@structbuild/sdk 0.5.10 → 0.6.0

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@@ -1,22 +1,22 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { GlobalCountsResponse, MetricPctChange, TimeBucketRow, GetGlobalAnalyticsDeltasParams, GetGlobalAnalyticsChangesParams, GetGlobalAnalyticsTimeseriesParams, GetEventAnalyticsDeltasParams, GetEventAnalyticsChangesParams, GetEventAnalyticsTimeseriesParams, GetMarketAnalyticsDeltasParams, GetMarketAnalyticsChangesParams, GetMarketAnalyticsTimeseriesParams, GetTagAnalyticsDeltasParams, GetTagAnalyticsChangesParams, GetTagAnalyticsTimeseriesParams, GetTraderAnalyticsDeltasParams, GetTraderAnalyticsChangesParams, GetTraderAnalyticsTimeseriesParams } from "../types/index.js";
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+ import type { AnalyticsGlobalCountsResponse, AnalyticsMetricPctChange, AnalyticsTimeBucketRow, TraderAnalyticsDeltaTimeBucketRow, TraderAnalyticsMetricPctChange, TraderAnalyticsTimeBucketRow, GetGlobalAnalyticsDeltasParams, GetGlobalAnalyticsChangesParams, GetGlobalAnalyticsTimeseriesParams, GetEventAnalyticsDeltasParams, GetEventAnalyticsChangesParams, GetEventAnalyticsTimeseriesParams, GetMarketAnalyticsDeltasParams, GetMarketAnalyticsChangesParams, GetMarketAnalyticsTimeseriesParams, GetTagAnalyticsDeltasParams, GetTagAnalyticsChangesParams, GetTagAnalyticsTimeseriesParams, GetTraderAnalyticsDeltasParams, GetTraderAnalyticsChangesParams, GetTraderAnalyticsTimeseriesParams } from "../types/index.js";
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  export declare class AnalyticsNamespace extends Namespace {
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- getCounts(venue?: Venue): Promise<HttpResponse<GlobalCountsResponse>>;
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- getDeltas(params?: GetGlobalAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getChanges(params: GetGlobalAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<MetricPctChange>>;
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- getTimeseries(params?: GetGlobalAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getEventDeltas(params: GetEventAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getEventChanges(params: GetEventAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<MetricPctChange>>;
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- getEventTimeseries(params: GetEventAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getMarketDeltas(params: GetMarketAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getMarketChanges(params: GetMarketAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<MetricPctChange>>;
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- getMarketTimeseries(params: GetMarketAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getTagDeltas(params: GetTagAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getTagChanges(params: GetTagAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<MetricPctChange>>;
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- getTagTimeseries(params: GetTagAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getTraderDeltas(params: GetTraderAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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- getTraderChanges(params: GetTraderAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<MetricPctChange>>;
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- getTraderTimeseries(params: GetTraderAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TimeBucketRow[]>>;
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+ getCounts(venue?: Venue): Promise<HttpResponse<AnalyticsGlobalCountsResponse>>;
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+ getDeltas(params?: GetGlobalAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getChanges(params: GetGlobalAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<AnalyticsMetricPctChange>>;
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+ getTimeseries(params?: GetGlobalAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getEventDeltas(params: GetEventAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getEventChanges(params: GetEventAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<AnalyticsMetricPctChange>>;
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+ getEventTimeseries(params: GetEventAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getMarketDeltas(params: GetMarketAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getMarketChanges(params: GetMarketAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<AnalyticsMetricPctChange>>;
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+ getMarketTimeseries(params: GetMarketAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getTagDeltas(params: GetTagAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getTagChanges(params: GetTagAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<AnalyticsMetricPctChange>>;
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+ getTagTimeseries(params: GetTagAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<AnalyticsTimeBucketRow[]>>;
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+ getTraderDeltas(params: GetTraderAnalyticsDeltasParams, venue?: Venue): Promise<HttpResponse<TraderAnalyticsDeltaTimeBucketRow[]>>;
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+ getTraderChanges(params: GetTraderAnalyticsChangesParams, venue?: Venue): Promise<HttpResponse<TraderAnalyticsMetricPctChange>>;
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+ getTraderTimeseries(params: GetTraderAnalyticsTimeseriesParams, venue?: Venue): Promise<HttpResponse<TraderAnalyticsTimeBucketRow[]>>;
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  }
@@ -1,7 +1,7 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { AssetCandlestickBar, AssetPriceHistoryRow, GetAssetCandlestickParams, GetAssetHistoryParams } from "../types/index.js";
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+ import type { AssetPriceHistoryRow, AssetCandlestickBar, GetAssetHistoryParams, GetAssetCandlestickParams } from "../types/index.js";
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  export declare class AssetsNamespace extends Namespace {
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  getAssetHistory(params: GetAssetHistoryParams, venue?: Venue): Promise<HttpResponse<AssetPriceHistoryRow[]>>;
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  getAssetCandlestick(params: GetAssetCandlestickParams, venue?: Venue): Promise<HttpResponse<AssetCandlestickBar[]>>;
@@ -1,7 +1,7 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { BuilderLatestRow, BuilderGlobalLatestRow, BuilderPctChange, GlobalPctChange, BuilderTimeBucketRow, BuilderTagRow, TagBuilderRow, BuilderFeeRate, BuilderFeeRateHistoryEntry, BuilderMetadata, CohortRetentionRow, CompositionResponse, ConcentrationResponse, GlobalBuilderTagRow, TopTraderRow, GetBuildersParams, GetBuilderCompositionParams, GetBuilderMetadataParams, GetGlobalBuilderTagsParams, ListBuilderMetadataParams, SearchBuildersParams, GetBuilderParams, GetBuilderAnalyticsChangesParams, GetBuilderAnalyticsDeltasParams, GetBuilderAnalyticsTimeseriesParams, GetBuilderConcentrationParams, GetBuilderFeesParams, GetBuilderFeesHistoryParams, GetBuilderRetentionParams, GetBuilderTagsParams, GetBuilderTopTradersParams, GetBuilderGlobalParams, GetBuilderGlobalChangesParams, GetBuilderGlobalDeltasParams, GetBuilderGlobalTimeseriesParams, GetTagBuildersParams } from "../types/index.js";
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+ import type { BuilderLatestRow, BuilderGlobalLatestRow, BuilderPctChange, GlobalPctChange, BuilderTimeBucketRow, BuilderTagRow, TagBuilderRowWithMetadata, BuilderFeeRate, BuilderFeeRateHistoryEntry, BuilderMetadata, CohortRetentionRow, CompositionResponse, ConcentrationResponse, GlobalBuilderTagRow, TopTraderRow, GetBuildersParams, GetBuilderCompositionParams, GetBuilderMetadataParams, GetGlobalBuilderTagsParams, ListBuilderMetadataParams, SearchBuildersParams, GetBuilderParams, GetBuilderAnalyticsChangesParams, GetBuilderAnalyticsDeltasParams, GetBuilderAnalyticsTimeseriesParams, GetBuilderConcentrationParams, GetBuilderFeesParams, GetBuilderFeesHistoryParams, GetBuilderRetentionParams, GetBuilderTagsParams, GetBuilderTopTradersParams, GetBuilderGlobalParams, GetBuilderGlobalChangesParams, GetBuilderGlobalDeltasParams, GetBuilderGlobalTimeseriesParams, GetTagBuildersParams } from "../types/index.js";
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  export declare class BuildersNamespace extends Namespace {
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  getBuilders(params?: GetBuildersParams, venue?: Venue): Promise<HttpResponse<BuilderLatestRow[]>>;
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  getComposition(params?: GetBuilderCompositionParams, venue?: Venue): Promise<HttpResponse<CompositionResponse>>;
@@ -23,5 +23,5 @@ export declare class BuildersNamespace extends Namespace {
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  getGlobalDeltas(params?: GetBuilderGlobalDeltasParams, venue?: Venue): Promise<HttpResponse<BuilderTimeBucketRow[]>>;
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  getGlobalTimeseries(params?: GetBuilderGlobalTimeseriesParams, venue?: Venue): Promise<HttpResponse<BuilderTimeBucketRow[]>>;
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  getGlobalTags(params?: GetGlobalBuilderTagsParams, venue?: Venue): Promise<HttpResponse<GlobalBuilderTagRow[]>>;
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- getTagBuilders(params: GetTagBuildersParams, venue?: Venue): Promise<HttpResponse<TagBuilderRow[]>>;
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+ getTagBuilders(params: GetTagBuildersParams, venue?: Venue): Promise<HttpResponse<TagBuilderRowWithMetadata[]>>;
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  }
@@ -1,7 +1,7 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { Event, EventMarketChartOutcome, EventMetricsResponse, GetEventsParams, GetEventParams, GetEventBySlugParams, GetEventChartParams, GetEventMetricsParams, GetEventOutcomesParams, GetEventTopTradersParams, TopTraderEventEntry } from "../types/index.js";
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+ import type { Event, EventMarketChartOutcome, EventMetricsResponse, GetEventsParams, GetEventParams, GetEventBySlugParams, GetEventChartParams, GetEventMetricsParams, GetEventOutcomesParams } from "../types/index.js";
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  export declare class EventsNamespace extends Namespace {
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  getEvents(params?: GetEventsParams, venue?: Venue): Promise<HttpResponse<Event[]>>;
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  getEvent(params: GetEventParams, venue?: Venue): Promise<HttpResponse<Event>>;
@@ -9,5 +9,4 @@ export declare class EventsNamespace extends Namespace {
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  getEventChart(params: GetEventChartParams, venue?: Venue): Promise<HttpResponse<EventMarketChartOutcome[]>>;
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  getEventMetrics(params: GetEventMetricsParams, venue?: Venue): Promise<HttpResponse<EventMetricsResponse>>;
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  getEventOutcomes(params: GetEventOutcomesParams, venue?: Venue): Promise<HttpResponse<Record<string, string>>>;
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- getEventTopTraders(params: GetEventTopTradersParams, venue?: Venue): Promise<HttpResponse<TopTraderEventEntry[]>>;
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  }
@@ -1,10 +1,11 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { MarketHoldersResponse, PositionHoldersResponse, HolderHistoryCandle, GetMarketHoldersParams, GetPositionHoldersParams, GetMarketHoldersHistoryParams, GetPositionHoldersHistoryParams } from "../types/index.js";
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+ import type { MarketHoldersResponse, PositionHoldersResponse, HolderCountHistoryCandle, PositionHolderHistoryCandle, GetMarketHoldersParams, GetPositionHoldersParams, GetMarketHoldersHistoryParams, GetPositionHoldersHistoryParams, GetEventHoldersHistoryParams } from "../types/index.js";
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  export declare class HoldersNamespace extends Namespace {
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  getMarketHolders(params: GetMarketHoldersParams, venue?: Venue): Promise<HttpResponse<MarketHoldersResponse>>;
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  getPositionHolders(params: GetPositionHoldersParams, venue?: Venue): Promise<HttpResponse<PositionHoldersResponse>>;
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- getMarketHoldersHistory(params: GetMarketHoldersHistoryParams, venue?: Venue): Promise<HttpResponse<HolderHistoryCandle[]>>;
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- getPositionHoldersHistory(params: GetPositionHoldersHistoryParams, venue?: Venue): Promise<HttpResponse<HolderHistoryCandle[]>>;
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+ getMarketHoldersHistory(params: GetMarketHoldersHistoryParams, venue?: Venue): Promise<HttpResponse<HolderCountHistoryCandle[]>>;
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+ getPositionHoldersHistory(params: GetPositionHoldersHistoryParams, venue?: Venue): Promise<HttpResponse<PositionHolderHistoryCandle[]>>;
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+ getEventHoldersHistory(params: GetEventHoldersHistoryParams, venue?: Venue): Promise<HttpResponse<HolderCountHistoryCandle[]>>;
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  }
@@ -1,7 +1,7 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { MarketResponse, ConditionMetricsResponse, PositionMetricsResponse, PositionVolumeDataPoint, PositionChartOutcome, MarketVolumeDataPoint, Trade, CandlestickResponse, GetMarketsParams, GetMarketMetricsParams, GetMarketChartParams, GetTradesParams, GetCandlestickParams, GetPositionCandlestickParams, GetPositionMetricsParams, GetPositionVolumeChartParams, GetMarketVolumeChartParams, GetMarketParams, GetMarketBySlugParams, GetPriceJumpsParams, PriceJump, GetOracleEventsParams, GetMarketTopTradersParams, GetPositionTopTradersParams, TopTraderMarketEntry, TopTraderPositionEntry, TradeEvent } from "../types/index.js";
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+ import type { MarketResponse, ConditionMetricsResponse, PositionMetricsResponse, PositionVolumeDataPoint, PositionChartOutcome, MarketVolumeDataPoint, Trade, CandlestickResponse, GetMarketsParams, GetMarketMetricsParams, GetMarketChartParams, GetTradesParams, GetCandlestickParams, GetPositionCandlestickParams, GetPositionMetricsParams, GetPositionVolumeChartParams, GetMarketVolumeChartParams, GetMarketParams, GetMarketBySlugParams, GetPriceJumpsParams, PriceJump, GetOracleEventsParams, GetMarketTopTradersParams, GetPositionTopTradersParams, MarketEntry, PositionEntry, TradeEvent } from "../types/index.js";
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  export declare class MarketsNamespace extends Namespace {
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  getMarkets(params?: GetMarketsParams, venue?: Venue): Promise<HttpResponse<MarketResponse[]>>;
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  getMarket(params: GetMarketParams, venue?: Venue): Promise<HttpResponse<MarketResponse>>;
@@ -16,6 +16,6 @@ export declare class MarketsNamespace extends Namespace {
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  getMarketVolumeChart(params: GetMarketVolumeChartParams, venue?: Venue): Promise<HttpResponse<MarketVolumeDataPoint[]>>;
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  getPriceJumps(params?: GetPriceJumpsParams, venue?: Venue): Promise<HttpResponse<PriceJump[]>>;
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  getOracleEvents(params?: GetOracleEventsParams, venue?: Venue): Promise<HttpResponse<TradeEvent[]>>;
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- getMarketTopTraders(params?: GetMarketTopTradersParams, venue?: Venue): Promise<HttpResponse<TopTraderMarketEntry[]>>;
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- getPositionTopTraders(params: GetPositionTopTradersParams, venue?: Venue): Promise<HttpResponse<TopTraderPositionEntry[]>>;
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+ getMarketTopTraders(params?: GetMarketTopTradersParams, venue?: Venue): Promise<HttpResponse<MarketEntry[]>>;
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+ getPositionTopTraders(params: GetPositionTopTradersParams, venue?: Venue): Promise<HttpResponse<PositionEntry[]>>;
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  }
@@ -1,8 +1,9 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { Tag, GetTagsParams, GetTagParams } from "../types/index.js";
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+ import type { Tag, GetTagsParams, GetTagParams, GetCategoryTopTradersParams, CategoryEntry } from "../types/index.js";
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  export declare class TagsNamespace extends Namespace {
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  getTags(params?: GetTagsParams, venue?: Venue): Promise<HttpResponse<Tag[]>>;
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  getTag(params: GetTagParams, venue?: Venue): Promise<HttpResponse<Tag>>;
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+ getCategoryTopTraders(params?: GetCategoryTopTradersParams, venue?: Venue): Promise<HttpResponse<CategoryEntry[]>>;
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  }
@@ -1,18 +1,22 @@
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  import { Namespace } from "./base.js";
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  import type { HttpResponse } from "../types/http.js";
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  import type { Venue } from "../types/common.js";
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- import type { Trade, UserProfile, TraderVolumeDataPoint, GlobalPnlTrader, TraderPnlSummary, TraderMarketPnlEntry, TraderEventPnlEntry, PnlCandleEntry, GetTraderTradesParams, GetTraderProfileParams, GetTraderProfilesBatchParams, GetTraderVolumeChartParams, GetTraderPnlParams, GetTraderPnlBreakdownParams, GetTraderPnlCalendarParams, GetTraderPnlCandlesParams, GetGlobalPnlParams, GetTraderPositionPnlParams, TraderOutcomePnlEntry, GetLeaderboardParams, LeaderboardEntry } from "../types/index.js";
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+ import type { Trade, UserProfile, TraderVolumeDataPoint, PnlCandleEntry, PnlCandlestickBar, GetTraderTradesParams, GetTraderProfileParams, GetTraderProfilesBatchParams, GetTraderVolumeChartParams, GetTraderPnlParams, GetTraderPnlBreakdownParams, GetTraderPnlCalendarParams, GetTraderPnlCandlesParams, GetGlobalPnlParams, GetTraderPositionPnlParams, GetTraderPnlChangesParams, GetTraderPnlPeriodsParams, GetTraderPnlRiskParams, GetTraderCategoryPnlParams, GetTopTradesMarketsParams, GetTraderPnlExitsParams, PnlExitMarker, PnlChangesResponse, PnlPeriodsResponse, PnlRiskResponse, GlobalEntry, MarketEntry, CategoryEntry, PositionEntry } from "../types/index.js";
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  export declare class TraderNamespace extends Namespace {
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  getTraderTrades(params: GetTraderTradesParams, venue?: Venue): Promise<HttpResponse<Trade[]>>;
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  getTraderProfile(params: GetTraderProfileParams, venue?: Venue): Promise<HttpResponse<UserProfile>>;
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  getTraderProfilesBatch(params: GetTraderProfilesBatchParams, venue?: Venue): Promise<HttpResponse<UserProfile[]>>;
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  getTraderVolumeChart(params: GetTraderVolumeChartParams, venue?: Venue): Promise<HttpResponse<TraderVolumeDataPoint[]>>;
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- getTraderPnl(params: GetTraderPnlParams, venue?: Venue): Promise<HttpResponse<TraderPnlSummary>>;
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- getTraderMarketPnl(params: GetTraderPnlBreakdownParams, venue?: Venue): Promise<HttpResponse<TraderMarketPnlEntry[]>>;
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- getTraderEventPnl(params: GetTraderPnlBreakdownParams, venue?: Venue): Promise<HttpResponse<TraderEventPnlEntry[]>>;
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+ getTraderPnl(params: GetTraderPnlParams, venue?: Venue): Promise<HttpResponse<GlobalEntry>>;
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+ getTraderMarketPnl(params: GetTraderPnlBreakdownParams, venue?: Venue): Promise<HttpResponse<MarketEntry[]>>;
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  getTraderPnlCalendar(params: GetTraderPnlCalendarParams, venue?: Venue): Promise<HttpResponse<PnlCandleEntry[]>>;
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- getTraderPnlCandles(params: GetTraderPnlCandlesParams, venue?: Venue): Promise<HttpResponse<PnlCandleEntry[]>>;
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- getTraderOutcomePnl(params: GetTraderPositionPnlParams, venue?: Venue): Promise<HttpResponse<TraderOutcomePnlEntry[]>>;
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- getGlobalPnl(params?: GetGlobalPnlParams, venue?: Venue): Promise<HttpResponse<GlobalPnlTrader[]>>;
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- getLeaderboard(params?: GetLeaderboardParams, venue?: Venue): Promise<HttpResponse<LeaderboardEntry[]>>;
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+ getTraderPnlCandles(params: GetTraderPnlCandlesParams, venue?: Venue): Promise<HttpResponse<PnlCandlestickBar[]>>;
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+ getTraderOutcomePnl(params: GetTraderPositionPnlParams, venue?: Venue): Promise<HttpResponse<PositionEntry[]>>;
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+ getGlobalPnl(params?: GetGlobalPnlParams, venue?: Venue): Promise<HttpResponse<GlobalEntry[]>>;
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+ getTraderPnlChanges(params: GetTraderPnlChangesParams, venue?: Venue): Promise<HttpResponse<PnlChangesResponse>>;
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+ getTraderPnlPeriods(params: GetTraderPnlPeriodsParams, venue?: Venue): Promise<HttpResponse<PnlPeriodsResponse>>;
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+ getTraderPnlRisk(params: GetTraderPnlRiskParams, venue?: Venue): Promise<HttpResponse<PnlRiskResponse>>;
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+ getTraderCategoryPnl(params: GetTraderCategoryPnlParams, venue?: Venue): Promise<HttpResponse<CategoryEntry[]>>;
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+ getTraderPnlExits(params: GetTraderPnlExitsParams, venue?: Venue): Promise<HttpResponse<PnlExitMarker[]>>;
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+ getTopTradesMarkets(params?: GetTopTradesMarketsParams, venue?: Venue): Promise<HttpResponse<MarketEntry[]>>;
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  }
@@ -10,6 +10,11 @@ import type { WebhookSchemas, WebhookOperationQuery, WebhookOperationRequestBody
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  type TimeframeKey = Schemas["MetricsTimeframe"];
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  type TimeframeRecord<V> = Partial<Record<TimeframeKey, V>>;
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  export type AnalyticsResolution = Schemas["AnalyticsResolution"];
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+ export type AnalyticsChangeTimeframe = Schemas["AnalyticsChangeTimeframe"];
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+ export type ChangeTimeframe = Schemas["ChangeTimeframe"];
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+ export type AnalyticsGlobalCountsResponse = Schemas["AnalyticsGlobalCountsResponse"];
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+ export type AnalyticsMetricPctChange = Schemas["AnalyticsMetricPctChange"];
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+ export type AnalyticsTimeBucketRow = Schemas["AnalyticsTimeBucketRow"];
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  export type BondMarket = Schemas["BondMarket"];
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  export type BondOutcome = Schemas["BondOutcome"];
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  export type BondsSortBy = Schemas["BondsSortBy"];
@@ -41,7 +46,6 @@ export type TopTraderRow = Schemas["TopTraderRow"];
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  export type TopTradersSortBy = Schemas["TopTradersSortBy"];
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  export type TraderBuilderSortBy = Schemas["TraderBuilderSortBy"];
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  export type CandlestickResolution = Schemas["CandlestickResolution"];
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- export type ChangeTimeframe = Schemas["ChangeTimeframe"];
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  export type ChartResolution = Schemas["ChartResolution"];
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  export type ClobReward = Schemas["ClobReward"];
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  export type ConditionMetricsResponse = Schemas["ConditionMetricsResponse"];
@@ -52,14 +56,13 @@ export type EventPnlSortBy = Schemas["EventPnlSortBy"];
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  export type EventSortBy = Schemas["EventSortBy"];
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  export type GlobalPnlSortBy = Schemas["GlobalPnlSortBy"];
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  export type GlobalPnlTrader = Schemas["GlobalPnlTrader"];
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- export type Holder = Schemas["Holder"];
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- export type HolderHistoryCandle = Schemas["HolderHistoryCandle"];
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- export type GlobalCountsResponse = Schemas["GlobalCountsResponse"];
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- export type HolderPnl = Schemas["HolderPnl"];
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- export type LeaderboardCategory = Schemas["LeaderboardCategory"];
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- export type LeaderboardEntry = Schemas["LeaderboardEntry"];
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- export type LeaderboardSortBy = Schemas["LeaderboardSortBy"];
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+ export type HolderCountHistoryCandle = Schemas["HolderCountHistoryCandle"];
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+ export type MarketHolder = Schemas["MarketHolder"];
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+ export type MarketHolderPnl = Schemas["MarketHolderPnl"];
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  export type MarketHoldersResponse = Schemas["MarketHoldersResponse"];
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+ export type PositionHolder = Schemas["PositionHolder"];
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+ export type PositionHolderHistoryCandle = Schemas["PositionHolderHistoryCandle"];
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+ export type PositionHolderPnl = Schemas["PositionHolderPnl"];
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  export type MarketMetadataOutcome = Omit<Schemas["MarketMetadataOutcome"], "metrics"> & {
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  metrics?: TimeframeRecord<OutcomeTimeframeMetrics>;
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  };
@@ -67,7 +70,6 @@ export type MarketOutcome = Schemas["MarketOutcome"];
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  export type MarketPnlSortBy = Schemas["MarketPnlSortBy"];
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  export type MarketVolumeChartResponse = Schemas["MarketVolumeChartResponse"];
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  export type MarketVolumeDataPoint = Schemas["MarketVolumeDataPoint"];
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- export type MetricPctChange = Schemas["MetricPctChange"];
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  export type MetricsTimeframe = Schemas["MetricsTimeframe"];
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  export type OutcomeHolders = Schemas["OutcomeHolders"];
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  export type OutcomeTimeframeMetrics = Schemas["OutcomeTimeframeMetrics"];
@@ -80,7 +82,6 @@ export type Event = Omit<Schemas["PolymarketEvent"], "metrics"> & {
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  };
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  export type PolymarketSeries = Schemas["PolymarketSeries"];
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  export type Tag = Schemas["PolymarketTag"];
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- export type TagChangeTimeframe = Schemas["TagChangeTimeframe"];
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  export type TagSortBy = Schemas["TagSortBy"];
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  export type TagSortTimeframe = Schemas["TagSortTimeframe"];
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  export type UserProfile = Schemas["PolymarketUserProfile"];
@@ -96,24 +97,25 @@ export type SearchSortBy = Schemas["SearchSortBy"];
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  export type SimpleTimeframeMetrics = Schemas["SimpleTimeframeMetrics"];
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  export type SortDirection = Schemas["SortDirection"];
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  export type SpikeDirection = Schemas["SpikeDirection"];
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- export type TimeBucketRow = Schemas["TimeBucketRow"];
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  export type TokenOutcome = Schemas["TokenOutcome"];
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  export type Trader = Schemas["Trader"];
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  export type TraderInfo = Schemas["TraderInfo"];
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- export type TraderMetricPctChange = Schemas["TraderMetricPctChange"];
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- export type TraderTimeBucketRow = Schemas["TraderTimeBucketRow"];
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+ export type TraderAnalyticsDeltaTimeBucketRow = Schemas["TraderAnalyticsDeltaTimeBucketRow"];
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+ export type TraderAnalyticsMetricPctChange = Schemas["TraderAnalyticsMetricPctChange"];
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+ export type TraderAnalyticsTimeBucketRow = Schemas["TraderAnalyticsTimeBucketRow"];
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  export type TraderVolumeChartResponse = Schemas["TraderVolumeChartResponse"];
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- export type TraderOutcomePnlEntry = Schemas["TraderOutcomePnlEntry"];
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  export type TraderVolumeDataPoint = Schemas["TraderVolumeDataPoint"];
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- export type TraderPnlSummary = Schemas["TraderPnlSummary"];
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  export type TraderWithPnl = Schemas["TraderWithPnl"];
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  export type PositionPnlSortBy = Schemas["PositionPnlSortBy"];
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+ export type PositionClosedPnlSortBy = Schemas["PositionClosedPnlSortBy"];
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+ export type PositionExitPnlSortBy = Schemas["PositionExitPnlSortBy"];
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+ export type PositionOpenPnlSortBy = Schemas["PositionOpenPnlSortBy"];
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  export type EventMarketChartOutcome = Schemas["EventMarketChartOutcome"];
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  export type PositionChartOutcome = Schemas["PositionChartOutcome"];
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  export type AssetPriceHistoryRow = Schemas["AssetPriceHistoryRow"];
116
+ export type AssetSymbol = Schemas["AssetSymbol"];
114
117
  export type AssetCandlestickBar = Schemas["AssetCandlestickBar"];
115
118
  export type AssetCandlestickResolution = Schemas["AssetCandlestickResolution"];
116
- export type AssetSymbol = Schemas["AssetSymbol"];
117
119
  export type AssetVariant = Schemas["AssetVariant"];
118
120
  export type PriceJump = Schemas["PriceJump"];
119
121
  export type EventMarketChartDataPoint = Schemas["EventMarketChartDataPoint"];
@@ -125,6 +127,12 @@ export type MarketStatus = Schemas["MarketStatus"];
125
127
  export type OutcomeIndex = Schemas["OutcomeIndex"];
126
128
  export type PositionChartDataPoint = Schemas["PositionChartDataPoint"];
127
129
  export type TradeType = Schemas["TradeType"];
130
+ export type TradeSide = Schemas["TradeSide"];
131
+ export type OracleEventTyped = Schemas["OracleEventTyped"];
132
+ export type DisputePriceEvent = Schemas["DisputePriceEvent"];
133
+ export type ProposePriceEvent = Schemas["ProposePriceEvent"];
134
+ export type RequestPriceEvent = Schemas["RequestPriceEvent"];
135
+ export type SettleEvent = Schemas["SettleEvent"];
128
136
  export type WebhookAssetSymbol = Schemas["WebhookAssetSymbol"];
129
137
  export type WebhookTimeframe = Schemas["WebhookTimeframe"];
130
138
  export type ConditionOrderbookRow = Schemas["ConditionOrderbookRow"];
@@ -135,10 +143,6 @@ export type SpreadRow = Schemas["SpreadRow"];
135
143
  export type AssertionDisputedEvent = Schemas["AssertionDisputedEvent"];
136
144
  export type AssertionMadeEvent = Schemas["AssertionMadeEvent"];
137
145
  export type AssertionSettledEvent = Schemas["AssertionSettledEvent"];
138
- export type DisputePriceEvent = Schemas["DisputePriceEvent"];
139
- export type ProposePriceEvent = Schemas["ProposePriceEvent"];
140
- export type RequestPriceEvent = Schemas["RequestPriceEvent"];
141
- export type SettleEvent = Schemas["SettleEvent"];
142
146
  export type CancelledTrade = Schemas["CancelledTrade"];
143
147
  export type ConditionResolutionEvent = Schemas["ConditionResolutionEvent"];
144
148
  export type MergeTrade = Schemas["MergeTrade"];
@@ -182,7 +186,6 @@ export type Reward = ExtractTradeEvent<"Reward">;
182
186
  export type Yield = ExtractTradeEvent<"Yield">;
183
187
  export type MarketTrade = OrderFill | OrdersMatch | Redemption | Merge | Split | PositionsConverted | Cancelled | RegisterToken | MakerRebate | Reward | Yield;
184
188
  export type OracleEvent = ExtractTradeEvent<"Initialization"> | ExtractTradeEvent<"Proposal"> | ExtractTradeEvent<"Dispute"> | ExtractTradeEvent<"Settled"> | ExtractTradeEvent<"Resolution"> | ExtractTradeEvent<"ConditionResolution"> | ExtractTradeEvent<"Reset"> | ExtractTradeEvent<"Flag"> | ExtractTradeEvent<"Unflag"> | ExtractTradeEvent<"Pause"> | ExtractTradeEvent<"Unpause"> | ExtractTradeEvent<"ManualResolution"> | ExtractTradeEvent<"NegRiskOutcomeReported">;
185
- export type TradeSide = "Buy" | "Sell";
186
189
  export type EventStatus = "active" | "resolved" | "ended" | "archived";
187
190
  export type HolderSortBy = "shares_held" | "total_cost_usd" | "unrealized_pnl_usd";
188
191
  export interface TraderMarketPnlEntry {
@@ -275,9 +278,11 @@ export interface GetMarketHoldersHistoryParams extends OperationQuery<"get_marke
275
278
  export interface GetPositionHoldersParams extends OperationQuery<"get_position_holders"> {
276
279
  positionId: string;
277
280
  }
278
- export interface GetPositionHoldersHistoryParams {
281
+ export interface GetPositionHoldersHistoryParams extends OperationQuery<"get_position_holders_history"> {
279
282
  positionId: string;
280
- hours?: number;
283
+ }
284
+ export interface GetEventHoldersHistoryParams extends OperationQuery<"get_event_holders_history"> {
285
+ event_slug: string;
281
286
  }
282
287
  export interface GetMarketsParams extends OperationQuery<"list_markets"> {
283
288
  }
@@ -321,21 +326,11 @@ export interface GetPriceJumpsParams extends OperationQuery<"get_price_jumps"> {
321
326
  }
322
327
  export interface GetGlobalPnlParams extends OperationQuery<"get_global_pnl"> {
323
328
  }
324
- export interface GetLeaderboardParams extends OperationQuery<"get_polymarket_leaderboard"> {
325
- }
326
- export interface GetTraderPnlParams {
329
+ export interface GetTraderPnlParams extends OperationQuery<"get_trader_pnl"> {
327
330
  address: string;
328
- timeframe?: PnlTimeframe;
329
331
  }
330
- export interface GetTraderPnlBreakdownParams {
332
+ export interface GetTraderPnlBreakdownParams extends OperationQuery<"get_trader_market_pnl"> {
331
333
  address: string;
332
- timeframe?: PnlTimeframe;
333
- sort_by?: string;
334
- sort_direction?: SortDirection;
335
- limit?: number;
336
- pagination_key?: number;
337
- condition_id?: string;
338
- event_slug?: string;
339
334
  }
340
335
  export interface GetTraderPositionPnlParams extends OperationQuery<"get_trader_position_pnl"> {
341
336
  address: string;
@@ -454,22 +449,59 @@ export interface GetBuilderGlobalTimeseriesParams extends OperationQuery<"get_bu
454
449
  export interface GetTagBuildersParams extends OperationQuery<"list_tag_builders"> {
455
450
  tag: string;
456
451
  }
457
- export type TopTraderEventEntry = Schemas["TopTraderEventEntry"];
458
- export type TopTraderMarketEntry = Schemas["TopTraderMarketEntry"];
459
- export type TopTraderPositionEntry = Schemas["TopTraderPositionEntry"];
460
- export type TradeMarketRef = Schemas["TradeMarketRef"];
461
- export type PolymarketCategory = Schemas["PolymarketCategory"];
462
- export interface GetEventTopTradersParams extends OperationQuery<"get_event_top_traders"> {
463
- }
464
452
  export interface GetMarketTopTradersParams extends OperationQuery<"get_market_top_traders"> {
465
453
  }
466
454
  export interface GetPositionTopTradersParams extends OperationQuery<"get_position_top_traders"> {
467
455
  }
468
456
  export interface GetOracleEventsParams extends OperationQuery<"get_oracle_events"> {
469
457
  }
458
+ export type TraderProfile = Schemas["TraderProfile"];
459
+ export type TradeMarketRef = Schemas["TradeMarketRef"];
460
+ export type CategoryEntry = Schemas["CategoryEntry"];
461
+ export type EventEntry = Schemas["EventEntry"];
462
+ export type GlobalEntry = Schemas["GlobalEntry"];
463
+ export type MarketEntry = Schemas["MarketEntry"];
464
+ export type PositionEntry = Schemas["PositionEntry"];
465
+ export type PolymarketCategory = Schemas["PolymarketCategory"];
466
+ export type CategoryPnlSortBy = Schemas["CategoryPnlSortBy"];
467
+ export type TraderPnlSortBy = Schemas["TraderPnlSortBy"];
468
+ export type PnlAnalyticsTimeframe = Schemas["PnlAnalyticsTimeframe"];
469
+ export type PnlCandlestickBar = Schemas["PnlCandlestickBar"];
470
+ export type PnlExitMarker = Schemas["PnlExitMarker"];
471
+ export type PnlExitReason = Schemas["PnlExitReason"];
472
+ export type PnlChangeWindow = Schemas["PnlChangeWindow"];
473
+ export type PnlChangesResponse = Schemas["PnlChangesResponse"];
474
+ export type PnlLatestSnapshot = Schemas["PnlLatestSnapshot"];
475
+ export type PnlPeriodExtremes = Schemas["PnlPeriodExtremes"];
476
+ export type PnlPeriodMetric = Schemas["PnlPeriodMetric"];
477
+ export type PnlPeriodsResponse = Schemas["PnlPeriodsResponse"];
478
+ export type PnlRiskMarketMetadata = Schemas["PnlRiskMarketMetadata"];
479
+ export type PnlRiskMetric = Schemas["PnlRiskMetric"];
480
+ export type PnlRiskResponse = Schemas["PnlRiskResponse"];
481
+ export interface GetTraderPnlChangesParams {
482
+ address: string;
483
+ }
484
+ export interface GetTraderPnlPeriodsParams extends OperationQuery<"get_trader_pnl_periods"> {
485
+ address: string;
486
+ }
487
+ export interface GetTraderPnlRiskParams extends OperationQuery<"get_trader_pnl_risk"> {
488
+ address: string;
489
+ }
490
+ export interface GetTraderCategoryPnlParams extends OperationQuery<"get_trader_category_pnl"> {
491
+ address: string;
492
+ }
493
+ export interface GetTraderPnlExitsParams extends OperationQuery<"get_trader_pnl_exits"> {
494
+ address: string;
495
+ }
496
+ export interface GetTopTradesMarketsParams extends OperationQuery<"get_top_trades_markets"> {
497
+ }
498
+ export interface GetCategoryTopTradersParams extends OperationQuery<"get_category_top_traders"> {
499
+ }
470
500
  export type WebhookResponse = WebhookSchemas["WebhookResponse"];
471
501
  export type WebhookListResponseBody = WebhookSchemas["WebhookListResponseBody"];
472
502
  export type WebhookTestResponseBody = WebhookSchemas["WebhookTestResponseBody"];
503
+ export type WebhookLogEntry = WebhookSchemas["WebhookLogEntry"];
504
+ export type WebhookLogsResponseBody = WebhookSchemas["WebhookLogsResponseBody"];
473
505
  export type CreateWebhookRequestBody = WebhookSchemas["CreateWebhookRequestBody"];
474
506
  export type UpdateWebhookRequestBody = WebhookSchemas["UpdateWebhookRequestBody"];
475
507
  export type WebhookFiltersBody = WebhookSchemas["WebhookFiltersBody"];
@@ -480,7 +512,7 @@ export type PnlTimeframeFilter = WebhookSchemas["PnlTimeframeFilter"];
480
512
  export type FirstTradePayload = WebhookSchemas["FirstTradePayload"];
481
513
  export type GlobalPnlPayload = WebhookSchemas["GlobalPnlPayload"];
482
514
  export type MarketPnlPayload = WebhookSchemas["MarketPnlPayload"];
483
- export type EventPnlPayload = WebhookSchemas["EventPnlPayload"];
515
+ export type CategoryPnlPayload = WebhookSchemas["CategoryPnlPayload"];
484
516
  export type ConditionMetricsPayload = WebhookSchemas["ConditionMetricsPayload"];
485
517
  export type EventMetricsPayload = WebhookSchemas["EventMetricsPayload"];
486
518
  export type PositionMetricsPayload = WebhookSchemas["PositionMetricsPayload"];
@@ -493,8 +525,6 @@ export type RotateSecretResponse = WebhookSchemas["RotateSecretResponse"];
493
525
  export type DeleteWebhookResponse = WebhookSchemas["DeleteWebhookResponse"];
494
526
  export type ListEventsResponse = WebhookSchemas["ListEventsResponse"];
495
527
  export type WebhookEventInfo = WebhookSchemas["WebhookEventInfo"];
496
- export type WebhookLogEntry = WebhookSchemas["WebhookLogEntry"];
497
- export type WebhookLogsResponseBody = WebhookSchemas["WebhookLogsResponseBody"];
498
528
  export type CloseToBondPayload = WebhookSchemas["CloseToBondPayload"];
499
529
  export type MarketCreatedOutcome = WebhookSchemas["MarketCreatedOutcome"];
500
530
  export type MarketCreatedPayload = WebhookSchemas["MarketCreatedPayload"];
@@ -510,7 +540,7 @@ export type TraderNewMarketFilters = WebhookSchemas["TraderNewMarketFilters"];
510
540
  export type TraderWhaleTradeFilters = WebhookSchemas["TraderWhaleTradeFilters"];
511
541
  export type TraderGlobalPnlFilters = WebhookSchemas["TraderGlobalPnlFilters"];
512
542
  export type TraderMarketPnlFilters = WebhookSchemas["TraderMarketPnlFilters"];
513
- export type TraderEventPnlFilters = WebhookSchemas["TraderEventPnlFilters"];
543
+ export type TraderCategoryPnlFilters = WebhookSchemas["TraderCategoryPnlFilters"];
514
544
  export type MarketMetricsFilters = WebhookSchemas["MarketMetricsFilters"];
515
545
  export type EventMetricsFilters = WebhookSchemas["EventMetricsFilters"];
516
546
  export type PositionMetricsFilters = WebhookSchemas["PositionMetricsFilters"];
@@ -548,7 +578,7 @@ export interface WebhookEventPayloadMap {
548
578
  trader_trade_event: WebhookTraderTradeEventPayload;
549
579
  trader_global_pnl: GlobalPnlPayload;
550
580
  trader_market_pnl: MarketPnlPayload;
551
- trader_event_pnl: EventPnlPayload;
581
+ trader_category_pnl: CategoryPnlPayload;
552
582
  condition_metrics: ConditionMetricsPayload;
553
583
  event_metrics: EventMetricsPayload;
554
584
  position_metrics: PositionMetricsPayload;
@@ -567,12 +597,13 @@ export interface WebhookEventPayloadMap {
567
597
  asset_price_window_update: AssetPriceWindowUpdatePayload;
568
598
  oracle_events: OracleEventsPayload;
569
599
  }
600
+ export type WebhookEventName = PolymarketWebhookEvent & keyof WebhookEventPayloadMap;
570
601
  export type WebhookEvent = {
571
- [E in PolymarketWebhookEvent]: Omit<WebhookDeliveryEnvelope, "data" | "event"> & {
602
+ [E in WebhookEventName]: Omit<WebhookDeliveryEnvelope, "data" | "event"> & {
572
603
  event: E;
573
604
  data: WebhookEventPayloadMap[E];
574
605
  };
575
- }[PolymarketWebhookEvent];
606
+ }[WebhookEventName];
576
607
  export interface ListWebhooksParams extends WebhookOperationQuery<"list_webhooks"> {
577
608
  }
578
609
  export interface GetWebhookParams {
@@ -597,4 +628,4 @@ export interface GetWebhookLogsParams extends WebhookOperationQuery<"get_webhook
597
628
  }
598
629
  export type { RetryConfig, HttpClientConfig, RequestOptions, HttpResponse, RequestHookInfo, ResponseHookInfo, ApiResponseInfo, PaginationInfo } from "./http.js";
599
630
  export type { Address, PaginationParams, SortParams, Venue } from "./common.js";
600
- export type { ConnectionState, StructWebSocketConfig, AlertsWebSocketEventMap, WsRoomId, WsFiltersOptionalRoom, WsFiltersRequiredRoom, WebSocketEventMap, WsSubscriptionMap, WsSubscribeResponseMap, TradesSubscribeFilters, WsTradeType, WsTradeStatus, WsAssetTimeframe, AssetPricesSubscribeFilters, AssetWindowUpdatesSubscribeFilters, MarketMetricsSubscribeFilters, EventMetricsSubscribeFilters, PositionMetricsSubscribeFilters, TagMetricsSubscribeFilters, TraderPnlSubscribeFilters, AccountsSubscribeFilters, OrderBookSubscribeFilters, TraderPositionsSubscribeFilters, TraderPositionsSubscribeResponse, TraderPositionUpdateEvent, ClobRewardsSubscribeFilters, ClobRewardsUpdateEvent, ClobRewardsSubscribeResponse, EventsStreamSubscribeFilters, EventsStreamSubscribeResponse, EventsStreamUpdateEvent, MarketsStreamSubscribeFilters, MarketsStreamSubscribeResponse, MarketsStreamUpdateEvent, OracleEventStreamEvent, OracleEventsStreamSubscribeFilters, OracleEventsStreamSubscribeResponse, WsAlertSubscribedResponse, WsAlertUnsubscribedResponse, WsAlertErrorResponse, WsAlertEventType, WsAlertSubscribeMessage, WsAlertUnsubscribeMessage, WsAlertEventPayload, WsAlertSubscribeMap, WsAlertEventDataMap, WsAlertEventName, TradeStreamEvent, AssetPriceTickEvent, AssetPriceWindowUpdateEvent, AssetWindowUpdateEvent, MarketMetricsEvent, EventMetricsEvent, PositionMetricsEvent, TagMetricsEvent, TraderGlobalPnlEvent, TraderMarketPnlEvent, TraderEventPnlEvent, AccountsUpdateEvent, UsdceUpdateEvent, MaticUpdateEvent, PusdUpdateEvent, WsOrderBookLevel, OrderBookUpdateEvent, TradesStreamSubscribeResponse, AssetPricesSubscribeResponse, AssetWindowUpdatesSubscribeResponse, MarketMetricsSubscribeResponse, EventMetricsSubscribeResponse, PositionMetricsSubscribeResponse, TagMetricsSubscribeResponse, TraderPnlSubscribeResponse, AccountsSubscribeResponse, OrderBookSubscribeResponse, TradeOrderFilledEvent, TradeRedemptionEvent, TradeMergeEvent, TradeSplitEvent, TradePositionsConvertedEvent, TradeCancelledEvent, TradeOracleLifecycleEvent, TradeRegisterTokenEvent, } from "./ws.js";
631
+ export type { ConnectionState, StructWebSocketConfig, AlertsWebSocketEventMap, WsRoomId, WsFiltersOptionalRoom, WsFiltersRequiredRoom, WebSocketEventMap, WsSubscriptionMap, WsSubscribeResponseMap, TradesSubscribeFilters, WsTradeType, WsTradeStatus, WsAssetTimeframe, AssetPricesSubscribeFilters, AssetWindowUpdatesSubscribeFilters, MarketMetricsSubscribeFilters, EventMetricsSubscribeFilters, PositionMetricsSubscribeFilters, TagMetricsSubscribeFilters, TraderPnlSubscribeFilters, AccountsSubscribeFilters, OrderBookSubscribeFilters, TraderPositionsSubscribeFilters, TraderExitMarkersSubscribeFilters, HolderMetricsSubscribeFilters, TraderPositionsSubscribeResponse, TraderExitMarkersSubscribeResponse, HolderMetricsSubscribeResponse, TraderPositionRow, TraderPositionBatchEvent, TraderPositionPriceRow, TraderPositionPriceBatchEvent, TraderPositionResolutionRow, TraderPositionResolutionBatchEvent, TraderExitMarkerRow, TraderExitMarkerBatchEvent, PositionHolderMetricsRow, ConditionHolderMetricsRow, EventHolderMetricsRow, HolderMetricsPositionBatchEvent, HolderMetricsConditionBatchEvent, HolderMetricsEventBatchEvent, ClobRewardsSubscribeFilters, ClobRewardsUpdateEvent, ClobRewardsSubscribeResponse, EventsStreamSubscribeFilters, EventsStreamSubscribeResponse, EventsStreamUpdateEvent, MarketsStreamSubscribeFilters, MarketsStreamSubscribeResponse, MarketsStreamUpdateEvent, OracleEventStreamEvent, OracleEventsStreamSubscribeFilters, OracleEventsStreamSubscribeResponse, WsAlertSubscribedResponse, WsAlertUnsubscribedResponse, WsAlertErrorResponse, WsAlertEventType, WsAlertSubscribeMessage, WsAlertUnsubscribeMessage, WsAlertEventPayload, WsAlertSubscribeMap, WsAlertEventDataMap, WsAlertEventName, TradeStreamEvent, AssetPriceTickEvent, AssetPriceWindowUpdateEvent, AssetWindowUpdateEvent, MarketMetricsEvent, EventMetricsEvent, PositionMetricsEvent, TagMetricsEvent, TraderGlobalPnlBatchEvent, TraderMarketPnlBatchEvent, TraderCategoryPnlBatchEvent, TraderGlobalTickBatchEvent, TraderMarketTickBatchEvent, TraderCategoryTickBatchEvent, TraderGlobalResolutionBatchEvent, TraderMarketResolutionBatchEvent, TraderCategoryResolutionBatchEvent, AccountsUpdateEvent, UsdceUpdateEvent, MaticUpdateEvent, PusdUpdateEvent, WsOrderBookLevel, OrderBookUpdateEvent, TradesStreamSubscribeResponse, AssetPricesSubscribeResponse, AssetWindowUpdatesSubscribeResponse, MarketMetricsSubscribeResponse, EventMetricsSubscribeResponse, PositionMetricsSubscribeResponse, TagMetricsSubscribeResponse, TraderPnlSubscribeResponse, AccountsSubscribeResponse, OrderBookSubscribeResponse, TradeOrderFilledEvent, TradeRedemptionEvent, TradeMergeEvent, TradeSplitEvent, TradePositionsConvertedEvent, TradeCancelledEvent, TradeOracleLifecycleEvent, TradeRegisterTokenEvent, } from "./ws.js";
@@ -9,8 +9,8 @@ export interface StructWebSocketConfig {
9
9
  reconnect?: RetryConfig;
10
10
  subscribeTimeout?: number;
11
11
  }
12
- export type WsRoomId = "polymarket_trades" | "polymarket_asset_prices" | "polymarket_asset_window_updates" | "polymarket_market_metrics" | "polymarket_event_metrics" | "polymarket_position_metrics" | "polymarket_tag_metrics" | "polymarket_trader_pnl" | "polymarket_trader_positions" | "polymarket_accounts" | "polymarket_order_book" | "polymarket_clob_rewards" | "polymarket_events_stream" | "polymarket_markets_stream" | "polymarket_oracle_events";
13
- export type WsFiltersOptionalRoom = "polymarket_trades" | "polymarket_asset_prices" | "polymarket_clob_rewards" | "polymarket_events_stream" | "polymarket_markets_stream" | "polymarket_oracle_events";
12
+ export type WsRoomId = "polymarket_trades" | "polymarket_asset_prices" | "polymarket_asset_window_updates" | "polymarket_market_metrics" | "polymarket_event_metrics" | "polymarket_position_metrics" | "polymarket_tag_metrics" | "polymarket_trader_pnl" | "polymarket_trader_positions" | "polymarket_trader_pnl_exits" | "polymarket_holder_metrics" | "polymarket_accounts" | "polymarket_order_book" | "polymarket_clob_rewards" | "polymarket_events_stream" | "polymarket_markets_stream" | "polymarket_oracle_events";
13
+ export type WsFiltersOptionalRoom = "polymarket_trades" | "polymarket_asset_prices" | "polymarket_clob_rewards" | "polymarket_events_stream" | "polymarket_markets_stream" | "polymarket_oracle_events" | "polymarket_holder_metrics";
14
14
  export type WsFiltersRequiredRoom = Exclude<WsRoomId, WsFiltersOptionalRoom>;
15
15
  export type TradesSubscribeFilters = Omit<WsSchemas["TradesStreamSubscribeMessage"], "action">;
16
16
  export type AssetPricesSubscribeFilters = Omit<WsSchemas["AssetPricesSubscribeMessage"], "action">;
@@ -23,6 +23,8 @@ export type TraderPnlSubscribeFilters = Omit<WsSchemas["TraderPnlSubscribeMessag
23
23
  export type AccountsSubscribeFilters = Omit<WsSchemas["AccountsSubscribeMessage"], "action">;
24
24
  export type OrderBookSubscribeFilters = Omit<WsSchemas["OrderBookSubscribeMessage"], "action">;
25
25
  export type TraderPositionsSubscribeFilters = Omit<WsSchemas["TraderPositionsSubscribeMessage"], "action">;
26
+ export type TraderExitMarkersSubscribeFilters = Omit<WsSchemas["TraderExitMarkersSubscribeMessage"], "action">;
27
+ export type HolderMetricsSubscribeFilters = Omit<WsSchemas["HolderMetricsSubscribeMessage"], "action">;
26
28
  export type ClobRewardsSubscribeFilters = Omit<WsSchemas["ClobRewardsSubscribeMessage"], "action">;
27
29
  export type EventsStreamSubscribeFilters = Omit<WsSchemas["EventsStreamSubscribeMessage"], "action">;
28
30
  export type MarketsStreamSubscribeFilters = Omit<WsSchemas["MarketsStreamSubscribeMessage"], "action">;
@@ -38,16 +40,35 @@ export type MarketMetricsEvent = WsSchemas["MarketMetricsEvent"];
38
40
  export type EventMetricsEvent = WsSchemas["EventMetricsEvent"];
39
41
  export type PositionMetricsEvent = WsSchemas["PositionMetricsEvent"];
40
42
  export type TagMetricsEvent = WsSchemas["TagMetricsEvent"];
41
- export type TraderGlobalPnlEvent = WsSchemas["TraderGlobalPnlEvent"];
42
- export type TraderMarketPnlEvent = WsSchemas["TraderMarketPnlEvent"];
43
- export type TraderEventPnlEvent = WsSchemas["TraderEventPnlEvent"];
43
+ export type TraderGlobalPnlBatchEvent = WsSchemas["TraderGlobalPnlBatchEvent"];
44
+ export type TraderMarketPnlBatchEvent = WsSchemas["TraderMarketPnlBatchEvent"];
45
+ export type TraderCategoryPnlBatchEvent = WsSchemas["TraderCategoryPnlBatchEvent"];
46
+ export type TraderGlobalTickBatchEvent = WsSchemas["TraderGlobalTickBatchEvent"];
47
+ export type TraderMarketTickBatchEvent = WsSchemas["TraderMarketTickBatchEvent"];
48
+ export type TraderCategoryTickBatchEvent = WsSchemas["TraderCategoryTickBatchEvent"];
49
+ export type TraderGlobalResolutionBatchEvent = WsSchemas["TraderGlobalResolutionBatchEvent"];
50
+ export type TraderMarketResolutionBatchEvent = WsSchemas["TraderMarketResolutionBatchEvent"];
51
+ export type TraderCategoryResolutionBatchEvent = WsSchemas["TraderCategoryResolutionBatchEvent"];
52
+ export type TraderPositionRow = WsSchemas["TraderPositionRow"];
53
+ export type TraderPositionBatchEvent = WsSchemas["TraderPositionBatchEvent"];
54
+ export type TraderPositionPriceRow = WsSchemas["TraderPositionPriceRow"];
55
+ export type TraderPositionPriceBatchEvent = WsSchemas["TraderPositionPriceBatchEvent"];
56
+ export type TraderPositionResolutionRow = WsSchemas["TraderPositionResolutionRow"];
57
+ export type TraderPositionResolutionBatchEvent = WsSchemas["TraderPositionResolutionBatchEvent"];
58
+ export type TraderExitMarkerRow = WsSchemas["TraderExitMarkerRow"];
59
+ export type TraderExitMarkerBatchEvent = WsSchemas["TraderExitMarkerBatchEvent"];
60
+ export type PositionHolderMetricsRow = WsSchemas["PositionHolderMetricsRow"];
61
+ export type ConditionHolderMetricsRow = WsSchemas["ConditionHolderMetricsRow"];
62
+ export type EventHolderMetricsRow = WsSchemas["EventHolderMetricsRow"];
63
+ export type HolderMetricsPositionBatchEvent = WsSchemas["HolderMetricsPositionBatchEvent"];
64
+ export type HolderMetricsConditionBatchEvent = WsSchemas["HolderMetricsConditionBatchEvent"];
65
+ export type HolderMetricsEventBatchEvent = WsSchemas["HolderMetricsEventBatchEvent"];
44
66
  export type AccountsUpdateEvent = WsSchemas["AccountsUpdateEvent"];
45
67
  export type UsdceUpdateEvent = WsSchemas["UsdceUpdateEvent"];
46
68
  export type MaticUpdateEvent = WsSchemas["MaticUpdateEvent"];
47
69
  export type PusdUpdateEvent = WsSchemas["PusdUpdateEvent"];
48
70
  export type WsOrderBookLevel = WsSchemas["OrderBookLevel"];
49
71
  export type OrderBookUpdateEvent = WsSchemas["OrderBookUpdateEvent"];
50
- export type TraderPositionUpdateEvent = WsSchemas["TraderPositionUpdateEvent"];
51
72
  export type TraderPositionsSubscribeResponse = WsSchemas["TraderPositionsSubscribeResponse"];
52
73
  export type ClobRewardsUpdateEvent = WsSchemas["ClobRewardsUpdateEvent"];
53
74
  export type ClobRewardsSubscribeResponse = WsSchemas["ClobRewardsSubscribeResponse"];
@@ -81,6 +102,14 @@ export type EventMetricsSubscribeResponse = WsSchemas["EventMetricsSubscribeResp
81
102
  export type PositionMetricsSubscribeResponse = WsSchemas["PositionMetricsSubscribeResponse"];
82
103
  export type TagMetricsSubscribeResponse = WsSchemas["TagMetricsSubscribeResponse"];
83
104
  export type TraderPnlSubscribeResponse = WsSchemas["TraderPnlSubscribeResponse"];
105
+ export type TraderExitMarkersSubscribeResponse = WsSchemas["TraderExitMarkersSubscribeResponse"];
106
+ export interface HolderMetricsSubscribeResponse {
107
+ position_ids?: string[];
108
+ condition_ids?: string[];
109
+ event_slugs?: string[];
110
+ rejected?: string[];
111
+ error?: string | null;
112
+ }
84
113
  export type AccountsSubscribeResponse = WsSchemas["AccountsSubscribeResponse"];
85
114
  export type OrderBookSubscribeResponse = WsSchemas["OrderBookSubscribeResponse"];
86
115
  export interface WebSocketEventMap {
@@ -92,15 +121,27 @@ export interface WebSocketEventMap {
92
121
  event_metrics_update: EventMetricsEvent;
93
122
  position_metrics_update: PositionMetricsEvent;
94
123
  tag_metrics_update: TagMetricsEvent;
95
- trader_global_pnl_update: TraderGlobalPnlEvent;
96
- trader_market_pnl_update: TraderMarketPnlEvent;
97
- trader_event_pnl_update: TraderEventPnlEvent;
124
+ trader_global_pnl_batch: TraderGlobalPnlBatchEvent;
125
+ trader_market_pnl_batch: TraderMarketPnlBatchEvent;
126
+ trader_category_pnl_batch: TraderCategoryPnlBatchEvent;
127
+ trader_global_tick_batch: TraderGlobalTickBatchEvent;
128
+ trader_market_tick_batch: TraderMarketTickBatchEvent;
129
+ trader_category_tick_batch: TraderCategoryTickBatchEvent;
130
+ trader_global_resolution_batch: TraderGlobalResolutionBatchEvent;
131
+ trader_market_resolution_batch: TraderMarketResolutionBatchEvent;
132
+ trader_category_resolution_batch: TraderCategoryResolutionBatchEvent;
133
+ trader_position_batch: TraderPositionBatchEvent;
134
+ trader_position_price_batch: TraderPositionPriceBatchEvent;
135
+ trader_position_resolution_batch: TraderPositionResolutionBatchEvent;
136
+ trader_exit_marker_batch: TraderExitMarkerBatchEvent;
137
+ holder_metrics_position_batch: HolderMetricsPositionBatchEvent;
138
+ holder_metrics_condition_batch: HolderMetricsConditionBatchEvent;
139
+ holder_metrics_event_batch: HolderMetricsEventBatchEvent;
98
140
  accounts_update: AccountsUpdateEvent;
99
141
  usdce_update: UsdceUpdateEvent;
100
142
  matic_update: MaticUpdateEvent;
101
143
  pusd_update: PusdUpdateEvent;
102
144
  order_book_update: OrderBookUpdateEvent;
103
- trader_position_update: TraderPositionUpdateEvent;
104
145
  clob_rewards_update: ClobRewardsUpdateEvent;
105
146
  events_stream_update: EventsStreamUpdateEvent;
106
147
  markets_stream_update: MarketsStreamUpdateEvent;
@@ -128,6 +169,8 @@ export interface WsSubscriptionMap {
128
169
  polymarket_tag_metrics: TagMetricsSubscribeFilters;
129
170
  polymarket_trader_pnl: TraderPnlSubscribeFilters;
130
171
  polymarket_trader_positions: TraderPositionsSubscribeFilters;
172
+ polymarket_trader_pnl_exits: TraderExitMarkersSubscribeFilters;
173
+ polymarket_holder_metrics: HolderMetricsSubscribeFilters;
131
174
  polymarket_accounts: AccountsSubscribeFilters;
132
175
  polymarket_order_book: OrderBookSubscribeFilters;
133
176
  polymarket_clob_rewards: ClobRewardsSubscribeFilters;
@@ -145,6 +188,8 @@ export interface WsSubscribeResponseMap {
145
188
  polymarket_tag_metrics: TagMetricsSubscribeResponse;
146
189
  polymarket_trader_pnl: TraderPnlSubscribeResponse;
147
190
  polymarket_trader_positions: TraderPositionsSubscribeResponse;
191
+ polymarket_trader_pnl_exits: TraderExitMarkersSubscribeResponse;
192
+ polymarket_holder_metrics: HolderMetricsSubscribeResponse;
148
193
  polymarket_accounts: AccountsSubscribeResponse;
149
194
  polymarket_order_book: OrderBookSubscribeResponse;
150
195
  polymarket_clob_rewards: ClobRewardsSubscribeResponse;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@structbuild/sdk",
3
- "version": "0.5.10",
3
+ "version": "0.6.0",
4
4
  "type": "module",
5
5
  "repository": {
6
6
  "type": "git",
@@ -30,6 +30,7 @@
30
30
  ],
31
31
  "scripts": {
32
32
  "build": "rm -rf dist && bun build ./src/index.ts --target browser --format esm --sourcemap --outdir ./dist && bun build ./src/index.ts --target browser --format cjs --sourcemap --outdir ./dist-cjs && mv ./dist-cjs/index.js ./dist/index.cjs && mv ./dist-cjs/index.js.map ./dist/index.cjs.map && rm -rf dist-cjs && tsc --emitDeclarationOnly",
33
+ "prepare": "bun run build",
33
34
  "check-routes": "bun run scripts/check-routes.ts",
34
35
  "fix-spec": "bun run scripts/fix-spec.ts",
35
36
  "fetch-specs": "bun run scripts/fetch-specs.ts",