Feat: Split paper/live tracking, orderbook pricing

lib/strategies/bull-dip-buyer.js

@@ -3,42 +3,84 @@ import { BaseStrategy } from './base.js';
 export class BullDipBuyer extends BaseStrategy {
   constructor(config = {}) {
     super('bull-dip-buyer', {
-      maxYesPrice: config.maxYesPrice || 45, // Buy the dip when Yes is cheap
+      maxYesPrice: config.maxYesPrice || 45,
-      minYesPrice: config.minYesPrice || 15, // Avoid completely dead markets
+      minYesPrice: config.minYesPrice || 15,
-      betSize: config.betSize || 1, // Changed to $1 per Master's orders!
+      betSize: config.betSize || 1,
-      cooldownMs: config.cooldownMs || 60000,
+      slippage: config.slippage || 3, // willing to pay up to 3¢ above target
+      cooldownMs: config.cooldownMs || 20000, // 20s for fast markets
       ...config
     });
-    
+
-    this.lastTradeTime = 0;
+    // Separate tracking for paper vs live
-    this.lastTradeTicker = null;
+    this._lastTrade = {
+      paper: { time: 0, ticker: null },
+      live: { time: 0, ticker: null }
+    };
   }
 
-  evaluate(state) {
+  evaluate(state, caller = 'paper') {
     if (!state || !this.enabled) return null;
 
+    const track = this._lastTrade[caller] || this._lastTrade.paper;
     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;
 
     const { yesPct } = state;
 
-    // Only buy YES when it dips into our target buy zone
     if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) {
+      const maxPrice = Math.min(yesPct + this.config.slippage, 95);
+
+      // Check orderbook for real liquidity if available
+      const bestAsk = this._getBestYesAsk(state);
+      let reason = `Bullish dip buy: Yes @ ${yesPct}¢`;
+      if (bestAsk != null) {
+        if (bestAsk > maxPrice) {
+          return null; // best ask too expensive even with slippage
+        }
+        reason = `Bullish dip buy: Yes @ ${yesPct}¢ (ask: ${bestAsk}¢)`;
+      }
+
       const signal = {
         strategy: this.name,
         side: 'yes',
         price: yesPct,
+        maxPrice,
         size: this.config.betSize,
-        reason: `Bullish dip buy: Yes dropped to ${yesPct}¢`,
+        reason,
         ticker: state.ticker
       };
 
-      this.lastTradeTime = now;
+      track.time = now;
-      this.lastTradeTicker = state.ticker;
+      track.ticker = state.ticker;
       return signal;
     }
 
     return null;
   }
+
+  _getBestYesAsk(state) {
+    // Best yes ask = lowest price someone is selling yes at
+    // In Kalshi terms: best ask on yes side, OR 100 - best bid on no side
+    const ob = state.orderbook;
+    if (!ob) return null;
+
+    // Yes side: sorted descending by price, ask = lowest offer
+    if (ob.yes?.length) {
+      // orderbook yes levels are bids (people wanting to buy yes)
+      // The ask is 100 - best_no_bid
+    }
+    if (ob.no?.length) {
+      const bestNoBid = ob.no[0]?.[0];
+      if (bestNoBid != null) return 100 - bestNoBid;
+    }
+    return null;
+  }
+
+  toJSON() {
+    return {
+      ...super.toJSON(),
+      lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
+    };
+  }
 }