Merge pull request #115 from Polymarket/feat/spread-calculation

getting the orderbook spread

examples/getSpread.ts

@@ -0,0 +1,30 @@
+import { ethers } from "ethers";
+import { config as dotenvConfig } from "dotenv";
+import { resolve } from "path";
+import { ApiKeyCreds, Chain, ClobClient } from "../src";
+
+dotenvConfig({ path: resolve(__dirname, "../.env") });
+
+async function main() {
+    const wallet = new ethers.Wallet(`${process.env.PK}`);
+    const chainId = parseInt(`${process.env.CHAIN_ID || Chain.AMOY}`) as Chain;
+    console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`);
+
+    const host = process.env.CLOB_API_URL || "http://localhost:8080";
+    const creds: ApiKeyCreds = {
+        key: `${process.env.CLOB_API_KEY}`,
+        secret: `${process.env.CLOB_SECRET}`,
+        passphrase: `${process.env.CLOB_PASS_PHRASE}`,
+    };
+    const clobClient = new ClobClient(host, chainId, wallet, creds);
+
+    const YES_TOKEN_ID =
+        "71321045679252212594626385532706912750332728571942532289631379312455583992563";
+    const NO_TOKEN_ID =
+        "52114319501245915516055106046884209969926127482827954674443846427813813222426";
+
+    clobClient.getSpread(YES_TOKEN_ID).then((spread: any) => console.log("YES", spread));
+    clobClient.getSpread(NO_TOKEN_ID).then((spread: any) => console.log("NO", spread));
+}
+
+main();

examples/getSpreads.ts

@@ -0,0 +1,32 @@
+import { ethers } from "ethers";
+import { config as dotenvConfig } from "dotenv";
+import { resolve } from "path";
+import { ApiKeyCreds, BookParams, Chain, ClobClient } from "../src";
+
+dotenvConfig({ path: resolve(__dirname, "../.env") });
+
+async function main() {
+    const wallet = new ethers.Wallet(`${process.env.PK}`);
+    const chainId = parseInt(`${process.env.CHAIN_ID || Chain.AMOY}`) as Chain;
+    console.log(`Address: ${await wallet.getAddress()}, chainId: ${chainId}`);
+
+    const host = process.env.CLOB_API_URL || "http://localhost:8080";
+    const creds: ApiKeyCreds = {
+        key: `${process.env.CLOB_API_KEY}`,
+        secret: `${process.env.CLOB_SECRET}`,
+        passphrase: `${process.env.CLOB_PASS_PHRASE}`,
+    };
+    const clobClient = new ClobClient(host, chainId, wallet, creds);
+
+    const YES = "71321045679252212594626385532706912750332728571942532289631379312455583992563";
+    const NO = "52114319501245915516055106046884209969926127482827954674443846427813813222426";
+
+    const spreads = await clobClient.getSpreads([
+        { token_id: YES },
+        { token_id: NO },
+    ] as BookParams[]);
+
+    console.log(spreads);
+}
+
+main();

package.json

@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "4.6.0",
+    "version": "4.7.0",
     "contributors": [
         {
             "name": "Jonathan Amenechi",

src/client.ts

@@ -98,6 +98,8 @@ import {
     GET_REWARDS_MARKETS,
     GET_REWARDS_EARNINGS_PERCENTAGES,
     GET_TOTAL_EARNINGS_FOR_USER_FOR_DAY,
+    GET_SPREAD,
+    GET_SPREADS,
 } from "./endpoints";
 import { OrderBuilder } from "./order-builder/builder";
 import { END_CURSOR, INITIAL_CURSOR } from "./constants";
@@ -245,6 +247,18 @@ export class ClobClient {
         });
     }
 
+    public async getSpread(tokenID: string): Promise<any> {
+        return this.get(`${this.host}${GET_SPREAD}`, {
+            params: { token_id: tokenID },
+        });
+    }
+
+    public async getSpreads(params: BookParams[]): Promise<any> {
+        return this.post(`${this.host}${GET_SPREADS}`, {
+            data: params,
+        });
+    }
+
     public async getLastTradePrice(tokenID: string): Promise<any> {
         return this.get(`${this.host}${GET_LAST_TRADE_PRICE}`, {
             params: { token_id: tokenID },

src/endpoints.ts

@@ -19,6 +19,8 @@ export const GET_MIDPOINT = "/midpoint";
 export const GET_MIDPOINTS = "/midpoints";
 export const GET_PRICE = "/price";
 export const GET_PRICES = "/prices";
+export const GET_SPREAD = "/spread";
+export const GET_SPREADS = "/spreads";
 export const GET_LAST_TRADE_PRICE = "/last-trade-price";
 export const GET_LAST_TRADES_PRICES = "/last-trades-prices";
 export const GET_TICK_SIZE = "/tick-size";