polymarket-trader-mcp 1.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.env.example +20 -0
- package/README.md +158 -0
- package/dist/db/queries.d.ts +93 -0
- package/dist/db/queries.d.ts.map +1 -0
- package/dist/db/queries.js +161 -0
- package/dist/db/queries.js.map +1 -0
- package/dist/db/schema.d.ts +3 -0
- package/dist/db/schema.d.ts.map +1 -0
- package/dist/db/schema.js +88 -0
- package/dist/db/schema.js.map +1 -0
- package/dist/index.d.ts +3 -0
- package/dist/index.d.ts.map +1 -0
- package/dist/index.js +124 -0
- package/dist/index.js.map +1 -0
- package/dist/services/backtester.d.ts +30 -0
- package/dist/services/backtester.d.ts.map +1 -0
- package/dist/services/backtester.js +96 -0
- package/dist/services/backtester.js.map +1 -0
- package/dist/services/budget-manager.d.ts +16 -0
- package/dist/services/budget-manager.d.ts.map +1 -0
- package/dist/services/budget-manager.js +42 -0
- package/dist/services/budget-manager.js.map +1 -0
- package/dist/services/conviction-scorer.d.ts +14 -0
- package/dist/services/conviction-scorer.d.ts.map +1 -0
- package/dist/services/conviction-scorer.js +88 -0
- package/dist/services/conviction-scorer.js.map +1 -0
- package/dist/services/leaderboard.d.ts +28 -0
- package/dist/services/leaderboard.d.ts.map +1 -0
- package/dist/services/leaderboard.js +45 -0
- package/dist/services/leaderboard.js.map +1 -0
- package/dist/services/market-filter.d.ts +19 -0
- package/dist/services/market-filter.d.ts.map +1 -0
- package/dist/services/market-filter.js +50 -0
- package/dist/services/market-filter.js.map +1 -0
- package/dist/services/market-resolver.d.ts +10 -0
- package/dist/services/market-resolver.d.ts.map +1 -0
- package/dist/services/market-resolver.js +28 -0
- package/dist/services/market-resolver.js.map +1 -0
- package/dist/services/position-tracker.d.ts +13 -0
- package/dist/services/position-tracker.d.ts.map +1 -0
- package/dist/services/position-tracker.js +152 -0
- package/dist/services/position-tracker.js.map +1 -0
- package/dist/services/price-history.d.ts +18 -0
- package/dist/services/price-history.d.ts.map +1 -0
- package/dist/services/price-history.js +46 -0
- package/dist/services/price-history.js.map +1 -0
- package/dist/services/price-service.d.ts +14 -0
- package/dist/services/price-service.d.ts.map +1 -0
- package/dist/services/price-service.js +62 -0
- package/dist/services/price-service.js.map +1 -0
- package/dist/services/smart-flow.d.ts +22 -0
- package/dist/services/smart-flow.d.ts.map +1 -0
- package/dist/services/smart-flow.js +91 -0
- package/dist/services/smart-flow.js.map +1 -0
- package/dist/services/trade-executor.d.ts +44 -0
- package/dist/services/trade-executor.d.ts.map +1 -0
- package/dist/services/trade-executor.js +153 -0
- package/dist/services/trade-executor.js.map +1 -0
- package/dist/services/trader-analyzer.d.ts +19 -0
- package/dist/services/trader-analyzer.d.ts.map +1 -0
- package/dist/services/trader-analyzer.js +100 -0
- package/dist/services/trader-analyzer.js.map +1 -0
- package/dist/services/wallet-monitor.d.ts +51 -0
- package/dist/services/wallet-monitor.d.ts.map +1 -0
- package/dist/services/wallet-monitor.js +192 -0
- package/dist/services/wallet-monitor.js.map +1 -0
- package/dist/services/wta-discovery.d.ts +29 -0
- package/dist/services/wta-discovery.d.ts.map +1 -0
- package/dist/services/wta-discovery.js +155 -0
- package/dist/services/wta-discovery.js.map +1 -0
- package/dist/tools/analyze-trader.d.ts +6 -0
- package/dist/tools/analyze-trader.d.ts.map +1 -0
- package/dist/tools/analyze-trader.js +28 -0
- package/dist/tools/analyze-trader.js.map +1 -0
- package/dist/tools/backtest-trader.d.ts +7 -0
- package/dist/tools/backtest-trader.d.ts.map +1 -0
- package/dist/tools/backtest-trader.js +39 -0
- package/dist/tools/backtest-trader.js.map +1 -0
- package/dist/tools/buy.d.ts +14 -0
- package/dist/tools/buy.d.ts.map +1 -0
- package/dist/tools/buy.js +48 -0
- package/dist/tools/buy.js.map +1 -0
- package/dist/tools/cancel-orders.d.ts +5 -0
- package/dist/tools/cancel-orders.d.ts.map +1 -0
- package/dist/tools/cancel-orders.js +26 -0
- package/dist/tools/cancel-orders.js.map +1 -0
- package/dist/tools/check-exits.d.ts +3 -0
- package/dist/tools/check-exits.d.ts.map +1 -0
- package/dist/tools/check-exits.js +14 -0
- package/dist/tools/check-exits.js.map +1 -0
- package/dist/tools/check-market.d.ts +8 -0
- package/dist/tools/check-market.d.ts.map +1 -0
- package/dist/tools/check-market.js +31 -0
- package/dist/tools/check-market.js.map +1 -0
- package/dist/tools/close-position.d.ts +8 -0
- package/dist/tools/close-position.d.ts.map +1 -0
- package/dist/tools/close-position.js +26 -0
- package/dist/tools/close-position.js.map +1 -0
- package/dist/tools/discover-flow.d.ts +8 -0
- package/dist/tools/discover-flow.d.ts.map +1 -0
- package/dist/tools/discover-flow.js +36 -0
- package/dist/tools/discover-flow.js.map +1 -0
- package/dist/tools/discover-markets.d.ts +14 -0
- package/dist/tools/discover-markets.d.ts.map +1 -0
- package/dist/tools/discover-markets.js +67 -0
- package/dist/tools/discover-markets.js.map +1 -0
- package/dist/tools/discover-traders.d.ts +15 -0
- package/dist/tools/discover-traders.d.ts.map +1 -0
- package/dist/tools/discover-traders.js +64 -0
- package/dist/tools/discover-traders.js.map +1 -0
- package/dist/tools/discover-wta.d.ts +7 -0
- package/dist/tools/discover-wta.d.ts.map +1 -0
- package/dist/tools/discover-wta.js +26 -0
- package/dist/tools/discover-wta.js.map +1 -0
- package/dist/tools/get-balance.d.ts +4 -0
- package/dist/tools/get-balance.d.ts.map +1 -0
- package/dist/tools/get-balance.js +21 -0
- package/dist/tools/get-balance.js.map +1 -0
- package/dist/tools/get-dashboard.d.ts +5 -0
- package/dist/tools/get-dashboard.d.ts.map +1 -0
- package/dist/tools/get-dashboard.js +57 -0
- package/dist/tools/get-dashboard.js.map +1 -0
- package/dist/tools/get-portfolio.d.ts +3 -0
- package/dist/tools/get-portfolio.d.ts.map +1 -0
- package/dist/tools/get-portfolio.js +45 -0
- package/dist/tools/get-portfolio.js.map +1 -0
- package/dist/tools/get-positions.d.ts +11 -0
- package/dist/tools/get-positions.d.ts.map +1 -0
- package/dist/tools/get-positions.js +34 -0
- package/dist/tools/get-positions.js.map +1 -0
- package/dist/tools/get-price-history.d.ts +13 -0
- package/dist/tools/get-price-history.d.ts.map +1 -0
- package/dist/tools/get-price-history.js +55 -0
- package/dist/tools/get-price-history.js.map +1 -0
- package/dist/tools/get-price.d.ts +8 -0
- package/dist/tools/get-price.d.ts.map +1 -0
- package/dist/tools/get-price.js +37 -0
- package/dist/tools/get-price.js.map +1 -0
- package/dist/tools/get-trade-history.d.ts +10 -0
- package/dist/tools/get-trade-history.d.ts.map +1 -0
- package/dist/tools/get-trade-history.js +32 -0
- package/dist/tools/get-trade-history.js.map +1 -0
- package/dist/tools/get-trader-positions.d.ts +7 -0
- package/dist/tools/get-trader-positions.d.ts.map +1 -0
- package/dist/tools/get-trader-positions.js +27 -0
- package/dist/tools/get-trader-positions.js.map +1 -0
- package/dist/tools/go-live.d.ts +8 -0
- package/dist/tools/go-live.d.ts.map +1 -0
- package/dist/tools/go-live.js +22 -0
- package/dist/tools/go-live.js.map +1 -0
- package/dist/tools/list-watchlist.d.ts +3 -0
- package/dist/tools/list-watchlist.d.ts.map +1 -0
- package/dist/tools/list-watchlist.js +16 -0
- package/dist/tools/list-watchlist.js.map +1 -0
- package/dist/tools/log-cycle.d.ts +24 -0
- package/dist/tools/log-cycle.d.ts.map +1 -0
- package/dist/tools/log-cycle.js +23 -0
- package/dist/tools/log-cycle.js.map +1 -0
- package/dist/tools/place-stink-bid.d.ts +10 -0
- package/dist/tools/place-stink-bid.d.ts.map +1 -0
- package/dist/tools/place-stink-bid.js +53 -0
- package/dist/tools/place-stink-bid.js.map +1 -0
- package/dist/tools/rebalance.d.ts +9 -0
- package/dist/tools/rebalance.d.ts.map +1 -0
- package/dist/tools/rebalance.js +79 -0
- package/dist/tools/rebalance.js.map +1 -0
- package/dist/tools/score-trader.d.ts +6 -0
- package/dist/tools/score-trader.d.ts.map +1 -0
- package/dist/tools/score-trader.js +28 -0
- package/dist/tools/score-trader.js.map +1 -0
- package/dist/tools/search-markets.d.ts +8 -0
- package/dist/tools/search-markets.d.ts.map +1 -0
- package/dist/tools/search-markets.js +44 -0
- package/dist/tools/search-markets.js.map +1 -0
- package/dist/tools/sell.d.ts +10 -0
- package/dist/tools/sell.d.ts.map +1 -0
- package/dist/tools/sell.js +46 -0
- package/dist/tools/sell.js.map +1 -0
- package/dist/tools/set-config.d.ts +13 -0
- package/dist/tools/set-config.d.ts.map +1 -0
- package/dist/tools/set-config.js +24 -0
- package/dist/tools/set-config.js.map +1 -0
- package/dist/tools/set-exit-rules.d.ts +9 -0
- package/dist/tools/set-exit-rules.d.ts.map +1 -0
- package/dist/tools/set-exit-rules.js +39 -0
- package/dist/tools/set-exit-rules.js.map +1 -0
- package/dist/tools/start-monitor.d.ts +9 -0
- package/dist/tools/start-monitor.d.ts.map +1 -0
- package/dist/tools/start-monitor.js +24 -0
- package/dist/tools/start-monitor.js.map +1 -0
- package/dist/tools/stop-monitor.d.ts +3 -0
- package/dist/tools/stop-monitor.d.ts.map +1 -0
- package/dist/tools/stop-monitor.js +14 -0
- package/dist/tools/stop-monitor.js.map +1 -0
- package/dist/tools/watch-market.d.ts +15 -0
- package/dist/tools/watch-market.d.ts.map +1 -0
- package/dist/tools/watch-market.js +68 -0
- package/dist/tools/watch-market.js.map +1 -0
- package/dist/tools/watch-wallet.d.ts +13 -0
- package/dist/tools/watch-wallet.d.ts.map +1 -0
- package/dist/tools/watch-wallet.js +30 -0
- package/dist/tools/watch-wallet.js.map +1 -0
- package/dist/utils/config.d.ts +22 -0
- package/dist/utils/config.d.ts.map +1 -0
- package/dist/utils/config.js +40 -0
- package/dist/utils/config.js.map +1 -0
- package/dist/utils/fetch.d.ts +5 -0
- package/dist/utils/fetch.d.ts.map +1 -0
- package/dist/utils/fetch.js +57 -0
- package/dist/utils/fetch.js.map +1 -0
- package/dist/utils/license.d.ts +4 -0
- package/dist/utils/license.d.ts.map +1 -0
- package/dist/utils/license.js +49 -0
- package/dist/utils/license.js.map +1 -0
- package/dist/utils/logger.d.ts +10 -0
- package/dist/utils/logger.d.ts.map +1 -0
- package/dist/utils/logger.js +23 -0
- package/dist/utils/logger.js.map +1 -0
- package/dist/utils/tool-wrapper.d.ts +10 -0
- package/dist/utils/tool-wrapper.d.ts.map +1 -0
- package/dist/utils/tool-wrapper.js +15 -0
- package/dist/utils/tool-wrapper.js.map +1 -0
- package/package.json +50 -0
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import { log } from "../utils/logger.js";
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import { fetchWithRetry } from "../utils/fetch.js";
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const CLOB_API_BASE = "https://clob.polymarket.com";
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const DEFAULT_CONFIG = {
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maxSpread: 0.10,
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minDepth: 50,
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minPrice: 0.05,
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maxPrice: 0.95,
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};
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export async function checkMarketQuality(tokenId, config = {}) {
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const cfg = { ...DEFAULT_CONFIG, ...config };
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const reasons = [];
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try {
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const url = `${CLOB_API_BASE}/book?token_id=${tokenId}`;
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const res = await fetchWithRetry(url, { retries: 1, timeoutMs: 5_000 });
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if (!res.ok) {
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return { conditionId: tokenId, pass: false, reasons: ["Order book unavailable"], metrics: { spread: 0, bidDepth: 0, askDepth: 0, midPrice: 0 } };
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}
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const book = await res.json();
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const bids = book.bids ?? [];
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const asks = book.asks ?? [];
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const bestBid = bids.length > 0 ? parseFloat(bids[0].price) : 0;
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const bestAsk = asks.length > 0 ? parseFloat(asks[0].price) : 0;
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const spread = bestAsk > 0 && bestBid > 0 ? bestAsk - bestBid : 1;
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const midPrice = bestBid > 0 && bestAsk > 0 ? (bestBid + bestAsk) / 2 : 0;
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// Calculate depth (total $ available on each side)
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const bidDepth = bids.reduce((sum, b) => sum + parseFloat(b.size) * parseFloat(b.price), 0);
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const askDepth = asks.reduce((sum, a) => sum + parseFloat(a.size) * parseFloat(a.price), 0);
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const metrics = { spread, bidDepth, askDepth, midPrice };
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if (spread > cfg.maxSpread)
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reasons.push(`Spread too wide: ${(spread * 100).toFixed(1)}% (max: ${(cfg.maxSpread * 100).toFixed(1)}%)`);
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if (bidDepth < cfg.minDepth)
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reasons.push(`Bid depth too thin: $${bidDepth.toFixed(0)} (min: $${cfg.minDepth})`);
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if (askDepth < cfg.minDepth)
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reasons.push(`Ask depth too thin: $${askDepth.toFixed(0)} (min: $${cfg.minDepth})`);
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if (midPrice > 0 && midPrice < cfg.minPrice)
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reasons.push(`Price too low: $${midPrice.toFixed(2)} (min: $${cfg.minPrice})`);
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if (midPrice > 0 && midPrice > cfg.maxPrice)
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reasons.push(`Price too high: $${midPrice.toFixed(2)} (max: $${cfg.maxPrice})`);
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const pass = reasons.length === 0;
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if (!pass)
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log("info", `Market filter rejected ${tokenId}: ${reasons.join(", ")}`);
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return { conditionId: tokenId, pass, reasons, metrics };
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}
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catch (err) {
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log("error", `Market filter error for ${tokenId}: ${err}`);
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return { conditionId: tokenId, pass: false, reasons: ["Failed to check market quality"], metrics: { spread: 0, bidDepth: 0, askDepth: 0, midPrice: 0 } };
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}
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}
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//# sourceMappingURL=market-filter.js.map
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{"version":3,"file":"market-filter.js","sourceRoot":"","sources":["../../src/services/market-filter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,aAAa,GAAG,6BAA6B,CAAC;AAqBpD,MAAM,cAAc,GAAuB;IACzC,SAAS,EAAE,IAAI;IACf,QAAQ,EAAE,EAAE;IACZ,QAAQ,EAAE,IAAI;IACd,QAAQ,EAAE,IAAI;CACf,CAAC;AAEF,MAAM,CAAC,KAAK,UAAU,kBAAkB,CACtC,OAAe,EACf,SAAsC,EAAE;IAExC,MAAM,GAAG,GAAG,EAAE,GAAG,cAAc,EAAE,GAAG,MAAM,EAAE,CAAC;IAC7C,MAAM,OAAO,GAAa,EAAE,CAAC;IAE7B,IAAI,CAAC;QACH,MAAM,GAAG,GAAG,GAAG,aAAa,kBAAkB,OAAO,EAAE,CAAC;QACxD,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;QACxE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC;YACZ,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC,wBAAwB,CAAC,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,EAAE,CAAC;QACnJ,CAAC;QAED,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;QAC9B,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,IAAI,EAAE,CAAC;QAC7B,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,IAAI,EAAE,CAAC;QAE7B,MAAM,OAAO,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,OAAO,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAChE,MAAM,MAAM,GAAG,OAAO,GAAG,CAAC,IAAI,OAAO,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;QAClE,MAAM,QAAQ,GAAG,OAAO,GAAG,CAAC,IAAI,OAAO,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAE1E,mDAAmD;QACnD,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,GAAW,EAAE,CAAM,EAAE,EAAE,CAAC,GAAG,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QACzG,MAAM,QAAQ,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC,GAAW,EAAE,CAAM,EAAE,EAAE,CAAC,GAAG,GAAG,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC;QAEzG,MAAM,OAAO,GAAG,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,CAAC;QAEzD,IAAI,MAAM,GAAG,GAAG,CAAC,SAAS;YAAE,OAAO,CAAC,IAAI,CAAC,oBAAoB,CAAC,MAAM,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,WAAW,CAAC,GAAG,CAAC,SAAS,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;QACvI,IAAI,QAAQ,GAAG,GAAG,CAAC,QAAQ;YAAE,OAAO,CAAC,IAAI,CAAC,wBAAwB,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC;QACjH,IAAI,QAAQ,GAAG,GAAG,CAAC,QAAQ;YAAE,OAAO,CAAC,IAAI,CAAC,wBAAwB,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC;QACjH,IAAI,QAAQ,GAAG,CAAC,IAAI,QAAQ,GAAG,GAAG,CAAC,QAAQ;YAAE,OAAO,CAAC,IAAI,CAAC,mBAAmB,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC;QAC5H,IAAI,QAAQ,GAAG,CAAC,IAAI,QAAQ,GAAG,GAAG,CAAC,QAAQ;YAAE,OAAO,CAAC,IAAI,CAAC,oBAAoB,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,WAAW,GAAG,CAAC,QAAQ,GAAG,CAAC,CAAC;QAE7H,MAAM,IAAI,GAAG,OAAO,CAAC,MAAM,KAAK,CAAC,CAAC;QAElC,IAAI,CAAC,IAAI;YAAE,GAAG,CAAC,MAAM,EAAE,0BAA0B,OAAO,KAAK,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAEnF,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,OAAO,EAAE,CAAC;IAC1D,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,2BAA2B,OAAO,KAAK,GAAG,EAAE,CAAC,CAAC;QAC3D,OAAO,EAAE,WAAW,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC,gCAAgC,CAAC,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,QAAQ,EAAE,CAAC,EAAE,EAAE,CAAC;IAC3J,CAAC;AACH,CAAC"}
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
export interface MarketInfo {
|
|
2
|
+
conditionId: string;
|
|
3
|
+
tokenId: string;
|
|
4
|
+
slug: string;
|
|
5
|
+
question: string;
|
|
6
|
+
tickSize: string;
|
|
7
|
+
negRisk: boolean;
|
|
8
|
+
}
|
|
9
|
+
export declare function resolveMarketByConditionId(conditionId: string): Promise<MarketInfo | null>;
|
|
10
|
+
//# sourceMappingURL=market-resolver.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"market-resolver.d.ts","sourceRoot":"","sources":["../../src/services/market-resolver.ts"],"names":[],"mappings":"AAKA,MAAM,WAAW,UAAU;IACzB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,OAAO,CAAC;CAClB;AAED,wBAAsB,0BAA0B,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,GAAG,IAAI,CAAC,CAsBhG"}
|
|
@@ -0,0 +1,28 @@
|
|
|
1
|
+
import { log } from "../utils/logger.js";
|
|
2
|
+
import { fetchWithRetry } from "../utils/fetch.js";
|
|
3
|
+
const GAMMA_API_BASE = "https://gamma-api.polymarket.com";
|
|
4
|
+
export async function resolveMarketByConditionId(conditionId) {
|
|
5
|
+
try {
|
|
6
|
+
const url = `${GAMMA_API_BASE}/markets?condition_id=${conditionId}`;
|
|
7
|
+
const response = await fetchWithRetry(url);
|
|
8
|
+
if (!response.ok)
|
|
9
|
+
return null;
|
|
10
|
+
const data = await response.json();
|
|
11
|
+
if (!Array.isArray(data) || data.length === 0)
|
|
12
|
+
return null;
|
|
13
|
+
const market = data[0];
|
|
14
|
+
return {
|
|
15
|
+
conditionId: market.conditionId ?? conditionId,
|
|
16
|
+
tokenId: market.clobTokenIds?.[0] ?? "",
|
|
17
|
+
slug: market.slug ?? "",
|
|
18
|
+
question: market.question ?? "",
|
|
19
|
+
tickSize: market.minimumTickSize ?? "0.01",
|
|
20
|
+
negRisk: market.negRisk ?? false,
|
|
21
|
+
};
|
|
22
|
+
}
|
|
23
|
+
catch (err) {
|
|
24
|
+
log("error", `Failed to resolve market ${conditionId}`, { error: String(err) });
|
|
25
|
+
return null;
|
|
26
|
+
}
|
|
27
|
+
}
|
|
28
|
+
//# sourceMappingURL=market-resolver.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"market-resolver.js","sourceRoot":"","sources":["../../src/services/market-resolver.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,cAAc,GAAG,kCAAkC,CAAC;AAW1D,MAAM,CAAC,KAAK,UAAU,0BAA0B,CAAC,WAAmB;IAClE,IAAI,CAAC;QACH,MAAM,GAAG,GAAG,GAAG,cAAc,yBAAyB,WAAW,EAAE,CAAC;QACpE,MAAM,QAAQ,GAAG,MAAM,cAAc,CAAC,GAAG,CAAC,CAAC;QAC3C,IAAI,CAAC,QAAQ,CAAC,EAAE;YAAE,OAAO,IAAI,CAAC;QAE9B,MAAM,IAAI,GAAG,MAAM,QAAQ,CAAC,IAAI,EAAE,CAAC;QACnC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,IAAI,CAAC;QAE3D,MAAM,MAAM,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACvB,OAAO;YACL,WAAW,EAAE,MAAM,CAAC,WAAW,IAAI,WAAW;YAC9C,OAAO,EAAE,MAAM,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,IAAI,EAAE;YACvC,IAAI,EAAE,MAAM,CAAC,IAAI,IAAI,EAAE;YACvB,QAAQ,EAAE,MAAM,CAAC,QAAQ,IAAI,EAAE;YAC/B,QAAQ,EAAE,MAAM,CAAC,eAAe,IAAI,MAAM;YAC1C,OAAO,EAAE,MAAM,CAAC,OAAO,IAAI,KAAK;SACjC,CAAC;IACJ,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,4BAA4B,WAAW,EAAE,EAAE,EAAE,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC;QAChF,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC"}
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
import Database from "better-sqlite3";
|
|
2
|
+
export declare class PositionTracker {
|
|
3
|
+
private db;
|
|
4
|
+
constructor(db: Database.Database);
|
|
5
|
+
/** Return closed amount + pnl back to daily budget */
|
|
6
|
+
private recycleBudget;
|
|
7
|
+
checkExits(): Promise<number>;
|
|
8
|
+
private checkTraderExit;
|
|
9
|
+
private checkMarketResolved;
|
|
10
|
+
private getCurrentPrice;
|
|
11
|
+
private calculatePnl;
|
|
12
|
+
}
|
|
13
|
+
//# sourceMappingURL=position-tracker.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"position-tracker.d.ts","sourceRoot":"","sources":["../../src/services/position-tracker.ts"],"names":[],"mappings":"AAAA,OAAO,QAAQ,MAAM,gBAAgB,CAAC;AAQtC,qBAAa,eAAe;IACd,OAAO,CAAC,EAAE;gBAAF,EAAE,EAAE,QAAQ,CAAC,QAAQ;IAEzC,sDAAsD;IACtD,OAAO,CAAC,aAAa;IAWf,UAAU,IAAI,OAAO,CAAC,MAAM,CAAC;YAqErB,eAAe;YAYf,mBAAmB;YA+BnB,eAAe;IAe7B,OAAO,CAAC,YAAY;CAIrB"}
|
|
@@ -0,0 +1,152 @@
|
|
|
1
|
+
import { getOpenPositions, updateTradeExit, getDailySpent } from "../db/queries.js";
|
|
2
|
+
import { log } from "../utils/logger.js";
|
|
3
|
+
import { fetchWithRetry } from "../utils/fetch.js";
|
|
4
|
+
const DATA_API_BASE = "https://data-api.polymarket.com";
|
|
5
|
+
const CLOB_API_BASE = "https://clob.polymarket.com";
|
|
6
|
+
export class PositionTracker {
|
|
7
|
+
db;
|
|
8
|
+
constructor(db) {
|
|
9
|
+
this.db = db;
|
|
10
|
+
}
|
|
11
|
+
/** Return closed amount + pnl back to daily budget */
|
|
12
|
+
recycleBudget(amount, pnl) {
|
|
13
|
+
const today = new Date().toISOString().split("T")[0];
|
|
14
|
+
const returnAmount = amount + Math.max(0, pnl); // return principal + profit (not losses)
|
|
15
|
+
const spent = getDailySpent(this.db, today);
|
|
16
|
+
if (spent <= 0)
|
|
17
|
+
return;
|
|
18
|
+
// Reduce daily spent (don't go below 0)
|
|
19
|
+
const reduction = Math.min(returnAmount, spent);
|
|
20
|
+
this.db.prepare("UPDATE daily_budget SET spent = MAX(0, spent - ?) WHERE date = ?").run(reduction, today);
|
|
21
|
+
log("monitor", `Budget recycled: +$${reduction.toFixed(2)} from resolved position`);
|
|
22
|
+
}
|
|
23
|
+
async checkExits() {
|
|
24
|
+
const openPositions = getOpenPositions(this.db);
|
|
25
|
+
if (openPositions.length === 0)
|
|
26
|
+
return 0;
|
|
27
|
+
let closedCount = 0;
|
|
28
|
+
for (const pos of openPositions) {
|
|
29
|
+
try {
|
|
30
|
+
// Guard: re-check position is still open (could have been closed by concurrent operation)
|
|
31
|
+
const stillOpen = this.db.prepare("SELECT 1 FROM trades WHERE id = ? AND status IN ('simulated', 'executed')").get(pos.id);
|
|
32
|
+
if (!stillOpen)
|
|
33
|
+
continue;
|
|
34
|
+
// Check 0: Stop-loss / take-profit
|
|
35
|
+
if (pos.sl_price || pos.tp_price) {
|
|
36
|
+
const currentPrice = await this.getCurrentPrice(pos.condition_id);
|
|
37
|
+
if (currentPrice > 0) {
|
|
38
|
+
if (pos.sl_price && currentPrice <= pos.sl_price) {
|
|
39
|
+
const pnl = this.calculatePnl(pos.price, currentPrice, pos.amount);
|
|
40
|
+
updateTradeExit(this.db, pos.id, currentPrice, "stop_loss", pnl);
|
|
41
|
+
this.recycleBudget(pos.amount, pnl);
|
|
42
|
+
log("trade", `Position closed (stop-loss): ${pos.market_slug} @ $${currentPrice.toFixed(2)} P&L: $${pnl.toFixed(2)}`);
|
|
43
|
+
closedCount++;
|
|
44
|
+
continue;
|
|
45
|
+
}
|
|
46
|
+
if (pos.tp_price && currentPrice >= pos.tp_price) {
|
|
47
|
+
const pnl = this.calculatePnl(pos.price, currentPrice, pos.amount);
|
|
48
|
+
updateTradeExit(this.db, pos.id, currentPrice, "take_profit", pnl);
|
|
49
|
+
this.recycleBudget(pos.amount, pnl);
|
|
50
|
+
log("trade", `Position closed (take-profit): ${pos.market_slug} @ $${currentPrice.toFixed(2)} P&L: $${pnl.toFixed(2)}`);
|
|
51
|
+
closedCount++;
|
|
52
|
+
continue;
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
}
|
|
56
|
+
// Check 1: Did the trader exit?
|
|
57
|
+
const traderExited = await this.checkTraderExit(pos.trader_address, pos.condition_id);
|
|
58
|
+
if (traderExited) {
|
|
59
|
+
const exitPrice = await this.getCurrentPrice(pos.condition_id);
|
|
60
|
+
const pnl = this.calculatePnl(pos.price, exitPrice, pos.amount);
|
|
61
|
+
updateTradeExit(this.db, pos.id, exitPrice, "trader_exit", pnl);
|
|
62
|
+
this.recycleBudget(pos.amount, pnl);
|
|
63
|
+
log("trade", `Position closed (trader exit): ${pos.market_slug} P&L: $${pnl.toFixed(2)}`);
|
|
64
|
+
closedCount++;
|
|
65
|
+
continue;
|
|
66
|
+
}
|
|
67
|
+
// Check 2: Did the market resolve?
|
|
68
|
+
const resolution = await this.checkMarketResolved(pos.condition_id, pos.token_id);
|
|
69
|
+
if (resolution !== null) {
|
|
70
|
+
const pnl = this.calculatePnl(pos.price, resolution, pos.amount);
|
|
71
|
+
updateTradeExit(this.db, pos.id, resolution, "market_resolved", pnl);
|
|
72
|
+
this.recycleBudget(pos.amount, pnl);
|
|
73
|
+
log("trade", `Position resolved: ${pos.market_slug} → ${resolution === 1 ? "WIN" : "LOSS"} P&L: $${pnl.toFixed(2)}`);
|
|
74
|
+
closedCount++;
|
|
75
|
+
}
|
|
76
|
+
}
|
|
77
|
+
catch (err) {
|
|
78
|
+
log("error", `Error tracking position ${pos.id}: ${err}`);
|
|
79
|
+
}
|
|
80
|
+
}
|
|
81
|
+
return closedCount;
|
|
82
|
+
}
|
|
83
|
+
async checkTraderExit(traderAddress, conditionId) {
|
|
84
|
+
try {
|
|
85
|
+
const url = `${DATA_API_BASE}/activity?user=${traderAddress}&type=TRADE&side=SELL&limit=20`;
|
|
86
|
+
const res = await fetchWithRetry(url);
|
|
87
|
+
if (!res.ok)
|
|
88
|
+
return false;
|
|
89
|
+
const activities = await res.json();
|
|
90
|
+
return activities.some((a) => a.conditionId === conditionId);
|
|
91
|
+
}
|
|
92
|
+
catch {
|
|
93
|
+
return false;
|
|
94
|
+
}
|
|
95
|
+
}
|
|
96
|
+
async checkMarketResolved(conditionId, tokenId) {
|
|
97
|
+
try {
|
|
98
|
+
const url = `${CLOB_API_BASE}/markets/${conditionId}`;
|
|
99
|
+
const res = await fetchWithRetry(url);
|
|
100
|
+
if (!res.ok)
|
|
101
|
+
return null;
|
|
102
|
+
const market = await res.json();
|
|
103
|
+
if (!market.closed)
|
|
104
|
+
return null;
|
|
105
|
+
const tokens = market.tokens;
|
|
106
|
+
if (!Array.isArray(tokens))
|
|
107
|
+
return null;
|
|
108
|
+
// Find our token to check if it won
|
|
109
|
+
const ourToken = tokens.find((t) => t.token_id === tokenId);
|
|
110
|
+
if (!ourToken) {
|
|
111
|
+
// Fallback: check any winner
|
|
112
|
+
const winner = tokens.find((t) => t.winner === true);
|
|
113
|
+
if (winner)
|
|
114
|
+
return winner.price ?? 1.0;
|
|
115
|
+
// No winners declared yet
|
|
116
|
+
if (tokens.every((t) => t.winner === undefined || t.winner === null))
|
|
117
|
+
return null;
|
|
118
|
+
return 0.0;
|
|
119
|
+
}
|
|
120
|
+
// Winner status not yet set — market closed but not resolved
|
|
121
|
+
if (ourToken.winner === undefined || ourToken.winner === null)
|
|
122
|
+
return null;
|
|
123
|
+
return ourToken.winner ? 1.0 : 0.0;
|
|
124
|
+
}
|
|
125
|
+
catch {
|
|
126
|
+
return null;
|
|
127
|
+
}
|
|
128
|
+
}
|
|
129
|
+
async getCurrentPrice(conditionId) {
|
|
130
|
+
try {
|
|
131
|
+
const url = `${CLOB_API_BASE}/markets/${conditionId}`;
|
|
132
|
+
const res = await fetchWithRetry(url);
|
|
133
|
+
if (!res.ok)
|
|
134
|
+
return 0;
|
|
135
|
+
const market = await res.json();
|
|
136
|
+
const tokens = market.tokens;
|
|
137
|
+
if (!Array.isArray(tokens) || tokens.length === 0)
|
|
138
|
+
return 0;
|
|
139
|
+
// Return price of first token (the one we bought — typically "Yes" side)
|
|
140
|
+
return parseFloat(tokens[0].price ?? "0");
|
|
141
|
+
}
|
|
142
|
+
catch {
|
|
143
|
+
return 0;
|
|
144
|
+
}
|
|
145
|
+
}
|
|
146
|
+
calculatePnl(entryPrice, exitPrice, amount) {
|
|
147
|
+
if (entryPrice === 0)
|
|
148
|
+
return 0;
|
|
149
|
+
return ((exitPrice - entryPrice) * amount) / entryPrice;
|
|
150
|
+
}
|
|
151
|
+
}
|
|
152
|
+
//# sourceMappingURL=position-tracker.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"position-tracker.js","sourceRoot":"","sources":["../../src/services/position-tracker.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,eAAe,EAAE,aAAa,EAAiB,MAAM,kBAAkB,CAAC;AACnG,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,aAAa,GAAG,iCAAiC,CAAC;AACxD,MAAM,aAAa,GAAG,6BAA6B,CAAC;AAEpD,MAAM,OAAO,eAAe;IACN;IAApB,YAAoB,EAAqB;QAArB,OAAE,GAAF,EAAE,CAAmB;IAAG,CAAC;IAE7C,sDAAsD;IAC9C,aAAa,CAAC,MAAc,EAAE,GAAW;QAC/C,MAAM,KAAK,GAAG,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QACrD,MAAM,YAAY,GAAG,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,yCAAyC;QACzF,MAAM,KAAK,GAAG,aAAa,CAAC,IAAI,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;QAC5C,IAAI,KAAK,IAAI,CAAC;YAAE,OAAO;QACvB,wCAAwC;QACxC,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CAAC,YAAY,EAAE,KAAK,CAAC,CAAC;QAChD,IAAI,CAAC,EAAE,CAAC,OAAO,CAAC,kEAAkE,CAAC,CAAC,GAAG,CAAC,SAAS,EAAE,KAAK,CAAC,CAAC;QAC1G,GAAG,CAAC,SAAS,EAAE,sBAAsB,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC,yBAAyB,CAAC,CAAC;IACtF,CAAC;IAED,KAAK,CAAC,UAAU;QACd,MAAM,aAAa,GAAG,gBAAgB,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAChD,IAAI,aAAa,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,CAAC,CAAC;QAEzC,IAAI,WAAW,GAAG,CAAC,CAAC;QAEpB,KAAK,MAAM,GAAG,IAAI,aAAa,EAAE,CAAC;YAChC,IAAI,CAAC;gBACH,0FAA0F;gBAC1F,MAAM,SAAS,GAAG,IAAI,CAAC,EAAE,CAAC,OAAO,CAC/B,2EAA2E,CAC5E,CAAC,GAAG,CAAC,GAAG,CAAC,EAAG,CAAC,CAAC;gBACf,IAAI,CAAC,SAAS;oBAAE,SAAS;gBAEzB,mCAAmC;gBACnC,IAAI,GAAG,CAAC,QAAQ,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;oBACjC,MAAM,YAAY,GAAG,MAAM,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,YAAa,CAAC,CAAC;oBACnE,IAAI,YAAY,GAAG,CAAC,EAAE,CAAC;wBACrB,IAAI,GAAG,CAAC,QAAQ,IAAI,YAAY,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;4BACjD,MAAM,GAAG,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,YAAY,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;4BACnE,eAAe,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,EAAG,EAAE,YAAY,EAAE,WAAW,EAAE,GAAG,CAAC,CAAC;4BAClE,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;4BACpC,GAAG,CAAC,OAAO,EAAE,gCAAgC,GAAG,CAAC,WAAW,OAAO,YAAY,CAAC,OAAO,CAAC,CAAC,CAAC,UAAU,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;4BACtH,WAAW,EAAE,CAAC;4BACd,SAAS;wBACX,CAAC;wBACD,IAAI,GAAG,CAAC,QAAQ,IAAI,YAAY,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;4BACjD,MAAM,GAAG,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,YAAY,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;4BACnE,eAAe,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,EAAG,EAAE,YAAY,EAAE,aAAa,EAAE,GAAG,CAAC,CAAC;4BACpE,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;4BACpC,GAAG,CAAC,OAAO,EAAE,kCAAkC,GAAG,CAAC,WAAW,OAAO,YAAY,CAAC,OAAO,CAAC,CAAC,CAAC,UAAU,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;4BACxH,WAAW,EAAE,CAAC;4BACd,SAAS;wBACX,CAAC;oBACH,CAAC;gBACH,CAAC;gBAED,gCAAgC;gBAChC,MAAM,YAAY,GAAG,MAAM,IAAI,CAAC,eAAe,CAC7C,GAAG,CAAC,cAAc,EAClB,GAAG,CAAC,YAAa,CAClB,CAAC;gBACF,IAAI,YAAY,EAAE,CAAC;oBACjB,MAAM,SAAS,GAAG,MAAM,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,YAAa,CAAC,CAAC;oBAChE,MAAM,GAAG,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;oBAChE,eAAe,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,EAAG,EAAE,SAAS,EAAE,aAAa,EAAE,GAAG,CAAC,CAAC;oBACjE,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;oBACpC,GAAG,CAAC,OAAO,EAAE,kCAAkC,GAAG,CAAC,WAAW,UAAU,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;oBAC1F,WAAW,EAAE,CAAC;oBACd,SAAS;gBACX,CAAC;gBAED,mCAAmC;gBACnC,MAAM,UAAU,GAAG,MAAM,IAAI,CAAC,mBAAmB,CAAC,GAAG,CAAC,YAAa,EAAE,GAAG,CAAC,QAAS,CAAC,CAAC;gBACpF,IAAI,UAAU,KAAK,IAAI,EAAE,CAAC;oBACxB,MAAM,GAAG,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;oBACjE,eAAe,CAAC,IAAI,CAAC,EAAE,EAAE,GAAG,CAAC,EAAG,EAAE,UAAU,EAAE,iBAAiB,EAAE,GAAG,CAAC,CAAC;oBACtE,IAAI,CAAC,aAAa,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;oBACpC,GAAG,CAAC,OAAO,EAAE,sBAAsB,GAAG,CAAC,WAAW,MAAM,UAAU,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM,UAAU,GAAG,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC;oBACrH,WAAW,EAAE,CAAC;gBAChB,CAAC;YACH,CAAC;YAAC,OAAO,GAAG,EAAE,CAAC;gBACb,GAAG,CAAC,OAAO,EAAE,2BAA2B,GAAG,CAAC,EAAE,KAAK,GAAG,EAAE,CAAC,CAAC;YAC5D,CAAC;QACH,CAAC;QAED,OAAO,WAAW,CAAC;IACrB,CAAC;IAEO,KAAK,CAAC,eAAe,CAAC,aAAqB,EAAE,WAAmB;QACtE,IAAI,CAAC;YACH,MAAM,GAAG,GAAG,GAAG,aAAa,kBAAkB,aAAa,gCAAgC,CAAC;YAC5F,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,CAAC,CAAC;YACtC,IAAI,CAAC,GAAG,CAAC,EAAE;gBAAE,OAAO,KAAK,CAAC;YAC1B,MAAM,UAAU,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;YACpC,OAAO,UAAU,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,KAAK,WAAW,CAAC,CAAC;QACpE,CAAC;QAAC,MAAM,CAAC;YACP,OAAO,KAAK,CAAC;QACf,CAAC;IACH,CAAC;IAEO,KAAK,CAAC,mBAAmB,CAAC,WAAmB,EAAE,OAAe;QACpE,IAAI,CAAC;YACH,MAAM,GAAG,GAAG,GAAG,aAAa,YAAY,WAAW,EAAE,CAAC;YACtD,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,CAAC,CAAC;YACtC,IAAI,CAAC,GAAG,CAAC,EAAE;gBAAE,OAAO,IAAI,CAAC;YACzB,MAAM,MAAM,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;YAChC,IAAI,CAAC,MAAM,CAAC,MAAM;gBAAE,OAAO,IAAI,CAAC;YAEhC,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC;gBAAE,OAAO,IAAI,CAAC;YAExC,oCAAoC;YACpC,MAAM,QAAQ,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,KAAK,OAAO,CAAC,CAAC;YACjE,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACd,6BAA6B;gBAC7B,MAAM,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE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|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
export interface PricePoint {
|
|
2
|
+
timestamp: string;
|
|
3
|
+
price: number;
|
|
4
|
+
}
|
|
5
|
+
export interface PriceHistory {
|
|
6
|
+
tokenId: string;
|
|
7
|
+
interval: string;
|
|
8
|
+
points: PricePoint[];
|
|
9
|
+
high: number;
|
|
10
|
+
low: number;
|
|
11
|
+
open: number;
|
|
12
|
+
close: number;
|
|
13
|
+
change: number;
|
|
14
|
+
changePct: number;
|
|
15
|
+
}
|
|
16
|
+
export type Interval = "1h" | "6h" | "1d" | "1w" | "1m";
|
|
17
|
+
export declare function getPriceHistory(tokenId: string, interval?: Interval, fidelity?: number): Promise<PriceHistory>;
|
|
18
|
+
//# sourceMappingURL=price-history.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"price-history.d.ts","sourceRoot":"","sources":["../../src/services/price-history.ts"],"names":[],"mappings":"AAKA,MAAM,WAAW,UAAU;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,YAAY;IAC3B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,UAAU,EAAE,CAAC;IACrB,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,MAAM,QAAQ,GAAG,IAAI,GAAG,IAAI,GAAG,IAAI,GAAG,IAAI,GAAG,IAAI,CAAC;AAUxD,wBAAsB,eAAe,CACnC,OAAO,EAAE,MAAM,EACf,QAAQ,GAAE,QAAe,EACzB,QAAQ,GAAE,MAAW,GACpB,OAAO,CAAC,YAAY,CAAC,CAoCvB"}
|
|
@@ -0,0 +1,46 @@
|
|
|
1
|
+
import { log } from "../utils/logger.js";
|
|
2
|
+
import { fetchWithRetry } from "../utils/fetch.js";
|
|
3
|
+
const CLOB_API_BASE = "https://clob.polymarket.com";
|
|
4
|
+
const INTERVAL_SECONDS = {
|
|
5
|
+
"1h": 3600,
|
|
6
|
+
"6h": 21600,
|
|
7
|
+
"1d": 86400,
|
|
8
|
+
"1w": 604800,
|
|
9
|
+
"1m": 2592000,
|
|
10
|
+
};
|
|
11
|
+
export async function getPriceHistory(tokenId, interval = "1d", fidelity = 60) {
|
|
12
|
+
const startTs = Math.floor(Date.now() / 1000) - INTERVAL_SECONDS[interval];
|
|
13
|
+
const url = `${CLOB_API_BASE}/prices-history?market=${tokenId}&startTs=${startTs}&fidelity=${fidelity}`;
|
|
14
|
+
log("info", `Fetching price history: ${tokenId} interval=${interval}`);
|
|
15
|
+
try {
|
|
16
|
+
const res = await fetchWithRetry(url, { retries: 1, timeoutMs: 8_000 });
|
|
17
|
+
if (!res.ok) {
|
|
18
|
+
log("warn", `Price history API returned ${res.status} for ${tokenId}`);
|
|
19
|
+
return emptyHistory(tokenId, interval);
|
|
20
|
+
}
|
|
21
|
+
const data = await res.json();
|
|
22
|
+
const history = data.history ?? [];
|
|
23
|
+
if (history.length === 0)
|
|
24
|
+
return emptyHistory(tokenId, interval);
|
|
25
|
+
const points = history.map((h) => ({
|
|
26
|
+
timestamp: new Date(h.t * 1000).toISOString(),
|
|
27
|
+
price: parseFloat(h.p),
|
|
28
|
+
}));
|
|
29
|
+
const prices = points.map((p) => p.price);
|
|
30
|
+
const open = prices[0];
|
|
31
|
+
const close = prices[prices.length - 1];
|
|
32
|
+
const high = Math.max(...prices);
|
|
33
|
+
const low = Math.min(...prices);
|
|
34
|
+
const change = close - open;
|
|
35
|
+
const changePct = open > 0 ? (change / open) * 100 : 0;
|
|
36
|
+
return { tokenId, interval, points, high, low, open, close, change, changePct };
|
|
37
|
+
}
|
|
38
|
+
catch (err) {
|
|
39
|
+
log("error", `Failed to fetch price history for ${tokenId}: ${err}`);
|
|
40
|
+
return emptyHistory(tokenId, interval);
|
|
41
|
+
}
|
|
42
|
+
}
|
|
43
|
+
function emptyHistory(tokenId, interval) {
|
|
44
|
+
return { tokenId, interval, points: [], high: 0, low: 0, open: 0, close: 0, change: 0, changePct: 0 };
|
|
45
|
+
}
|
|
46
|
+
//# sourceMappingURL=price-history.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"price-history.js","sourceRoot":"","sources":["../../src/services/price-history.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,aAAa,GAAG,6BAA6B,CAAC;AAqBpD,MAAM,gBAAgB,GAA6B;IACjD,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,MAAM;IACZ,IAAI,EAAE,OAAO;CACd,CAAC;AAEF,MAAM,CAAC,KAAK,UAAU,eAAe,CACnC,OAAe,EACf,WAAqB,IAAI,EACzB,WAAmB,EAAE;IAErB,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,GAAG,gBAAgB,CAAC,QAAQ,CAAC,CAAC;IAC3E,MAAM,GAAG,GAAG,GAAG,aAAa,0BAA0B,OAAO,YAAY,OAAO,aAAa,QAAQ,EAAE,CAAC;IAExG,GAAG,CAAC,MAAM,EAAE,2BAA2B,OAAO,aAAa,QAAQ,EAAE,CAAC,CAAC;IAEvE,IAAI,CAAC;QACH,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;QACxE,IAAI,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC;YACZ,GAAG,CAAC,MAAM,EAAE,8BAA8B,GAAG,CAAC,MAAM,QAAQ,OAAO,EAAE,CAAC,CAAC;YACvE,OAAO,YAAY,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QACzC,CAAC;QAED,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;QAC9B,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,IAAI,EAAE,CAAC;QAEnC,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,YAAY,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;QAEjE,MAAM,MAAM,GAAiB,OAAO,CAAC,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC;YACpD,SAAS,EAAE,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC,WAAW,EAAE;YAC7C,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;SACvB,CAAC,CAAC,CAAC;QAEJ,MAAM,MAAM,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;QAC1C,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACxC,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC;QACjC,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC,CAAC;QAChC,MAAM,MAAM,GAAG,KAAK,GAAG,IAAI,CAAC;QAC5B,MAAM,SAAS,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QAEvD,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,EAAE,SAAS,EAAE,CAAC;IAClF,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,qCAAqC,OAAO,KAAK,GAAG,EAAE,CAAC,CAAC;QACrE,OAAO,YAAY,CAAC,OAAO,EAAE,QAAQ,CAAC,CAAC;IACzC,CAAC;AACH,CAAC;AAED,SAAS,YAAY,CAAC,OAAe,EAAE,QAAgB;IACrD,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,EAAE,EAAE,IAAI,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,KAAK,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,SAAS,EAAE,CAAC,EAAE,CAAC;AACxG,CAAC"}
|
|
@@ -0,0 +1,14 @@
|
|
|
1
|
+
export interface MarketPrice {
|
|
2
|
+
tokenId: string;
|
|
3
|
+
bid: number;
|
|
4
|
+
ask: number;
|
|
5
|
+
mid: number;
|
|
6
|
+
spread: number;
|
|
7
|
+
lastPrice: number;
|
|
8
|
+
}
|
|
9
|
+
export declare function getMarketPrice(tokenId: string): Promise<MarketPrice | null>;
|
|
10
|
+
export declare function getMarketPriceByCondition(conditionId: string): Promise<{
|
|
11
|
+
price: number;
|
|
12
|
+
tokenId: string;
|
|
13
|
+
} | null>;
|
|
14
|
+
//# sourceMappingURL=price-service.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"price-service.d.ts","sourceRoot":"","sources":["../../src/services/price-service.ts"],"names":[],"mappings":"AAMA,MAAM,WAAW,WAAW;IAC1B,OAAO,EAAE,MAAM,CAAC;IAChB,GAAG,EAAE,MAAM,CAAC;IACZ,GAAG,EAAE,MAAM,CAAC;IACZ,GAAG,EAAE,MAAM,CAAC;IACZ,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,wBAAsB,cAAc,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC,CAiBjF;AAED,wBAAsB,yBAAyB,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO,CAAC;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAAG,IAAI,CAAC,CAmCvH"}
|
|
@@ -0,0 +1,62 @@
|
|
|
1
|
+
import { log } from "../utils/logger.js";
|
|
2
|
+
import { fetchWithRetry } from "../utils/fetch.js";
|
|
3
|
+
const CLOB_API_BASE = "https://clob.polymarket.com";
|
|
4
|
+
const GAMMA_API_BASE = "https://gamma-api.polymarket.com";
|
|
5
|
+
export async function getMarketPrice(tokenId) {
|
|
6
|
+
try {
|
|
7
|
+
const url = `${CLOB_API_BASE}/book?token_id=${tokenId}`;
|
|
8
|
+
const res = await fetchWithRetry(url);
|
|
9
|
+
if (!res.ok)
|
|
10
|
+
return null;
|
|
11
|
+
const book = await res.json();
|
|
12
|
+
const bestBid = book.bids?.length > 0 ? parseFloat(book.bids[0].price) : 0;
|
|
13
|
+
const bestAsk = book.asks?.length > 0 ? parseFloat(book.asks[0].price) : 0;
|
|
14
|
+
const mid = bestBid && bestAsk ? (bestBid + bestAsk) / 2 : bestBid || bestAsk;
|
|
15
|
+
const spread = bestAsk && bestBid ? bestAsk - bestBid : 0;
|
|
16
|
+
return { tokenId, bid: bestBid, ask: bestAsk, mid, spread, lastPrice: mid };
|
|
17
|
+
}
|
|
18
|
+
catch (err) {
|
|
19
|
+
log("error", `Failed to get price for ${tokenId}: ${err}`);
|
|
20
|
+
return null;
|
|
21
|
+
}
|
|
22
|
+
}
|
|
23
|
+
export async function getMarketPriceByCondition(conditionId) {
|
|
24
|
+
try {
|
|
25
|
+
const url = `${GAMMA_API_BASE}/markets?condition_id=${conditionId}`;
|
|
26
|
+
const res = await fetchWithRetry(url);
|
|
27
|
+
if (!res.ok)
|
|
28
|
+
return null;
|
|
29
|
+
const data = await res.json();
|
|
30
|
+
if (!Array.isArray(data) || data.length === 0)
|
|
31
|
+
return null;
|
|
32
|
+
const market = data[0];
|
|
33
|
+
const rawPrices = market.outcomePrices;
|
|
34
|
+
let price = 0;
|
|
35
|
+
if (rawPrices) {
|
|
36
|
+
try {
|
|
37
|
+
const parsed = typeof rawPrices === "string" ? JSON.parse(rawPrices) : rawPrices;
|
|
38
|
+
price = Array.isArray(parsed) ? parseFloat(parsed[0]) : parseFloat(String(rawPrices));
|
|
39
|
+
}
|
|
40
|
+
catch {
|
|
41
|
+
price = parseFloat(String(rawPrices).split(",")[0] ?? "0");
|
|
42
|
+
}
|
|
43
|
+
}
|
|
44
|
+
const rawTokenIds = market.clobTokenIds;
|
|
45
|
+
let tokenId = "";
|
|
46
|
+
if (rawTokenIds) {
|
|
47
|
+
try {
|
|
48
|
+
const parsed = typeof rawTokenIds === "string" ? JSON.parse(rawTokenIds) : rawTokenIds;
|
|
49
|
+
tokenId = Array.isArray(parsed) ? parsed[0] : String(rawTokenIds);
|
|
50
|
+
}
|
|
51
|
+
catch {
|
|
52
|
+
tokenId = String(rawTokenIds);
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
return { price, tokenId };
|
|
56
|
+
}
|
|
57
|
+
catch (err) {
|
|
58
|
+
log("error", `Failed to get price by condition ${conditionId}: ${err}`);
|
|
59
|
+
return null;
|
|
60
|
+
}
|
|
61
|
+
}
|
|
62
|
+
//# sourceMappingURL=price-service.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"price-service.js","sourceRoot":"","sources":["../../src/services/price-service.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AAEnD,MAAM,aAAa,GAAG,6BAA6B,CAAC;AACpD,MAAM,cAAc,GAAG,kCAAkC,CAAC;AAW1D,MAAM,CAAC,KAAK,UAAU,cAAc,CAAC,OAAe;IAClD,IAAI,CAAC;QACH,MAAM,GAAG,GAAG,GAAG,aAAa,kBAAkB,OAAO,EAAE,CAAC;QACxD,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,CAAC,CAAC;QACtC,IAAI,CAAC,GAAG,CAAC,EAAE;YAAE,OAAO,IAAI,CAAC;QACzB,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;QAE9B,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC3E,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC3E,MAAM,GAAG,GAAG,OAAO,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,OAAO,IAAI,OAAO,CAAC;QAC9E,MAAM,MAAM,GAAG,OAAO,IAAI,OAAO,CAAC,CAAC,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;QAE1D,OAAO,EAAE,OAAO,EAAE,GAAG,EAAE,OAAO,EAAE,GAAG,EAAE,OAAO,EAAE,GAAG,EAAE,MAAM,EAAE,SAAS,EAAE,GAAG,EAAE,CAAC;IAC9E,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,2BAA2B,OAAO,KAAK,GAAG,EAAE,CAAC,CAAC;QAC3D,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC;AAED,MAAM,CAAC,KAAK,UAAU,yBAAyB,CAAC,WAAmB;IACjE,IAAI,CAAC;QACH,MAAM,GAAG,GAAG,GAAG,cAAc,yBAAyB,WAAW,EAAE,CAAC;QACpE,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,CAAC,CAAC;QACtC,IAAI,CAAC,GAAG,CAAC,EAAE;YAAE,OAAO,IAAI,CAAC;QACzB,MAAM,IAAI,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;QAC9B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,MAAM,KAAK,CAAC;YAAE,OAAO,IAAI,CAAC;QAE3D,MAAM,MAAM,GAAG,IAAI,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,SAAS,GAAG,MAAM,CAAC,aAAa,CAAC;QACvC,IAAI,KAAK,GAAG,CAAC,CAAC;QACd,IAAI,SAAS,EAAE,CAAC;YACd,IAAI,CAAC;gBACH,MAAM,MAAM,GAAG,OAAO,SAAS,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;gBACjF,KAAK,GAAG,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC;YACxF,CAAC;YAAC,MAAM,CAAC;gBACP,KAAK,GAAG,UAAU,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC;YAC7D,CAAC;QACH,CAAC;QACD,MAAM,WAAW,GAAG,MAAM,CAAC,YAAY,CAAC;QACxC,IAAI,OAAO,GAAG,EAAE,CAAC;QACjB,IAAI,WAAW,EAAE,CAAC;YAChB,IAAI,CAAC;gBACH,MAAM,MAAM,GAAG,OAAO,WAAW,KAAK,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC;gBACvF,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;YACpE,CAAC;YAAC,MAAM,CAAC;gBACP,OAAO,GAAG,MAAM,CAAC,WAAW,CAAC,CAAC;YAChC,CAAC;QACH,CAAC;QAED,OAAO,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC;IAC5B,CAAC;IAAC,OAAO,GAAG,EAAE,CAAC;QACb,GAAG,CAAC,OAAO,EAAE,oCAAoC,WAAW,KAAK,GAAG,EAAE,CAAC,CAAC;QACxE,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC"}
|
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
export interface FlowSignal {
|
|
2
|
+
conditionId: string;
|
|
3
|
+
title: string;
|
|
4
|
+
side: string;
|
|
5
|
+
traders: {
|
|
6
|
+
address: string;
|
|
7
|
+
name: string;
|
|
8
|
+
amount: number;
|
|
9
|
+
price: number;
|
|
10
|
+
rank: number;
|
|
11
|
+
}[];
|
|
12
|
+
totalAmount: number;
|
|
13
|
+
avgPrice: number;
|
|
14
|
+
strength: "strong" | "moderate" | "weak";
|
|
15
|
+
}
|
|
16
|
+
export interface FlowOptions {
|
|
17
|
+
topN?: number;
|
|
18
|
+
maxAgeMinutes?: number;
|
|
19
|
+
minSignalTraders?: number;
|
|
20
|
+
}
|
|
21
|
+
export declare function discoverSmartFlow(opts?: FlowOptions): Promise<FlowSignal[]>;
|
|
22
|
+
//# sourceMappingURL=smart-flow.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"smart-flow.d.ts","sourceRoot":"","sources":["../../src/services/smart-flow.ts"],"names":[],"mappings":"AAMA,MAAM,WAAW,UAAU;IACzB,WAAW,EAAE,MAAM,CAAC;IACpB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE;QAAE,OAAO,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAA;KAAE,EAAE,CAAC;IAC1F,WAAW,EAAE,MAAM,CAAC;IACpB,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,QAAQ,GAAG,UAAU,GAAG,MAAM,CAAC;CAC1C;AAED,MAAM,WAAW,WAAW;IAC1B,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC3B;AAED,wBAAsB,iBAAiB,CAAC,IAAI,GAAE,WAAgB,GAAG,OAAO,CAAC,UAAU,EAAE,CAAC,CA8FrF"}
|
|
@@ -0,0 +1,91 @@
|
|
|
1
|
+
import { log } from "../utils/logger.js";
|
|
2
|
+
import { fetchWithRetry } from "../utils/fetch.js";
|
|
3
|
+
import { fetchLeaderboardPage } from "./leaderboard.js";
|
|
4
|
+
const DATA_API_BASE = "https://data-api.polymarket.com";
|
|
5
|
+
export async function discoverSmartFlow(opts = {}) {
|
|
6
|
+
const topN = opts.topN ?? 30;
|
|
7
|
+
const maxAgeMinutes = opts.maxAgeMinutes ?? 60;
|
|
8
|
+
const minSignalTraders = opts.minSignalTraders ?? 2;
|
|
9
|
+
const maxAgeMs = maxAgeMinutes * 60 * 1000;
|
|
10
|
+
log("info", `Scanning smart money flow: top ${topN} traders, last ${maxAgeMinutes}min`);
|
|
11
|
+
// Fetch top traders from leaderboard
|
|
12
|
+
const traders = await fetchLeaderboardPage("ALL", 0, topN);
|
|
13
|
+
if (traders.length === 0) {
|
|
14
|
+
log("warn", "No leaderboard traders found");
|
|
15
|
+
return [];
|
|
16
|
+
}
|
|
17
|
+
// Fetch recent activity for each trader (parallel, batched)
|
|
18
|
+
const batchSize = 5;
|
|
19
|
+
const allTrades = [];
|
|
20
|
+
for (let i = 0; i < traders.length; i += batchSize) {
|
|
21
|
+
const batch = traders.slice(i, i + batchSize);
|
|
22
|
+
const results = await Promise.all(batch.map(async (t) => {
|
|
23
|
+
try {
|
|
24
|
+
const url = `${DATA_API_BASE}/activity?user=${t.proxyWallet}&type=TRADE&limit=10`;
|
|
25
|
+
const res = await fetchWithRetry(url, { retries: 1, timeoutMs: 5_000 });
|
|
26
|
+
if (!res.ok)
|
|
27
|
+
return [];
|
|
28
|
+
const activities = await res.json();
|
|
29
|
+
return activities.map((a) => ({
|
|
30
|
+
address: t.proxyWallet,
|
|
31
|
+
name: t.userName || `Trader-${t.rank}`,
|
|
32
|
+
rank: t.rank,
|
|
33
|
+
conditionId: a.conditionId ?? "",
|
|
34
|
+
title: a.title ?? "",
|
|
35
|
+
side: a.side ?? "",
|
|
36
|
+
amount: parseFloat(a.usdcSize ?? a.size ?? "0"),
|
|
37
|
+
price: parseFloat(a.price ?? "0"),
|
|
38
|
+
timestamp: typeof a.timestamp === "number" ? a.timestamp * 1000 : new Date(a.timestamp).getTime(),
|
|
39
|
+
}));
|
|
40
|
+
}
|
|
41
|
+
catch {
|
|
42
|
+
return [];
|
|
43
|
+
}
|
|
44
|
+
}));
|
|
45
|
+
allTrades.push(...results.flat());
|
|
46
|
+
}
|
|
47
|
+
// Filter by recency
|
|
48
|
+
const now = Date.now();
|
|
49
|
+
const recentTrades = allTrades.filter((t) => t.conditionId && (now - t.timestamp) < maxAgeMs);
|
|
50
|
+
log("info", `Found ${recentTrades.length} recent trades from ${traders.length} top traders`);
|
|
51
|
+
// Group by conditionId + side
|
|
52
|
+
const groups = new Map();
|
|
53
|
+
for (const t of recentTrades) {
|
|
54
|
+
const key = `${t.conditionId}:${t.side}`;
|
|
55
|
+
const existing = groups.get(key) ?? [];
|
|
56
|
+
// Deduplicate by address
|
|
57
|
+
if (!existing.some((e) => e.address === t.address)) {
|
|
58
|
+
existing.push(t);
|
|
59
|
+
}
|
|
60
|
+
groups.set(key, existing);
|
|
61
|
+
}
|
|
62
|
+
// Build signals (only groups with >= minSignalTraders unique traders)
|
|
63
|
+
const signals = [];
|
|
64
|
+
for (const [key, trades] of groups) {
|
|
65
|
+
if (trades.length < minSignalTraders)
|
|
66
|
+
continue;
|
|
67
|
+
const totalAmount = trades.reduce((sum, t) => sum + t.amount, 0);
|
|
68
|
+
const avgPrice = trades.reduce((sum, t) => sum + t.price, 0) / trades.length;
|
|
69
|
+
const strength = trades.length >= 5 ? "strong" : trades.length >= 3 ? "moderate" : "weak";
|
|
70
|
+
signals.push({
|
|
71
|
+
conditionId: trades[0].conditionId,
|
|
72
|
+
title: trades[0].title,
|
|
73
|
+
side: trades[0].side,
|
|
74
|
+
traders: trades.map((t) => ({
|
|
75
|
+
address: t.address,
|
|
76
|
+
name: t.name,
|
|
77
|
+
amount: t.amount,
|
|
78
|
+
price: t.price,
|
|
79
|
+
rank: t.rank,
|
|
80
|
+
})),
|
|
81
|
+
totalAmount,
|
|
82
|
+
avgPrice,
|
|
83
|
+
strength,
|
|
84
|
+
});
|
|
85
|
+
}
|
|
86
|
+
// Sort by number of traders (strongest signals first)
|
|
87
|
+
signals.sort((a, b) => b.traders.length - a.traders.length);
|
|
88
|
+
log("info", `Generated ${signals.length} smart money signals`);
|
|
89
|
+
return signals;
|
|
90
|
+
}
|
|
91
|
+
//# sourceMappingURL=smart-flow.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"smart-flow.js","sourceRoot":"","sources":["../../src/services/smart-flow.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,GAAG,EAAE,MAAM,oBAAoB,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,mBAAmB,CAAC;AACnD,OAAO,EAAE,oBAAoB,EAAE,MAAM,kBAAkB,CAAC;AAExD,MAAM,aAAa,GAAG,iCAAiC,CAAC;AAkBxD,MAAM,CAAC,KAAK,UAAU,iBAAiB,CAAC,OAAoB,EAAE;IAC5D,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,IAAI,EAAE,CAAC;IAC7B,MAAM,aAAa,GAAG,IAAI,CAAC,aAAa,IAAI,EAAE,CAAC;IAC/C,MAAM,gBAAgB,GAAG,IAAI,CAAC,gBAAgB,IAAI,CAAC,CAAC;IACpD,MAAM,QAAQ,GAAG,aAAa,GAAG,EAAE,GAAG,IAAI,CAAC;IAE3C,GAAG,CAAC,MAAM,EAAE,kCAAkC,IAAI,kBAAkB,aAAa,KAAK,CAAC,CAAC;IAExF,qCAAqC;IACrC,MAAM,OAAO,GAAG,MAAM,oBAAoB,CAAC,KAAK,EAAE,CAAC,EAAE,IAAI,CAAC,CAAC;IAC3D,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACzB,GAAG,CAAC,MAAM,EAAE,8BAA8B,CAAC,CAAC;QAC5C,OAAO,EAAE,CAAC;IACZ,CAAC;IAED,4DAA4D;IAC5D,MAAM,SAAS,GAAG,CAAC,CAAC;IACpB,MAAM,SAAS,GAA0J,EAAE,CAAC;IAE5K,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,IAAI,SAAS,EAAE,CAAC;QACnD,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,GAAG,SAAS,CAAC,CAAC;QAC9C,MAAM,OAAO,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,EAAE,EAAE;YACtD,IAAI,CAAC;gBACH,MAAM,GAAG,GAAG,GAAG,aAAa,kBAAkB,CAAC,CAAC,WAAW,sBAAsB,CAAC;gBAClF,MAAM,GAAG,GAAG,MAAM,cAAc,CAAC,GAAG,EAAE,EAAE,OAAO,EAAE,CAAC,EAAE,SAAS,EAAE,KAAK,EAAE,CAAC,CAAC;gBACxE,IAAI,CAAC,GAAG,CAAC,EAAE;oBAAE,OAAO,EAAE,CAAC;gBACvB,MAAM,UAAU,GAAG,MAAM,GAAG,CAAC,IAAI,EAAE,CAAC;gBACpC,OAAO,UAAU,CAAC,GAAG,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC;oBACjC,OAAO,EAAE,CAAC,CAAC,WAAW;oBACtB,IAAI,EAAE,CAAC,CAAC,QAAQ,IAAI,UAAU,CAAC,CAAC,IAAI,EAAE;oBACtC,IAAI,EAAE,CAAC,CAAC,IAAI;oBACZ,WAAW,EAAE,CAAC,CAAC,WAAW,IAAI,EAAE;oBAChC,KAAK,EAAE,CAAC,CAAC,KAAK,IAAI,EAAE;oBACpB,IAAI,EAAE,CAAC,CAAC,IAAI,IAAI,EAAE;oBAClB,MAAM,EAAE,UAAU,CAAC,CAAC,CAAC,QAAQ,IAAI,CAAC,CAAC,IAAI,IAAI,GAAG,CAAC;oBAC/C,KAAK,EAAE,UAAU,CAAC,CAAC,CAAC,KAAK,IAAI,GAAG,CAAC;oBACjC,SAAS,EAAE,OAAO,CAAC,CAAC,SAAS,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,EAAE;iBAClG,CAAC,CAAC,CAAC;YACN,CAAC;YAAC,MAAM,CAAC;gBACP,OAAO,EAAE,CAAC;YACZ,CAAC;QACH,CAAC,CAAC,CAAC,CAAC;QACJ,SAAS,CAAC,IAAI,CAAC,GAAG,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC;IACpC,CAAC;IAED,oBAAoB;IACpB,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IACvB,MAAM,YAAY,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,IAAI,CAAC,GAAG,GAAG,CAAC,CAAC,SAAS,CAAC,GAAG,QAAQ,CAAC,CAAC;IAE9F,GAAG,CAAC,MAAM,EAAE,SAAS,YAAY,CAAC,MAAM,uBAAuB,OAAO,CAAC,MAAM,cAAc,CAAC,CAAC;IAE7F,8BAA8B;IAC9B,MAAM,MAAM,GAAG,IAAI,GAAG,EAA+B,CAAC;IACtD,KAAK,MAAM,CAAC,IAAI,YAAY,EAAE,CAAC;QAC7B,MAAM,GAAG,GAAG,GAAG,CAAC,CAAC,WAAW,IAAI,CAAC,CAAC,IAAI,EAAE,CAAC;QACzC,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,EAAE,CAAC;QACvC,yBAAyB;QACzB,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC;YACnD,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACnB,CAAC;QACD,MAAM,CAAC,GAAG,CAAC,GAAG,EAAE,QAAQ,CAAC,CAAC;IAC5B,CAAC;IAED,sEAAsE;IACtE,MAAM,OAAO,GAAiB,EAAE,CAAC;IACjC,KAAK,MAAM,CAAC,GAAG,EAAE,MAAM,CAAC,IAAI,MAAM,EAAE,CAAC;QACnC,IAAI,MAAM,CAAC,MAAM,GAAG,gBAAgB;YAAE,SAAS;QAE/C,MAAM,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;QACjE,MAAM,QAAQ,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC;QAC7E,MAAM,QAAQ,GAAG,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,MAAM,CAAC;QAE1F,OAAO,CAAC,IAAI,CAAC;YACX,WAAW,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW;YAClC,KAAK,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,KAAK;YACtB,IAAI,EAAE,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI;YACpB,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;gBAC1B,OAAO,EAAE,CAAC,CAAC,OAAO;gBAClB,IAAI,EAAE,CAAC,CAAC,IAAI;gBACZ,MAAM,EAAE,CAAC,CAAC,MAAM;gBAChB,KAAK,EAAE,CAAC,CAAC,KAAK;gBACd,IAAI,EAAE,CAAC,CAAC,IAAI;aACb,CAAC,CAAC;YACH,WAAW;YACX,QAAQ;YACR,QAAQ;SACT,CAAC,CAAC;IACL,CAAC;IAED,sDAAsD;IACtD,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IAE5D,GAAG,CAAC,MAAM,EAAE,aAAa,OAAO,CAAC,MAAM,sBAAsB,CAAC,CAAC;IAC/D,OAAO,OAAO,CAAC;AACjB,CAAC"}
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
import Database from "better-sqlite3";
|
|
2
|
+
export interface TradeOrder {
|
|
3
|
+
traderAddress: string;
|
|
4
|
+
marketSlug: string | null;
|
|
5
|
+
conditionId: string;
|
|
6
|
+
tokenId: string;
|
|
7
|
+
price: number;
|
|
8
|
+
amount: number;
|
|
9
|
+
originalAmount: number;
|
|
10
|
+
tickSize: string;
|
|
11
|
+
negRisk: boolean;
|
|
12
|
+
orderSide?: "BUY" | "SELL";
|
|
13
|
+
orderType?: "GTC" | "GTD";
|
|
14
|
+
/** Optional budget info for atomic trade+budget recording (preview mode) */
|
|
15
|
+
budget?: {
|
|
16
|
+
date: string;
|
|
17
|
+
spendAmount: number;
|
|
18
|
+
dailyLimit: number;
|
|
19
|
+
};
|
|
20
|
+
}
|
|
21
|
+
export interface TradeResult {
|
|
22
|
+
tradeId: number;
|
|
23
|
+
mode: "preview" | "live";
|
|
24
|
+
status: "simulated" | "executed" | "failed";
|
|
25
|
+
message: string;
|
|
26
|
+
}
|
|
27
|
+
export declare class TradeExecutor {
|
|
28
|
+
private db;
|
|
29
|
+
private mode;
|
|
30
|
+
private clobClient;
|
|
31
|
+
constructor(db: Database.Database, mode: "preview" | "live");
|
|
32
|
+
execute(order: TradeOrder): Promise<TradeResult>;
|
|
33
|
+
private simulateTrade;
|
|
34
|
+
private executeLiveTrade;
|
|
35
|
+
private getClobClient;
|
|
36
|
+
executeSell(order: TradeOrder): Promise<TradeResult>;
|
|
37
|
+
private recordFailedTrade;
|
|
38
|
+
cancelAllOrders(): Promise<{
|
|
39
|
+
cancelled: number;
|
|
40
|
+
}>;
|
|
41
|
+
setMode(mode: "preview" | "live"): void;
|
|
42
|
+
getMode(): string;
|
|
43
|
+
}
|
|
44
|
+
//# sourceMappingURL=trade-executor.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"trade-executor.d.ts","sourceRoot":"","sources":["../../src/services/trade-executor.ts"],"names":[],"mappings":"AAAA,OAAO,QAAQ,MAAM,gBAAgB,CAAC;AAOtC,MAAM,WAAW,UAAU;IACzB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;IAC1B,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,OAAO,CAAC;IACjB,SAAS,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IAC3B,SAAS,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;IAC1B,4EAA4E;IAC5E,MAAM,CAAC,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,WAAW,EAAE,MAAM,CAAC;QAAC,UAAU,EAAE,MAAM,CAAA;KAAE,CAAC;CACpE;AAED,MAAM,WAAW,WAAW;IAC1B,OAAO,EAAE,MAAM,CAAC;IAChB,IAAI,EAAE,SAAS,GAAG,MAAM,CAAC;IACzB,MAAM,EAAE,WAAW,GAAG,UAAU,GAAG,QAAQ,CAAC;IAC5C,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,qBAAa,aAAa;IAItB,OAAO,CAAC,EAAE;IACV,OAAO,CAAC,IAAI;IAJd,OAAO,CAAC,UAAU,CAA2B;gBAGnC,EAAE,EAAE,QAAQ,CAAC,QAAQ,EACrB,IAAI,EAAE,SAAS,GAAG,MAAM;IAG5B,OAAO,CAAC,KAAK,EAAE,UAAU,GAAG,OAAO,CAAC,WAAW,CAAC;IAOtD,OAAO,CAAC,aAAa;YA2BP,gBAAgB;YA0DhB,aAAa;IAqBrB,WAAW,CAAC,KAAK,EAAE,UAAU,GAAG,OAAO,CAAC,WAAW,CAAC;IAsB1D,OAAO,CAAC,iBAAiB;IAgBnB,eAAe,IAAI,OAAO,CAAC;QAAE,SAAS,EAAE,MAAM,CAAA;KAAE,CAAC;IAQvD,OAAO,CAAC,IAAI,EAAE,SAAS,GAAG,MAAM,GAAG,IAAI;IAKvC,OAAO,IAAI,MAAM;CAGlB"}
|