@d8x/perpetuals-sdk
Version:
Node TypeScript SDK for D8X Perpetual Futures
124 lines • 5 kB
JavaScript
;
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(/\/$/, "") + "/v3/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);
}
const chunkSize = 10;
const chunks = [];
for (let i = 0; i < ids.length; i += chunkSize) {
chunks.push(ids.slice(i, i + chunkSize));
}
const results = [];
for (const chunk of chunks) {
const res = await this.fetchPrices(chunk);
results.push(...res);
}
return results;
}
// 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 parsed = data.parsed.find(({ id }) => id.toLowerCase() == tokenIdHex[k].toLowerCase());
const emaObj = parsed?.ema_price;
const pxObj = parsed?.price;
const marketClosed = Boolean(parsed?.metadata.market_closed);
const s2 = pxObj == undefined || pxObj.price == "NaN" ? 0 : Number(pxObj.price) * Math.pow(10, pxObj.expo);
const ema = emaObj == undefined || emaObj.price == "NaN" ? 0 : Number(emaObj.price) * Math.pow(10, emaObj.expo);
const params = emaObj?.conf == undefined ? 0n : BigInt(emaObj.conf);
const conf = pxObj?.conf == undefined ? 0n : BigInt(pxObj.conf);
const info = {
s2,
ema,
s2MktClosed: marketClosed || s2 == 0 || ema == 0,
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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