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Fix: Handle dollar-string WS fields, fix orderbook

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multipleof4
2026-03-15 15:47:51 -07:00
parent c2f878b23d
commit 647b46d1b8
1 changed files with 103 additions and 47 deletions
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150
lib/market/tracker.js
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@@ -5,6 +5,17 @@ import { EventEmitter } from 'events';
const OPEN_MARKET_STATUSES = new Set(['open', 'active', 'initialized', 'trading']); const OPEN_MARKET_STATUSES = new Set(['open', 'active', 'initialized', 'trading']);
const TRADABLE_MARKET_STATUSES = new Set(['open', 'active', 'trading']); const TRADABLE_MARKET_STATUSES = new Set(['open', 'active', 'trading']);
/**
* Converts a dollar string like "0.4200" to cents integer (42).
* Returns null if not parseable.
*/
function dollarsToCents(val) {
if (val == null) return null;
const n = Number(val);
if (!Number.isFinite(n)) return null;
return Math.round(n * 100);
}
/** /**
* Tracks the currently active BTC 15-min market. * Tracks the currently active BTC 15-min market.
* Auto-rotates when the current market expires. * Auto-rotates when the current market expires.
@@ -122,18 +133,25 @@ export class MarketTracker extends EventEmitter {
return null; return null;
}; };
return { // Try cents first (from REST API), then dollar-string fields (from WS ticker)
yesBid: pick('yes_bid', 'yesBid'), let yesBid = pick('yes_bid', 'yesBid');
yesAsk: pick('yes_ask', 'yesAsk'), let yesAsk = pick('yes_ask', 'yesAsk');
noBid: pick('no_bid', 'noBid'), let noBid = pick('no_bid', 'noBid');
noAsk: pick('no_ask', 'noAsk'), let noAsk = pick('no_ask', 'noAsk');
lastPrice: pick('last_price', 'lastPrice', 'yes_price', 'yesPrice') let lastPrice = pick('last_price', 'lastPrice', 'yes_price', 'yesPrice');
};
// WS ticker sends dollar strings — convert to cents
if (yesBid == null) yesBid = dollarsToCents(market?.yes_bid_dollars);
if (yesAsk == null) yesAsk = dollarsToCents(market?.yes_ask_dollars);
if (noBid == null) noBid = dollarsToCents(market?.no_bid_dollars);
if (noAsk == null) noAsk = dollarsToCents(market?.no_ask_dollars);
if (lastPrice == null) lastPrice = dollarsToCents(market?.price_dollars);
return { yesBid, yesAsk, noBid, noAsk, lastPrice };
} }
_normalizeBookSide(levels) { _normalizeBookSide(levels) {
if (!Array.isArray(levels)) return []; if (!Array.isArray(levels)) return [];
const out = []; const out = [];
for (const level of levels) { for (const level of levels) {
@@ -141,18 +159,34 @@ export class MarketTracker extends EventEmitter {
let qty = null; let qty = null;
if (Array.isArray(level)) { if (Array.isArray(level)) {
price = level[0]; // New API format: ["0.4200", "300.00"] (dollar strings)
qty = level[1]; // Or old format: [42, 300] (cents integers)
const rawPrice = level[0];
const rawQty = level[1];
// Detect dollar-string format (contains a decimal point and is < 1.01)
if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
price = dollarsToCents(rawPrice);
qty = this._num(rawQty);
} else {
price = this._num(rawPrice);
qty = this._num(rawQty);
}
} else if (level && typeof level === 'object') { } else if (level && typeof level === 'object') {
price = level.price ?? level[0]; // Object format
qty = level.qty ?? level.quantity ?? level.size ?? level.count ?? level[1]; const rawPrice = level.price ?? level.price_dollars ?? level[0];
const rawQty = level.qty ?? level.quantity ?? level.size ?? level.count ?? level[1];
if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
price = dollarsToCents(rawPrice);
} else {
price = this._num(rawPrice);
}
qty = this._num(rawQty);
} }
const p = this._num(price); if (price == null || qty == null || qty <= 0) continue;
const q = this._num(qty); out.push([price, qty]);
if (p == null || q == null || q <= 0) continue;
out.push([p, q]);
} }
return out.sort((a, b) => b[0] - a[0]); return out.sort((a, b) => b[0] - a[0]);
@@ -161,8 +195,9 @@ export class MarketTracker extends EventEmitter {
_normalizeOrderbook(book) { _normalizeOrderbook(book) {
const root = book?.orderbook && typeof book.orderbook === 'object' ? book.orderbook : book; const root = book?.orderbook && typeof book.orderbook === 'object' ? book.orderbook : book;
return { return {
yes: this._normalizeBookSide(root?.yes), // Support both old fields (yes/no) and new fields (yes_dollars_fp/no_dollars_fp)
no: this._normalizeBookSide(root?.no) yes: this._normalizeBookSide(root?.yes ?? root?.yes_dollars_fp ?? root?.yes_dollars),
no: this._normalizeBookSide(root?.no ?? root?.no_dollars_fp ?? root?.no_dollars)
}; };
} }
@@ -325,11 +360,19 @@ export class MarketTracker extends EventEmitter {
if (msg.market_ticker !== this.currentTicker) return; if (msg.market_ticker !== this.currentTicker) return;
if (msg.type === 'orderbook_snapshot') { if (msg.type === 'orderbook_snapshot') {
// New format: yes_dollars_fp / no_dollars_fp
this.orderbook = this._normalizeOrderbook(msg); this.orderbook = this._normalizeOrderbook(msg);
console.log(`[Tracker] Orderbook snapshot: ${this.orderbook.yes.length} yes levels, ${this.orderbook.no.length} no levels`);
} else if (msg.type === 'orderbook_delta') { } else if (msg.type === 'orderbook_delta') {
const side = String(msg.side || '').toLowerCase(); const side = String(msg.side || '').toLowerCase();
const price = this._num(msg.price);
const delta = this._num(msg.delta); // New format uses price_dollars + delta_fp
let price = this._num(msg.price);
if (price == null) price = dollarsToCents(msg.price_dollars);
let delta = this._num(msg.delta);
if (delta == null) delta = this._num(msg.delta_fp);
const absoluteQty = this._num(msg.qty ?? msg.quantity ?? msg.size); const absoluteQty = this._num(msg.qty ?? msg.quantity ?? msg.size);
if ((side === 'yes' || side === 'no') && price != null) { if ((side === 'yes' || side === 'no') && price != null) {
@@ -344,8 +387,11 @@ export class MarketTracker extends EventEmitter {
this.orderbook[side] = [...map.entries()].sort((a, b) => b[0] - a[0]); this.orderbook[side] = [...map.entries()].sort((a, b) => b[0] - a[0]);
} else { } else {
if (Array.isArray(msg.yes)) this.orderbook.yes = this._applyDelta(this.orderbook.yes, msg.yes); // Batch delta arrays (old format fallback)
if (Array.isArray(msg.no)) this.orderbook.no = this._applyDelta(this.orderbook.no, msg.no); const yesArr = msg.yes ?? msg.yes_dollars_fp;
const noArr = msg.no ?? msg.no_dollars_fp;
if (Array.isArray(yesArr)) this.orderbook.yes = this._applyDelta(this.orderbook.yes, yesArr);
if (Array.isArray(noArr)) this.orderbook.no = this._applyDelta(this.orderbook.no, noArr);
} }
} }
@@ -356,21 +402,22 @@ export class MarketTracker extends EventEmitter {
if (msg.market_ticker !== this.currentTicker) return; if (msg.market_ticker !== this.currentTicker) return;
if (this.marketData) { if (this.marketData) {
const yesBid = this._num(msg.yes_bid); // New API sends dollar-string fields; store them for _extractMarketQuotes
const yesAsk = this._num(msg.yes_ask); const fields = [
const noBid = this._num(msg.no_bid); 'yes_bid', 'yes_ask', 'no_bid', 'no_ask', 'last_price', 'volume',
const noAsk = this._num(msg.no_ask); 'yes_bid_dollars', 'yes_ask_dollars', 'no_bid_dollars', 'no_ask_dollars',
const lastPrice = this._num(msg.last_price); 'price_dollars', 'volume_fp', 'open_interest_fp',
const volume = this._num(msg.volume); 'dollar_volume', 'dollar_open_interest'
];
Object.assign(this.marketData, { for (const key of fields) {
yes_bid: yesBid ?? this.marketData.yes_bid, if (msg[key] != null) this.marketData[key] = msg[key];
yes_ask: yesAsk ?? this.marketData.yes_ask, }
no_bid: noBid ?? this.marketData.no_bid,
no_ask: noAsk ?? this.marketData.no_ask, // Also map dollar_volume / dollar_open_interest to standard fields
last_price: lastPrice ?? this.marketData.last_price, if (msg.dollar_volume != null) this.marketData.volume = this._num(msg.dollar_volume) ?? this.marketData.volume;
volume: volume ?? this.marketData.volume if (msg.dollar_open_interest != null) this.marketData.open_interest = this._num(msg.dollar_open_interest) ?? this.marketData.open_interest;
}); if (msg.volume_fp != null && this.marketData.volume == null) this.marketData.volume = this._num(msg.volume_fp);
} }
this.emit('update', this.getState()); this.emit('update', this.getState());
@@ -384,19 +431,28 @@ export class MarketTracker extends EventEmitter {
let qty = null; let qty = null;
if (Array.isArray(delta)) { if (Array.isArray(delta)) {
price = delta[0]; const rawPrice = delta[0];
qty = delta[1]; const rawQty = delta[1];
if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
price = dollarsToCents(rawPrice);
} else {
price = this._num(rawPrice);
}
qty = this._num(rawQty);
} else if (delta && typeof delta === 'object') { } else if (delta && typeof delta === 'object') {
price = delta.price ?? delta[0]; const rawPrice = delta.price ?? delta.price_dollars ?? delta[0];
qty = delta.qty ?? delta.quantity ?? delta.size ?? delta[1]; const rawQty = delta.qty ?? delta.quantity ?? delta.size ?? delta[1];
if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
price = dollarsToCents(rawPrice);
} else {
price = this._num(rawPrice);
}
qty = this._num(rawQty);
} }
const p = this._num(price); if (price == null || qty == null) continue;
const q = this._num(qty); if (qty <= 0) map.delete(price);
if (p == null || q == null) continue; else map.set(price, qty);
if (q <= 0) map.delete(p);
else map.set(p, q);
} }
return [...map.entries()].sort((a, b) => b[0] - a[0]); return [...map.entries()].sort((a, b) => b[0] - a[0]);