Feat: Martingale strategy — bets against 70%+ side

lib/strategies/martingale.js

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+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
+    };
+  }
+}