@d8x/perpetuals-sdk/dist/cjs/polyMktsPxFeed.js

Node TypeScript SDK for D8X Perpetual Futures

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const d8XMath_1 = require("./d8XMath");
/**
 * PolyMktsPxFeed gets prices from the official polymarket api
 * and applies the 1+px transformation
 *
 */
class PolyMktsPxFeed {
    constructor(config) {
        this.ids = new Map();
        this.oracleEndpoint = "";
        for (let k = 0; k < config.endpoints.length; k++) {
            if (config.endpoints[k].type == "polymarket") {
                let endp = config.endpoints[k].writeEndpoints;
                this.oracleEndpoint = endp[Math.floor(Math.random() * endp.length)];
                break;
            }
        }
        if (this.oracleEndpoint == "") {
            throw Error("no polymarkets write endpoint defined in priceFeedConfig");
        }
        for (let k = 0; k < config.ids.length; k++) {
            if (config.ids[k].type == "polymarket") {
                const sym = config.ids[k].symbol;
                const idDec = PolyMktsPxFeed.hexToDecimalString(config.ids[k].id);
                const el = {
                    sym: sym,
                    id: config.ids[k].id,
                    idDec: idDec,
                };
                this.ids.set(sym, el);
            }
        }
        this.oracleEndpoint = this.oracleEndpoint.replace(/\/$/, "") + "/v2/updates/price/latest?encoding=base64&ids[]=";
    }
    isPolyMktsSym(sym) {
        return this.ids.get(sym) == undefined;
    }
    // returns index price, ema price, conf in tbps, parameters for order book
    // for the provided symbols
    async fetchPricesForSyms(syms) {
        let ids = new Array();
        for (let k = 0; k < syms.length; k++) {
            const mkt = this.ids.get(syms[k]);
            if (mkt == undefined) {
                throw new Error(`symbol not in polymarket universe: ${syms[k]}`);
            }
            ids.push(mkt.id);
        }
        return this.fetchPrices(ids);
    }
    // fetch price of the form 1+p from oracle, also fetches ema
    async fetchPrices(tokenIdHex) {
        // build query
        let query = this.oracleEndpoint + tokenIdHex[0];
        for (let k = 1; k < tokenIdHex.length; k++) {
            query += "&ids[]=" + tokenIdHex[k];
        }
        let response = await fetch(query);
        if (response.status !== 200) {
            throw new Error(`unexpected status code: ${response.status}`);
        }
        if (!response.ok) {
            throw new Error(`failed to fetch posts (${response.status}): ${response.statusText} ${query}`);
        }
        const data = await response.json();
        let res = new Array();
        for (let k = 0; k < tokenIdHex.length; k++) {
            const emaObj = data.parsed[k].ema_price;
            const pxObj = data.parsed[k].price;
            const marketClosed = data.parsed[k].metadata.market_closed;
            const px = Number(pxObj.price) * Math.pow(10, pxObj.expo);
            const ema = Number(emaObj.price) * Math.pow(10, emaObj.expo);
            const params = BigInt(emaObj.conf);
            const conf = BigInt(pxObj.conf);
            const info = {
                s2: px,
                ema: ema,
                s2MktClosed: marketClosed,
                conf: conf,
                predMktCLOBParams: params,
            };
            res.push(info);
        }
        return res;
    }
    async fetchPriceFromAPI(tokenIdDec) {
        const query = "https://clob.polymarket.com/midpoint?token_id=" + tokenIdDec;
        let response = await fetch(query);
        if (response.status !== 200) {
            throw new Error(`unexpected status code: ${response.status}`);
        }
        if (!response.ok) {
            throw new Error(`failed to fetch posts (${response.status}): ${response.statusText} ${query}`);
        }
        const data = await response.json();
        const px = Number(data.mid);
        return (0, d8XMath_1.probToPrice)(px);
    }
    static hexToDecimalString(hexString) {
        // Remove the "0x" prefix if it exists
        if (hexString.startsWith("0x")) {
            hexString = hexString.slice(2);
        }
        // Convert the hex string to a BigInt
        const bigIntValue = BigInt("0x" + hexString);
        // Convert the BigInt to a decimal string
        return bigIntValue.toString(10);
    }
}
exports.default = PolyMktsPxFeed;
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