Merge pull request #89 from Polymarket/feat/price-history

Adapting price history to the new feature
Polymarket · May 18, 2023 · 13fb8fd · 13fb8fd
2 parents 957856c + 5670668
commit 13fb8fd
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Showing 6 changed files with 116 additions and 13 deletions.
diff --git a/examples/getPricesHistory.ts b/examples/getPricesHistory.ts
@@ -1,7 +1,13 @@
 import { ethers } from "ethers";
 import { config as dotenvConfig } from "dotenv";
 import { resolve } from "path";
-import { ApiKeyCreds, Chain, ClobClient, FilterParams } from "../src";
+import {
+    ApiKeyCreds,
+    Chain,
+    ClobClient,
+    PriceHistoryFilterParams,
+    PriceHistoryInterval,
+} from "../src";
 
 dotenvConfig({ path: resolve(__dirname, "../.env") });
 
@@ -27,17 +33,54 @@ async function main() {
         startTs: new Date().getTime() / 1000 - 1000,
         endTs: new Date().getTime() / 1000,
         market: YES_TOKEN_ID,
-    } as FilterParams);
+    } as PriceHistoryFilterParams);
 
     console.log(yes_prices_history);
 
     const no_prices_history = await clobClient.getPricesHistory({
         startTs: new Date().getTime() / 1000 - 1000,
         endTs: new Date().getTime() / 1000,
         market: NO_TOKEN_ID,
-    } as FilterParams);
+    } as PriceHistoryFilterParams);
 
     console.log(no_prices_history);
+
+    // intervals
+    // ONE HOUR
+    const one_hour_history = await clobClient.getPricesHistory({
+        market: YES_TOKEN_ID,
+        interval: PriceHistoryInterval.ONE_HOUR,
+        fidelity: 1,
+    } as PriceHistoryFilterParams);
+
+    console.log(one_hour_history);
+
+    // SIX HOURS
+    const six_hours_history = await clobClient.getPricesHistory({
+        market: YES_TOKEN_ID,
+        interval: PriceHistoryInterval.SIX_HOURS,
+        fidelity: 3,
+    } as PriceHistoryFilterParams);
+
+    console.log(six_hours_history);
+
+    // ONE DAY
+    const one_day_history = await clobClient.getPricesHistory({
+        market: YES_TOKEN_ID,
+        interval: PriceHistoryInterval.ONE_DAY,
+        fidelity: 5,
+    } as PriceHistoryFilterParams);
+
+    console.log(one_day_history);
+
+    // ONE WEEK
+    const one_week_history = await clobClient.getPricesHistory({
+        market: YES_TOKEN_ID,
+        interval: PriceHistoryInterval.ONE_WEEK,
+        fidelity: 10,
+    } as PriceHistoryFilterParams);
+
+    console.log(one_week_history);
 }
 
 main();
diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "2.2.0",
+    "version": "2.3.0",
     "contributors": [
         {
             "name": "Jonathan Amenechi",

diff --git a/src/client.ts b/src/client.ts
@@ -5,7 +5,6 @@ import {
     ApiKeyCreds,
     ApiKeysResponse,
     Chain,
-    FilterParams,
     MarketPrice,
     OpenOrderParams,
     OpenOrdersResponse,
@@ -30,14 +29,15 @@ import {
     TickSizes,
     TickSize,
     OrdersScoringParams,
+    PriceHistoryFilterParams,
 } from "./types";
 import { createL1Headers, createL2Headers } from "./headers";
 import {
     addBalanceAllowanceParamsToUrl,
-    addFilterParamsToUrl,
     addOpenOrderParamsToUrl,
     addOrderScoringParamsToUrl,
     addOrdersScoringParamsToUrl,
+    addPriceHistoryFilterParamsToUrl,
     addTradeNotificationParamsToUrl,
     addTradeParamsToUrl,
     del,
@@ -178,8 +178,8 @@ export class ClobClient {
         return get(`${this.host}${GET_LARGE_ORDERS}?min_value=${minValue}`);
     }
 
-    public async getPricesHistory(params: FilterParams): Promise<MarketPrice[]> {
-        const url = addFilterParamsToUrl(`${this.host}${GET_PRICES_HISTORY}`, params);
+    public async getPricesHistory(params: PriceHistoryFilterParams): Promise<MarketPrice[]> {
+        const url = addPriceHistoryFilterParamsToUrl(`${this.host}${GET_PRICES_HISTORY}`, params);
         return get(url);
     }
 

diff --git a/src/http-helpers/index.ts b/src/http-helpers/index.ts
@@ -4,6 +4,7 @@ import {
     FilterParams,
     OrderScoringParams,
     OrdersScoringParams,
+    PriceHistoryFilterParams,
     TradeNotificationParams,
     TradeParams,
 } from "src/types";
@@ -254,3 +255,29 @@ export const addOrdersScoringParamsToUrl = (
     }
     return url;
 };
+
+export const addPriceHistoryFilterParamsToUrl = (
+    baseUrl: string,
+    params?: PriceHistoryFilterParams,
+): string => {
+    let url = baseUrl;
+    if (params !== undefined) {
+        url = `${url}?`;
+        if (params.market !== undefined) {
+            url = buildQueryParams(url, "market", params.market as string);
+        }
+        if (params.startTs !== undefined) {
+            url = buildQueryParams(url, "startTs", `${params.startTs}`);
+        }
+        if (params.endTs !== undefined) {
+            url = buildQueryParams(url, "endTs", `${params.endTs}`);
+        }
+        if (params.fidelity !== undefined) {
+            url = buildQueryParams(url, "fidelity", `${params.fidelity}`);
+        }
+        if (params.interval !== undefined) {
+            url = buildQueryParams(url, "interval", `${params.interval}`);
+        }
+    }
+    return url;
+};
diff --git a/src/types.ts b/src/types.ts
@@ -255,11 +255,24 @@ export enum Chain {
 }
 
 export interface MarketPrice {
-    t: string; // timestamp
-    l: string; // liquidity
-    p: string; // price
-    v: string; // volume
-    ps: string; // positions
+    t: number; // timestamp
+    p: number; // price
+}
+
+export interface PriceHistoryFilterParams {
+    market?: string;
+    startTs?: number;
+    endTs?: number;
+    fidelity?: number;
+    interval?: PriceHistoryInterval;
+}
+
+export enum PriceHistoryInterval {
+    MAX = "max",
+    ONE_WEEK = "1w",
+    ONE_DAY = "1d",
+    SIX_HOURS = "6h",
+    ONE_HOUR = "1h",
 }
 
 export interface TradeNotificationParams {

diff --git a/tests/http-helpers/index.test.ts b/tests/http-helpers/index.test.ts
@@ -9,13 +9,15 @@ import {
     addBalanceAllowanceParamsToUrl,
     addOrderScoringParamsToUrl,
     addOrdersScoringParamsToUrl,
+    addPriceHistoryFilterParamsToUrl,
 } from "../../src/http-helpers/index";
 import {
     AssetType,
     BalanceAllowanceParams,
     OpenOrderParams,
     OrderScoringParams,
     OrdersScoringParams,
+    PriceHistoryInterval,
     Side,
     TradeNotificationParams,
     TradeParams,
@@ -155,4 +157,22 @@ describe("utilities", () => {
             expect(url).equal("http://tracker?order_ids=0x0,0x1,0x2");
         });
     });
+
+    describe("addPriceHistoryFilterParamsToUrl", () => {
+        it("checking url + params", () => {
+            const url = addPriceHistoryFilterParamsToUrl("http://tracker", {
+                market: "10000",
+                startTs: 1450000,
+                endTs: 1460000,
+                fidelity: 15,
+                interval: PriceHistoryInterval.SIX_HOURS,
+            });
+            expect(url).not.null;
+            expect(url).not.undefined;
+            expect(url).not.empty;
+            expect(url).equal(
+                "http://tracker?market=10000&startTs=1450000&endTs=1460000&fidelity=15&interval=6h",
+            );
+        });
+    });
 });