Merge pull request #39 from Polymarket/feature/marketable-limit-orders

Marketable limit orders
Polymarket · Jun 27, 2022 · 2291741 · 2291741
2 parents da5aeed + c7cd5e0
commit 2291741
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Showing 6 changed files with 74 additions and 6 deletions.
diff --git a/examples/marketOrderIOC.ts b/examples/marketOrderIOC.ts
@@ -0,0 +1,51 @@
+import { ethers } from "ethers";
+import { config as dotenvConfig } from "dotenv";
+import { resolve } from "path";
+import { ApiKeyCreds, ClobClient, Side } from "../src";
+
+dotenvConfig({ path: resolve(__dirname, "../.env") });
+
+async function main() {
+    const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL);
+    const pk = new ethers.Wallet(`${process.env.PK}`);
+    const wallet = pk.connect(provider);
+    console.log(`Address: ${await wallet.getAddress()}`);
+
+    const host = process.env.CLOB_API_URL || "http://localhost:8080";
+    const creds: ApiKeyCreds = {
+        key: `${process.env.CLOB_API_KEY}`,
+        secret: `${process.env.CLOB_SECRET}`,
+        passphrase: `${process.env.CLOB_PASS_PHRASE}`,
+    };
+    const clobClient = new ClobClient(host, wallet, creds);
+
+    const NO_TOKEN = "1343197538147866997676250008839231694243646439454152539053893078719042421992"
+
+    await clobClient.postOrder(await clobClient.createLimitOrder({
+        tokenID: NO_TOKEN,
+        price: 0.4,
+        side: Side.BUY,
+        size: 200,
+    }));
+    await clobClient.postOrder(await clobClient.createLimitOrder({
+        tokenID: NO_TOKEN,
+        price: 0.45,
+        side: Side.BUY,
+        size: 250,
+    }));
+
+    // Create a IOC market sell that will match
+    const ioc_order = await clobClient.createMarketOrder({
+        tokenID: NO_TOKEN,
+        side: Side.SELL,
+        size: 500,
+        worstPrice: 0.45,
+        timeInForce: "IOC"
+    });
+    console.log(`IOC market order: `);
+    console.log(ioc_order);
+
+    console.log(await clobClient.postOrder(ioc_order));
+}
+
+main();
diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "1.0.31",
+    "version": "1.0.32",
     "contributors": [
         {
             "name": "Jonathan Amenechi",
@@ -23,7 +23,7 @@
         "@ethersproject/random": "^5.5.0",
         "@ethersproject/transactions": "^5.5.0",
         "@ethersproject/wallet": "^5.5.0",
-        "@polymarket/order-utils": "^1.2.13",
+        "@polymarket/order-utils": "^1.2.14",
         "axios": "^0.21.1",
         "commitizen": "^4.2.1",
         "cz-conventional-changelog": "^3.3.0",

diff --git a/src/order-builder/helpers.ts b/src/order-builder/helpers.ts
@@ -11,6 +11,7 @@ import {
     MarketOrderBuilder,
     MarketOrderData,
     SignatureType,
+    TimeInForce,
 } from "@polymarket/order-utils";
 import { ethers } from "ethers";
 import { OrderCreationArgs, UserMarketOrder, UserLimitOrder, MarketOrderCreationArgs, Side } from "../types";
@@ -103,6 +104,8 @@ export const buildMarketOrderCreationArgs = async (
 
     let minAmountReceived = "0"; // Default to 0
 
+    let timeInForce:TimeInForce = "FOK"
+
     if (userOrder.side === Side.BUY) {
         // market buy
         makerAsset = collateral; // Set maker asset to collateral if market buy
@@ -135,6 +138,11 @@ export const buildMarketOrderCreationArgs = async (
             minAmountReceived = ethers.utils.parseUnits(minAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString();
         }
     }
+
+    if (userOrder.timeInForce) {
+        timeInForce = userOrder.timeInForce
+    }
+
     return {
         chainID,
         exchange,
@@ -147,6 +155,7 @@ export const buildMarketOrderCreationArgs = async (
         takerAssetID,
         signatureType,
         minAmountReceived,
+        timeInForce
     };
 };
 
@@ -246,6 +255,7 @@ const buildMarketOrder = async (signer: Wallet | JsonRpcSigner, args: MarketOrde
         signature: sig,
         orderType: "market",
         minAmountReceived: args.minAmountReceived,
+        timeInForce: args.timeInForce
     };
     console.log(`Generated Market order!`);
     return orderAndSignature;

diff --git a/src/types.ts b/src/types.ts
@@ -1,3 +1,5 @@
+import { TimeInForce } from "@polymarket/order-utils";
+
 export * from "@polymarket/order-utils";
 
 export interface ApiKeyCreds {
@@ -59,6 +61,9 @@ export interface UserMarketOrder {
     // (Optional) Worst price
     // The worst price this market order can be executed at
     worstPrice?: number;
+    // (Optional) FOK (fill or kill) / IOC (immediate or cancel)
+    // Default: FOK
+    timeInForce?: TimeInForce
 }
 
 export interface OrderPayload {
@@ -92,6 +97,7 @@ export interface MarketOrderCreationArgs {
     takerAssetID?: string;
     signatureType: number;
     minAmountReceived: string;
+    timeInForce: TimeInForce
 }
 
 export interface ApiKeysResponse {

diff --git a/src/utilities.ts b/src/utilities.ts
@@ -38,6 +38,7 @@ export const marketOrderToJson = (mktOrder: MarketOrderAndSignature): any => {
         signature: mktOrder.signature,
         orderType: "market",
         minAmountReceived: mktOrder.minAmountReceived,
+        timeInForce: mktOrder.timeInForce,
     };
 };
 

diff --git a/yarn.lock b/yarn.lock
@@ -636,10 +636,10 @@
     "@nodelib/fs.scandir" "2.1.5"
     fastq "^1.6.0"
 
-"@polymarket/order-utils@^1.2.13":
-  version "1.2.13"
-  resolved "https://registry.yarnpkg.com/@polymarket/order-utils/-/order-utils-1.2.13.tgz#ddff9c6f074ce363f7d281cd74766b3ba2ede992"
-  integrity sha512-QcZb4CIS0EF0+EJbHmOiXnG0ZY2S2NVJTD+zzrNBUkMVpyy9c863LBSkZnThzUOnkQlcwljcenzwObK8zvGU4g==
+"@polymarket/order-utils@^1.2.14":
+  version "1.2.14"
+  resolved "https://registry.yarnpkg.com/@polymarket/order-utils/-/order-utils-1.2.14.tgz#279728af3dac24e2b17cdab5386034ba8281dc09"
+  integrity sha512-PbBaqwOvtUL1Ks/ZabtQpb/M8cVMR7TZqHfTOemJQbYsTPjuxwRWhyGr5BhgdnU8Dw60cXBEhBSw7b1lrCtrKw==
 
 "@types/bn.js@^4.11.3":
   version "4.11.6"