Feat: Split paper/live tracking, orderbook pricing

lib/strategies/momentum-rider.js

@@ -5,32 +5,36 @@ export class MomentumRiderStrategy extends BaseStrategy {
     super('momentum-rider', {
       triggerPct: config.triggerPct || 75,
       betSize: config.betSize || 2,
-      cooldownMs: config.cooldownMs || 60000,
+      slippage: config.slippage || 3,
+      cooldownMs: config.cooldownMs || 20000,
       ...config
     });
-    
-    this.lastTradeTime = 0;
-    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 (state.ticker === this.lastTradeTicker) return null;
+    if (now - track.time < this.config.cooldownMs) return null;
+    if (state.ticker === track.ticker) return null;
 
     const { yesPct, noPct } = state;
     const trigger = this.config.triggerPct;
 
     let signal = null;
 
-    // Buy the favorite!
     if (yesPct >= trigger && yesPct < 99) {
       signal = {
         strategy: this.name,
         side: 'yes',
         price: yesPct,
+        maxPrice: Math.min(yesPct + this.config.slippage, 95),
         size: this.config.betSize,
         reason: `Riding Momentum! Yes is at ${yesPct}%`,
         ticker: state.ticker
@@ -40,6 +44,7 @@ export class MomentumRiderStrategy extends BaseStrategy {
         strategy: this.name,
         side: 'no',
         price: noPct,
+        maxPrice: Math.min(noPct + this.config.slippage, 95),
         size: this.config.betSize,
         reason: `Riding Momentum! No is at ${noPct}%`,
         ticker: state.ticker
@@ -47,8 +52,8 @@ export class MomentumRiderStrategy extends BaseStrategy {
     }
 
     if (signal) {
-      this.lastTradeTime = now;
-      this.lastTradeTicker = state.ticker;
+      track.time = now;
+      track.ticker = state.ticker;
     }
 
     return signal;