clodds 1.1.0

package/dist/feeds/polymarket/rtds.js

@@ -0,0 +1,159 @@
+"use strict";
+/**
+ * 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
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createPolymarketRtds = createPolymarketRtds;
+const eventemitter3_1 = require("eventemitter3");
+const ws_1 = __importDefault(require("ws"));
+const logger_1 = require("../../utils/logger");
+const DEFAULT_URL = 'wss://ws-live-data.polymarket.com';
+const DEFAULT_PING_INTERVAL_MS = 5000;
+const DEFAULT_RECONNECT_DELAY_MS = 5000;
+function defaultSubscriptions() {
+    return [
+        { topic: 'crypto_prices', type: 'update' },
+        { topic: 'crypto_prices_chainlink', type: '*' },
+        { topic: 'comments', type: 'comment_created' },
+    ];
+}
+function normalizeSubscriptions(subscriptions) {
+    if (!subscriptions || subscriptions.length === 0) {
+        return defaultSubscriptions();
+    }
+    return subscriptions;
+}
+function createPolymarketRtds(config = {}) {
+    const emitter = new eventemitter3_1.EventEmitter();
+    const url = config.url || DEFAULT_URL;
+    const pingIntervalMs = config.pingIntervalMs ?? DEFAULT_PING_INTERVAL_MS;
+    const reconnectDelayMs = config.reconnectDelayMs ?? DEFAULT_RECONNECT_DELAY_MS;
+    let ws = null;
+    let reconnectTimer = null;
+    let pingTimer = null;
+    let subscriptions = normalizeSubscriptions(config.subscriptions);
+    function sendSubscriptions(action, subs) {
+        if (!ws || ws.readyState !== ws_1.default.OPEN)
+            return;
+        if (subs.length === 0)
+            return;
+        const payload = {
+            action,
+            subscriptions: subs.map((sub) => ({
+                topic: sub.topic,
+                type: sub.type,
+                filters: sub.filters,
+                clob_auth: sub.clobAuth,
+                gamma_auth: sub.gammaAuthAddress ? { address: sub.gammaAuthAddress } : undefined,
+            })),
+        };
+        ws.send(JSON.stringify(payload));
+    }
+    function startPing() {
+        if (pingTimer)
+            return;
+        pingTimer = setInterval(() => {
+            if (!ws || ws.readyState !== ws_1.default.OPEN)
+                return;
+            try {
+                if (typeof ws.ping === 'function') {
+                    ws.ping();
+                }
+                else {
+                    ws.send('PING');
+                }
+            }
+            catch (error) {
+                logger_1.logger.debug({ error }, 'RTDS ping failed');
+            }
+        }, pingIntervalMs);
+    }
+    function stopPing() {
+        if (!pingTimer)
+            return;
+        clearInterval(pingTimer);
+        pingTimer = null;
+    }
+    function scheduleReconnect() {
+        if (reconnectTimer)
+            return;
+        reconnectTimer = setTimeout(() => {
+            reconnectTimer = null;
+            connect();
+        }, reconnectDelayMs);
+    }
+    function connect() {
+        if (ws)
+            return;
+        logger_1.logger.info({ url }, 'Connecting to Polymarket RTDS');
+        ws = new ws_1.default(url);
+        ws.on('open', () => {
+            logger_1.logger.info('Polymarket RTDS connected');
+            sendSubscriptions('subscribe', subscriptions);
+            startPing();
+        });
+        ws.on('message', (data) => {
+            try {
+                const msg = JSON.parse(data.toString());
+                emitter.emit('rtds', msg);
+                if (msg.topic === 'crypto_prices' || msg.topic === 'crypto_prices_chainlink') {
+                    emitter.emit('rtds:crypto', msg);
+                }
+                if (msg.topic === 'comments') {
+                    emitter.emit('rtds:comment', msg);
+                }
+            }
+            catch (error) {
+                logger_1.logger.warn({ error }, 'Failed to parse RTDS message');
+            }
+        });
+        ws.on('error', (error) => {
+            logger_1.logger.warn({ error }, 'Polymarket RTDS error');
+        });
+        ws.on('close', () => {
+            logger_1.logger.warn('Polymarket RTDS disconnected');
+            ws = null;
+            stopPing();
+            scheduleReconnect();
+        });
+    }
+    emitter.start = async () => {
+        if (!config.enabled)
+            return;
+        connect();
+    };
+    emitter.stop = async () => {
+        stopPing();
+        if (reconnectTimer) {
+            clearTimeout(reconnectTimer);
+            reconnectTimer = null;
+        }
+        if (ws) {
+            ws.close();
+            ws = null;
+        }
+    };
+    emitter.updateSubscriptions = (next) => {
+        const normalized = normalizeSubscriptions(next);
+        const previous = subscriptions;
+        subscriptions = normalized;
+        if (!ws || ws.readyState !== ws_1.default.OPEN)
+            return;
+        if (previous.length > 0) {
+            sendSubscriptions('unsubscribe', previous);
+        }
+        if (normalized.length > 0) {
+            sendSubscriptions('subscribe', normalized);
+        }
+    };
+    return emitter;
+}
+//# sourceMappingURL=rtds.js.map

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

@@ -0,0 +1 @@
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package/dist/feeds/polymarket/user-ws.d.ts

@@ -0,0 +1,64 @@
+/**
+ * Polymarket User WebSocket - Per-User Fill Notifications
+ *
+ * Each user gets their own authenticated WebSocket connection
+ * to receive real-time fill notifications for their orders.
+ *
+ * Protocol (from Polymarket docs):
+ * 1. Connect to wss://ws-subscriptions-clob.polymarket.com/ws/user
+ * 2. Send subscription: {"type": "subscribe", "channel": "user", "auth": {...}}
+ * 3. Send JSON ping {"type": "ping"} every 10 seconds
+ * 4. Receive trade/order events
+ */
+import { EventEmitter } from 'events';
+import type { PolymarketCredentials } from '../../types.js';
+export interface FillEvent {
+    orderId: string;
+    marketId: string;
+    tokenId: string;
+    side: 'BUY' | 'SELL';
+    size: number;
+    price: number;
+    status: 'MATCHED' | 'MINED' | 'CONFIRMED' | 'FAILED';
+    timestamp: number;
+    transactionHash?: string;
+}
+export interface OrderEvent {
+    orderId: string;
+    marketId: string;
+    tokenId: string;
+    type: 'PLACEMENT' | 'UPDATE' | 'CANCELLATION';
+    side: 'BUY' | 'SELL';
+    price: number;
+    originalSize: number;
+    sizeMatched: number;
+    timestamp: number;
+}
+export interface UserWebSocketEvents {
+    fill: (event: FillEvent) => void;
+    order: (event: OrderEvent) => void;
+    connected: () => void;
+    disconnected: () => void;
+    error: (error: Error) => void;
+}
+export interface UserWebSocket extends EventEmitter {
+    connect(): Promise<void>;
+    disconnect(): void;
+    isConnected(): boolean;
+    on<K extends keyof UserWebSocketEvents>(event: K, listener: UserWebSocketEvents[K]): this;
+    emit<K extends keyof UserWebSocketEvents>(event: K, ...args: Parameters<UserWebSocketEvents[K]>): boolean;
+}
+/**
+ * Create authenticated WebSocket connection for a user
+ */
+export declare function createUserWebSocket(userId: string, credentials: PolymarketCredentials): UserWebSocket;
+/**
+ * Manager for multiple user WebSocket connections
+ * (One connection per user with active trading)
+ */
+export interface UserWebSocketManager {
+    getOrCreate(userId: string, credentials: PolymarketCredentials): Promise<UserWebSocket>;
+    disconnect(userId: string): void;
+    disconnectAll(): void;
+}
+export declare function createUserWebSocketManager(): UserWebSocketManager;

package/dist/feeds/polymarket/user-ws.js

@@ -0,0 +1,230 @@
+"use strict";
+/**
+ * Polymarket User WebSocket - Per-User Fill Notifications
+ *
+ * Each user gets their own authenticated WebSocket connection
+ * to receive real-time fill notifications for their orders.
+ *
+ * Protocol (from Polymarket docs):
+ * 1. Connect to wss://ws-subscriptions-clob.polymarket.com/ws/user
+ * 2. Send subscription: {"type": "subscribe", "channel": "user", "auth": {...}}
+ * 3. Send JSON ping {"type": "ping"} every 10 seconds
+ * 4. Receive trade/order events
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createUserWebSocket = createUserWebSocket;
+exports.createUserWebSocketManager = createUserWebSocketManager;
+const ws_1 = __importDefault(require("ws"));
+const events_1 = require("events");
+const logger_js_1 = require("../../utils/logger.js");
+const polymarket_auth_js_1 = require("../../utils/polymarket-auth.js");
+const USER_WS_URL = 'wss://ws-subscriptions-clob.polymarket.com/ws/user';
+const PING_INTERVAL_MS = 10000; // 10 seconds per Polymarket docs
+const RECONNECT_DELAY_MS = 5000;
+const MAX_RECONNECT_ATTEMPTS = 10;
+const RECONNECT_BACKOFF_MULTIPLIER = 1.5;
+/**
+ * Create authenticated WebSocket connection for a user
+ */
+function createUserWebSocket(userId, credentials) {
+    const emitter = new events_1.EventEmitter();
+    let ws = null;
+    let pingInterval = null;
+    let reconnectTimeout = null;
+    let connected = false;
+    let subscribed = false;
+    let reconnectAttempts = 0;
+    let currentReconnectDelay = RECONNECT_DELAY_MS;
+    const sendSubscription = () => {
+        if (!ws || ws.readyState !== ws_1.default.OPEN)
+            return;
+        // Build auth headers for subscription message
+        const authHeaders = (0, polymarket_auth_js_1.buildPolymarketHeadersForUrl)({
+            address: credentials.funderAddress,
+            apiKey: credentials.apiKey,
+            apiSecret: credentials.apiSecret,
+            apiPassphrase: credentials.apiPassphrase,
+        }, 'GET', USER_WS_URL);
+        // Send subscription with embedded auth
+        const subscribeMsg = {
+            type: 'subscribe',
+            channel: 'user',
+            auth: {
+                apiKey: credentials.apiKey,
+                secret: credentials.apiSecret,
+                passphrase: credentials.apiPassphrase,
+                // Include HMAC headers for additional auth
+                ...authHeaders,
+            },
+        };
+        ws.send(JSON.stringify(subscribeMsg));
+        logger_js_1.logger.info({ userId }, 'Sent user channel subscription');
+    };
+    const sendPing = () => {
+        if (ws?.readyState === ws_1.default.OPEN) {
+            ws.send(JSON.stringify({ type: 'ping' }));
+        }
+    };
+    const connect = async () => {
+        if (ws && connected) {
+            return;
+        }
+        return new Promise((resolve, reject) => {
+            try {
+                ws = new ws_1.default(USER_WS_URL);
+                ws.on('open', () => {
+                    connected = true;
+                    subscribed = false;
+                    logger_js_1.logger.info({ userId }, 'User WebSocket connected');
+                    // Send subscription message
+                    sendSubscription();
+                    // Start JSON ping keepalive (every 10s per Polymarket docs)
+                    pingInterval = setInterval(sendPing, PING_INTERVAL_MS);
+                    emitter.emit('connected');
+                    resolve();
+                });
+                ws.on('message', (data) => {
+                    try {
+                        const message = JSON.parse(data.toString());
+                        // Handle pong response
+                        if (message.type === 'pong') {
+                            return;
+                        }
+                        // Handle subscription confirmation (must be type=subscribed AND channel=user)
+                        if (message.type === 'subscribed' && message.channel === 'user') {
+                            if (!subscribed) {
+                                subscribed = true;
+                                reconnectAttempts = 0; // Reset on successful subscription
+                                currentReconnectDelay = RECONNECT_DELAY_MS;
+                                logger_js_1.logger.info({ userId }, 'User channel subscription confirmed');
+                            }
+                        }
+                        // Handle trade events (fills)
+                        if (message.event_type === 'trade' || message.type === 'trade') {
+                            const fill = {
+                                orderId: message.order_id || message.id || '',
+                                marketId: message.market || message.condition_id || '',
+                                tokenId: message.asset_id || message.token_id || '',
+                                side: (message.side?.toUpperCase() || 'BUY'),
+                                size: parseFloat(message.size || message.matched_amount || '0'),
+                                price: parseFloat(message.price || '0'),
+                                status: (message.status?.toUpperCase() || 'MATCHED'),
+                                timestamp: message.timestamp ? new Date(message.timestamp).getTime() : Date.now(),
+                                transactionHash: message.transaction_hash || message.transactionHash,
+                            };
+                            logger_js_1.logger.info({ userId, fill }, 'Fill notification received');
+                            emitter.emit('fill', fill);
+                        }
+                        // Handle order events (placements, updates, cancellations)
+                        if (message.event_type === 'order' || message.type === 'order') {
+                            const orderEvent = {
+                                orderId: message.order_id || message.id || '',
+                                marketId: message.market || message.condition_id || '',
+                                tokenId: message.asset_id || message.token_id || '',
+                                type: (message.order_type || message.type || 'UPDATE'),
+                                side: (message.side?.toUpperCase() || 'BUY'),
+                                price: parseFloat(message.price || '0'),
+                                originalSize: parseFloat(message.original_size || message.size || '0'),
+                                sizeMatched: parseFloat(message.size_matched || '0'),
+                                timestamp: message.timestamp ? new Date(message.timestamp).getTime() : Date.now(),
+                            };
+                            logger_js_1.logger.info({ userId, orderEvent }, 'Order event received');
+                            emitter.emit('order', orderEvent);
+                        }
+                    }
+                    catch (err) {
+                        logger_js_1.logger.error({ userId, err, data: data.toString() }, 'Failed to parse WS message');
+                    }
+                });
+                ws.on('close', (code, reason) => {
+                    connected = false;
+                    subscribed = false;
+                    if (pingInterval) {
+                        clearInterval(pingInterval);
+                        pingInterval = null;
+                    }
+                    logger_js_1.logger.info({ userId, code, reason: reason.toString() }, 'User WebSocket disconnected');
+                    emitter.emit('disconnected');
+                    // Auto-reconnect after delay (unless intentionally closed or max attempts reached)
+                    if (code !== 1000) {
+                        if (reconnectAttempts >= MAX_RECONNECT_ATTEMPTS) {
+                            logger_js_1.logger.error({ userId, attempts: reconnectAttempts }, 'Max reconnect attempts reached, giving up');
+                            emitter.emit('error', new Error(`Max reconnect attempts (${MAX_RECONNECT_ATTEMPTS}) reached`));
+                            return;
+                        }
+                        reconnectAttempts++;
+                        logger_js_1.logger.info({ userId, attempt: reconnectAttempts, delay: currentReconnectDelay }, 'Scheduling WebSocket reconnection');
+                        reconnectTimeout = setTimeout(() => {
+                            logger_js_1.logger.info({ userId, attempt: reconnectAttempts }, 'Attempting WebSocket reconnection');
+                            connect().catch(err => {
+                                logger_js_1.logger.error({ userId, err }, 'Reconnection failed');
+                            });
+                        }, currentReconnectDelay);
+                        // Exponential backoff
+                        currentReconnectDelay = Math.min(currentReconnectDelay * RECONNECT_BACKOFF_MULTIPLIER, 60000);
+                    }
+                });
+                ws.on('error', (error) => {
+                    logger_js_1.logger.error({ userId, error }, 'User WebSocket error');
+                    emitter.emit('error', error);
+                    reject(error);
+                });
+            }
+            catch (err) {
+                reject(err);
+            }
+        });
+    };
+    const disconnect = () => {
+        if (reconnectTimeout) {
+            clearTimeout(reconnectTimeout);
+            reconnectTimeout = null;
+        }
+        if (pingInterval) {
+            clearInterval(pingInterval);
+            pingInterval = null;
+        }
+        if (ws) {
+            ws.close(1000, 'User disconnect');
+            ws = null;
+        }
+        connected = false;
+        subscribed = false;
+    };
+    const isConnected = () => connected && subscribed;
+    emitter.connect = connect;
+    emitter.disconnect = disconnect;
+    emitter.isConnected = isConnected;
+    return emitter;
+}
+function createUserWebSocketManager() {
+    const connections = new Map();
+    return {
+        async getOrCreate(userId, credentials) {
+            let conn = connections.get(userId);
+            if (!conn || !conn.isConnected()) {
+                conn = createUserWebSocket(userId, credentials);
+                connections.set(userId, conn);
+                await conn.connect();
+            }
+            return conn;
+        },
+        disconnect(userId) {
+            const conn = connections.get(userId);
+            if (conn) {
+                conn.disconnect();
+                connections.delete(userId);
+            }
+        },
+        disconnectAll() {
+            for (const [userId, conn] of connections) {
+                conn.disconnect();
+                connections.delete(userId);
+            }
+        },
+    };
+}
+//# sourceMappingURL=user-ws.js.map

package/dist/feeds/polymarket/user-ws.js.map

@@ -0,0 +1 @@
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package/dist/feeds/polymarket/whale-tracker.d.ts

@@ -0,0 +1,152 @@
+/**
+ * Polymarket Whale Tracker
+ *
+ * Monitors large trades and positions on Polymarket to identify whale activity.
+ * Uses a combination of:
+ * - CLOB WebSocket for real-time order flow
+ * - REST API for position snapshots
+ * - Subgraph for historical analysis
+ *
+ * Use cases:
+ * - Copy trading whale positions
+ * - Early signal detection for market moves
+ * - Liquidity analysis
+ */
+import { EventEmitter } from 'eventemitter3';
+export interface WhaleConfig {
+    /** Minimum trade size in $ to be considered a whale (default: 10000) */
+    minTradeSize?: number;
+    /** Minimum position size in $ to track (default: 50000) */
+    minPositionSize?: number;
+    /** Market IDs to track (default: all active markets) */
+    marketIds?: string[];
+    /** Poll interval for position snapshots in ms (default: 60000) */
+    pollIntervalMs?: number;
+    /** Enable real-time WebSocket tracking (default: true) */
+    enableRealtime?: boolean;
+}
+export type MarketCategory = 'politics' | 'crypto' | 'sports' | 'entertainment' | 'science' | 'economics' | 'other';
+export interface WhaleTrade {
+    id: string;
+    timestamp: Date;
+    marketId: string;
+    marketQuestion?: string;
+    tokenId: string;
+    outcome: 'Yes' | 'No';
+    side: 'BUY' | 'SELL';
+    price: number;
+    size: number;
+    usdValue: number;
+    maker: string;
+    taker: string;
+    transactionHash?: string;
+    /** Market category for performance tracking */
+    category?: MarketCategory;
+}
+export interface WhalePosition {
+    id: string;
+    address: string;
+    marketId: string;
+    marketQuestion?: string;
+    tokenId: string;
+    outcome: 'Yes' | 'No';
+    size: number;
+    avgEntryPrice: number;
+    usdValue: number;
+    unrealizedPnl?: number;
+    lastUpdated: Date;
+}
+/** Performance stats for a specific category */
+export interface CategoryPerformance {
+    category: MarketCategory;
+    wins: number;
+    losses: number;
+    totalTrades: number;
+    winRate: number;
+    totalPnl: number;
+    avgReturn: number;
+}
+export interface WhaleProfile {
+    address: string;
+    totalValue: number;
+    winRate: number;
+    avgReturn: number;
+    positions: WhalePosition[];
+    recentTrades: WhaleTrade[];
+    firstSeen: Date;
+    lastActive: Date;
+    /** Performance breakdown by market category */
+    categoryPerformance?: Map<MarketCategory, CategoryPerformance>;
+}
+export interface CopyTradeSignal {
+    /** Whale address initiating the trade */
+    whaleAddress: string;
+    /** Whale profile info */
+    whaleProfile: WhaleProfile;
+    /** The trade to copy */
+    trade: WhaleTrade;
+    /** Suggested position size (percentage of whale's position) */
+    suggestedSizePct: number;
+    /** Signal strength (0-1 based on whale's track record) */
+    signalStrength: number;
+    /** Recommended action */
+    action: 'buy' | 'sell' | 'skip';
+    /** Reason for recommendation */
+    reason: string;
+}
+export interface WhaleTrackerEvents {
+    trade: (trade: WhaleTrade) => void;
+    positionOpened: (position: WhalePosition) => void;
+    positionClosed: (position: WhalePosition, pnl: number) => void;
+    positionChanged: (position: WhalePosition, change: number) => void;
+    newWhale: (profile: WhaleProfile) => void;
+    /** Copy trading signal when a profitable whale makes a move */
+    copySignal: (signal: CopyTradeSignal) => void;
+    /** WebSocket connection state change */
+    connectionState: (state: 'connected' | 'disconnected' | 'reconnecting') => void;
+    error: (error: Error) => void;
+}
+export interface WhaleTracker extends EventEmitter<keyof WhaleTrackerEvents> {
+    start(): Promise<void>;
+    stop(): void;
+    isRunning(): boolean;
+    getKnownWhales(): WhaleProfile[];
+    getWhaleProfile(address: string): WhaleProfile | undefined;
+    getTopWhales(limit?: number): WhaleProfile[];
+    getRecentTrades(limit?: number): WhaleTrade[];
+    getActivePositions(marketId?: string): WhalePosition[];
+    trackAddress(address: string): void;
+    untrackAddress(address: string): void;
+    /** Get WebSocket connection state */
+    getConnectionState(): 'connected' | 'disconnected' | 'reconnecting';
+    /** Get profitable whales suitable for copy trading */
+    getProfitableWhales(minWinRate?: number, minTrades?: number): WhaleProfile[];
+    /** Record a position closure for win rate tracking */
+    recordClosedPosition(address: string, pnl: number): void;
+    /** Calculate signal strength for a whale */
+    calculateSignalStrength(profile: WhaleProfile): number;
+}
+declare const CLOB_WS_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/market";
+declare const CLOB_REST_URL = "https://clob.polymarket.com";
+declare const GAMMA_API_URL = "https://gamma-api.polymarket.com";
+/**
+ * Detect market category from question text
+ */
+export declare function detectMarketCategory(question: string): MarketCategory;
+declare const KNOWN_WHALES: Set<string>;
+export declare function createWhaleTracker(config?: WhaleConfig): WhaleTracker;
+/**
+ * Check if an address is likely a whale based on trade history
+ */
+export declare function isWhaleAddress(address: string, minVolume?: number): Promise<boolean>;
+/**
+ * Get whale activity summary for a market
+ */
+export declare function getMarketWhaleActivity(marketId: string, minSize?: number): Promise<{
+    totalWhaleVolume: number;
+    buyVolume: number;
+    sellVolume: number;
+    topBuyers: string[];
+    topSellers: string[];
+}>;
+export { CLOB_WS_URL, CLOB_REST_URL, GAMMA_API_URL, KNOWN_WHALES };