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Feat: Add orderbook context to strategy base
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@@ -2,21 +2,26 @@
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* Base strategy class. All strategies extend this.
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*
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* Strategies receive market state updates and emit trade signals.
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* Signals are { side: 'yes'|'no', price: number, size: number, reason: string }
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* Signals are { side: 'yes'|'no', price: number, maxPrice: number, size: number, reason: string }
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*
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* `price` = ideal/target price in cents
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* `maxPrice` = maximum acceptable fill price (slippage tolerance)
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*/
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export class BaseStrategy {
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constructor(name, config = {}) {
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this.name = name;
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this.config = config;
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this.enabled = true;
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this.mode = 'paper'; // 'paper' | 'live'
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this.mode = 'paper';
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}
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/**
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* Called on every market state update.
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* @param {object} marketState - includes yesPct, noPct, orderbook, ticker, closeTime, etc.
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* @param {string} caller - 'paper' | 'live' — so strategies can track per-caller state
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* Return a signal object or null.
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*/
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evaluate(marketState) {
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evaluate(marketState, caller = 'paper') {
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throw new Error(`${this.name}: evaluate() not implemented`);
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}
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