Feat: Threshold strategy — contrarian bet at extremes

lib/strategies/threshold.js

@@ -0,0 +1,70 @@
+import { BaseStrategy } from './base.js';
+
+/**
+ * Threshold (Contrarian) Strategy
+ * 
+ * Logic:
+ * - If one side goes above a high threshold (e.g. 65%), bet the other.
+ * - Fixed bet size — no progression.
+ * - Simple mean-reversion assumption for short-term BTC markets.
+ */
+export class ThresholdStrategy extends BaseStrategy {
+  constructor(config = {}) {
+    super('threshold', {
+      triggerPct: config.triggerPct || 65,
+      betSize: config.betSize || 1,
+      cooldownMs: config.cooldownMs || 90000,
+      ...config
+    });
+
+    this.lastTradeTime = 0;
+    this.lastTradeTicker = null;
+  }
+
+  evaluate(state) {
+    if (!state || !this.enabled) return null;
+
+    const now = Date.now();
+    if (now - this.lastTradeTime < this.config.cooldownMs) return null;
+    if (state.ticker === this.lastTradeTicker) return null;
+
+    const { yesPct, noPct } = state;
+    const trigger = this.config.triggerPct;
+
+    let signal = null;
+
+    if (yesPct >= trigger) {
+      signal = {
+        strategy: this.name,
+        side: 'no',
+        price: noPct,
+        size: this.config.betSize,
+        reason: `Yes at ${yesPct}% (≥${trigger}%), contrarian No at ${noPct}¢`,
+        ticker: state.ticker
+      };
+    } else if (noPct >= trigger) {
+      signal = {
+        strategy: this.name,
+        side: 'yes',
+        price: yesPct,
+        size: this.config.betSize,
+        reason: `No at ${noPct}% (≥${trigger}%), contrarian Yes at ${yesPct}¢`,
+        ticker: state.ticker
+      };
+    }
+
+    if (signal) {
+      this.lastTradeTime = now;
+      this.lastTradeTicker = state.ticker;
+    }
+
+    return signal;
+  }
+
+  toJSON() {
+    return {
+      ...super.toJSON(),
+      lastTradeTicker: this.lastTradeTicker
+    };
+  }
+}