@polymarket/clob-client-v2 1.0.3-canary.0 → 1.0.3

package/dist/index.d.cts

@@ -585,6 +585,13 @@ interface UserOrderV2 {
      * Expiration timestamp (unix seconds). Defaults to 0 (no expiration).
      */
     expiration?: number;
+    /**
+     * User's USDC balance. If provided and sufficient to cover amount + fees, the order
+     * size is used as-is. Otherwise fees are deducted from the order notional and size is reduced.
+     * If this field is left empty, the default flow is to use the order size as-is.
+     * This is used for marketable limit orders
+     */
+    userUSDCBalance?: number;
 }
 interface UserMarketOrderV2 {
     /**
@@ -840,7 +847,8 @@ declare class OrderBuilder {
     private resolveSigner;
 }
 
-declare function adjustBuyAmountForFees(amount: number, price: number, userUSDCBalance: number, feeRate: number, feeExponent: number, builderTakerFeeRate: number): number;
+declare function adjustBuyAmountForFees(amount: number, price: number, userUSDCBalance: number, feeRate: number, feeExponent: number, builderTakerFeeRate: number, feeSlippage?: number): number;
+
 interface ClobClientOptions {
     host: string;
     chain: Chain;
@@ -853,6 +861,7 @@ interface ClobClientOptions {
     getSigner?: () => Promise<ClobSigner> | ClobSigner;
     retryOnError?: boolean;
     throwOnError?: boolean;
+    feeSlippage?: number;
 }
 declare class ClobClient {
     readonly host: string;
@@ -873,7 +882,8 @@ declare class ClobClient {
     private cachedVersion?;
     readonly retryOnError?: boolean;
     readonly throwOnError?: boolean;
-    constructor({ host, chain, signer, creds, signatureType, funderAddress, useServerTime, builderConfig, getSigner, retryOnError, throwOnError, }: ClobClientOptions);
+    readonly feeSlippage: number;
+    constructor({ host, chain, signer, creds, signatureType, funderAddress, useServerTime, builderConfig, getSigner, retryOnError, throwOnError, feeSlippage, }: ClobClientOptions);
     getOk(): Promise<any>;
     postHeartbeat(heartbeatId?: string): Promise<{
         heartbeat_id: string;
@@ -963,6 +973,8 @@ declare class ClobClient {
     private canL1Auth;
     private canL2Auth;
     private isBuilderOrder;
+    private getBuilderTakerFeeRate;
+    private adjustBuyAmountForBalance;
     private _ensureMarketInfoCached;
     private ensureBuilderFeeRateCached;
     private _resolveTickSize;

package/dist/index.d.ts

@@ -585,6 +585,13 @@ interface UserOrderV2 {
      * Expiration timestamp (unix seconds). Defaults to 0 (no expiration).
      */
     expiration?: number;
+    /**
+     * User's USDC balance. If provided and sufficient to cover amount + fees, the order
+     * size is used as-is. Otherwise fees are deducted from the order notional and size is reduced.
+     * If this field is left empty, the default flow is to use the order size as-is.
+     * This is used for marketable limit orders
+     */
+    userUSDCBalance?: number;
 }
 interface UserMarketOrderV2 {
     /**
@@ -840,7 +847,8 @@ declare class OrderBuilder {
     private resolveSigner;
 }
 
-declare function adjustBuyAmountForFees(amount: number, price: number, userUSDCBalance: number, feeRate: number, feeExponent: number, builderTakerFeeRate: number): number;
+declare function adjustBuyAmountForFees(amount: number, price: number, userUSDCBalance: number, feeRate: number, feeExponent: number, builderTakerFeeRate: number, feeSlippage?: number): number;
+
 interface ClobClientOptions {
     host: string;
     chain: Chain;
@@ -853,6 +861,7 @@ interface ClobClientOptions {
     getSigner?: () => Promise<ClobSigner> | ClobSigner;
     retryOnError?: boolean;
     throwOnError?: boolean;
+    feeSlippage?: number;
 }
 declare class ClobClient {
     readonly host: string;
@@ -873,7 +882,8 @@ declare class ClobClient {
     private cachedVersion?;
     readonly retryOnError?: boolean;
     readonly throwOnError?: boolean;
-    constructor({ host, chain, signer, creds, signatureType, funderAddress, useServerTime, builderConfig, getSigner, retryOnError, throwOnError, }: ClobClientOptions);
+    readonly feeSlippage: number;
+    constructor({ host, chain, signer, creds, signatureType, funderAddress, useServerTime, builderConfig, getSigner, retryOnError, throwOnError, feeSlippage, }: ClobClientOptions);
     getOk(): Promise<any>;
     postHeartbeat(heartbeatId?: string): Promise<{
         heartbeat_id: string;
@@ -963,6 +973,8 @@ declare class ClobClient {
     private canL1Auth;
     private canL2Auth;
     private isBuilderOrder;
+    private getBuilderTakerFeeRate;
+    private adjustBuyAmountForBalance;
     private _ensureMarketInfoCached;
     private ensureBuilderFeeRateCached;
     private _resolveTickSize;

package/dist/index.js

@@ -85,6 +85,28 @@ 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";
 
@@ -1316,15 +1338,6 @@ 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;
@@ -1347,6 +1360,7 @@ var ClobClient = class {
   cachedVersion;
   retryOnError;
   throwOnError;
+  feeSlippage;
   constructor({
     host,
     chain,
@@ -1358,7 +1372,8 @@ var ClobClient = class {
     builderConfig,
     getSigner,
     retryOnError,
-    throwOnError
+    throwOnError,
+    feeSlippage
   }) {
     this.host = host.endsWith("/") ? host.slice(0, -1) : host;
     this.chainId = chain;
@@ -1385,6 +1400,8 @@ 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;
@@ -1882,8 +1899,19 @@ 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);
@@ -1923,15 +1951,12 @@ 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);
@@ -2391,6 +2416,24 @@ 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)) {