Handle Fees

// Example fee estimation (not a quote).
// scale = tier fee coefficient
// p = fill price in probability terms (0.0 - 1.0)
// c = contracts traded

const scale = 0.09; // Example: Frost tier taker scale
const p = 0.62; // 62% implied probability
const c = 100; // 100 contracts

const fee = scale * p * (1 - p) * c;
console.log(`Estimated fee: ${fee.toFixed(4)} contracts`);

const METADATA_API_BASE_URL = "https://dev-prediction-markets-api.dflow.net";
const API_KEY = process.env.DFLOW_API_KEY;

const response = await fetch(
  `${METADATA_API_BASE_URL}/api/v1/trades?limit=200`,
  {
    headers: {
      "Content-Type": "application/json",
      "x-api-key": API_KEY ?? "",
    },
  }
);

if (!response.ok) {
  throw new Error("Failed to fetch trades");
}

const data = await response.json();
const trades = data.trades ?? [];

// Approximate notional = count * priceProbability (price/10000)
const notional = trades.reduce((sum: number, trade: any) => {
  const p = Number(trade.price) / 10000;
  return sum + p * Number(trade.count);
}, 0);

console.log(`Approx 30D notional volume: ${notional}`);