +2287,109 @@ async function pollTxConfirmed(fetchStatus, txHash) {
   );
 }
 
+// src/utils/orderbook-pricing.ts
+function getWalkLevels(orderbook, outcome, side) {
+  if (!orderbook) return [];
+  const isNo = outcome === "no";
+  const useAsks = side === "buy" && !isNo || side === "sell" && isNo;
+  const raw = useAsks ? orderbook.asks : orderbook.bids;
+  if (!raw || raw.length === 0) return [];
+  const mapped = raw.map((lvl) => ({
+    price: isNo ? 1 - lvl.price : lvl.price,
+    size: lvl.size
+  }));
+  if (side === "buy") {
+    return [...mapped].sort((a, b) => a.price - b.price);
+  }
+  return [...mapped].sort((a, b) => b.price - a.price);
+}
+function pickBestAsk(orderbook, outcome) {
+  const levels = getWalkLevels(orderbook, outcome, "buy");
+  return levels[0]?.price ?? null;
+}
+function pickBestBid(orderbook, outcome) {
+  const levels = getWalkLevels(orderbook, outcome, "sell");
+  return levels[0]?.price ?? null;
+}
+function walkOrderbook({
+  orderbook,
+  outcome,
+  side,
+  sharesNeeded,
+  slippageBps
+}) {
+  const levels = getWalkLevels(orderbook, outcome, side);
+  const totalAvailable = levels.reduce((sum, lvl) => sum + lvl.size, 0);
+  if (levels.length === 0) {
+    return {
+      status: "no_orderbook",
+      bestPrice: null,
+      worstPrice: null,
+      vwap: null,
+      totalAvailable: 0,
+      filled: 0,
+      priceImpactBps: 0
+    };
+  }
+  const bestPrice = levels[0].price;
+  if (!Number.isFinite(sharesNeeded) || sharesNeeded <= 0) {
+    return {
+      status: "ok",
+      bestPrice,
+      worstPrice: bestPrice,
+      vwap: bestPrice,
+      totalAvailable,
+      filled: 0,
+      priceImpactBps: 0
+    };
+  }
+  let remaining = sharesNeeded;
+  let filled = 0;
+  let notional = 0;
+  let worstPrice = bestPrice;
+  for (const lvl of levels) {
+    if (remaining <= 0) break;
+    const take = Math.min(remaining, lvl.size);
+    notional += take * lvl.price;
+    filled += take;
+    worstPrice = lvl.price;
+    remaining -= take;
+  }
+  const vwap = filled > 0 ? notional / filled : bestPrice;
+  const priceImpactBps = bestPrice > 0 ? Math.round(Math.abs(worstPrice - bestPrice) / bestPrice * 1e4) : 0;
+  if (remaining > 0) {
+    return {
+      status: "insufficient_liquidity",
+      bestPrice,
+      worstPrice,
+      vwap,
+      totalAvailable,
+      filled,
+      priceImpactBps
+    };
+  }
+  if (slippageBps != null && slippageBps > 0 && priceImpactBps > slippageBps) {
+    return {
+      status: "exceeds_slippage",
+      bestPrice,
+      worstPrice,
+      vwap,
+      totalAvailable,
+      filled,
+      priceImpactBps
+    };
+  }
+  return {
+    status: "ok",
+    bestPrice,
+    worstPrice,
+    vwap,
+    totalAvailable,
+    filled,
+    priceImpactBps
+  };
+}
+
 exports.CLOB_AUTH_DOMAIN = CLOB_AUTH_DOMAIN;
 exports.CLOB_AUTH_TYPES = CLOB_AUTH_TYPES;
 exports.CTF_EXCHANGE_ADDRESS = CTF_EXCHANGE_ADDRESS;
@@ -2342,6 +2445,8 @@ exports.orderQueryKey = orderQueryKey;
 exports.orderbookQueryKey = orderbookQueryKey;
 exports.ordersMultiQueryKey = ordersMultiQueryKey;
 exports.ordersQueryKey = ordersQueryKey;
+exports.pickBestAsk = pickBestAsk;
+exports.pickBestBid = pickBestBid;
 exports.polymarketDepositAddressesQueryKey = polymarketDepositAddressesQueryKey;
 exports.polymarketSetupQueryKey = polymarketSetupQueryKey;
 exports.positionsMultiQueryKey = positionsMultiQueryKey;
@@ -2403,6 +2508,7 @@ exports.useTradesSubscription = useTradesSubscription;
 exports.useWithdrawBuildMutation = useWithdrawBuildMutation;
 exports.useWithdrawStatusQuery = useWithdrawStatusQuery;
 exports.useWithdrawSubmitMutation = useWithdrawSubmitMutation;
+exports.walkOrderbook = walkOrderbook;
 exports.withdrawStatusQueryKey = withdrawStatusQueryKey;
 //# sourceMappingURL=index.js.map
 //# sourceMappingURL=index.js.map