@predictorsdk/client 0.6.0 → 0.7.0

package/dist/Client.d.ts

@@ -47,9 +47,11 @@ export declare class PredictorSDKClient {
     getMarkets(request?: PredictorSDK.GetMarketsRequest, requestOptions?: PredictorSDKClient.RequestOptions): core.HttpResponsePromise<PredictorSDK.MarketsListResponse>;
     private __getMarkets;
     /**
-     * Returns a single market across the four supported platforms. The `market_id` is either the composite form returned by `GET /v1/markets` (`{provider}:{native_id}`, e.g. `kalshi:KXMLBGAME-26MAY262005HOUTEX-TEX`) or the platform-native identifier. Composite IDs dispatch unambiguously by prefix. Native IDs are routed by format inference: Kalshi tickers match the all-caps-with-hyphens shape (`KX…-…`); SX Bet hashes match `0x` + 64 hex characters; numeric ids and kebab-case slugs are shared shape between Polymarket and Predict and probe Polymarket first, falling back to Predict on 404. Pass `?platform=` explicitly to skip the probe.
+     * Returns a single market across the four supported platforms. The `market_id` is either the composite form returned by `GET /v1/markets` (`{provider}:{native_id}`, e.g. `kalshi:KXNBA-26-SAS`) or the platform-native identifier. Composite IDs dispatch unambiguously by prefix. Native IDs are routed by format inference: Kalshi tickers match the all-caps-with-hyphens shape (`KX…-…`); SX Bet hashes match `0x` + 64 hex characters; numeric ids and kebab-case slugs are shared shape between Polymarket and Predict and probe Polymarket first, falling back to Predict on 404. Pass `?platform=` explicitly to skip the probe.
      *
-     * Response shape is intentionally strict-universal: only fields every platform's single-market endpoint exposes natively without a second fetch. Pricing lives in SX Bet's order book, Predict's market record has no close timestamp (that lives on the parent category), and SX Bet/Predict don't expose volume or liquidity on the market record in any reliable form — those fields are deliberately omitted from v0 to avoid asymmetric nullable shapes. Additions are additive when the underlying coverage improves.
+     * Identity fields (id/provider/provider_id/title/status/ outcomes[].name) are strict-universal: every platform's single-market endpoint exposes them natively without a second fetch. close timestamps and parent event ids remain omitted (not nullable) — Predict's close time lives on the parent category and Polymarket's market record carries no event id.
+     *
+     * 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's market record carries no pricing, so the server makes one bounded second fetch to its best-odds order-book endpoint (`pricing.source=orderbook`) and on timeout/error 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).
      *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
@@ -65,7 +67,7 @@ export declare class PredictorSDKClient {
      *
      * @example
      *     await client.getMarket({
-     *         marketId: "kalshi:KXMLBGAME-26MAY262005HOUTEX-TEX"
+     *         marketId: "kalshi:KXNBA-26-SAS"
      *     })
      */
     getMarket(request: PredictorSDK.GetMarketRequest, requestOptions?: PredictorSDKClient.RequestOptions): core.HttpResponsePromise<PredictorSDK.MarketDetailResponse>;

package/dist/Client.js

@@ -250,9 +250,11 @@ export class PredictorSDKClient {
         return handleNonStatusCodeError(_response.error, _response.rawResponse, "GET", "/v1/markets");
     }
     /**
-     * Returns a single market across the four supported platforms. The `market_id` is either the composite form returned by `GET /v1/markets` (`{provider}:{native_id}`, e.g. `kalshi:KXMLBGAME-26MAY262005HOUTEX-TEX`) or the platform-native identifier. Composite IDs dispatch unambiguously by prefix. Native IDs are routed by format inference: Kalshi tickers match the all-caps-with-hyphens shape (`KX…-…`); SX Bet hashes match `0x` + 64 hex characters; numeric ids and kebab-case slugs are shared shape between Polymarket and Predict and probe Polymarket first, falling back to Predict on 404. Pass `?platform=` explicitly to skip the probe.
+     * Returns a single market across the four supported platforms. The `market_id` is either the composite form returned by `GET /v1/markets` (`{provider}:{native_id}`, e.g. `kalshi:KXNBA-26-SAS`) or the platform-native identifier. Composite IDs dispatch unambiguously by prefix. Native IDs are routed by format inference: Kalshi tickers match the all-caps-with-hyphens shape (`KX…-…`); SX Bet hashes match `0x` + 64 hex characters; numeric ids and kebab-case slugs are shared shape between Polymarket and Predict and probe Polymarket first, falling back to Predict on 404. Pass `?platform=` explicitly to skip the probe.
      *
-     * Response shape is intentionally strict-universal: only fields every platform's single-market endpoint exposes natively without a second fetch. Pricing lives in SX Bet's order book, Predict's market record has no close timestamp (that lives on the parent category), and SX Bet/Predict don't expose volume or liquidity on the market record in any reliable form — those fields are deliberately omitted from v0 to avoid asymmetric nullable shapes. Additions are additive when the underlying coverage improves.
+     * Identity fields (id/provider/provider_id/title/status/ outcomes[].name) are strict-universal: every platform's single-market endpoint exposes them natively without a second fetch. close timestamps and parent event ids remain omitted (not nullable) — Predict's close time lives on the parent category and Polymarket's market record carries no event id.
+     *
+     * 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's market record carries no pricing, so the server makes one bounded second fetch to its best-odds order-book endpoint (`pricing.source=orderbook`) and on timeout/error 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).
      *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
@@ -268,7 +270,7 @@ export class PredictorSDKClient {
      *
      * @example
      *     await client.getMarket({
-     *         marketId: "kalshi:KXMLBGAME-26MAY262005HOUTEX-TEX"
+     *         marketId: "kalshi:KXNBA-26-SAS"
      *     })
      */
     getMarket(request, requestOptions) {

package/dist/api/client/requests/GetMarketRequest.d.ts

@@ -2,11 +2,11 @@ import type * as PredictorSDK from "../../index.js";
 /**
  * @example
  *     {
- *         marketId: "kalshi:KXMLBGAME-26MAY262005HOUTEX-TEX"
+ *         marketId: "kalshi:KXNBA-26-SAS"
  *     }
  */
 export interface GetMarketRequest {
-    /** Composite (`{provider}:{native_id}`) or platform-native market identifier. Examples per platform: Kalshi market ticker (`KXMLBGAME-26MAY262005HOUTEX-TEX`), Polymarket numeric id or slug (`540817` or `new-rhianna-album-before-gta-vi-926`), Predict market id (`356635`), SX Bet `marketHash` (`0x…64hex`). */
+    /** Composite (`{provider}:{native_id}`) or platform-native market identifier. Examples per platform: Kalshi market ticker (`KXNBA-26-SAS`), Polymarket numeric id or slug (`540817` or `new-rhianna-album-before-gta-vi-926`), Predict market id (`356635`), SX Bet `marketHash` (`0x…64hex`). */
     marketId: string;
     /** Optional platform override. When omitted, inferred from the composite prefix or from the native ID format (`KX…` → Kalshi, `0x…64hex` → SX Bet). Numeric IDs and kebab-case slugs are shared shape between Polymarket and Predict; in that case the service probes Polymarket first and falls back to Predict on 404. Pass `platform` explicitly to skip the probe. When the override contradicts a composite prefix (e.g. `kalshi:X` with `?platform=polymarket`), the request returns 400. */
     platform?: PredictorSDK.GetMarketRequestPlatform;

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

@@ -1,4 +1,18 @@
 export interface MarketDetailOutcome {
     /** Outcome label as the platform reports it. Kalshi binary markets normalize to `Yes`/`No`; Polymarket parses the stringified outcomes array (also typically `Yes`/`No`); Predict reports per-outcome names; SX Bet uses outcome-one/outcome-two names (e.g. team labels with spreads applied). */
     name: string;
+    /** Stable per-platform key for this outcome: Kalshi `yes`/`no`, Polymarket CLOB token id, Predict on-chain id, SX Bet `outcomeOne`/`outcomeTwo`. The join key for future per-outcome sub-resources (order-book depth). */
+    outcomeId?: string;
+    /** Current implied probability of this outcome in 0–1 — the headline field, equal to the implied probability on every supported platform. Derivation cascade: mid of bid/ask when two-sided → the single available side → last trade → platform mark (Polymarket `outcomePrices`, which preserves 0/1 resolution marks on settled markets). Because the cascade differs by what each platform exposes, `price` is a DISPLAY number — when comparing across platforms or sizing trades, prefer `bid`/`ask` directly where present. Null when no quote of any kind exists. GUARANTEE: when `pricing.availability` is `live`, `price` is non-null on every outcome. Values are rounded to at most 6 decimal places. */
+    price: number | null;
+    /** Best bid for this outcome in 0–1 probability. Null when that book side is empty or the platform doesn't publish per-outcome quotes on the record (Polymarket non-primary outcomes) — never synthesized from `1 − ask`. */
+    bid: number | null;
+    /** Best ask (price to take this outcome) in 0–1 probability. For SX Bet this is derived from the opposite side's best maker quote (`1 − bid(other)`), which is that book's actual taker price. */
+    ask: number | null;
+    /** Last traded price for this outcome in 0–1 probability. Null where the platform exposes no last-trade on the record (Predict, SX Bet). */
+    last: number | null;
+    /** Resting size at the best bid in native contract/share units (NOT USD). Omitted where the platform publishes no per-side size — Kalshi publishes YES-side sizes only; Polymarket and SX Bet publish none on this path. */
+    bidSize?: number;
+    /** Resting size at the best ask in native contract/share units. Same availability as `bid_size`. */
+    askSize?: number;
 }

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

@@ -0,0 +1,16 @@
+import type * as PredictorSDK from "../index.js";
+/**
+ * Market-wide quote metadata for the pricing tier. Always present on the response; `availability` tells the truth about what the tier could hydrate instead of leaving consumers to guess from nulls.
+ */
+export interface MarketDetailPricing {
+    /** `live` — every outcome carries a price. `partial` — some but not all outcomes priced. `no_quotes` — the pricing fetch succeeded but the book is empty (SX Bet with no resting orders; Kalshi provisional/multivariate markets whose quotes are empty-book placeholders). `unavailable` — the pricing enrichment fetch failed or timed out (SX Bet); identity fields are still served. */
+    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`). */
+    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. 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. */
+    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/MarketDetailPricing.js

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

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

@@ -0,0 +1,8 @@
+/** `live` — every outcome carries a price. `partial` — some but not all outcomes priced. `no_quotes` — the pricing fetch succeeded but the book is empty (SX Bet with no resting orders; Kalshi provisional/multivariate markets whose quotes are empty-book placeholders). `unavailable` — the pricing enrichment fetch failed or timed out (SX Bet); identity fields are still served. */
+export declare const MarketDetailPricingAvailability: {
+    readonly Live: "live";
+    readonly Partial: "partial";
+    readonly NoQuotes: "no_quotes";
+    readonly Unavailable: "unavailable";
+};
+export type MarketDetailPricingAvailability = (typeof MarketDetailPricingAvailability)[keyof typeof MarketDetailPricingAvailability];

package/dist/api/types/MarketDetailPricingAvailability.js

@@ -0,0 +1,8 @@
+// This file was auto-generated by Fern from our API Definition.
+/** `live` — every outcome carries a price. `partial` — some but not all outcomes priced. `no_quotes` — the pricing fetch succeeded but the book is empty (SX Bet with no resting orders; Kalshi provisional/multivariate markets whose quotes are empty-book placeholders). `unavailable` — the pricing enrichment fetch failed or timed out (SX Bet); identity fields are still served. */
+export const MarketDetailPricingAvailability = {
+    Live: "live",
+    Partial: "partial",
+    NoQuotes: "no_quotes",
+    Unavailable: "unavailable",
+};

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

@@ -0,0 +1,5 @@
+/** Self-describing unit declaration for all price fields. Single canonical scale today; new values would be added alongside (never replacing) this one. */
+export declare const MarketDetailPricingScale: {
+    readonly Probability01: "probability_0_1";
+};
+export type MarketDetailPricingScale = (typeof MarketDetailPricingScale)[keyof typeof MarketDetailPricingScale];

package/dist/api/types/MarketDetailPricingScale.js

@@ -0,0 +1,5 @@
+// This file was auto-generated by Fern from our API Definition.
+/** Self-describing unit declaration for all price fields. Single canonical scale today; new values would be added alongside (never replacing) this one. */
+export const MarketDetailPricingScale = {
+    Probability01: "probability_0_1",
+};

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

@@ -0,0 +1,6 @@
+/** 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`). */
+export declare const MarketDetailPricingSource: {
+    readonly MarketRecord: "market_record";
+    readonly Orderbook: "orderbook";
+};
+export type MarketDetailPricingSource = (typeof MarketDetailPricingSource)[keyof typeof MarketDetailPricingSource];

package/dist/api/types/MarketDetailPricingSource.js

@@ -0,0 +1,6 @@
+// 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`). */
+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 four supported platforms. Strict-universal v0 shape — only fields every platform exposes natively without a second fetch. Pricing/volume/closes_at/ event_id are deliberately omitted, see the endpoint description for the rationale.
+ * Single-market detail across all four 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.
  */
 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. */
@@ -9,10 +9,23 @@ export interface MarketDetailResponse {
     provider: PredictorSDK.MarketDetailResponseProvider;
     /** Platform-native market identifier. Kalshi ticker, Polymarket numeric id, Predict numeric id, or SX Bet `marketHash`. For Polymarket markets resolved by slug, this is normalized to the numeric id. */
     providerId: string;
-    /** Human-readable market title. Each platform exposes a slightly different field — Kalshi `title`, Polymarket `question`, Predict `title`, SX Bet composed from team names with outcome-name fallback for outright markets. */
+    /** Human-readable market title. Each platform exposes a slightly different field — Kalshi `title`, Polymarket `question`, Predict `title`, SX Bet composed from outcome labels (team-pair fallback) so a game's moneyline, spread, and total markets stay distinguishable. */
     title: string;
     /** Normalized lifecycle status. Mapping per platform: Kalshi `active` → open · `closed`/`determined` → closed · `settled`/`finalized` → settled. Polymarket `archived` → settled · `closed && !archived` → closed · otherwise → open. Predict `tradingStatus=OPEN` → open · `CLOSED && !RESOLVED` → closed · `status=RESOLVED` → settled. SX Bet `ACTIVE` → open · otherwise closed. Unknown upstream values default to closed. */
     status: PredictorSDK.MarketDetailResponseStatus;
-    /** Outcome labels for the market. 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). Prices and sizes are deliberately omitted from v0 — see the endpoint description. */
+    /** 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`. Render `outcomes[0].price` as the headline probability; do NOT search for an outcome named "Yes" (names are free-text on Predict/SX Bet). 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;
+    /** 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 (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, Predict's record). */
+    volume24HUsd: number | null;
+    /** Lifetime traded volume in USD notional. Same per-platform availability as `volume_24h_usd`. Never fabricated by converting contract counts through a price. */
+    volumeTotalUsd: number | null;
+    /** Trailing-24h traded volume in contracts (Kalshi `volume_24h_fp`; fractional contracts supported). Omitted for platforms that denominate volume in USD. */
+    volume24HContracts?: number;
+    /** Lifetime traded volume in contracts (Kalshi `volume_fp`). Omitted for platforms that denominate volume in USD. */
+    volumeTotalContracts?: number;
+    /** Total outstanding contracts (Kalshi `open_interest_fp`). Contracts, not USD — a positioning gauge kept separate from `liquidity_usd` (depth). Omitted where the platform doesn't expose market-level open interest. */
+    openInterest?: number;
 }

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

@@ -8,6 +8,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketDetailOutcome.js";
+export * from "./MarketDetailPricing.js";
+export * from "./MarketDetailPricingAvailability.js";
+export * from "./MarketDetailPricingScale.js";
+export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";

package/dist/api/types/index.js

@@ -8,6 +8,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketDetailOutcome.js";
+export * from "./MarketDetailPricing.js";
+export * from "./MarketDetailPricingAvailability.js";
+export * from "./MarketDetailPricingScale.js";
+export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";

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

@@ -5,5 +5,12 @@ export declare const MarketDetailOutcome: core.serialization.ObjectSchema<serial
 export declare namespace MarketDetailOutcome {
     interface Raw {
         name: string;
+        outcome_id?: string | null;
+        price?: number | null;
+        bid?: number | null;
+        ask?: number | null;
+        last?: number | null;
+        bid_size?: number | null;
+        ask_size?: number | null;
     }
 }

package/dist/serialization/types/MarketDetailOutcome.js

@@ -2,4 +2,11 @@
 import * as core from "../../core/index.js";
 export const MarketDetailOutcome = core.serialization.object({
     name: core.serialization.string(),
+    outcomeId: core.serialization.property("outcome_id", core.serialization.string().optional()),
+    price: core.serialization.number().nullable(),
+    bid: core.serialization.number().nullable(),
+    ask: core.serialization.number().nullable(),
+    last: core.serialization.number().nullable(),
+    bidSize: core.serialization.property("bid_size", core.serialization.number().optional()),
+    askSize: core.serialization.property("ask_size", core.serialization.number().optional()),
 });

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

@@ -0,0 +1,16 @@
+import type * as PredictorSDK from "../../api/index.js";
+import * as core from "../../core/index.js";
+import type * as serializers from "../index.js";
+import { MarketDetailPricingAvailability } from "./MarketDetailPricingAvailability.js";
+import { MarketDetailPricingScale } from "./MarketDetailPricingScale.js";
+import { MarketDetailPricingSource } from "./MarketDetailPricingSource.js";
+export declare const MarketDetailPricing: core.serialization.ObjectSchema<serializers.MarketDetailPricing.Raw, PredictorSDK.MarketDetailPricing>;
+export declare namespace MarketDetailPricing {
+    interface Raw {
+        availability: MarketDetailPricingAvailability.Raw;
+        scale: MarketDetailPricingScale.Raw;
+        source: MarketDetailPricingSource.Raw;
+        as_of?: string | null;
+        neg_risk?: boolean | null;
+    }
+}

package/dist/serialization/types/MarketDetailPricing.js

@@ -0,0 +1,12 @@
+// This file was auto-generated by Fern from our API Definition.
+import * as core from "../../core/index.js";
+import { MarketDetailPricingAvailability } from "./MarketDetailPricingAvailability.js";
+import { MarketDetailPricingScale } from "./MarketDetailPricingScale.js";
+import { MarketDetailPricingSource } from "./MarketDetailPricingSource.js";
+export const MarketDetailPricing = core.serialization.object({
+    availability: MarketDetailPricingAvailability,
+    scale: MarketDetailPricingScale,
+    source: MarketDetailPricingSource,
+    asOf: core.serialization.property("as_of", core.serialization.date().nullable()),
+    negRisk: core.serialization.property("neg_risk", core.serialization.boolean().optional()),
+});

package/dist/serialization/types/MarketDetailPricingAvailability.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 MarketDetailPricingAvailability: core.serialization.Schema<serializers.MarketDetailPricingAvailability.Raw, PredictorSDK.MarketDetailPricingAvailability>;
+export declare namespace MarketDetailPricingAvailability {
+    type Raw = "live" | "partial" | "no_quotes" | "unavailable";
+}

package/dist/serialization/types/MarketDetailPricingAvailability.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 MarketDetailPricingAvailability = core.serialization.enum_(["live", "partial", "no_quotes", "unavailable"]);

package/dist/serialization/types/MarketDetailPricingScale.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 MarketDetailPricingScale: core.serialization.Schema<serializers.MarketDetailPricingScale.Raw, PredictorSDK.MarketDetailPricingScale>;
+export declare namespace MarketDetailPricingScale {
+    type Raw = "probability_0_1";
+}

package/dist/serialization/types/MarketDetailPricingScale.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 MarketDetailPricingScale = core.serialization.enum_(["probability_0_1"]);

package/dist/serialization/types/MarketDetailPricingSource.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 MarketDetailPricingSource: core.serialization.Schema<serializers.MarketDetailPricingSource.Raw, PredictorSDK.MarketDetailPricingSource>;
+export declare namespace MarketDetailPricingSource {
+    type Raw = "market_record" | "orderbook";
+}

package/dist/serialization/types/MarketDetailPricingSource.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 MarketDetailPricingSource = core.serialization.enum_(["market_record", "orderbook"]);

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

@@ -2,6 +2,7 @@ import type * as PredictorSDK from "../../api/index.js";
 import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 import { MarketDetailOutcome } from "./MarketDetailOutcome.js";
+import { MarketDetailPricing } from "./MarketDetailPricing.js";
 import { MarketDetailResponseProvider } from "./MarketDetailResponseProvider.js";
 import { MarketDetailResponseStatus } from "./MarketDetailResponseStatus.js";
 export declare const MarketDetailResponse: core.serialization.ObjectSchema<serializers.MarketDetailResponse.Raw, PredictorSDK.MarketDetailResponse>;
@@ -13,5 +14,12 @@ export declare namespace MarketDetailResponse {
         title: string;
         status: MarketDetailResponseStatus.Raw;
         outcomes: MarketDetailOutcome.Raw[];
+        pricing: MarketDetailPricing.Raw;
+        liquidity_usd?: number | null;
+        volume_24h_usd?: number | null;
+        volume_total_usd?: number | null;
+        volume_24h_contracts?: number | null;
+        volume_total_contracts?: number | null;
+        open_interest?: number | null;
     }
 }

package/dist/serialization/types/MarketDetailResponse.js

@@ -1,6 +1,7 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
 import { MarketDetailOutcome } from "./MarketDetailOutcome.js";
+import { MarketDetailPricing } from "./MarketDetailPricing.js";
 import { MarketDetailResponseProvider } from "./MarketDetailResponseProvider.js";
 import { MarketDetailResponseStatus } from "./MarketDetailResponseStatus.js";
 export const MarketDetailResponse = core.serialization.object({
@@ -10,4 +11,11 @@ export const MarketDetailResponse = core.serialization.object({
     title: core.serialization.string(),
     status: MarketDetailResponseStatus,
     outcomes: core.serialization.list(MarketDetailOutcome),
+    pricing: MarketDetailPricing,
+    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()),
+    volume24HContracts: core.serialization.property("volume_24h_contracts", core.serialization.number().optional()),
+    volumeTotalContracts: core.serialization.property("volume_total_contracts", core.serialization.number().optional()),
+    openInterest: core.serialization.property("open_interest", core.serialization.number().optional()),
 });

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

@@ -8,6 +8,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketDetailOutcome.js";
+export * from "./MarketDetailPricing.js";
+export * from "./MarketDetailPricingAvailability.js";
+export * from "./MarketDetailPricingScale.js";
+export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";

package/dist/serialization/types/index.js

@@ -8,6 +8,10 @@ export * from "./EventResponsePlatform.js";
 export * from "./GetEventRequestPlatform.js";
 export * from "./GetMarketRequestPlatform.js";
 export * from "./MarketDetailOutcome.js";
+export * from "./MarketDetailPricing.js";
+export * from "./MarketDetailPricingAvailability.js";
+export * from "./MarketDetailPricingScale.js";
+export * from "./MarketDetailPricingSource.js";
 export * from "./MarketDetailResponse.js";
 export * from "./MarketDetailResponseProvider.js";
 export * from "./MarketDetailResponseStatus.js";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@predictorsdk/client",
-  "version": "0.6.0",
+  "version": "0.7.0",
   "description": "The official TypeScript/JavaScript client for the PredictorSDK matching markets API",
   "license": "MIT",
   "keywords": [