Feat: Martingale strategy — bets against 70%+ side

This commit is contained in:
2026-03-15 13:08:46 -07:00
parent 72d313f286
commit 491465dbde

View File

@@ -0,0 +1,109 @@
import { BaseStrategy } from './base.js';
/**
* Martingale Strategy
*
* Logic:
* - If one side is ~70%+ (configurable), bet the opposite side.
* - On loss, double the bet size (Martingale).
* - On win, reset to base bet size.
* - Max consecutive losses cap to prevent blowup.
*/
export class MartingaleStrategy extends BaseStrategy {
constructor(config = {}) {
super('martingale', {
threshold: config.threshold || 70, // Trigger when one side >= this %
baseBet: config.baseBet || 1, // Base bet in dollars
maxDoublings: config.maxDoublings || 5, // Max consecutive losses before stopping
cooldownMs: config.cooldownMs || 60000, // Min time between trades (1 min)
...config
});
this.consecutiveLosses = 0;
this.currentBetSize = this.config.baseBet;
this.lastTradeTime = 0;
this.lastTradeTicker = null;
}
evaluate(state) {
if (!state || !this.enabled) return null;
const now = Date.now();
// Cooldown — don't spam trades
if (now - this.lastTradeTime < this.config.cooldownMs) return null;
// Don't trade same ticker twice
if (state.ticker === this.lastTradeTicker) return null;
// Check if Martingale limit reached
if (this.consecutiveLosses >= this.config.maxDoublings) {
return null; // Paused — too many consecutive losses
}
const { yesPct, noPct } = state;
const threshold = this.config.threshold;
let signal = null;
// If "Yes" is at 70%+, bet "No" (the underdog)
if (yesPct >= threshold) {
signal = {
strategy: this.name,
side: 'no',
price: noPct,
size: this.currentBetSize,
reason: `Yes at ${yesPct}% (≥${threshold}%), betting No at ${noPct}¢`,
ticker: state.ticker
};
}
// If "No" is at 70%+, bet "Yes" (the underdog)
else if (noPct >= threshold) {
signal = {
strategy: this.name,
side: 'yes',
price: yesPct,
size: this.currentBetSize,
reason: `No at ${noPct}% (≥${threshold}%), betting Yes at ${yesPct}¢`,
ticker: state.ticker
};
}
if (signal) {
this.lastTradeTime = now;
this.lastTradeTicker = state.ticker;
}
return signal;
}
onSettlement(result, trade) {
if (!trade || trade.strategy !== this.name) return;
const won = (trade.side === 'yes' && result === 'yes') ||
(trade.side === 'no' && result === 'no');
if (won) {
console.log(`[Martingale] WIN — resetting to base bet $${this.config.baseBet}`);
this.consecutiveLosses = 0;
this.currentBetSize = this.config.baseBet;
} else {
this.consecutiveLosses++;
this.currentBetSize = this.config.baseBet * Math.pow(2, this.consecutiveLosses);
console.log(`[Martingale] LOSS #${this.consecutiveLosses} — next bet: $${this.currentBetSize}`);
if (this.consecutiveLosses >= this.config.maxDoublings) {
console.log(`[Martingale] MAX LOSSES REACHED. Strategy paused.`);
}
}
}
toJSON() {
return {
...super.toJSON(),
consecutiveLosses: this.consecutiveLosses,
currentBetSize: this.currentBetSize,
paused: this.consecutiveLosses >= this.config.maxDoublings
};
}
}