clodds 1.1.0

package/dist/feeds/polymarket/index.js

@@ -0,0 +1,501 @@
+"use strict";
+/**
+ * Polymarket Feed - Real-time market data via WebSocket
+ *
+ * Docs: https://docs.polymarket.com/
+ * WS: wss://ws-subscriptions-clob.polymarket.com/ws/market
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPolymarketFeed = createPolymarketFeed;
+const eventemitter3_1 = require("eventemitter3");
+const ws_1 = __importDefault(require("ws"));
+const logger_1 = require("../../utils/logger");
+const freshness_1 = require("../freshness");
+const WS_URL = 'wss://ws-subscriptions-clob.polymarket.com/ws/market';
+const REST_URL = 'https://clob.polymarket.com';
+const GAMMA_URL = 'https://gamma-api.polymarket.com';
+async function createPolymarketFeed() {
+    const emitter = new eventemitter3_1.EventEmitter();
+    let ws = null;
+    let reconnectTimer = null;
+    let initialSubscriptionSent = false;
+    const subscriptions = new Map();
+    const lastPrices = new Map();
+    // Market cache with TTL and size limit to prevent memory leaks
+    const MARKET_CACHE_MAX_SIZE = 1000;
+    const MARKET_CACHE_TTL_MS = 60 * 60 * 1000; // 1 hour
+    const marketCache = new Map();
+    function getFromMarketCache(marketId) {
+        const entry = marketCache.get(marketId);
+        if (!entry)
+            return undefined;
+        // Check TTL
+        if (Date.now() - entry.cachedAt > MARKET_CACHE_TTL_MS) {
+            marketCache.delete(marketId);
+            return undefined;
+        }
+        return entry.market;
+    }
+    function setInMarketCache(marketId, market) {
+        // Enforce size limit (LRU-style: delete oldest entries)
+        if (marketCache.size >= MARKET_CACHE_MAX_SIZE) {
+            // Delete first 10% of entries (oldest by insertion order)
+            const toDelete = Math.floor(MARKET_CACHE_MAX_SIZE * 0.1);
+            let deleted = 0;
+            for (const key of marketCache.keys()) {
+                if (deleted >= toDelete)
+                    break;
+                marketCache.delete(key);
+                deleted++;
+            }
+        }
+        marketCache.set(marketId, { market, cachedAt: Date.now() });
+    }
+    // Freshness tracking for WebSocket health monitoring
+    const freshnessTracker = (0, freshness_1.getGlobalFreshnessTracker)();
+    function connect() {
+        if (ws)
+            return;
+        logger_1.logger.info('Connecting to Polymarket WebSocket');
+        ws = new ws_1.default(WS_URL);
+        ws.on('open', () => {
+            logger_1.logger.info('Polymarket WebSocket connected');
+            initialSubscriptionSent = false;
+            // Resubscribe to all markets
+            const assetIds = Array.from(subscriptions.keys());
+            if (assetIds.length > 0) {
+                sendInitialSubscription(assetIds);
+            }
+        });
+        ws.on('message', (data) => {
+            try {
+                const message = JSON.parse(data.toString());
+                handleMessage(message);
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Failed to parse Polymarket message');
+            }
+        });
+        ws.on('close', () => {
+            logger_1.logger.warn('Polymarket WebSocket disconnected');
+            ws = null;
+            scheduleReconnect();
+        });
+        ws.on('error', (err) => {
+            logger_1.logger.error({ err }, 'Polymarket WebSocket error');
+        });
+    }
+    function scheduleReconnect() {
+        if (reconnectTimer)
+            return;
+        reconnectTimer = setTimeout(() => {
+            reconnectTimer = null;
+            connect();
+        }, 5000);
+    }
+    function sendInitialSubscription(assetIds) {
+        if (!ws || ws.readyState !== ws_1.default.OPEN || assetIds.length === 0)
+            return;
+        ws.send(JSON.stringify({
+            type: 'market',
+            assets_ids: assetIds,
+            initial_dump: true,
+            custom_feature_enabled: true,
+        }));
+        initialSubscriptionSent = true;
+    }
+    function subscribeToMarket(marketId) {
+        if (!ws || ws.readyState !== ws_1.default.OPEN)
+            return;
+        if (!initialSubscriptionSent) {
+            sendInitialSubscription([marketId]);
+            return;
+        }
+        ws.send(JSON.stringify({
+            assets_ids: [marketId],
+            operation: 'subscribe',
+            initial_dump: true,
+            custom_feature_enabled: true,
+        }));
+    }
+    function toNumber(value) {
+        if (value === null || value === undefined)
+            return null;
+        if (typeof value === 'number')
+            return Number.isFinite(value) ? value : null;
+        if (typeof value === 'string') {
+            const parsed = Number.parseFloat(value);
+            return Number.isFinite(parsed) ? parsed : null;
+        }
+        return null;
+    }
+    function toTimestamp(value) {
+        const parsed = toNumber(value);
+        return parsed && parsed > 0 ? Math.floor(parsed) : Date.now();
+    }
+    function pickMidPrice(bestBid, bestAsk, fallback) {
+        if (bestBid !== null && bestAsk !== null) {
+            return (bestBid + bestAsk) / 2;
+        }
+        if (bestBid !== null)
+            return bestBid;
+        if (bestAsk !== null)
+            return bestAsk;
+        return fallback ?? null;
+    }
+    function emitPriceUpdate(assetId, marketId, price, timestamp) {
+        const previousPrice = lastPrices.get(assetId);
+        lastPrices.set(assetId, price);
+        // Record message for freshness tracking
+        freshnessTracker.recordMessage('polymarket', assetId);
+        const priceUpdate = {
+            platform: 'polymarket',
+            marketId,
+            outcomeId: assetId,
+            price,
+            previousPrice,
+            timestamp,
+        };
+        emitter.emit('price', priceUpdate);
+        const callbacks = subscriptions.get(assetId);
+        if (callbacks) {
+            for (const callback of callbacks) {
+                callback(priceUpdate);
+            }
+        }
+    }
+    function emitOrderbookUpdate(assetId, marketId, bids, asks, timestamp) {
+        const orderbookUpdate = {
+            platform: 'polymarket',
+            marketId,
+            outcomeId: assetId,
+            bids,
+            asks,
+            timestamp,
+        };
+        emitter.emit('orderbook', orderbookUpdate);
+    }
+    function handleMessage(message) {
+        if (!message || typeof message !== 'object')
+            return;
+        const msg = message;
+        const eventType = msg.event_type;
+        if (!eventType)
+            return;
+        switch (eventType) {
+            case 'book': {
+                const assetId = msg.asset_id;
+                const marketId = msg.market || assetId;
+                if (!assetId || !marketId)
+                    return;
+                const bidsRaw = (msg.bids || msg.buys);
+                const asksRaw = (msg.asks || msg.sells);
+                let bestBid = null;
+                let bestAsk = null;
+                // Parse bids with sizes for orderbook recording
+                const bids = [];
+                if (Array.isArray(bidsRaw)) {
+                    for (const bid of bidsRaw) {
+                        const price = toNumber(bid?.price);
+                        const size = toNumber(bid?.size) ?? 0;
+                        if (price === null)
+                            continue;
+                        bids.push([price, size]);
+                        if (bestBid === null || price > bestBid)
+                            bestBid = price;
+                    }
+                    // Sort bids descending by price
+                    bids.sort((a, b) => b[0] - a[0]);
+                }
+                // Parse asks with sizes for orderbook recording
+                const asks = [];
+                if (Array.isArray(asksRaw)) {
+                    for (const ask of asksRaw) {
+                        const price = toNumber(ask?.price);
+                        const size = toNumber(ask?.size) ?? 0;
+                        if (price === null)
+                            continue;
+                        asks.push([price, size]);
+                        if (bestAsk === null || price < bestAsk)
+                            bestAsk = price;
+                    }
+                    // Sort asks ascending by price
+                    asks.sort((a, b) => a[0] - b[0]);
+                }
+                const timestamp = toTimestamp(msg.timestamp);
+                // Emit orderbook update for tick recording
+                if (bids.length > 0 || asks.length > 0) {
+                    emitOrderbookUpdate(assetId, marketId, bids, asks, timestamp);
+                }
+                // Emit price update from mid price
+                const mid = pickMidPrice(bestBid, bestAsk);
+                if (mid !== null) {
+                    emitPriceUpdate(assetId, marketId, mid, timestamp);
+                }
+                return;
+            }
+            case 'price_change': {
+                const marketId = msg.market;
+                const timestamp = toTimestamp(msg.timestamp);
+                const priceChanges = msg.price_changes;
+                if (Array.isArray(priceChanges)) {
+                    for (const change of priceChanges) {
+                        const assetId = change.asset_id;
+                        if (!assetId)
+                            continue;
+                        const bestBid = toNumber(change.best_bid);
+                        const bestAsk = toNumber(change.best_ask);
+                        const price = pickMidPrice(bestBid, bestAsk, toNumber(change.price));
+                        if (price === null)
+                            continue;
+                        emitPriceUpdate(assetId, marketId || assetId, price, timestamp);
+                    }
+                    return;
+                }
+                // Legacy schema fallback (pre-2025-09-15)
+                const legacyAssetId = msg.asset_id;
+                const legacyChanges = msg.changes;
+                if (legacyAssetId && Array.isArray(legacyChanges)) {
+                    for (const change of legacyChanges) {
+                        const price = toNumber(change.price);
+                        if (price === null)
+                            continue;
+                        emitPriceUpdate(legacyAssetId, marketId || legacyAssetId, price, timestamp);
+                    }
+                }
+                return;
+            }
+            case 'best_bid_ask': {
+                const assetId = msg.asset_id;
+                const marketId = msg.market || assetId;
+                if (!assetId || !marketId)
+                    return;
+                const bestBid = toNumber(msg.best_bid);
+                const bestAsk = toNumber(msg.best_ask);
+                const price = pickMidPrice(bestBid, bestAsk);
+                if (price === null)
+                    return;
+                emitPriceUpdate(assetId, marketId, price, toTimestamp(msg.timestamp));
+                return;
+            }
+            case 'last_trade_price': {
+                const assetId = msg.asset_id;
+                const marketId = msg.market || assetId;
+                if (!assetId || !marketId)
+                    return;
+                const price = toNumber(msg.price);
+                if (price === null)
+                    return;
+                emitPriceUpdate(assetId, marketId, price, toTimestamp(msg.timestamp));
+                return;
+            }
+            case 'tick_size_change':
+            case 'new_market':
+                return;
+            case 'market_resolved': {
+                const marketId = msg.market || msg.condition_id;
+                if (marketId) {
+                    emitter.emit('market_resolved', {
+                        marketId,
+                        conditionId: msg.condition_id,
+                        timestamp: toTimestamp(msg.timestamp),
+                    });
+                }
+                return;
+            }
+            default:
+                return;
+        }
+    }
+    // Fetch market data from REST API
+    async function fetchMarket(marketId) {
+        try {
+            const res = await fetch(`${GAMMA_URL}/markets/${marketId}`);
+            if (!res.ok)
+                return null;
+            const data = (await res.json());
+            return convertMarket(data);
+        }
+        catch (err) {
+            logger_1.logger.error({ err, marketId }, 'Failed to fetch market');
+            return null;
+        }
+    }
+    async function fetchOrderbook(tokenId) {
+        try {
+            const res = await fetch(`${REST_URL}/orderbook`, {
+                method: 'POST',
+                headers: { 'Content-Type': 'application/json' },
+                body: JSON.stringify({ token_id: tokenId }),
+            });
+            if (!res.ok) {
+                logger_1.logger.warn({ tokenId, status: res.status }, 'Polymarket orderbook fetch failed');
+                return null;
+            }
+            const data = (await res.json());
+            const bids = (data.bids || [])
+                .map((bid) => [Number.parseFloat(bid.price), Number.parseFloat(bid.size)])
+                .filter((entry) => Number.isFinite(entry[0]) && Number.isFinite(entry[1]))
+                .sort((a, b) => b[0] - a[0]);
+            const asks = (data.asks || [])
+                .map((ask) => [Number.parseFloat(ask.price), Number.parseFloat(ask.size)])
+                .filter((entry) => Number.isFinite(entry[0]) && Number.isFinite(entry[1]))
+                .sort((a, b) => a[0] - b[0]);
+            if (bids.length === 0 && asks.length === 0) {
+                return null;
+            }
+            const bestBid = bids.length ? bids[0][0] : null;
+            const bestAsk = asks.length ? asks[0][0] : null;
+            const mid = bestBid !== null && bestAsk !== null
+                ? (bestBid + bestAsk) / 2
+                : bestBid ?? bestAsk ?? 0;
+            const spread = bestBid !== null && bestAsk !== null ? bestAsk - bestBid : 0;
+            return {
+                platform: 'polymarket',
+                marketId: tokenId,
+                outcomeId: tokenId,
+                bids,
+                asks,
+                spread,
+                midPrice: mid,
+                timestamp: Date.now(),
+            };
+        }
+        catch (err) {
+            logger_1.logger.error({ err, tokenId }, 'Failed to fetch orderbook');
+            return null;
+        }
+    }
+    // Search markets
+    async function searchMarketsREST(query) {
+        try {
+            const res = await fetch(`${GAMMA_URL}/markets?_limit=20&active=true&closed=false&_q=${encodeURIComponent(query)}`);
+            if (!res.ok)
+                return [];
+            const data = (await res.json());
+            return data.map(convertMarket);
+        }
+        catch (err) {
+            logger_1.logger.error({ err, query }, 'Failed to search markets');
+            return [];
+        }
+    }
+    function convertMarket(data) {
+        return {
+            id: data.condition_id,
+            platform: 'polymarket',
+            slug: data.slug,
+            question: data.question,
+            description: data.description,
+            outcomes: data.tokens.map((t) => ({
+                id: t.token_id,
+                tokenId: t.token_id,
+                name: t.outcome,
+                price: t.price,
+                volume24h: 0,
+            })),
+            volume24h: parseFloat(data.volume) || 0,
+            liquidity: parseFloat(data.liquidity) || 0,
+            endDate: data.end_date_iso ? new Date(data.end_date_iso) : undefined,
+            resolved: data.closed,
+            tags: [],
+            url: `https://polymarket.com/event/${data.slug}`,
+            createdAt: new Date(),
+            updatedAt: new Date(),
+        };
+    }
+    emitter.start = async () => {
+        connect();
+    };
+    emitter.stop = async () => {
+        if (reconnectTimer) {
+            clearTimeout(reconnectTimer);
+            reconnectTimer = null;
+        }
+        if (ws) {
+            ws.close();
+            ws = null;
+        }
+    };
+    emitter.getMarket = async (_platform, marketId) => {
+        // Check cache first (with TTL)
+        const cached = getFromMarketCache(marketId);
+        if (cached)
+            return cached;
+        // Fetch from API
+        const market = await fetchMarket(marketId);
+        if (market) {
+            setInMarketCache(marketId, market);
+        }
+        return market;
+    };
+    emitter.searchMarkets = async (query) => {
+        return searchMarketsREST(query);
+    };
+    emitter.getPrice = async (_platform, marketId) => {
+        const market = await emitter.getMarket('polymarket', marketId);
+        if (market && market.outcomes.length > 0) {
+            return market.outcomes[0].price;
+        }
+        return null;
+    };
+    emitter.getOrderbook = async (_platform, marketId) => {
+        return fetchOrderbook(marketId);
+    };
+    emitter.subscribePrice = (_platform, marketId, callback) => {
+        if (!subscriptions.has(marketId)) {
+            subscriptions.set(marketId, new Set());
+            subscribeToMarket(marketId);
+            // Start freshness tracking with polling fallback
+            freshnessTracker.track('polymarket', marketId, async () => {
+                // Polling fallback: fetch orderbook and emit update
+                const orderbook = await fetchOrderbook(marketId);
+                if (orderbook && orderbook.midPrice) {
+                    emitPriceUpdate(marketId, marketId, orderbook.midPrice, Date.now());
+                }
+            });
+        }
+        subscriptions.get(marketId).add(callback);
+        // Return unsubscribe function
+        return () => {
+            const callbacks = subscriptions.get(marketId);
+            if (callbacks) {
+                callbacks.delete(callback);
+                if (callbacks.size === 0) {
+                    subscriptions.delete(marketId);
+                    lastPrices.delete(marketId); // Clean up lastPrices to prevent memory leak
+                    freshnessTracker.untrack('polymarket', marketId);
+                    if (ws && ws.readyState === ws_1.default.OPEN) {
+                        ws.send(JSON.stringify({
+                            assets_ids: [marketId],
+                            operation: 'unsubscribe',
+                            custom_feature_enabled: true,
+                        }));
+                    }
+                }
+            }
+        };
+    };
+    return emitter;
+}
+__exportStar(require("./whale-tracker"), exports);
+__exportStar(require("./user-ws"), exports);
+__exportStar(require("./rtds"), exports);
+//# sourceMappingURL=index.js.map

package/dist/feeds/polymarket/index.js.map

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package/dist/feeds/polymarket/rtds.d.ts

@@ -0,0 +1,40 @@
+/**
+ * Polymarket RTDS Client - Real-Time Data Socket (comments + crypto prices)
+ *
+ * Docs:
+ * - https://docs.polymarket.com/developers/RTDS/RTDS-overview
+ * - https://docs.polymarket.com/developers/RTDS/RTDS-crypto-prices
+ * - https://docs.polymarket.com/developers/RTDS/RTDS-comments
+ */
+import { EventEmitter } from 'eventemitter3';
+export type RtdsTopic = 'crypto_prices' | 'crypto_prices_chainlink' | 'comments';
+export interface RtdsSubscription {
+    topic: RtdsTopic;
+    type: string;
+    filters?: string;
+    gammaAuthAddress?: string;
+    clobAuth?: {
+        key: string;
+        secret: string;
+        passphrase: string;
+    };
+}
+export interface RtdsConfig {
+    enabled?: boolean;
+    url?: string;
+    pingIntervalMs?: number;
+    reconnectDelayMs?: number;
+    subscriptions?: RtdsSubscription[];
+}
+export interface RtdsMessage {
+    topic: string;
+    type: string;
+    timestamp: number;
+    payload: Record<string, unknown>;
+}
+export interface PolymarketRtds extends EventEmitter {
+    start(): Promise<void>;
+    stop(): Promise<void>;
+    updateSubscriptions(subscriptions: RtdsSubscription[]): void;
+}
+export declare function createPolymarketRtds(config?: RtdsConfig): PolymarketRtds;