@predictorsdk/client 0.7.0 → 0.8.0

package/dist/Client.d.ts

@@ -47,11 +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: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.
+     * Returns a single market across the six supported platforms (Kalshi, Polymarket, Predict, SX Bet, Hyperliquid, AlphaArcade). 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. Hyperliquid integer outcome ids collide with Polymarket/Predict numeric ids and are deliberately not inferred — route them via the composite form (`hyperliquid:<id>`) or `?platform=hyperliquid` (alias `hl`). AlphaArcade market ids are ULIDs (26-char Crockford base32, e.g. `01KQV5TQ9CE20WPEVJZX2ETNQD`); like Hyperliquid they are not inferred in v1 — route them via the composite form (`alpha-arcade:<ulid>`) or `?platform=alpha-arcade` (alias `aa`). Pass `?platform=` explicitly to skip the probe.
      *
      * 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).
+     * 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).
      *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
@@ -148,13 +148,13 @@ export declare class PredictorSDKClient {
     listPolymarketWalletPositions(request?: PredictorSDK.ListPolymarketWalletPositionsRequest, requestOptions?: PredictorSDKClient.RequestOptions): core.HttpResponsePromise<PredictorSDK.PolymarketPositionsResponse>;
     private __listPolymarketWalletPositions;
     /**
-     * Returns a single event and the markets nested under it on the identified platform. The `event_id` is the platform's native identifier — a Kalshi `event_ticker`, a Polymarket event slug, an SX Bet `eventId`, or a Predict market identifier. The `platform` is inferred from the ID format when unambiguous (`KX…` → Kalshi, `L\d+` → SX Bet). Numeric IDs and kebab-case slugs are shared shape between Polymarket and Predict; if `?platform=` is omitted in that case, the service probes Polymarket first and falls back to Predict when Polymarket returns 404. Pass `?platform=` explicitly to skip the probe.
+     * Returns a single event and the markets nested under it on the identified platform. The `event_id` is the platform's native identifier — a Kalshi `event_ticker`, a Polymarket event slug, an SX Bet `eventId`, a Predict market identifier, a Hyperliquid question/outcome integer id, or an AlphaArcade market ULID. The `platform` is inferred from the ID format when unambiguous (`KX…` → Kalshi, `L\d+` → SX Bet). Numeric IDs and kebab-case slugs are shared shape between Polymarket and Predict; if `?platform=` is omitted in that case, the service probes Polymarket first and falls back to Predict when Polymarket returns 404. Hyperliquid integer ids also collide with those numeric ids and require `?platform=hyperliquid` (alias `hl`). AlphaArcade ULIDs are not inferred in v1 either — require `?platform=alpha-arcade` (alias `aa`). An AlphaArcade multi-choice market resolves to an event whose nested markets are its options; a binary market (or a single option id) resolves to a single-market event. Pass `?platform=` explicitly to skip the probe.
      *
      * Response is minimal in v0: each market is returned with its platform-native `market_id` and a human-readable `title`. Pricing, volume, status, and timestamps are intentionally deferred — they'll be added as additive fields to `EventMarket` in a later release. The endpoint mirrors the `/v1/markets` rollout pattern (titles first, fields later).
      *
      * **Kalshi sibling fanout.** A single Kalshi sports game lives across multiple event tickers that share a game suffix — e.g. `KXMLBGAME-26MAY221840CLEPHI` holds the moneyline, `KXMLBF5TOTAL-26MAY221840CLEPHI` holds the totals, and so on. When the supplied event_ticker belongs to a sport in the sibling registry (MLB, NBA, NFL, NHL, WNBA today), this endpoint fans out across known sibling series in parallel and merges their markets into one response. Siblings that don't exist for a particular game silently drop. Siblings that error are reported under `fanout.siblings_missing`; the primary event still returns 200 in that case. Only the primary fetch failing produces a 4xx/5xx — partial fanouts never fail the request.
      *
-     * **Polymarket** events already nest the moneyline plus all spread/totals/game-level prop markets under a single event slug, so no fanout is performed. **SX Bet** fixtures similarly bundle game lines per `eventId`. **Predict** currently treats `event_id` as a market identifier and wraps the single market as a 1-element event response, since the upstream `event` concept on Predict is closer to a category than to a multi-market container.
+     * **Polymarket** events already nest the moneyline plus all spread/totals/game-level prop markets under a single event slug, so no fanout is performed. **SX Bet** fixtures similarly bundle game lines per `eventId`. **Predict** currently treats `event_id` as a market identifier and wraps the single market as a 1-element event response, since the upstream `event` concept on Predict is closer to a category than to a multi-market container. **Hyperliquid** maps a question id to its named outcome markets, or wraps a standalone outcome id as a single-market event.
      *
      * @param {PredictorSDK.GetEventRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.

package/dist/Client.js

@@ -250,11 +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: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.
+     * Returns a single market across the six supported platforms (Kalshi, Polymarket, Predict, SX Bet, Hyperliquid, AlphaArcade). 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. Hyperliquid integer outcome ids collide with Polymarket/Predict numeric ids and are deliberately not inferred — route them via the composite form (`hyperliquid:<id>`) or `?platform=hyperliquid` (alias `hl`). AlphaArcade market ids are ULIDs (26-char Crockford base32, e.g. `01KQV5TQ9CE20WPEVJZX2ETNQD`); like Hyperliquid they are not inferred in v1 — route them via the composite form (`alpha-arcade:<ulid>`) or `?platform=alpha-arcade` (alias `aa`). Pass `?platform=` explicitly to skip the probe.
      *
      * 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).
+     * 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).
      *
      * @param {PredictorSDK.GetMarketRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.
@@ -808,13 +808,13 @@ export class PredictorSDKClient {
         return handleNonStatusCodeError(_response.error, _response.rawResponse, "GET", "/v1/polymarket/wallet/positions");
     }
     /**
-     * Returns a single event and the markets nested under it on the identified platform. The `event_id` is the platform's native identifier — a Kalshi `event_ticker`, a Polymarket event slug, an SX Bet `eventId`, or a Predict market identifier. The `platform` is inferred from the ID format when unambiguous (`KX…` → Kalshi, `L\d+` → SX Bet). Numeric IDs and kebab-case slugs are shared shape between Polymarket and Predict; if `?platform=` is omitted in that case, the service probes Polymarket first and falls back to Predict when Polymarket returns 404. Pass `?platform=` explicitly to skip the probe.
+     * Returns a single event and the markets nested under it on the identified platform. The `event_id` is the platform's native identifier — a Kalshi `event_ticker`, a Polymarket event slug, an SX Bet `eventId`, a Predict market identifier, a Hyperliquid question/outcome integer id, or an AlphaArcade market ULID. The `platform` is inferred from the ID format when unambiguous (`KX…` → Kalshi, `L\d+` → SX Bet). Numeric IDs and kebab-case slugs are shared shape between Polymarket and Predict; if `?platform=` is omitted in that case, the service probes Polymarket first and falls back to Predict when Polymarket returns 404. Hyperliquid integer ids also collide with those numeric ids and require `?platform=hyperliquid` (alias `hl`). AlphaArcade ULIDs are not inferred in v1 either — require `?platform=alpha-arcade` (alias `aa`). An AlphaArcade multi-choice market resolves to an event whose nested markets are its options; a binary market (or a single option id) resolves to a single-market event. Pass `?platform=` explicitly to skip the probe.
      *
      * Response is minimal in v0: each market is returned with its platform-native `market_id` and a human-readable `title`. Pricing, volume, status, and timestamps are intentionally deferred — they'll be added as additive fields to `EventMarket` in a later release. The endpoint mirrors the `/v1/markets` rollout pattern (titles first, fields later).
      *
      * **Kalshi sibling fanout.** A single Kalshi sports game lives across multiple event tickers that share a game suffix — e.g. `KXMLBGAME-26MAY221840CLEPHI` holds the moneyline, `KXMLBF5TOTAL-26MAY221840CLEPHI` holds the totals, and so on. When the supplied event_ticker belongs to a sport in the sibling registry (MLB, NBA, NFL, NHL, WNBA today), this endpoint fans out across known sibling series in parallel and merges their markets into one response. Siblings that don't exist for a particular game silently drop. Siblings that error are reported under `fanout.siblings_missing`; the primary event still returns 200 in that case. Only the primary fetch failing produces a 4xx/5xx — partial fanouts never fail the request.
      *
-     * **Polymarket** events already nest the moneyline plus all spread/totals/game-level prop markets under a single event slug, so no fanout is performed. **SX Bet** fixtures similarly bundle game lines per `eventId`. **Predict** currently treats `event_id` as a market identifier and wraps the single market as a 1-element event response, since the upstream `event` concept on Predict is closer to a category than to a multi-market container.
+     * **Polymarket** events already nest the moneyline plus all spread/totals/game-level prop markets under a single event slug, so no fanout is performed. **SX Bet** fixtures similarly bundle game lines per `eventId`. **Predict** currently treats `event_id` as a market identifier and wraps the single market as a 1-element event response, since the upstream `event` concept on Predict is closer to a category than to a multi-market container. **Hyperliquid** maps a question id to its named outcome markets, or wraps a standalone outcome id as a single-market event.
      *
      * @param {PredictorSDK.GetEventRequest} request
      * @param {PredictorSDKClient.RequestOptions} requestOptions - Request-specific configuration.

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

@@ -6,8 +6,8 @@ import type * as PredictorSDK from "../../index.js";
  *     }
  */
 export interface GetEventRequest {
-    /** Platform-native event identifier. Examples per platform: Kalshi event ticker (`KXMLBGAME-26MAY221840CLEPHI`), Polymarket event slug (`mlb-cle-phi-2026-05-22`), SX Bet event id (`L10073358`), Predict market id (`110629`). */
+    /** Platform-native event identifier. Examples per platform: Kalshi event ticker (`KXMLBGAME-26MAY221840CLEPHI`), Polymarket event slug (`mlb-cle-phi-2026-05-22`), SX Bet event id (`L10073358`), Predict market id (`110629`), Hyperliquid question or outcome integer id (`19` or `172`; requires `?platform=hyperliquid` since integer ids aren't inferred). */
     eventId: string;
-    /** Optional platform override. When omitted, inferred from the `event_id` format: `KX…` → Kalshi, `L\d+` → 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. */
+    /** Optional platform override. When omitted, inferred from the `event_id` format: `KX…` → Kalshi, `L\d+` → 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. Hyperliquid question/outcome integer ids collide with these numerics and are not inferred — pass `?platform=hyperliquid` (alias `hl`). Pass `platform` explicitly to skip the probe. */
     platform?: PredictorSDK.GetEventRequestPlatform;
 }

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

@@ -6,8 +6,8 @@ import type * as PredictorSDK from "../../index.js";
  *     }
  */
 export interface GetMarketRequest {
-    /** 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`). */
+    /** 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`), Hyperliquid outcome id (use the composite `hyperliquid:172` or `?platform=hyperliquid` — bare integer ids aren't inferred). */
     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. */
+    /** 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. Hyperliquid integer ids collide with these numerics and are not inferred — use the composite `hyperliquid:<id>` or `?platform=hyperliquid` (alias `hl`). 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/EventResponsePlatform.d.ts

@@ -4,5 +4,7 @@ export declare const EventResponsePlatform: {
     readonly Polymarket: "polymarket";
     readonly Predict: "predict";
     readonly Sxbet: "sxbet";
+    readonly Hyperliquid: "hyperliquid";
+    readonly AlphaArcade: "alpha-arcade";
 };
 export type EventResponsePlatform = (typeof EventResponsePlatform)[keyof typeof EventResponsePlatform];

package/dist/api/types/EventResponsePlatform.js

@@ -5,4 +5,6 @@ export const EventResponsePlatform = {
     Polymarket: "polymarket",
     Predict: "predict",
     Sxbet: "sxbet",
+    Hyperliquid: "hyperliquid",
+    AlphaArcade: "alpha-arcade",
 };

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

@@ -3,5 +3,7 @@ export declare const GetEventRequestPlatform: {
     readonly Polymarket: "polymarket";
     readonly Predict: "predict";
     readonly Sxbet: "sxbet";
+    readonly Hyperliquid: "hyperliquid";
+    readonly AlphaArcade: "alpha-arcade";
 };
 export type GetEventRequestPlatform = (typeof GetEventRequestPlatform)[keyof typeof GetEventRequestPlatform];

package/dist/api/types/GetEventRequestPlatform.js

@@ -4,4 +4,6 @@ export const GetEventRequestPlatform = {
     Polymarket: "polymarket",
     Predict: "predict",
     Sxbet: "sxbet",
+    Hyperliquid: "hyperliquid",
+    AlphaArcade: "alpha-arcade",
 };

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

@@ -3,5 +3,7 @@ export declare const GetMarketRequestPlatform: {
     readonly Polymarket: "polymarket";
     readonly Predict: "predict";
     readonly Sxbet: "sxbet";
+    readonly Hyperliquid: "hyperliquid";
+    readonly AlphaArcade: "alpha-arcade";
 };
 export type GetMarketRequestPlatform = (typeof GetMarketRequestPlatform)[keyof typeof GetMarketRequestPlatform];

package/dist/api/types/GetMarketRequestPlatform.js

@@ -4,4 +4,6 @@ export const GetMarketRequestPlatform = {
     Polymarket: "polymarket",
     Predict: "predict",
     Sxbet: "sxbet",
+    Hyperliquid: "hyperliquid",
+    AlphaArcade: "alpha-arcade",
 };

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

@@ -1,17 +1,17 @@
 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). */
+    /** 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); Hyperliquid uses the outcome `sideSpecs` names. */
     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). */
+    /** Stable per-platform key for this outcome: Kalshi `yes`/`no`, Polymarket CLOB token id, Predict on-chain id, SX Bet `outcomeOne`/`outcomeTwo`, Hyperliquid coin encoding (`#<10*outcome+side>`). 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`. */
+    /** 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). Hyperliquid's second side is derived from the merged book complement (`1 − first-side ask`), matching the platform's order-book structure; no other platform synthesizes bid 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. */
+    /** 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. For Hyperliquid's second side this is derived from the merged book complement (`1 − first-side bid`). */
     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 traded price for this outcome in 0–1 probability. Null where the platform exposes no last-trade on the record (Predict, SX Bet, Hyperliquid). */
     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. */
+    /** 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; Hyperliquid publishes top-of-book sizes from `l2Book`; 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

@@ -3,13 +3,13 @@ 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. */
+    /** `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 or Hyperliquid 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/Hyperliquid); 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`). */
+    /** 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`). */
     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. */
+    /** 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. */
     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/MarketDetailPricingAvailability.d.ts

@@ -1,4 +1,4 @@
-/** `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. */
+/** `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 or Hyperliquid 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/Hyperliquid); identity fields are still served. */
 export declare const MarketDetailPricingAvailability: {
     readonly Live: "live";
     readonly Partial: "partial";

package/dist/api/types/MarketDetailPricingAvailability.js

@@ -1,5 +1,5 @@
 // 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. */
+/** `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 or Hyperliquid 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/Hyperliquid); identity fields are still served. */
 export const MarketDetailPricingAvailability = {
     Live: "live",
     Partial: "partial",

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`). */
+/** 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`). */
 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`). */
+/** 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`). */
 export const MarketDetailPricingSource = {
     MarketRecord: "market_record",
     Orderbook: "orderbook",

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

@@ -1,24 +1,24 @@
 import type * as PredictorSDK from "../index.js";
 /**
- * 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.
+ * 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.
  */
 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. */
     id: string;
     /** Prediction market provider the market_id resolved against. */
     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. */
+    /** Platform-native market identifier. Kalshi ticker, Polymarket numeric id, Predict numeric id, SX Bet `marketHash`, or Hyperliquid outcome id. For Polymarket markets resolved by slug, this is normalized to the numeric id. Hyperliquid integer ids collide with Polymarket/Predict numeric ids, so look them up via the composite id (`hyperliquid:<id>`, as returned by `/v1/markets`) or `?platform=hyperliquid`. */
     providerId: string;
-    /** 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. */
+    /** 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, and Hyperliquid composed from outcome/question metadata. */
     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. */
+    /** 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. Hyperliquid named outcomes listed in `settledNamedOutcomes` → settled · otherwise open. Unknown upstream values default to closed. */
     status: PredictorSDK.MarketDetailResponseStatus;
-    /** 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 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;
-    /** 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). */
+    /** 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, Predict's record). */
+    /** 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). */
     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;

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

@@ -4,5 +4,7 @@ export declare const MarketDetailResponseProvider: {
     readonly Polymarket: "polymarket";
     readonly Predict: "predict";
     readonly Sxbet: "sxbet";
+    readonly Hyperliquid: "hyperliquid";
+    readonly AlphaArcade: "alpha-arcade";
 };
 export type MarketDetailResponseProvider = (typeof MarketDetailResponseProvider)[keyof typeof MarketDetailResponseProvider];

package/dist/api/types/MarketDetailResponseProvider.js

@@ -5,4 +5,6 @@ export const MarketDetailResponseProvider = {
     Polymarket: "polymarket",
     Predict: "predict",
     Sxbet: "sxbet",
+    Hyperliquid: "hyperliquid",
+    AlphaArcade: "alpha-arcade",
 };

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

@@ -1,4 +1,4 @@
-/** 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. */
+/** 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. Hyperliquid named outcomes listed in `settledNamedOutcomes` → settled · otherwise open. Unknown upstream values default to closed. */
 export declare const MarketDetailResponseStatus: {
     readonly Open: "open";
     readonly Closed: "closed";

package/dist/api/types/MarketDetailResponseStatus.js

@@ -1,5 +1,5 @@
 // This file was auto-generated by Fern from our API Definition.
-/** 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. */
+/** 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. Hyperliquid named outcomes listed in `settledNamedOutcomes` → settled · otherwise open. Unknown upstream values default to closed. */
 export const MarketDetailResponseStatus = {
     Open: "open",
     Closed: "closed",

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

@@ -3,5 +3,6 @@ export declare const PlatformMarketPlatform: {
     readonly Polymarket: "POLYMARKET";
     readonly Predict: "PREDICT";
     readonly Sxbet: "SXBET";
+    readonly AlphaArcade: "ALPHA-ARCADE";
 };
 export type PlatformMarketPlatform = (typeof PlatformMarketPlatform)[keyof typeof PlatformMarketPlatform];

package/dist/api/types/PlatformMarketPlatform.js

@@ -4,4 +4,5 @@ export const PlatformMarketPlatform = {
     Polymarket: "POLYMARKET",
     Predict: "PREDICT",
     Sxbet: "SXBET",
+    AlphaArcade: "ALPHA-ARCADE",
 };

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

@@ -4,5 +4,7 @@ export declare const UnifiedMarketProvider: {
     readonly Polymarket: "polymarket";
     readonly Predict: "predict";
     readonly Sxbet: "sxbet";
+    readonly Hyperliquid: "hyperliquid";
+    readonly AlphaArcade: "alpha-arcade";
 };
 export type UnifiedMarketProvider = (typeof UnifiedMarketProvider)[keyof typeof UnifiedMarketProvider];

package/dist/api/types/UnifiedMarketProvider.js

@@ -5,4 +5,6 @@ export const UnifiedMarketProvider = {
     Polymarket: "polymarket",
     Predict: "predict",
     Sxbet: "sxbet",
+    Hyperliquid: "hyperliquid",
+    AlphaArcade: "alpha-arcade",
 };

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const EventResponsePlatform: core.serialization.Schema<serializers.EventResponsePlatform.Raw, PredictorSDK.EventResponsePlatform>;
 export declare namespace EventResponsePlatform {
-    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet";
+    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet" | "hyperliquid" | "alpha-arcade";
 }

package/dist/serialization/types/EventResponsePlatform.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const EventResponsePlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet"]);
+export const EventResponsePlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet", "hyperliquid", "alpha-arcade"]);

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const GetEventRequestPlatform: core.serialization.Schema<serializers.GetEventRequestPlatform.Raw, PredictorSDK.GetEventRequestPlatform>;
 export declare namespace GetEventRequestPlatform {
-    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet";
+    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet" | "hyperliquid" | "alpha-arcade";
 }

package/dist/serialization/types/GetEventRequestPlatform.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const GetEventRequestPlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet"]);
+export const GetEventRequestPlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet", "hyperliquid", "alpha-arcade"]);

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const GetMarketRequestPlatform: core.serialization.Schema<serializers.GetMarketRequestPlatform.Raw, PredictorSDK.GetMarketRequestPlatform>;
 export declare namespace GetMarketRequestPlatform {
-    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet";
+    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet" | "hyperliquid" | "alpha-arcade";
 }

package/dist/serialization/types/GetMarketRequestPlatform.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const GetMarketRequestPlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet"]);
+export const GetMarketRequestPlatform = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet", "hyperliquid", "alpha-arcade"]);

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const MarketDetailResponseProvider: core.serialization.Schema<serializers.MarketDetailResponseProvider.Raw, PredictorSDK.MarketDetailResponseProvider>;
 export declare namespace MarketDetailResponseProvider {
-    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet";
+    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet" | "hyperliquid" | "alpha-arcade";
 }

package/dist/serialization/types/MarketDetailResponseProvider.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const MarketDetailResponseProvider = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet"]);
+export const MarketDetailResponseProvider = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet", "hyperliquid", "alpha-arcade"]);

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const PlatformMarketPlatform: core.serialization.Schema<serializers.PlatformMarketPlatform.Raw, PredictorSDK.PlatformMarketPlatform>;
 export declare namespace PlatformMarketPlatform {
-    type Raw = "KALSHI" | "POLYMARKET" | "PREDICT" | "SXBET";
+    type Raw = "KALSHI" | "POLYMARKET" | "PREDICT" | "SXBET" | "ALPHA-ARCADE";
 }

package/dist/serialization/types/PlatformMarketPlatform.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const PlatformMarketPlatform = core.serialization.enum_(["KALSHI", "POLYMARKET", "PREDICT", "SXBET"]);
+export const PlatformMarketPlatform = core.serialization.enum_(["KALSHI", "POLYMARKET", "PREDICT", "SXBET", "ALPHA-ARCADE"]);

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

@@ -3,5 +3,5 @@ import * as core from "../../core/index.js";
 import type * as serializers from "../index.js";
 export declare const UnifiedMarketProvider: core.serialization.Schema<serializers.UnifiedMarketProvider.Raw, PredictorSDK.UnifiedMarketProvider>;
 export declare namespace UnifiedMarketProvider {
-    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet";
+    type Raw = "kalshi" | "polymarket" | "predict" | "sxbet" | "hyperliquid" | "alpha-arcade";
 }

package/dist/serialization/types/UnifiedMarketProvider.js

@@ -1,3 +1,3 @@
 // This file was auto-generated by Fern from our API Definition.
 import * as core from "../../core/index.js";
-export const UnifiedMarketProvider = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet"]);
+export const UnifiedMarketProvider = core.serialization.enum_(["kalshi", "polymarket", "predict", "sxbet", "hyperliquid", "alpha-arcade"]);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@predictorsdk/client",
-  "version": "0.7.0",
+  "version": "0.8.0",
   "description": "The official TypeScript/JavaScript client for the PredictorSDK matching markets API",
   "license": "MIT",
   "keywords": [