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Feat: Add orderbook context to strategy base

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multipleof4
2026-03-16 12:29:47 -07:00
parent 00e613e27a
commit 83df308c37
1 changed files with 8 additions and 3 deletions
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11
lib/strategies/base.js
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@@ -2,21 +2,26 @@
* Base strategy class. All strategies extend this. * Base strategy class. All strategies extend this.
* *
* Strategies receive market state updates and emit trade signals. * Strategies receive market state updates and emit trade signals.
* Signals are { side: 'yes'|'no', price: number, size: number, reason: string } * Signals are { side: 'yes'|'no', price: number, maxPrice: number, size: number, reason: string }
*
* `price` = ideal/target price in cents
* `maxPrice` = maximum acceptable fill price (slippage tolerance)
*/ */
export class BaseStrategy { export class BaseStrategy {
constructor(name, config = {}) { constructor(name, config = {}) {
this.name = name; this.name = name;
this.config = config; this.config = config;
this.enabled = true; this.enabled = true;
this.mode = 'paper'; // 'paper' | 'live' this.mode = 'paper';
} }
/** /**
* Called on every market state update. * Called on every market state update.
* @param {object} marketState - includes yesPct, noPct, orderbook, ticker, closeTime, etc.
* @param {string} caller - 'paper' | 'live' — so strategies can track per-caller state
* Return a signal object or null. * Return a signal object or null.
*/ */
evaluate(marketState) { evaluate(marketState, caller = 'paper') {
throw new Error(`${this.name}: evaluate() not implemented`); throw new Error(`${this.name}: evaluate() not implemented`);
} }