@polymarket/clob-client 5.0.1 → 5.1.1

package/dist/rfq-client.js

@@ -0,0 +1,350 @@
+import { RfqMatchType, Side } from "./types.js";
+import { createL2Headers } from "./headers/index.js";
+import { DELETE, GET, POST, parseRfqQuotesParams, parseRfqRequestsParams, } from "./http-helpers/index.js";
+import { CANCEL_RFQ_REQUEST, CREATE_RFQ_QUOTE, GET_RFQ_QUOTES, GET_RFQ_BEST_QUOTE, CANCEL_RFQ_QUOTE, CREATE_RFQ_REQUEST, RFQ_CONFIG, GET_RFQ_REQUESTS, RFQ_REQUESTS_ACCEPT, RFQ_QUOTE_APPROVE, } from "./endpoints.js";
+import { ROUNDING_CONFIG } from "./order-builder/helpers.js";
+import { roundDown, roundNormal } from "./utilities.js";
+import { parseUnits } from "@ethersproject/units";
+import { COLLATERAL_TOKEN_DECIMALS } from "./config.js";
+import { L1_AUTH_UNAVAILABLE_ERROR, L2_AUTH_NOT_AVAILABLE } from "./errors.js";
+/**
+ * RfqClient provides RFQ (Request for Quote) functionality on top of a CLOB client.
+ */
+export class RfqClient {
+    deps;
+    constructor(deps) {
+        this.deps = deps;
+    }
+    /**
+     * Creates and posts an RFQ request from user order parameters.
+     * Converts the order into the proper RFQ request format with asset amounts and submits it.
+     */
+    async createRfqRequest(userOrder, options) {
+        this.ensureL2Auth();
+        const { tokenID, price, side, size } = userOrder;
+        const tickSize = await this.deps.resolveTickSize(tokenID, options?.tickSize);
+        const roundConfig = ROUNDING_CONFIG[tickSize];
+        const roundedPrice = roundNormal(price, roundConfig.price).toFixed(roundConfig.price);
+        const roundedSize = roundDown(size, roundConfig.size).toFixed(roundConfig.size);
+        // Calculate amounts based on side
+        const sizeNum = parseFloat(roundedSize);
+        const priceNum = parseFloat(roundedPrice);
+        let amountIn;
+        let amountOut;
+        let assetIn;
+        let assetOut;
+        if (side === Side.BUY) {
+            // Buying: pay USDC (asset 0), receive tokens (tokenID)
+            amountIn = parseUnits(roundedSize, COLLATERAL_TOKEN_DECIMALS).toString();
+            amountOut = parseUnits((sizeNum * priceNum).toFixed(roundConfig.amount), COLLATERAL_TOKEN_DECIMALS).toString();
+            assetIn = tokenID;
+            assetOut = "0"; // USDC
+        }
+        else {
+            // Selling: pay tokens (tokenID), receive USDC (asset 0)
+            amountIn = parseUnits((sizeNum * priceNum).toFixed(roundConfig.amount), COLLATERAL_TOKEN_DECIMALS).toString();
+            amountOut = parseUnits(roundedSize, COLLATERAL_TOKEN_DECIMALS).toString();
+            assetIn = "0"; // USDC
+            assetOut = tokenID;
+        }
+        const payload = {
+            assetIn,
+            assetOut,
+            amountIn,
+            amountOut,
+            userType: this.deps.userType,
+        };
+        const endpoint = CREATE_RFQ_REQUEST;
+        const l2HeaderArgs = {
+            method: POST,
+            requestPath: endpoint,
+            body: JSON.stringify(payload),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.post(`${this.deps.host}${endpoint}`, { headers, data: payload });
+    }
+    /**
+     * Cancels an existing RFQ request
+     */
+    async cancelRfqRequest(request) {
+        this.ensureL2Auth();
+        const endpoint = CANCEL_RFQ_REQUEST;
+        const l2HeaderArgs = {
+            method: DELETE,
+            requestPath: endpoint,
+            body: JSON.stringify(request),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.del(`${this.deps.host}${endpoint}`, { headers, data: request });
+    }
+    /**
+     * Gets RFQ requests with optional filtering parameters
+     */
+    async getRfqRequests(params) {
+        this.ensureL2Auth();
+        const endpoint = GET_RFQ_REQUESTS;
+        const l2HeaderArgs = {
+            method: GET,
+            requestPath: endpoint,
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.get(`${this.deps.host}${endpoint}`, { headers, params: parseRfqRequestsParams(params) });
+    }
+    /**
+     * Creates a quote in response to an RFQ request.
+     * Converts user-friendly parameters into the proper RFQ quote format with asset amounts and submits it.
+     */
+    async createRfqQuote(userQuote, options) {
+        this.ensureL2Auth();
+        const { requestId, tokenID, price, side, size } = userQuote;
+        const tickSize = await this.deps.resolveTickSize(tokenID, options?.tickSize);
+        const roundConfig = ROUNDING_CONFIG[tickSize];
+        const roundedPrice = roundNormal(price, roundConfig.price).toFixed(roundConfig.price);
+        const roundedSize = roundDown(size, roundConfig.size).toFixed(roundConfig.size);
+        // Calculate amounts based on side
+        const sizeNum = parseFloat(roundedSize);
+        const priceNum = parseFloat(roundedPrice);
+        let amountIn;
+        let amountOut;
+        let assetIn;
+        let assetOut;
+        if (side === Side.SELL) {
+            // Quoter selling tokens: receive USDC (asset 0), give tokens (tokenID)
+            amountIn = parseUnits((sizeNum * priceNum).toFixed(roundConfig.amount), COLLATERAL_TOKEN_DECIMALS).toString();
+            amountOut = parseUnits(roundedSize, COLLATERAL_TOKEN_DECIMALS).toString();
+            assetIn = "0"; // USDC
+            assetOut = tokenID;
+        }
+        else {
+            // Quoter buying tokens: receive tokens (tokenID), give USDC (asset 0)
+            amountIn = parseUnits(roundedSize, COLLATERAL_TOKEN_DECIMALS).toString();
+            amountOut = parseUnits((sizeNum * priceNum).toFixed(roundConfig.amount), COLLATERAL_TOKEN_DECIMALS).toString();
+            assetIn = tokenID;
+            assetOut = "0"; // USDC
+        }
+        const payload = {
+            requestId,
+            assetIn,
+            assetOut,
+            amountIn,
+            amountOut,
+        };
+        const endpoint = CREATE_RFQ_QUOTE;
+        // Auto-fill userType from client's signatureType
+        const quoteWithUserType = {
+            ...payload,
+            userType: this.deps.userType,
+        };
+        const l2HeaderArgs = {
+            method: POST,
+            requestPath: endpoint,
+            body: JSON.stringify(quoteWithUserType),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.post(`${this.deps.host}${endpoint}`, { headers, data: quoteWithUserType });
+    }
+    /**
+     * Gets RFQ quotes with optional filtering parameters
+     */
+    async getRfqQuotes(params) {
+        this.ensureL2Auth();
+        const endpoint = GET_RFQ_QUOTES;
+        const l2HeaderArgs = {
+            method: GET,
+            requestPath: endpoint,
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.get(`${this.deps.host}${endpoint}`, { headers, params: parseRfqQuotesParams(params) });
+    }
+    /**
+     * Gets the best quote for a given request ID
+     */
+    async getRfqBestQuote(params) {
+        this.ensureL2Auth();
+        const endpoint = GET_RFQ_BEST_QUOTE;
+        const l2HeaderArgs = {
+            method: GET,
+            requestPath: endpoint,
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.get(`${this.deps.host}${endpoint}`, { headers, params });
+    }
+    /**
+     * Cancels an existing quote
+     */
+    async cancelRfqQuote(quote) {
+        this.ensureL2Auth();
+        const endpoint = CANCEL_RFQ_QUOTE;
+        const l2HeaderArgs = {
+            method: DELETE,
+            requestPath: endpoint,
+            body: JSON.stringify(quote),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.del(`${this.deps.host}${endpoint}`, { headers, data: quote });
+    }
+    /**
+     * Gets the RFQ configuration from the server
+     */
+    async rfqConfig() {
+        this.ensureL2Auth();
+        const endpoint = RFQ_CONFIG;
+        const l2HeaderArgs = {
+            method: GET,
+            requestPath: endpoint,
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.get(`${this.deps.host}${endpoint}`, { headers });
+    }
+    /**
+     * Accepts a quote and creates an order (taker side)
+     * This fetches the request details, creates an order, and submits the acceptance
+     */
+    async acceptRfqQuote(payload) {
+        this.ensureL2Auth();
+        const rfqQuotes = await this.getRfqQuotes({
+            quoteIds: [payload.quoteId],
+        });
+        // Check for HTTP errors first (network failures, auth errors, server errors)
+        if ("error" in rfqQuotes) {
+            const errorMsg = typeof rfqQuotes.error === "string"
+                ? rfqQuotes.error
+                : JSON.stringify(rfqQuotes.error);
+            throw new Error(`Error fetching RFQ quote: ${errorMsg}`);
+        }
+        if (!rfqQuotes?.data || rfqQuotes.data.length === 0) {
+            throw new Error("RFQ quote not found");
+        }
+        const rfqQuote = rfqQuotes.data[0];
+        // Create an order, matching the quote
+        const orderPayload = this.getRequestOrderCreationPayload(rfqQuote);
+        const orderSide = orderPayload.side;
+        const size = orderPayload.size;
+        const token = orderPayload.token;
+        const order = await this.deps.createOrder({
+            tokenID: token,
+            price: rfqQuote.price,
+            size: parseFloat(size),
+            side: orderSide,
+            expiration: payload.expiration,
+        });
+        if (!order) {
+            throw new Error("Error creating order");
+        }
+        const acceptPayload = {
+            requestId: payload.requestId,
+            quoteId: payload.quoteId,
+            owner: this.deps.creds.key,
+            ...order,
+            expiration: parseInt(order.expiration),
+            side: orderSide,
+            salt: parseInt(order.salt.toString())
+        };
+        const endpoint = RFQ_REQUESTS_ACCEPT;
+        const l2HeaderArgs = {
+            method: POST,
+            requestPath: endpoint,
+            body: JSON.stringify(acceptPayload),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.post(`${this.deps.host}${endpoint}`, { headers, data: acceptPayload });
+    }
+    /**
+     * Approves a quote and creates an order (maker side)
+     * This fetches the quote details, creates an order, and submits the approval
+     */
+    async approveRfqOrder(payload) {
+        this.ensureL2Auth();
+        const rfqQuotes = await this.getRfqQuotes({
+            quoteIds: [payload.quoteId],
+        });
+        // Check for HTTP errors first (network failures, auth errors, server errors)
+        if ("error" in rfqQuotes) {
+            const errorMsg = typeof rfqQuotes.error === "string"
+                ? rfqQuotes.error
+                : JSON.stringify(rfqQuotes.error);
+            throw new Error(`Error fetching RFQ quote: ${errorMsg}`);
+        }
+        if (!rfqQuotes?.data || rfqQuotes.data.length === 0) {
+            throw new Error("RFQ quote not found");
+        }
+        const rfqQuote = rfqQuotes.data[0];
+        // Create an order based on the quote details
+        const side = rfqQuote.side === "BUY" ? Side.BUY : Side.SELL;
+        const size = rfqQuote.side === "BUY" ?
+            rfqQuote.sizeIn : rfqQuote.sizeOut;
+        const order = await this.deps.createOrder({
+            tokenID: rfqQuote.token,
+            price: rfqQuote.price,
+            size: parseFloat(size),
+            side: side,
+            expiration: payload.expiration,
+        });
+        if (!order) {
+            throw new Error("Error creating order");
+        }
+        const approvePayload = {
+            requestId: payload.requestId,
+            quoteId: payload.quoteId,
+            owner: this.deps.creds.key,
+            ...order,
+            expiration: parseInt(order.expiration),
+            side: side,
+            salt: parseInt(order.salt.toString())
+        };
+        const endpoint = RFQ_QUOTE_APPROVE;
+        const l2HeaderArgs = {
+            method: POST,
+            requestPath: endpoint,
+            body: JSON.stringify(approvePayload),
+        };
+        const headers = await createL2Headers(this.deps.signer, this.deps.creds, l2HeaderArgs, this.deps.useServerTime ? await this.deps.getServerTime() : undefined);
+        return this.deps.post(`${this.deps.host}${endpoint}`, { headers, data: approvePayload });
+    }
+    /**
+     * Ensures L2 authentication is available for RFQ endpoints.
+     */
+    ensureL2Auth() {
+        if (this.deps.signer === undefined) {
+            throw L1_AUTH_UNAVAILABLE_ERROR;
+        }
+        if (this.deps.creds === undefined) {
+            throw L2_AUTH_NOT_AVAILABLE;
+        }
+    }
+    getRequestOrderCreationPayload(quote) {
+        const quoteSide = quote.side;
+        const matchType = quote.matchType;
+        let side;
+        let token;
+        let size;
+        switch (matchType) {
+            case RfqMatchType.COMPLEMENTARY:
+                // For BUY <> SELL and SELL <> BUY
+                // the order side is opposite the quote side
+                side = quoteSide === "BUY" ? Side.SELL : Side.BUY;
+                token = quote.token;
+                size = side == Side.BUY ? quote.sizeOut : quote.sizeIn;
+                return {
+                    token,
+                    side,
+                    size,
+                };
+            case RfqMatchType.MINT:
+            case RfqMatchType.MERGE:
+                // BUY<> BUY, SELL <> SELL
+                // the order side is the same as the quote side
+                side = quoteSide === "BUY" ? Side.BUY : Side.SELL;
+                token = quote.complement;
+                size = side == Side.BUY ? quote.sizeIn : quote.sizeOut;
+                return {
+                    token,
+                    side,
+                    size,
+                };
+            default:
+                throw new Error("invalid match type");
+        }
+    }
+}
+//# sourceMappingURL=rfq-client.js.map

package/dist/rfq-client.js.map

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package/dist/rfq-deps.d.ts

@@ -0,0 +1,44 @@
+import type { Wallet } from "@ethersproject/wallet";
+import type { JsonRpcSigner } from "@ethersproject/providers";
+import type { SignedOrder } from "@polymarket/order-utils";
+import type { AcceptQuoteParams, ApiKeyCreds, ApproveOrderParams, CancelRfqQuoteParams, CancelRfqRequestParams, CreateOrderOptions, GetRfqBestQuoteParams, GetRfqQuotesParams, GetRfqRequestsParams, RfqQuote, RfqQuotesResponse, RfqRequestsResponse, RfqRequestResponse, RfqQuoteResponse, RfqUserOrder, RfqUserQuote, TickSize, UserOrder } from "./types.ts";
+import type { RequestOptions } from "./http-helpers/index.ts";
+/**
+ * Minimal surface from the core CLOB client that RFQ functionality depends on.
+ */
+export interface RfqDeps {
+    host: string;
+    signer?: Wallet | JsonRpcSigner;
+    creds?: ApiKeyCreds;
+    useServerTime?: boolean;
+    geoBlockToken?: string;
+    /**
+     * Numeric user type (backed by SignatureType in the order builder).
+     */
+    userType: number;
+    getServerTime(): Promise<number>;
+    getTickSize(tokenID: string): Promise<TickSize>;
+    resolveTickSize(tokenID: string, tickSize?: TickSize): Promise<TickSize>;
+    createOrder(userOrder: UserOrder, options?: Partial<CreateOrderOptions>): Promise<SignedOrder>;
+    get(endpoint: string, options?: RequestOptions): Promise<any>;
+    post(endpoint: string, options?: RequestOptions): Promise<any>;
+    put(endpoint: string, options?: RequestOptions): Promise<any>;
+    del(endpoint: string, options?: RequestOptions): Promise<any>;
+}
+/**
+ * Public RFQ surface exposed from a CLOB client.
+ *
+ * This is what `ClobClient.rfq` is typed as, and what `RfqClient` implements.
+ */
+export interface IRfqClient {
+    createRfqRequest(userOrder: RfqUserOrder, options?: Partial<CreateOrderOptions>): Promise<RfqRequestResponse>;
+    cancelRfqRequest(request: CancelRfqRequestParams): Promise<"OK">;
+    getRfqRequests(params?: GetRfqRequestsParams): Promise<RfqRequestsResponse>;
+    createRfqQuote(userQuote: RfqUserQuote, options?: Partial<CreateOrderOptions>): Promise<RfqQuoteResponse>;
+    getRfqQuotes(params?: GetRfqQuotesParams): Promise<RfqQuotesResponse>;
+    getRfqBestQuote(params?: GetRfqBestQuoteParams): Promise<RfqQuote>;
+    cancelRfqQuote(quote: CancelRfqQuoteParams): Promise<"OK">;
+    rfqConfig(): Promise<any>;
+    acceptRfqQuote(payload: AcceptQuoteParams): Promise<"OK">;
+    approveRfqOrder(payload: ApproveOrderParams): Promise<"OK">;
+}

package/dist/rfq-deps.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=rfq-deps.js.map

package/dist/rfq-deps.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"rfq-deps.js","sourceRoot":"","sources":["../src/rfq-deps.ts"],"names":[],"mappings":""}

package/dist/types.d.ts

@@ -446,3 +446,144 @@ export interface BuilderTrade {
     createdAt: string | null;
     updatedAt: string | null;
 }
+export interface CancelRfqRequestParams {
+    requestId: string;
+}
+export interface CreateRfqRequestParams {
+    assetIn: string;
+    assetOut: string;
+    amountIn: string;
+    amountOut: string;
+    userType: number;
+}
+export interface RfqQuoteParams {
+    requestId: string;
+    assetIn: string;
+    assetOut: string;
+    amountIn: string;
+    amountOut: string;
+    userType: number;
+}
+export interface CreateRfqQuoteParams {
+    requestId: string;
+    assetIn: string;
+    assetOut: string;
+    amountIn: string;
+    amountOut: string;
+}
+export interface CancelRfqQuoteParams {
+    quoteId: string;
+}
+export interface AcceptQuoteParams {
+    requestId: string;
+    quoteId: string;
+    expiration: number;
+}
+export interface ApproveOrderParams {
+    requestId: string;
+    quoteId: string;
+    expiration: number;
+}
+export interface GetRfqQuotesParams {
+    quoteIds?: string[];
+    states?: string[];
+    userAddress?: string;
+    state?: string;
+    markets?: string[];
+    requestIds?: string[];
+    sizeMin?: number;
+    sizeMax?: number;
+    sizeUsdcMin?: number;
+    sizeUsdcMax?: number;
+    priceMin?: number;
+    priceMax?: number;
+    sortBy?: string;
+    sortDir?: string;
+    limit?: number;
+    offset?: string;
+}
+export interface GetRfqBestQuoteParams {
+    requestId?: string;
+}
+export type RfqUserOrder = Pick<UserOrder, "price" | "size" | "side" | "tokenID">;
+export type RfqUserQuote = RfqUserOrder & {
+    requestId: string;
+};
+export interface GetRfqRequestsParams {
+    requestIds?: string[];
+    states?: string[];
+    state?: string;
+    markets?: string[];
+    sizeMin?: number;
+    sizeMax?: number;
+    sizeUsdcMin?: number;
+    sizeUsdcMax?: number;
+    priceMin?: number;
+    priceMax?: number;
+    sortBy?: string;
+    sortDir?: string;
+    limit?: number;
+    offset?: string;
+}
+export interface RfqPaginatedResponse<T> {
+    readonly data: T[];
+    readonly next_cursor: string;
+    readonly limit: number;
+    readonly count: number;
+    readonly total_count?: number;
+}
+export interface RfqRequest {
+    readonly requestId: string;
+    readonly userAddress: string;
+    readonly proxyAddress: string;
+    readonly token: string;
+    readonly complement: string;
+    readonly condition: string;
+    readonly side: string;
+    readonly sizeIn: string;
+    readonly sizeOut: string;
+    readonly price: number;
+    readonly acceptedQuoteId: string;
+    readonly state: string;
+    readonly expiry: Date;
+    readonly createdAt: Date;
+    readonly updatedAt: Date;
+}
+export declare enum RfqMatchType {
+    COMPLEMENTARY = "COMPLEMENTARY",
+    MERGE = "MERGE",
+    MINT = "MINT"
+}
+export interface RfqQuote {
+    readonly quoteId: string;
+    readonly requestId: string;
+    readonly userAddress: string;
+    readonly proxyAddress: string;
+    readonly complement: string;
+    readonly condition: string;
+    readonly token: string;
+    readonly side: string;
+    readonly sizeIn: string;
+    readonly sizeOut: string;
+    readonly price: number;
+    readonly state: string;
+    readonly expiry: Date;
+    readonly matchType: string;
+    readonly createdAt: Date;
+    readonly updatedAt: Date;
+}
+export type RfqRequestsResponse = RfqPaginatedResponse<RfqRequest>;
+export type RfqQuotesResponse = RfqPaginatedResponse<RfqQuote>;
+export interface RfqRequestResponse {
+    readonly requestId: string;
+    readonly error?: string;
+}
+export interface RfqQuoteResponse {
+    readonly quoteId: string;
+    readonly error?: string;
+}
+export interface RfqRequestOrderCreationPayload {
+    readonly token: string;
+    readonly side: Side;
+    readonly size: string;
+}

package/dist/types.js

@@ -28,4 +28,10 @@ export var AssetType;
     AssetType["COLLATERAL"] = "COLLATERAL";
     AssetType["CONDITIONAL"] = "CONDITIONAL";
 })(AssetType || (AssetType = {}));
+export var RfqMatchType;
+(function (RfqMatchType) {
+    RfqMatchType["COMPLEMENTARY"] = "COMPLEMENTARY";
+    RfqMatchType["MERGE"] = "MERGE";
+    RfqMatchType["MINT"] = "MINT";
+})(RfqMatchType || (RfqMatchType = {}));
 //# sourceMappingURL=types.js.map

package/dist/types.js.map

@@ -1 +1 @@
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