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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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58
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 SERIES_TICKER = 'KXBTC15M';
const OPEN_EVENT_STATUSES = new Set(['open', 'active', 'initialized', 'trading']); 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) { async function kalshiFetch(method, path, body = null) {
const headers = signRequest(method, path); const headers = signRequest(method, path);
@@ -32,30 +33,33 @@ function getEventCloseTimeMs(event) {
); );
} }
function pickBestEvent(events = []) { function rankEvents(events = []) {
const now = Date.now(); const now = Date.now();
const ranked = events return events
.filter(Boolean) .filter(Boolean)
.map((event) => { .map((event) => {
const status = String(event.status || '').toLowerCase(); const status = String(event.status || '').toLowerCase();
const closeTs = getEventCloseTimeMs(event); const closeTs = getEventCloseTimeMs(event);
const openLike = OPEN_EVENT_STATUSES.has(status); const openLike = OPEN_EVENT_STATUSES.has(status);
const tradableLike = TRADABLE_EVENT_STATUSES.has(status);
const notClearlyExpired = closeTs == null || closeTs > now - 60_000; 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); .filter((x) => x.openLike || x.notClearlyExpired)
.sort((a, b) => {
if (!ranked.length) return events[0] || null; if (a.tradableLike !== b.tradableLike) return a.tradableLike ? -1 : 1;
ranked.sort((a, b) => {
if (a.openLike !== b.openLike) return a.openLike ? -1 : 1; if (a.openLike !== b.openLike) return a.openLike ? -1 : 1;
const aTs = a.closeTs ?? Number.MAX_SAFE_INTEGER; if (a.notClearlyExpired !== b.notClearlyExpired) return a.notClearlyExpired ? -1 : 1;
const bTs = b.closeTs ?? Number.MAX_SAFE_INTEGER; return a.closenessScore - b.closenessScore;
return aTs - bTs; })
}); .map((x) => x.event);
return ranked[0].event;
} }
async function fetchEvents(series, query) { async function fetchEvents(series, query) {
@@ -65,15 +69,19 @@ async function fetchEvents(series, query) {
} }
/** /**
* Get events for the BTC 15-min series. * Return ranked candidate events for BTC 15m.
* Returns the currently active event + its markets.
*/ */
export async function getActiveBTCEvent() { export async function getActiveBTCEvents(limit = 12) {
const seriesCandidates = [...new Set([SERIES_TICKER, SERIES_TICKER.toLowerCase()])]; const seriesCandidates = [...new Set([SERIES_TICKER, SERIES_TICKER.toLowerCase()])];
const eventMap = new Map(); const eventMap = new Map();
for (const series of seriesCandidates) { 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 { try {
const events = await fetchEvents(series, query); const events = await fetchEvents(series, query);
for (const event of events) { for (const event of events) {
@@ -83,10 +91,17 @@ export async function getActiveBTCEvent() {
console.error(`[Kalshi] Event fetch failed (${series}, ${query}):`, e.message); console.error(`[Kalshi] Event fetch failed (${series}, ${query}):`, e.message);
} }
} }
if (eventMap.size) break;
} }
return pickBestEvent([...eventMap.values()]); return rankEvents([...eventMap.values()]).slice(0, limit);
}
/**
* Backward-compatible: return single best candidate event.
*/
export async function getActiveBTCEvent() {
const events = await getActiveBTCEvents(1);
return events[0] || null;
} }
/** /**
@@ -94,7 +109,8 @@ export async function getActiveBTCEvent() {
*/ */
export async function getEventMarkets(eventTicker) { export async function getEventMarkets(eventTicker) {
const data = await kalshiFetch('GET', `/trade-api/v2/events/${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 : [];
} }
/** /**