Neg Risk Support (#100)

* refactor for neg risk * update tests, misc * update examples * rename * add approve NegRisk example * update examples * delete negRiskAdapter abi * update helpers.test.ts * adding new neg risk test cases * bump order-utils --------- Co-authored-by: Rodrigo <[email protected]>
Polymarket · Nov 29, 2023 · 0a69c12 · 0a69c12
1 parent b91af5c
commit 0a69c12
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Showing 24 changed files with 6,283 additions and 2,982 deletions.
diff --git a/.eslintignore b/.eslintignore
@@ -12,3 +12,4 @@ typechain/
 # files
 .solcover.js
 coverage.json
+.eslintrc.js
diff --git a/.eslintrc.js b/.eslintrc.js
@@ -3,7 +3,7 @@ module.exports = {
     plugins: ["@typescript-eslint", "unused-imports"],
     extends: ["eslint:recommended", "plugin:@typescript-eslint/recommended", "prettier"],
     parserOptions: {
-        project: "./tsconfig.json",
+        project: "./tsconfig.eslint.json",
         tsconfigRootDir: __dirname,
         sourceType: "module",
     },

diff --git a/examples/approveAllowances.ts b/examples/approveAllowances.ts
@@ -2,16 +2,16 @@ import { BigNumber, constants, ethers } from "ethers";
 import { config as dotenvConfig } from "dotenv";
 import { resolve } from "path";
 import { Chain } from "../src";
+import { getContractConfig } from "../src/config";
 import { usdcAbi } from "./abi/usdcAbi";
 import { ctfAbi } from "./abi/ctfAbi";
-import { getContracts } from "@polymarket/order-utils";
 
 dotenvConfig({ path: resolve(__dirname, "../.env") });
 
 export function getWallet(mainnetQ: boolean): ethers.Wallet {
     const pk = process.env.PK as string;
     const rpcToken: string = process.env.RPC_TOKEN as string;
-    let rpcUrl: string = "";
+    let rpcUrl = "";
     if (mainnetQ) {
         rpcUrl = `https://polygon-mainnet.g.alchemy.com/v2/${rpcToken}`;
     } else {
@@ -24,21 +24,15 @@ export function getWallet(mainnetQ: boolean): ethers.Wallet {
 }
 
 export function getUsdcContract(mainnetQ: boolean, wallet: ethers.Wallet): ethers.Contract {
-    if (mainnetQ) {
-        const mainnetContracts = getContracts(137);
-        return new ethers.Contract(mainnetContracts.Collateral, usdcAbi, wallet);
-    }
-    const mumbaiContracts = getContracts(80001);
-    return new ethers.Contract(mumbaiContracts.Collateral, usdcAbi, wallet);
+    const chainId = mainnetQ ? 137 : 80001;
+    const contractConfig = getContractConfig(chainId);
+    return new ethers.Contract(contractConfig.collateral, usdcAbi, wallet);
 }
 
 export function getCtfContract(mainnetQ: boolean, wallet: ethers.Wallet): ethers.Contract {
-    if (mainnetQ) {
-        const mainnetContracts = getContracts(137);
-        return new ethers.Contract(mainnetContracts.Conditional, ctfAbi, wallet);
-    }
-    const mumbaiContracts = getContracts(80001);
-    return new ethers.Contract(mumbaiContracts.Conditional, ctfAbi, wallet);
+    const chainId = mainnetQ ? 137 : 80001;
+    const contractConfig = getContractConfig(chainId);
+    return new ethers.Contract(contractConfig.conditionalTokens, ctfAbi, wallet);
 }
 
 async function main() {
@@ -50,7 +44,7 @@ async function main() {
     const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain;
     console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`);
 
-    const contracts = getContracts(isMainnet ? 137 : 80001);
+    const contractConfig = getContractConfig(chainId);
     const usdc = getUsdcContract(isMainnet, wallet);
     const ctf = getCtfContract(isMainnet, wallet);
 
@@ -61,31 +55,31 @@ async function main() {
     console.log(`usdcAllowanceCtf: ${usdcAllowanceCtf}`);
     const usdcAllowanceExchange = (await usdc.allowance(
         wallet.address,
-        contracts.Exchange,
+        contractConfig.exchange,
     )) as BigNumber;
     const conditionalTokensAllowanceExchange = (await ctf.isApprovedForAll(
         wallet.address,
-        contracts.Exchange,
+        contractConfig.exchange,
     )) as BigNumber;
 
     let txn;
 
     if (!usdcAllowanceCtf.gt(constants.Zero)) {
-        txn = await usdc.approve(contracts.Conditional, constants.MaxUint256, {
+        txn = await usdc.approve(contractConfig.conditionalTokens, constants.MaxUint256, {
             gasPrice: 100_000_000_000,
             gasLimit: 200_000,
         });
         console.log(`Setting USDC allowance for CTF: ${txn.hash}`);
     }
     if (!usdcAllowanceExchange.gt(constants.Zero)) {
-        txn = await usdc.approve(contracts.Exchange, constants.MaxUint256, {
+        txn = await usdc.approve(contractConfig.exchange, constants.MaxUint256, {
             gasPrice: 100_000_000_000,
             gasLimit: 200_000,
         });
         console.log(`Setting USDC allowance for Exchange: ${txn.hash}`);
     }
     if (!conditionalTokensAllowanceExchange) {
-        txn = await ctf.setApprovalForAll(contracts.Exchange, true, {
+        txn = await ctf.setApprovalForAll(contractConfig.exchange, true, {
             gasPrice: 100_000_000_000,
             gasLimit: 200_000,
         });

diff --git a/examples/approveNegRiskAllowances.ts b/examples/approveNegRiskAllowances.ts
@@ -0,0 +1,111 @@
+import { BigNumber, constants, ethers } from "ethers";
+import { config as dotenvConfig } from "dotenv";
+import { resolve } from "path";
+import { Chain } from "../src";
+import { getContractConfig } from "../src/config";
+import { usdcAbi } from "./abi/usdcAbi";
+import { ctfAbi } from "./abi/ctfAbi";
+
+dotenvConfig({ path: resolve(__dirname, "../.env") });
+
+/**
+ * NegRisk markets require separate allowances
+ * for the NegRiskCtfExchange and the NegRiskAdapter.
+ */
+
+export function getWallet(mainnetQ: boolean): ethers.Wallet {
+    const pk = process.env.PK as string;
+    const rpcToken: string = process.env.RPC_TOKEN as string;
+    let rpcUrl = "";
+    if (mainnetQ) {
+        rpcUrl = `https://polygon-mainnet.g.alchemy.com/v2/${rpcToken}`;
+    } else {
+        rpcUrl = `https://polygon-mumbai.g.alchemy.com/v2/${rpcToken}`;
+    }
+    const provider = new ethers.providers.JsonRpcProvider(rpcUrl);
+    let wallet = new ethers.Wallet(pk);
+    wallet = wallet.connect(provider);
+    return wallet;
+}
+
+export function getUsdcContract(mainnetQ: boolean, wallet: ethers.Wallet): ethers.Contract {
+    const chainId = mainnetQ ? 137 : 80001;
+    const contractConfig = getContractConfig(chainId);
+    return new ethers.Contract(contractConfig.collateral, usdcAbi, wallet);
+}
+
+export function getCtfContract(mainnetQ: boolean, wallet: ethers.Wallet): ethers.Contract {
+    const chainId = mainnetQ ? 137 : 80001;
+    const contractConfig = getContractConfig(chainId);
+    return new ethers.Contract(contractConfig.conditionalTokens, ctfAbi, wallet);
+}
+
+async function main() {
+    // --------------------------
+    // SET MAINNET OR MUMBAI HERE
+    const isMainnet = false;
+    // --------------------------
+    const wallet = getWallet(isMainnet);
+    const chainId = parseInt(`${process.env.CHAIN_ID || Chain.MUMBAI}`) as Chain;
+    console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`);
+
+    const contractConfig = getContractConfig(chainId);
+    const usdc = getUsdcContract(isMainnet, wallet);
+    const ctf = getCtfContract(isMainnet, wallet);
+
+    console.log(`usdc: ${usdc.address}`);
+    console.log(`ctf: ${ctf.address}`);
+
+    const usdcAllowanceNegRiskAdapter = (await usdc.allowance(
+        wallet.address,
+        contractConfig.negRiskAdapter,
+    )) as BigNumber;
+    console.log(`usdcAllowanceNegRiskAdapter: ${usdcAllowanceNegRiskAdapter}`);
+    const usdcAllowanceNegRiskExchange = (await usdc.allowance(
+        wallet.address,
+        contractConfig.negRiskExchange,
+    )) as BigNumber;
+    const conditionalTokensAllowanceNegRiskExchange = (await ctf.isApprovedForAll(
+        wallet.address,
+        contractConfig.negRiskExchange,
+    )) as BigNumber;
+    const conditionalTokensAllowanceNegRiskAdapter = (await ctf.isApprovedForAll(
+        wallet.address,
+        contractConfig.negRiskAdapter,
+    )) as BigNumber;
+
+    let txn;
+
+    // for splitting through the NegRiskAdapter
+    if (!usdcAllowanceNegRiskAdapter.gt(constants.Zero)) {
+        txn = await usdc.approve(contractConfig.negRiskAdapter, constants.MaxUint256, {
+            gasPrice: 100_000_000_000,
+            gasLimit: 200_000,
+        });
+        console.log(`Setting USDC allowance for NegRiskAdapter: ${txn.hash}`);
+    }
+    if (!usdcAllowanceNegRiskExchange.gt(constants.Zero)) {
+        txn = await usdc.approve(contractConfig.negRiskExchange, constants.MaxUint256, {
+            gasPrice: 100_000_000_000,
+            gasLimit: 200_000,
+        });
+        console.log(`Setting USDC allowance for NegRiskExchange: ${txn.hash}`);
+    }
+    if (!conditionalTokensAllowanceNegRiskExchange) {
+        txn = await ctf.setApprovalForAll(contractConfig.negRiskExchange, true, {
+            gasPrice: 100_000_000_000,
+            gasLimit: 200_000,
+        });
+        console.log(`Setting Conditional Tokens allowance for NegRiskExchange: ${txn.hash}`);
+    }
+    if (!conditionalTokensAllowanceNegRiskAdapter) {
+        txn = await ctf.setApprovalForAll(contractConfig.negRiskAdapter, true, {
+            gasPrice: 100_000_000_000,
+            gasLimit: 200_000,
+        });
+        console.log(`Setting Conditional Tokens allowance for NegRiskAdapter: ${txn.hash}`);
+    }
+    console.log("Allowances set");
+}
+
+main();
diff --git a/examples/geoToken.ts b/examples/geoToken.ts
@@ -1,7 +1,7 @@
 import { ethers } from "ethers";
 import { config as dotenvConfig } from "dotenv";
 import { resolve } from "path";
-import { ApiKeyCreds, Chain, ClobClient, PriceHistoryInterval, Side } from "../src";
+import { ApiKeyCreds, Chain, ClobClient, Side } from "../src";
 
 dotenvConfig({ path: resolve(__dirname, "../.env") });
 
@@ -37,7 +37,7 @@ async function main() {
             side: Side.BUY,
             size: 100,
         },
-        "0.01",
+        { tickSize: "0.01" },
     );
     console.log("Created Order", order);
 

diff --git a/examples/getOpenOrders.ts b/examples/getOpenOrders.ts
@@ -21,13 +21,15 @@ async function main() {
     console.log(
         await clobClient.getOpenOrders({
             asset_id:
+                // eslint-disable-next-line max-len
                 "16678291189211314787145083999015737376658799626183230671758641503291735614088", // NO
             owner: creds.key,
         }),
     );
     console.log(
         await clobClient.getOpenOrders({
             asset_id:
+                // eslint-disable-next-line max-len
                 "1343197538147866997676250008839231694243646439454152539053893078719042421992", // YES
             owner: creds.key,
         }),

diff --git a/examples/getTrades.ts b/examples/getTrades.ts
@@ -21,6 +21,7 @@ async function main() {
     console.log(
         await clobClient.getTrades({
             asset_id:
+                // eslint-disable-next-line max-len
                 "16678291189211314787145083999015737376658799626183230671758641503291735614088", // NO
             maker: await wallet.getAddress(),
             limit: 10,
@@ -29,6 +30,7 @@ async function main() {
     console.log(
         await clobClient.getTrades({
             asset_id:
+                // eslint-disable-next-line max-len
                 "1343197538147866997676250008839231694243646439454152539053893078719042421992", // YES
             maker: await wallet.getAddress(),
             limit: 10,

diff --git a/examples/order.ts b/examples/order.ts
@@ -30,7 +30,7 @@ async function main() {
             nonce: 0,
             expiration: 0,
         },
-        "0.01",
+        { tickSize: "0.01" },
     );
     console.log("Created Order", order);
 

diff --git a/examples/signatureTypes.ts b/examples/signatureTypes.ts
@@ -1,7 +1,7 @@
 import { ethers } from "ethers";
 import { config as dotenvConfig } from "dotenv";
 import { resolve } from "path";
-import { ApiKeyCreds, Chain, ClobClient, Side } from "../src";
+import { ApiKeyCreds, Chain, ClobClient } from "../src";
 import { SignatureType } from "@polymarket/order-utils";
 
 dotenvConfig({ path: resolve(__dirname, "../.env") });
@@ -22,12 +22,26 @@ async function main() {
     const clobClient = new ClobClient(host, chainId, wallet, creds);
 
     // Client used with a Polymarket Proxy Wallet: Signature type 1
-    const proxyWalletAddress = "0x..."; 
-    const polyProxyClient = new ClobClient(host, chainId, wallet, creds, SignatureType.POLY_PROXY, proxyWalletAddress);
+    const proxyWalletAddress = "0x...";
+    const polyProxyClient = new ClobClient(
+        host,
+        chainId,
+        wallet,
+        creds,
+        SignatureType.POLY_PROXY,
+        proxyWalletAddress,
+    );
 
     // Client used with a Polymarket Gnosis safe: Signature Type 2
     const gnosisSafeAddress = "0x...";
-    const polyGnosisSafeClient = new ClobClient(host, chainId, wallet, creds, SignatureType.POLY_GNOSIS_SAFE, gnosisSafeAddress)
+    const polyGnosisSafeClient = new ClobClient(
+        host,
+        chainId,
+        wallet,
+        creds,
+        SignatureType.POLY_GNOSIS_SAFE,
+        gnosisSafeAddress,
+    );
 }
 
 main();
diff --git a/examples/socketConnection.ts b/examples/socketConnection.ts
@@ -5,6 +5,7 @@ import { WebSocket } from "ws";
 import { ApiKeyCreds } from "../src";
 
 const YES_TOKEN_ID = "1343197538147866997676250008839231694243646439454152539053893078719042421992";
+// eslint-disable-next-line max-len
 // const NO_TOKEN_ID = "16678291189211314787145083999015737376658799626183230671758641503291735614088";
 const CONDITION_ID = "0xbd31dc8a20211944f6b70f31557f1001557b59905b7738480ca09bd4532f84af";
 
@@ -22,7 +23,7 @@ interface subscriptionMessage {
 async function main(type: "user" | "market" | "live-activity") {
     const host = process.env.WS_URL || "ws://localhost:8081";
     console.log(`${host}/ws/${type}`);
-    let ws = new WebSocket(`${host}/ws/${type}`); // change to market for market, user for user
+    const ws = new WebSocket(`${host}/ws/${type}`); // change to market for market, user for user
 
     let subscriptionMessage: subscriptionMessage = {} as subscriptionMessage;
 

diff --git a/examples/testPolyProxyMarketBuy.ts b/examples/testPolyProxyMarketBuy.ts
@@ -17,6 +17,7 @@ async function populateBook(client: ClobClient) {
         await client.postOrder(
             await client.createOrder({
                 tokenID:
+                    // eslint-disable-next-line max-len
                     "16678291189211314787145083999015737376658799626183230671758641503291735614088", // NO
                 side: newOrder.side,
                 price: newOrder.price,

diff --git a/examples/testPolyProxyMarketSell.ts b/examples/testPolyProxyMarketSell.ts
@@ -17,6 +17,7 @@ async function populateBook(client: ClobClient) {
         await client.postOrder(
             await client.createOrder({
                 tokenID:
+                    // eslint-disable-next-line max-len
                     "16678291189211314787145083999015737376658799626183230671758641503291735614088", // NO
                 side: newOrder.side,
                 price: newOrder.price,

diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "3.2.0",
+    "version": "4.0.0",
     "contributors": [
         {
             "name": "Jonathan Amenechi",
@@ -18,6 +18,10 @@
         {
             "name": "Liam Kovatch",
             "url": "https://github.com/l-kov"
+        },
+        {
+            "name": "Mike Shrieve",
+            "url": "https://github.com/mshrieve"
         }
     ],
     "main": "dist/index.js",
@@ -37,7 +41,7 @@
         "test": "make test"
     },
     "dependencies": {
-        "@polymarket/order-utils": "^1.3.1",
+        "@polymarket/order-utils": "^2.0.0",
         "axios": "^0.27.2",
         "browser-or-node": "^2.1.1",
         "ethers": "^5.7.1"