2b:null 2c:["$","title",null,{"children":"Adjacent Helper Function Notebook | Adjacent | Observable"}] 31:T4f6b,// Updated function to fetch and process price histories for multiple markets from Polymarket, Kalshi, and Limitless async function fetchProcessedMarketHistoriesMax( marketIds, marketNames, marketSources = [], adjacentApiKey = null ) { try { // Validate inputs if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } // If marketSources is not provided or is shorter than marketIds, fill with 'polymarket' as default const sources = [...marketSources]; while (sources.length < marketIds.length) { sources.push("polymarket"); } console.log("Fetching data for markets:", marketNames.join(", ")); console.log("Using sources:", sources.join(", ")); // Fetch raw data for all markets const fetchPromises = marketIds.map((marketId, index) => { const marketName = marketNames[index]; const source = sources[index]; // Different fetch logic based on the source if (source === "polymarket" || !source) { // Using "max" interval to get all available data for Polymarket const interval = "max"; const url = `https://clob.polymarket.com/prices-history?market=${marketId}&interval=${interval}`; return fetch(url, { headers: { "Content-Type": "application/json", "Cache-Control": "no-cache" } }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => ({ marketId, marketName, source: "polymarket", data })) .catch((error) => { console.error( `Error fetching Polymarket market ${marketName}:`, error ); return { marketId, marketName, source: "polymarket", error: error.message }; }); } else if (source === "kalshi") { // Using the CORRECT Adjacent API endpoint for Kalshi markets const url = `https://api.data.adj.news/api/trade/price-history?market_id=${marketId}`; const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; // Add API key if provided if (adjacentApiKey) { headers["Authorization"] = `Bearer ${adjacentApiKey}`; console.log(`Using API key for Kalshi market ${marketName}`); } console.log(`Fetching Kalshi market ${marketName} from: ${url}`); return fetch(url, { method: "GET", headers: headers }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => { console.log( `Received data for Kalshi market ${marketName}:`, data.data ? `${data.data.length} price points` : "No data array found" ); return { marketId, marketName, source: "kalshi", data }; }) .catch((error) => { console.error( `Error fetching Kalshi market ${marketName} from Adjacent API:`, error ); return { marketId, marketName, source: "kalshi", error: error.message }; }); } else if (source === "limitless") { // Using Limitless Exchange API with 'all' interval to get complete history const url = `https://api.limitless.exchange/markets/${marketId}/historical-price?interval=all`; console.log(`Fetching Limitless market ${marketName} from: ${url}`); return fetch(url, { headers: { "Content-Type": "application/json", "Cache-Control": "no-cache" } }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => ({ marketId, marketName, source: "limitless", data })) .catch((error) => { console.error( `Error fetching Limitless market ${marketName}:`, error ); return { marketId, marketName, source: "limitless", error: error.message }; }); } else { return Promise.resolve({ marketId, marketName, error: `Unknown source: ${source}` }); } }); // Wait for all fetches to complete const results = await Promise.all(fetchPromises); // Process each market's data to get daily closing prices const marketDailyPrices = {}; const marketCreationDates = {}; results.forEach((result) => { const { marketName, source, data, error } = result; if (error || !data) { console.warn( `No valid data for market ${marketName}: ${error || "unknown error"}` ); marketDailyPrices[marketName] = new Map(); return; } // Different processing logic based on the source if (source === "polymarket") { if (!data?.history || data.history.length === 0) { console.warn(`No history data for Polymarket market ${marketName}`); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${data.history.length} price points for ${marketName} (Polymarket)` ); // Find market creation date from earliest data point if (data.history.length > 0) { const timestamps = data.history.map((point) => point.t); const earliestTimestamp = Math.min(...timestamps); const creationDate = new Date(earliestTimestamp * 1000); // Store creation date with no time component (UTC date) const creationDateUTC = new Date( Date.UTC( creationDate.getUTCFullYear(), creationDate.getUTCMonth(), creationDate.getUTCDate() ) ); marketCreationDates[marketName] = creationDateUTC; console.log( `Market ${marketName} creation date:`, creationDateUTC.toISOString().split("T")[0] ); } // Group prices by day and get closing price for each day (Polymarket format) const pricesByDay = {}; data.history.forEach((point) => { // Convert timestamp to date (assuming timestamp is in seconds) const date = new Date(point.t * 1000); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } pricesByDay[dayKey].push({ timestamp: point.t, price: point.p }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName}` ); } else if (source === "kalshi") { // Process Adjacent API data for Kalshi markets if (!data?.data || data.data.length === 0) { console.warn( `No price data for Kalshi market ${marketName} from Adjacent API` ); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${data.data.length} price points for ${marketName} (Kalshi via Adjacent API)` ); // Find market creation date from earliest data point if (data.data.length > 0) { // Adjacent API uses timestamps in seconds const timestamps = data.data.map((point) => point.timestamp); const earliestTimestamp = Math.min(...timestamps); const creationDate = new Date(earliestTimestamp * 1000); // Store creation date with no time component (UTC date) const creationDateUTC = new Date( Date.UTC( creationDate.getUTCFullYear(), creationDate.getUTCMonth(), creationDate.getUTCDate() ) ); marketCreationDates[marketName] = creationDateUTC; console.log( `Market ${marketName} creation date:`, creationDateUTC.toISOString().split("T")[0] ); } // Group prices by day and get closing price for each day const pricesByDay = {}; data.data.forEach((point) => { // Convert timestamp to date (timestamp is in seconds in Adjacent API) const date = new Date(point.timestamp * 1000); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } // FIXED: Adjacent API already returns prices in 0-1 range, so use directly const price = point.price; // Already in 0-1 format, no conversion needed pricesByDay[dayKey].push({ timestamp: point.timestamp, price: price }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName} - sample:`, Array.from(dailyClosingPrices.entries()).slice(0, 2) ); } else if (source === "limitless") { // Process Limitless Exchange data // Handle both individual market and market group responses let marketData; if (Array.isArray(data)) { // Market group response - find the target market marketData = data.find((market) => market.title === marketName); if (!marketData) { console.warn(`Market "${marketName}" not found in group response`); marketDailyPrices[marketName] = new Map(); return; } } else { // Individual market response marketData = data; } if (!marketData.prices || marketData.prices.length === 0) { console.warn(`No price data for Limitless market ${marketName}`); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${marketData.prices.length} price points for ${marketName} (Limitless)` ); // Find market creation date from earliest data point if (marketData.prices.length > 0) { // Limitless uses millisecond timestamps, but handle string vs number const timestamps = marketData.prices.map((point) => { const timestamp = typeof point.timestamp === "string" ? parseInt(point.timestamp) : point.timestamp; return timestamp; }); const earliestTimestamp = Math.min(...timestamps); const creationDate = new Date(earliestTimestamp); // Store creation date with no time component (UTC date) const creationDateUTC = new Date( Date.UTC( creationDate.getUTCFullYear(), creationDate.getUTCMonth(), creationDate.getUTCDate() ) ); marketCreationDates[marketName] = creationDateUTC; console.log( `Market ${marketName} creation date:`, creationDateUTC.toISOString().split("T")[0] ); } // Group prices by day and get closing price for each day const pricesByDay = {}; marketData.prices.forEach((point) => { // Convert timestamp to date (Limitless uses milliseconds, but need to handle string vs number) const timestamp = typeof point.timestamp === "string" ? parseInt(point.timestamp) : point.timestamp; const date = new Date(timestamp); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } pricesByDay[dayKey].push({ timestamp: timestamp, price: point.price // Limitless price is already in 0-1 range }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName}` ); } }); // Determine the full date range const today = new Date(); const todayUTC = new Date( Date.UTC(today.getUTCFullYear(), today.getUTCMonth(), today.getUTCDate()) ); // Find the earliest market creation date let startDate = todayUTC; // Check if we have any market creation dates if (Object.keys(marketCreationDates).length === 0) { console.warn( "No market creation dates found, using today minus 180 days as start date" ); // Fallback to 180 days ago if no market creation dates startDate = new Date(todayUTC); startDate.setDate(startDate.getDate() - 180); } else { // Use the earliest market creation date Object.values(marketCreationDates).forEach((date) => { if (date && date < startDate) { startDate = date; } }); } console.log("Start date:", startDate.toISOString().split("T")[0]); console.log("End date (today):", todayUTC.toISOString().split("T")[0]); // Generate all dates in the range const allDates = []; const currentDate = new Date(startDate); while (currentDate <= todayUTC) { const dateStr = currentDate.toISOString().split("T")[0]; allDates.push(dateStr); // Move to next day currentDate.setUTCDate(currentDate.getUTCDate() + 1); } console.log(`Generated ${allDates.length} days in date range`); // Fill in missing prices by carrying forward the last known price const filledMarketPrices = {}; Object.entries(marketDailyPrices).forEach(([marketName, priceMap]) => { filledMarketPrices[marketName] = new Map(); const creationDate = marketCreationDates[marketName]; // If empty market, skip if (!priceMap || priceMap.size === 0) { console.warn(`No price data to fill for ${marketName}`); return; } // Sort the existing dates const existingDates = Array.from(priceMap.keys()).sort(); // If we have no data, skip if (existingDates.length === 0) { console.warn(`No existing dates for ${marketName}`); return; } console.log( `${marketName} has data for ${existingDates.length} days, first:`, existingDates[0], "last:", existingDates[existingDates.length - 1] ); let lastPrice = null; // Fill in prices for all dates in our range allDates.forEach((dateStr) => { const currentDate = new Date(dateStr); if (priceMap.has(dateStr)) { // We have data for this day lastPrice = priceMap.get(dateStr); filledMarketPrices[marketName].set(dateStr, lastPrice); } else if ( lastPrice !== null && creationDate && currentDate >= creationDate ) { // Carry forward last known price if after market creation filledMarketPrices[marketName].set(dateStr, lastPrice); } else { // No data yet for this market filledMarketPrices[marketName].set(dateStr, null); } }); console.log( `Filled in prices for ${marketName}, now have ${filledMarketPrices[marketName].size} days` ); }); // Create the final dataset in the requested format const processedHistory = allDates.map((dateStr) => { // Create Date object for midnight UTC, then adjust to local time for display const utcDate = new Date(dateStr); // For display in Observable, adjust to local timezone const date = new Date(utcDate.getTime()); const result = { date: date }; // Add each market's price for this date marketNames.forEach((marketName) => { if ( filledMarketPrices[marketName] && filledMarketPrices[marketName].has(dateStr) ) { const price = filledMarketPrices[marketName].get(dateStr); // Multiply by 100 to match your format result[marketName] = price !== null ? price * 100 : null; } else { // Handle markets with no data result[marketName] = null; } }); return result; }); console.log(`Final processed dataset has ${processedHistory.length} days`); // Do a final check of the output if (processedHistory.length > 0) { console.log("Sample output data points:"); console.log("First:", processedHistory[0]); console.log("Last:", processedHistory[processedHistory.length - 1]); // Check for any NaN values const hasNaN = processedHistory.some((entry) => { return Object.values(entry).some( (val) => val !== null && typeof val === "number" && isNaN(val) ); }); if (hasNaN) { console.warn("Warning: NaN values detected in the processed data!"); } } return processedHistory; } catch (error) { console.error("Error in fetchProcessedMarketHistoriesMax:", error); return { error: error.message }; } }32:T4565,// Updated function to fetch and process price histories for multiple markets with configurable number of days // Fixed to ensure latest prices are captured by processing all data first, then filtering async function fetchProcessedMarketHistoriesWithDays( marketIds, marketNames, days = 30, // New parameter: number of days of history to return marketSources = [], adjacentApiKey = null ) { try { // Validate inputs if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } // Validate days parameter if (typeof days !== "number" || days < 1) { throw new Error("days parameter must be a positive number"); } // If marketSources is not provided or is shorter than marketIds, fill with 'polymarket' as default const sources = [...marketSources]; while (sources.length < marketIds.length) { sources.push("polymarket"); } console.log("Fetching data for markets:", marketNames.join(", ")); console.log("Using sources:", sources.join(", ")); console.log(`Requesting ${days} days of history`); // Calculate target date range (we'll filter to this at the end) const today = new Date(); const endDateUTC = new Date( Date.UTC(today.getUTCFullYear(), today.getUTCMonth(), today.getUTCDate()) ); const startDateUTC = new Date(endDateUTC); startDateUTC.setUTCDate(startDateUTC.getUTCDate() - days + 1); // +1 to include today console.log("Target start date:", startDateUTC.toISOString().split("T")[0]); console.log( "Target end date (today):", endDateUTC.toISOString().split("T")[0] ); // Fetch raw data for all markets const fetchPromises = marketIds.map((marketId, index) => { const marketName = marketNames[index]; const source = sources[index]; // Different fetch logic based on the source if (source === "polymarket" || !source) { // Using "max" interval to get all available data for Polymarket const interval = "max"; const url = `https://clob.polymarket.com/prices-history?market=${marketId}&interval=${interval}`; return fetch(url, { headers: { "Content-Type": "application/json", "Cache-Control": "no-cache" } }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => ({ marketId, marketName, source: "polymarket", data })) .catch((error) => { console.error( `Error fetching Polymarket market ${marketName}:`, error ); return { marketId, marketName, source: "polymarket", error: error.message }; }); } else if (source === "kalshi") { // Using the CORRECT Adjacent API endpoint for Kalshi markets const url = `https://api.data.adj.news/api/trade/price-history?market_id=${marketId}`; const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; // Add API key if provided if (adjacentApiKey) { headers["Authorization"] = `Bearer ${adjacentApiKey}`; console.log(`Using API key for Kalshi market ${marketName}`); } console.log(`Fetching Kalshi market ${marketName} from: ${url}`); return fetch(url, { method: "GET", headers: headers }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => { console.log( `Received data for Kalshi market ${marketName}:`, data.data ? `${data.data.length} price points` : "No data array found" ); return { marketId, marketName, source: "kalshi", data }; }) .catch((error) => { console.error( `Error fetching Kalshi market ${marketName} from Adjacent API:`, error ); return { marketId, marketName, source: "kalshi", error: error.message }; }); } else if (source === "limitless") { // Using Limitless Exchange API with 'all' interval to get complete history const url = `https://api.limitless.exchange/markets/${marketId}/historical-price?interval=all`; console.log(`Fetching Limitless market ${marketName} from: ${url}`); return fetch(url, { headers: { "Content-Type": "application/json", "Cache-Control": "no-cache" } }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for market ${marketName}` ); } return response.json(); }) .then((data) => ({ marketId, marketName, source: "limitless", data })) .catch((error) => { console.error( `Error fetching Limitless market ${marketName}:`, error ); return { marketId, marketName, source: "limitless", error: error.message }; }); } else { return Promise.resolve({ marketId, marketName, error: `Unknown source: ${source}` }); } }); // Wait for all fetches to complete const results = await Promise.all(fetchPromises); // Process each market's data to get daily closing prices from ALL available data const marketDailyPrices = {}; results.forEach((result) => { const { marketName, source, data, error } = result; if (error || !data) { console.warn( `No valid data for market ${marketName}: ${error || "unknown error"}` ); marketDailyPrices[marketName] = new Map(); return; } // Different processing logic based on the source if (source === "polymarket") { if (!data?.history || data.history.length === 0) { console.warn(`No history data for Polymarket market ${marketName}`); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${data.history.length} price points for ${marketName} (Polymarket)` ); // Process ALL data points (no filtering here - we want the latest prices) const pricesByDay = {}; data.history.forEach((point) => { // Convert timestamp to date (assuming timestamp is in seconds) const date = new Date(point.t * 1000); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } pricesByDay[dayKey].push({ timestamp: point.t, price: point.p }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName}` ); } else if (source === "kalshi") { // Process Adjacent API data for Kalshi markets if (!data?.data || data.data.length === 0) { console.warn( `No price data for Kalshi market ${marketName} from Adjacent API` ); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${data.data.length} price points for ${marketName} (Kalshi via Adjacent API)` ); // Process ALL data points (no filtering here - we want the latest prices) const pricesByDay = {}; data.data.forEach((point) => { // Convert timestamp to date (timestamp is in seconds in Adjacent API) const date = new Date(point.timestamp * 1000); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } // FIXED: Adjacent API already returns prices in 0-1 range, so use directly const price = point.price; // Already in 0-1 format, no conversion needed pricesByDay[dayKey].push({ timestamp: point.timestamp, price: price }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName} - sample:`, Array.from(dailyClosingPrices.entries()).slice(0, 2) ); } else if (source === "limitless") { // Process Limitless Exchange data // Handle both individual market and market group responses let marketData; if (Array.isArray(data)) { // Market group response - find the target market marketData = data.find((market) => market.title === marketName); if (!marketData) { console.warn(`Market "${marketName}" not found in group response`); marketDailyPrices[marketName] = new Map(); return; } } else { // Individual market response marketData = data; } if (!marketData.prices || marketData.prices.length === 0) { console.warn(`No price data for Limitless market ${marketName}`); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${marketData.prices.length} price points for ${marketName} (Limitless)` ); // Process ALL data points (no filtering here - we want the latest prices) const pricesByDay = {}; marketData.prices.forEach((point) => { // Convert timestamp to date (Limitless uses milliseconds, but need to handle string vs number) const timestamp = typeof point.timestamp === "string" ? parseInt(point.timestamp) : point.timestamp; const date = new Date(timestamp); // Create a UTC date key for consistent timezone handling const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } pricesByDay[dayKey].push({ timestamp: timestamp, price: point.price // Limitless price is already in 0-1 range }); }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); // Store the daily prices for this market marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName}` ); } }); // Generate all dates in the specified range const allDates = []; const currentDate = new Date(startDateUTC); while (currentDate <= endDateUTC) { const dateStr = currentDate.toISOString().split("T")[0]; allDates.push(dateStr); // Move to next day currentDate.setUTCDate(currentDate.getUTCDate() + 1); } console.log(`Generated ${allDates.length} days in date range`); // Fill in missing prices by carrying forward the last known price const filledMarketPrices = {}; Object.entries(marketDailyPrices).forEach(([marketName, priceMap]) => { filledMarketPrices[marketName] = new Map(); // If empty market, skip if (!priceMap || priceMap.size === 0) { console.warn(`No price data to fill for ${marketName}`); return; } // Sort the existing dates const existingDates = Array.from(priceMap.keys()).sort(); // If we have no data, skip if (existingDates.length === 0) { console.warn(`No existing dates for ${marketName}`); return; } console.log( `${marketName} has data for ${existingDates.length} days, first:`, existingDates[0], "last:", existingDates[existingDates.length - 1] ); let lastPrice = null; // Fill in prices for all dates in our target range allDates.forEach((dateStr) => { if (priceMap.has(dateStr)) { // We have data for this day lastPrice = priceMap.get(dateStr); filledMarketPrices[marketName].set(dateStr, lastPrice); } else if (lastPrice !== null) { // Carry forward last known price filledMarketPrices[marketName].set(dateStr, lastPrice); } else { // Look for the most recent price before this date const priorDates = existingDates.filter((d) => d < dateStr); if (priorDates.length > 0) { const mostRecentDate = priorDates[priorDates.length - 1]; lastPrice = priceMap.get(mostRecentDate); filledMarketPrices[marketName].set(dateStr, lastPrice); } else { // No data yet for this market filledMarketPrices[marketName].set(dateStr, null); } } }); console.log( `Filled in prices for ${marketName}, now have ${filledMarketPrices[marketName].size} days` ); }); // Create the final dataset in the requested format - only for the target date range const processedHistory = allDates.map((dateStr) => { // Create Date object for midnight UTC, then adjust to local time for display const utcDate = new Date(dateStr); // For display in Observable, adjust to local timezone const date = new Date(utcDate.getTime()); const result = { date: date }; // Add each market's price for this date marketNames.forEach((marketName) => { if ( filledMarketPrices[marketName] && filledMarketPrices[marketName].has(dateStr) ) { const price = filledMarketPrices[marketName].get(dateStr); // Multiply by 100 to match your format result[marketName] = price !== null ? price * 100 : null; } else { // Handle markets with no data result[marketName] = null; } }); return result; }); console.log(`Final processed dataset has ${processedHistory.length} days`); // Do a final check of the output if (processedHistory.length > 0) { console.log("Sample output data points:"); console.log("First:", processedHistory[0]); console.log("Last:", processedHistory[processedHistory.length - 1]); // Check for any NaN values const hasNaN = processedHistory.some((entry) => { return Object.values(entry).some( (val) => val !== null && typeof val === "number" && isNaN(val) ); }); if (hasNaN) { console.warn("Warning: NaN values detected in the processed data!"); } } return processedHistory; } catch (error) { console.error("Error in fetchProcessedMarketHistoriesWithDays:", error); return { error: error.message }; } }33:T338b,async function batchPriceHistory( marketIds, marketNames, adjacentApiKey = null, interval = "1d", // Time interval: "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" limit = null // Optional limit parameter ) { try { // Validate inputs if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } if (marketIds.length === 0) { throw new Error("At least one market ID must be provided"); } // Validate interval parameter const validIntervals = [ "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" ]; if (!validIntervals.includes(interval)) { console.warn( `Invalid interval "${interval}". Using default "1d". Valid intervals:`, validIntervals ); interval = "1d"; } // Detect platform types for each market const marketPlatforms = marketIds.map((id) => id.startsWith("polymarket_") ? "polymarket" : "kalshi" ); console.log("Batch fetching price history for mixed platforms:"); console.log("Market IDs:", marketIds.join(", ")); console.log("Market Names:", marketNames.join(", ")); console.log("Detected Platforms:", marketPlatforms.join(", ")); console.log("Using interval:", interval); // Split marketIds and marketNames into batches of 20 const batchSize = 20; const batches = []; for (let i = 0; i < marketIds.length; i += batchSize) { batches.push({ ids: marketIds.slice(i, i + batchSize), names: marketNames.slice(i, i + batchSize), platforms: marketPlatforms.slice(i, i + batchSize) }); } console.log(`Split into ${batches.length} batches of up to ${batchSize} markets`); // Process all batches concurrently const batchPromises = batches.map(async (batch, batchIndex) => { // Build the Adjacent API URL for this batch const marketIdsParam = batch.ids.join(","); let url = `https://api.data.adj.news/api/trade/price-history?market_id=${marketIdsParam}&interval=${interval}`; // Add limit parameter if provided if (limit) { url += `&limit=${limit}`; } console.log(`Fetching batch ${batchIndex + 1}/${batches.length}: ${url}`); // Prepare headers const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; // Add API key if provided if (adjacentApiKey) { headers["Authorization"] = `Bearer ${adjacentApiKey}`; console.log(`Using API key for batch ${batchIndex + 1} request`); } // Fetch data from Adjacent API const response = await fetch(url, { method: "GET", headers: headers }); if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for batch ${batchIndex + 1}` ); } const data = await response.json(); // Log the actual response structure for debugging console.log(`Raw API response structure for batch ${batchIndex + 1}:`, { isArray: Array.isArray(data), dataType: typeof data, keys: data ? Object.keys(data) : null, sampleData: Array.isArray(data) ? data[0] : data }); // Handle different possible response formats let priceHistoryData = []; if (Array.isArray(data)) { priceHistoryData = data; } else if (data && typeof data === "object") { if (data.data && Array.isArray(data.data)) { priceHistoryData = data.data; } else if (data.results && Array.isArray(data.results)) { priceHistoryData = data.results; } else { console.error(`Unexpected response format for batch ${batchIndex + 1}. Response:`, data); throw new Error( `Could not find price history data in response for batch ${batchIndex + 1}.` ); } } else { throw new Error(`Invalid response format from Adjacent API for batch ${batchIndex + 1}`); } console.log( `Received ${priceHistoryData.length} price history points from batch ${batchIndex + 1}` ); return { priceHistoryData, batch }; }); // Wait for all batches to complete const batchResults = await Promise.all(batchPromises); // Combine results from all batches let allPriceHistoryData = []; batchResults.forEach(({ priceHistoryData }) => { allPriceHistoryData = allPriceHistoryData.concat(priceHistoryData); }); // Debug: Log sample price history data if (allPriceHistoryData.length > 0) { console.log( "Sample price history point:", JSON.stringify(allPriceHistoryData[0], null, 2) ); const polymarketSample = allPriceHistoryData.find( (point) => point.market_id && point.market_id.startsWith("polymarket_") ); if (polymarketSample) { console.log( "Sample Polymarket price point:", JSON.stringify(polymarketSample, null, 2) ); } } // Group price history data by market const priceHistoryByMarket = {}; marketIds.forEach((marketId) => { priceHistoryByMarket[marketId] = []; }); allPriceHistoryData.forEach((pricePoint) => { marketIds.forEach((targetMarketId, index) => { const platform = marketPlatforms[index]; let isMatch = false; if (platform === "polymarket") { isMatch = pricePoint.market_id === targetMarketId; if ( pricePoint.market_id && pricePoint.market_id.startsWith("polymarket_") ) { console.log( `Checking Polymarket match: ${pricePoint.market_id} === ${targetMarketId} ? ${isMatch}` ); } } else { isMatch = pricePoint.market_id === targetMarketId; } if (isMatch) { priceHistoryByMarket[targetMarketId].push(pricePoint); } }); }); // Log price point counts per market Object.entries(priceHistoryByMarket).forEach(([marketId, pricePoints]) => { const index = marketIds.indexOf(marketId); const marketName = marketNames[index]; const platform = marketPlatforms[index]; console.log( `Market ${marketName} (${platform}) (${marketId}): ${pricePoints.length} price points` ); }); // Process each market's price history to get daily closing prices const marketDailyPrices = {}; const marketCreationDates = {}; marketIds.forEach((marketId, index) => { const marketName = marketNames[index]; const platform = marketPlatforms[index]; const pricePoints = priceHistoryByMarket[marketId] || []; if (pricePoints.length === 0) { console.warn( `No price history data for ${platform} market ${marketName} (${marketId})` ); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${pricePoints.length} price points for ${marketName} (${platform})` ); // Sort price points by timestamp const sortedPricePoints = pricePoints.sort( (a, b) => a.timestamp - b.timestamp ); // Find market creation date from earliest price point if (sortedPricePoints.length > 0) { const earliestTimestamp = typeof sortedPricePoints[0].timestamp === "string" ? parseInt(sortedPricePoints[0].timestamp) : sortedPricePoints[0].timestamp; const creationDate = new Date(earliestTimestamp * 1000); const creationDateUTC = new Date( Date.UTC( creationDate.getUTCFullYear(), creationDate.getUTCMonth(), creationDate.getUTCDate() ) ); marketCreationDates[marketName] = creationDateUTC; console.log( `Market ${marketName} (${platform}) creation date:`, creationDateUTC.toISOString().split("T")[0] ); } // Process price history data - use closing prices if available const dailyClosingPrices = new Map(); sortedPricePoints.forEach((pricePoint) => { const date = new Date(pricePoint.timestamp * 1000); const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; const price = pricePoint.close !== undefined ? pricePoint.close : pricePoint.price; if (price !== undefined && price !== null) { dailyClosingPrices.set(dayKey, price); } }); marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName} - sample:`, Array.from(dailyClosingPrices.entries()).slice(0, 2) ); }); // Determine the full date range const today = new Date(); const todayUTC = new Date( Date.UTC(today.getUTCFullYear(), today.getUTCMonth(), today.getUTCDate()) ); let startDate = todayUTC; if (Object.keys(marketCreationDates).length === 0) { console.warn( "No market creation dates found, using today minus 180 days as start date" ); startDate = new Date(todayUTC); startDate.setDate(startDate.getDate() - 180); } else { Object.values(marketCreationDates).forEach((date) => { if (date && date < startDate) { startDate = date; } }); } console.log("Start date:", startDate.toISOString().split("T")[0]); console.log("End date (today):", todayUTC.toISOString().split("T")[0]); // Generate all dates in the range const allDates = []; const currentDate = new Date(startDate); while (currentDate <= todayUTC) { const dateStr = currentDate.toISOString().split("T")[0]; allDates.push(dateStr); currentDate.setUTCDate(currentDate.getUTCDate() + 1); } console.log(`Generated ${allDates.length} days in date range`); // Fill in missing prices by carrying forward the last known price const filledMarketPrices = {}; Object.entries(marketDailyPrices).forEach(([marketName, priceMap]) => { filledMarketPrices[marketName] = new Map(); const creationDate = marketCreationDates[marketName]; if (!priceMap || priceMap.size === 0) { console.warn(`No price data to fill for ${marketName}`); return; } const existingDates = Array.from(priceMap.keys()).sort(); if (existingDates.length === 0) { console.warn(`No existing dates for ${marketName}`); return; } console.log( `${marketName} has data for ${existingDates.length} days, first:`, existingDates[0], "last:", existingDates[existingDates.length - 1] ); let lastPrice = null; allDates.forEach((dateStr) => { const currentDate = new Date(dateStr); if (priceMap.has(dateStr)) { lastPrice = priceMap.get(dateStr); filledMarketPrices[marketName].set(dateStr, lastPrice); } else if ( lastPrice !== null && creationDate && currentDate >= creationDate ) { filledMarketPrices[marketName].set(dateStr, lastPrice); } else { filledMarketPrices[marketName].set(dateStr, null); } }); console.log( `Filled in prices for ${marketName}, now have ${filledMarketPrices[marketName].size} days` ); }); // Create the final dataset in the requested format const processedHistory = allDates.map((dateStr) => { const utcDate = new Date(dateStr); const date = new Date(utcDate.getTime()); const result = { date: date }; marketNames.forEach((marketName) => { if ( filledMarketPrices[marketName] && filledMarketPrices[marketName].has(dateStr) ) { const price = filledMarketPrices[marketName].get(dateStr); result[marketName] = price !== null ? price * 100 : null; } else { result[marketName] = null; } }); return result; }); console.log(`Final processed dataset has ${processedHistory.length} days`); if (processedHistory.length > 0) { console.log("Sample output data points:"); console.log("First:", processedHistory[0]); console.log("Last:", processedHistory[processedHistory.length - 1]); const hasNaN = processedHistory.some((entry) => { return Object.values(entry).some( (val) => val !== null && typeof val === "number" && isNaN(val) ); }); if (hasNaN) { console.warn("Warning: NaN values detected in the processed data!"); } } return processedHistory; } catch (error) { console.error("Error in batchPriceHistory:", error); return { error: error.message }; } }34:T352b,async function batchPriceHistoryWithDays( marketIds, marketNames, days = 30, // New parameter: number of days of history to return adjacentApiKey = null, interval = "1d", // Time interval: "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" limit = null // Optional limit parameter ) { try { // Validate inputs if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } if (marketIds.length === 0) { throw new Error("At least one market ID must be provided"); } // Validate days parameter if (typeof days !== "number" || days < 1) { throw new Error("days parameter must be a positive number"); } // Validate interval parameter const validIntervals = [ "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" ]; if (!validIntervals.includes(interval)) { console.warn( `Invalid interval "${interval}". Using default "1d". Valid intervals:`, validIntervals ); interval = "1d"; } // Calculate target date range const today = new Date(); const endDateUTC = new Date( Date.UTC(today.getUTCFullYear(), today.getUTCMonth(), today.getUTCDate()) ); const startDateUTC = new Date(endDateUTC); startDateUTC.setUTCDate(startDateUTC.getUTCDate() - days + 1); // +1 to include today console.log("Target start date:", startDateUTC.toISOString().split("T")[0]); console.log( "Target end date (today):", endDateUTC.toISOString().split("T")[0] ); console.log(`Requesting ${days} days of history`); // Detect platform types for each market const marketPlatforms = marketIds.map((id) => id.startsWith("polymarket_") ? "polymarket" : "kalshi" ); console.log("Batch fetching price history for mixed platforms:"); console.log("Market IDs:", marketIds.join(", ")); console.log("Market Names:", marketNames.join(", ")); console.log("Detected Platforms:", marketPlatforms.join(", ")); console.log("Using interval:", interval); // Split marketIds and marketNames into batches of 20 const batchSize = 20; const batches = []; for (let i = 0; i < marketIds.length; i += batchSize) { batches.push({ ids: marketIds.slice(i, i + batchSize), names: marketNames.slice(i, i + batchSize), platforms: marketPlatforms.slice(i, i + batchSize) }); } console.log( `Split into ${batches.length} batches of up to ${batchSize} markets` ); // Process all batches concurrently const batchPromises = batches.map(async (batch, batchIndex) => { // Build the Adjacent API URL for this batch const marketIdsParam = batch.ids.join(","); let url = `https://api.data.adj.news/api/trade/price-history?market_id=${marketIdsParam}&interval=${interval}`; // Add limit parameter if provided if (limit) { url += `&limit=${limit}`; } console.log(`Fetching batch ${batchIndex + 1}/${batches.length}: ${url}`); // Prepare headers const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; // Add API key if provided if (adjacentApiKey) { headers["Authorization"] = `Bearer ${adjacentApiKey}`; console.log(`Using API key for batch ${batchIndex + 1} request`); } // Fetch data from Adjacent API const response = await fetch(url, { method: "GET", headers: headers }); if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for batch ${batchIndex + 1}` ); } const data = await response.json(); // Log the actual response structure for debugging console.log(`Raw API response structure for batch ${batchIndex + 1}:`, { isArray: Array.isArray(data), dataType: typeof data, keys: data ? Object.keys(data) : null, sampleData: Array.isArray(data) ? data[0] : data }); // Handle different possible response formats let priceHistoryData = []; if (Array.isArray(data)) { priceHistoryData = data; } else if (data && typeof data === "object") { if (data.data && Array.isArray(data.data)) { priceHistoryData = data.data; } else if (data.results && Array.isArray(data.results)) { priceHistoryData = data.results; } else { console.error( `Unexpected response format for batch ${batchIndex + 1}. Response:`, data ); throw new Error( `Could not find price history data in response for batch ${ batchIndex + 1 }.` ); } } else { throw new Error( `Invalid response format from Adjacent API for batch ${ batchIndex + 1 }` ); } console.log( `Received ${priceHistoryData.length} price history points from batch ${ batchIndex + 1 }` ); return { priceHistoryData, batch }; }); // Wait for all batches to complete const batchResults = await Promise.all(batchPromises); // Combine results from all batches let allPriceHistoryData = []; batchResults.forEach(({ priceHistoryData }) => { allPriceHistoryData = allPriceHistoryData.concat(priceHistoryData); }); // Debug: Log sample price history data if (allPriceHistoryData.length > 0) { console.log( "Sample price history point:", JSON.stringify(allPriceHistoryData[0], null, 2) ); const polymarketSample = allPriceHistoryData.find( (point) => point.market_id && point.market_id.startsWith("polymarket_") ); if (polymarketSample) { console.log( "Sample Polymarket price point:", JSON.stringify(polymarketSample, null, 2) ); } } // Group price history data by market const priceHistoryByMarket = {}; marketIds.forEach((marketId) => { priceHistoryByMarket[marketId] = []; }); allPriceHistoryData.forEach((pricePoint) => { marketIds.forEach((targetMarketId, index) => { const platform = marketPlatforms[index]; let isMatch = false; if (platform === "polymarket") { isMatch = pricePoint.market_id === targetMarketId; if ( pricePoint.market_id && pricePoint.market_id.startsWith("polymarket_") ) { console.log( `Checking Polymarket match: ${pricePoint.market_id} === ${targetMarketId} ? ${isMatch}` ); } } else { isMatch = pricePoint.market_id === targetMarketId; } if (isMatch) { priceHistoryByMarket[targetMarketId].push(pricePoint); } }); }); // Log price point counts per market Object.entries(priceHistoryByMarket).forEach(([marketId, pricePoints]) => { const index = marketIds.indexOf(marketId); const marketName = marketNames[index]; const platform = marketPlatforms[index]; console.log( `Market ${marketName} (${platform}) (${marketId}): ${pricePoints.length} price points` ); }); // Process each market's price history to get daily closing prices from ALL available data const marketDailyPrices = {}; marketIds.forEach((marketId, index) => { const marketName = marketNames[index]; const platform = marketPlatforms[index]; const pricePoints = priceHistoryByMarket[marketId] || []; if (pricePoints.length === 0) { console.warn( `No price history data for ${platform} market ${marketName} (${marketId})` ); marketDailyPrices[marketName] = new Map(); return; } console.log( `Processing ${pricePoints.length} price points for ${marketName} (${platform})` ); // Sort price points by timestamp const sortedPricePoints = pricePoints.sort( (a, b) => a.timestamp - b.timestamp ); // Process ALL data points to daily prices (no date filtering here) const pricesByDay = {}; sortedPricePoints.forEach((pricePoint) => { const date = new Date(pricePoint.timestamp * 1000); const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; if (!pricesByDay[dayKey]) { pricesByDay[dayKey] = []; } const price = pricePoint.close !== undefined ? pricePoint.close : pricePoint.price; if (price !== undefined && price !== null) { pricesByDay[dayKey].push({ timestamp: pricePoint.timestamp, price: price }); } }); // For each day, get the closing price (last price of the day) const dailyClosingPrices = new Map(); Object.entries(pricesByDay).forEach(([day, prices]) => { // Sort by timestamp (latest last) const sortedPrices = prices.sort((a, b) => a.timestamp - b.timestamp); // Take the latest price of the day const latestPrice = sortedPrices[sortedPrices.length - 1]; dailyClosingPrices.set(day, latestPrice.price); }); marketDailyPrices[marketName] = dailyClosingPrices; console.log( `Processed ${dailyClosingPrices.size} daily prices for ${marketName} - sample:`, Array.from(dailyClosingPrices.entries()).slice(0, 2) ); }); // Generate all dates in the specified target range const allDates = []; const currentDate = new Date(startDateUTC); while (currentDate <= endDateUTC) { const dateStr = currentDate.toISOString().split("T")[0]; allDates.push(dateStr); currentDate.setUTCDate(currentDate.getUTCDate() + 1); } console.log(`Generated ${allDates.length} days in target date range`); // Fill in missing prices by carrying forward the last known price const filledMarketPrices = {}; Object.entries(marketDailyPrices).forEach(([marketName, priceMap]) => { filledMarketPrices[marketName] = new Map(); if (!priceMap || priceMap.size === 0) { console.warn(`No price data to fill for ${marketName}`); return; } const existingDates = Array.from(priceMap.keys()).sort(); if (existingDates.length === 0) { console.warn(`No existing dates for ${marketName}`); return; } console.log( `${marketName} has data for ${existingDates.length} days, first:`, existingDates[0], "last:", existingDates[existingDates.length - 1] ); let lastPrice = null; // Fill in prices for all dates in our target range allDates.forEach((dateStr) => { if (priceMap.has(dateStr)) { // We have data for this day lastPrice = priceMap.get(dateStr); filledMarketPrices[marketName].set(dateStr, lastPrice); } else if (lastPrice !== null) { // Carry forward last known price filledMarketPrices[marketName].set(dateStr, lastPrice); } else { // Look for the most recent price before this date const priorDates = existingDates.filter((d) => d < dateStr); if (priorDates.length > 0) { const mostRecentDate = priorDates[priorDates.length - 1]; lastPrice = priceMap.get(mostRecentDate); filledMarketPrices[marketName].set(dateStr, lastPrice); } else { // No data yet for this market filledMarketPrices[marketName].set(dateStr, null); } } }); console.log( `Filled in prices for ${marketName}, now have ${filledMarketPrices[marketName].size} days` ); }); // Create the final dataset in the requested format - only for the target date range const processedHistory = allDates.map((dateStr) => { const utcDate = new Date(dateStr); const date = new Date(utcDate.getTime()); const result = { date: date }; marketNames.forEach((marketName) => { if ( filledMarketPrices[marketName] && filledMarketPrices[marketName].has(dateStr) ) { const price = filledMarketPrices[marketName].get(dateStr); result[marketName] = price !== null ? price * 100 : null; } else { result[marketName] = null; } }); return result; }); console.log(`Final processed dataset has ${processedHistory.length} days`); if (processedHistory.length > 0) { console.log("Sample output data points:"); console.log("First:", processedHistory[0]); console.log("Last:", processedHistory[processedHistory.length - 1]); const hasNaN = processedHistory.some((entry) => { return Object.values(entry).some( (val) => val !== null && typeof val === "number" && isNaN(val) ); }); if (hasNaN) { console.warn("Warning: NaN values detected in the processed data!"); } } return processedHistory; } catch (error) { console.error("Error in batchPriceHistoryWithDays:", error); return { error: error.message }; } }35:T3582,async function batchVolumeHistory( marketIds, marketNames, adjacentApiKey = null, interval = "1d", // Time interval: "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" limit = null // Optional limit parameter ) { try { // Validate inputs if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } if (marketIds.length === 0) { throw new Error("At least one market ID must be provided"); } // Validate interval parameter const validIntervals = [ "1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d", "3d", "1w", "1M" ]; if (!validIntervals.includes(interval)) { console.warn( `Invalid interval "${interval}". Using default "1d". Valid intervals:`, validIntervals ); interval = "1d"; } // Detect platform types for each market const marketPlatforms = marketIds.map((id) => id.startsWith("polymarket_") ? "polymarket" : "kalshi" ); console.log("Batch fetching volume history for mixed platforms:"); console.log("Market IDs:", marketIds.join(", ")); console.log("Market Names:", marketNames.join(", ")); console.log("Detected Platforms:", marketPlatforms.join(", ")); console.log("Using interval:", interval); // Split marketIds and marketNames into batches of 20 const batchSize = 20; const batches = []; for (let i = 0; i < marketIds.length; i += batchSize) { batches.push({ ids: marketIds.slice(i, i + batchSize), names: marketNames.slice(i, i + batchSize), platforms: marketPlatforms.slice(i, i + batchSize) }); } console.log(`Split into ${batches.length} batches of up to ${batchSize} markets`); // Process all batches concurrently const batchPromises = batches.map(async (batch, batchIndex) => { // Build the Adjacent API URL for this batch const marketIdsParam = batch.ids.join(","); let url = `https://api.data.adj.news/api/trade/price-history?market_id=${marketIdsParam}&interval=${interval}`; // Add limit parameter if provided if (limit) { url += `&limit=${limit}`; } console.log(`Fetching batch ${batchIndex + 1}/${batches.length}: ${url}`); // Prepare headers const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; // Add API key if provided if (adjacentApiKey) { headers["Authorization"] = `Bearer ${adjacentApiKey}`; console.log(`Using API key for batch ${batchIndex + 1} request`); } // Fetch data from Adjacent API const response = await fetch(url, { method: "GET", headers: headers }); if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for batch ${batchIndex + 1}` ); } const data = await response.json(); // Log the actual response structure for debugging console.log(`Raw API response structure for batch ${batchIndex + 1}:`, { isArray: Array.isArray(data), dataType: typeof data, keys: data ? Object.keys(data) : null, sampleData: Array.isArray(data) ? data[0] : data }); // Handle different possible response formats let volumeHistoryData = []; if (Array.isArray(data)) { volumeHistoryData = data; } else if (data && typeof data === "object") { if (data.data && Array.isArray(data.data)) { volumeHistoryData = data.data; } else if (data.results && Array.isArray(data.results)) { volumeHistoryData = data.results; } else { console.error(`Unexpected response format for batch ${batchIndex + 1}. Response:`, data); throw new Error( `Could not find volume history data in response for batch ${batchIndex + 1}.` ); } } else { throw new Error(`Invalid response format from Adjacent API for batch ${batchIndex + 1}`); } console.log( `Received ${volumeHistoryData.length} volume history points from batch ${batchIndex + 1}` ); return { volumeHistoryData, batch }; }); // Wait for all batches to complete const batchResults = await Promise.all(batchPromises); // Combine results from all batches let allVolumeHistoryData = []; batchResults.forEach(({ volumeHistoryData }) => { allVolumeHistoryData = allVolumeHistoryData.concat(volumeHistoryData); }); // Debug: Log sample volume history data if (allVolumeHistoryData.length > 0) { console.log( "Sample volume history point:", JSON.stringify(allVolumeHistoryData[0], null, 2) ); const polymarketSample = allVolumeHistoryData.find( (point) => point.market_id && point.market_id.startsWith("polymarket_") ); if (polymarketSample) { console.log( "Sample Polymarket volume point:", JSON.stringify(polymarketSample, null, 2) ); } } // Group volume history data by market const volumeHistoryByMarket = {}; marketIds.forEach((marketId) => { volumeHistoryByMarket[marketId] = []; }); allVolumeHistoryData.forEach((volumePoint) => { marketIds.forEach((targetMarketId, index) => { const platform = marketPlatforms[index]; let isMatch = false; if (platform === "polymarket") { isMatch = volumePoint.market_id === targetMarketId; if ( volumePoint.market_id && volumePoint.market_id.startsWith("polymarket_") ) { console.log( `Checking Polymarket match: ${volumePoint.market_id} === ${targetMarketId} ? ${isMatch}` ); } } else { isMatch = volumePoint.market_id === targetMarketId; } if (isMatch) { volumeHistoryByMarket[targetMarketId].push(volumePoint); } }); }); // Log volume point counts per market Object.entries(volumeHistoryByMarket).forEach(([marketId, volumePoints]) => { const index = marketIds.indexOf(marketId); const marketName = marketNames[index]; const platform = marketPlatforms[index]; console.log( `Market ${marketName} (${platform}) (${marketId}): ${volumePoints.length} volume points` ); }); // Process each market's volume history to get daily cumulative volumes const marketDailyVolumes = {}; const marketCreationDates = {}; marketIds.forEach((marketId, index) => { const marketName = marketNames[index]; const platform = marketPlatforms[index]; const volumePoints = volumeHistoryByMarket[marketId] || []; if (volumePoints.length === 0) { console.warn( `No volume history data for ${platform} market ${marketName} (${marketId})` ); marketDailyVolumes[marketName] = new Map(); return; } console.log( `Processing ${volumePoints.length} volume points for ${marketName} (${platform})` ); // Sort volume points by timestamp const sortedVolumePoints = volumePoints.sort( (a, b) => a.timestamp - b.timestamp ); // Find market creation date from earliest volume point if (sortedVolumePoints.length > 0) { const earliestTimestamp = typeof sortedVolumePoints[0].timestamp === "string" ? parseInt(sortedVolumePoints[0].timestamp) : sortedVolumePoints[0].timestamp; const creationDate = new Date(earliestTimestamp * 1000); const creationDateUTC = new Date( Date.UTC( creationDate.getUTCFullYear(), creationDate.getUTCMonth(), creationDate.getUTCDate() ) ); marketCreationDates[marketName] = creationDateUTC; console.log( `Market ${marketName} (${platform}) creation date:`, creationDateUTC.toISOString().split("T")[0] ); } // Process volume history data - use cumulative volume const dailyCumulativeVolumes = new Map(); sortedVolumePoints.forEach((volumePoint) => { const date = new Date(volumePoint.timestamp * 1000); const dayKey = `${date.getUTCFullYear()}-${String( date.getUTCMonth() + 1 ).padStart(2, "0")}-${String(date.getUTCDate()).padStart(2, "0")}`; const cumulativeVolume = volumePoint.cumulativeVolume; if (cumulativeVolume !== undefined && cumulativeVolume !== null) { // Use the latest cumulative volume for each day (in case multiple points per day) dailyCumulativeVolumes.set(dayKey, cumulativeVolume); } }); marketDailyVolumes[marketName] = dailyCumulativeVolumes; console.log( `Processed ${dailyCumulativeVolumes.size} daily volumes for ${marketName} - sample:`, Array.from(dailyCumulativeVolumes.entries()).slice(0, 2) ); }); // Determine the full date range const today = new Date(); const todayUTC = new Date( Date.UTC(today.getUTCFullYear(), today.getUTCMonth(), today.getUTCDate()) ); let startDate = todayUTC; if (Object.keys(marketCreationDates).length === 0) { console.warn( "No market creation dates found, using today minus 180 days as start date" ); startDate = new Date(todayUTC); startDate.setDate(startDate.getDate() - 180); } else { Object.values(marketCreationDates).forEach((date) => { if (date && date < startDate) { startDate = date; } }); } console.log("Start date:", startDate.toISOString().split("T")[0]); console.log("End date (today):", todayUTC.toISOString().split("T")[0]); // Generate all dates in the range const allDates = []; const currentDate = new Date(startDate); while (currentDate <= todayUTC) { const dateStr = currentDate.toISOString().split("T")[0]; allDates.push(dateStr); currentDate.setUTCDate(currentDate.getUTCDate() + 1); } console.log(`Generated ${allDates.length} days in date range`); // Fill in missing volumes by carrying forward the last known cumulative volume const filledMarketVolumes = {}; Object.entries(marketDailyVolumes).forEach(([marketName, volumeMap]) => { filledMarketVolumes[marketName] = new Map(); const creationDate = marketCreationDates[marketName]; if (!volumeMap || volumeMap.size === 0) { console.warn(`No volume data to fill for ${marketName}`); return; } const existingDates = Array.from(volumeMap.keys()).sort(); if (existingDates.length === 0) { console.warn(`No existing dates for ${marketName}`); return; } console.log( `${marketName} has volume data for ${existingDates.length} days, first:`, existingDates[0], "last:", existingDates[existingDates.length - 1] ); let lastCumulativeVolume = null; allDates.forEach((dateStr) => { const currentDate = new Date(dateStr); if (volumeMap.has(dateStr)) { lastCumulativeVolume = volumeMap.get(dateStr); filledMarketVolumes[marketName].set(dateStr, lastCumulativeVolume); } else if ( lastCumulativeVolume !== null && creationDate && currentDate >= creationDate ) { filledMarketVolumes[marketName].set(dateStr, lastCumulativeVolume); } else { filledMarketVolumes[marketName].set(dateStr, null); } }); console.log( `Filled in volumes for ${marketName}, now have ${filledMarketVolumes[marketName].size} days` ); }); // Create the final dataset in the requested format const processedHistory = allDates.map((dateStr) => { const utcDate = new Date(dateStr); const date = new Date(utcDate.getTime()); const markets = []; marketNames.forEach((marketName) => { if ( filledMarketVolumes[marketName] && filledMarketVolumes[marketName].has(dateStr) ) { const cumulativeVolume = filledMarketVolumes[marketName].get(dateStr); markets.push({ market: marketName, cumulativeVolume: cumulativeVolume }); } else { markets.push({ market: marketName, cumulativeVolume: null }); } }); return { date: date, markets: markets }; }); console.log(`Final processed dataset has ${processedHistory.length} days`); if (processedHistory.length > 0) { console.log("Sample output data points:"); console.log("First:", processedHistory[0]); console.log("Last:", processedHistory[processedHistory.length - 1]); const hasNaN = processedHistory.some((entry) => { return entry.markets.some( (market) => market.cumulativeVolume !== null && typeof market.cumulativeVolume === "number" && isNaN(market.cumulativeVolume) ); }); if (hasNaN) { console.warn("Warning: NaN values detected in the processed volume data!"); } } return processedHistory; } catch (error) { console.error("Error in batchVolumeHistory:", error); return { error: error.message }; } }36:T1193,/** * Fetches detailed data for multiple Adjacent market IDs in batches of 20 * * @param {Array} adjMarketIds - Array of Adjacent market IDs (adj_tickers) * @param {string} apiKey - Your Adjacent API key * @returns {Promise>} - Array of market data objects * * Note: This function expects adjMarketIds to be an array of strings representing * Adjacent market IDs (adj_tickers). Each ID should be in the format used by * the Adjacent API (e.g., "adj_polymarket_example_market"). */ async function fetchAdjacentMarketData(adjMarketIds, apiKey) { try { // Validate input if (!Array.isArray(adjMarketIds) || adjMarketIds.length === 0) { throw new Error("adjMarketIds must be a non-empty array"); } if (!apiKey || typeof apiKey !== "string") { throw new Error("A valid API key must be provided"); } console.log(`Fetching market data for ${adjMarketIds.length} markets in batches of 20...`); // Split market IDs into batches of 20 const batchSize = 20; const batches = []; for (let i = 0; i < adjMarketIds.length; i += batchSize) { batches.push(adjMarketIds.slice(i, i + batchSize)); } console.log(`Created ${batches.length} info batches`); console.log(batches) // Create fetch promises for each batch const batchPromises = batches.map((batch, batchIndex) => { // Join the market IDs with commas for the bulk API endpoint const tickersParam = batch.join(','); const url = `https://api.data.adj.news/api/markets/${tickersParam}`; console.log(url) console.log(`Fetching info batch ${batchIndex + 1}/${batches.length} with ${batch.length} markets`); return fetch(url, { method: "GET", headers: { Authorization: `Bearer ${apiKey}`, "Content-Type": "application/json" } }) .then((response) => { if (!response.ok) { throw new Error( `HTTP error! Status: ${response.status} for batch ${batchIndex + 1}` ); } return response.json(); }) .then((data) => { // Handle the bulk response - assuming it returns an array of market data if (Array.isArray(data.data)) { return data.data.map((marketData) => ({ marketId: marketData.ticker, // Using ticker as marketId for consistency ticker: marketData.ticker, question: marketData.question, platform: marketData.platform, liquidity: marketData.liquidity, volume: marketData.volume, probability: marketData.probability, end_date: marketData.end_date, status: marketData.status, category: marketData.category })); } else { // If single market response, wrap in array return [{ marketId: data.data.ticker, ticker: data.data.ticker, question: data.data.question, platform: data.data.platform, liquidity: data.data.liquidity, volume: data.data.volume, probability: data.data.probability, end_date: data.data.end_date, status: data.data.status, category: data.data.category }]; } }) .catch((error) => { console.error(`Error fetching batch ${batchIndex + 1}:`, error); // Return error objects for all markets in this batch return batch.map(marketId => ({ marketId: marketId, error: error.message, ticker: null, question: null, platform: null, liquidity: null, volume: null, probability: null, end_date: null, status: null, category: null })); }); }); // Wait for all batch fetches to complete const batchResults = await Promise.all(batchPromises); // Flatten the results from all batches const results = batchResults.flat(); // Log summary const successCount = results.filter((r) => r.error === undefined).length; console.log( `Successfully fetched data for ${successCount} out of ${adjMarketIds.length} markets` ); return results; } catch (error) { console.error("Error in fetchAdjacentMarketData:", error); return { error: error.message }; } }37:Tff5,async function batchTradeHistory( marketIds, marketNames, adjacentApiKey = null, interval = "1d", limit = null ) { try { if ( !Array.isArray(marketIds) || !Array.isArray(marketNames) || marketIds.length !== marketNames.length ) { throw new Error( "marketIds and marketNames must be arrays of the same length" ); } if (marketIds.length === 0) { throw new Error("At least one market ID must be provided"); } const batchSize = 20; const batches = []; for (let i = 0; i < marketIds.length; i += batchSize) { batches.push({ ids: marketIds.slice(i, i + batchSize), names: marketNames.slice(i, i + batchSize) }); } const batchPromises = batches.map(async (batch) => { const marketPromises = batch.ids.map(async (marketId) => { let url = `https://api.data.adj.news/api/trade/market/${marketId}`; const params = new URLSearchParams(); if (adjacentApiKey) { params.append('api_key', adjacentApiKey); } if (limit) { params.append('limit', limit); } if (params.toString()) { url += `?${params.toString()}`; } const headers = { "Content-Type": "application/json", "Cache-Control": "no-cache" }; const response = await fetch(url, { method: "GET", headers: headers }); if (!response.ok) { throw new Error(`HTTP error! Status: ${response.status} for market ${marketId}`); } const data = await response.json(); let tradeData = []; if (data && data.data && Array.isArray(data.data)) { tradeData = data.data; } else if (Array.isArray(data)) { tradeData = data; } return tradeData; }); const marketResults = await Promise.all(marketPromises); let allTrades = []; marketResults.forEach(trades => { allTrades = allTrades.concat(trades); }); return allTrades; }); const batchResults = await Promise.all(batchPromises); let allTradeData = []; batchResults.forEach((trades) => { allTradeData = allTradeData.concat(trades); }); // Group trades by date and market, then calculate summaries const tradesByDateAndMarket = {}; allTradeData.forEach((trade) => { if (!trade.created_at || !trade.market_id) return; const tradeDate = new Date(trade.created_at); const dateKey = `${tradeDate.getUTCFullYear()}-${String( tradeDate.getUTCMonth() + 1 ).padStart(2, "0")}-${String(tradeDate.getUTCDate()).padStart(2, "0")}`; if (!tradesByDateAndMarket[dateKey]) { tradesByDateAndMarket[dateKey] = {}; } if (!tradesByDateAndMarket[dateKey][trade.market_id]) { tradesByDateAndMarket[dateKey][trade.market_id] = { trades: [], tradeCount: 0, totalVolume: 0 }; } tradesByDateAndMarket[dateKey][trade.market_id].trades.push(trade); tradesByDateAndMarket[dateKey][trade.market_id].tradeCount += 1; tradesByDateAndMarket[dateKey][trade.market_id].totalVolume += trade.amount || 0; }); // Convert to array format sorted by date with market breakdowns const result = Object.keys(tradesByDateAndMarket) .sort() .map(dateKey => { const markets = Object.keys(tradesByDateAndMarket[dateKey]).map(marketId => ({ marketId: marketId, tradeCount: tradesByDateAndMarket[dateKey][marketId].tradeCount, totalVolume: tradesByDateAndMarket[dateKey][marketId].totalVolume, trades: tradesByDateAndMarket[dateKey][marketId].trades.sort((a, b) => new Date(a.created_at).getTime() - new Date(b.created_at).getTime() ) })); return { date: dateKey, markets: markets }; }); return result; } catch (error) { return { error: error.message }; } }38:T1987,async function getMarketsAndBatchPriceHistory( events, days = 30, adjacentApiKey = null, interval = "1d", limit = null, customMarketNames = null ) { try { // Validate inputs if (!Array.isArray(events) || events.length === 0) { throw new Error("events must be a non-empty array"); } if (typeof days !== "number" || days < 1) { throw new Error("days parameter must be a positive number"); } console.log( `Processing ${events.length} events for ${days} days of price history` ); // Step 1: Fetch all markets for all events const eventPromises = events.map(async (eventId) => { try { console.log(`Fetching markets for event: ${eventId}`); const marketData = await getMarketsFromEvent(eventId, adjacentApiKey); // Determine if this is Polymarket (3 arrays) or Kalshi (2 arrays) const isPolymarket = marketData.length === 3; if (isPolymarket) { const [assetIdsYes, questions, marketIds] = marketData; console.log( `Event ${eventId} (Polymarket): Found ${marketIds.length} markets` ); return { eventId, platform: "polymarket", marketIds, marketNames: questions, assetIdsYes }; } else { const [marketIds, questions] = marketData; console.log( `Event ${eventId} (Kalshi): Found ${marketIds.length} markets` ); return { eventId, platform: "kalshi", marketIds, marketNames: questions }; } } catch (error) { console.error(`Error processing event ${eventId}:`, error); return { eventId, platform: "unknown", marketIds: [], marketNames: [], error: error.message }; } }); const eventResults = await Promise.all(eventPromises); // Step 2: Aggregate all market IDs and names for batch processing const allMarketIds = []; const allMarketNames = []; const allOriginalMarketNames = []; // Track original questions for eventSummary const eventMarketMapping = {}; // Track which markets belong to which events eventResults.forEach((eventResult) => { if (eventResult.marketIds.length > 0) { eventMarketMapping[eventResult.eventId] = { platform: eventResult.platform, startIndex: allMarketIds.length, endIndex: allMarketIds.length + eventResult.marketIds.length - 1, marketNames: eventResult.marketNames, // Always keep original questions assetIdsYes: eventResult.assetIdsYes || null }; allMarketIds.push(...eventResult.marketIds); allOriginalMarketNames.push(...eventResult.marketNames); } else { console.warn(`No markets found for event ${eventResult.eventId}`); } }); // Determine what names to use for price history charting if (customMarketNames && Array.isArray(customMarketNames)) { // Validate custom names array length if (customMarketNames.length !== allMarketIds.length) { console.warn( `customMarketNames length (${customMarketNames.length}) doesn't match total markets (${allMarketIds.length}). Using original market names.` ); allMarketNames.push(...allOriginalMarketNames); } else { console.log("Using custom market names for price history"); allMarketNames.push(...customMarketNames); } } else { // Use original market names allMarketNames.push(...allOriginalMarketNames); } console.log( `Total markets to fetch price history for: ${allMarketIds.length}` ); if (allMarketIds.length === 0) { console.warn("No markets found across all events"); return { priceHistory: [], eventSummary: eventResults.map((er) => ({ eventId: er.eventId, platform: er.platform, marketCount: 0, error: er.error || "No markets found" })), totalMarkets: 0 }; } // Step 3: Batch fetch price histories for all markets console.log("Fetching price histories for all markets..."); const priceHistoryData = await batchPriceHistoryWithDays( allMarketIds, allMarketNames, days, adjacentApiKey, interval, limit ); // Check if batchPriceHistoryWithDays returned an error if (priceHistoryData.error) { throw new Error(`Price history fetch failed: ${priceHistoryData.error}`); } // Step 4: Structure the response for easy charting const eventSummary = eventResults.map((eventResult) => { const mapping = eventMarketMapping[eventResult.eventId]; if (!mapping) { return { eventId: eventResult.eventId, platform: eventResult.platform, marketCount: 0, marketNames: [], error: eventResult.error || "No markets found" }; } return { eventId: eventResult.eventId, platform: mapping.platform, marketCount: mapping.marketNames.length, marketNames: mapping.marketNames, assetIdsYes: mapping.assetIdsYes }; }); console.log("Price history processing complete"); console.log( `Final dataset contains ${priceHistoryData.length} time periods` ); // Log sample of market names found in the price data if (priceHistoryData.length > 0) { const sampleEntry = priceHistoryData[0]; const marketNamesInData = Object.keys(sampleEntry).filter( (key) => key !== "date" ); console.log( `Markets in price data (sample): ${marketNamesInData .slice(0, 3) .join(", ")}${marketNamesInData.length > 3 ? "..." : ""}` ); } return { priceHistory: priceHistoryData, eventSummary: eventSummary, totalMarkets: allMarketIds.length, dateRange: { days: days, interval: interval, startDate: priceHistoryData.length > 0 ? priceHistoryData[0].date : null, endDate: priceHistoryData.length > 0 ? priceHistoryData[priceHistoryData.length - 1].date : null } }; } catch (error) { console.error("Error in getMarketsAndBatchPriceHistory:", error); return { error: error.message, priceHistory: [], eventSummary: [], totalMarkets: 0 }; } }39:Ta9f,/** * Calculates a severity weight for each market based on keywords in market names * * @param {string} marketName - The name or description of the market to evaluate * @param {Object} [severityMap={}] - Custom mapping of keywords to severity levels * @param {number} [maxSeverityLevel=5] - The maximum severity level in your mapping * @param {number} [defaultSeverity=1] - The default severity if no keywords match * @returns {number} - Normalized severity weight between 0 and 1 * * @example * // Example usage with a custom severity map for geopolitical conflicts: * const geopoliticalSeverityMap = { * 'invade': 5, // Invasion is most severe * 'military action': 4, // Military action is severe * 'attack': 4, // Attack is severe * 'strike': 3, // Strike is moderately severe * 'sanctions': 2, // Sanctions are less severe * 'diplomatic': 1 // Diplomatic actions are least severe * }; * * const weight = calculateSeverityWeight( * "Will Russia invade Ukraine before 2025?", * geopoliticalSeverityMap * ); * * @example * // Example usage with a custom severity map for economic risks: * const economicSeverityMap = { * 'recession': 5, // Recession is most severe * 'depression': 5, // Depression is most severe * 'crash': 4, // Market crash is severe * 'inflation': 3, // Inflation is moderately severe * 'growth': 1 // Growth is positive (low severity) * }; * * const weight = calculateSeverityWeight( * "Will inflation exceed 5% in 2025?", * economicSeverityMap * ); */ function calculateSeverityWeight( marketName, severityMap = {}, maxSeverityLevel = 5, defaultSeverity = 1 ) { // Validate inputs if (typeof marketName !== "string") { console.warn("marketName must be a string"); return defaultSeverity / maxSeverityLevel; } // If no severity map provided or empty, return default normalized severity if (!severityMap || Object.keys(severityMap).length === 0) { console.warn("No severity map provided, using default severity"); return defaultSeverity / maxSeverityLevel; } // Find the highest matching severity for this market let maxSeverity = defaultSeverity; // Default severity // Convert to lowercase for case-insensitive matching const marketNameLower = marketName.toLowerCase(); // Check each keyword and find the highest matching severity Object.keys(severityMap).forEach((key) => { if ( marketNameLower.includes(key.toLowerCase()) && severityMap[key] > maxSeverity ) { maxSeverity = severityMap[key]; } }); // Normalize to 0-1 range return maxSeverity / maxSeverityLevel; }3a:T854,/** * Combines market metadata with price history data based on array ordering * * @param {Array