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Fix: Rank BTC events and expose candidates

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multipleof4
2026-03-15 14:54:58 -07:00
parent d57c0402d1
commit 96f1f9359e
1 changed files with 38 additions and 22 deletions
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60
lib/kalshi/rest.js
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@@ -2,6 +2,7 @@ import { signRequest, KALSHI_API_BASE } from './auth.js';
const SERIES_TICKER = 'KXBTC15M';
const OPEN_EVENT_STATUSES = new Set(['open', 'active', 'initialized', 'trading']);
const TRADABLE_EVENT_STATUSES = new Set(['open', 'active', 'trading']);
async function kalshiFetch(method, path, body = null) {
const headers = signRequest(method, path);
@@ -32,30 +33,33 @@ function getEventCloseTimeMs(event) {
);
}
function pickBestEvent(events = []) {
function rankEvents(events = []) {
const now = Date.now();
const ranked = events
return events
.filter(Boolean)
.map((event) => {
const status = String(event.status || '').toLowerCase();
const closeTs = getEventCloseTimeMs(event);
const openLike = OPEN_EVENT_STATUSES.has(status);
const tradableLike = TRADABLE_EVENT_STATUSES.has(status);
const notClearlyExpired = closeTs == null || closeTs > now - 60_000;
return { event, openLike, closeTs, notClearlyExpired };
// Prefer near-future close times; heavily penalize stale/past
const delta = closeTs == null ? Number.MAX_SAFE_INTEGER : closeTs - now;
const closenessScore = delta < 0 ? Math.abs(delta) + 3_600_000 : delta;
return { event, openLike, tradableLike, notClearlyExpired, closenessScore, closeTs };
})
.filter((x) => x.openLike || x.notClearlyExpired);
if (!ranked.length) return events[0] || null;
ranked.sort((a, b) => {
if (a.openLike !== b.openLike) return a.openLike ? -1 : 1;
const aTs = a.closeTs ?? Number.MAX_SAFE_INTEGER;
const bTs = b.closeTs ?? Number.MAX_SAFE_INTEGER;
return aTs - bTs;
});
return ranked[0].event;
.filter((x) => x.openLike || x.notClearlyExpired)
.sort((a, b) => {
if (a.tradableLike !== b.tradableLike) return a.tradableLike ? -1 : 1;
if (a.openLike !== b.openLike) return a.openLike ? -1 : 1;
if (a.notClearlyExpired !== b.notClearlyExpired) return a.notClearlyExpired ? -1 : 1;
return a.closenessScore - b.closenessScore;
})
.map((x) => x.event);
}
async function fetchEvents(series, query) {
@@ -65,15 +69,19 @@ async function fetchEvents(series, query) {
}
/**
* Get events for the BTC 15-min series.
* Returns the currently active event + its markets.
* Return ranked candidate events for BTC 15m.
*/
export async function getActiveBTCEvent() {
export async function getActiveBTCEvents(limit = 12) {
const seriesCandidates = [...new Set([SERIES_TICKER, SERIES_TICKER.toLowerCase()])];
const eventMap = new Map();
for (const series of seriesCandidates) {
for (const query of ['status=open&limit=5', 'limit=25']) {
for (const query of [
'status=open&limit=10',
'status=active&limit=10',
'status=initialized&limit=10',
'limit=50'
]) {
try {
const events = await fetchEvents(series, query);
for (const event of events) {
@@ -83,10 +91,17 @@ export async function getActiveBTCEvent() {
console.error(`[Kalshi] Event fetch failed (${series}, ${query}):`, e.message);
}
}
if (eventMap.size) break;
}
return pickBestEvent([...eventMap.values()]);
return rankEvents([...eventMap.values()]).slice(0, limit);
}
/**
* Backward-compatible: return single best candidate event.
*/
export async function getActiveBTCEvent() {
const events = await getActiveBTCEvents(1);
return events[0] || null;
}
/**
@@ -94,7 +109,8 @@ export async function getActiveBTCEvent() {
*/
export async function getEventMarkets(eventTicker) {
const data = await kalshiFetch('GET', `/trade-api/v2/events/${eventTicker}`);
return data.event?.markets || [];
const markets = data?.event?.markets ?? data?.markets ?? data?.event_markets ?? [];
return Array.isArray(markets) ? markets : [];
}
/**