bfxsentry-agent 0.1.0

package/dist/src/collector/basis-monitor.js

@@ -0,0 +1,52 @@
+import https from 'node:https';
+import { SocksProxyAgent } from 'socks-proxy-agent';
+import { getLogger } from '../core/logger.js';
+const log = () => getLogger();
+function getAgent() {
+    const proxy = process.env.SOCKS_PROXY || process.env.ALL_PROXY || 'socks5h://127.0.0.1:7897';
+    return new SocksProxyAgent(proxy);
+}
+async function fetchJsonProxy(url) {
+    const agent = getAgent();
+    return new Promise((resolve, reject) => {
+        const req = https.get(url, { agent }, (res) => {
+            let data = '';
+            res.on('data', chunk => { data += chunk; });
+            res.on('end', () => {
+                try {
+                    resolve(JSON.parse(data));
+                }
+                catch (e) {
+                    reject(e);
+                }
+            });
+        });
+        req.on('error', reject);
+        req.setTimeout(10_000, () => { req.destroy(); reject(new Error('Timeout')); });
+    });
+}
+export async function fetchBinancePrice() {
+    try {
+        const data = await fetchJsonProxy('https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT');
+        return parseFloat(data.price);
+    }
+    catch {
+        return null;
+    }
+}
+export async function calculateBasis(bfxPrice) {
+    const binancePrice = await fetchBinancePrice();
+    const bfxVsBinance = binancePrice
+        ? ((bfxPrice - binancePrice) / binancePrice) * 10000 // in bps
+        : null;
+    if (bfxVsBinance !== null && Math.abs(bfxVsBinance) > 15) {
+        log().warn({ bfxPrice, binancePrice, basisBps: bfxVsBinance.toFixed(1) }, 'Basis divergence detected');
+    }
+    return {
+        timestamp: Date.now(),
+        bfxPrice,
+        binancePrice,
+        bfxVsBinance,
+    };
+}
+//# sourceMappingURL=basis-monitor.js.map

package/dist/src/collector/basis-monitor.js.map

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package/dist/src/collector/bitfinex-rest.d.ts

@@ -0,0 +1,20 @@
+import type { TickerData, OrderbookData, TradeEntry, LiquidationEntry, LiquidationAgg, FundingStatPoint, DerivStatus, WhaleEntry, TradeFlow, MarketSnapshot } from './types.js';
+import type { AgentConfig } from '../core/config.js';
+export declare function fetchTicker(cfg: AgentConfig): Promise<TickerData>;
+export declare function fetchOrderbook(cfg: AgentConfig, len?: number): Promise<OrderbookData>;
+export declare function fetchTrades(cfg: AgentConfig, limit?: number): Promise<TradeEntry[]>;
+export declare function aggregateTradeFlow(trades: TradeEntry[]): TradeFlow;
+export declare function fetchLiquidations(cfg: AgentConfig, limit?: number): Promise<LiquidationEntry[]>;
+export declare function aggregateLiquidations(liqs: LiquidationEntry[]): {
+    w1m: LiquidationAgg;
+    w5m: LiquidationAgg;
+    w15m: LiquidationAgg;
+    w1h: LiquidationAgg;
+    w24h: LiquidationAgg;
+};
+export declare function calcLiqIntensityPercentile(liqs: LiquidationEntry[]): number;
+export declare function fetchFundingStats(cfg: AgentConfig, limit?: number): Promise<FundingStatPoint[]>;
+export declare function fetchDerivStatus(cfg: AgentConfig): Promise<DerivStatus | null>;
+export declare function fetchRankings(cfg: AgentConfig): Promise<WhaleEntry[]>;
+export declare function collectSnapshot(cfg: AgentConfig): Promise<MarketSnapshot>;
+//# sourceMappingURL=bitfinex-rest.d.ts.map

package/dist/src/collector/bitfinex-rest.d.ts.map

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package/dist/src/collector/bitfinex-rest.js

@@ -0,0 +1,350 @@
+import https from 'node:https';
+import { SocksProxyAgent } from 'socks-proxy-agent';
+import { getLogger } from '../core/logger.js';
+const log = () => getLogger();
+function bfxUrl(cfg) {
+    return cfg.collector.bitfinex.base_url;
+}
+// SOCKS5 proxy (auto-detect from env or fallback to local 7897)
+function createProxyAgent() {
+    const proxy = process.env.SOCKS_PROXY || process.env.ALL_PROXY;
+    if (proxy)
+        return new SocksProxyAgent(proxy);
+    return new SocksProxyAgent('socks5h://127.0.0.1:7897');
+}
+let useProxy = true; // default: try proxy first (China network)
+function httpsGet(url, agent) {
+    return new Promise((resolve, reject) => {
+        const opts = { agent };
+        const req = https.get(url, opts, (res) => {
+            if (res.statusCode && res.statusCode >= 300 && res.statusCode < 400 && res.headers.location) {
+                httpsGet(res.headers.location, agent).then(resolve, reject);
+                return;
+            }
+            if (res.statusCode && (res.statusCode < 200 || res.statusCode >= 300)) {
+                reject(new Error(`${url} → ${res.statusCode}`));
+                return;
+            }
+            let data = '';
+            res.on('data', (chunk) => { data += chunk; });
+            res.on('end', () => resolve(data));
+        });
+        req.on('error', reject);
+        req.setTimeout(30_000, () => { req.destroy(); reject(new Error('Request timeout')); });
+    });
+}
+const proxyAgent = createProxyAgent();
+async function fetchJson(url) {
+    try {
+        const raw = await httpsGet(url, useProxy ? proxyAgent : undefined);
+        return JSON.parse(raw);
+    }
+    catch (err) {
+        // If proxy failed, try direct
+        if (useProxy) {
+            log().debug('Proxy request failed, trying direct...');
+            try {
+                const raw = await httpsGet(url, undefined);
+                useProxy = false;
+                log().info('Switched to direct connection');
+                return JSON.parse(raw);
+            }
+            catch {
+                throw err; // throw original proxy error
+            }
+        }
+        throw err;
+    }
+}
+// ── Ticker ──
+export async function fetchTicker(cfg) {
+    const sym = cfg.collector.bitfinex.symbol;
+    const data = await fetchJson(`${bfxUrl(cfg)}/v2/ticker/${sym}`);
+    return {
+        bid: data[0], bidSize: data[1], ask: data[2], askSize: data[3],
+        dailyChange: data[4], dailyChangePct: data[5], lastPrice: data[6],
+        volume: data[7], high: data[8], low: data[9],
+    };
+}
+// ── Orderbook ──
+export async function fetchOrderbook(cfg, len = 25) {
+    const sym = cfg.collector.bitfinex.symbol;
+    const raw = await fetchJson(`${bfxUrl(cfg)}/v2/book/${sym}/P0?len=${len}`);
+    const bids = [];
+    const asks = [];
+    for (const row of raw) {
+        const [price, count, amount] = row;
+        if (amount > 0)
+            bids.push({ price, count, amount });
+        else
+            asks.push({ price, count, amount: Math.abs(amount) });
+    }
+    bids.sort((a, b) => b.price - a.price);
+    asks.sort((a, b) => a.price - b.price);
+    const mid = bids[0] && asks[0] ? (bids[0].price + asks[0].price) / 2 : 0;
+    const calcDepth = (levels, pct, side) => {
+        const threshold = side === 'bid' ? mid * (1 - pct / 100) : mid * (1 + pct / 100);
+        return levels
+            .filter(l => side === 'bid' ? l.price >= threshold : l.price <= threshold)
+            .reduce((s, l) => s + l.amount, 0);
+    };
+    // Detect walls
+    const allAmounts = [...bids, ...asks].map(l => l.amount);
+    const avgSize = allAmounts.length > 0 ? allAmounts.reduce((a, b) => a + b, 0) / allAmounts.length : 0;
+    const wallThreshold = avgSize * 5;
+    const walls = [];
+    for (const b of bids) {
+        if (b.amount >= wallThreshold) {
+            walls.push({ side: 'bid', price: b.price, amount: b.amount, multiplier: b.amount / avgSize });
+        }
+    }
+    for (const a of asks) {
+        if (a.amount >= wallThreshold) {
+            walls.push({ side: 'ask', price: a.price, amount: a.amount, multiplier: a.amount / avgSize });
+        }
+    }
+    return {
+        bids, asks,
+        bidDepth02: calcDepth(bids, 0.2, 'bid'),
+        bidDepth05: calcDepth(bids, 0.5, 'bid'),
+        bidDepth10: calcDepth(bids, 1.0, 'bid'),
+        askDepth02: calcDepth(asks, 0.2, 'ask'),
+        askDepth05: calcDepth(asks, 0.5, 'ask'),
+        askDepth10: calcDepth(asks, 1.0, 'ask'),
+        walls,
+    };
+}
+// ── Trades ──
+export async function fetchTrades(cfg, limit = 200) {
+    const sym = cfg.collector.bitfinex.symbol;
+    const raw = await fetchJson(`${bfxUrl(cfg)}/v2/trades/${sym}/hist?limit=${limit}`);
+    return raw.map(r => ({
+        id: r[0],
+        timestamp: r[1],
+        amount: Math.abs(r[2]),
+        price: r[3],
+        side: (r[2] > 0 ? 'buy' : 'sell'),
+    }));
+}
+export function aggregateTradeFlow(trades) {
+    const now = Date.now();
+    const window = (sec) => trades.filter(t => t.timestamp >= now - sec * 1000);
+    const w30 = window(30);
+    const w60 = window(60);
+    const w5m = window(300);
+    const buyVol = (ts) => ts.filter(t => t.side === 'buy').reduce((s, t) => s + t.amount, 0);
+    const sellVol = (ts) => ts.filter(t => t.side === 'sell').reduce((s, t) => s + t.amount, 0);
+    const bv60 = buyVol(w60);
+    const sv60 = sellVol(w60);
+    const total60 = bv60 + sv60;
+    return {
+        buyVol30s: buyVol(w30), sellVol30s: sellVol(w30),
+        buyVol60s: bv60, sellVol60s: sv60,
+        buyVol5m: buyVol(w5m), sellVol5m: sellVol(w5m),
+        buyCount60s: w60.filter(t => t.side === 'buy').length,
+        sellCount60s: w60.filter(t => t.side === 'sell').length,
+        netFlow60s: bv60 - sv60,
+        buyRatio60s: total60 > 0 ? bv60 / total60 : 0.5,
+    };
+}
+// ── Liquidations ──
+export async function fetchLiquidations(cfg, limit = 500) {
+    const now = Date.now();
+    const start = now - 24 * 60 * 60 * 1000;
+    const url = `${bfxUrl(cfg)}/v2/liquidations/hist?limit=${limit}&start=${start}&end=${now}`;
+    const raw = await fetchJson(url);
+    // Format: [["pos", id, ts, null, symbol, amount, price, null, flag, flag2, null, settlementPrice]]
+    return raw.map((outer) => {
+        const item = outer[0];
+        if (!item || !Array.isArray(item))
+            return null;
+        const amount = Math.abs(item[5] || 0);
+        const price = item[6] || 0;
+        if (amount === 0 || price === 0)
+            return null;
+        return {
+            id: item[1],
+            timestamp: item[2],
+            symbol: item[4] || '',
+            amount,
+            price,
+            side: (item[5] > 0 ? 'short' : 'long'),
+            usdValue: amount * price,
+        };
+    }).filter((x) => x !== null);
+}
+export function aggregateLiquidations(liqs) {
+    const now = Date.now();
+    const agg = (sec) => {
+        const window = liqs.filter(l => l.timestamp >= now - sec * 1000);
+        const longUsd = window.filter(l => l.side === 'long').reduce((s, l) => s + l.usdValue, 0);
+        const shortUsd = window.filter(l => l.side === 'short').reduce((s, l) => s + l.usdValue, 0);
+        return { longUsd, shortUsd, total: longUsd + shortUsd, count: window.length };
+    };
+    return {
+        w1m: agg(60), w5m: agg(300), w15m: agg(900), w1h: agg(3600), w24h: agg(86400),
+    };
+}
+export function calcLiqIntensityPercentile(liqs) {
+    if (liqs.length === 0)
+        return 0;
+    const now = Date.now();
+    const buckets = [];
+    const start = Math.min(...liqs.map(l => l.timestamp));
+    if (!isFinite(start))
+        return 0;
+    for (let t = start; t < now; t += 60_000) {
+        const bucket = liqs.filter(l => l.timestamp >= t && l.timestamp < t + 60_000);
+        buckets.push(bucket.reduce((s, l) => s + l.usdValue, 0));
+    }
+    if (buckets.length === 0)
+        return 0;
+    const currentBucket = liqs.filter(l => l.timestamp >= now - 60_000).reduce((s, l) => s + l.usdValue, 0);
+    const sorted = [...buckets].sort((a, b) => a - b);
+    const idx = sorted.findIndex(v => v >= currentBucket);
+    return idx >= 0 ? idx / sorted.length : 1;
+}
+// ── Funding ──
+export async function fetchFundingStats(cfg, limit = 168) {
+    const sym = cfg.collector.bitfinex.funding_symbol;
+    const raw = await fetchJson(`${bfxUrl(cfg)}/v2/funding/stats/${sym}/hist?limit=${limit}`);
+    return raw.map(item => {
+        const total = item[7] || 0;
+        const used = item[8] || 0;
+        return {
+            timestamp: item[0],
+            frr: item[3],
+            avgPeriod: item[4],
+            totalAmount: total,
+            usedAmount: used,
+            utilization: total > 0 ? used / total : 0,
+        };
+    });
+}
+// ── Derivatives Status ──
+export async function fetchDerivStatus(cfg) {
+    const keys = cfg.collector.bitfinex.deriv_symbol;
+    try {
+        const raw = await fetchJson(`${bfxUrl(cfg)}/v2/status/deriv?keys=${keys}`);
+        if (!raw[0])
+            return null;
+        const d = raw[0];
+        return {
+            fundingRate: d[12] || 0,
+            nextFundingTs: d[13] || 0,
+            markPrice: d[15] || 0,
+            spotPrice: d[2] || 0,
+            openInterest: d[18] || 0,
+        };
+    }
+    catch {
+        return null;
+    }
+}
+// ── Rankings (Smart Money) ──
+export async function fetchRankings(cfg) {
+    const url = `${bfxUrl(cfg)}/v2/rankings/plu:3h:tGLOBAL:USD/hist?limit=500`;
+    try {
+        const raw = await fetchJson(url);
+        // Group by timestamp, take latest
+        const byTs = new Map();
+        for (const item of raw) {
+            const ts = item[0];
+            if (!byTs.has(ts))
+                byTs.set(ts, []);
+            byTs.get(ts).push(item);
+        }
+        const timestamps = [...byTs.keys()].sort((a, b) => b - a);
+        if (timestamps.length < 2)
+            return [];
+        // Fetch price candles for correlation
+        const candleUrl = `${bfxUrl(cfg)}/v2/candles/trade:3h:${cfg.collector.bitfinex.symbol}/hist?limit=50`;
+        const candles = await fetchJson(candleUrl);
+        const priceByTs = new Map();
+        for (const c of candles)
+            priceByTs.set(c[0], c[2]); // [ts, open, close, high, low, vol]
+        // Get latest snapshot
+        const latestItems = byTs.get(timestamps[0]);
+        const prevItems = byTs.get(timestamps[1]);
+        const prevPnl = new Map();
+        for (const item of prevItems) {
+            prevPnl.set(item[2], item[6]);
+        }
+        // Price change between these two timestamps
+        const p1 = priceByTs.get(timestamps[0]) ?? 0;
+        const p0 = priceByTs.get(timestamps[1]) ?? p1;
+        const priceChange = p0 > 0 ? (p1 - p0) / p0 : 0;
+        const entries = [];
+        for (const item of latestItems) {
+            const username = item[2];
+            const pnl = item[6];
+            const prevVal = prevPnl.get(username) ?? 0;
+            const pnlChange = pnl - prevVal;
+            // Correlation proxy: PnL change same direction as price → long
+            let correlation = 0;
+            if (priceChange !== 0 && pnlChange !== 0) {
+                const sign = Math.sign(pnlChange) * Math.sign(priceChange);
+                // Scale by relative PnL magnitude (larger PnL changes = more confident)
+                const magnitude = Math.min(1, Math.abs(pnlChange) / (Math.abs(pnl) * 0.01 + 1));
+                correlation = sign * Math.max(0.5, magnitude); // floor at 0.5 for clear directional signal
+            }
+            // If no price change, infer from PnL sign directly
+            if (priceChange === 0 && pnlChange !== 0) {
+                correlation = pnlChange > 0 ? 0.5 : -0.5;
+            }
+            const direction = correlation > 0.3 ? 'long' : correlation < -0.3 ? 'short' : 'hedge';
+            entries.push({
+                username,
+                rank: item[3],
+                pnl,
+                direction,
+                correlation,
+                confidence: Math.min(1, Math.max(0, (Math.abs(correlation) - 0.4) / 0.5)),
+            });
+        }
+        return entries.sort((a, b) => Math.abs(b.pnl) - Math.abs(a.pnl));
+    }
+    catch (e) {
+        log().warn({ err: e }, 'Rankings fetch failed');
+        return [];
+    }
+}
+// ── Full Snapshot ──
+export async function collectSnapshot(cfg) {
+    const [ticker, orderbook, trades, liqs, funding, deriv, whales] = await Promise.all([
+        fetchTicker(cfg),
+        fetchOrderbook(cfg, 25),
+        fetchTrades(cfg, 200),
+        fetchLiquidations(cfg),
+        fetchFundingStats(cfg),
+        fetchDerivStatus(cfg),
+        fetchRankings(cfg),
+    ]);
+    const tradeFlow = aggregateTradeFlow(trades);
+    const liqAgg = aggregateLiquidations(liqs);
+    const liqIntensityPct = calcLiqIntensityPercentile(liqs);
+    // Whale score
+    const longWhales = whales.filter(w => w.direction === 'long');
+    const shortWhales = whales.filter(w => w.direction === 'short');
+    const longPnl = longWhales.reduce((s, w) => s + Math.abs(w.pnl), 0);
+    const shortPnl = shortWhales.reduce((s, w) => s + Math.abs(w.pnl), 0);
+    const totalPnl = longPnl + shortPnl;
+    const longRatio = totalPnl > 0 ? longPnl / totalPnl : 0.5;
+    const d1 = longRatio * 25;
+    const d2 = longWhales.length > shortWhales.length ? 18 : 10;
+    const fr = deriv?.fundingRate ?? 0;
+    const annualized = Math.abs(fr * 3 * 365 * 100);
+    const d3 = annualized > 100 ? 5 : annualized > 30 ? 18 : 12;
+    const d4 = 15; // default, no exit signal check in fast scan
+    const whaleScore = d1 + d2 + d3 + d4;
+    const whaleDirection = whaleScore >= 70 ? '强烈看多' : whaleScore >= 60 ? '偏多' : whaleScore <= 30 ? '强烈看空' : whaleScore <= 40 ? '偏空' : '中性';
+    return {
+        timestamp: Date.now(),
+        ticker, orderbook, trades, tradeFlow,
+        liquidations: liqs, liqAgg, liqIntensityPct,
+        funding,
+        fundingCurrent: funding[0] ?? null,
+        deriv, whales, whaleScore, whaleDirection,
+    };
+}
+//# sourceMappingURL=bitfinex-rest.js.map

package/dist/src/collector/bitfinex-rest.js.map

@@ -0,0 +1 @@
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package/dist/src/collector/event-detector.d.ts

@@ -0,0 +1,3 @@
+import type { MarketSnapshot } from './types.js';
+export declare function detectEvents(snapshot: MarketSnapshot): void;
+//# sourceMappingURL=event-detector.d.ts.map

package/dist/src/collector/event-detector.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"event-detector.d.ts","sourceRoot":"","sources":["../../../src/collector/event-detector.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,YAAY,CAAA;AAMhD,wBAAgB,YAAY,CAAC,QAAQ,EAAE,cAAc,QAwCpD"}

package/dist/src/collector/event-detector.js

@@ -0,0 +1,41 @@
+import { eventBus } from '../core/event-bus.js';
+import { getLogger } from '../core/logger.js';
+const log = () => getLogger();
+let prevSnapshot = null;
+export function detectEvents(snapshot) {
+    // 1. Liquidation cascade: 1-min liq USD > P95 equivalent
+    if (snapshot.liqIntensityPct >= 0.95) {
+        log().warn({ pct: snapshot.liqIntensityPct }, 'Liquidation cascade detected');
+        eventBus.emit('event:liq_cascade', snapshot);
+    }
+    // 2. Wall break detection
+    if (prevSnapshot) {
+        const prevWalls = prevSnapshot.orderbook.walls;
+        const curWalls = snapshot.orderbook.walls;
+        for (const pw of prevWalls) {
+            const stillExists = curWalls.some(cw => cw.side === pw.side && Math.abs(cw.price - pw.price) / pw.price < 0.001);
+            if (!stillExists) {
+                const price = snapshot.ticker.lastPrice;
+                const broke = pw.side === 'ask'
+                    ? price >= pw.price * 0.999
+                    : price <= pw.price * 1.001;
+                if (broke) {
+                    log().info({ side: pw.side, wallPrice: pw.price, price }, 'Wall break detected');
+                    eventBus.emit('event:wall_break', { wall: pw, snapshot });
+                }
+            }
+        }
+    }
+    // 3. Spread extreme
+    const spread = snapshot.orderbook.asks[0] && snapshot.orderbook.bids[0]
+        ? snapshot.orderbook.asks[0].price - snapshot.orderbook.bids[0].price
+        : 0;
+    const mid = snapshot.ticker.lastPrice;
+    const spreadPct = mid > 0 ? (spread / mid) * 100 : 0;
+    if (spreadPct > 0.1) { // > 0.1% spread is extreme for BTC
+        log().warn({ spreadPct: spreadPct.toFixed(4) }, 'Extreme spread detected');
+        eventBus.emit('event:spread_extreme', { spreadPct, snapshot });
+    }
+    prevSnapshot = snapshot;
+}
+//# sourceMappingURL=event-detector.js.map

package/dist/src/collector/event-detector.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"event-detector.js","sourceRoot":"","sources":["../../../src/collector/event-detector.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAA;AAC/C,OAAO,EAAE,SAAS,EAAE,MAAM,mBAAmB,CAAA;AAG7C,MAAM,GAAG,GAAG,GAAG,EAAE,CAAC,SAAS,EAAE,CAAA;AAE7B,IAAI,YAAY,GAA0B,IAAI,CAAA;AAE9C,MAAM,UAAU,YAAY,CAAC,QAAwB;IACnD,yDAAyD;IACzD,IAAI,QAAQ,CAAC,eAAe,IAAI,IAAI,EAAE,CAAC;QACrC,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,GAAG,EAAE,QAAQ,CAAC,eAAe,EAAE,EAAE,8BAA8B,CAAC,CAAA;QAC7E,QAAQ,CAAC,IAAI,CAAC,mBAAmB,EAAE,QAAQ,CAAC,CAAA;IAC9C,CAAC;IAED,0BAA0B;IAC1B,IAAI,YAAY,EAAE,CAAC;QACjB,MAAM,SAAS,GAAG,YAAY,CAAC,SAAS,CAAC,KAAK,CAAA;QAC9C,MAAM,QAAQ,GAAG,QAAQ,CAAC,SAAS,CAAC,KAAK,CAAA;QACzC,KAAK,MAAM,EAAE,IAAI,SAAS,EAAE,CAAC;YAC3B,MAAM,WAAW,GAAG,QAAQ,CAAC,IAAI,CAC/B,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,KAAK,EAAE,CAAC,IAAI,IAAI,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,KAAK,GAAG,EAAE,CAAC,KAAK,CAAC,GAAG,EAAE,CAAC,KAAK,GAAG,KAAK,CAC9E,CAAA;YACD,IAAI,CAAC,WAAW,EAAE,CAAC;gBACjB,MAAM,KAAK,GAAG,QAAQ,CAAC,MAAM,CAAC,SAAS,CAAA;gBACvC,MAAM,KAAK,GAAG,EAAE,CAAC,IAAI,KAAK,KAAK;oBAC7B,CAAC,CAAC,KAAK,IAAI,EAAE,CAAC,KAAK,GAAG,KAAK;oBAC3B,CAAC,CAAC,KAAK,IAAI,EAAE,CAAC,KAAK,GAAG,KAAK,CAAA;gBAC7B,IAAI,KAAK,EAAE,CAAC;oBACV,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,EAAE,CAAC,IAAI,EAAE,SAAS,EAAE,EAAE,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,qBAAqB,CAAC,CAAA;oBAChF,QAAQ,CAAC,IAAI,CAAC,kBAAkB,EAAE,EAAE,IAAI,EAAE,EAAE,EAAE,QAAQ,EAAE,CAAC,CAAA;gBAC3D,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAED,oBAAoB;IACpB,MAAM,MAAM,GAAG,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,IAAI,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC;QACrE,CAAC,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,QAAQ,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK;QACrE,CAAC,CAAC,CAAC,CAAA;IACL,MAAM,GAAG,GAAG,QAAQ,CAAC,MAAM,CAAC,SAAS,CAAA;IACrC,MAAM,SAAS,GAAG,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;IACpD,IAAI,SAAS,GAAG,GAAG,EAAE,CAAC,CAAC,mCAAmC;QACxD,GAAG,EAAE,CAAC,IAAI,CAAC,EAAE,SAAS,EAAE,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,yBAAyB,CAAC,CAAA;QAC1E,QAAQ,CAAC,IAAI,CAAC,sBAAsB,EAAE,EAAE,SAAS,EAAE,QAAQ,EAAE,CAAC,CAAA;IAChE,CAAC;IAED,YAAY,GAAG,QAAQ,CAAA;AACzB,CAAC"}

package/dist/src/collector/polymarket.d.ts

@@ -0,0 +1,32 @@
+import type { AgentConfig } from '../core/config.js';
+export interface PmMarket {
+    slug: string;
+    question: string;
+    window: '5m' | '15m' | '1h';
+    endDate: string;
+    outcomes: string[];
+    outcomePrices: number[];
+    tokens: {
+        token_id: string;
+        outcome: string;
+    }[];
+    active: boolean;
+    volume: number;
+}
+export interface PmOrderbook {
+    tokenId: string;
+    bids: {
+        price: number;
+        size: number;
+    }[];
+    asks: {
+        price: number;
+        size: number;
+    }[];
+    bestBid: number;
+    bestAsk: number;
+    spread: number;
+}
+export declare function fetchPmMarkets(cfg: AgentConfig): Promise<PmMarket[]>;
+export declare function fetchPmOrderbook(cfg: AgentConfig, tokenId: string): Promise<PmOrderbook | null>;
+//# sourceMappingURL=polymarket.d.ts.map

package/dist/src/collector/polymarket.d.ts.map

@@ -0,0 +1 @@
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package/dist/src/collector/polymarket.js

@@ -0,0 +1,89 @@
+import https from 'node:https';
+import { SocksProxyAgent } from 'socks-proxy-agent';
+import { getLogger } from '../core/logger.js';
+const log = () => getLogger();
+function getAgent() {
+    const proxy = process.env.SOCKS_PROXY || process.env.ALL_PROXY || 'socks5h://127.0.0.1:7897';
+    return new SocksProxyAgent(proxy);
+}
+async function fetchJsonProxy(url) {
+    const agent = getAgent();
+    return new Promise((resolve, reject) => {
+        https.get(url, { agent }, (res) => {
+            let data = '';
+            res.on('data', chunk => { data += chunk; });
+            res.on('end', () => {
+                try {
+                    resolve(JSON.parse(data));
+                }
+                catch (e) {
+                    reject(e);
+                }
+            });
+        }).on('error', reject);
+    });
+}
+export async function fetchPmMarkets(cfg) {
+    const gammaUrl = cfg.collector.polymarket.gamma_url;
+    const windows = ['5m', '15m', '1h'];
+    const markets = [];
+    for (const window of windows) {
+        try {
+            // Search for active BTC Up/Down markets
+            const now = Math.floor(Date.now() / 1000);
+            const slug = `btc-updown-${window}-${now}`;
+            const url = `${gammaUrl}/markets?slug_contains=btc-updown-${window}&active=true&closed=false&limit=5`;
+            const data = await fetchJsonProxy(url);
+            if (!Array.isArray(data))
+                continue;
+            for (const m of data) {
+                const outcomes = JSON.parse(m.outcomes || '[]');
+                const prices = JSON.parse(m.outcomePrices || '[]');
+                const tokens = JSON.parse(m.clobTokenIds || '[]');
+                markets.push({
+                    slug: m.slug || '',
+                    question: m.question || '',
+                    window,
+                    endDate: m.endDate || '',
+                    outcomes,
+                    outcomePrices: prices.map(Number),
+                    tokens: tokens.map((tid, i) => ({ token_id: tid, outcome: outcomes[i] || '' })),
+                    active: m.active ?? true,
+                    volume: Number(m.volume || 0),
+                });
+            }
+        }
+        catch (e) {
+            log().debug({ window, err: e }, 'PM market fetch failed for window');
+        }
+    }
+    return markets;
+}
+export async function fetchPmOrderbook(cfg, tokenId) {
+    try {
+        const url = `${cfg.collector.polymarket.clob_url}/book?token_id=${tokenId}`;
+        const data = await fetchJsonProxy(url);
+        const bids = (data.bids || []).map((b) => {
+            const bid = b;
+            return { price: parseFloat(bid.price), size: parseFloat(bid.size) };
+        });
+        const asks = (data.asks || []).map((a) => {
+            const ask = a;
+            return { price: parseFloat(ask.price), size: parseFloat(ask.size) };
+        });
+        const bestBid = bids[0]?.price || 0;
+        const bestAsk = asks[0]?.price || 1;
+        return {
+            tokenId,
+            bids,
+            asks,
+            bestBid,
+            bestAsk,
+            spread: bestAsk - bestBid,
+        };
+    }
+    catch {
+        return null;
+    }
+}
+//# sourceMappingURL=polymarket.js.map