@liberfi.io/react-predict 0.2.7 → 0.2.8

package/dist/index.mjs

@@ -2285,6 +2285,109 @@ async function pollTxConfirmed(fetchStatus, txHash) {
   );
 }
 
-export { CLOB_AUTH_DOMAIN, CLOB_AUTH_TYPES, CTF_EXCHANGE_ADDRESS, CTF_ORDER_TYPES, ChartRange, NEG_RISK_CTF_EXCHANGE_ADDRESS, ORDER_TYPE, POLYGON_CHAIN_ID, PolymarketContext, PolymarketProvider, PredictClient, PredictContext, PredictProvider, PredictWsClient, SIDE, USDC_ADDRESS, availableSharesQueryKey, balanceQueryKey, buildClobAuthMessage, buildClobPayload, buildCtfExchangeDomain, buildOrderMessage, buildPolymarketL2Headers, buildSignedOrder, candlesticksQueryKey, createPredictClient, createPredictWsClient, derivePolymarketApiKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventQueryKey, eventStatsQueryKey, eventsQueryKey, feeRateQueryKey, fetchEvent, fetchEvents, fetchEventsPage, fetchMarket, fetchMatchMarketsPage, fetchMatchesPage, getPolymarketSharesPrecision, hmacSha256Base64, infiniteEventsQueryKey, infiniteOrdersQueryKey, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketQueryKey, marketTradesQueryKey, matchMarketsQueryKey, matchQueryKey, matchesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, ordersQueryKey, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, resolveEventsParams, resolveTagSlug, 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 };
+// 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
+  };
+}
+
+export { CLOB_AUTH_DOMAIN, CLOB_AUTH_TYPES, CTF_EXCHANGE_ADDRESS, CTF_ORDER_TYPES, ChartRange, NEG_RISK_CTF_EXCHANGE_ADDRESS, ORDER_TYPE, POLYGON_CHAIN_ID, PolymarketContext, PolymarketProvider, PredictClient, PredictContext, PredictProvider, PredictWsClient, SIDE, USDC_ADDRESS, availableSharesQueryKey, balanceQueryKey, buildClobAuthMessage, buildClobPayload, buildCtfExchangeDomain, buildOrderMessage, buildPolymarketL2Headers, buildSignedOrder, candlesticksQueryKey, createPredictClient, createPredictWsClient, derivePolymarketApiKey, dflowKYCQueryKey, dflowQuoteQueryKey, eventQueryKey, eventStatsQueryKey, eventsQueryKey, feeRateQueryKey, fetchEvent, fetchEvents, fetchEventsPage, fetchMarket, fetchMatchMarketsPage, fetchMatchesPage, getPolymarketSharesPrecision, hmacSha256Base64, infiniteEventsQueryKey, infiniteOrdersQueryKey, infiniteTradesMultiQueryKey, infiniteTradesQueryKey, marketQueryKey, marketTradesQueryKey, matchMarketsQueryKey, matchQueryKey, matchesQueryKey, orderQueryKey, orderbookQueryKey, ordersMultiQueryKey, ordersQueryKey, pickBestAsk, pickBestBid, polymarketDepositAddressesQueryKey, polymarketSetupQueryKey, positionsMultiQueryKey, positionsQueryKey, priceHistoryQueryKey, resolveEventsParams, resolveTagSlug, 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 };
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