@polymarket/clob-client-v2 1.0.2 → 1.0.3

package/dist/index.cjs

@@ -141,6 +141,28 @@ var ApiError = class extends Error {
   }
 };
 
+// src/fees/index.ts
+var MIN_FEE_SLIPPAGE_PERCENTAGE = 1;
+var MAX_FEE_SLIPPAGE_PERCENTAGE = 100;
+function validateFeeSlippage(feeSlippage) {
+  if (!Number.isFinite(feeSlippage) || feeSlippage < 0 || feeSlippage > MAX_FEE_SLIPPAGE_PERCENTAGE || feeSlippage > 0 && feeSlippage < MIN_FEE_SLIPPAGE_PERCENTAGE) {
+    throw new Error("feeSlippage must be 0 or a percentage between 1 and 100");
+  }
+}
+function adjustBuyAmountForFees(amount, price, userUSDCBalance, feeRate, feeExponent, builderTakerFeeRate, feeSlippage = 0) {
+  validateFeeSlippage(feeSlippage);
+  const platformFeeRate = feeRate * (price * (1 - price)) ** feeExponent;
+  const effectivePlatformFeeRate = platformFeeRate * (1 + feeSlippage / 100);
+  const feeBaseAmount = Math.min(amount, userUSDCBalance);
+  const platformFee = feeBaseAmount / price * effectivePlatformFeeRate;
+  const builderFee = feeBaseAmount * builderTakerFeeRate;
+  const totalCost = amount + platformFee + builderFee;
+  if (userUSDCBalance <= totalCost) {
+    return Math.max(userUSDCBalance - platformFee - builderFee, 0);
+  }
+  return amount;
+}
+
 // src/signing/constants.ts
 var MSG_TO_SIGN = "This message attests that I control the given wallet";
 
@@ -202,8 +224,8 @@ var signTypedDataWithSigner = async ({
 };
 
 // src/signing/eip712.ts
-var buildClobEip712Signature = async (signer, chainId, timestamp, nonce) => {
-  const address = await getSignerAddress(signer);
+var buildClobEip712Signature = async (signer, chainId, timestamp, nonce, address) => {
+  const resolvedAddress = address ?? await getSignerAddress(signer);
   const ts = timestamp.toString();
   const domain = {
     name: "ClobAuthDomain",
@@ -219,7 +241,7 @@ var buildClobEip712Signature = async (signer, chainId, timestamp, nonce) => {
     ]
   };
   const value = {
-    address,
+    address: resolvedAddress,
     timestamp: ts,
     nonce,
     message: MSG_TO_SIGN
@@ -252,7 +274,7 @@ var buildPolyHmacSignature = (secret, timestamp, method, requestPath, body) => {
 };
 
 // src/headers/index.ts
-var createL1Headers = async (signer, chainId, nonce, timestamp) => {
+var createL1Headers = async (signer, chainId, nonce, timestamp, address) => {
   let ts = Math.floor(Date.now() / 1e3);
   if (timestamp !== void 0) {
     ts = timestamp;
@@ -261,10 +283,10 @@ var createL1Headers = async (signer, chainId, nonce, timestamp) => {
   if (nonce !== void 0) {
     n = nonce;
   }
-  const sig = await buildClobEip712Signature(signer, chainId, ts, n);
-  const address = await getSignerAddress(signer);
+  const sig = await buildClobEip712Signature(signer, chainId, ts, n, address);
+  const resolvedAddress = address ?? await getSignerAddress(signer);
   const headers = {
-    POLY_ADDRESS: address,
+    POLY_ADDRESS: resolvedAddress,
     POLY_SIGNATURE: sig,
     POLY_TIMESTAMP: `${ts}`,
     POLY_NONCE: `${n}`
@@ -719,22 +741,51 @@ var SignatureTypeV2 = /* @__PURE__ */ ((SignatureTypeV22) => {
 })(SignatureTypeV2 || {});
 
 // src/order-utils/exchangeOrderBuilderV2.ts
+var ORDER_TYPE_STRING = "Order(uint256 salt,address maker,address signer,uint256 tokenId,uint256 makerAmount,uint256 takerAmount,uint8 side,uint8 signatureType,uint256 timestamp,bytes32 metadata,bytes32 builder)";
+var ORDER_TYPE_HASH = (0, import_viem3.keccak256)((0, import_viem3.toHex)(ORDER_TYPE_STRING));
+var DOMAIN_TYPE_HASH = (0, import_viem3.keccak256)(
+  (0, import_viem3.toHex)("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)")
+);
+var TYPED_DATA_SIGN_STRUCT = [
+  { name: "contents", type: "Order" },
+  { name: "name", type: "string" },
+  { name: "version", type: "string" },
+  { name: "chainId", type: "uint256" },
+  { name: "verifyingContract", type: "address" },
+  { name: "salt", type: "bytes32" }
+];
+var CTF_EXCHANGE_NAME_HASH = (0, import_viem3.keccak256)((0, import_viem3.toHex)(CTF_EXCHANGE_V2_DOMAIN_NAME));
+var CTF_EXCHANGE_VERSION_HASH = (0, import_viem3.keccak256)((0, import_viem3.toHex)(CTF_EXCHANGE_V2_DOMAIN_VERSION));
 var ExchangeOrderBuilderV2 = class {
   constructor(contractAddress, chainId, signer, generateSalt = generateOrderSalt) {
     this.contractAddress = contractAddress;
     this.chainId = chainId;
     this.signer = signer;
     this.generateSalt = generateSalt;
+    this.appDomainSep = (0, import_viem3.keccak256)(
+      (0, import_viem3.encodeAbiParameters)(
+        [
+          { type: "bytes32" },
+          { type: "bytes32" },
+          { type: "bytes32" },
+          { type: "uint256" },
+          { type: "address" }
+        ],
+        [
+          DOMAIN_TYPE_HASH,
+          CTF_EXCHANGE_NAME_HASH,
+          CTF_EXCHANGE_VERSION_HASH,
+          BigInt(chainId),
+          contractAddress
+        ]
+      )
+    );
   }
   contractAddress;
   chainId;
   signer;
   generateSalt;
-  /**
-   * build an order object including the signature.
-   * @param orderData
-   * @returns a SignedOrder object (order + signature)
-   */
+  appDomainSep;
   async buildSignedOrder(orderData) {
     const order = await this.buildOrder(orderData);
     const orderTypedData = this.buildOrderTypedData(order);
@@ -744,11 +795,6 @@ var ExchangeOrderBuilderV2 = class {
       signature: orderSignature
     };
   }
-  /**
-   * Creates an Order object from order data.
-   * @param OrderData
-   * @returns a Order object (not signed)
-   */
   async buildOrder({
     maker,
     tokenId,
@@ -765,9 +811,11 @@ var ExchangeOrderBuilderV2 = class {
     if (!signer) {
       signer = maker;
     }
-    const signerAddress = await getSignerAddress(this.signer);
-    if (signer !== signerAddress) {
-      throw new Error("signer does not match");
+    if (signatureType !== 3 /* POLY_1271 */) {
+      const signerAddress = await getSignerAddress(this.signer);
+      if (signer !== signerAddress) {
+        throw new Error("signer does not match");
+      }
     }
     return {
       salt: this.generateSalt(),
@@ -784,11 +832,6 @@ var ExchangeOrderBuilderV2 = class {
       expiration: expiration ?? "0"
     };
   }
-  /**
-   * Parses an Order object to EIP712 typed data
-   * @param order
-   * @returns a EIP712TypedData object
-   */
   buildOrderTypedData(order) {
     return {
       primaryType: "Order",
@@ -817,29 +860,78 @@ var ExchangeOrderBuilderV2 = class {
       }
     };
   }
-  /**
-   * Generates order's signature from a EIP712TypedData object + the signer address
-   * @param typedData
-   * @returns a OrderSignature that is an string
-   */
-  buildOrderSignature(typedData) {
+  async buildOrderSignature(typedData) {
     delete typedData.types.EIP712Domain;
-    return signTypedDataWithSigner({
+    const msg = typedData.message;
+    if (msg.signatureType !== 3 /* POLY_1271 */) {
+      return signTypedDataWithSigner({
+        signer: this.signer,
+        domain: typedData.domain,
+        types: typedData.types,
+        value: typedData.message,
+        primaryType: typedData.primaryType
+      });
+    }
+    const contentsHash = (0, import_viem3.keccak256)(
+      (0, import_viem3.encodeAbiParameters)(
+        [
+          { type: "bytes32" },
+          { type: "uint256" },
+          { type: "address" },
+          { type: "address" },
+          { type: "uint256" },
+          { type: "uint256" },
+          { type: "uint256" },
+          { type: "uint8" },
+          { type: "uint8" },
+          { type: "uint256" },
+          { type: "bytes32" },
+          { type: "bytes32" }
+        ],
+        [
+          ORDER_TYPE_HASH,
+          BigInt(msg.salt),
+          msg.maker,
+          msg.signer,
+          BigInt(msg.tokenId),
+          BigInt(msg.makerAmount),
+          BigInt(msg.takerAmount),
+          msg.side,
+          msg.signatureType,
+          BigInt(msg.timestamp),
+          msg.metadata,
+          msg.builder
+        ]
+      )
+    );
+    const innerSig = await signTypedDataWithSigner({
       signer: this.signer,
-      domain: typedData.domain,
-      types: typedData.types,
-      value: typedData.message,
-      primaryType: typedData.primaryType
+      domain: {
+        name: CTF_EXCHANGE_V2_DOMAIN_NAME,
+        version: CTF_EXCHANGE_V2_DOMAIN_VERSION,
+        chainId: this.chainId,
+        verifyingContract: this.contractAddress
+      },
+      types: {
+        TypedDataSign: TYPED_DATA_SIGN_STRUCT,
+        Order: CTF_EXCHANGE_V2_ORDER_STRUCT
+      },
+      primaryType: "TypedDataSign",
+      value: {
+        contents: typedData.message,
+        name: "DepositWallet",
+        version: "1",
+        chainId: this.chainId,
+        verifyingContract: msg.signer,
+        salt: bytes32Zero
+      }
     });
+    const ctLen = ORDER_TYPE_STRING.length;
+    const lenHex = ctLen.toString(16).padStart(4, "0");
+    return `0x${innerSig.slice(2)}${this.appDomainSep.slice(2)}${contentsHash.slice(2)}${(0, import_viem3.toHex)(ORDER_TYPE_STRING).slice(2)}${lenHex}`;
   }
-  /**
-   * Generates the hash of the order from a EIP712TypedData object.
-   * @param orderTypedData
-   * @returns a OrderHash that is an string
-   */
   buildOrderHash(orderTypedData) {
-    const digest = (0, import_viem3.hashTypedData)(orderTypedData);
-    return digest;
+    return (0, import_viem3.hashTypedData)(orderTypedData);
   }
 };
 
@@ -1143,9 +1235,10 @@ var ROUNDING_CONFIG = {
 var createMarketOrder = async (eoaSigner, chainId, signatureType, funderAddress, userMarketOrder, options, version) => {
   const eoaSignerAddress = await getSignerAddress(eoaSigner);
   const maker = funderAddress === void 0 ? eoaSignerAddress : funderAddress;
+  const signerForOrder = signatureType === 3 /* POLY_1271 */ ? maker : eoaSignerAddress;
   const contractConfig = getContractConfig(chainId);
   const orderData = await buildMarketOrderCreationArgs(
-    eoaSignerAddress,
+    signerForOrder,
     maker,
     signatureType,
     userMarketOrder,
@@ -1173,9 +1266,10 @@ var createMarketOrder = async (eoaSigner, chainId, signatureType, funderAddress,
 var createOrder = async (eoaSigner, chainId, signatureType, funderAddress, userOrder, options, version) => {
   const eoaSignerAddress = await getSignerAddress(eoaSigner);
   const maker = funderAddress === void 0 ? eoaSignerAddress : funderAddress;
+  const signerForOrder = signatureType === 3 /* POLY_1271 */ ? maker : eoaSignerAddress;
   const contractConfig = getContractConfig(chainId);
   const orderData = await buildOrderCreationArgs(
-    eoaSignerAddress,
+    signerForOrder,
     maker,
     signatureType,
     userOrder,
@@ -1300,15 +1394,6 @@ var OrderBuilder = class {
 };
 
 // src/client.ts
-function adjustBuyAmountForFees(amount, price, userUSDCBalance, feeRate, feeExponent, builderTakerFeeRate) {
-  const platformFeeRate = feeRate * (price * (1 - price)) ** feeExponent;
-  const platformFee = amount / price * platformFeeRate;
-  const totalCost = amount + platformFee + amount * builderTakerFeeRate;
-  if (userUSDCBalance <= totalCost) {
-    return userUSDCBalance / (1 + platformFeeRate / price + builderTakerFeeRate);
-  }
-  return amount;
-}
 var ClobClient = class {
   host;
   chainId;
@@ -1326,9 +1411,12 @@ var ClobClient = class {
   tokenConditionMap;
   useServerTime;
   builderConfig;
+  signatureType;
+  funderAddress;
   cachedVersion;
   retryOnError;
   throwOnError;
+  feeSlippage;
   constructor({
     host,
     chain,
@@ -1340,7 +1428,8 @@ var ClobClient = class {
     builderConfig,
     getSigner,
     retryOnError,
-    throwOnError
+    throwOnError,
+    feeSlippage
   }) {
     this.host = host.endsWith("/") ? host.slice(0, -1) : host;
     this.chainId = chain;
@@ -1357,6 +1446,8 @@ var ClobClient = class {
       funderAddress,
       getSigner
     );
+    this.signatureType = signatureType ?? 0 /* EOA */;
+    this.funderAddress = funderAddress;
     this.tickSizes = {};
     this.negRisk = {};
     this.feeRates = {};
@@ -1365,6 +1456,8 @@ var ClobClient = class {
     this.tokenConditionMap = {};
     this.retryOnError = retryOnError;
     this.throwOnError = throwOnError;
+    this.feeSlippage = feeSlippage ?? 0;
+    validateFeeSlippage(this.feeSlippage);
     this.useServerTime = useServerTime;
     if (builderConfig !== void 0) {
       this.builderConfig = builderConfig;
@@ -1862,8 +1955,19 @@ var ClobClient = class {
         `invalid price (${orderToSign.price}), min: ${parseFloat(tickSize)} - max: ${1 - parseFloat(tickSize)}`
       );
     }
-    const negRisk = options?.negRisk ?? await this.getNegRisk(tokenID);
+    orderToSign.price = roundNormal(orderToSign.price, ROUNDING_CONFIG[tickSize].price);
     const version = await this.resolveVersion();
+    if (version === 2 && orderToSign.side === "BUY" /* BUY */ && "userUSDCBalance" in orderToSign && orderToSign.userUSDCBalance !== void 0) {
+      const adjustedAmount = await this.adjustBuyAmountForBalance(
+        tokenID,
+        orderToSign.size * orderToSign.price,
+        orderToSign.price,
+        orderToSign.userUSDCBalance,
+        orderToSign.builderCode
+      );
+      orderToSign.size = adjustedAmount / orderToSign.price;
+    }
+    const negRisk = options?.negRisk ?? await this.getNegRisk(tokenID);
     if (version === 1) {
       const userFeeRateBps = "feeRateBps" in orderToSign ? orderToSign.feeRateBps : void 0;
       const feeRateBps = await this._resolveFeeRateBps(tokenID, userFeeRateBps);
@@ -1903,15 +2007,12 @@ var ClobClient = class {
     await this.ensureBuilderFeeRateCached(orderToSign.builderCode);
     if (orderToSign.side === "BUY" /* BUY */ && "userUSDCBalance" in orderToSign && orderToSign.userUSDCBalance !== void 0) {
       const price = orderToSign.price;
-      const { userUSDCBalance } = orderToSign;
-      const builderTakerFeeRate = this.isBuilderOrder(orderToSign.builderCode) ? this.builderFeeRates[orderToSign.builderCode ?? ""]?.taker ?? 0 : 0;
-      orderToSign.amount = adjustBuyAmountForFees(
+      orderToSign.amount = await this.adjustBuyAmountForBalance(
+        tokenID,
         orderToSign.amount,
         price,
-        userUSDCBalance,
-        this.feeInfos[tokenID].rate,
-        this.feeInfos[tokenID].exponent,
-        builderTakerFeeRate
+        orderToSign.userUSDCBalance,
+        orderToSign.builderCode
       );
     }
     const negRisk = options?.negRisk ?? await this.getNegRisk(tokenID);
@@ -2371,6 +2472,24 @@ var ClobClient = class {
   isBuilderOrder(builderCode) {
     return builderCode !== void 0 && builderCode !== bytes32Zero;
   }
+  async getBuilderTakerFeeRate(builderCode) {
+    if (!this.isBuilderOrder(builderCode)) return 0;
+    await this.ensureBuilderFeeRateCached(builderCode);
+    return this.builderFeeRates[builderCode ?? ""]?.taker ?? 0;
+  }
+  async adjustBuyAmountForBalance(tokenID, amount, price, userUSDCBalance, builderCode) {
+    await this._ensureMarketInfoCached(tokenID);
+    const builderTakerFeeRate = await this.getBuilderTakerFeeRate(builderCode);
+    return adjustBuyAmountForFees(
+      amount,
+      price,
+      userUSDCBalance,
+      this.feeInfos[tokenID].rate,
+      this.feeInfos[tokenID].exponent,
+      builderTakerFeeRate,
+      this.feeSlippage
+    );
+  }
   async _ensureMarketInfoCached(tokenID) {
     if (tokenID in this.feeInfos) return;
     if (!(tokenID in this.tokenConditionMap)) {