feat(data-api-v2): Integrate Data API v2 to SDK

.changeset/builder-volume-year-interval.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': patch
+'@polymarket/client': patch
+---
+
+Expose the yearly builder-volume bucket as `BuilderVolumeInterval.Year` while preserving the wire value `all`.

.changeset/data-resolution-normalization.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': patch
+'@polymarket/client': patch
+---
+
+Normalize resolution timestamps, transaction metadata, and payout values into canonical SDK types.

.changeset/data-v2-builder-analytics.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: migrate `listBuilderLeaderboard` and `fetchBuilderVolume` to their v2 contracts. Builder rankings now use server cursors and normalized `BuilderStanding` rows; builder volume returns complete date buckets as `BuilderVolumePoint` rows. Replace `timePeriod` with `window` or `interval`, and use `bucketLimit` to bound volume buckets.

.changeset/data-v2-combo-display-metadata.md

@@ -0,0 +1,6 @@
+---
+"@polymarket/bindings": patch
+"@polymarket/client": patch
+---
+
+Expose question, groupItemTitle, sportsMarketType, line, and outcomes on combo leg markets returned by listComboPositions and listComboActivity.

.changeset/data-v2-core-welcome.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+Add the core pieces for the data `/v2` surface: `/v2` envelope schemas (paginated list with server-minted branded cursors, and single-object including null answers), a `withRateLimitRetry` pipeline helper that honors server-requested delays, and the `MIGRATION` activity type with its `MigrationActivity` variant. All additive — no existing API shape changes.

.changeset/data-v2-feed-endpoints.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: the feed surfaces are fully replaced — same names, new contracts. `listActivity`, `listComboActivity`, `listPositions`, and `listComboPositions` now serve exact cursor pagination with automatic rate-limit retry and the `condition`-id vocabulary. `conditionId` filters validate the service's shared selector cap client-side: at most 20 distinct ids per request (case-insensitive dedupe first), so an oversized list fails typed instead of as a service 400. `listPositions` bundles the whole lifecycle behind `status` (`OPEN`/`REDEEMABLE`/`CLOSED`) with `redeemable`/`mergeable` flags and fee-exclusive entry economics on every row — `listClosedPositions` and `listMarketPositions` are removed (use `listPositions` with `status`/a `conditionId` anchor). Every windowed method takes one `window` option (`'full' | { start?, end? }`, epoch seconds or `Date`) replacing raw `start`/`end`. Money, size, price, and PnL fields normalize to `DecimalString` (the wire's JSON numbers are stringified without loss at their 6-decimal grain, matching the v1 SDK surface), `endDate` is a typed `IsoCalendarDateString`, and `ComboPositionStatus` gains `Redeemable` (sole-value filter, also tolerated on rows); the `Activity` union, `Position`, `ComboPosition`, and `ComboActivity` rows are strict and normalized (epoch ms, empty-string/999-sentinel absence as `undefined`, `assetId` canonical with deprecated `tokenId` alias). Combo activity rows carry `positionId` on every row while dropping `transactionAt`/`logIndex`/`moduleId`. Request vocabularies are exported enums: trade direction reuses `OrderSide` (the standalone `Side` type is removed), and `SortDirection`, `TradeFilterType`, `PositionFilterType`, `PositionSortBy`, `ComboPositionSortBy`, and `TipSide` join `PositionStatus`/`ComboPositionStatus`. On the secure client, `listPositions` always binds the authenticated wallet (the `user: null` opt-out is removed); list a market's holders through a public client instead.

.changeset/data-v2-holders.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: migrate `listMarketHolders` to its cursor-paginated `/v2` contract, using condition IDs, normalized holder fields, and optional position economics.

.changeset/data-v2-market-metrics.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: migrate open-interest and live-volume reads to their v2 contracts. Replace `listOpenInterest` with `fetchOpenInterest`, use condition and event identifiers, and expose cumulative taker volume explicitly.

.changeset/data-v2-portfolio-condition-normalization.md

@@ -0,0 +1,6 @@
+---
+"@polymarket/bindings": patch
+"@polymarket/client": patch
+---
+
+Normalize protocol v2 market condition IDs for position and portfolio-value reads, share canonicalization in bindings, and clarify activity and trade history windows.

.changeset/data-v2-portfolio-summary.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: migrate `fetchPortfolioValue` to its `/v2` contract, returning one `PortfolioValue` with a decimal-string value and accepting `conditionIds` instead of the legacy `market` filter. Add `fetchUserStats` with decimal-string money, size, and PnL fields, and remove `fetchTradedMarketCount`; use `fetchUserStats().tradedMarketCount` for the exact distinct-market count. The accounting snapshot download remains available unchanged.

.changeset/data-v2-price-history.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: replace `fetchPriceHistory` with cursor-paginated `listPriceHistory`, using token IDs, strict time selections, second-based bucket widths, and normalized price points.

.changeset/data-v2-resolutions.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+Add `fetchResolutions` for non-paginated resolution lifecycle lookups by question, condition, or event. Resolution rows normalize identity, lifecycle, oracle, payout, and finality fields, while unset wire sentinels become omitted SDK fields.

.changeset/data-v2-trader-boards.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: migrate trader leaderboard reads to the cursor-paginated v2 contract, add a separate by-wallet standing method, and add biggest-winner pagination with explicit market and Combo variants.

.changeset/data-v2-trades-pagination.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+**Breaking**: `listTrades` is fully replaced — same name, new contract. It now serves exact continuation signals (`hasMore`/server-minted `nextCursor` — no page-size probing), re-sends the original filters with every page, has no offset vocabulary (`pageSize` default 100, max 1000 rejected-not-clamped), retries transient rate limits after the server-requested delay, and accepts partial `filterType`/`filterAmount` (the service fills the other half in). The `Trade` row is strict and normalized (numbers for `size`/`price`, epoch milliseconds, empty-string and unknown-sentinel absence as `undefined`). Following the service's naming remap, the request filter is `conditionId` (the wire's `condition`/`condition_id` — the old `market` key no longer exists upstream) and the row field parsed is `condition_id`. Bindings gain the reusable data envelope parsers (`dataPageSchema`, `dataEnvelopeSchema`) that turn the service's paginated envelope straight into the SDK page shape.

.changeset/data-v2-user-metrics.md

@@ -0,0 +1,6 @@
+---
+'@polymarket/bindings': minor
+'@polymarket/client': minor
+---
+
+Add `fetchUserPnl` and `fetchUserVolume` with normalized decimal-string amounts, cumulative PnL metadata, shared time-window inputs, and authenticated-wallet defaults.

docs/sdk-direction.md

@@ -20,7 +20,7 @@ The SDK should hide internal service boundaries where possible while staying clo
 - Prefer workflow-first APIs over service-shaped APIs.
 - Keep public models pragmatic, typed, and consistent.
 - Standardize SDK identifier naming on JS/TS-style `...Id` forms such as `orderId`, `tradeId`, `tokenId`, and `marketId`.
-- Normalize the CTF position identifier to `tokenId` in the SDK public model, even when upstream services call the same value `assetId`.
+- Use `assetId` for exchange assets in the SDK public model, whether they identify a CTF token or a Polymarket V2 position.
 - Translate legacy `...ID` and wire-format variants at the service boundary.
 - Add lower-level controls only when they support a concrete SDK workflow.
 

examples/scripts/README.md

@@ -5,6 +5,7 @@ This private workspace package contains runnable TypeScript scripts that demonst
 Run an example from the repository root:
 
 ```bash
+pnpm --filter @polymarket/examples analytics:builders
 pnpm --filter @polymarket/examples list:markets
 pnpm --filter @polymarket/examples fetch:market
 pnpm --filter @polymarket/examples pagination

examples/scripts/package.json

@@ -5,6 +5,7 @@
   "version": "0.0.0",
   "type": "module",
   "scripts": {
+    "analytics:builders": "tsx src/builder-analytics.ts",
     "fetch:market": "tsx src/fetch-market.ts",
     "list:markets": "tsx src/list-markets.ts",
     "market:prices": "tsx src/market-prices.ts",

examples/scripts/src/builder-analytics.ts

@@ -0,0 +1,44 @@
+import {
+  BuilderVolumeInterval,
+  createPublicClient,
+  LeaderboardWindow,
+} from '@polymarket/client';
+
+const client = createPublicClient();
+
+const leaderboard = await client
+  .listBuilderLeaderboard({
+    window: LeaderboardWindow.Week,
+    pageSize: 10,
+  })
+  .firstPage();
+
+console.log('Top builders this week');
+console.table(
+  leaderboard.items.map((builder) => ({
+    rank: builder.rank,
+    name: builder.builderName,
+    code: builder.builderCode,
+    volumeShares: builder.volume,
+    activeUsers: builder.activeUsers,
+  })),
+);
+
+const volume = await client.fetchBuilderVolume({
+  interval: BuilderVolumeInterval.Day,
+  bucketLimit: 2,
+});
+const latestBucketDate = volume[0]?.bucketDate;
+const latestBucket = volume.filter(
+  (point) => point.bucketDate === latestBucketDate,
+);
+
+console.log(`Builder volume for ${latestBucketDate ?? 'the latest bucket'}`);
+console.table(
+  latestBucket.slice(0, 10).map((point) => ({
+    rank: point.rank,
+    name: point.builderName,
+    volumeShares: point.volume,
+    activeUsers: point.activeUsers,
+  })),
+);

examples/scripts/src/list-positions.ts

@@ -16,10 +16,10 @@ for await (const page of positions) {
     ...page.items.map((position) => ({
       title: position.title ?? position.slug ?? position.conditionId,
       outcome: position.outcome ?? '',
-      size: position.size ?? '0',
+      size: position.currentSize,
       currentValue: position.currentValue ?? '0',
       avgPrice: position.avgPrice ?? '',
-      curPrice: position.curPrice ?? '',
+      curPrice: position.currentPrice,
       redeemable: position.redeemable ?? false,
       mergeable: position.mergeable ?? false,
       assetId: position.assetId ?? '',

packages/bindings/src/clob/market-data.ts

@@ -12,16 +12,6 @@ import {
   type TokenId,
 } from '../shared';
 
-export enum PriceHistoryInterval {
-  MAX = 'max',
-  ONE_WEEK = '1w',
-  ONE_DAY = '1d',
-  SIX_HOURS = '6h',
-  ONE_HOUR = '1h',
-}
-
-export const PriceHistoryIntervalSchema = z.enum(PriceHistoryInterval);
-
 export const MidpointSchema = z.object({
   mid: DecimalStringSchema,
 });
@@ -105,18 +95,6 @@ export const LastTradePricesSchema = z.array(
 );
 export type LastTradePrices = z.infer<typeof LastTradePricesSchema>;
 
-const PriceHistoryPointSchema = z.object({
-  t: z.number().int(),
-  // CLOB price history is intentionally approximate and emitted as JSON numbers.
-  p: z.number(),
-});
-export type PriceHistoryPoint = z.infer<typeof PriceHistoryPointSchema>;
-
-export const PriceHistorySchema = z.object({
-  history: z.array(PriceHistoryPointSchema),
-});
-export type PriceHistory = z.infer<typeof PriceHistorySchema>;
-
 export const ConditionByTokenSchema = z
   .object({
     condition_id: ConditionIdSchema,