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Feat: Split paper/live tracking, orderbook pricing

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multipleof4
2026-03-16 12:29:57 -07:00
parent 3b302a671c
commit 2beb261bad
1 changed files with 17 additions and 13 deletions
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28
lib/strategies/dont-doubt-bull.js
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@@ -6,42 +6,46 @@ export class DontDoubtBullStrategy extends BaseStrategy {
minYesPct: config.minYesPct || 30, minYesPct: config.minYesPct || 30,
maxYesPct: config.maxYesPct || 40, maxYesPct: config.maxYesPct || 40,
betSize: config.betSize || 2, betSize: config.betSize || 2,
cooldownMs: config.cooldownMs || 60000, slippage: config.slippage || 3,
cooldownMs: config.cooldownMs || 20000,
...config ...config
}); });
this.lastTradeTime = 0; this._lastTrade = {
this.lastTradeTicker = null; paper: { time: 0, ticker: null },
live: { time: 0, ticker: null }
};
} }
evaluate(state) { evaluate(state, caller = 'paper') {
if (!state || !this.enabled || !state.closeTime) return null; if (!state || !this.enabled || !state.closeTime) return null;
const track = this._lastTrade[caller] || this._lastTrade.paper;
const now = Date.now(); const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null; if (now - track.time < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null; if (state.ticker === track.ticker) return null;
// 15 minute market total. First 1-5 minutes means 10 to 14 mins left.
const timeLeftMs = new Date(state.closeTime).getTime() - now; const timeLeftMs = new Date(state.closeTime).getTime() - now;
const minsLeft = timeLeftMs / 60000; const minsLeft = timeLeftMs / 60000;
if (minsLeft > 14 || minsLeft < 10) return null;
if (minsLeft > 14 || minsLeft < 10) return null; // Outside our time window
const { yesPct } = state; const { yesPct } = state;
// Buy Yes if it's struggling early on
if (yesPct >= this.config.minYesPct && yesPct <= this.config.maxYesPct) { if (yesPct >= this.config.minYesPct && yesPct <= this.config.maxYesPct) {
const maxPrice = Math.min(yesPct + this.config.slippage, 95);
const signal = { const signal = {
strategy: this.name, strategy: this.name,
side: 'yes', side: 'yes',
price: yesPct, price: yesPct,
maxPrice,
size: this.config.betSize, size: this.config.betSize,
reason: `Early Bullish Dip: ${minsLeft.toFixed(1)}m left, Yes @ ${yesPct}¢`, reason: `Early Bullish Dip: ${minsLeft.toFixed(1)}m left, Yes @ ${yesPct}¢`,
ticker: state.ticker ticker: state.ticker
}; };
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
return signal; return signal;
} }