Fix: robust quote/orderbook parsing

lib/market/tracker.js

@@ -24,16 +24,11 @@ export class MarketTracker extends EventEmitter {
   async start() {
     console.log('[Tracker] Starting market tracker...');
 
-    // Connect WebSocket
     this.ws.connect();
-
     this.ws.on('orderbook', (msg) => this._onOrderbook(msg));
     this.ws.on('ticker', (msg) => this._onTicker(msg));
 
-    // Initial market discovery
     await this._findAndSubscribe();
-
-    // Check for market rotation every 30 seconds
     this.rotateInterval = setInterval(() => this._checkRotation(), 30000);
   }
 
@@ -45,14 +40,34 @@ export class MarketTracker extends EventEmitter {
   getState() {
     if (!this.marketData) return null;
 
-    const yesAsk = this.orderbook.yes?.[0]?.[0] || this.marketData.yes_ask;
-    const noAsk = this.orderbook.no?.[0]?.[0] || this.marketData.no_ask;
+    const quotes = this._extractMarketQuotes(this.marketData);
+    const bestYesBook = this._bestBookPrice(this.orderbook.yes);
+    const bestNoBook = this._bestBookPrice(this.orderbook.no);
 
-    // Prices on Kalshi are in cents (1-99)
-    const yesPct = yesAsk || 50;
-    const noPct = noAsk || 50;
+    const yesBid = quotes.yesBid ?? bestYesBook;
+    const noBid = quotes.noBid ?? bestNoBook;
+    const yesAsk = quotes.yesAsk ?? (noBid != null ? 100 - noBid : null);
+    const noAsk = quotes.noAsk ?? (yesBid != null ? 100 - yesBid : null);
+
+    let yesPct = yesAsk ?? yesBid ?? bestYesBook;
+    let noPct = noAsk ?? noBid ?? bestNoBook;
+
+    if (yesPct == null && noPct != null) yesPct = 100 - noPct;
+    if (noPct == null && yesPct != null) noPct = 100 - yesPct;
+
+    if (yesPct == null && noPct == null && quotes.lastPrice != null) {
+      yesPct = quotes.lastPrice;
+      noPct = 100 - quotes.lastPrice;
+    }
+
+    if (yesPct == null || noPct == null) {
+      yesPct = 50;
+      noPct = 50;
+    }
+
+    yesPct = this._clampPct(yesPct) ?? 50;
+    noPct = this._clampPct(noPct) ?? 50;
 
-    // Odds = 100 / price
     const yesOdds = yesPct > 0 ? (100 / yesPct).toFixed(2) : '0.00';
     const noOdds = noPct > 0 ? (100 / noPct).toFixed(2) : '0.00';
 
@@ -65,14 +80,14 @@ export class MarketTracker extends EventEmitter {
       noPct,
       yesOdds: parseFloat(yesOdds),
       noOdds: parseFloat(noOdds),
-      yesBid: this.marketData.yes_bid,
-      yesAsk: this.marketData.yes_ask,
-      noBid: this.marketData.no_bid,
-      noAsk: this.marketData.no_ask,
-      volume: this.marketData.volume || 0,
-      volume24h: this.marketData.volume_24h || 0,
-      openInterest: this.marketData.open_interest || 0,
-      lastPrice: this.marketData.last_price,
+      yesBid: this._clampPct(yesBid),
+      yesAsk: this._clampPct(yesAsk),
+      noBid: this._clampPct(noBid),
+      noAsk: this._clampPct(noAsk),
+      volume: this._num(this.marketData.volume) ?? 0,
+      volume24h: this._num(this.marketData.volume_24h) ?? 0,
+      openInterest: this._num(this.marketData.open_interest) ?? 0,
+      lastPrice: this._clampPct(quotes.lastPrice),
       closeTime: this.marketData.close_time || this.marketData.expiration_time,
       status: this.marketData.status,
       result: this.marketData.result,
@@ -80,12 +95,82 @@ export class MarketTracker extends EventEmitter {
     };
   }
 
+  _num(value) {
+    if (value == null) return null;
+    const n = Number(value);
+    return Number.isFinite(n) ? n : null;
+  }
+
+  _clampPct(value) {
+    const n = this._num(value);
+    if (n == null) return null;
+    return Math.max(0, Math.min(100, n));
+  }
+
   _toTs(value) {
     if (!value) return null;
     const ts = new Date(value).getTime();
     return Number.isFinite(ts) ? ts : null;
   }
 
+  _extractMarketQuotes(market) {
+    const pick = (...keys) => {
+      for (const key of keys) {
+        const v = this._num(market?.[key]);
+        if (v != null) return v;
+      }
+      return null;
+    };
+
+    return {
+      yesBid: pick('yes_bid', 'yesBid'),
+      yesAsk: pick('yes_ask', 'yesAsk'),
+      noBid: pick('no_bid', 'noBid'),
+      noAsk: pick('no_ask', 'noAsk'),
+      lastPrice: pick('last_price', 'lastPrice', 'yes_price', 'yesPrice')
+    };
+  }
+
+  _normalizeBookSide(levels) {
+    if (!Array.isArray(levels)) return [];
+
+    const out = [];
+
+    for (const level of levels) {
+      let price = null;
+      let qty = null;
+
+      if (Array.isArray(level)) {
+        price = level[0];
+        qty = level[1];
+      } else if (level && typeof level === 'object') {
+        price = level.price ?? level[0];
+        qty = level.qty ?? level.quantity ?? level.size ?? level.count ?? level[1];
+      }
+
+      const p = this._num(price);
+      const q = this._num(qty);
+
+      if (p == null || q == null || q <= 0) continue;
+      out.push([p, q]);
+    }
+
+    return out.sort((a, b) => b[0] - a[0]);
+  }
+
+  _normalizeOrderbook(book) {
+    const root = book?.orderbook && typeof book.orderbook === 'object' ? book.orderbook : book;
+    return {
+      yes: this._normalizeBookSide(root?.yes),
+      no: this._normalizeBookSide(root?.no)
+    };
+  }
+
+  _bestBookPrice(sideBook) {
+    if (!Array.isArray(sideBook) || !sideBook.length) return null;
+    return this._num(sideBook[0][0]);
+  }
+
   _pickBestMarket(markets = []) {
     const now = Date.now();
 
@@ -165,6 +250,7 @@ export class MarketTracker extends EventEmitter {
       }
 
       const newTicker = selectedMarket.ticker;
+
       if (newTicker === this.currentTicker) {
         this.currentEvent = selectedEvent.event_ticker || this.currentEvent;
         this.marketData = { ...(this.marketData || {}), ...selectedMarket };
@@ -174,7 +260,6 @@ export class MarketTracker extends EventEmitter {
 
       const oldTicker = this.currentTicker;
 
-      // Unsubscribe from old
       if (oldTicker) {
         console.log(`[Tracker] Rotating from ${oldTicker} → ${newTicker}`);
         this.ws.unsubscribeTicker(oldTicker);
@@ -185,17 +270,23 @@ export class MarketTracker extends EventEmitter {
       this.marketData = selectedMarket;
       this.orderbook = { yes: [], no: [] };
 
-      // Fetch fresh orderbook via REST
       try {
-        const ob = await getOrderbook(newTicker);
-        this.orderbook = ob;
+        const [freshMarket, ob] = await Promise.all([
+          getMarket(newTicker).catch(() => null),
+          getOrderbook(newTicker).catch(() => null)
+        ]);
+
+        if (freshMarket) this.marketData = { ...selectedMarket, ...freshMarket };
+        if (ob) this.orderbook = this._normalizeOrderbook(ob);
       } catch (e) {
-        console.error('[Tracker] Orderbook fetch error:', e.message);
+        console.error('[Tracker] Initial market bootstrap error:', e.message);
       }
 
-      // Subscribe via WS
       this.ws.subscribeTicker(newTicker);
-      console.log(`[Tracker] Now tracking: ${newTicker} (${selectedMarket.title || selectedMarket.subtitle || selectedEvent.event_ticker})`);
+
+      console.log(
+        `[Tracker] Now tracking: ${newTicker} (${this.marketData?.title || this.marketData?.subtitle || selectedEvent.event_ticker})`
+      );
 
       this.emit('update', this.getState());
       this.emit('market-rotated', { from: oldTicker, to: newTicker });
@@ -205,11 +296,10 @@ export class MarketTracker extends EventEmitter {
   }
 
   async _checkRotation() {
-    // Refresh market data via REST
     if (this.currentTicker) {
       try {
         const fresh = await getMarket(this.currentTicker);
-        this.marketData = fresh;
+        this.marketData = { ...(this.marketData || {}), ...(fresh || {}) };
 
         const state = this.getState();
         this.emit('update', state);
@@ -217,8 +307,7 @@ export class MarketTracker extends EventEmitter {
         const status = String(fresh?.status || '').toLowerCase();
         const settledLike = status === 'closed' || status === 'settled' || status === 'expired' || status === 'finalized';
 
-        // If market closed/settled, find the next one
-        if (settledLike || fresh.result) {
+        if (settledLike || fresh?.result) {
           console.log(`[Tracker] Market ${this.currentTicker} settled (result: ${fresh.result}). Rotating...`);
           this.emit('settled', { ticker: this.currentTicker, result: fresh.result });
           this.currentTicker = null;
@@ -236,11 +325,28 @@ export class MarketTracker extends EventEmitter {
     if (msg.market_ticker !== this.currentTicker) return;
 
     if (msg.type === 'orderbook_snapshot') {
-      this.orderbook = { yes: msg.yes || [], no: msg.no || [] };
+      this.orderbook = this._normalizeOrderbook(msg);
     } else if (msg.type === 'orderbook_delta') {
-      // Apply delta updates
-      if (msg.yes) this.orderbook.yes = this._applyDelta(this.orderbook.yes, msg.yes);
-      if (msg.no) this.orderbook.no = this._applyDelta(this.orderbook.no, msg.no);
+      const side = String(msg.side || '').toLowerCase();
+      const price = this._num(msg.price);
+      const delta = this._num(msg.delta);
+      const absoluteQty = this._num(msg.qty ?? msg.quantity ?? msg.size);
+
+      if ((side === 'yes' || side === 'no') && price != null) {
+        const book = this.orderbook[side] || [];
+        const map = new Map(book);
+
+        const current = this._num(map.get(price)) ?? 0;
+        const next = delta != null ? current + delta : (absoluteQty ?? current);
+
+        if (next <= 0) map.delete(price);
+        else map.set(price, next);
+
+        this.orderbook[side] = [...map.entries()].sort((a, b) => b[0] - a[0]);
+      } else {
+        if (Array.isArray(msg.yes)) this.orderbook.yes = this._applyDelta(this.orderbook.yes, msg.yes);
+        if (Array.isArray(msg.no)) this.orderbook.no = this._applyDelta(this.orderbook.no, msg.no);
+      }
     }
 
     this.emit('update', this.getState());
@@ -249,15 +355,21 @@ export class MarketTracker extends EventEmitter {
   _onTicker(msg) {
     if (msg.market_ticker !== this.currentTicker) return;
 
-    // Merge ticker data into marketData
     if (this.marketData) {
+      const yesBid = this._num(msg.yes_bid);
+      const yesAsk = this._num(msg.yes_ask);
+      const noBid = this._num(msg.no_bid);
+      const noAsk = this._num(msg.no_ask);
+      const lastPrice = this._num(msg.last_price);
+      const volume = this._num(msg.volume);
+
       Object.assign(this.marketData, {
-        yes_bid: msg.yes_bid ?? this.marketData.yes_bid,
-        yes_ask: msg.yes_ask ?? this.marketData.yes_ask,
-        no_bid: msg.no_bid ?? this.marketData.no_bid,
-        no_ask: msg.no_ask ?? this.marketData.no_ask,
-        last_price: msg.last_price ?? this.marketData.last_price,
-        volume: msg.volume ?? this.marketData.volume
+        yes_bid: yesBid ?? this.marketData.yes_bid,
+        yes_ask: yesAsk ?? this.marketData.yes_ask,
+        no_bid: noBid ?? this.marketData.no_bid,
+        no_ask: noAsk ?? this.marketData.no_ask,
+        last_price: lastPrice ?? this.marketData.last_price,
+        volume: volume ?? this.marketData.volume
       });
     }
 
@@ -265,11 +377,28 @@ export class MarketTracker extends EventEmitter {
   }
 
   _applyDelta(book, deltas) {
-    const map = new Map(book);
-    for (const [price, qty] of deltas) {
-      if (qty === 0) map.delete(price);
-      else map.set(price, qty);
+    const map = new Map(book || []);
+
+    for (const delta of Array.isArray(deltas) ? deltas : []) {
+      let price = null;
+      let qty = null;
+
+      if (Array.isArray(delta)) {
+        price = delta[0];
+        qty = delta[1];
+      } else if (delta && typeof delta === 'object') {
+        price = delta.price ?? delta[0];
+        qty = delta.qty ?? delta.quantity ?? delta.size ?? delta[1];
       }
-    return [...map.entries()].sort((a, b) => a[0] - b[0]);
+
+      const p = this._num(price);
+      const q = this._num(qty);
+      if (p == null || q == null) continue;
+
+      if (q <= 0) map.delete(p);
+      else map.set(p, q);
+    }
+
+    return [...map.entries()].sort((a, b) => b[0] - a[0]);
   }
 }