@predictorsdk/client 0.13.1 → 0.14.0

package/dist/Client.d.ts

@@ -92,6 +92,8 @@ export declare class PredictorSDKClient {
      *
      * The pricing tier adds per-outcome quotes (`price`/`bid`/`ask`/ `last` as 0–1 probability numbers — price IS the implied probability), a `pricing` envelope (`availability`/`scale`/ `source`/`as_of`/`neg_risk`), and market-level aggregates (`liquidity_usd`, `volume_24h_usd`, `volume_total_usd`, plus Kalshi contract-count mirrors and `open_interest`). Kalshi/ Polymarket/Predict quotes come from the same record the identity fetch returns (`pricing.source=market_record`). SX Bet, Hyperliquid, and AlphaArcade carry no pricing on the market record, so the server makes one bounded second fetch to the order book (`pricing.source=orderbook`) — SX Bet's best-odds endpoint, Hyperliquid's merged `l2Book`, or AlphaArcade's `get-full-orderbook` (a 4-sided YES/NO book; the second side's quotes are derived from the first by the cross-side complement, and the catalog midpoint serves as the price mark when the book is empty). On a book error the lookup still succeeds with identity intact and `pricing.availability` reflecting the marks. On timeout/error it degrades to `pricing.availability=unavailable` with identity intact — pricing failures never fail the lookup. Aggregates a platform doesn't natively expose are explicit `null` (e.g. Kalshi reports volume in contracts, so `volume_*_usd` stays null rather than fabricating a USD figure; its upstream `liquidity_dollars` field is deprecated and always zero, so `liquidity_usd` is null too).
      *
+     * The `trading_fees` tier reports what the VENUE charges to trade this market — its own published fee parameters, normalized to one shape across all six platforms, so cross-venue cost comparison stops requiring six private formulas. Nothing here relates to PredictorSDK's subscription pricing. It is always present, and `trading_fees.availability` distinguishes published parameters from per-account rates that need your own venue credentials (SX Bet, Hyperliquid), from a venue that publishes nothing, and from a fee of genuinely zero. Only Kalshi costs extra upstream hops for it (its parameters live on the parent series plus any scheduled per-event override, all TTL-cached and bounded); those degrade to `availability: "unavailable"` rather than failing the lookup, exactly like the pricing tier. See the `MarketDetailTradingFees` schema for the formulas and for what is deliberately out of scope.
+     *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
      *

package/dist/Client.js

@@ -456,6 +456,8 @@ export class PredictorSDKClient {
      *
      * The pricing tier adds per-outcome quotes (`price`/`bid`/`ask`/ `last` as 0–1 probability numbers — price IS the implied probability), a `pricing` envelope (`availability`/`scale`/ `source`/`as_of`/`neg_risk`), and market-level aggregates (`liquidity_usd`, `volume_24h_usd`, `volume_total_usd`, plus Kalshi contract-count mirrors and `open_interest`). Kalshi/ Polymarket/Predict quotes come from the same record the identity fetch returns (`pricing.source=market_record`). SX Bet, Hyperliquid, and AlphaArcade carry no pricing on the market record, so the server makes one bounded second fetch to the order book (`pricing.source=orderbook`) — SX Bet's best-odds endpoint, Hyperliquid's merged `l2Book`, or AlphaArcade's `get-full-orderbook` (a 4-sided YES/NO book; the second side's quotes are derived from the first by the cross-side complement, and the catalog midpoint serves as the price mark when the book is empty). On a book error the lookup still succeeds with identity intact and `pricing.availability` reflecting the marks. On timeout/error it degrades to `pricing.availability=unavailable` with identity intact — pricing failures never fail the lookup. Aggregates a platform doesn't natively expose are explicit `null` (e.g. Kalshi reports volume in contracts, so `volume_*_usd` stays null rather than fabricating a USD figure; its upstream `liquidity_dollars` field is deprecated and always zero, so `liquidity_usd` is null too).
      *
+     * The `trading_fees` tier reports what the VENUE charges to trade this market — its own published fee parameters, normalized to one shape across all six platforms, so cross-venue cost comparison stops requiring six private formulas. Nothing here relates to PredictorSDK's subscription pricing. It is always present, and `trading_fees.availability` distinguishes published parameters from per-account rates that need your own venue credentials (SX Bet, Hyperliquid), from a venue that publishes nothing, and from a fee of genuinely zero. Only Kalshi costs extra upstream hops for it (its parameters live on the parent series plus any scheduled per-event override, all TTL-cached and bounded); those degrade to `availability: "unavailable"` rather than failing the lookup, exactly like the pricing tier. See the `MarketDetailTradingFees` schema for the formulas and for what is deliberately out of scope.
+     *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
      *

package/dist/api/types/MarketDetailFeeLeg.d.ts

@@ -0,0 +1,25 @@
+import type * as PredictorSDK from "../index.js";
+/**
+ * One side's fee model. Both `taker` and `maker` are always returned and you pick: PredictorSDK does not infer which side you will be, since that needs an order it has not seen. Null when the model is not determinable for that side.
+ *
+ * Note that "maker" and "taker" mean the venue's own definition — the resting order is the maker, the incoming order that fills it is the taker.
+ */
+export interface MarketDetailFeeLeg {
+    /**
+     * The price term of the per-share fee.
+     *
+     * `quadratic` — `rate × (price × (1 − price)) ^ exponent`. Kalshi (`roundup(0.07 × C × P × (1−P))`, exponent 1 by published formula), Polymarket (`fee = C × feeRate × p × (1 − p)`, exponent read per market), AlphaArcade (`feeBase × quantity × price × (1 − price)`).
+     *
+     * `min_price` — `rate × min(price, 1 − price)`. Predict (`Base Fee % × min(Price, 1 − Price) × Shares`). A TENT, not a parabola: the effective rate on notional is flat at `rate` for every price at or below 0.5 and only declines above it. Do not collapse this into `quadratic`; it would overstate the fee at every price below 0.5.
+     *
+     * `notional` — `rate × price`, i.e. a flat fraction of traded notional with no price curve at all.
+     *
+     * `none` — zero, asserted.
+     */
+    model: PredictorSDK.MarketDetailFeeLegModel;
+    /** A DECIMAL FRACTION, never basis points — matching each venue's own published unit. `0.07` is 7% of the price term, not 7 bps. Null means the shape is known but the value is not (Hyperliquid, where the effective rate is account-tiered). `0` means zero, asserted. */
+    rate: number | null;
+    /** Only meaningful for `model: "quadratic"`; null otherwise. Read per market from Polymarket's `feeSchedule.exponent`; `1` on Kalshi and AlphaArcade, whose published formulas are exponent-1 by construction. Never defaulted when unknown — a quadratic leg with an unreadable exponent makes the whole descriptor `partial`, because the exponent moves the fee by roughly 4x and can flip which venue is cheaper. */
+    exponent: number | null;
+    rounding: PredictorSDK.MarketDetailFeeRounding | null;
+}

package/dist/api/types/MarketDetailFeeLeg.js

@@ -0,0 +1,2 @@
+// This file was auto-generated by Fern from our API Definition.
+export {};

package/dist/api/types/MarketDetailFeeLegModel.d.ts

@@ -0,0 +1,18 @@
+/**
+ * The price term of the per-share fee.
+ *
+ * `quadratic` — `rate × (price × (1 − price)) ^ exponent`. Kalshi (`roundup(0.07 × C × P × (1−P))`, exponent 1 by published formula), Polymarket (`fee = C × feeRate × p × (1 − p)`, exponent read per market), AlphaArcade (`feeBase × quantity × price × (1 − price)`).
+ *
+ * `min_price` — `rate × min(price, 1 − price)`. Predict (`Base Fee % × min(Price, 1 − Price) × Shares`). A TENT, not a parabola: the effective rate on notional is flat at `rate` for every price at or below 0.5 and only declines above it. Do not collapse this into `quadratic`; it would overstate the fee at every price below 0.5.
+ *
+ * `notional` — `rate × price`, i.e. a flat fraction of traded notional with no price curve at all.
+ *
+ * `none` — zero, asserted.
+ */
+export declare const MarketDetailFeeLegModel: {
+    readonly Quadratic: "quadratic";
+    readonly MinPrice: "min_price";
+    readonly Notional: "notional";
+    readonly None: "none";
+};
+export type MarketDetailFeeLegModel = (typeof MarketDetailFeeLegModel)[keyof typeof MarketDetailFeeLegModel];

package/dist/api/types/MarketDetailFeeLegModel.js

@@ -0,0 +1,18 @@
+// This file was auto-generated by Fern from our API Definition.
+/**
+ * The price term of the per-share fee.
+ *
+ * `quadratic` — `rate × (price × (1 − price)) ^ exponent`. Kalshi (`roundup(0.07 × C × P × (1−P))`, exponent 1 by published formula), Polymarket (`fee = C × feeRate × p × (1 − p)`, exponent read per market), AlphaArcade (`feeBase × quantity × price × (1 − price)`).
+ *
+ * `min_price` — `rate × min(price, 1 − price)`. Predict (`Base Fee % × min(Price, 1 − Price) × Shares`). A TENT, not a parabola: the effective rate on notional is flat at `rate` for every price at or below 0.5 and only declines above it. Do not collapse this into `quadratic`; it would overstate the fee at every price below 0.5.
+ *
+ * `notional` — `rate × price`, i.e. a flat fraction of traded notional with no price curve at all.
+ *
+ * `none` — zero, asserted.
+ */
+export const MarketDetailFeeLegModel = {
+    Quadratic: "quadratic",
+    MinPrice: "min_price",
+    Notional: "notional",
+    None: "none",
+};

package/dist/api/types/MarketDetailFeeRounding.d.ts

@@ -0,0 +1,12 @@
+import type * as PredictorSDK from "../index.js";
+/**
+ * The venue's published rounding rule, applied to the computed fee. Null where the venue publishes no rule (Predict) — treat that as UNKNOWN rather than as "no rounding", which would understate small trades.
+ *
+ * Kalshi additionally charges a per-fill rounding fee that restores the member's balance precision ($0.01 for non-direct members, $0.0001 for direct), offset by a rebate once accumulated rounding exceeds $0.01. That depends on fill fragmentation and member type, so it is not predictable pre-trade and is deliberately not modeled here — expect a small positive difference between the figure you compute and the figure Kalshi charges across many partial fills.
+ */
+export interface MarketDetailFeeRounding {
+    /** `up` — the venue rounds the fee UP to the next increment (Kalshi ceils to $0.0001; AlphaArcade ceils to 1e-6 USDC). `nearest` — the venue rounds to the nearest increment (Polymarket rounds to 5 decimal places, with 0.00001 USDC the smallest fee charged). */
+    direction: PredictorSDK.MarketDetailFeeRoundingDirection;
+    /** The rounding increment in the market's quote currency. */
+    increment: number;
+}

package/dist/api/types/MarketDetailFeeRounding.js

@@ -0,0 +1,2 @@
+// This file was auto-generated by Fern from our API Definition.
+export {};

package/dist/api/types/MarketDetailFeeRoundingDirection.d.ts

@@ -0,0 +1,6 @@
+/** `up` — the venue rounds the fee UP to the next increment (Kalshi ceils to $0.0001; AlphaArcade ceils to 1e-6 USDC). `nearest` — the venue rounds to the nearest increment (Polymarket rounds to 5 decimal places, with 0.00001 USDC the smallest fee charged). */
+export declare const MarketDetailFeeRoundingDirection: {
+    readonly Up: "up";
+    readonly Nearest: "nearest";
+};
+export type MarketDetailFeeRoundingDirection = (typeof MarketDetailFeeRoundingDirection)[keyof typeof MarketDetailFeeRoundingDirection];

package/dist/api/types/MarketDetailFeeRoundingDirection.js

@@ -0,0 +1,6 @@
+// This file was auto-generated by Fern from our API Definition.
+/** `up` — the venue rounds the fee UP to the next increment (Kalshi ceils to $0.0001; AlphaArcade ceils to 1e-6 USDC). `nearest` — the venue rounds to the nearest increment (Polymarket rounds to 5 decimal places, with 0.00001 USDC the smallest fee charged). */
+export const MarketDetailFeeRoundingDirection = {
+    Up: "up",
+    Nearest: "nearest",
+};

package/dist/api/types/MarketDetailPricing.d.ts

@@ -7,9 +7,12 @@ export interface MarketDetailPricing {
     availability: PredictorSDK.MarketDetailPricingAvailability;
     /** Self-describing unit declaration for all price fields. Single canonical scale today; new values would be added alongside (never replacing) this one. */
     scale: PredictorSDK.MarketDetailPricingScale;
-    /** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orders/odds/best`, Hyperliquid `l2Book`). */
+    /** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orderbook-v3/snapshot`, Hyperliquid `l2Book`). */
     source: PredictorSDK.MarketDetailPricingSource;
-    /** Quote freshness as RFC3339. When the two sides carry independent upstream timestamps (SX Bet), this is the OLDER of them — a conservative floor that never over-claims freshness. Hyperliquid uses the `l2Book` server timestamp. Null when the upstream record carries no quote timestamp at all (Predict) — treat freshness as UNKNOWN, not as fresh. Timestamps come from each platform's own clock; for Kalshi/Polymarket the value is the record's last-update time, the closest the platform exposes to a quote timestamp. */
+    /**
+     * Quote freshness as RFC3339. When the two sides carry independent upstream timestamps, this is the OLDER of them — a conservative floor that never over-claims freshness. Hyperliquid uses the `l2Book` server timestamp. Null when the upstream record carries no quote timestamp at all (Predict, AlphaArcade, and SX Bet) — treat freshness as UNKNOWN, not as fresh. Timestamps come from each platform's own clock; for Kalshi/Polymarket the value is the record's last-update time, the closest the platform exposes to a quote timestamp.
+     * SX Bet moved from timestamped to null at its V3 order-book cutover (2026-08-25): V3 publishes an opaque monotonic book `version` and no wall-clock stamp anywhere, and server ingest time is not substituted because it would masquerade as an upstream stamp.
+     */
     asOf: Date | null;
     /** True when this market belongs to a negative-risk multi-outcome event (Polymarket `negRisk`, Predict `isNegRisk`). On a multi-outcome record, outcome prices intentionally need not sum to 1 — do not "normalize" the book. Note that for the BINARY member markets these platforms serve today the flag signals event-level structure (this market is one leg of a mutually-exclusive set); the binary pair itself still sums to ~1. Omitted when false. */
     negRisk?: boolean;

package/dist/api/types/MarketDetailPricingSource.d.ts

@@ -1,4 +1,4 @@
-/** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orders/odds/best`, Hyperliquid `l2Book`). */
+/** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orderbook-v3/snapshot`, Hyperliquid `l2Book`). */
 export declare const MarketDetailPricingSource: {
     readonly MarketRecord: "market_record";
     readonly Orderbook: "orderbook";

package/dist/api/types/MarketDetailPricingSource.js

@@ -1,5 +1,5 @@
 // This file was auto-generated by Fern from our API Definition.
-/** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orders/odds/best`, Hyperliquid `l2Book`). */
+/** Where the quotes came from. `market_record` — embedded in the same single-market record as the identity fetch (Kalshi, Polymarket, Predict). `orderbook` — required one bounded second fetch against the platform's order-book surface (SX Bet `/orderbook-v3/snapshot`, Hyperliquid `l2Book`). */
 export const MarketDetailPricingSource = {
     MarketRecord: "market_record",
     Orderbook: "orderbook",

package/dist/api/types/MarketDetailResponse.d.ts

@@ -1,6 +1,6 @@
 import type * as PredictorSDK from "../index.js";
 /**
- * Single-market detail across all six supported platforms. Identity fields are strict-universal (no second fetch on any platform); the pricing tier carries per-outcome quotes plus market-level aggregates with explicit nulls where a platform doesn't natively expose a figure — values are never fabricated. closes_at/event_id remain deliberately omitted, see the endpoint description for the rationale.
+ * Single-market detail across all six supported platforms. Identity fields are strict-universal (no second fetch on any platform); the pricing tier carries per-outcome quotes plus market-level aggregates with explicit nulls where a platform doesn't natively expose a figure — values are never fabricated. The trading_fees tier applies the same rule to the venue's own published fee parameters. closes_at/event_id remain deliberately omitted, see the endpoint description for the rationale.
  */
 export interface MarketDetailResponse {
     /** Composite market identifier in the format `{provider}:{provider_id}`. Matches the `id` field returned by `GET /v1/markets` so list output flows into detail lookups without preprocessing. */
@@ -16,6 +16,7 @@ export interface MarketDetailResponse {
     /** Outcomes with per-outcome quotes. ORDERING GUARANTEE: `outcomes[0]` is the platform's primary/headline outcome — Kalshi `Yes`, Polymarket's first outcome token (its `bestBid`/`bestAsk` side), Predict `indexSet=1`, SX Bet `outcomeOne`, Hyperliquid's first `sideSpec`. Render `outcomes[0].price` as the headline probability; do NOT search for an outcome named "Yes" (names are free-text on Predict/SX Bet/Hyperliquid). Every supported platform models per-market outcomes as a 2-element list in practice (multi-outcome events are modeled as multiple binary markets nested under one event/category); the per-outcome quote shape handles binary and any future multi-outcome record identically with no special-casing. */
     outcomes: PredictorSDK.MarketDetailOutcome[];
     pricing: PredictorSDK.MarketDetailPricing;
+    tradingFees: PredictorSDK.MarketDetailTradingFees;
     /** Resting order-book depth valued in USD — strictly CLOB book depth, never an AMM pool size or a synthetic score. Polymarket exposes it natively (`liquidityNum`); null for Kalshi (its upstream `liquidity_dollars` is deprecated and always zero), Predict (stats is null on the record), and SX Bet/Hyperliquid (no scalar without summing the raw order book). */
     liquidityUsd: number | null;
     /** Trailing-24h traded volume in USD notional. Null where the platform doesn't denominate volume in USD — notably Kalshi (contracts; see `volume_24h_contracts`) — or doesn't expose a volume aggregate at all (SX Bet, Hyperliquid, Predict's record). */

package/dist/api/types/MarketDetailScheduledFeeChange.d.ts

@@ -0,0 +1,12 @@
+import type * as PredictorSDK from "../index.js";
+/**
+ * The next PUBLISHED change to this market's fee parameters and when it takes effect. OMITTED (not null) when there is no pending change, matching `pricing.neg_risk`.
+ *
+ * Kalshi is the only platform that publishes this today, and it matters: every MLB series currently runs at a `fee_multiplier` of 0.5 with a per-event override restoring 1.0 at first pitch, so the fee DOUBLES mid-market on a game that is already trading. On a $100 taker order at a price of 0.42 that is 203 bps before the first pitch and 406 bps after — enough to change which venue is cheaper for the same canonical outcome at the same price. Without this field a consumer mis-costs every order placed near a game start with no way to see it coming.
+ */
+export interface MarketDetailScheduledFeeChange {
+    /** When the new parameters take effect, RFC3339. */
+    effectiveAt: Date;
+    taker: PredictorSDK.MarketDetailFeeLeg | null;
+    maker: PredictorSDK.MarketDetailFeeLeg | null;
+}

package/dist/api/types/MarketDetailScheduledFeeChange.js

@@ -0,0 +1,2 @@
+// This file was auto-generated by Fern from our API Definition.
+export {};

package/dist/api/types/MarketDetailTradingFees.d.ts

@@ -0,0 +1,40 @@
+import type * as PredictorSDK from "../index.js";
+/**
+ * The trading fee the PREDICTION MARKET charges on a trade in this market — the venue's own published parameters, normalized. This has nothing to do with PredictorSDK's subscription pricing.
+ *
+ * Always present on the response. Every published model across the six platforms is a per-share fee times the traded share count, and only the price term differs, so `taker.model` plus its parameters expresses each venue exactly rather than approximating any of them. Compute the fee yourself:
+ *
+ * `fee = shares × f(price)`, then apply `rounding`, where `f` is
+ *
+ * - `quadratic`: `rate × (price × (1 − price)) ^ exponent`
+ * - `min_price`: `rate × min(price, 1 − price)`
+ * - `notional`: `rate × price`
+ * - `none`: `0`
+ *
+ * The effective rate on notional — what you actually compare across venues — is `f(price) / price`. For `quadratic` at `exponent: 1` that reduces to `rate × (1 − price)`, which is why no single basis-point figure can express any of these venues: at `rate: 0.07` the effective cost runs from 693 bps at a price of 0.01 down to 7 bps at 0.99.
+ *
+ * `availability` and the legs are on separate axes on purpose: availability says what is KNOWN, the legs say what is CHARGED. A fee-free market is `availability: published` with `model: "none"` and `rate: 0` — an asserted zero, distinguishable from `unpublished` (the venue publishes nothing) and from `account_specific` (rates exist but are per-account).
+ *
+ * OUT OF SCOPE and therefore not modeled as fields, though each is real and moves the number: rebates (Polymarket's maker-rebate and taker-rebate programs), per-account discounts (Predict's 10% invite discount), volume/staking tiers (Hyperliquid), and third-party pass-through (Kalshi FCM customers, Polymarket builder fees). The parameters here are the venue's PUBLISHED base for this market; a specific account may pay less.
+ */
+export interface MarketDetailTradingFees {
+    /** `published` — the full parameter set for this market is known. `partial` — fees may be charged here but a parameter is missing or uninterpretable upstream; the legs carry what is known and null the rest, never a guess. It also covers the case where the parameters in force are known but the venue's pending-change list was unreadable, so an omitted `scheduled_change` means "unknown" rather than "none". `account_specific` — rates exist but are set per trading account and require your own venue credentials (SX Bet's `GET /user/fees-v3`, Hyperliquid's `POST /info {"type":"userFees"}`). `unpublished` — the venue publishes no fee model for this market at all. `unavailable` — our own bounded parameter fetch failed or timed out; identity and pricing are still served. Same contract as `pricing.availability`. */
+    availability: PredictorSDK.MarketDetailTradingFeesAvailability;
+    /**
+     * When PredictorSDK READ these parameter values — an observation timestamp, not an upstream stamp.
+     *
+     * Named `observed_at` rather than `as_of` deliberately: `pricing.as_of` is the provider record's own last-update time, which is a different thing, and reusing the name for a differently-defined timestamp would bake that confusion into a second field. Null when nothing is read at request time (`source: venue_schedule`) or when nothing could be read (`availability: unavailable`).
+     */
+    observedAt: Date | null;
+    /** Where the parameters came from, so a latency-sensitive consumer knows which platforms cost extra hops. `market_record` — embedded in the same market record the identity fetch already returned (Polymarket `feeSchedule`, Predict `feeRateBps`, AlphaArcade `feeBasePercent`); zero extra fetches. `series_record` — the parameters live on parent records and cost up to three small, TTL-cached hops (Kalshi: the event record for its series ticker and any fee override in force, the series for the base `fee_type`/`fee_multiplier` that override supersedes, then the event's pending fee changes for `scheduled_change`). `venue_schedule` — the venue exposes no per-market parameter and the answer comes from its published schedule (SX Bet, Hyperliquid). */
+    source: PredictorSDK.MarketDetailTradingFeesSource;
+    /**
+     * What the fee is assessed on. `fill` — assessed when the order fills, from the traded share count and the fill price. `settlement_profit` — assessed at settlement, on profit (total return − stake), and only on a position that WON; a loss or a void is never charged.
+     *
+     * Read this before comparing rates across venues. SX Bet charges on winning profit at settlement, so its fee is an expected-value haircut rather than an entry cost — a consumer that models it as a percentage of notional is wrong about the shape before it is wrong about the rate. The reported basis is the one that applies to trading: SX Bet's four payout fees. Its separate `refundFee` is charged at fill time on the capital-efficiency refund rather than on profit, and is out of scope here along with its rates.
+     */
+    chargeBasis: PredictorSDK.MarketDetailTradingFeesChargeBasis | null;
+    taker: PredictorSDK.MarketDetailFeeLeg | null;
+    maker: PredictorSDK.MarketDetailFeeLeg | null;
+    scheduledChange?: PredictorSDK.MarketDetailScheduledFeeChange | null;
+}

package/dist/api/types/MarketDetailTradingFees.js

@@ -0,0 +1,2 @@
+// This file was auto-generated by Fern from our API Definition.
+export {};

package/dist/api/types/MarketDetailTradingFeesAvailability.d.ts

@@ -0,0 +1,9 @@
+/** `published` — the full parameter set for this market is known. `partial` — fees may be charged here but a parameter is missing or uninterpretable upstream; the legs carry what is known and null the rest, never a guess. It also covers the case where the parameters in force are known but the venue's pending-change list was unreadable, so an omitted `scheduled_change` means "unknown" rather than "none". `account_specific` — rates exist but are set per trading account and require your own venue credentials (SX Bet's `GET /user/fees-v3`, Hyperliquid's `POST /info {"type":"userFees"}`). `unpublished` — the venue publishes no fee model for this market at all. `unavailable` — our own bounded parameter fetch failed or timed out; identity and pricing are still served. Same contract as `pricing.availability`. */
+export declare const MarketDetailTradingFeesAvailability: {
+    readonly Published: "published";
+    readonly Partial: "partial";
+    readonly AccountSpecific: "account_specific";
+    readonly Unpublished: "unpublished";
+    readonly Unavailable: "unavailable";
+};
+export type MarketDetailTradingFeesAvailability = (typeof MarketDetailTradingFeesAvailability)[keyof typeof MarketDetailTradingFeesAvailability];

package/dist/api/types/MarketDetailTradingFeesAvailability.js

@@ -0,0 +1,9 @@
+// This file was auto-generated by Fern from our API Definition.
+/** `published` — the full parameter set for this market is known. `partial` — fees may be charged here but a parameter is missing or uninterpretable upstream; the legs carry what is known and null the rest, never a guess. It also covers the case where the parameters in force are known but the venue's pending-change list was unreadable, so an omitted `scheduled_change` means "unknown" rather than "none". `account_specific` — rates exist but are set per trading account and require your own venue credentials (SX Bet's `GET /user/fees-v3`, Hyperliquid's `POST /info {"type":"userFees"}`). `unpublished` — the venue publishes no fee model for this market at all. `unavailable` — our own bounded parameter fetch failed or timed out; identity and pricing are still served. Same contract as `pricing.availability`. */
+export const MarketDetailTradingFeesAvailability = {
+    Published: "published",
+    Partial: "partial",
+    AccountSpecific: "account_specific",
+    Unpublished: "unpublished",
+    Unavailable: "unavailable",
+};

package/dist/api/types/MarketDetailTradingFeesChargeBasis.d.ts

@@ -0,0 +1,10 @@
+/**
+ * What the fee is assessed on. `fill` — assessed when the order fills, from the traded share count and the fill price. `settlement_profit` — assessed at settlement, on profit (total return − stake), and only on a position that WON; a loss or a void is never charged.
+ *
+ * Read this before comparing rates across venues. SX Bet charges on winning profit at settlement, so its fee is an expected-value haircut rather than an entry cost — a consumer that models it as a percentage of notional is wrong about the shape before it is wrong about the rate. The reported basis is the one that applies to trading: SX Bet's four payout fees. Its separate `refundFee` is charged at fill time on the capital-efficiency refund rather than on profit, and is out of scope here along with its rates.
+ */
+export declare const MarketDetailTradingFeesChargeBasis: {
+    readonly Fill: "fill";
+    readonly SettlementProfit: "settlement_profit";
+};
+export type MarketDetailTradingFeesChargeBasis = (typeof MarketDetailTradingFeesChargeBasis)[keyof typeof MarketDetailTradingFeesChargeBasis];

package/dist/api/types/MarketDetailTradingFeesChargeBasis.js

@@ -0,0 +1,10 @@
+// This file was auto-generated by Fern from our API Definition.
+/**
+ * What the fee is assessed on. `fill` — assessed when the order fills, from the traded share count and the fill price. `settlement_profit` — assessed at settlement, on profit (total return − stake), and only on a position that WON; a loss or a void is never charged.
+ *
+ * Read this before comparing rates across venues. SX Bet charges on winning profit at settlement, so its fee is an expected-value haircut rather than an entry cost — a consumer that models it as a percentage of notional is wrong about the shape before it is wrong about the rate. The reported basis is the one that applies to trading: SX Bet's four payout fees. Its separate `refundFee` is charged at fill time on the capital-efficiency refund rather than on profit, and is out of scope here along with its rates.
+ */
+export const MarketDetailTradingFeesChargeBasis = {
+    Fill: "fill",
+    SettlementProfit: "settlement_profit",
+};

package/dist/api/types/MarketDetailTradingFeesSource.d.ts

@@ -0,0 +1,7 @@
+/** Where the parameters came from, so a latency-sensitive consumer knows which platforms cost extra hops. `market_record` — embedded in the same market record the identity fetch already returned (Polymarket `feeSchedule`, Predict `feeRateBps`, AlphaArcade `feeBasePercent`); zero extra fetches. `series_record` — the parameters live on parent records and cost up to three small, TTL-cached hops (Kalshi: the event record for its series ticker and any fee override in force, the series for the base `fee_type`/`fee_multiplier` that override supersedes, then the event's pending fee changes for `scheduled_change`). `venue_schedule` — the venue exposes no per-market parameter and the answer comes from its published schedule (SX Bet, Hyperliquid). */
+export declare const MarketDetailTradingFeesSource: {
+    readonly MarketRecord: "market_record";
+    readonly SeriesRecord: "series_record";
+    readonly VenueSchedule: "venue_schedule";
+};
+export type MarketDetailTradingFeesSource = (typeof MarketDetailTradingFeesSource)[keyof typeof MarketDetailTradingFeesSource];

package/dist/api/types/MarketDetailTradingFeesSource.js

@@ -0,0 +1,7 @@
+// This file was auto-generated by Fern from our API Definition.
+/** Where the parameters came from, so a latency-sensitive consumer knows which platforms cost extra hops. `market_record` — embedded in the same market record the identity fetch already returned (Polymarket `feeSchedule`, Predict `feeRateBps`, AlphaArcade `feeBasePercent`); zero extra fetches. `series_record` — the parameters live on parent records and cost up to three small, TTL-cached hops (Kalshi: the event record for its series ticker and any fee override in force, the series for the base `fee_type`/`fee_multiplier` that override supersedes, then the event's pending fee changes for `scheduled_change`). `venue_schedule` — the venue exposes no per-market parameter and the answer comes from its published schedule (SX Bet, Hyperliquid). */
+export const MarketDetailTradingFeesSource = {
+    MarketRecord: "market_record",
+    SeriesRecord: "series_record",
+    VenueSchedule: "venue_schedule",
+};

package/dist/api/types/index.d.ts

@@ -19,6 +19,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketCategory.js";
+export * from "./MarketDetailFeeLeg.js";
+export * from "./MarketDetailFeeLegModel.js";
+export * from "./MarketDetailFeeRounding.js";
+export * from "./MarketDetailFeeRoundingDirection.js";
 export * from "./MarketDetailOutcome.js";
 export * from "./MarketDetailPricing.js";
 export * from "./MarketDetailPricingAvailability.js";
@@ -27,6 +31,11 @@ export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";
+export * from "./MarketDetailScheduledFeeChange.js";
+export * from "./MarketDetailTradingFees.js";
+export * from "./MarketDetailTradingFeesAvailability.js";
+export * from "./MarketDetailTradingFeesChargeBasis.js";
+export * from "./MarketDetailTradingFeesSource.js";
 export * from "./MarketsListResponse.js";
 export * from "./PaginationBlock.js";
 export * from "./PaymentRequiredErrorAction.js";

package/dist/api/types/index.js

@@ -19,6 +19,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketCategory.js";
+export * from "./MarketDetailFeeLeg.js";
+export * from "./MarketDetailFeeLegModel.js";
+export * from "./MarketDetailFeeRounding.js";
+export * from "./MarketDetailFeeRoundingDirection.js";
 export * from "./MarketDetailOutcome.js";
 export * from "./MarketDetailPricing.js";
 export * from "./MarketDetailPricingAvailability.js";
@@ -27,6 +31,11 @@ export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";
+export * from "./MarketDetailScheduledFeeChange.js";
+export * from "./MarketDetailTradingFees.js";
+export * from "./MarketDetailTradingFeesAvailability.js";
+export * from "./MarketDetailTradingFeesChargeBasis.js";
+export * from "./MarketDetailTradingFeesSource.js";
 export * from "./MarketsListResponse.js";
 export * from "./PaginationBlock.js";
 export * from "./PaymentRequiredErrorAction.js";

package/dist/serialization/types/MarketDetailFeeLeg.d.ts

@@ -0,0 +1,14 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+import { MarketDetailFeeLegModel } from "./MarketDetailFeeLegModel.js";
+import { MarketDetailFeeRounding } from "./MarketDetailFeeRounding.js";
+export declare const MarketDetailFeeLeg: core.serialization.ObjectSchema<serializers.MarketDetailFeeLeg.Raw, PredictorSDK.MarketDetailFeeLeg>;
+export declare namespace MarketDetailFeeLeg {
+    interface Raw {
+        model: MarketDetailFeeLegModel.Raw;
+        rate?: number | null;
+        exponent?: number | null;
+        rounding?: MarketDetailFeeRounding.Raw | null;
+    }
+}

package/dist/serialization/types/MarketDetailFeeLeg.js

@@ -0,0 +1,10 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+import { MarketDetailFeeLegModel } from "./MarketDetailFeeLegModel.js";
+import { MarketDetailFeeRounding } from "./MarketDetailFeeRounding.js";
+export const MarketDetailFeeLeg = core.serialization.object({
+    model: MarketDetailFeeLegModel,
+    rate: core.serialization.number().nullable(),
+    exponent: core.serialization.number().nullable(),
+    rounding: MarketDetailFeeRounding.nullable(),
+});

package/dist/serialization/types/MarketDetailFeeLegModel.d.ts

@@ -0,0 +1,7 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+export declare const MarketDetailFeeLegModel: core.serialization.Schema<serializers.MarketDetailFeeLegModel.Raw, PredictorSDK.MarketDetailFeeLegModel>;
+export declare namespace MarketDetailFeeLegModel {
+    type Raw = "quadratic" | "min_price" | "notional" | "none";
+}

package/dist/serialization/types/MarketDetailFeeLegModel.js

@@ -0,0 +1,3 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+export const MarketDetailFeeLegModel = core.serialization.enum_(["quadratic", "min_price", "notional", "none"]);

package/dist/serialization/types/MarketDetailFeeRounding.d.ts

@@ -0,0 +1,11 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+import { MarketDetailFeeRoundingDirection } from "./MarketDetailFeeRoundingDirection.js";
+export declare const MarketDetailFeeRounding: core.serialization.ObjectSchema<serializers.MarketDetailFeeRounding.Raw, PredictorSDK.MarketDetailFeeRounding>;
+export declare namespace MarketDetailFeeRounding {
+    interface Raw {
+        direction: MarketDetailFeeRoundingDirection.Raw;
+        increment: number;
+    }
+}

package/dist/serialization/types/MarketDetailFeeRounding.js

@@ -0,0 +1,7 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+import { MarketDetailFeeRoundingDirection } from "./MarketDetailFeeRoundingDirection.js";
+export const MarketDetailFeeRounding = core.serialization.object({
+    direction: MarketDetailFeeRoundingDirection,
+    increment: core.serialization.number(),
+});

package/dist/serialization/types/MarketDetailFeeRoundingDirection.d.ts

@@ -0,0 +1,7 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+export declare const MarketDetailFeeRoundingDirection: core.serialization.Schema<serializers.MarketDetailFeeRoundingDirection.Raw, PredictorSDK.MarketDetailFeeRoundingDirection>;
+export declare namespace MarketDetailFeeRoundingDirection {
+    type Raw = "up" | "nearest";
+}

package/dist/serialization/types/MarketDetailFeeRoundingDirection.js

@@ -0,0 +1,3 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+export const MarketDetailFeeRoundingDirection = core.serialization.enum_(["up", "nearest"]);

package/dist/serialization/types/MarketDetailResponse.d.ts

@@ -5,6 +5,7 @@ import { MarketDetailOutcome } from "./MarketDetailOutcome.js";
 import { MarketDetailPricing } from "./MarketDetailPricing.js";
 import { MarketDetailResponseProvider } from "./MarketDetailResponseProvider.js";
 import { MarketDetailResponseStatus } from "./MarketDetailResponseStatus.js";
+import { MarketDetailTradingFees } from "./MarketDetailTradingFees.js";
 export declare const MarketDetailResponse: core.serialization.ObjectSchema<serializers.MarketDetailResponse.Raw, PredictorSDK.MarketDetailResponse>;
 export declare namespace MarketDetailResponse {
     interface Raw {
@@ -15,6 +16,7 @@ export declare namespace MarketDetailResponse {
         status: MarketDetailResponseStatus.Raw;
         outcomes: MarketDetailOutcome.Raw[];
         pricing: MarketDetailPricing.Raw;
+        trading_fees: MarketDetailTradingFees.Raw;
         liquidity_usd?: number | null;
         volume_24h_usd?: number | null;
         volume_total_usd?: number | null;

package/dist/serialization/types/MarketDetailResponse.js

@@ -4,6 +4,7 @@ import { MarketDetailOutcome } from "./MarketDetailOutcome.js";
 import { MarketDetailPricing } from "./MarketDetailPricing.js";
 import { MarketDetailResponseProvider } from "./MarketDetailResponseProvider.js";
 import { MarketDetailResponseStatus } from "./MarketDetailResponseStatus.js";
+import { MarketDetailTradingFees } from "./MarketDetailTradingFees.js";
 export const MarketDetailResponse = core.serialization.object({
     id: core.serialization.string(),
     provider: MarketDetailResponseProvider,
@@ -12,6 +13,7 @@ export const MarketDetailResponse = core.serialization.object({
     status: MarketDetailResponseStatus,
     outcomes: core.serialization.list(MarketDetailOutcome),
     pricing: MarketDetailPricing,
+    tradingFees: core.serialization.property("trading_fees", MarketDetailTradingFees),
     liquidityUsd: core.serialization.property("liquidity_usd", core.serialization.number().nullable()),
     volume24HUsd: core.serialization.property("volume_24h_usd", core.serialization.number().nullable()),
     volumeTotalUsd: core.serialization.property("volume_total_usd", core.serialization.number().nullable()),

package/dist/serialization/types/MarketDetailScheduledFeeChange.d.ts

@@ -0,0 +1,12 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+import { MarketDetailFeeLeg } from "./MarketDetailFeeLeg.js";
+export declare const MarketDetailScheduledFeeChange: core.serialization.ObjectSchema<serializers.MarketDetailScheduledFeeChange.Raw, PredictorSDK.MarketDetailScheduledFeeChange>;
+export declare namespace MarketDetailScheduledFeeChange {
+    interface Raw {
+        effective_at: string;
+        taker?: MarketDetailFeeLeg.Raw | null;
+        maker?: MarketDetailFeeLeg.Raw | null;
+    }
+}

package/dist/serialization/types/MarketDetailScheduledFeeChange.js

@@ -0,0 +1,8 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+import { MarketDetailFeeLeg } from "./MarketDetailFeeLeg.js";
+export const MarketDetailScheduledFeeChange = core.serialization.object({
+    effectiveAt: core.serialization.property("effective_at", core.serialization.date()),
+    taker: MarketDetailFeeLeg.nullable(),
+    maker: MarketDetailFeeLeg.nullable(),
+});

package/dist/serialization/types/MarketDetailTradingFees.d.ts

@@ -0,0 +1,20 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+import { MarketDetailFeeLeg } from "./MarketDetailFeeLeg.js";
+import { MarketDetailScheduledFeeChange } from "./MarketDetailScheduledFeeChange.js";
+import { MarketDetailTradingFeesAvailability } from "./MarketDetailTradingFeesAvailability.js";
+import { MarketDetailTradingFeesChargeBasis } from "./MarketDetailTradingFeesChargeBasis.js";
+import { MarketDetailTradingFeesSource } from "./MarketDetailTradingFeesSource.js";
+export declare const MarketDetailTradingFees: core.serialization.ObjectSchema<serializers.MarketDetailTradingFees.Raw, PredictorSDK.MarketDetailTradingFees>;
+export declare namespace MarketDetailTradingFees {
+    interface Raw {
+        availability: MarketDetailTradingFeesAvailability.Raw;
+        observed_at?: string | null;
+        source: MarketDetailTradingFeesSource.Raw;
+        charge_basis?: MarketDetailTradingFeesChargeBasis.Raw | null;
+        taker?: MarketDetailFeeLeg.Raw | null;
+        maker?: MarketDetailFeeLeg.Raw | null;
+        scheduled_change?: (MarketDetailScheduledFeeChange.Raw | null | undefined) | null;
+    }
+}

package/dist/serialization/types/MarketDetailTradingFees.js

@@ -0,0 +1,16 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+import { MarketDetailFeeLeg } from "./MarketDetailFeeLeg.js";
+import { MarketDetailScheduledFeeChange } from "./MarketDetailScheduledFeeChange.js";
+import { MarketDetailTradingFeesAvailability } from "./MarketDetailTradingFeesAvailability.js";
+import { MarketDetailTradingFeesChargeBasis } from "./MarketDetailTradingFeesChargeBasis.js";
+import { MarketDetailTradingFeesSource } from "./MarketDetailTradingFeesSource.js";
+export const MarketDetailTradingFees = core.serialization.object({
+    availability: MarketDetailTradingFeesAvailability,
+    observedAt: core.serialization.property("observed_at", core.serialization.date().nullable()),
+    source: MarketDetailTradingFeesSource,
+    chargeBasis: core.serialization.property("charge_basis", MarketDetailTradingFeesChargeBasis.nullable()),
+    taker: MarketDetailFeeLeg.nullable(),
+    maker: MarketDetailFeeLeg.nullable(),
+    scheduledChange: core.serialization.property("scheduled_change", MarketDetailScheduledFeeChange.optionalNullable()),
+});

package/dist/serialization/types/MarketDetailTradingFeesAvailability.d.ts

@@ -0,0 +1,7 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+export declare const MarketDetailTradingFeesAvailability: core.serialization.Schema<serializers.MarketDetailTradingFeesAvailability.Raw, PredictorSDK.MarketDetailTradingFeesAvailability>;
+export declare namespace MarketDetailTradingFeesAvailability {
+    type Raw = "published" | "partial" | "account_specific" | "unpublished" | "unavailable";
+}

package/dist/serialization/types/MarketDetailTradingFeesAvailability.js

@@ -0,0 +1,3 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+export const MarketDetailTradingFeesAvailability = core.serialization.enum_(["published", "partial", "account_specific", "unpublished", "unavailable"]);

package/dist/serialization/types/MarketDetailTradingFeesChargeBasis.d.ts

@@ -0,0 +1,7 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+export declare const MarketDetailTradingFeesChargeBasis: core.serialization.Schema<serializers.MarketDetailTradingFeesChargeBasis.Raw, PredictorSDK.MarketDetailTradingFeesChargeBasis>;
+export declare namespace MarketDetailTradingFeesChargeBasis {
+    type Raw = "fill" | "settlement_profit";
+}

package/dist/serialization/types/MarketDetailTradingFeesChargeBasis.js

@@ -0,0 +1,3 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+export const MarketDetailTradingFeesChargeBasis = core.serialization.enum_(["fill", "settlement_profit"]);

package/dist/serialization/types/MarketDetailTradingFeesSource.d.ts

@@ -0,0 +1,7 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+export declare const MarketDetailTradingFeesSource: core.serialization.Schema<serializers.MarketDetailTradingFeesSource.Raw, PredictorSDK.MarketDetailTradingFeesSource>;
+export declare namespace MarketDetailTradingFeesSource {
+    type Raw = "market_record" | "series_record" | "venue_schedule";
+}

package/dist/serialization/types/MarketDetailTradingFeesSource.js

@@ -0,0 +1,3 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+export const MarketDetailTradingFeesSource = core.serialization.enum_(["market_record", "series_record", "venue_schedule"]);

package/dist/serialization/types/index.d.ts

@@ -19,6 +19,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketCategory.js";
+export * from "./MarketDetailFeeLeg.js";
+export * from "./MarketDetailFeeLegModel.js";
+export * from "./MarketDetailFeeRounding.js";
+export * from "./MarketDetailFeeRoundingDirection.js";
 export * from "./MarketDetailOutcome.js";
 export * from "./MarketDetailPricing.js";
 export * from "./MarketDetailPricingAvailability.js";
@@ -27,6 +31,11 @@ export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";
+export * from "./MarketDetailScheduledFeeChange.js";
+export * from "./MarketDetailTradingFees.js";
+export * from "./MarketDetailTradingFeesAvailability.js";
+export * from "./MarketDetailTradingFeesChargeBasis.js";
+export * from "./MarketDetailTradingFeesSource.js";
 export * from "./MarketsListResponse.js";
 export * from "./PaginationBlock.js";
 export * from "./PaymentRequiredErrorAction.js";

package/dist/serialization/types/index.js

@@ -19,6 +19,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketCategory.js";
+export * from "./MarketDetailFeeLeg.js";
+export * from "./MarketDetailFeeLegModel.js";
+export * from "./MarketDetailFeeRounding.js";
+export * from "./MarketDetailFeeRoundingDirection.js";
 export * from "./MarketDetailOutcome.js";
 export * from "./MarketDetailPricing.js";
 export * from "./MarketDetailPricingAvailability.js";
@@ -27,6 +31,11 @@ export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";
+export * from "./MarketDetailScheduledFeeChange.js";
+export * from "./MarketDetailTradingFees.js";
+export * from "./MarketDetailTradingFeesAvailability.js";
+export * from "./MarketDetailTradingFeesChargeBasis.js";
+export * from "./MarketDetailTradingFeesSource.js";
 export * from "./MarketsListResponse.js";
 export * from "./PaginationBlock.js";
 export * from "./PaymentRequiredErrorAction.js";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@predictorsdk/client",
-  "version": "0.13.1",
+  "version": "0.14.0",
   "description": "The official TypeScript/JavaScript client for the PredictorSDK matching markets API",
   "license": "MIT",
   "keywords": [