@polymarket/clob-client-v2 1.0.3-canary.0 → 1.0.4

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";
 
@@ -235,20 +257,34 @@ var buildClobEip712Signature = async (signer, chainId, timestamp, nonce, address
 };
 
 // src/signing/hmac.ts
-var import_node_crypto = __toESM(require("crypto"), 1);
-function replaceAll(s, search, replace) {
-  return s.split(search).join(replace);
-}
-var buildPolyHmacSignature = (secret, timestamp, method, requestPath, body) => {
+var buildPolyHmacSignature = async (secret, timestamp, method, requestPath, body) => {
   let message = timestamp + method + requestPath;
   if (body !== void 0) {
     message += body;
   }
-  const base64Secret = Buffer.from(secret, "base64");
-  const hmac = import_node_crypto.default.createHmac("sha256", base64Secret);
-  const sig = hmac.update(message).digest("base64");
-  const sigUrlSafe = replaceAll(replaceAll(sig, "+", "-"), "/", "_");
-  return sigUrlSafe;
+  const binarySecret = atob(secret);
+  const keyBytes = new Uint8Array(binarySecret.length);
+  for (let i = 0; i < binarySecret.length; i++) {
+    keyBytes[i] = binarySecret.charCodeAt(i);
+  }
+  const key = await globalThis.crypto.subtle.importKey(
+    "raw",
+    keyBytes,
+    { name: "HMAC", hash: "SHA-256" },
+    false,
+    ["sign"]
+  );
+  const sigBuffer = await globalThis.crypto.subtle.sign(
+    "HMAC",
+    key,
+    new TextEncoder().encode(message)
+  );
+  const sigBytes = new Uint8Array(sigBuffer);
+  let binary = "";
+  for (let i = 0; i < sigBytes.length; i++) {
+    binary += String.fromCharCode(sigBytes[i]);
+  }
+  return btoa(binary).replace(/\+/g, "-").replace(/\//g, "_");
 };
 
 // src/headers/index.ts
@@ -277,7 +313,7 @@ var createL2Headers = async (signer, creds, l2HeaderArgs, timestamp) => {
     ts = timestamp;
   }
   const address = await getSignerAddress(signer);
-  const sig = buildPolyHmacSignature(
+  const sig = await buildPolyHmacSignature(
     creds.secret,
     ts,
     l2HeaderArgs.method,
@@ -329,7 +365,6 @@ var post = async (endpoint, options, retryOnError = false) => {
     return resp.data;
   } catch (err) {
     if (retryOnError && isTransientAxiosError(err)) {
-      console.log("[CLOB Client-v2] transient error, retrying once after 30 ms");
       await sleep(30);
       try {
         const resp = await request(
@@ -372,15 +407,6 @@ var del = async (endpoint, options) => {
 var errorHandling = (err) => {
   if (import_axios.default.isAxiosError(err)) {
     if (err.response) {
-      console.error(
-        "[CLOB Client] request error",
-        JSON.stringify({
-          status: err.response?.status,
-          statusText: err.response?.statusText,
-          data: err.response?.data,
-          config: err.response?.config
-        })
-      );
       if (err.response?.data) {
         if (typeof err.response?.data === "string" || err.response?.data instanceof String) {
           return { error: err.response?.data, status: err.response?.status };
@@ -392,16 +418,9 @@ var errorHandling = (err) => {
       }
     }
     if (err.message) {
-      console.error(
-        "[CLOB Client] request error",
-        JSON.stringify({
-          error: err.message
-        })
-      );
       return { error: err.message };
     }
   }
-  console.error("[CLOB Client] request error", err);
   return { error: err };
 };
 var isTransientAxiosError = (err) => {
@@ -1030,7 +1049,6 @@ function isV2Order(order) {
 }
 
 // src/utilities.ts
-var import_node_crypto2 = require("crypto");
 var roundNormal = (num, decimals) => {
   if (decimalPlaces(num) <= decimals) {
     return num;
@@ -1059,9 +1077,12 @@ var decimalPlaces = (num) => {
   }
   return arr[1].length;
 };
-var generateOrderBookSummaryHash = (orderbook) => {
+var generateOrderBookSummaryHash = async (orderbook) => {
   orderbook.hash = "";
-  const hash = (0, import_node_crypto2.createHash)("sha1").update(JSON.stringify(orderbook)).digest("hex");
+  const data = new TextEncoder().encode(JSON.stringify(orderbook));
+  const hashBuffer = await globalThis.crypto.subtle.digest("SHA-1", data);
+  const hashArray = Array.from(new Uint8Array(hashBuffer));
+  const hash = hashArray.map((b) => b.toString(16).padStart(2, "0")).join("");
   orderbook.hash = hash;
   return hash;
 };
@@ -1372,15 +1393,6 @@ 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;
@@ -1403,6 +1415,7 @@ var ClobClient = class {
   cachedVersion;
   retryOnError;
   throwOnError;
+  feeSlippage;
   constructor({
     host,
     chain,
@@ -1414,7 +1427,8 @@ var ClobClient = class {
     builderConfig,
     getSigner,
     retryOnError,
-    throwOnError
+    throwOnError,
+    feeSlippage
   }) {
     this.host = host.endsWith("/") ? host.slice(0, -1) : host;
     this.chainId = chain;
@@ -1441,6 +1455,8 @@ 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;
@@ -1574,7 +1590,7 @@ var ClobClient = class {
    * @param orderbook
    * @returns
    */
-  getOrderBookHash(orderbook) {
+  async getOrderBookHash(orderbook) {
     return generateOrderBookSummaryHash(orderbook);
   }
   async getMidpoint(tokenID) {
@@ -1938,8 +1954,19 @@ 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);
@@ -1979,15 +2006,12 @@ 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);
@@ -2447,6 +2471,24 @@ 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)) {