@oracle-agent/oracle 0.13.1 → 0.14.1

package/src/data/providers/poly-clob.mjs

@@ -0,0 +1,283 @@
+import { stampPrepared } from "../../prepare-envelope.mjs";
+// Polymarket CLOB — prepare-only for Oracle.
+// Builds unsigned EIP-712 order envelopes (no keys).
+// Sign/post live in @oracle-agent/operator poly-exec only.
+// Deep-import sign/post helpers hard-refuse here.
+
+import { createHmac, randomInt } from "node:crypto";
+import {
+  keccak256,
+  concat,
+  zeroPadValue,
+  getCreate2Address,
+  AbiCoder,
+} from "ethers";
+
+export const POLY_CHAIN_ID = 137;
+export const POLY_CLOB_REST = "https://clob.polymarket.com";
+
+const CTF_EXCHANGE_V2 = "0xE111180000d2663C0091e4f400237545B87B996B";
+const NEG_RISK_CTF_EXCHANGE_V2 = "0xe2222d279d744050d28e00520010520000310F59";
+const BYTES32_ZERO =
+  "0x0000000000000000000000000000000000000000000000000000000000000000";
+const COLLATERAL_DECIMALS = 6;
+
+// Deposit wallet CREATE2 (Polymarket relayer)
+const DEPOSIT_WALLET_FACTORY = "0x00000000000Fb5C9ADea0298D729A0CB3823Cc07";
+const DEPOSIT_WALLET_IMPLEMENTATION = "0x58CA52ebe0DadfdF531Cde7062e76746de4Db1eB";
+const ERC1967_CONST1 = "0xcc3735a920a3ca505d382bbc545af43d6000803e6038573d6000fd5b3d6000f3";
+const ERC1967_CONST2 = "0x5155f3363d3d373d3d363d7f360894a13ba1a3210667c828492db98dca3e2076";
+const ERC1967_PREFIX = 0x61003d3d8160233d3973n;
+
+const EIP712_DOMAIN_V2 = {
+  name: "Polymarket CTF Exchange",
+  version: "2",
+  chainId: POLY_CHAIN_ID,
+};
+
+const ORDER_TYPES_V2 = {
+  Order: [
+    { name: "salt", type: "uint256" },
+    { name: "maker", type: "address" },
+    { name: "signer", type: "address" },
+    { name: "tokenId", type: "uint256" },
+    { name: "makerAmount", type: "uint256" },
+    { name: "takerAmount", type: "uint256" },
+    { name: "side", type: "uint8" },
+    { name: "signatureType", type: "uint8" },
+    { name: "timestamp", type: "uint256" },
+    { name: "metadata", type: "bytes32" },
+    { name: "builder", type: "bytes32" },
+  ],
+};
+
+const ROUNDING_CONFIG = {
+  "0.1": { price: 1, size: 2, amount: 3 },
+  "0.01": { price: 2, size: 2, amount: 4 },
+  "0.001": { price: 3, size: 2, amount: 5 },
+  "0.0001": { price: 4, size: 2, amount: 6 },
+};
+
+function _initCodeHashERC1967(implementation, args) {
+  const argHex = args.startsWith("0x") ? args.slice(2) : args;
+  const n = BigInt(argHex.length / 2);
+  const combined = ERC1967_PREFIX + (n << 56n);
+  const prefixHex = "0x" + combined.toString(16).padStart(20, "0");
+  return keccak256(concat([prefixHex, implementation, "0x6009", ERC1967_CONST2, ERC1967_CONST1, args]));
+}
+
+/** Deterministic Polymarket deposit wallet for an EOA (Polygon). */
+export function deriveDepositWallet(owner) {
+  const walletId = zeroPadValue(String(owner).toLowerCase(), 32);
+  const args = AbiCoder.defaultAbiCoder().encode(
+    ["address", "bytes32"],
+    [DEPOSIT_WALLET_FACTORY, walletId]
+  );
+  const salt = keccak256(args);
+  const bytecodeHash = _initCodeHashERC1967(DEPOSIT_WALLET_IMPLEMENTATION, args);
+  return getCreate2Address(DEPOSIT_WALLET_FACTORY, salt, bytecodeHash);
+}
+
+function decimalPlaces(n) {
+  const s = String(n);
+  if (!s.includes(".")) return 0;
+  return s.split(".")[1].replace(/0+$/, "").length;
+}
+
+function roundDown(n, dp) {
+  const f = 10 ** dp;
+  return Math.floor(n * f + 1e-12) / f;
+}
+
+function roundUp(n, dp) {
+  const f = 10 ** dp;
+  return Math.ceil(n * f - 1e-12) / f;
+}
+
+function roundNormal(n, dp) {
+  const f = 10 ** dp;
+  return Math.round(n * f + Number.EPSILON) / f;
+}
+
+/** Official-client-style maker/taker raw amounts (decimal, not fixed-point). */
+export function getOrderRawAmounts(side, size, price, roundConfig) {
+  const rawPrice = roundNormal(Number(price), roundConfig.price);
+  const isBuy = side === "BUY";
+
+  if (isBuy) {
+    const rawTakerAmt = roundDown(Number(size), roundConfig.size);
+    let rawMakerAmt = rawTakerAmt * rawPrice;
+    if (decimalPlaces(rawMakerAmt) > roundConfig.amount) {
+      rawMakerAmt = roundUp(rawMakerAmt, roundConfig.amount + 4);
+      if (decimalPlaces(rawMakerAmt) > roundConfig.amount) {
+        rawMakerAmt = roundDown(rawMakerAmt, roundConfig.amount);
+      }
+    }
+    return { rawMakerAmt, rawTakerAmt };
+  }
+
+  const rawMakerAmt = roundDown(Number(size), roundConfig.size);
+  let rawTakerAmt = rawMakerAmt * rawPrice;
+  if (decimalPlaces(rawTakerAmt) > roundConfig.amount) {
+    rawTakerAmt = roundUp(rawTakerAmt, roundConfig.amount + 4);
+    if (decimalPlaces(rawTakerAmt) > roundConfig.amount) {
+      rawTakerAmt = roundDown(rawTakerAmt, roundConfig.amount);
+    }
+  }
+  return { rawMakerAmt, rawTakerAmt };
+}
+
+export function toRawAmountStr(value) {
+  const str = Number(value).toFixed(COLLATERAL_DECIMALS);
+  const [integer, fraction = ""] = str.split(".");
+  const raw = integer + fraction.padEnd(COLLATERAL_DECIMALS, "0").slice(0, COLLATERAL_DECIMALS);
+  return raw.replace(/^0+/, "") || "0";
+}
+
+export function buildHmacSignature(secret, timestamp, method, requestPath, body) {
+  let message = String(timestamp) + method + requestPath;
+  if (body) message += body;
+  // Polymarket secrets are base64 (sometimes base64url)
+  const normalized = String(secret).replace(/-/g, "+").replace(/_/g, "/");
+  const secretBuf = Buffer.from(normalized, "base64");
+  const sig = createHmac("sha256", secretBuf).update(message).digest("base64");
+  return sig.replace(/\+/g, "-").replace(/\//g, "_");
+}
+
+export function buildL2Headers(creds, address, method, path, body) {
+  const timestamp = Math.floor(Date.now() / 1000).toString();
+  const signature = buildHmacSignature(creds.secret, timestamp, method, path, body);
+  return {
+    POLY_ADDRESS: address,
+    POLY_SIGNATURE: signature,
+    POLY_TIMESTAMP: timestamp,
+    POLY_API_KEY: creds.key,
+    POLY_PASSPHRASE: creds.passphrase,
+    "content-type": "application/json",
+  };
+}
+
+/**
+ * Build V2 order message + domain (no sign).
+ */
+export function buildOrderV2Message(params = {}) {
+  const {
+    tokenId,
+    side,
+    price,
+    size,
+    maker,
+    signer,
+    negRisk = false,
+    tickSize = "0.01",
+    orderType = "GTC",
+    signatureType = 0,
+    metadata = BYTES32_ZERO,
+    builder = BYTES32_ZERO,
+  } = params;
+
+  if (!tokenId) throw new Error("tokenId required");
+  if (side !== "BUY" && side !== "SELL") throw new Error("side must be BUY or SELL");
+  if (!maker || !signer) throw new Error("maker and signer required");
+  const px = Number(price);
+  const sz = Number(size);
+  if (!(px > 0 && px < 1)) throw new Error(`price out of (0,1): ${price}`);
+  if (!(sz > 0)) throw new Error(`size must be > 0: ${size}`);
+  if (![0, 3].includes(Number(signatureType))) {
+    throw new Error(`Desk poly supports signatureType 0 (EOA) or 3 (deposit wallet), got ${signatureType}`);
+  }
+
+  const roundConfig = ROUNDING_CONFIG[String(tickSize)] || ROUNDING_CONFIG["0.01"];
+  const { rawMakerAmt, rawTakerAmt } = getOrderRawAmounts(side, sz, px, roundConfig);
+  const makerAmount = toRawAmountStr(rawMakerAmt);
+  const takerAmount = toRawAmountStr(rawTakerAmt);
+  const salt = String(randomInt(1, 2 ** 31 - 1));
+  const timestamp = Date.now().toString();
+  const sideInt = side === "BUY" ? 0 : 1;
+  const exchange = negRisk ? NEG_RISK_CTF_EXCHANGE_V2 : CTF_EXCHANGE_V2;
+
+  const orderMessage = {
+    salt,
+    maker,
+    signer,
+    tokenId: String(tokenId),
+    makerAmount,
+    takerAmount,
+    side: sideInt,
+    signatureType: Number(signatureType),
+    timestamp,
+    metadata,
+    builder,
+  };
+
+  const domain = { ...EIP712_DOMAIN_V2, verifyingContract: exchange };
+  const notionalUsdc = side === "BUY" ? rawMakerAmt : rawTakerAmt;
+
+  return {
+    domain,
+    types: ORDER_TYPES_V2,
+    value: orderMessage,
+    orderType,
+    side,
+    notionalUsdc,
+    exchange,
+  };
+}
+
+/** Deep-import refuse: signing lives in @oracle-agent/operator. */
+export async function signOrderV2_1271() {
+  throw new Error(
+    "poly-clob.signOrderV2_1271 refused: @oracle-agent/oracle is prepare-only. Sign via @oracle-agent/operator poly-exec."
+  );
+}
+
+/**
+ * Deep-import refuse: signed order build lives in @oracle-agent/operator.
+ */
+export async function buildSignedOrderV2() {
+  throw new Error(
+    "poly-clob.buildSignedOrderV2 refused: @oracle-agent/oracle is prepare-only. Sign via @oracle-agent/operator poly-exec."
+  );
+}
+
+/**
+ * Deep-import refuse: CLOB submit lives in @oracle-agent/operator.
+ */
+export async function postClobOrder() {
+  throw new Error(
+    "poly-clob.postClobOrder refused: @oracle-agent/oracle is prepare-only. Submit via @oracle-agent/operator poly-exec."
+  );
+}
+
+/** Max notional USDC for a single desk order (env MAD_POLY_MAX_NOTIONAL, default 25). */
+export function polyMaxNotional() {
+  const n = Number(process.env.MAD_POLY_MAX_NOTIONAL || "25");
+  return Number.isFinite(n) && n > 0 ? n : 25;
+}
+
+
+/** Prepare-only: unsigned CLOB order envelope for operator to sign locally. */
+export function polyPrepareOrder(args = {}) {
+  const built = buildOrderV2Message(args);
+  return stampPrepared(
+    {
+      provider: "poly-clob",
+      kind: "poly-order",
+      chainId: POLY_CHAIN_ID,
+      tokenId: String(args.tokenId),
+      side: built.side,
+      orderType: built.orderType,
+      notionalUsdc: built.notionalUsdc,
+      exchange: built.exchange,
+      domain: built.domain,
+      types: built.types,
+      value: built.value,
+      tickSize: args.tickSize || "0.01",
+      negRisk: Boolean(args.negRisk),
+      signatureType: Number(args.signatureType ?? 0),
+      // amounts echoed for caps
+      maxNotionalUsdc: args.maxNotionalUsdc ?? null,
+    },
+    { provider: "poly-clob", kind: "poly-order" }
+  );
+}

package/src/data/providers/poly-public.mjs

@@ -0,0 +1,96 @@
+// Polymarket public REST — CLOB + Gamma. No L2 API key, no wallet.
+
+import { httpJson } from "../http.mjs";
+
+export const POLY_CLOB_DEFAULT = "https://clob.polymarket.com";
+export const POLY_GAMMA_DEFAULT = "https://gamma-api.polymarket.com";
+
+function clobBase(opts = {}) {
+  return (opts.clobUrl || process.env.POLY_CLOB_URL || POLY_CLOB_DEFAULT).replace(/\/$/, "");
+}
+
+function gammaBase(opts = {}) {
+  return (opts.gammaUrl || process.env.POLY_GAMMA_URL || POLY_GAMMA_DEFAULT).replace(/\/$/, "");
+}
+
+export async function polyTime(opts = {}) {
+  return httpJson(`${clobBase(opts)}/time`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+export async function polyHealth(opts = {}) {
+  const t = await polyTime(opts);
+  const ok = t != null && t !== "";
+  return { ok, time: t };
+}
+
+export async function polyMarkets({ limit = 5, offset = 0, ...rest } = {}, opts = {}) {
+  const q = new URLSearchParams({
+    limit: String(limit),
+    offset: String(offset),
+    ...Object.fromEntries(
+      Object.entries(rest)
+        .filter(([, v]) => v != null)
+        .map(([k, v]) => [k, String(v)])
+    ),
+  });
+  return httpJson(`${gammaBase(opts)}/markets?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+export async function polyBook(tokenId, opts = {}) {
+  if (!tokenId) throw new Error("polyBook requires tokenId");
+  const q = new URLSearchParams({ token_id: String(tokenId) });
+  return httpJson(`${clobBase(opts)}/book?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+export async function polyMidpoint(tokenId, opts = {}) {
+  if (!tokenId) throw new Error("polyMidpoint requires tokenId");
+  const q = new URLSearchParams({ token_id: String(tokenId) });
+  return httpJson(`${clobBase(opts)}/midpoint?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+// D1 expansions
+export async function polySpread(tokenId, opts = {}) {
+  if (!tokenId) throw new Error("polySpread requires tokenId");
+  const q = new URLSearchParams({ token_id: String(tokenId) });
+  return httpJson(`${clobBase(opts)}/spread?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+export async function polyPrice(tokenId, { side = "buy" } = {}, opts = {}) {
+  if (!tokenId) throw new Error("polyPrice requires tokenId");
+  const q = new URLSearchParams({ token_id: String(tokenId), side: String(side) });
+  return httpJson(`${clobBase(opts)}/price?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}
+
+export async function polyEvents({ limit = 5, offset = 0, ...rest } = {}, opts = {}) {
+  const q = new URLSearchParams({
+    limit: String(limit),
+    offset: String(offset),
+    ...Object.fromEntries(
+      Object.entries(rest)
+        .filter(([, v]) => v != null)
+        .map(([k, v]) => [k, String(v)])
+    ),
+  });
+  return httpJson(`${gammaBase(opts)}/events?${q}`, {
+    fetchImpl: opts.fetchImpl,
+    timeoutMs: opts.timeoutMs,
+  });
+}

package/src/data/providers/poly-ws.mjs

@@ -0,0 +1,103 @@
+// Short-lived Polymarket CLOB WebSocket market snapshots.
+
+const POLY_WS = process.env.POLY_WS_URL || "wss://ws-subscriptions-clob.polymarket.com/ws/market";
+
+/**
+ * Subscribe to asset_ids (token ids) and return first book-like payload.
+ */
+export async function polyWsSnapshot(assetIds = [], opts = {}) {
+  const ids = Array.isArray(assetIds) ? assetIds.map(String) : [String(assetIds)];
+  if (!ids.length || !ids[0]) throw new Error("polyWsSnapshot requires assetIds");
+  const timeoutMs = opts.timeoutMs ?? 8_000;
+  const maxMessages = opts.maxMessages ?? 1;
+  const WebSocketImpl = opts.WebSocket || globalThis.WebSocket;
+  if (!WebSocketImpl) throw new Error("WebSocket not available");
+
+  const url = opts.url || POLY_WS;
+  const started = Date.now();
+
+  return new Promise((resolve, reject) => {
+    let settled = false;
+    const messages = [];
+    let dataCount = 0;
+    const ws = new WebSocketImpl(url);
+    const timer = setTimeout(() => {
+      cleanup();
+      if (!settled) {
+        settled = true;
+        if (messages.length) resolve({ ok: true, partial: true, ms: Date.now() - started, messages });
+        else reject(new Error(`poly ws timeout after ${timeoutMs}ms`));
+      }
+    }, timeoutMs);
+
+    function cleanup() {
+      clearTimeout(timer);
+      try {
+        ws.close();
+      } catch {
+        /* ignore */
+      }
+    }
+
+    ws.addEventListener("open", () => {
+      // CLOB market channel: assets_ids
+      ws.send(
+        JSON.stringify({
+          assets_ids: ids,
+          type: "market",
+        })
+      );
+    });
+
+    ws.addEventListener("message", (ev) => {
+      let data;
+      try {
+        data = JSON.parse(typeof ev.data === "string" ? ev.data : String(ev.data));
+      } catch {
+        data = { raw: String(ev.data).slice(0, 300) };
+      }
+      messages.push(data);
+      dataCount += 1;
+      if (dataCount >= maxMessages) {
+        cleanup();
+        if (!settled) {
+          settled = true;
+          resolve({
+            ok: true,
+            ms: Date.now() - started,
+            assetIds: ids,
+            messages,
+            last: messages[messages.length - 1],
+          });
+        }
+      }
+    });
+
+    ws.addEventListener("error", () => {
+      cleanup();
+      if (!settled) {
+        settled = true;
+        reject(new Error("poly ws error"));
+      }
+    });
+  });
+}
+
+export async function polyWsHealth(opts = {}) {
+  // Use a well-known active token if none provided — caller can pass assetId
+  const assetId =
+    opts.assetId ||
+    "98022490269692409998126496127597032490334070080325855126491859374983463996227";
+  try {
+    const snap = await polyWsSnapshot([assetId], { ...opts, maxMessages: 1 });
+    return { ok: true, ms: snap.ms, got: Boolean(snap.last), partial: snap.partial || false };
+  } catch (e) {
+    return { ok: false, error: String(e.message || e).slice(0, 160) };
+  }
+}
+
+export async function polyWsBook(assetId, opts = {}) {
+  if (!assetId) throw new Error("assetId required");
+  const snap = await polyWsSnapshot([assetId], opts);
+  return { ms: snap.ms, assetId: String(assetId), data: snap.last, messages: snap.messages };
+}