tardis-dev 16.4.1 → 16.5.0

package/src/realtimefeeds/polymarket.ts

@@ -0,0 +1,112 @@
+import { Filter } from '../types.ts'
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase, RealTimeFeedIterable } from './realtimefeed.ts'
+
+export class PolymarketRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+  private readonly clobChannels = new Set([
+    'book',
+    'price_change',
+    'last_trade_price',
+    'best_bid_ask',
+    'tick_size_change',
+    'new_market',
+    'market_resolved'
+  ])
+  private readonly sportsChannel = 'sport_result'
+
+  protected *_getRealTimeFeeds(
+    exchange: string,
+    filters: Filter<string>[],
+    timeoutIntervalMS?: number,
+    onError?: (error: Error) => void
+  ): IterableIterator<RealTimeFeedIterable> {
+    const clobFilters: Filter<string>[] = []
+    const sportsFilters: Filter<string>[] = []
+
+    for (const filter of filters) {
+      if (this.clobChannels.has(filter.channel)) {
+        clobFilters.push(filter)
+      } else if (filter.channel === this.sportsChannel) {
+        sportsFilters.push(filter)
+      } else {
+        throw new Error(`PolymarketRealTimeFeed unsupported channel ${filter.channel}`)
+      }
+    }
+
+    if (clobFilters.length > 0) {
+      if (clobFilters.every((filter) => filter.symbols === undefined || filter.symbols.length === 0)) {
+        throw new Error('PolymarketRealTimeFeed requires explicitly specified symbols when subscribing to CLOB live feed')
+      }
+
+      yield new PolymarketClobRealTimeFeed(exchange, clobFilters, timeoutIntervalMS, onError)
+    }
+    if (sportsFilters.length > 0) {
+      yield new PolymarketSportsRealTimeFeed(exchange, sportsFilters, timeoutIntervalMS, onError)
+    }
+  }
+}
+
+export class PolymarketClobRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://ws-subscriptions-clob.polymarket.com/ws/market'
+  private readonly pongMessage = Buffer.from('{"__pong__":true}')
+
+  protected decompress = (msg: Buffer): Buffer => {
+    if (msg.toString() === 'PONG') {
+      return this.pongMessage
+    }
+    return msg
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.__pong__ === true
+  }
+
+  protected sendCustomPing = () => {
+    this.sendRaw('PING')
+  }
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    return [
+      {
+        type: 'market',
+        assets_ids: [...new Set(filters.flatMap((f) => f.symbols ?? []))],
+        initial_dump: true,
+        level: 2,
+        custom_feature_enabled: true
+      }
+    ]
+  }
+
+  protected messageIsError(message: any): boolean {
+    return typeof message.error === 'string'
+  }
+}
+
+export class PolymarketSportsRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://sports-api.polymarket.com/ws'
+  private readonly serverPingMessage = Buffer.from('{"__server_ping__":true}')
+
+  protected decompress = (msg: Buffer): Buffer => {
+    if (msg.toString() === 'ping') {
+      return this.serverPingMessage
+    }
+    return msg
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.__server_ping__ === true
+  }
+
+  protected onMessage(msg: any) {
+    if (msg.__server_ping__ === true) {
+      this.sendRaw('pong')
+    }
+  }
+
+  protected mapToSubscribeMessages(_filters: Filter<string>[]): any[] {
+    return []
+  }
+
+  protected messageIsError(message: any): boolean {
+    return typeof message.error === 'string'
+  }
+}

package/src/realtimefeeds/realtimefeed.ts

@@ -219,6 +219,16 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
     this._ws.send(JSON.stringify(msg))
   }
 
+  protected sendRaw(msg: string | Buffer) {
+    if (this._ws === undefined) {
+      return
+    }
+    if (this._ws.readyState !== WebSocket.OPEN) {
+      return
+    }
+    this._ws.send(msg)
+  }
+
   protected abstract mapToSubscribeMessages(filters: Filter<string>[]): any[]
 
   protected abstract messageIsError(message: any): boolean