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https://github.com/multipleof4/KalBot.git
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Feat: Expose orderbook in getState for strategies
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@@ -102,7 +102,12 @@ export class MarketTracker extends EventEmitter {
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closeTime: this.marketData.close_time || this.marketData.expiration_time,
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closeTime: this.marketData.close_time || this.marketData.expiration_time,
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status: this.marketData.status,
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status: this.marketData.status,
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result: this.marketData.result,
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result: this.marketData.result,
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timestamp: Date.now()
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timestamp: Date.now(),
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// Expose raw orderbook for strategies and live engine
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orderbook: {
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yes: this.orderbook.yes,
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no: this.orderbook.no
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}
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};
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};
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}
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}
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@@ -133,14 +138,12 @@ export class MarketTracker extends EventEmitter {
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return null;
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return null;
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};
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};
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// Try cents first (from REST API), then dollar-string fields (from WS ticker)
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let yesBid = pick('yes_bid', 'yesBid');
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let yesBid = pick('yes_bid', 'yesBid');
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let yesAsk = pick('yes_ask', 'yesAsk');
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let yesAsk = pick('yes_ask', 'yesAsk');
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let noBid = pick('no_bid', 'noBid');
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let noBid = pick('no_bid', 'noBid');
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let noAsk = pick('no_ask', 'noAsk');
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let noAsk = pick('no_ask', 'noAsk');
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let lastPrice = pick('last_price', 'lastPrice', 'yes_price', 'yesPrice');
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let lastPrice = pick('last_price', 'lastPrice', 'yes_price', 'yesPrice');
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// WS ticker sends dollar strings — convert to cents
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if (yesBid == null) yesBid = dollarsToCents(market?.yes_bid_dollars);
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if (yesBid == null) yesBid = dollarsToCents(market?.yes_bid_dollars);
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if (yesAsk == null) yesAsk = dollarsToCents(market?.yes_ask_dollars);
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if (yesAsk == null) yesAsk = dollarsToCents(market?.yes_ask_dollars);
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if (noBid == null) noBid = dollarsToCents(market?.no_bid_dollars);
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if (noBid == null) noBid = dollarsToCents(market?.no_bid_dollars);
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@@ -159,12 +162,9 @@ export class MarketTracker extends EventEmitter {
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let qty = null;
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let qty = null;
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if (Array.isArray(level)) {
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if (Array.isArray(level)) {
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// New API format: ["0.4200", "300.00"] (dollar strings)
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// Or old format: [42, 300] (cents integers)
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const rawPrice = level[0];
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const rawPrice = level[0];
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const rawQty = level[1];
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const rawQty = level[1];
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// Detect dollar-string format (contains a decimal point and is < 1.01)
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if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
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if (typeof rawPrice === 'string' && rawPrice.includes('.')) {
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price = dollarsToCents(rawPrice);
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price = dollarsToCents(rawPrice);
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qty = this._num(rawQty);
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qty = this._num(rawQty);
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@@ -173,7 +173,6 @@ export class MarketTracker extends EventEmitter {
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qty = this._num(rawQty);
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qty = this._num(rawQty);
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}
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}
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} else if (level && typeof level === 'object') {
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} else if (level && typeof level === 'object') {
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// Object format
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const rawPrice = level.price ?? level.price_dollars ?? level[0];
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const rawPrice = level.price ?? level.price_dollars ?? level[0];
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const rawQty = level.qty ?? level.quantity ?? level.size ?? level.count ?? level[1];
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const rawQty = level.qty ?? level.quantity ?? level.size ?? level.count ?? level[1];
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@@ -195,7 +194,6 @@ export class MarketTracker extends EventEmitter {
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_normalizeOrderbook(book) {
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_normalizeOrderbook(book) {
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const root = book?.orderbook && typeof book.orderbook === 'object' ? book.orderbook : book;
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const root = book?.orderbook && typeof book.orderbook === 'object' ? book.orderbook : book;
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return {
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return {
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// Support both old fields (yes/no) and new fields (yes_dollars_fp/no_dollars_fp)
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yes: this._normalizeBookSide(root?.yes ?? root?.yes_dollars_fp ?? root?.yes_dollars),
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yes: this._normalizeBookSide(root?.yes ?? root?.yes_dollars_fp ?? root?.yes_dollars),
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no: this._normalizeBookSide(root?.no ?? root?.no_dollars_fp ?? root?.no_dollars)
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no: this._normalizeBookSide(root?.no ?? root?.no_dollars_fp ?? root?.no_dollars)
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};
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};
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@@ -360,13 +358,11 @@ export class MarketTracker extends EventEmitter {
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if (msg.market_ticker !== this.currentTicker) return;
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if (msg.market_ticker !== this.currentTicker) return;
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if (msg.type === 'orderbook_snapshot') {
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if (msg.type === 'orderbook_snapshot') {
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// New format: yes_dollars_fp / no_dollars_fp
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this.orderbook = this._normalizeOrderbook(msg);
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this.orderbook = this._normalizeOrderbook(msg);
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console.log(`[Tracker] Orderbook snapshot: ${this.orderbook.yes.length} yes levels, ${this.orderbook.no.length} no levels`);
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console.log(`[Tracker] Orderbook snapshot: ${this.orderbook.yes.length} yes levels, ${this.orderbook.no.length} no levels`);
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} else if (msg.type === 'orderbook_delta') {
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} else if (msg.type === 'orderbook_delta') {
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const side = String(msg.side || '').toLowerCase();
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const side = String(msg.side || '').toLowerCase();
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// New format uses price_dollars + delta_fp
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let price = this._num(msg.price);
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let price = this._num(msg.price);
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if (price == null) price = dollarsToCents(msg.price_dollars);
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if (price == null) price = dollarsToCents(msg.price_dollars);
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@@ -387,7 +383,6 @@ export class MarketTracker extends EventEmitter {
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this.orderbook[side] = [...map.entries()].sort((a, b) => b[0] - a[0]);
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this.orderbook[side] = [...map.entries()].sort((a, b) => b[0] - a[0]);
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} else {
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} else {
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// Batch delta arrays (old format fallback)
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const yesArr = msg.yes ?? msg.yes_dollars_fp;
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const yesArr = msg.yes ?? msg.yes_dollars_fp;
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const noArr = msg.no ?? msg.no_dollars_fp;
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const noArr = msg.no ?? msg.no_dollars_fp;
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if (Array.isArray(yesArr)) this.orderbook.yes = this._applyDelta(this.orderbook.yes, yesArr);
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if (Array.isArray(yesArr)) this.orderbook.yes = this._applyDelta(this.orderbook.yes, yesArr);
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@@ -402,7 +397,6 @@ export class MarketTracker extends EventEmitter {
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if (msg.market_ticker !== this.currentTicker) return;
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if (msg.market_ticker !== this.currentTicker) return;
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if (this.marketData) {
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if (this.marketData) {
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// New API sends dollar-string fields; store them for _extractMarketQuotes
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const fields = [
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const fields = [
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'yes_bid', 'yes_ask', 'no_bid', 'no_ask', 'last_price', 'volume',
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'yes_bid', 'yes_ask', 'no_bid', 'no_ask', 'last_price', 'volume',
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'yes_bid_dollars', 'yes_ask_dollars', 'no_bid_dollars', 'no_ask_dollars',
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'yes_bid_dollars', 'yes_ask_dollars', 'no_bid_dollars', 'no_ask_dollars',
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@@ -414,7 +408,6 @@ export class MarketTracker extends EventEmitter {
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if (msg[key] != null) this.marketData[key] = msg[key];
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if (msg[key] != null) this.marketData[key] = msg[key];
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}
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}
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// Also map dollar_volume / dollar_open_interest to standard fields
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if (msg.dollar_volume != null) this.marketData.volume = this._num(msg.dollar_volume) ?? this.marketData.volume;
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if (msg.dollar_volume != null) this.marketData.volume = this._num(msg.dollar_volume) ?? this.marketData.volume;
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if (msg.dollar_open_interest != null) this.marketData.open_interest = this._num(msg.dollar_open_interest) ?? this.marketData.open_interest;
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if (msg.dollar_open_interest != null) this.marketData.open_interest = this._num(msg.dollar_open_interest) ?? this.marketData.open_interest;
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if (msg.volume_fp != null && this.marketData.volume == null) this.marketData.volume = this._num(msg.volume_fp);
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if (msg.volume_fp != null && this.marketData.volume == null) this.marketData.volume = this._num(msg.volume_fp);
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