From c050829b3a028361b6ed0e062e513fb57d7b6aa9 Mon Sep 17 00:00:00 2001
From: multipleof4 <planetrenox@protonmail.com>
Date: Mon, 16 Mar 2026 12:30:14 -0700
Subject: [PATCH] Feat: Split paper/live tracking, orderbook pricing

---
 lib/strategies/threshold.js | 24 +++++++++++++++---------
 1 file changed, 15 insertions(+), 9 deletions(-)

diff --git a/lib/strategies/threshold.js b/lib/strategies/threshold.js
index 19203b3..0185019 100644
--- a/lib/strategies/threshold.js
+++ b/lib/strategies/threshold.js
@@ -5,20 +5,24 @@ export class ThresholdStrategy extends BaseStrategy {
     super('threshold', {
       triggerPct: config.triggerPct || 65,
       betSize: config.betSize || 1,
-      cooldownMs: config.cooldownMs || 90000,
+      slippage: config.slippage || 3,
+      cooldownMs: config.cooldownMs || 30000,
       ...config
     });
 
-    this.lastTradeTime = 0;
-    this.lastTradeTicker = null;
+    this._lastTrade = {
+      paper: { time: 0, ticker: null },
+      live: { time: 0, ticker: null }
+    };
   }
 
-  evaluate(state) {
+  evaluate(state, caller = 'paper') {
     if (!state || !this.enabled) return null;
 
+    const track = this._lastTrade[caller] || this._lastTrade.paper;
     const now = Date.now();
-    if (now - this.lastTradeTime < this.config.cooldownMs) return null;
-    if (state.ticker === this.lastTradeTicker) return null;
+    if (now - track.time < this.config.cooldownMs) return null;
+    if (state.ticker === track.ticker) return null;
 
     const { yesPct, noPct } = state;
     const trigger = this.config.triggerPct;
@@ -30,6 +34,7 @@ export class ThresholdStrategy extends BaseStrategy {
         strategy: this.name,
         side: 'no',
         price: noPct,
+        maxPrice: Math.min(noPct + this.config.slippage, 95),
         size: this.config.betSize,
         reason: `Yes at ${yesPct}% (≥${trigger}%), contrarian No at ${noPct}¢`,
         ticker: state.ticker
@@ -39,6 +44,7 @@ export class ThresholdStrategy extends BaseStrategy {
         strategy: this.name,
         side: 'yes',
         price: yesPct,
+        maxPrice: Math.min(yesPct + this.config.slippage, 95),
         size: this.config.betSize,
         reason: `No at ${noPct}% (≥${trigger}%), contrarian Yes at ${yesPct}¢`,
         ticker: state.ticker
@@ -46,8 +52,8 @@ export class ThresholdStrategy extends BaseStrategy {
     }
 
     if (signal) {
-      this.lastTradeTime = now;
-      this.lastTradeTicker = state.ticker;
+      track.time = now;
+      track.ticker = state.ticker;
     }
 
     return signal;
@@ -56,7 +62,7 @@ export class ThresholdStrategy extends BaseStrategy {
   toJSON() {
     return {
       ...super.toJSON(),
-      lastTradeTicker: this.lastTradeTicker
+      lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
     };
   }
 }