From 0cb4a082b1963692d93d8dbb66470a86fbd3ce8c Mon Sep 17 00:00:00 2001 From: multipleof4 Date: Mon, 16 Mar 2026 14:27:25 -0700 Subject: [PATCH] Feat: gate dip buys to first 6 minutes --- lib/strategies/bull-dip-buyer.js | 42 ++++++++++++++++++++------------ 1 file changed, 26 insertions(+), 16 deletions(-) diff --git a/lib/strategies/bull-dip-buyer.js b/lib/strategies/bull-dip-buyer.js index 33b30fa..21b70de 100644 --- a/lib/strategies/bull-dip-buyer.js +++ b/lib/strategies/bull-dip-buyer.js @@ -8,6 +8,8 @@ export class BullDipBuyer extends BaseStrategy { betSize: config.betSize || 1, slippage: config.slippage || 3, cooldownMs: config.cooldownMs || 20000, + marketDurationMin: config.marketDurationMin || 15, + entryWindowMin: config.entryWindowMin || 6, ...config }); @@ -18,41 +20,49 @@ export class BullDipBuyer extends BaseStrategy { } evaluate(state, caller = 'paper') { - if (!state || !this.enabled) return null; + if (!state || !this.enabled || !state.closeTime) return null; const track = this._lastTrade[caller] || this._lastTrade.paper; const now = Date.now(); if (now - track.time < this.config.cooldownMs) return null; if (state.ticker === track.ticker) return null; + const closeTs = new Date(state.closeTime).getTime(); + const timeLeftMs = closeTs - now; + if (!Number.isFinite(timeLeftMs) || timeLeftMs <= 0) return null; + + // Entry gate: only trade in first N minutes of each market cycle. + // With 15m markets: first 0-6m elapsed => roughly 15m down to 9m remaining. + const elapsedMin = (this.config.marketDurationMin * 60000 - timeLeftMs) / 60000; + if (elapsedMin < 0 || elapsedMin > this.config.entryWindowMin) return null; + const { yesPct } = state; if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) { // For live trading, require orderbook data — refuse to trade blind if (caller === 'live') { const bestAsk = this._getBestYesAsk(state); - if (bestAsk == null) { - return null; - } + if (bestAsk == null) return null; + // Verify the actual ask price is within our dip range + slippage - if (bestAsk > this.config.maxYesPrice + this.config.slippage) { - return null; - } + if (bestAsk > this.config.maxYesPrice + this.config.slippage) return null; + // Don't let slippage push us above 50¢ — that's not a dip - if (bestAsk > 50) { - return null; - } + if (bestAsk > 50) return null; } - const maxPrice = Math.min(yesPct + this.config.slippage, this.config.maxYesPrice + this.config.slippage, 50); + const maxPrice = Math.min( + yesPct + this.config.slippage, + this.config.maxYesPrice + this.config.slippage, + 50 + ); const bestAsk = this._getBestYesAsk(state); - let reason = `Bullish dip buy: Yes @ ${yesPct}¢`; + let reason = `Bullish dip buy (t+${elapsedMin.toFixed(1)}m): Yes @ ${yesPct}¢`; + if (bestAsk != null) { - if (bestAsk > maxPrice) { - return null; - } - reason = `Bullish dip buy: Yes @ ${yesPct}¢ (ask: ${bestAsk}¢)`; + if (bestAsk > maxPrice) return null; + reason = `Bullish dip buy (t+${elapsedMin.toFixed(1)}m): Yes @ ${yesPct}¢ (ask: ${bestAsk}¢)`; } const signal = {