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Feat: Split paper/live tracking, orderbook pricing

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multipleof4
2026-03-16 12:30:09 -07:00
parent 0fc244fcf1
commit 7ba25a1eaa
1 changed files with 15 additions and 10 deletions
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23
lib/strategies/momentum-rider.js
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@@ -5,32 +5,36 @@ export class MomentumRiderStrategy extends BaseStrategy {
super('momentum-rider', { super('momentum-rider', {
triggerPct: config.triggerPct || 75, triggerPct: config.triggerPct || 75,
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) return null; if (!state || !this.enabled) 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;
const { yesPct, noPct } = state; const { yesPct, noPct } = state;
const trigger = this.config.triggerPct; const trigger = this.config.triggerPct;
let signal = null; let signal = null;
// Buy the favorite!
if (yesPct >= trigger && yesPct < 99) { if (yesPct >= trigger && yesPct < 99) {
signal = { signal = {
strategy: this.name, strategy: this.name,
side: 'yes', side: 'yes',
price: yesPct, price: yesPct,
maxPrice: Math.min(yesPct + this.config.slippage, 95),
size: this.config.betSize, size: this.config.betSize,
reason: `Riding Momentum! Yes is at ${yesPct}%`, reason: `Riding Momentum! Yes is at ${yesPct}%`,
ticker: state.ticker ticker: state.ticker
@@ -40,6 +44,7 @@ export class MomentumRiderStrategy extends BaseStrategy {
strategy: this.name, strategy: this.name,
side: 'no', side: 'no',
price: noPct, price: noPct,
maxPrice: Math.min(noPct + this.config.slippage, 95),
size: this.config.betSize, size: this.config.betSize,
reason: `Riding Momentum! No is at ${noPct}%`, reason: `Riding Momentum! No is at ${noPct}%`,
ticker: state.ticker ticker: state.ticker
@@ -47,8 +52,8 @@ export class MomentumRiderStrategy extends BaseStrategy {
} }
if (signal) { if (signal) {
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
} }
return signal; return signal;