diff --git a/.commitlintrc.js b/.commitlintrc.js deleted file mode 100644 index db74d15..0000000 --- a/.commitlintrc.js +++ /dev/null @@ -1,3 +0,0 @@ -module.exports = { - extends: ["@commitlint/config-conventional"], -}; diff --git a/.env.example b/.env.example index 4c17dff..17c3bac 100644 --- a/.env.example +++ b/.env.example @@ -1,5 +1,5 @@ -RPC_URL=http://polygon-mumbai.infura.io/v3/xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx PK=xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx +CHAIN_ID= CLOB_API_KEY= CLOB_SECRET= CLOB_PASS_PHRASE= diff --git a/.eslintrc.js b/.eslintrc.js index 4f13c33..5e55288 100644 --- a/.eslintrc.js +++ b/.eslintrc.js @@ -1,24 +1,29 @@ module.exports = { - parserOptions: { - "project": "./tsconfig.json", - "tsconfigRootDir": __dirname, - "sourceType": "module" - }, - rules: { - "no-console": "off", - "no-case-declarations": "off", - "no-await-in-loop": "off", - "import/prefer-default-export": "off", - "no-underscore-dangle" : "off", - "import/no-extraneous-dependencies": "off", - "@typescript-eslint/no-explicit-any": "off", - "no-restricted-syntax": "off" - }, - root: true, - parser: '@typescript-eslint/parser', - plugins: [ - '@typescript-eslint', - ], - extends: "airbnb-base-typescript-prettier" - }; + root: true, + plugins: ["@typescript-eslint", "unused-imports"], + extends: [ + "eslint:recommended", + "plugin:@typescript-eslint/recommended", + "prettier", + ], + parserOptions: { + "project": "./tsconfig.json", + "tsconfigRootDir": __dirname, + "sourceType": "module" + }, + rules: { + "@typescript-eslint/member-ordering": "error", + "lines-between-class-members": "off", + "padding-line-between-statements": "error", + "no-unused-vars": "off", + "max-len": ["error", { code: 100 }], + "max-depth": ["error", 3], + "max-lines-per-function": "off", + "max-params": ["error", 6], + "@typescript-eslint/no-explicit-any": "off", + "@typescript-eslint/no-unused-vars": "off", + "unused-imports/no-unused-imports": "error", + "unused-imports/no-unused-vars": 0, + }, +}; \ No newline at end of file diff --git a/.github/workflows/workflow.yaml b/.github/workflows/workflow.yaml new file mode 100644 index 0000000..563adf2 --- /dev/null +++ b/.github/workflows/workflow.yaml @@ -0,0 +1,25 @@ +name: Build, Lint, and Test + +on: + push: + branches: [ main ] + pull_request: + +jobs: + build-lint-test: + name: Build, Lint, and Test + runs-on: ubuntu-20.04 + steps: + - uses: actions/checkout@v2 + - run: yarn --frozen-lockfile + - run: yarn lint + - run: yarn build + - run: yarn test + + all-jobs-pass: + name: All jobs pass + runs-on: ubuntu-20.04 + needs: + - build-lint-test + steps: + - run: echo "success" \ No newline at end of file diff --git a/.gitignore b/.gitignore index cb5e3b6..4fb6309 100644 --- a/.gitignore +++ b/.gitignore @@ -11,6 +11,7 @@ dist/ node_modules/ typechain/ scripts/ +.nyc_output/ # files .env @@ -22,4 +23,4 @@ yarn-debug.log* yarn-error.log* .DS_Store packages/tracker/main -package-lock.json +package-lock.json \ No newline at end of file diff --git a/.huskyrc b/.huskyrc deleted file mode 100644 index 2a4718c..0000000 --- a/.huskyrc +++ /dev/null @@ -1,5 +0,0 @@ -{ - "hooks": { - "commit-msg": "commitlint -E HUSKY_GIT_PARAMS" - } -} diff --git a/.npmignore b/.npmignore new file mode 100644 index 0000000..4ef58ae --- /dev/null +++ b/.npmignore @@ -0,0 +1,12 @@ +.editorconfig +.eslintignore +.eslintrc.js +.github/workflows/workflow.yaml +.prettierignore +.prettierrc.json +Makefile +tsconfig.json + +src +tests +examples \ No newline at end of file diff --git a/.prettierrc b/.prettierrc index 5fde8d4..632043b 100644 --- a/.prettierrc +++ b/.prettierrc @@ -2,7 +2,7 @@ "arrowParens": "avoid", "bracketSpacing": true, "endOfLine": "auto", - "printWidth": 120, + "printWidth": 100, "singleQuote": false, "tabWidth": 4, "trailingComma": "all" diff --git a/Makefile b/Makefile new file mode 100644 index 0000000..812f7d4 --- /dev/null +++ b/Makefile @@ -0,0 +1,22 @@ +.PHONY: build +build: + @echo "Building ts code..." + rm -rf dist + tsc --module commonjs + +.PHONY: test +test: + yarn nyc -a \ + --reporter=html \ + --reporter=text mocha './tests' \ + --require esm \ + --require jsdom-global/register \ + --require ts-node/register 'tests/**/*.test.ts' \ + --require tsconfig-paths/register \ + --timeout 10000 \ + --exit + +.PHONY: lint +lint: + @echo "Linting code..." + ./node_modules/.bin/eslint ./src --ext .js,.ts \ No newline at end of file diff --git a/README.md b/README.md index eda1f69..03e2f3c 100644 --- a/README.md +++ b/README.md @@ -18,28 +18,21 @@ const creds: ApiKeyCreds = { } // Initialize the clob client -// NOTE: the signer must be approved on the LimitOrderProtocol and OrderExecutor contracts +// NOTE: the signer must be approved on the CTFExchange contract const clobClient = new ClobClient(host, signer, creds); -// Create a limit buy order for 100 YES for 0.50c -const order = await clobClient.createLimitOrder({ +// Create a buy order for 100 YES for 0.50c +const order = await clobClient.createOrder({ tokenId: "16678291189211314787145083999015737376658799626183230671758641503291735614088", price: 0.5, side: Side.Buy, size: 100, + feeRateBps: "100", + nonce: 1, }); // Send it to the server const resp = await clobClient.postOrder(order); - -// Init a market sell of 100 YES tokens -const marketSell = await clobClient.createMarketOrder({ - tokenId: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.Sell, - size: 100, -}); - -await clobClient.postOrder(marketSell); ``` See [examples](examples/) for more information diff --git a/examples/cancelAll.ts b/examples/cancelAll.ts index 1c972ba..e82f41f 100644 --- a/examples/cancelAll.ts +++ b/examples/cancelAll.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } 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: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); // Send it to the server const resp = await clobClient.cancelAll(); diff --git a/examples/cancelOrder.ts b/examples/cancelOrder.ts index 91241e9..789b407 100644 --- a/examples/cancelOrder.ts +++ b/examples/cancelOrder.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); // Send it to the server const resp = await clobClient.cancelOrder({ diff --git a/examples/createApiKey.ts b/examples/createApiKey.ts index 40b56cc..a757347 100644 --- a/examples/createApiKey.ts +++ b/examples/createApiKey.ts @@ -1,18 +1,17 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ClobClient } from "../src"; +import { Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; - const clobClient = new ClobClient(host, wallet); + const clobClient = new ClobClient(host, chainId, wallet); console.log(`Response: `); const resp = await clobClient.createApiKey(); diff --git a/examples/deriveApiKey.ts b/examples/deriveApiKey.ts index 3774fa6..9248af6 100644 --- a/examples/deriveApiKey.ts +++ b/examples/deriveApiKey.ts @@ -1,18 +1,17 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ClobClient } from "../src"; +import { Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; - const clobClient = new ClobClient(host, wallet); + const clobClient = new ClobClient(host, chainId, wallet); console.log(`Response: `); const resp = await clobClient.deriveApiKey(); diff --git a/examples/getApiKeys.ts b/examples/getApiKeys.ts index 1c7066a..efaef76 100644 --- a/examples/getApiKeys.ts +++ b/examples/getApiKeys.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); console.log(`Response: `); const resp = await clobClient.getApiKeys(); diff --git a/examples/getLargeOrders.ts b/examples/getLargeOrders.ts index dc128dd..7e4ed62 100644 --- a/examples/getLargeOrders.ts +++ b/examples/getLargeOrders.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); const resp = await clobClient.getLargeOrders(); console.log(resp); diff --git a/examples/getLastTradePrice.ts b/examples/getLastTradePrice.ts index eece921..e5c28db 100644 --- a/examples/getLastTradePrice.ts +++ b/examples/getLastTradePrice.ts @@ -1,21 +1,22 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; - const clobClient = new ClobClient(host, wallet); + const clobClient = new ClobClient(host, chainId, wallet); console.log(`Price: `); - const resp = await clobClient.getLastTradePrice("16678291189211314787145083999015737376658799626183230671758641503291735614088"); + const resp = await clobClient.getLastTradePrice( + "16678291189211314787145083999015737376658799626183230671758641503291735614088", + ); console.log(resp); } diff --git a/examples/getMarketOrderHistory.ts b/examples/getMarketOrderHistory.ts deleted file mode 100644 index 5f666cf..0000000 --- a/examples/getMarketOrderHistory.ts +++ /dev/null @@ -1,34 +0,0 @@ -import { ethers } from "ethers"; -import { config as dotenvConfig } from "dotenv"; -import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; - -dotenvConfig({ path: resolve(__dirname, "../.env") }); - -async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${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); - - console.log(`Response: `); - const resp = await clobClient.getMarketOrderHistory(); - console.log(resp); - - // Filtered - const filteredResp = await clobClient.getMarketOrderHistory({ - market: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - }); - console.log(`Filtered: `); - console.log(filteredResp); -} - -main(); diff --git a/examples/getOpenOrders.ts b/examples/getOpenOrders.ts index 831b18a..12c7a56 100644 --- a/examples/getOpenOrders.ts +++ b/examples/getOpenOrders.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } 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: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,16 +16,15 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); const resp = await clobClient.getOpenOrders(); console.log(resp); // Filtered const filteredByMarket = await clobClient.getOpenOrders({ - market: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - } - ); + market: "16678291189211314787145083999015737376658799626183230671758641503291735614088", + }); console.log(filteredByMarket); console.log(`Done!`); } diff --git a/examples/getOrderHistory.ts b/examples/getOrderHistory.ts index 66cef08..2e44a2f 100644 --- a/examples/getOrderHistory.ts +++ b/examples/getOrderHistory.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); console.log(`Response: `); const resp = await clobClient.getOrderHistory(); diff --git a/examples/getOrderbook.ts b/examples/getOrderbook.ts index 4dbdd00..8ea1881 100644 --- a/examples/getOrderbook.ts +++ b/examples/getOrderbook.ts @@ -1,13 +1,16 @@ import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ClobClient } from "../src"; +import { Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { const host = process.env.CLOB_API_URL || "http://localhost:8080"; - const clobClient = new ClobClient(host); - const resp = await clobClient.getOrderBook("16678291189211314787145083999015737376658799626183230671758641503291735614088") + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + const clobClient = new ClobClient(host, chainId); + const resp = await clobClient.getOrderBook( + "16678291189211314787145083999015737376658799626183230671758641503291735614088", + ); console.log(resp); /* { diff --git a/examples/getPrice.ts b/examples/getPrice.ts index 4813351..0154133 100644 --- a/examples/getPrice.ts +++ b/examples/getPrice.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } 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: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,30 +16,19 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); - - const YES_TOKEN_ID="16678291189211314787145083999015737376658799626183230671758641503291735614088" - const NO_TOKEN_ID="1343197538147866997676250008839231694243646439454152539053893078719042421992" - - clobClient.getPrice( - YES_TOKEN_ID, - "buy" - ).then((price:any)=> console.log('YES', 'BUY', price)); - - clobClient.getPrice( - YES_TOKEN_ID, - "sell" - ).then((price:any)=> console.log('YES', 'SELL', price)); - - clobClient.getPrice( - NO_TOKEN_ID, - "buy" - ).then((price:any)=> console.log('NO', 'BUY', price)); - - clobClient.getPrice( - NO_TOKEN_ID, - "sell" - ).then((price:any)=> console.log('NO', 'SELL', price)); + const clobClient = new ClobClient(host, chainId, wallet, creds); + + const YES_TOKEN_ID = + "16678291189211314787145083999015737376658799626183230671758641503291735614088"; + const NO_TOKEN_ID = + "1343197538147866997676250008839231694243646439454152539053893078719042421992"; + + clobClient.getPrice(YES_TOKEN_ID, "buy").then((price: any) => console.log("YES", "BUY", price)); + clobClient + .getPrice(YES_TOKEN_ID, "sell") + .then((price: any) => console.log("YES", "SELL", price)); + clobClient.getPrice(NO_TOKEN_ID, "buy").then((price: any) => console.log("NO", "BUY", price)); + clobClient.getPrice(NO_TOKEN_ID, "sell").then((price: any) => console.log("NO", "SELL", price)); } main(); diff --git a/examples/getServerTime.ts b/examples/getServerTime.ts index 58e5ccc..bca4554 100644 --- a/examples/getServerTime.ts +++ b/examples/getServerTime.ts @@ -1,12 +1,13 @@ import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ClobClient } from "../src"; +import { Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { const host = process.env.CLOB_API_URL || "http://localhost:8080"; - const clobClient = new ClobClient(host); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + const clobClient = new ClobClient(host, chainId); console.log(`Server time: ${await clobClient.getServerTime()}`); } diff --git a/examples/getTradeHistory.ts b/examples/getTradeHistory.ts index 08338a1..6536093 100644 --- a/examples/getTradeHistory.ts +++ b/examples/getTradeHistory.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient } from "../src"; +import { ApiKeyCreds, Chain, ClobClient } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,7 +16,7 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); console.log(`Response: `); const resp = await clobClient.getTradeHistory(); diff --git a/examples/marketBuy.ts b/examples/marketBuy.ts deleted file mode 100644 index 2685244..0000000 --- a/examples/marketBuy.ts +++ /dev/null @@ -1,40 +0,0 @@ -import { ethers } from "ethers"; -import { config as dotenvConfig } from "dotenv"; -import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side } from "../src"; - -dotenvConfig({ path: resolve(__dirname, "../.env") }); - -async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${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); - - // YES: 16678291189211314787145083999015737376658799626183230671758641503291735614088 - // Create a market buy order, using 100 USDC to buy as many tokens as possible - // Note: Size in market buy is the COLLATERAL size used to initiate the buy - // While in a market sell, size is the amount of YES/NO tokens used to initiate the sell - const order = await clobClient.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.BUY, - size: 100, - }); - console.log(`Market order: `); - console.log(order); - - // Send it to the server - const resp = await clobClient.postOrder(order); - console.log(resp); - console.log(`Done!`); -} - -main(); diff --git a/examples/marketOrder.ts b/examples/marketOrder.ts deleted file mode 100644 index fc618f2..0000000 --- a/examples/marketOrder.ts +++ /dev/null @@ -1,38 +0,0 @@ -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); - - // Create a market sell order for 100 YES tokens - // YES: 16678291189211314787145083999015737376658799626183230671758641503291735614088 - const order = await clobClient.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.SELL, - size: 100, - }); - console.log(`Market order: `); - console.log(order); - - // Send it to the server - const resp = await clobClient.postOrder(order); - console.log(resp); - console.log(`Done!`); -} - -main(); diff --git a/examples/marketOrderIOC.ts b/examples/marketOrderIOC.ts deleted file mode 100644 index 9b7d2fc..0000000 --- a/examples/marketOrderIOC.ts +++ /dev/null @@ -1,71 +0,0 @@ -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: 0.1, - side: Side.SELL, - size: 100, - }), - ); - await clobClient.postOrder( - await clobClient.createLimitOrder({ - tokenID: NO_TOKEN, - price: 0.2, - side: Side.SELL, - size: 100, - }), - ); - await clobClient.postOrder( - await clobClient.createLimitOrder({ - tokenID: NO_TOKEN, - price: 0.3, - side: Side.SELL, - size: 100, - }), - ); - await clobClient.postOrder( - await clobClient.createLimitOrder({ - tokenID: NO_TOKEN, - price: 0.4, - side: Side.SELL, - size: 100, - }), - ); - - // Create a IOC market sell that will match - const ioc_order = await clobClient.createMarketOrder({ - tokenID: NO_TOKEN, - side: Side.BUY, - size: 1000, - worstPrice: 0.5, - timeInForce: "IOC", - }); - console.log(`IOC market order: `); - console.log(ioc_order); - - console.log(await clobClient.postOrder(ioc_order)); -} - -main(); diff --git a/examples/marketOrderWorstPrice.ts b/examples/marketOrderWorstPrice.ts deleted file mode 100644 index ab81d75..0000000 --- a/examples/marketOrderWorstPrice.ts +++ /dev/null @@ -1,40 +0,0 @@ -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); - - // Create a market sell order for 100 YES tokens, with a 50c worst price - // This will ensure that the market order can be executed at 50c or better - // YES: 16678291189211314787145083999015737376658799626183230671758641503291735614088 - const order = await clobClient.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.SELL, - size: 100, - worstPrice: 0.50 - }); - console.log(`Market order: `); - console.log(order); - - // Send it to the server - const resp = await clobClient.postOrder(order); - console.log(resp); - console.log(`Done!`); -} - -main(); diff --git a/examples/limitOrder.ts b/examples/order.ts similarity index 63% rename from examples/limitOrder.ts rename to examples/order.ts index 34d99f4..97c6e70 100644 --- a/examples/limitOrder.ts +++ b/examples/order.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side } from "../src"; +import { ApiKeyCreds, Chain, 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: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,23 +16,23 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); // Create a buy order for 100 YES for 0.50c // YES: 16678291189211314787145083999015737376658799626183230671758641503291735614088 - const order = await clobClient.createLimitOrder({ + const order = await clobClient.createOrder({ tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", price: 0.5, side: Side.BUY, size: 100, + feeRateBps: 100, + nonce: 1, }); - console.log(`Created Limit Order: `); - console.log(order); + console.log("Created Order", order); // Send it to the server const resp = await clobClient.postOrder(order); console.log(resp); - console.log(`Done!`); } main(); diff --git a/examples/populateOrderbook.ts b/examples/populateOrderbook.ts index 76afe27..446c5af 100644 --- a/examples/populateOrderbook.ts +++ b/examples/populateOrderbook.ts @@ -1,15 +1,14 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side } from "../src"; +import { ApiKeyCreds, Chain, ClobClient, Side } from "../src"; dotenvConfig({ path: resolve(__dirname, "../.env") }); async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -17,24 +16,28 @@ async function main() { secret: `${process.env.CLOB_SECRET}`, passphrase: `${process.env.CLOB_PASS_PHRASE}`, }; - const clobClient = new ClobClient(host, wallet, creds); + const clobClient = new ClobClient(host, chainId, wallet, creds); // YES: 16678291189211314787145083999015737376658799626183230671758641503291735614088 - const bid = await clobClient.createLimitOrder({ + const bid = await clobClient.createOrder({ tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - price: 0.40, + price: 0.4, side: Side.BUY, size: 100, + feeRateBps: 100, + nonce: 0, }); - + await clobClient.postOrder(bid); - const ask = await clobClient.createLimitOrder({ + const ask = await clobClient.createOrder({ tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - price: 0.60, + price: 0.6, side: Side.SELL, size: 100, + feeRateBps: 100, + nonce: 1, }); - + await clobClient.postOrder(ask); console.log(`Done!`); diff --git a/examples/testMultiSigMarketBuy.ts b/examples/testMultiSigMarketBuy.ts deleted file mode 100644 index 97da4e0..0000000 --- a/examples/testMultiSigMarketBuy.ts +++ /dev/null @@ -1,65 +0,0 @@ -import { ethers } from "ethers"; -import { config as dotenvConfig } from "dotenv"; -import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side, SignatureType } from "../src"; - -dotenvConfig({ path: resolve(__dirname, "../.env") }); - -async function populateBook(client: ClobClient) { - const orders = [ - { side: Side.SELL, price: 0.75, size: 100 }, - { side: Side.SELL, price: 0.5, size: 100 }, // 50 - ]; - - for (const newOrder of orders) { - await client.postOrder( - await client.createLimitOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: newOrder.side, - price: newOrder.price, - size: newOrder.size, - }), - ); - } -} - -async function market(client: ClobClient) { - await client.postOrder( - await client.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.BUY, - size: 150, - }), - ); -} - -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}`, - }; - - // Create a clob client, using the CONTRACT signature scheme - // and providing a multisig as funder address - const clobPolyClient = new ClobClient( - host, - wallet, - creds, - SignatureType.CONTRACT, - "0x5cc0c75CdB2235b453e22c9882fAa6945cD6Ec71", - ); - - await populateBook(clobPolyClient); - await market(clobPolyClient); - - console.log(`Done!`); -} - -main(); diff --git a/examples/testPolyProxyMarketBuy.ts b/examples/testPolyProxyMarketBuy.ts index 7f12f97..0b0aee3 100644 --- a/examples/testPolyProxyMarketBuy.ts +++ b/examples/testPolyProxyMarketBuy.ts @@ -1,7 +1,8 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side, SignatureType } from "../src"; +import { ApiKeyCreds, Chain, ClobClient, Side } from "../src"; +import { SignatureType } from "@polymarket/order-utils"; dotenvConfig({ path: resolve(__dirname, "../.env") }); @@ -11,33 +12,26 @@ async function populateBook(client: ClobClient) { { side: Side.BUY, price: 0.5, size: 100 }, // 50 ]; + let i = 0; for (const newOrder of orders) { await client.postOrder( - await client.createLimitOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", + await client.createOrder({ + tokenID: + "16678291189211314787145083999015737376658799626183230671758641503291735614088", side: newOrder.side, price: newOrder.price, size: newOrder.size, + feeRateBps: 100, + nonce: i++, }), ); } } -async function market(client: ClobClient) { - await client.postOrder( - await client.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.SELL, - size: 150, - }), - ); -} - 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: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -50,6 +44,7 @@ async function main() { // and providing the proxy address const clobPolyClient = new ClobClient( host, + chainId, wallet, creds, SignatureType.POLY_PROXY, @@ -57,7 +52,6 @@ async function main() { ); await populateBook(clobPolyClient); - await market(clobPolyClient); console.log(`Done!`); } diff --git a/examples/testPolyProxyMarketSell.ts b/examples/testPolyProxyMarketSell.ts index 18a2702..02e34ed 100644 --- a/examples/testPolyProxyMarketSell.ts +++ b/examples/testPolyProxyMarketSell.ts @@ -1,7 +1,8 @@ import { ethers } from "ethers"; import { config as dotenvConfig } from "dotenv"; import { resolve } from "path"; -import { ApiKeyCreds, ClobClient, Side, SignatureType } from "../src"; +import { ApiKeyCreds, Chain, ClobClient, Side } from "../src"; +import { SignatureType } from "@polymarket/order-utils"; dotenvConfig({ path: resolve(__dirname, "../.env") }); @@ -11,33 +12,26 @@ async function populateBook(client: ClobClient) { { side: Side.SELL, price: 0.5, size: 100 }, // 50 ]; + let i = 0; for (const newOrder of orders) { await client.postOrder( - await client.createLimitOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", + await client.createOrder({ + tokenID: + "16678291189211314787145083999015737376658799626183230671758641503291735614088", side: newOrder.side, price: newOrder.price, size: newOrder.size, + feeRateBps: 100, + nonce: i++, }), ); } } -async function market(client: ClobClient) { - await client.postOrder( - await client.createMarketOrder({ - tokenID: "16678291189211314787145083999015737376658799626183230671758641503291735614088", - side: Side.BUY, - size: 150, - }), - ); -} - async function main() { - const provider = new ethers.providers.JsonRpcProvider(process.env.RPC_URL); - const pk = new ethers.Wallet(`${process.env.PK}`); - const wallet = pk.connect(provider); - console.log(`Address: ${await wallet.getAddress()}`); + const wallet = new ethers.Wallet(`${process.env.PK}`); + const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain; + console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`); const host = process.env.CLOB_API_URL || "http://localhost:8080"; const creds: ApiKeyCreds = { @@ -50,6 +44,7 @@ async function main() { // and providing the proxy address const clobPolyClient = new ClobClient( host, + chainId, wallet, creds, SignatureType.POLY_PROXY, @@ -57,7 +52,6 @@ async function main() { ); await populateBook(clobPolyClient); - await market(clobPolyClient); console.log(`Done!`); } diff --git a/package.json b/package.json index a6742f6..d61d6d4 100644 --- a/package.json +++ b/package.json @@ -1,47 +1,19 @@ { "name": "@polymarket/clob-client", "description": "Typescript client for Polymarket's CLOB", - "version": "1.0.46", + "version": "1.1.0", "contributors": [ { "name": "Jonathan Amenechi", "url": "https://github.com/JonathanAmenechi" + }, + { + "name": "Rodrigo Calvo", + "url": "https://github.com/poly-rodr" } ], "main": "dist/index.js", "types": "dist/index.d.ts", - "dependencies": { - "@commitlint/cli": "^9.1.2", - "@commitlint/config-conventional": "^9.1.2", - "@ethersproject/abstract-provider": "^5.5.1", - "@ethersproject/abstract-signer": "^5.5.0", - "@ethersproject/bignumber": "^5.5.0", - "@ethersproject/constants": "^5.5.0", - "@ethersproject/contracts": "^5.5.0", - "@ethersproject/hash": "^5.5.0", - "@ethersproject/providers": "^5.5.1", - "@ethersproject/random": "^5.5.0", - "@ethersproject/transactions": "^5.5.0", - "@ethersproject/wallet": "^5.5.0", - "@polymarket/order-utils": "^1.2.15", - "axios": "^0.21.1", - "commitizen": "^4.2.1", - "cz-conventional-changelog": "^3.3.0", - "dotenv": "^8.2.0", - "eslint": "^7.11.0", - "eslint-config-airbnb-base-typescript-prettier": "^4.1.0", - "eslint-config-prettier": "^6.12.0", - "eslint-plugin-import": "^2.22.1", - "eth-sig-util": "^3.0.1", - "ethers": "^5.5.2", - "husky": "^4.3.0", - "mocha": "^10.0.0", - "prettier": "^2.1.2", - "ts-generator": "^0.1.1", - "ts-node": "^9.1.1", - "typechain": "^4.0.2", - "typescript": "^3.9.7" - }, "files": [ "/dist" ], @@ -51,13 +23,41 @@ ], "license": "MIT", "scripts": { - "w": "tsc", - "deploy": "yarn w && npm publish", - "test": "mocha --require ts-node/register test/**/*.test.ts" + "build": "make build", + "lint": "make lint", + "deploy": "yarn build && npm publish", + "test": "make test" + }, + "dependencies": { + "@polymarket/order-utils": "^1.3.0", + "axios": "^0.27.2", + "ethers": "^5.7.1" }, "devDependencies": { - "@types/chai": "^4.3.1", + "@types/chai": "^4.3.3", "@types/mocha": "^9.1.1", - "chai": "^4.3.6" + "@types/node": "^18.7.18", + "@typescript-eslint/eslint-plugin": "^5.37.0", + "@typescript-eslint/parser": "^5.37.0", + "chai": "^4.3.6", + "dotenv": "^16.0.2", + "eslint": "^8.23.1", + "eslint-config-prettier": "^8.5.0", + "eslint-config-standard-with-typescript": "^23.0.0", + "eslint-plugin-import": "^2.26.0", + "eslint-plugin-n": "^15.2.5", + "eslint-plugin-node": "^11.1.0", + "eslint-plugin-promise": "^6.0.1", + "eslint-plugin-unused-imports": "^2.0.0", + "esm": "^3.2.25", + "jsdom": "^20.0.0", + "jsdom-global": "^3.0.2", + "mocha": "^10.0.0", + "nyc": "^15.1.0", + "path": "^0.12.7", + "prettier": "^2.7.1", + "ts-mocha": "^10.0.0", + "ts-node": "^10.9.1", + "typescript": "^4.8.3" } } diff --git a/src/client.ts b/src/client.ts index da26f56..63fa196 100644 --- a/src/client.ts +++ b/src/client.ts @@ -1,13 +1,10 @@ import { Wallet } from "@ethersproject/wallet"; import { JsonRpcSigner } from "@ethersproject/providers"; -import { SignatureType } from "@polymarket/order-utils"; +import { SignatureType, SignedOrder } from "@polymarket/order-utils"; import { - LimitOrderAndSignature, - MarketOrderAndSignature, ApiKeyCreds, OrderPayload, - UserLimitOrder, - UserMarketOrder, + UserOrder, OpenOrdersResponse, Order, ApiKeysResponse, @@ -15,12 +12,12 @@ import { TradeHistory, OrderHistory, OptionalParams, - MarketOrderHistory, + Chain, } from "./types"; import { createL1Headers, createL2Headers } from "./headers"; -import { del, DELETE, GET, get, POST, post } from "./http_helpers"; +import { addQueryParamsToUrl, del, DELETE, GET, get, POST, post } from "./http-helpers"; import { L1_AUTH_UNAVAILABLE_ERROR, L2_AUTH_NOT_AVAILABLE } from "./errors"; -import { marketOrderToJson, limitOrderToJson, addQueryParamsToUrl } from "./utilities"; +import { orderToJson } from "./utilities"; import { CANCEL_ALL, CANCEL, @@ -39,13 +36,14 @@ import { DERIVE_API_KEY, GET_LAST_TRADE_PRICE, GET_LARGE_ORDERS, - MARKET_ORDER_HISTORY, } from "./endpoints"; import { OrderBuilder } from "./order-builder/builder"; export class ClobClient { readonly host: string; + readonly chainId: Chain; + // Used to perform Level 1 authentication and sign orders readonly signer?: Wallet | JsonRpcSigner; @@ -56,22 +54,27 @@ export class ClobClient { constructor( host: string, + chainId: Chain, signer?: Wallet | JsonRpcSigner, creds?: ApiKeyCreds, signatureType?: SignatureType, funderAddress?: string, ) { this.host = host.endsWith("/") ? host.slice(0, -1) : host; + this.chainId = chainId; + if (signer !== undefined) { - if (signer.provider == null || !signer.provider._isProvider) { - throw new Error("signer not connected to a provider!"); - } this.signer = signer; } if (creds !== undefined) { this.creds = creds; } - this.orderBuilder = new OrderBuilder(signer as Wallet | JsonRpcSigner, signatureType, funderAddress); + this.orderBuilder = new OrderBuilder( + signer as Wallet | JsonRpcSigner, + chainId, + signatureType, + funderAddress, + ); } // Public endpoints @@ -99,7 +102,7 @@ export class ClobClient { return get(`${this.host}${GET_LAST_TRADE_PRICE}?market=${tokenID}`); } - public async getLargeOrders(minValue: string = ""): Promise { + public async getLargeOrders(minValue = ""): Promise { return get(`${this.host}${GET_LARGE_ORDERS}?min_value=${minValue}`); } @@ -111,11 +114,18 @@ export class ClobClient { * @param optionalParams - query parameters * @returns ApiKeyCreds */ - public async createApiKey(nonce?: number, optionalParams?: OptionalParams): Promise { + public async createApiKey( + nonce?: number, + optionalParams?: OptionalParams, + ): Promise { this.canL1Auth(); const endpoint = `${this.host}${CREATE_API_KEY}`; - const headers = await createL1Headers(this.signer as Wallet | JsonRpcSigner, nonce); + const headers = await createL1Headers( + this.signer as Wallet | JsonRpcSigner, + this.chainId, + nonce, + ); const resp = await post(endpoint, headers, undefined, optionalParams); return resp; @@ -127,11 +137,18 @@ export class ClobClient { * @param optionalParams - query parameters * @returns ApiKeyCreds */ - public async deriveApiKey(nonce?: number, optionalParams?: OptionalParams): Promise { + public async deriveApiKey( + nonce?: number, + optionalParams?: OptionalParams, + ): Promise { this.canL1Auth(); const endpoint = `${this.host}${DERIVE_API_KEY}`; - const headers = await createL1Headers(this.signer as Wallet | JsonRpcSigner, nonce); + const headers = await createL1Headers( + this.signer as Wallet | JsonRpcSigner, + this.chainId, + nonce, + ); const resp = await get(endpoint, headers, undefined, optionalParams); return resp; @@ -209,24 +226,6 @@ export class ClobClient { return get(url, headers); } - public async getMarketOrderHistory(params?: FilterParams): Promise { - this.canL2Auth(); - const endpoint = MARKET_ORDER_HISTORY; - const l2HeaderArgs = { - method: GET, - requestPath: endpoint, - }; - - const headers = await createL2Headers( - this.signer as Wallet | JsonRpcSigner, - this.creds as ApiKeyCreds, - l2HeaderArgs, - ); - - const url = addQueryParamsToUrl(`${this.host}${endpoint}`, params); - return get(url, headers); - } - public async getTradeHistory(params?: FilterParams): Promise { this.canL2Auth(); @@ -246,18 +245,10 @@ export class ClobClient { return get(url, headers); } - public async createLimitOrder(userOrder: UserLimitOrder): Promise { + public async createOrder(userOrder: UserOrder): Promise { this.canL1Auth(); - const orderAndSig = await this.orderBuilder.buildLimitOrder(userOrder); - return orderAndSig; - } - - public async createMarketOrder(userOrder: UserMarketOrder): Promise { - this.canL1Auth(); - - const orderAndSig = await this.orderBuilder.buildMarketOrder(userOrder); - return orderAndSig; + return this.orderBuilder.buildOrder(userOrder); } public async getOpenOrders(params?: FilterParams): Promise { @@ -278,16 +269,10 @@ export class ClobClient { return get(url, headers); } - public async postOrder( - order: LimitOrderAndSignature | MarketOrderAndSignature, - optionalParams?: OptionalParams, - ): Promise { + public async postOrder(order: SignedOrder, optionalParams?: OptionalParams): Promise { this.canL2Auth(); const endpoint = POST_ORDER; - const orderPayload = - order.orderType === "limit" - ? limitOrderToJson(order as LimitOrderAndSignature) - : marketOrderToJson(order as MarketOrderAndSignature); + const orderPayload = orderToJson(order); const l2HeaderArgs = { method: POST, diff --git a/src/endpoints.ts b/src/endpoints.ts index ac711f9..124a60b 100644 --- a/src/endpoints.ts +++ b/src/endpoints.ts @@ -18,8 +18,6 @@ export const TRADE_HISTORY = "/trade-history"; export const ORDER_HISTORY = "/order-history"; -export const MARKET_ORDER_HISTORY = "/market-order-history"; - export const GET_ORDER = "/order/"; export const OPEN_ORDERS = "/open-orders"; diff --git a/src/errors.ts b/src/errors.ts index 0bac040..f18d9f8 100644 --- a/src/errors.ts +++ b/src/errors.ts @@ -1,3 +1,7 @@ -export const L1_AUTH_UNAVAILABLE_ERROR = new Error("Signer is needed to interact with this endpoint!"); +export const L1_AUTH_UNAVAILABLE_ERROR = new Error( + "Signer is needed to interact with this endpoint!", +); -export const L2_AUTH_NOT_AVAILABLE = new Error("API Credentials are needed to interact with this endpoint!"); +export const L2_AUTH_NOT_AVAILABLE = new Error( + "API Credentials are needed to interact with this endpoint!", +); diff --git a/src/headers/index.ts b/src/headers/index.ts index eb21e7d..d7126be 100644 --- a/src/headers/index.ts +++ b/src/headers/index.ts @@ -1,22 +1,26 @@ import { JsonRpcSigner } from "@ethersproject/providers"; import { Wallet } from "@ethersproject/wallet"; import { buildClobEip712Signature, buildPolyHmacSignature } from "../signing"; -import { ApiKeyCreds, L1PolyHeader, L2HeaderArgs, L2PolyHeader } from "../types"; +import { ApiKeyCreds, Chain, L1PolyHeader, L2HeaderArgs, L2PolyHeader } from "../types"; -export const createL1Headers = async (signer: Wallet | JsonRpcSigner, nonce?: number): Promise => { - const now = Math.floor(Date.now() / 1000); +export const createL1Headers = async ( + signer: Wallet | JsonRpcSigner, + chainId: Chain, + nonce?: number, +): Promise => { + const ts = Math.floor(Date.now() / 1000); let n = 0; // Default nonce is 0 if (nonce !== undefined) { n = nonce; } - const sig = await buildClobEip712Signature(signer, now, n); + const sig = await buildClobEip712Signature(signer, chainId, ts, n); const address = await signer.getAddress(); const headers = { POLY_ADDRESS: address, POLY_SIGNATURE: sig, - POLY_TIMESTAMP: `${now}`, + POLY_TIMESTAMP: `${ts}`, POLY_NONCE: `${n}`, }; return headers; @@ -30,7 +34,7 @@ export const createL2Headers = async ( const address = await signer.getAddress(); const ts = Math.floor(Date.now() / 1000); - const sig = await buildPolyHmacSignature( + const sig = buildPolyHmacSignature( creds.secret, ts, l2HeaderArgs.method, diff --git a/src/http-helpers/index.ts b/src/http-helpers/index.ts new file mode 100644 index 0000000..1ae9fe2 --- /dev/null +++ b/src/http-helpers/index.ts @@ -0,0 +1,94 @@ +import axios, { Method } from "axios"; +import { FilterParams } from "src/types"; + +export const GET = "GET"; +export const POST = "POST"; +export const DELETE = "DELETE"; +export const PUT = "PUT"; + +export const request = async ( + endpoint: string, + method: Method, + headers?: any, + data?: any, + params?: any, +): Promise => { + try { + const response = await axios({ method, url: endpoint, headers, data, params }); + return response; + } catch (err) { + if (axios.isAxiosError(err)) { + console.error(err); + console.error(err.response?.status); + console.error(err.response?.statusText); + console.error(err.response?.data); + return { error: err.response?.data }; + } + console.error(err); + return { error: err }; + } +}; + +export const post = async ( + endpoint: string, + headers: any, + data?: any, + params?: any, +): Promise => { + const resp = await request(endpoint, POST, headers, data, params); + return "error" in resp ? resp : resp.data; +}; + +export const get = async ( + endpoint: string, + headers?: any, + data?: any, + params?: any, +): Promise => { + const resp = await request(endpoint, GET, headers, data, params); + return "error" in resp ? resp : resp.data; +}; + +export const del = async ( + endpoint: string, + headers?: any, + data?: any, + params?: any, +): Promise => { + const resp = await request(endpoint, DELETE, headers, data, params); + return "error" in resp ? resp : resp.data; +}; + +export const buildQueryParams = (url: string, param: string, value: string): string => { + let urlWithParams = url; + const last = url.charAt(url.length - 1); + // Check the last char in the url string + // if ?, append the param directly: api.com?param=value + if (last === "?") { + urlWithParams = `${urlWithParams}${param}=${value}`; + } else { + // else append "&" then the param: api.com?param1=value1¶m2=value2 + urlWithParams = `${urlWithParams}&${param}=${value}`; + } + return urlWithParams; +}; + +export const addQueryParamsToUrl = (baseUrl: string, params?: FilterParams): string => { + let url = baseUrl; + if (params !== undefined) { + url = `${url}?`; + if (params.market !== undefined) { + url = buildQueryParams(url, "market", params.market as string); + } + if (params.max !== undefined) { + url = buildQueryParams(url, "max", `${params.max}`); + } + if (params.startTs !== undefined) { + url = buildQueryParams(url, "startTs", `${params.startTs}`); + } + if (params.endTs !== undefined) { + url = buildQueryParams(url, "endTs", `${params.endTs}`); + } + } + return url; +}; diff --git a/src/http_helpers/index.ts b/src/http_helpers/index.ts deleted file mode 100644 index af060e3..0000000 --- a/src/http_helpers/index.ts +++ /dev/null @@ -1,44 +0,0 @@ -import axios, { Method } from "axios"; - -export const GET = "GET"; -export const POST = "POST"; -export const DELETE = "DELETE"; -export const PUT = "PUT"; - -export const request = async ( - endpoint: string, - method: Method, - headers?: any, - data?: any, - params?: any, -): Promise => { - try { - const response = await axios({ method, url: endpoint, headers, data, params }); - return response; - } catch (err) { - if (axios.isAxiosError(err)) { - console.error(err); - console.error(err.response?.status); - console.error(err.response?.statusText); - console.error(err.response?.data); - return { error: err.response?.data }; - } - console.error(err); - return { error: err }; - } -}; - -export const post = async (endpoint: string, headers: any, data?: any, params?: any): Promise => { - const resp = await request(endpoint, POST, headers, data, params); - return "error" in resp ? resp : resp.data; -}; - -export const get = async (endpoint: string, headers?: any, data?: any, params?: any): Promise => { - const resp = await request(endpoint, GET, headers, data, params); - return "error" in resp ? resp : resp.data; -}; - -export const del = async (endpoint: string, headers?: any, data?: any, params?: any): Promise => { - const resp = await request(endpoint, DELETE, headers, data, params); - return "error" in resp ? resp : resp.data; -}; diff --git a/src/index.ts b/src/index.ts index 5771eda..0f94059 100644 --- a/src/index.ts +++ b/src/index.ts @@ -1,3 +1,3 @@ export * from "./client"; export * from "./types"; -export * from "./order-builder" +export * from "./order-builder"; diff --git a/src/order-builder/builder.ts b/src/order-builder/builder.ts index c814333..1670e99 100644 --- a/src/order-builder/builder.ts +++ b/src/order-builder/builder.ts @@ -1,13 +1,15 @@ import { Wallet } from "@ethersproject/wallet"; import { JsonRpcSigner } from "@ethersproject/providers"; -import { LimitOrderAndSignature, MarketOrderAndSignature, SignatureType } from "@polymarket/order-utils"; -import { createLimitOrder, createMarketOrder } from "./helpers"; -import { UserLimitOrder, UserMarketOrder } from "../types"; +import { SignedOrder, SignatureType } from "@polymarket/order-utils"; +import { createOrder } from "./helpers"; +import { Chain, UserOrder } from "../types"; export class OrderBuilder { readonly signer: Wallet | JsonRpcSigner; - // Signature type used sign Limit and Market orders, defaults to EOA type + readonly chainId: Chain; + + // Signature type used sign orders, defaults to EOA type readonly signatureType: SignatureType; // Address which holds funds to be used. @@ -15,23 +17,28 @@ export class OrderBuilder { // If not provided, funderAddress is the signer address readonly funderAddress?: string; - constructor(signer: Wallet | JsonRpcSigner, signatureType?: SignatureType, funderAddress?: string) { + constructor( + signer: Wallet | JsonRpcSigner, + chainId: Chain, + signatureType?: SignatureType, + funderAddress?: string, + ) { this.signer = signer; + this.chainId = chainId; this.signatureType = signatureType === undefined ? SignatureType.EOA : signatureType; this.funderAddress = funderAddress; } /** - * Generate and sign a limit order - */ - public async buildLimitOrder(userOrder: UserLimitOrder): Promise { - return createLimitOrder(this.signer, this.signatureType, this.funderAddress, userOrder); - } - - /** - * + * Generate and sign a order */ - public async buildMarketOrder(userOrder: UserMarketOrder): Promise { - return createMarketOrder(this.signer, this.signatureType, this.funderAddress, userOrder); + public async buildOrder(userOrder: UserOrder): Promise { + return createOrder( + this.signer, + this.chainId, + this.signatureType, + this.funderAddress, + userOrder, + ); } } diff --git a/src/order-builder/constants.ts b/src/order-builder/constants.ts deleted file mode 100644 index d94447e..0000000 --- a/src/order-builder/constants.ts +++ /dev/null @@ -1,2 +0,0 @@ -export const COLLATERAL_TOKEN_DECIMALS = 6; -export const CONDITIONAL_TOKEN_DECIMALS = 6; diff --git a/src/order-builder/helpers.ts b/src/order-builder/helpers.ts index 6fb4f23..91fd536 100644 --- a/src/order-builder/helpers.ts +++ b/src/order-builder/helpers.ts @@ -1,359 +1,128 @@ import { JsonRpcSigner } from "@ethersproject/providers"; import { Wallet } from "@ethersproject/wallet"; +import { parseUnits } from "ethers/lib/utils"; import { - ClobContracts, - EthersProviderConnector, + ExchangeOrderBuilder, getContracts, - LimitOrderAndSignature, - LimitOrderBuilder, - LimitOrderData, - MarketOrderAndSignature, - MarketOrderBuilder, - MarketOrderData, + OrderData, SignatureType, - TimeInForce, + SignedOrder, + Side as UtilsSide, + COLLATERAL_TOKEN_DECIMALS, + CONDITIONAL_TOKEN_DECIMALS, } from "@polymarket/order-utils"; -import { ethers } from "ethers"; -import { OrderCreationArgs, UserMarketOrder, UserLimitOrder, MarketOrderCreationArgs, Side } from "../types"; -import { COLLATERAL_TOKEN_DECIMALS, CONDITIONAL_TOKEN_DECIMALS } from "./constants"; -import { getJsonRpcSigner } from "./utils"; -import { roundDown, roundUp } from "../utilities" +import { UserOrder, Side, Chain } from "../types"; +import { roundDown } from "../utilities"; /** - * Translate simple user order to args used to generate LimitOrders + * Translate simple user order to args used to generate Orders */ -export const buildLimitOrderCreationArgs = async ( +export const buildOrderCreationArgs = async ( signer: string, maker: string, - chainID: number, - exchange: string, - executor: string, - collateral: string, - conditional: string, signatureType: SignatureType, - userOrder: UserLimitOrder, -): Promise => { - let makerAsset: string; - let takerAsset: string; - - let makerAssetID: string | undefined; - let takerAssetID: string | undefined; - + userOrder: UserOrder, +): Promise => { let makerAmount: string; let takerAmount: string; - const price = userOrder.price as number; + let side: UtilsSide; if (userOrder.side === Side.BUY) { - makerAsset = collateral; - takerAsset = conditional; - makerAssetID = undefined; - takerAssetID = userOrder.tokenID; + side = UtilsSide.BUY; // force 2 decimals places const rawTakerAmt = roundDown(userOrder.size, 2); const rawPrice = roundDown(userOrder.price, 2); - const rawMakerAmt = roundDown(rawTakerAmt*rawPrice, 4) - makerAmount = ethers.utils.parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); - takerAmount = ethers.utils.parseUnits(rawTakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString(); + const rawMakerAmt = roundDown(rawTakerAmt * rawPrice, 4); + + makerAmount = parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); + takerAmount = parseUnits(rawTakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString(); } else { - makerAsset = conditional; - takerAsset = collateral; - makerAssetID = userOrder.tokenID; - takerAssetID = undefined; + side = UtilsSide.SELL; + const rawMakerAmt = roundDown(userOrder.size, 2); - makerAmount = ethers.utils.parseUnits(rawMakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString(); const rawPrice = roundDown(userOrder.price, 2); const rawTakerAmt = roundDown(rawPrice * rawMakerAmt, 4); - takerAmount = ethers.utils.parseUnits(rawTakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); - } - - return { - chainID, - exchange, - executor, - signer, - maker, - makerAsset, - makerAmount, - makerAssetID, - takerAsset, - takerAmount, - takerAssetID, - signatureType, - }; -}; - -/** - * Translate simple user order to args used to generate MarketOrders - */ -export const buildMarketOrderCreationArgs = async ( - signer: string, - maker: string, - chainID: number, - exchange: string, - collateral: string, - conditional: string, - signatureType: SignatureType, - userOrder: UserMarketOrder, -): Promise => { - let makerAsset: string; - let takerAsset: string; - let makerAssetID: string | undefined; - let takerAssetID: string | undefined; - - let makerAmount: string; - - let minAmountReceived = "0"; // Default to 0 - - let timeInForce: TimeInForce = "FOK"; - if (userOrder.timeInForce) { - timeInForce = userOrder.timeInForce; + makerAmount = parseUnits(rawMakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString(); + takerAmount = parseUnits(rawTakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); } - if (userOrder.side === Side.BUY) { - // market buy - makerAsset = collateral; // Set maker asset to collateral if market buy - takerAsset = conditional; // taker Asset to ConditionalToken - makerAssetID = undefined; - takerAssetID = userOrder.tokenID; - - if (timeInForce === "IOC") { - // force 2 decimals places - const rawMakerAmt = roundDown(roundDown(userOrder.size, 2) * roundUp(userOrder.worstPrice!, 2), 4); // here now - makerAmount = ethers.utils.parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); - - // Calculate minimum amount received - const roundedSize = roundDown(userOrder.size, 2).toString(); - minAmountReceived = ethers.utils.parseUnits(roundedSize, COLLATERAL_TOKEN_DECIMALS).toString(); - } else { - const roundedMakerAmt = roundDown(userOrder.size, 2).toString(); - makerAmount = ethers.utils.parseUnits(roundedMakerAmt, COLLATERAL_TOKEN_DECIMALS).toString(); + let taker; + if (typeof userOrder.taker !== "undefined" && userOrder.taker) { + taker = userOrder.taker; + } else { + taker = "0x0000000000000000000000000000000000000000"; + } - // Calculate minimum amount received - if (userOrder.worstPrice !== undefined) { - const worstPrice = roundUp(userOrder.worstPrice as number, 2); - const minAmt = roundDown(roundDown(userOrder.size, 2) / worstPrice, 2); - minAmountReceived = ethers.utils.parseUnits(minAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); - } - } + let feeRateBps; + if (typeof userOrder.feeRateBps !== "undefined" && userOrder.feeRateBps) { + feeRateBps = userOrder.feeRateBps.toString(); } else { - // market sell - makerAsset = conditional; - takerAsset = collateral; - makerAssetID = userOrder.tokenID; - takerAssetID = undefined; - const roundedMakerAmt = roundDown(userOrder.size, 2).toString(); - makerAmount = ethers.utils.parseUnits(roundedMakerAmt, CONDITIONAL_TOKEN_DECIMALS).toString(); + feeRateBps = "0"; + } - // Calculate minimum amount received - if (userOrder.worstPrice !== undefined) { - const worstPrice = userOrder.worstPrice as number; - const minAmt = roundDown((userOrder.size * worstPrice), 2); - minAmountReceived = ethers.utils.parseUnits(minAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString(); // think through rounding directions and make sure the are the correct direction - } + let nonce; + if (typeof userOrder.nonce !== "undefined" && userOrder.nonce) { + nonce = userOrder.nonce.toString(); + } else { + nonce = "0"; } return { - chainID, - exchange, - signer, maker, - makerAsset, + taker, + tokenId: userOrder.tokenID, makerAmount, - makerAssetID, - takerAsset, - takerAssetID, + takerAmount, + side, + feeRateBps, + nonce, + signer, + expiration: (userOrder.expiration || 0).toString(), signatureType, - minAmountReceived, - timeInForce, - }; + } as OrderData; }; /** - * Generate and sign a limit order - * - * @param signer - * @param makerAmount - * @param takerAmount - * @param makerAssetType - * @param takerAssetType - * @param makerAssetID - * @param takerAssetID - * @returns - */ -const buildOrder = async (signer: Wallet | JsonRpcSigner, args: OrderCreationArgs): Promise => { - console.log(`Building Limit order signed by: ${args.maker}...`); - const jsonRpcSigner = await getJsonRpcSigner(signer, args.chainID); - const connector = new EthersProviderConnector(jsonRpcSigner); - - const limitOrderBuilder = new LimitOrderBuilder(args.exchange, args.chainID, connector); - - const limitOrderData: LimitOrderData = { - exchangeAddress: args.exchange, - makerAssetAddress: args.makerAsset, - takerAssetAddress: args.takerAsset, - makerAddress: args.maker, - takerAddress: args.executor, - makerAmount: args.makerAmount, - takerAmount: args.takerAmount, - signer: args.signer, - sigType: args.signatureType, - }; - - if (args.makerAssetID !== undefined) { - limitOrderData.makerAssetID = args.makerAssetID; - } - - if (args.takerAssetID !== undefined) { - limitOrderData.takerAssetID = args.takerAssetID; - } - // Create order - const limitOrder = limitOrderBuilder.buildLimitOrder(limitOrderData); - - // And sign it with the maker address - const limitOrderTypedData = limitOrderBuilder.buildLimitOrderTypedData(limitOrder); - const address = await jsonRpcSigner.getAddress(); - const limitOrderSignature = await limitOrderBuilder.buildOrderSignature(address, limitOrderTypedData); - - const orderAndSignature: LimitOrderAndSignature = { - order: limitOrder, - signature: limitOrderSignature, - orderType: "limit", - }; - - return orderAndSignature; -}; -/** + * Generate and sign a order * * @param signer - * @param args + * @param contractAddress ctf exchange contract address + * @param chainId + * @param OrderData + * @returns SignedOrder */ -const buildMarketOrder = async (signer: Wallet | JsonRpcSigner, args: MarketOrderCreationArgs): Promise => { - console.log(`Building Market order signed by: ${args.maker}...`); - const jsonRpcSigner = await getJsonRpcSigner(signer, args.chainID); - const connector = new EthersProviderConnector(jsonRpcSigner); - - const marketOrderBuilder = new MarketOrderBuilder(args.exchange, args.chainID, connector); - - const marketOrderData: MarketOrderData = { - exchangeAddress: args.exchange, - makerAssetAddress: args.makerAsset, - takerAssetAddress: args.takerAsset, - makerAddress: args.maker, - makerAmount: args.makerAmount, - signer: args.signer, - sigType: args.signatureType, - }; - - if (args.makerAssetID !== undefined) { - marketOrderData.makerAssetID = args.makerAssetID; - } - - if (args.takerAssetID !== undefined) { - marketOrderData.takerAssetID = args.takerAssetID; - } - // Create order - const marketOrder = marketOrderBuilder.buildMarketOrder(marketOrderData); - - // And sign it with the maker address - const typedData = marketOrderBuilder.buildOrderTypedData(marketOrder); - const address = await jsonRpcSigner.getAddress(); - const sig = await marketOrderBuilder.buildOrderSignature(address, typedData); - - const orderAndSignature: MarketOrderAndSignature = { - order: marketOrder, - signature: sig, - orderType: "market", - minAmountReceived: args.minAmountReceived, - timeInForce: args.timeInForce, - }; - console.log(`Generated Market order!`); - return orderAndSignature; +export const buildOrder = async ( + signer: Wallet | JsonRpcSigner, + contractAddress: string, + chainId: number, + orderData: OrderData, +): Promise => { + const cTFExchangeOrderBuilder = new ExchangeOrderBuilder(contractAddress, chainId, signer); + + return cTFExchangeOrderBuilder.buildSignedOrder(orderData); }; -const getSigner = (eoa: string, makerAddress: string, sigType: number): string => { - switch (sigType) { - case SignatureType.EOA: - // signer is always the EOA address for EOA sigs - return eoa; - case SignatureType.CONTRACT: - // signer is the contract address/ funder address - return makerAddress; - case SignatureType.POLY_PROXY: - // signer is the eoa - return eoa; - case SignatureType.POLY_GNOSIS_SAFE: - // signer is the eoa - return eoa; - default: - throw new Error("invalid signature type"); - } -}; - -export const createLimitOrder = async ( +export const createOrder = async ( eoaSigner: Wallet | JsonRpcSigner, + chainId: Chain, signatureType: SignatureType, funderAddress: string | undefined, - userOrder: UserLimitOrder, -): Promise => { - const chainID = await eoaSigner.getChainId(); + userOrder: UserOrder, +): Promise => { const eoaSignerAddress = await eoaSigner.getAddress(); - // If funder address is not given, use the signer address - const maker = funderAddress === undefined ? eoaSignerAddress : funderAddress; - const signerAddress = getSigner(eoaSignerAddress, maker, signatureType); - - const clobContracts: ClobContracts = getContracts(chainID); - const exchange = clobContracts.Exchange; - const executor = clobContracts.Executor; - const collateral = clobContracts.Collateral; - const conditional = clobContracts.Conditional; - - const orderArgs = await buildLimitOrderCreationArgs( - signerAddress, - maker, - chainID, - exchange, - executor, - collateral, - conditional, - signatureType, - userOrder, - ); - const orderAndSig = await buildOrder(eoaSigner, orderArgs); - console.log(`Generated limit order!`); - return orderAndSig; -}; -export const createMarketOrder = async ( - eoaSigner: Wallet | JsonRpcSigner, - signatureType: SignatureType, - funderAddress: string | undefined, - userMarketOrder: UserMarketOrder, -): Promise => { - const chainID = await eoaSigner.getChainId(); - const eoaSignerAddress = await eoaSigner.getAddress(); // If funder address is not given, use the signer address const maker = funderAddress === undefined ? eoaSignerAddress : funderAddress; - const signerAddress = getSigner(eoaSignerAddress, maker, signatureType); - - const clobContracts: ClobContracts = getContracts(chainID); - const exchange = clobContracts.Exchange; - const collateral = clobContracts.Collateral; - const conditional = clobContracts.Conditional; + const clobContracts = getContracts(chainId); - const marketOrderArgs = await buildMarketOrderCreationArgs( - signerAddress, + const orderData = await buildOrderCreationArgs( + eoaSignerAddress, maker, - chainID, - exchange, - collateral, - conditional, signatureType, - userMarketOrder, + userOrder, ); - - const marketOrderAndSig = await buildMarketOrder(eoaSigner, marketOrderArgs); - return marketOrderAndSig; + return buildOrder(eoaSigner, clobContracts.Exchange, chainId, orderData); }; diff --git a/src/order-builder/index.ts b/src/order-builder/index.ts index 3b5f556..0873f75 100644 --- a/src/order-builder/index.ts +++ b/src/order-builder/index.ts @@ -1,2 +1 @@ export * from "./builder"; -export * from "./utils"; diff --git a/src/order-builder/utils.ts b/src/order-builder/utils.ts deleted file mode 100644 index 29f60a7..0000000 --- a/src/order-builder/utils.ts +++ /dev/null @@ -1,10 +0,0 @@ -import { getSignerFromWallet } from "@polymarket/order-utils"; -import { JsonRpcProvider, JsonRpcSigner } from "@ethersproject/providers"; -import { Wallet } from "@ethersproject/wallet"; - -export const getJsonRpcSigner = async (signer: Wallet | JsonRpcSigner, chainID: number): Promise => { - if (signer instanceof Wallet) { - return getSignerFromWallet(signer, chainID, signer.provider as JsonRpcProvider); - } - return signer; -}; diff --git a/src/signing/eip712.ts b/src/signing/eip712.ts index e7a43b1..6645d8a 100644 --- a/src/signing/eip712.ts +++ b/src/signing/eip712.ts @@ -1,7 +1,7 @@ -/* eslint-disable import/no-extraneous-dependencies */ import { Wallet } from "@ethersproject/wallet"; import { JsonRpcSigner } from "@ethersproject/providers"; import { MSG_TO_SIGN } from "./constants"; +import { Chain } from "src/types"; /** * Builds the canonical Polymarket CLOB EIP712 signature @@ -11,17 +11,17 @@ import { MSG_TO_SIGN } from "./constants"; */ export const buildClobEip712Signature = async ( signer: Wallet | JsonRpcSigner, + chainId: Chain, timestamp: number, nonce: number, ): Promise => { const address = await signer.getAddress(); - const chainID = await signer.getChainId(); const ts = `${timestamp}`; const domain = { name: "ClobAuthDomain", version: "1", - chainId: chainID, + chainId: chainId, }; const types = { diff --git a/src/signing/hmac.ts b/src/signing/hmac.ts index 589c0ad..e275f83 100644 --- a/src/signing/hmac.ts +++ b/src/signing/hmac.ts @@ -12,13 +12,13 @@ function replaceAll(s: string, search: string, replace: string) { * @param passphrase * @returns string */ -export const buildPolyHmacSignature = async ( +export const buildPolyHmacSignature = ( secret: string, timestamp: number, method: string, requestPath: string, body?: string, -): Promise => { +): string => { let message = timestamp + method + requestPath; if (body !== undefined) { message += body; diff --git a/src/types.ts b/src/types.ts index 7a88c9f..26c7d7d 100644 --- a/src/types.ts +++ b/src/types.ts @@ -1,7 +1,3 @@ -import { MarketOrder, TimeInForce } from "@polymarket/order-utils"; - -export * from "@polymarket/order-utils"; - export interface ApiKeyCreds { key: string; secret: string; @@ -36,70 +32,53 @@ export enum Side { SELL = "sell", } -// Simplified Limit order for users -export interface UserLimitOrder { - // TokenID of the Conditional token asset being traded +// Simplified order for users +export interface UserOrder { + /** + * TokenID of the Conditional token asset being traded + */ tokenID: string; - // Price used to create the limit order + + /** + * Price used to create the order + */ price: number; - // Size in terms of the ConditionalToken - size: number; - // Side of the Limit order - side: Side; -} -// Simplified Market order for users -export interface UserMarketOrder { - // TokenID of the Conditional token asset being traded - tokenID: string; - // Size - // If market buy, this is in terms of the Collateral( i.e USDC) - // If market sell, this is in terms of the Conditional token( i.e YES/NO token) + /** + * Size in terms of the ConditionalToken + */ size: number; - // Side of the Market order + + /** + * Side of the order + */ side: Side; - // (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; + + /** + * Fee rate, in basis points, charged to the order maker, charged on proceeds + */ + feeRateBps?: number; + + /** + * Nonce used for onchain cancellations + */ + nonce?: number; + + /** + * Timestamp after which the order is expired. + */ + expiration?: number; + + /** + * Address of the order taker. The zero address is used to indicate a public order + */ + taker?: string; } export interface OrderPayload { orderID: string; } -export interface OrderCreationArgs { - chainID: number; - exchange: string; - executor: string; - signer: string; - maker: string; - makerAsset: string; - makerAmount: string; - makerAssetID?: string; - takerAsset: string; - takerAmount: string; - takerAssetID?: string; - signatureType: number; -} - -export interface MarketOrderCreationArgs { - chainID: number; - exchange: string; - signer: string; - maker: string; - makerAsset: string; - makerAmount: string; - makerAssetID?: string; - takerAsset: string; - takerAssetID?: string; - signatureType: number; - minAmountReceived: string; - timeInForce: TimeInForce; -} - export interface ApiKeysResponse { apiKeys: ApiKeyCreds[]; } @@ -137,6 +116,7 @@ export interface Trade { tradeID: string; market: string; timestamp: string; + // TODO: re-define marketOrderID: string; limitOrderIDs: string[]; filledAmount: string; @@ -153,8 +133,9 @@ export interface OrderHistory { history: Order[]; } -export interface MarketOrderHistory { - history: MarketOrder[]; -} - export type OptionalParams = { [query: string]: string }; + +export enum Chain { + POLYGON = 137, + MUMBAI = 80001, +} diff --git a/src/utilities.ts b/src/utilities.ts index d470b1e..7fc0bcd 100644 --- a/src/utilities.ts +++ b/src/utilities.ts @@ -1,89 +1,37 @@ -import { LimitOrderAndSignature, MarketOrderAndSignature } from "@polymarket/order-utils"; -import { FilterParams } from "./types"; +import { Side as UtilsSide, SignedOrder } from "@polymarket/order-utils"; -export const limitOrderToJson = (order: LimitOrderAndSignature): any => { +export const orderToJson = (order: SignedOrder): any => { + let side = ""; + if (order.side == UtilsSide.BUY) { + side = "buy"; + } else { + side = "sell"; + } return { - order: { - salt: parseInt(order.order.salt, 10), - makerAsset: order.order.makerAsset, - takerAsset: order.order.takerAsset, - makerAssetData: order.order.makerAssetData, - takerAssetData: order.order.takerAssetData, - getMakerAmount: order.order.getMakerAmount, - getTakerAmount: order.order.getTakerAmount, - predicate: order.order.predicate, - permit: order.order.permit, - interaction: order.order.interaction, - signer: order.order.signer, - sigType: order.order.sigType, - }, + salt: parseInt(order.salt, 10), + maker: order.maker, + signer: order.signer, + taker: order.taker, + tokenId: order.tokenId, + makerAmount: order.makerAmount, + takerAmount: order.takerAmount, + side, + expiration: order.expiration, + nonce: order.nonce, + feeRateBps: order.feeRateBps, + signatureType: order.signatureType, signature: order.signature, - orderType: "limit", - }; -}; - -export const marketOrderToJson = (mktOrder: MarketOrderAndSignature): any => { - return { - order: { - salt: parseInt(mktOrder.order.salt, 10), - maker: mktOrder.order.maker, - makerAsset: mktOrder.order.makerAsset, - makerAmount: mktOrder.order.makerAmount, - makerAssetID: mktOrder.order.makerAssetID, - takerAsset: mktOrder.order.takerAsset, - takerAssetID: mktOrder.order.takerAssetID, - signer: mktOrder.order.signer, - sigType: mktOrder.order.sigType, - }, - signature: mktOrder.signature, - orderType: "market", - minAmountReceived: mktOrder.minAmountReceived, - timeInForce: mktOrder.timeInForce, }; }; -const buildQueryParams = (url: string, param: string, value: string): string => { - let urlWithParams = url; - const last = url.charAt(url.length - 1); - // Check the last char in the url string - // if ?, append the param directly: api.com?param=value - if (last === "?") { - urlWithParams = `${urlWithParams}${param}=${value}`; - } else { - // else append "&" then the param: api.com?param1=value1¶m2=value2 - urlWithParams = `${urlWithParams}&${param}=${value}`; - } - return urlWithParams; -}; - -export const addQueryParamsToUrl = (baseUrl: string, params?: FilterParams): string => { - let url = baseUrl; - if (params !== undefined) { - url = `${url}?`; - if (params.market !== undefined) { - url = buildQueryParams(url, "market", params.market as string); - } - if (params.max !== undefined) { - url = buildQueryParams(url, "max", `${params.max}`); - } - if (params.startTs !== undefined) { - url = buildQueryParams(url, "startTs", `${params.startTs}`); - } - if (params.endTs !== undefined) { - url = buildQueryParams(url, "endTs", `${params.endTs}`); - } - } - return url; -}; - export const roundNormal = (num: number, decimals: number): number => { - return Math.round((num + Number.EPSILON) * (10**decimals)) / (10**decimals) -} + return Math.round((num + Number.EPSILON) * 10 ** decimals) / 10 ** decimals; +}; export const roundDown = (num: number, decimals: number): number => { - return Math.floor(num * (10**decimals)) / (10**decimals) -} + return Math.floor(num * 10 ** decimals) / 10 ** decimals; +}; export const roundUp = (num: number, decimals: number): number => { - return Math.ceil(num * (10**decimals)) / (10**decimals) -} + return Math.ceil(num * 10 ** decimals) / 10 ** decimals; +}; diff --git a/test/helpers.test.ts b/test/helpers.test.ts deleted file mode 100644 index dda0e86..0000000 --- a/test/helpers.test.ts +++ /dev/null @@ -1,28 +0,0 @@ -import "mocha"; -import { expect } from "chai"; -import { buildLimitOrderCreationArgs } from "../src/order-builder/helpers" -import { UserLimitOrder, Side, SignatureType, OrderCreationArgs } from "../src/types" - -describe("helpers", () => { - it("correctly rounds price amounts for validity buy", async () => { - const limitOrder: UserLimitOrder = { - tokenID: "123", - price: 0.56, - size: 21.04, - side: Side.BUY - } - const limitOrderCreationArgs: OrderCreationArgs = await buildLimitOrderCreationArgs("", "", 0, "", "", "", "", SignatureType.EOA, limitOrder) - expect(Number(limitOrderCreationArgs.makerAmount) / Number(limitOrderCreationArgs.takerAmount)).to.equal(0.56) - }); - - it("correctly rounds price amounts for validity sell", async () => { - const limitOrder: UserLimitOrder = { - tokenID: "123", - price: 0.56, - size: 21.04, - side: Side.SELL - } - const limitOrderCreationArgs: OrderCreationArgs = await buildLimitOrderCreationArgs("", "", 0, "", "", "", "",SignatureType.EOA, limitOrder) - expect(Number(limitOrderCreationArgs.takerAmount)/Number(limitOrderCreationArgs.makerAmount)).to.equal(0.56) - }) -}) \ No newline at end of file diff --git a/tests/headers/index.test.ts b/tests/headers/index.test.ts new file mode 100644 index 0000000..9474c17 --- /dev/null +++ b/tests/headers/index.test.ts @@ -0,0 +1,83 @@ +import "mocha"; +import { expect } from "chai"; +import { createL1Headers, createL2Headers } from "../../src/headers/index"; +import { Wallet } from "ethers"; +import { ApiKeyCreds, Chain } from "../../src/types"; + +describe("headers", () => { + let chainId = Chain.MUMBAI; + let wallet: Wallet; + let creds: ApiKeyCreds; + beforeEach(() => { + // publicly known private key + const privateKey = "0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80"; + wallet = new Wallet(privateKey); + + creds = { + key: "000000000-0000-0000-0000-000000000000", + passphrase: "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", + secret: "AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA=", + }; + }); + + describe("createL1Headers", async () => { + it("no nonce", async () => { + const l1Headers = await createL1Headers(wallet, chainId); + expect(l1Headers).not.null; + expect(l1Headers).not.undefined; + + expect(l1Headers.POLY_ADDRESS).equal(wallet.address); + expect(l1Headers.POLY_SIGNATURE).not.empty; + expect(l1Headers.POLY_TIMESTAMP).not.empty; + expect(parseInt(l1Headers.POLY_TIMESTAMP) <= Math.floor(Date.now() / 1000)).true; + expect(l1Headers.POLY_NONCE).equal("0"); + }); + + it("nonce", async () => { + const l1Headers = await createL1Headers(wallet, chainId, 1012); + expect(l1Headers).not.null; + expect(l1Headers).not.undefined; + + expect(l1Headers.POLY_ADDRESS).equal(wallet.address); + expect(l1Headers.POLY_SIGNATURE).not.empty; + expect(l1Headers.POLY_TIMESTAMP).not.empty; + expect(parseInt(l1Headers.POLY_TIMESTAMP) <= Math.floor(Date.now() / 1000)).true; + expect(l1Headers.POLY_NONCE).equal("1012"); + }); + }); + + describe("createL2Headers", async () => { + it("no body", async () => { + const l2Headers = await createL2Headers(wallet, creds, { + method: "get", + requestPath: "/order", + }); + expect(l2Headers).not.null; + expect(l2Headers).not.undefined; + + expect(l2Headers.POLY_ADDRESS).equal(wallet.address); + expect(l2Headers.POLY_SIGNATURE).not.empty; + expect(l2Headers.POLY_TIMESTAMP).not.empty; + expect(parseInt(l2Headers.POLY_TIMESTAMP) <= Math.floor(Date.now() / 1000)).true; + expect(l2Headers.POLY_API_KEY).equal(creds.key); + expect(l2Headers.POLY_PASSPHRASE).equal(creds.passphrase); + }); + + it("body", async () => { + const l2Headers = await createL2Headers(wallet, creds, { + method: "get", + requestPath: "/order", + body: '{"hash": "0x123"}', + }); + expect(l2Headers).not.null; + expect(l2Headers).not.undefined; + + expect(l2Headers.POLY_ADDRESS).equal(wallet.address); + expect(l2Headers.POLY_SIGNATURE).not.empty; + expect(l2Headers.POLY_TIMESTAMP).not.empty; + expect(parseInt(l2Headers.POLY_TIMESTAMP) <= Math.floor(Date.now() / 1000)).true; + expect(l2Headers.POLY_API_KEY).equal(creds.key); + expect(l2Headers.POLY_PASSPHRASE).equal(creds.passphrase); + }); + }); +}); diff --git a/tests/http-helpers/index.test.ts b/tests/http-helpers/index.test.ts new file mode 100644 index 0000000..fb28cbb --- /dev/null +++ b/tests/http-helpers/index.test.ts @@ -0,0 +1,38 @@ +import "mocha"; +import { expect } from "chai"; +import { buildQueryParams, addQueryParamsToUrl } from "../../src/http-helpers/index"; + +describe("utilities", () => { + describe("buildQueryParams", () => { + it("last is ?", () => { + const url = buildQueryParams("http://tracker?", "q1", "a"); + expect(url).not.null; + expect(url).not.undefined; + expect(url).not.empty; + expect(url).equal("http://tracker?q1=a"); + }); + + it("last is not ?", () => { + const url = buildQueryParams("http://tracker?q1=a", "q2", "b"); + expect(url).not.null; + expect(url).not.undefined; + expect(url).not.empty; + expect(url).equal("http://tracker?q1=a&q2=b"); + }); + }); + + describe("addQueryParamsToUrl", () => { + it("checking url + params", () => { + const url = addQueryParamsToUrl("http://tracker", { + market: "10000", + max: 250, + startTs: 1450000, + endTs: 1460000, + }); + expect(url).not.null; + expect(url).not.undefined; + expect(url).not.empty; + expect(url).equal("http://tracker?market=10000&max=250&startTs=1450000&endTs=1460000"); + }); + }); +}); diff --git a/tests/order-builder/helpers.test.ts b/tests/order-builder/helpers.test.ts new file mode 100644 index 0000000..80d772a --- /dev/null +++ b/tests/order-builder/helpers.test.ts @@ -0,0 +1,276 @@ +import "mocha"; +import { expect } from "chai"; +import { UserOrder, Side, Chain } from "../../src/types"; +import { buildOrderCreationArgs, buildOrder, createOrder } from "../../src/order-builder/helpers"; +import { + OrderData, + SignatureType, + Side as UtilsSide, + Contracts, + getContracts, +} from "@polymarket/order-utils"; +import { Wallet } from "@ethersproject/wallet"; + +describe("helpers", () => { + const chainId = Chain.MUMBAI; + let wallet: Wallet; + let contracts: Contracts; + beforeEach(() => { + // publicly known private key + const privateKey = "0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80"; + wallet = new Wallet(privateKey); + + contracts = getContracts(chainId); + }); + + describe("buildOrderCreationArgs", () => { + it("buy order", async () => { + const order: UserOrder = { + tokenID: "123", + price: 0.56, + size: 21.04, + side: Side.BUY, + feeRateBps: 111, + nonce: 123, + expiration: 50000, + }; + const orderData: OrderData = await buildOrderCreationArgs( + "0x0000000000000000000000000000000000000001", + "0x0000000000000000000000000000000000000002", + SignatureType.EOA, + order, + ); + expect(orderData).deep.equal({ + maker: "0x0000000000000000000000000000000000000002", + taker: "0x0000000000000000000000000000000000000000", + tokenId: "123", + makerAmount: "11782400", + takerAmount: "21040000", + side: UtilsSide.BUY, + feeRateBps: "111", + nonce: "123", + signer: "0x0000000000000000000000000000000000000001", + expiration: "50000", + signatureType: SignatureType.EOA, + }); + }); + + it("sell order", async () => { + const order: UserOrder = { + tokenID: "5", + price: 0.56, + size: 21.04, + side: Side.SELL, + feeRateBps: 0, + nonce: 0, + taker: "0x000000000000000000000000000000000000000A", + }; + const orderData: OrderData = await buildOrderCreationArgs( + "0x0000000000000000000000000000000000000001", + "0x0000000000000000000000000000000000000002", + SignatureType.POLY_PROXY, + order, + ); + expect(orderData).deep.equal({ + maker: "0x0000000000000000000000000000000000000002", + taker: "0x000000000000000000000000000000000000000A", + tokenId: "5", + takerAmount: "11782400", + makerAmount: "21040000", + side: UtilsSide.SELL, + feeRateBps: "0", + nonce: "0", + signer: "0x0000000000000000000000000000000000000001", + expiration: "0", + signatureType: SignatureType.POLY_PROXY, + }); + }); + + it("correctly rounds price amounts for validity buy", async () => { + const order: UserOrder = { + tokenID: "123", + price: 0.56, + size: 21.04, + side: Side.BUY, + feeRateBps: 100, + nonce: 0, + }; + const orderData: OrderData = await buildOrderCreationArgs( + "", + "", + SignatureType.EOA, + order, + ); + expect(Number(orderData.makerAmount) / Number(orderData.takerAmount)).to.equal(0.56); + }); + + it("correctly rounds price amounts for validity sell", async () => { + const order: UserOrder = { + tokenID: "123", + price: 0.56, + size: 21.04, + side: Side.SELL, + feeRateBps: 100, + nonce: 0, + }; + + const orderData: OrderData = await buildOrderCreationArgs( + "", + "", + SignatureType.EOA, + order, + ); + expect(Number(orderData.takerAmount) / Number(orderData.makerAmount)).to.equal(0.56); + }); + }); + + describe("buildOrder", () => { + it("buy order", async () => { + const order: UserOrder = { + tokenID: "123", + price: 0.56, + size: 21.04, + side: Side.BUY, + feeRateBps: 111, + nonce: 123, + expiration: 50000, + taker: "0x0000000000000000000000000000000000000003", + }; + const orderData: OrderData = await buildOrderCreationArgs( + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + SignatureType.EOA, + order, + ); + expect(orderData).not.null; + expect(orderData).not.undefined; + + const signedOrder = await buildOrder(wallet, contracts.Exchange, chainId, orderData); + expect(signedOrder).not.null; + expect(signedOrder).not.undefined; + + expect(signedOrder.salt).not.empty; + expect(signedOrder.maker).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.signer).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.taker).equal("0x0000000000000000000000000000000000000003"); + expect(signedOrder.tokenId).equal("123"); + expect(signedOrder.makerAmount).equal("11782400"); + expect(signedOrder.takerAmount).equal("21040000"); + expect(signedOrder.side).equal(UtilsSide.BUY); + expect(signedOrder.expiration).equal("50000"); + expect(signedOrder.nonce).equal("123"); + expect(signedOrder.feeRateBps).equal("111"); + expect(signedOrder.signatureType).equal(SignatureType.EOA); + expect(signedOrder.signature).not.empty; + }); + + it("sell order", async () => { + const order: UserOrder = { + tokenID: "5", + price: 0.56, + size: 21.04, + side: Side.SELL, + feeRateBps: 0, + nonce: 0, + taker: "0x0000000000000000000000000000000000000003", + }; + const orderData: OrderData = await buildOrderCreationArgs( + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + SignatureType.POLY_PROXY, + order, + ); + expect(orderData).not.null; + expect(orderData).not.undefined; + + const signedOrder = await buildOrder(wallet, contracts.Exchange, chainId, orderData); + expect(signedOrder).not.null; + expect(signedOrder).not.undefined; + + expect(signedOrder.salt).not.empty; + expect(signedOrder.maker).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.signer).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.taker).equal("0x0000000000000000000000000000000000000003"); + expect(signedOrder.tokenId).equal("5"); + expect(signedOrder.makerAmount).equal("21040000"); + expect(signedOrder.takerAmount).equal("11782400"); + expect(signedOrder.side).equal(UtilsSide.SELL); + expect(signedOrder.expiration).equal("0"); + expect(signedOrder.nonce).equal("0"); + expect(signedOrder.feeRateBps).equal("0"); + expect(signedOrder.signatureType).equal(SignatureType.POLY_PROXY); + expect(signedOrder.signature).not.empty; + }); + }); + + describe("createOrder", () => { + it("buy order", async () => { + const order: UserOrder = { + tokenID: "123", + price: 0.56, + size: 21.04, + side: Side.BUY, + feeRateBps: 111, + nonce: 123, + expiration: 50000, + }; + + const signedOrder = await createOrder( + wallet, + Chain.MUMBAI, + SignatureType.EOA, + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + order, + ); + expect(signedOrder).not.null; + expect(signedOrder).not.undefined; + + expect(signedOrder.salt).not.empty; + expect(signedOrder.maker).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.signer).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.taker).equal("0x0000000000000000000000000000000000000000"); + expect(signedOrder.tokenId).equal("123"); + expect(signedOrder.makerAmount).equal("11782400"); + expect(signedOrder.takerAmount).equal("21040000"); + expect(signedOrder.side).equal(UtilsSide.BUY); + expect(signedOrder.expiration).equal("50000"); + expect(signedOrder.nonce).equal("123"); + expect(signedOrder.feeRateBps).equal("111"); + expect(signedOrder.signatureType).equal(SignatureType.EOA); + expect(signedOrder.signature).not.empty; + }); + + it("sell order", async () => { + const order: UserOrder = { + tokenID: "5", + price: 0.56, + size: 21.04, + side: Side.SELL, + feeRateBps: 0, + nonce: 0, + }; + + const signedOrder = await createOrder( + wallet, + Chain.MUMBAI, + SignatureType.POLY_GNOSIS_SAFE, + "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266", + order, + ); + + expect(signedOrder.salt).not.empty; + expect(signedOrder.maker).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.signer).equal("0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266"); + expect(signedOrder.taker).equal("0x0000000000000000000000000000000000000000"); + expect(signedOrder.tokenId).equal("5"); + expect(signedOrder.makerAmount).equal("21040000"); + expect(signedOrder.takerAmount).equal("11782400"); + expect(signedOrder.side).equal(UtilsSide.SELL); + expect(signedOrder.expiration).equal("0"); + expect(signedOrder.nonce).equal("0"); + expect(signedOrder.feeRateBps).equal("0"); + expect(signedOrder.signatureType).equal(SignatureType.POLY_GNOSIS_SAFE); + expect(signedOrder.signature).not.empty; + }); + }); +}); diff --git a/tests/signing/eip712.test.ts b/tests/signing/eip712.test.ts new file mode 100644 index 0000000..1524b7f --- /dev/null +++ b/tests/signing/eip712.test.ts @@ -0,0 +1,24 @@ +import "mocha"; +import { expect } from "chai"; +import { buildClobEip712Signature } from "../../src/signing/eip712"; +import { Chain } from "../../src/types"; +import { Wallet } from "@ethersproject/wallet"; + +describe("eip712", () => { + let wallet: Wallet; + beforeEach(() => { + // publicly known private key + const privateKey = "0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80"; + wallet = new Wallet(privateKey); + }); + + it("buildClobEip712Signature", async () => { + const signature = await buildClobEip712Signature(wallet, Chain.MUMBAI, 10000000, 23); + expect(signature).not.null; + expect(signature).not.undefined; + expect(signature).not.empty; + expect(signature).equal( + "0xd91760ebcb14e814e9e12600b9bc7cd6bf13ebc175f6a28538b4925763f94f90012da34dd71290d441c28bc4f9b2281d3eb9ecfd1c9a63db1ce9ca85c89c914c1b", + ); + }); +}); diff --git a/tests/signing/hmac.test.ts b/tests/signing/hmac.test.ts new file mode 100644 index 0000000..0b77a38 --- /dev/null +++ b/tests/signing/hmac.test.ts @@ -0,0 +1,19 @@ +import "mocha"; +import { expect } from "chai"; +import { buildPolyHmacSignature } from "../../src/signing/hmac"; + +describe("hmac", () => { + it("buildPolyHmacSignature", () => { + const signature = buildPolyHmacSignature( + "AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA=", + 1000000, + "test-sign", + "/orders", + '{"hash": "0x123"}', + ); + expect(signature).not.null; + expect(signature).not.undefined; + expect(signature).not.empty; + expect(signature).equal("ZwAdJKvoYRlEKDkNMwd5BuwNNtg93kNaR_oU2HrfVvc="); + }); +}); diff --git a/tests/utilities.test.ts b/tests/utilities.test.ts new file mode 100644 index 0000000..1c8b2b0 --- /dev/null +++ b/tests/utilities.test.ts @@ -0,0 +1,80 @@ +import "mocha"; +import { expect } from "chai"; +import { orderToJson } from "../src/utilities"; +import { Side, SignatureType } from "@polymarket/order-utils"; + +describe("utilities", () => { + describe("orderToJson", () => { + it("buy", () => { + const jsonOrder = orderToJson({ + salt: "1000", + maker: "0x0000000000000000000000000000000000000001", + signer: "0x0000000000000000000000000000000000000002", + taker: "0x0000000000000000000000000000000000000003", + tokenId: "1", + makerAmount: "100000000", + takerAmount: "50000000", + side: Side.BUY, + expiration: "0", + nonce: "1", + feeRateBps: "100", + signatureType: SignatureType.POLY_GNOSIS_SAFE, + signature: "0x", + }); + expect(jsonOrder).not.null; + expect(jsonOrder).not.undefined; + + expect(jsonOrder).deep.equal({ + salt: 1000, + maker: "0x0000000000000000000000000000000000000001", + signer: "0x0000000000000000000000000000000000000002", + taker: "0x0000000000000000000000000000000000000003", + tokenId: "1", + makerAmount: "100000000", + takerAmount: "50000000", + side: "buy", + expiration: "0", + nonce: "1", + feeRateBps: "100", + signatureType: 2, + signature: "0x", + }); + }); + + it("sell", () => { + const jsonOrder = orderToJson({ + salt: "1000", + maker: "0x0000000000000000000000000000000000000001", + signer: "0x0000000000000000000000000000000000000002", + taker: "0x0000000000000000000000000000000000000003", + tokenId: "1", + makerAmount: "50000000", + takerAmount: "100000000", + side: Side.SELL, + expiration: "0", + nonce: "1", + feeRateBps: "100", + signatureType: SignatureType.POLY_PROXY, + signature: "0x", + }); + expect(jsonOrder).not.null; + expect(jsonOrder).not.undefined; + + expect(jsonOrder).deep.equal({ + salt: 1000, + maker: "0x0000000000000000000000000000000000000001", + signer: "0x0000000000000000000000000000000000000002", + taker: "0x0000000000000000000000000000000000000003", + tokenId: "1", + makerAmount: "50000000", + takerAmount: "100000000", + side: "sell", + expiration: "0", + nonce: "1", + feeRateBps: "100", + signatureType: 1, + signature: "0x", + }); + }); + }); +}); diff --git a/tsconfig.json b/tsconfig.json index b2aeada..b5aed1d 100644 --- a/tsconfig.json +++ b/tsconfig.json @@ -1,22 +1,33 @@ { + "include": ["src/**/*"], + "exclude": [ + "src/**/*.test.ts", + "tests/*", + "node_modules", + "./node_modules", + "./node_modules/*", + ], "compilerOptions": { - "esModuleInterop": true, - "forceConsistentCasingInFileNames": true, - "moduleResolution": "node", - "noImplicitAny": true, + "baseUrl": "./", + "module": "commonjs", + "target": "es6", "outDir": "./dist", - "resolveJsonModule": true, "sourceMap": true, "declaration": true, - "declarationMap": true, + "moduleResolution": "node", + 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- integrity sha1-caUMhCnfync8kqOQpKA7OfzVHT4= - is-plain-obj@^2.1.0: version "2.1.0" resolved "https://registry.yarnpkg.com/is-plain-obj/-/is-plain-obj-2.1.0.tgz#45e42e37fccf1f40da8e5f76ee21515840c09287" integrity sha512-YWnfyRwxL/+SsrWYfOpUtz5b3YD+nyfkHvjbcanzk8zgyO4ASD67uVMRt8k5bM4lLMDnXfriRhOpemw+NfT1eA== +is-potential-custom-element-name@^1.0.1: + version "1.0.1" + resolved "https://registry.yarnpkg.com/is-potential-custom-element-name/-/is-potential-custom-element-name-1.0.1.tgz#171ed6f19e3ac554394edf78caa05784a45bebb5" + integrity sha512-bCYeRA2rVibKZd+s2625gGnGF/t7DSqDs4dP7CrLA1m7jKWz6pps0LpYLJN8Q64HtmPKJ1hrN3nzPNKFEKOUiQ== + is-regex@^1.1.4: version "1.1.4" resolved "https://registry.yarnpkg.com/is-regex/-/is-regex-1.1.4.tgz#eef5663cd59fa4c0ae339505323df6854bb15958" @@ -2642,10 +2363,17 @@ is-regex@^1.1.4: call-bind "^1.0.2" has-tostringtag "^1.0.0" -is-shared-array-buffer@^1.0.1: - version "1.0.1" - resolved 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version "2.0.2" @@ -4069,7 +3602,7 @@ which@^2.0.1: dependencies: isexe "^2.0.0" -word-wrap@^1.0.3, word-wrap@^1.2.3: +word-wrap@^1.2.3, word-wrap@~1.2.3: version "1.2.3" resolved "https://registry.yarnpkg.com/word-wrap/-/word-wrap-1.2.3.tgz#610636f6b1f703891bd34771ccb17fb93b47079c" integrity sha512-Hz/mrNwitNRh/HUAtM/VT/5VH+ygD6DV7mYKZAtHOrbs8U7lvPS6xf7EJKMF0uW1KJCl0H701g3ZGus+muE5vQ== @@ -4100,13 +3633,38 @@ wrap-ansi@^7.0.0: wrappy@1: version "1.0.2" resolved "https://registry.yarnpkg.com/wrappy/-/wrappy-1.0.2.tgz#b5243d8f3ec1aa35f1364605bc0d1036e30ab69f" - integrity sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8= + integrity sha512-l4Sp/DRseor9wL6EvV2+TuQn63dMkPjZ/sp9XkghTEbV9KlPS1xUsZ3u7/IQO4wxtcFB4bgpQPRcR3QCvezPcQ== + +write-file-atomic@^3.0.0: + version "3.0.3" + resolved "https://registry.yarnpkg.com/write-file-atomic/-/write-file-atomic-3.0.3.tgz#56bd5c5a5c70481cd19c571bd39ab965a5de56e8" + integrity 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version "2.2.0" + resolved "https://registry.yarnpkg.com/xmlchars/-/xmlchars-2.2.0.tgz#060fe1bcb7f9c76fe2a17db86a9bc3ab894210cb" + integrity sha512-JZnDKK8B0RCDw84FNdDAIpZK+JuJw+s7Lz8nksI7SIuU3UXJJslUthsi+uWBUYOwPFwW7W7PRLRfUKpxjtjFCw== + y18n@^4.0.0: version "4.0.3" resolved "https://registry.yarnpkg.com/y18n/-/y18n-4.0.3.tgz#b5f259c82cd6e336921efd7bfd8bf560de9eeedf" @@ -4122,11 +3680,6 @@ yallist@^4.0.0: resolved "https://registry.yarnpkg.com/yallist/-/yallist-4.0.0.tgz#9bb92790d9c0effec63be73519e11a35019a3a72" integrity sha512-3wdGidZyq5PB084XLES5TpOSRA3wjXAlIWMhum2kRcv/41Sn2emQ0dycQW4uZXLejwKvg6EsvbdlVL+FYEct7A== -yaml@^1.10.0, yaml@^1.7.2: - version "1.10.2" - resolved "https://registry.yarnpkg.com/yaml/-/yaml-1.10.2.tgz#2301c5ffbf12b467de8da2333a459e29e7920e4b" - integrity sha512-r3vXyErRCYJ7wg28yvBY5VSoAF8ZvlcW9/BwUzEtUsjvX/DKs24dIkuwjtuprwJJHsbyUbLApepYTR1BN4uHrg== - yargs-parser@20.2.4: version "20.2.4" resolved "https://registry.yarnpkg.com/yargs-parser/-/yargs-parser-20.2.4.tgz#b42890f14566796f85ae8e3a25290d205f154a54" @@ -4140,7 +3693,7 @@ yargs-parser@^18.1.2: camelcase "^5.0.0" decamelize "^1.2.0" -yargs-parser@^20.2.2, yargs-parser@^20.2.3: +yargs-parser@^20.2.2: version "20.2.9" resolved "https://registry.yarnpkg.com/yargs-parser/-/yargs-parser-20.2.9.tgz#2eb7dc3b0289718fc295f362753845c41a0c94ee" integrity sha512-y11nGElTIV+CT3Zv9t7VKl+Q3hTQoT9a1Qzezhhl6Rp21gJ/IVTW7Z3y9EWXhuUBC2Shnf+DX0antecpAwSP8w== @@ -4168,7 +3721,7 @@ yargs@16.2.0: y18n "^5.0.5" yargs-parser "^20.2.2" -yargs@^15.1.0: +yargs@^15.0.2: version "15.4.1" resolved "https://registry.yarnpkg.com/yargs/-/yargs-15.4.1.tgz#0d87a16de01aee9d8bec2bfbf74f67851730f4f8" integrity sha512-aePbxDmcYW++PaqBsJ+HYUFwCdv4LVvdnhBy78E57PIor8/OVvhMrADFFEDh8DHDFRv/O9i3lPhsENjO7QX0+A== @@ -4190,6 +3743,11 @@ yn@3.1.1: resolved "https://registry.yarnpkg.com/yn/-/yn-3.1.1.tgz#1e87401a09d767c1d5eab26a6e4c185182d2eb50" integrity 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