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37 Commits

Author SHA1 Message Date
0cb4a082b1 Feat: gate dip buys to first 6 minutes 2026-03-16 14:27:25 -07:00
10827a817c Delete lib/strategies/threshold.js 2026-03-16 13:57:50 -07:00
0437bdb1db Fix: reconcile delayed live settlements after rotation 2026-03-16 13:51:55 -07:00
1c8dec1f17 Fix: settle delayed live results via orphan scan 2026-03-16 13:51:41 -07:00
2b9f2c5c2b Update readme 2026-03-16 13:30:42 -07:00
ca26f499f7 Docs: note Kalshi fixed-point migration 2026-03-16 13:30:05 -07:00
24f1405a93 Fix: Support Kalshi v2 fixed-point fill fields 2026-03-16 13:14:27 -07:00
6faad2b28e Fix: Enforce minYesPrice floor, require orderbook for live 2026-03-16 12:58:15 -07:00
4553a82b0d Fix: Verify fills async, reject blind orders, track ghost fills 2026-03-16 12:58:07 -07:00
8a06b9b668 Feat: Separate paper/live eval, pass orderbook ctx 2026-03-16 12:30:41 -07:00
9e138b22c6 Feat: Expose orderbook in getState for strategies 2026-03-16 12:30:31 -07:00
b9c55fb650 Feat: Orderbook-aware pricing for live orders 2026-03-16 12:30:20 -07:00
c050829b3a Feat: Split paper/live tracking, orderbook pricing 2026-03-16 12:30:14 -07:00
7ba25a1eaa Feat: Split paper/live tracking, orderbook pricing 2026-03-16 12:30:09 -07:00
0fc244fcf1 Feat: Split paper/live tracking, orderbook pricing 2026-03-16 12:30:02 -07:00
2beb261bad Feat: Split paper/live tracking, orderbook pricing 2026-03-16 12:29:57 -07:00
3b302a671c Feat: Split paper/live tracking, orderbook pricing 2026-03-16 12:29:52 -07:00
83df308c37 Feat: Add orderbook context to strategy base 2026-03-16 12:29:47 -07:00
00e613e27a Fix: Strip query params from path before signing 2026-03-16 12:12:44 -07:00
4b403e4aba Fix: Use correct Kalshi time_in_force value 2026-03-16 12:02:55 -07:00
b1a442e129 Fix: Use IOC instead of FoK, fix count calc 2026-03-16 11:47:21 -07:00
9577e55c95 Fix: Import kalshiFetch from correct module path 2026-03-16 11:38:38 -07:00
556cdc0ff1 Feat: Export getPositions + getBalance for live 2026-03-16 11:31:45 -07:00
e7198fede5 Feat: Worker runs both paper + live engines 2026-03-16 11:31:35 -07:00
c1bc4750bc Feat: Add nav link to live dashboard 2026-03-16 11:31:26 -07:00
32e1fa31f7 Feat: Full live trading dashboard with toggles 2026-03-16 11:31:15 -07:00
da882a7d46 Refactor: Redirect /dashboard to /dash 2026-03-16 11:31:12 -07:00
72dc03dffd Feat: Login redirects to /dash 2026-03-16 11:31:07 -07:00
3da40a1bf9 Feat: Redirect to /dash after login 2026-03-16 11:31:02 -07:00
7115c0ae08 Feat: Protect live API routes in middleware 2026-03-16 11:30:59 -07:00
1d99902ca3 Feat: Add strategy enable/disable + pause API 2026-03-16 11:30:54 -07:00
9015d0f524 Feat: Add live trades history API endpoint 2026-03-16 11:30:49 -07:00
b92e03370a Feat: Add live state API endpoint 2026-03-16 11:30:44 -07:00
551db9d5bc Feat: Add live trading engine with Kalshi API 2026-03-16 11:30:34 -07:00
3eef181780 Refactor: Reduce default betSize from 2 to 1 2026-03-16 10:45:13 -07:00
d4b2830943 Delete lib/strategies/martingale.js 2026-03-16 10:23:55 -07:00
c649e6fb8f Delete lib/strategies/sniper-reversal.js 2026-03-16 10:23:41 -07:00
23 changed files with 1375 additions and 539 deletions

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@@ -0,0 +1,29 @@
import { NextResponse } from 'next/server';
import fs from 'fs';
export const dynamic = 'force-dynamic';
const STATE_FILE = '/tmp/kalbot-live-state.json';
export async function GET() {
try {
const raw = fs.readFileSync(STATE_FILE, 'utf-8');
const data = JSON.parse(raw);
return NextResponse.json(data);
} catch (e) {
return NextResponse.json({
market: null,
live: {
balance: null, portfolioValue: null, totalPnL: 0,
wins: 0, losses: 0, winRate: 0, totalTrades: 0,
openOrders: [], paused: true, dailyLoss: 0,
maxDailyLoss: 20, maxPerTrade: 5,
enabledStrategies: [], positions: []
},
strategies: [],
workerUptime: 0,
lastUpdate: null,
error: 'Worker not running or no data yet'
});
}
}

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@@ -0,0 +1,17 @@
import { NextResponse } from 'next/server';
import fs from 'fs';
export async function POST(req) {
try {
const body = await req.json();
const { action, strategy } = body;
// Write command file that worker polls
const cmd = JSON.stringify({ action, strategy, ts: Date.now() });
fs.writeFileSync('/tmp/kalbot-live-cmd', cmd);
return NextResponse.json({ success: true, message: `Command "${action}" sent.` });
} catch (e) {
return NextResponse.json({ error: e.message }, { status: 500 });
}
}

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@@ -0,0 +1,43 @@
import { NextResponse } from 'next/server';
import Surreal from 'surrealdb';
export const dynamic = 'force-dynamic';
function normalizeRows(result) {
if (!Array.isArray(result) || !result.length) return [];
const first = result[0];
if (Array.isArray(first)) return first;
if (first && typeof first === 'object' && Array.isArray(first.result)) return first.result;
return [];
}
export async function GET(req) {
const url = process.env.SURREAL_URL;
if (!url) return NextResponse.json({ trades: [], error: 'No DB configured' });
const { searchParams } = new URL(req.url);
const strategyFilter = searchParams.get('strategy');
let client = null;
try {
client = new Surreal();
await client.connect(url);
await client.signin({ username: process.env.SURREAL_USER, password: process.env.SURREAL_PASS });
await client.use({ namespace: 'kalbot', database: 'kalbot' });
let query = 'SELECT * FROM live_orders WHERE settled = true';
const vars = {};
if (strategyFilter) {
query += ' AND strategy = $strategy';
vars.strategy = strategyFilter;
}
query += ' ORDER BY settleTime DESC LIMIT 50';
const result = await client.query(query, vars);
return NextResponse.json({ trades: normalizeRows(result) });
} catch (e) {
return NextResponse.json({ trades: [], error: e.message });
} finally {
try { await client?.close?.(); } catch {}
}
}

View File

@@ -3,50 +3,42 @@ import crypto from 'crypto';
import { signSession } from '../../../lib/auth'; import { signSession } from '../../../lib/auth';
export async function POST(req) { export async function POST(req) {
try { try {
const body = await req.json(); const body = await req.json();
const { email, password, captcha } = body; const { email, password, captcha } = body;
const cookieHash = req.cookies.get('captcha_hash')?.value; const cookieHash = req.cookies.get('captcha_hash')?.value;
const secret = process.env.CAPTCHA_SECRET || 'dev_secret_meow'; const secret = process.env.CAPTCHA_SECRET || 'dev_secret_meow';
const expectedHash = crypto.createHmac('sha256', secret).update((captcha || '').toLowerCase()).digest('hex'); const expectedHash = crypto.createHmac('sha256', secret).update((captcha || '').toLowerCase()).digest('hex');
if (!cookieHash || cookieHash !== expectedHash) { if (!cookieHash || cookieHash !== expectedHash) {
return NextResponse.json({ error: 'Invalid or expired captcha' }, { status: 400 }); return NextResponse.json({ error: 'Invalid or expired captcha' }, { status: 400 });
}
if (email === process.env.ADMIN_EMAIL && password === process.env.ADMIN_PASS) {
// Generate our secure edge-compatible token
const token = await signSession();
const response = NextResponse.json({ success: true, message: 'Welcome back, Master!' });
// Set it as an HttpOnly cookie so JavaScript can't touch it
response.cookies.set('kalbot_session', token, {
httpOnly: true,
secure: process.env.NODE_ENV === 'production',
sameSite: 'strict',
path: '/',
maxAge: 60 * 60 * 24 // 1 day in seconds
});
return response;
} else {
// Trigger NTFY alert for failed login
if (process.env.NTFY_URL) {
await fetch(process.env.NTFY_URL, {
method: 'POST',
body: `Failed login attempt for email: ${email}`,
headers: {
'Title': 'Kalbot Login Alert',
'Priority': 'urgent',
'Tags': 'warning,skull'
}
}).catch(e => console.error("Ntfy error:", e));
}
return NextResponse.json({ error: 'Invalid credentials' }, { status: 401 });
}
} catch (err) {
return NextResponse.json({ error: 'Server error' }, { status: 500 });
} }
if (email === process.env.ADMIN_EMAIL && password === process.env.ADMIN_PASS) {
const token = await signSession();
const response = NextResponse.json({ success: true, message: 'Welcome back, Master!', redirect: '/dash' });
response.cookies.set('kalbot_session', token, {
httpOnly: true,
secure: process.env.NODE_ENV === 'production',
sameSite: 'strict',
path: '/',
maxAge: 60 * 60 * 24
});
return response;
} else {
if (process.env.NTFY_URL) {
await fetch(process.env.NTFY_URL, {
method: 'POST',
body: `Failed login attempt for email: ${email}`,
headers: { 'Title': 'Kalbot Login Alert', 'Priority': 'urgent', 'Tags': 'warning,skull' }
}).catch(e => console.error("Ntfy error:", e));
}
return NextResponse.json({ error: 'Invalid credentials' }, { status: 401 });
}
} catch (err) {
return NextResponse.json({ error: 'Server error' }, { status: 500 });
}
} }

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@@ -1,18 +1,360 @@
'use client'; 'use client';
import { useState, useEffect } from 'react';
const GREEN = '#16A34A'; const GREEN = '#16A34A';
const RED = '#DC2626';
const BLUE = '#2563EB';
const AMBER = '#D97706';
export default function LiveDashboard() { export default function LiveDashboard() {
const [data, setData] = useState(null);
const [trades, setTrades] = useState([]);
const [loading, setLoading] = useState(true);
const [toggling, setToggling] = useState(null);
const [activeTrade, setActiveTrade] = useState(null);
useEffect(() => {
const fetchState = async () => {
try {
const res = await fetch('/api/live-state');
const json = await res.json();
setData(json);
setLoading(false);
} catch (e) {
console.error('State fetch error:', e);
}
};
fetchState();
const interval = setInterval(fetchState, 2000);
return () => clearInterval(interval);
}, []);
useEffect(() => {
const fetchTrades = async () => {
try {
const res = await fetch('/api/live-trades');
const json = await res.json();
setTrades(json.trades || []);
} catch (e) {
console.error('Trades fetch error:', e);
}
};
fetchTrades();
const interval = setInterval(fetchTrades, 10000);
return () => clearInterval(interval);
}, []);
const sendCommand = async (action, strategy = null) => {
setToggling(strategy || action);
try {
await fetch('/api/live-toggle', {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ action, strategy })
});
} catch (e) {
console.error('Command error:', e);
}
setTimeout(() => setToggling(null), 1500);
};
if (loading) {
return (
<div className="min-h-screen bg-gray-950 flex items-center justify-center">
<div className="text-green-400 text-lg animate-pulse">Loading Live Trading...</div>
</div>
);
}
const market = data?.market;
const live = data?.live || {};
const strategies = data?.strategies || [];
const enabledSet = new Set(live.enabledStrategies || []);
return ( return (
<div className="min-h-screen bg-gray-50 flex items-center justify-center"> <div className="min-h-screen bg-gray-950 text-gray-100 font-sans pb-20">
<div className="text-center space-y-4"> {/* Header */}
<h1 className="text-2xl font-bold" style={{ color: GREEN }}>Live Trading</h1> <header className="sticky top-0 z-50 bg-gray-900/95 backdrop-blur border-b border-gray-800 px-4 py-3">
<p className="text-gray-500 text-sm">Coming soon, Meowster.</p> <div className="flex items-center justify-between max-w-lg mx-auto">
<p className="text-gray-400 text-xs">Find a profitable paper strategy first.</p> <div className="flex items-center gap-2">
<a href="/paper" className="inline-block text-sm px-4 py-2 rounded-lg bg-white border border-gray-200 text-gray-600 hover:bg-gray-50 transition-all shadow-sm"> <h1 className="text-lg font-bold text-green-400">Kalbot</h1>
Back to Paper Trading <span className="text-xs bg-red-900/50 text-red-400 px-2 py-0.5 rounded-full font-bold border border-red-800">LIVE</span>
</a> </div>
<div className="flex items-center gap-3">
<a href="/paper" className="text-[10px] px-2 py-1 rounded bg-gray-800 text-gray-400 border border-gray-700 hover:bg-gray-700 transition-colors">
📝 Paper
</a>
<div className="flex items-center gap-1.5">
<span className={`w-2 h-2 rounded-full ${data?.lastUpdate ? 'bg-green-500 animate-pulse' : 'bg-red-500'}`} />
<span className="text-xs text-gray-500">{data?.lastUpdate ? 'Live' : 'Offline'}</span>
</div>
</div>
</div>
</header>
<main className="max-w-lg mx-auto px-4 pt-4 space-y-4">
{/* Kill Switch + Balance */}
<div className="bg-gray-900 rounded-xl p-4 border border-gray-800">
<div className="flex items-center justify-between mb-3">
<div>
<p className="text-[10px] text-gray-500 uppercase tracking-wider">Kalshi Balance</p>
<p className="text-2xl font-bold text-white">
{live.balance != null ? `$${live.balance.toFixed(2)}` : '—'}
</p>
{live.portfolioValue != null && (
<p className="text-[10px] text-gray-500">Portfolio: ${live.portfolioValue.toFixed(2)}</p>
)}
</div>
<button
onClick={() => sendCommand(live.paused ? 'resume' : 'pause')}
disabled={toggling === 'pause' || toggling === 'resume'}
className={`px-4 py-2 rounded-lg font-bold text-sm transition-all ${
live.paused
? 'bg-green-600 hover:bg-green-500 text-white'
: 'bg-red-600 hover:bg-red-500 text-white animate-pulse'
} disabled:opacity-50`}
>
{live.paused ? '▶ Resume' : '⏸ Kill Switch'}
</button>
</div>
<div className="grid grid-cols-4 gap-2">
<StatBox label="PnL" value={`${live.totalPnL >= 0 ? '+' : ''}$${live.totalPnL?.toFixed(2) || '0.00'}`} color={live.totalPnL >= 0 ? GREEN : RED} dark />
<StatBox label="Win Rate" value={`${live.winRate || 0}%`} color={(live.winRate || 0) >= 50 ? GREEN : RED} dark />
<StatBox label="Trades" value={live.totalTrades || 0} dark />
<StatBox label="Daily Loss" value={`$${live.dailyLoss?.toFixed(2) || '0.00'}`} color={live.dailyLoss > 0 ? AMBER : null} dark />
</div>
{live.paused && (
<div className="mt-3 text-xs text-red-400 bg-red-900/30 border border-red-800 rounded-lg p-2 text-center font-medium">
TRADING PAUSED No new orders will be placed
</div>
)}
<div className="flex justify-between text-[10px] text-gray-600 mt-3">
<span>Per-trade cap: ${live.maxPerTrade?.toFixed(2) || '5.00'}</span>
<span>Daily limit: ${live.maxDailyLoss?.toFixed(2) || '20.00'}</span>
</div>
</div>
{/* Market Card */}
<MarketCard market={market} />
{/* Strategy Toggles */}
<div className="bg-gray-900 rounded-xl border border-gray-800 overflow-hidden">
<div className="px-4 py-3 border-b border-gray-800">
<h3 className="text-xs text-gray-400 uppercase tracking-wider font-bold"> Strategy Controls</h3>
</div>
{strategies.map((s, i) => {
const isEnabled = enabledSet.has(s.name);
const isToggling = toggling === s.name;
return (
<div key={s.name} className={`flex items-center justify-between px-4 py-3 ${i < strategies.length - 1 ? 'border-b border-gray-800' : ''}`}>
<div className="flex items-center gap-3">
<span className={`w-2 h-2 rounded-full ${isEnabled ? 'bg-green-500' : 'bg-gray-600'}`} />
<div>
<p className="text-sm font-medium capitalize text-gray-200">{s.name}</p>
{s.config && (
<p className="text-[10px] text-gray-600">
${s.config.betSize || 1}/trade {s.config.cooldownMs ? `${(s.config.cooldownMs/1000).toFixed(0)}s cd` : ''}
</p>
)}
</div>
</div>
<button
onClick={() => sendCommand(isEnabled ? 'disable' : 'enable', s.name)}
disabled={isToggling}
className={`relative w-12 h-6 rounded-full transition-all duration-300 ${
isEnabled ? 'bg-green-600' : 'bg-gray-700'
} disabled:opacity-50`}
>
<span className={`absolute top-0.5 w-5 h-5 bg-white rounded-full shadow transition-all duration-300 ${
isEnabled ? 'left-6' : 'left-0.5'
}`} />
</button>
</div>
);
})}
{strategies.length === 0 && (
<p className="text-gray-600 text-xs text-center py-4">No strategies loaded yet.</p>
)}
</div>
{/* Open Orders */}
{live.openOrders?.length > 0 && (
<div>
<h4 className="text-[10px] text-gray-500 uppercase tracking-wider mb-2 font-bold">
Open Orders ({live.openOrders.length})
</h4>
{live.openOrders.map((o, i) => (
<LiveOrderRow key={o.orderId || i} order={o} isOpen />
))}
</div>
)}
{/* Kalshi Positions */}
{live.positions?.length > 0 && (
<div>
<h4 className="text-[10px] text-gray-500 uppercase tracking-wider mb-2 font-bold">
Kalshi Positions ({live.positions.length})
</h4>
{live.positions.map((p, i) => (
<div key={i} className="bg-gray-900 rounded-lg p-3 border border-gray-800 mb-2">
<div className="flex items-center justify-between">
<span className="text-xs font-mono text-gray-300">{p.market_ticker || p.ticker}</span>
<span className="text-xs text-gray-400">{p.position_fp || p.position || 0} contracts</span>
</div>
{p.realized_pnl_dollars && (
<p className="text-[10px] text-gray-500 mt-1">
Realized PnL: <span className={Number(p.realized_pnl_dollars) >= 0 ? 'text-green-400' : 'text-red-400'}>
${Number(p.realized_pnl_dollars).toFixed(2)}
</span>
</p>
)}
</div>
))}
</div>
)}
{/* Trade History */}
<div>
<h4 className="text-[10px] text-gray-500 uppercase tracking-wider mb-2 font-bold">
Trade History ({trades.length})
</h4>
{trades.length === 0 ? (
<p className="text-gray-600 text-xs text-center py-4">No settled trades yet. Enable a strategy to start.</p>
) : (
trades.map((t, i) => <LiveOrderRow key={i} order={t} />)
)}
</div>
</main>
{/* Footer */}
<div className="fixed bottom-0 left-0 right-0 bg-gray-900/95 backdrop-blur border-t border-gray-800 py-2 px-4">
<div className="max-w-lg mx-auto flex justify-between text-xs text-gray-600">
<span>Worker: {formatUptime(data?.workerUptime)}</span>
<span>{data?.lastUpdate ? new Date(data.lastUpdate).toLocaleTimeString() : 'never'}</span>
</div>
</div> </div>
</div> </div>
); );
} }
function MarketCard({ market }) {
if (!market) {
return (
<div className="bg-gray-900 rounded-xl p-4 border border-gray-800">
<p className="text-gray-600 text-center text-sm">No active market waiting...</p>
</div>
);
}
const timeLeft = market.closeTime ? getTimeLeft(market.closeTime) : null;
return (
<div className="bg-gray-900 rounded-xl p-4 border border-gray-800">
<div className="flex items-center justify-between mb-3">
<div>
<h2 className="font-bold text-sm text-gray-100">BTC Up or Down</h2>
<p className="text-[10px] text-gray-600">15 min</p>
</div>
<div className="flex items-center gap-2">
{timeLeft && (
<span className="text-[10px] bg-gray-800 px-2 py-0.5 rounded-full text-gray-400"> {timeLeft}</span>
)}
<span className="text-lg"></span>
</div>
</div>
<div className="flex items-center gap-3">
<div className="flex-1">
<div className="flex justify-between text-xs mb-1">
<span className="text-gray-400">Up</span>
<span style={{ color: GREEN }} className="font-medium">{market.yesPct}%</span>
</div>
<div className="w-full bg-gray-800 rounded-full h-1.5">
<div className="h-1.5 rounded-full transition-all duration-500" style={{ width: `${market.yesPct}%`, backgroundColor: GREEN }} />
</div>
</div>
<div className="flex-1">
<div className="flex justify-between text-xs mb-1">
<span className="text-gray-400">Down</span>
<span style={{ color: BLUE }} className="font-medium">{market.noPct}%</span>
</div>
<div className="w-full bg-gray-800 rounded-full h-1.5">
<div className="h-1.5 rounded-full transition-all duration-500" style={{ width: `${market.noPct}%`, backgroundColor: BLUE }} />
</div>
</div>
</div>
<div className="flex justify-between text-[10px] text-gray-600 mt-2">
<span>${(market.volume || 0).toLocaleString()} vol</span>
<span className="font-mono">{market.ticker}</span>
</div>
</div>
);
}
function LiveOrderRow({ order, isOpen }) {
const won = order.result && order.side?.toLowerCase() === order.result?.toLowerCase();
const isNeutral = order.result === 'cancelled' || order.result === 'expired';
const pnlVal = order.pnl != null ? (typeof order.pnl === 'number' && Math.abs(order.pnl) > 50 ? order.pnl / 100 : order.pnl) : null;
const pnlColor = pnlVal == null ? 'text-gray-600' : pnlVal > 0 ? 'text-green-400' : pnlVal < 0 ? 'text-red-400' : 'text-gray-400';
return (
<div className="bg-gray-900 rounded-lg p-3 border border-gray-800 mb-2">
<div className="flex items-center justify-between">
<div className="flex items-center gap-2">
{isOpen ? (
<span className="w-2 h-2 rounded-full bg-amber-400 animate-pulse" />
) : (
<span>{isNeutral ? '' : won ? '✅' : '❌'}</span>
)}
<span className="text-sm font-medium capitalize text-gray-200">{order.side}</span>
<span className="text-xs text-gray-500">@ {order.priceCents || order.price}¢</span>
<span className="text-[10px] text-gray-600">{order.contracts || 1}x</span>
</div>
<span className={`text-sm font-bold ${pnlColor}`}>
{pnlVal != null ? `${pnlVal >= 0 ? '+' : ''}$${pnlVal.toFixed(2)}` : 'open'}
</span>
</div>
<div className="flex justify-between mt-1">
<span className="text-[10px] text-gray-600">{order.reason}</span>
<span className="text-[10px] text-gray-600 capitalize">{order.strategy}</span>
</div>
{order.result && !isOpen && (
<div className="flex justify-between items-center mt-0.5">
<span className="text-[10px] text-gray-600">Result: {order.result}</span>
<span className="text-[10px] text-gray-600">
{order.settleTime ? new Date(order.settleTime).toLocaleTimeString() : order.createdAt ? new Date(order.createdAt).toLocaleTimeString() : ''}
</span>
</div>
)}
</div>
);
}
function StatBox({ label, value, color, dark }) {
return (
<div className={`rounded-lg p-2 border text-center ${dark ? 'bg-gray-800 border-gray-700' : 'bg-gray-50 border-gray-100'}`}>
<p className="text-[9px] text-gray-500 uppercase tracking-wider">{label}</p>
<p className="text-xs font-bold mt-0.5" style={color ? { color } : { color: dark ? '#F3F4F6' : '#111827' }}>{value}</p>
</div>
);
}
function getTimeLeft(closeTime) {
const diff = new Date(closeTime).getTime() - Date.now();
if (diff <= 0) return 'Closing...';
const mins = Math.floor(diff / 60000);
const secs = Math.floor((diff % 60000) / 1000);
return `${mins}:${secs.toString().padStart(2, '0')}`;
}
function formatUptime(seconds) {
if (!seconds) return '0s';
const h = Math.floor(seconds / 3600);
const m = Math.floor((seconds % 3600) / 60);
const s = Math.floor(seconds % 60);
if (h > 0) return `${h}h ${m}m`;
if (m > 0) return `${m}m ${s}s`;
return `${s}s`;
}

View File

@@ -1,5 +1,5 @@
import { redirect } from 'next/navigation'; import { redirect } from 'next/navigation';
export default function Dashboard() { export default function Dashboard() {
redirect('/paper'); redirect('/dash');
} }

View File

@@ -3,105 +3,70 @@ import { useState, useRef } from 'react';
import { useRouter } from 'next/navigation'; import { useRouter } from 'next/navigation';
export default function LoginPage() { export default function LoginPage() {
const router = useRouter(); const router = useRouter();
const [email, setEmail] = useState(''); const [email, setEmail] = useState('');
const [password, setPassword] = useState(''); const [password, setPassword] = useState('');
const [captcha, setCaptcha] = useState(''); const [captcha, setCaptcha] = useState('');
const [error, setError] = useState(''); const [error, setError] = useState('');
const [success, setSuccess] = useState(''); const [success, setSuccess] = useState('');
const captchaImgRef = useRef(null); const captchaImgRef = useRef(null);
const refreshCaptcha = () => { const refreshCaptcha = () => {
if (captchaImgRef.current) { if (captchaImgRef.current) {
captchaImgRef.current.src = `/api/captcha?${new Date().getTime()}`; captchaImgRef.current.src = `/api/captcha?${new Date().getTime()}`;
} }
}; };
const handleLogin = async (e) => { const handleLogin = async (e) => {
e.preventDefault(); e.preventDefault();
setError(''); setError('');
setSuccess(''); setSuccess('');
const res = await fetch('/api/login', { const res = await fetch('/api/login', {
method: 'POST', method: 'POST',
headers: { 'Content-Type': 'application/json' }, headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ email, password, captcha }) body: JSON.stringify({ email, password, captcha })
}); });
const data = await res.json(); const data = await res.json();
if (!res.ok) { if (!res.ok) {
setError(data.error); setError(data.error);
refreshCaptcha(); refreshCaptcha();
setCaptcha(''); setCaptcha('');
} else { } else {
setSuccess(data.message); setSuccess(data.message);
router.push('/paper'); router.push(data.redirect || '/dash');
} }
}; };
return ( return (
<div className="min-h-screen flex items-center justify-center bg-gray-50 text-gray-900 font-sans"> <div className="min-h-screen flex items-center justify-center bg-gray-50 text-gray-900 font-sans">
<div className="bg-white p-8 rounded-lg shadow-xl w-full max-w-md border border-gray-100"> <div className="bg-white p-8 rounded-lg shadow-xl w-full max-w-md border border-gray-100">
<h1 className="text-2xl font-bold mb-6 text-center text-[#28CC95]">Kalbot Access</h1> <h1 className="text-2xl font-bold mb-6 text-center text-[#28CC95]">Kalbot Access</h1>
{error && <div className="bg-red-50 border border-red-200 text-red-600 p-3 rounded mb-4 text-sm">{error}</div>} {error && <div className="bg-red-50 border border-red-200 text-red-600 p-3 rounded mb-4 text-sm">{error}</div>}
{success && <div className="bg-green-50 border border-green-200 text-green-600 p-3 rounded mb-4 text-sm">{success}</div>} {success && <div className="bg-green-50 border border-green-200 text-green-600 p-3 rounded mb-4 text-sm">{success}</div>}
<form onSubmit={handleLogin} className="space-y-4"> <form onSubmit={handleLogin} className="space-y-4">
<div> <div>
<label className="block text-sm font-medium text-gray-700 mb-1">Email</label> <label className="block text-sm font-medium text-gray-700 mb-1">Email</label>
<input <input type="email" required className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow" value={email} onChange={(e) => setEmail(e.target.value)} />
type="email" </div>
required <div>
className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow" <label className="block text-sm font-medium text-gray-700 mb-1">Password</label>
value={email} <input type="password" required className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow" value={password} onChange={(e) => setPassword(e.target.value)} />
onChange={(e) => setEmail(e.target.value)} </div>
/> <div>
</div> <label className="block text-sm font-medium text-gray-700 mb-1">Captcha Verification</label>
<div> <div className="flex items-center space-x-3 mb-2">
<label className="block text-sm font-medium text-gray-700 mb-1">Password</label> <img ref={captchaImgRef} src="/api/captcha" alt="captcha" className="h-12 rounded cursor-pointer border border-gray-300" onClick={refreshCaptcha} title="Click to refresh" />
<input <button type="button" onClick={refreshCaptcha} className="text-sm font-medium text-[#28CC95] hover:opacity-80 transition-opacity">Refresh</button>
type="password"
required
className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow"
value={password}
onChange={(e) => setPassword(e.target.value)}
/>
</div>
<div>
<label className="block text-sm font-medium text-gray-700 mb-1">Captcha Verification</label>
<div className="flex items-center space-x-3 mb-2">
<img
ref={captchaImgRef}
src="/api/captcha"
alt="captcha"
className="h-12 rounded cursor-pointer border border-gray-300"
onClick={refreshCaptcha}
title="Click to refresh"
/>
<button type="button" onClick={refreshCaptcha} className="text-sm font-medium text-[#28CC95] hover:opacity-80 transition-opacity">
Refresh
</button>
</div>
<input
type="text"
required
placeholder="Enter the text above"
className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow"
value={captcha}
onChange={(e) => setCaptcha(e.target.value)}
/>
</div>
<button
type="submit"
className="w-full bg-[#28CC95] hover:brightness-95 text-white font-bold py-2 px-4 rounded transition-all mt-6 shadow-sm"
>
Login
</button>
</form>
</div> </div>
</div> <input type="text" required placeholder="Enter the text above" className="w-full bg-white border border-gray-300 rounded px-3 py-2 focus:outline-none focus:border-[#28CC95] focus:ring-1 focus:ring-[#28CC95] transition-shadow" value={captcha} onChange={(e) => setCaptcha(e.target.value)} />
); </div>
<button type="submit" className="w-full bg-[#28CC95] hover:brightness-95 text-white font-bold py-2 px-4 rounded transition-all mt-6 shadow-sm">Login</button>
</form>
</div>
</div>
);
} }

View File

@@ -86,6 +86,9 @@ export default function PaperDashboard() {
<span className="text-xs bg-amber-100 text-amber-700 px-2 py-0.5 rounded-full font-medium">PAPER</span> <span className="text-xs bg-amber-100 text-amber-700 px-2 py-0.5 rounded-full font-medium">PAPER</span>
</div> </div>
<div className="flex items-center gap-3"> <div className="flex items-center gap-3">
<a href="/dash" className="text-[10px] px-2 py-1 rounded bg-gray-900 text-green-400 border border-gray-700 hover:bg-gray-800 transition-colors font-bold">
💰 Live
</a>
<button <button
onClick={handleReset} onClick={handleReset}
disabled={resetting} disabled={resetting}
@@ -298,7 +301,6 @@ function AllStrategiesOverview({ paperByStrategy, strategies }) {
})); }));
if (!entries.length) return null; if (!entries.length) return null;
entries.sort((a, b) => b.stats.totalPnL - a.stats.totalPnL); entries.sort((a, b) => b.stats.totalPnL - a.stats.totalPnL);
return ( return (
@@ -339,10 +341,8 @@ function StatBox({ label, value, color }) {
} }
function TradeRow({ trade, isOpen }) { function TradeRow({ trade, isOpen }) {
// Fix: Check side vs result for actual win condition, not strictly PNL > 0
const won = trade.result && trade.side.toLowerCase() === trade.result.toLowerCase(); const won = trade.result && trade.side.toLowerCase() === trade.result.toLowerCase();
const isNeutral = trade.result === 'cancelled' || trade.result === 'expired'; const isNeutral = trade.result === 'cancelled' || trade.result === 'expired';
const pnlColor = trade.pnl == null ? 'text-gray-400' : trade.pnl > 0 ? 'text-green-600' : trade.pnl < 0 ? 'text-red-600' : 'text-gray-600'; const pnlColor = trade.pnl == null ? 'text-gray-400' : trade.pnl > 0 ? 'text-green-600' : trade.pnl < 0 ? 'text-red-600' : 'text-gray-600';
return ( return (

View File

@@ -5,18 +5,13 @@ const KALSHI_API_BASE = (process.env.KALSHI_API_BASE || DEFAULT_KALSHI_API_BASE)
function normalizePrivateKey(value) { function normalizePrivateKey(value) {
if (!value) return ''; if (!value) return '';
let key = String(value).trim(); let key = String(value).trim();
// Strip accidental wrapping quotes from env UIs
if ( if (
(key.startsWith('"') && key.endsWith('"')) || (key.startsWith('"') && key.endsWith('"')) ||
(key.startsWith("'") && key.endsWith("'")) (key.startsWith("'") && key.endsWith("'"))
) { ) {
key = key.slice(1, -1); key = key.slice(1, -1);
} }
// Normalize line breaks from various env formats
return key return key
.replace(/\\r\\n/g, '\n') .replace(/\\r\\n/g, '\n')
.replace(/\r\n/g, '\n') .replace(/\r\n/g, '\n')
@@ -36,10 +31,17 @@ export function signRequest(method, path, timestampMs = Date.now()) {
throw new Error('Missing KALSHI_API_KEY_ID or KALSHI_RSA_PRIVATE_KEY'); throw new Error('Missing KALSHI_API_KEY_ID or KALSHI_RSA_PRIVATE_KEY');
} }
const ts = String(timestampMs); // Strip query parameters before signing per Kalshi docs
const message = `${ts}${method.toUpperCase()}${path}`; const pathWithoutQuery = path.split('?')[0];
const signature = crypto.sign('sha256', Buffer.from(message), { const ts = String(timestampMs);
const message = `${ts}${method.toUpperCase()}${pathWithoutQuery}`;
const sign = crypto.createSign('RSA-SHA256');
sign.update(message);
sign.end();
const signature = sign.sign({
key: privateKeyPem, key: privateKeyPem,
padding: crypto.constants.RSA_PKCS1_PSS_PADDING, padding: crypto.constants.RSA_PKCS1_PSS_PADDING,
saltLength: crypto.constants.RSA_PSS_SALTLEN_DIGEST saltLength: crypto.constants.RSA_PSS_SALTLEN_DIGEST

View File

@@ -8,20 +8,17 @@ const DEFAULT_HTTP_RETRIES = Math.max(0, Number(process.env.KALSHI_HTTP_RETRIES
const BASE_BACKOFF_MS = Math.max(100, Number(process.env.KALSHI_HTTP_BACKOFF_MS || 350)); const BASE_BACKOFF_MS = Math.max(100, Number(process.env.KALSHI_HTTP_BACKOFF_MS || 350));
const EVENTS_CACHE_TTL_MS = Math.max(1000, Number(process.env.KALSHI_EVENTS_CACHE_TTL_MS || 5000)); const EVENTS_CACHE_TTL_MS = Math.max(1000, Number(process.env.KALSHI_EVENTS_CACHE_TTL_MS || 5000));
const eventsCache = new Map(); // key -> { expiresAt, data } const eventsCache = new Map();
const inflightEvents = new Map(); // key -> Promise<events> const inflightEvents = new Map();
const sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms)); const sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms));
function parseRetryAfterMs(value) { function parseRetryAfterMs(value) {
if (!value) return null; if (!value) return null;
const asSeconds = Number(value); const asSeconds = Number(value);
if (Number.isFinite(asSeconds) && asSeconds >= 0) return asSeconds * 1000; if (Number.isFinite(asSeconds) && asSeconds >= 0) return asSeconds * 1000;
const asDate = new Date(value).getTime(); const asDate = new Date(value).getTime();
if (Number.isFinite(asDate)) return Math.max(0, asDate - Date.now()); if (Number.isFinite(asDate)) return Math.max(0, asDate - Date.now());
return null; return null;
} }
@@ -55,11 +52,7 @@ async function kalshiFetch(method, path, body = null, opts = {}) {
if (res.status === 204) return {}; if (res.status === 204) return {};
const text = await res.text(); const text = await res.text();
if (!text) return {}; if (!text) return {};
try { try { return JSON.parse(text); } catch { return {}; }
return JSON.parse(text);
} catch {
return {};
}
} }
const text = await res.text(); const text = await res.text();
@@ -95,20 +88,16 @@ function getEventCloseTimeMs(event) {
function rankEvents(events = []) { function rankEvents(events = []) {
const now = Date.now(); const now = Date.now();
return 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 tradableLike = TRADABLE_EVENT_STATUSES.has(status);
const notClearlyExpired = closeTs == null || closeTs > now - 60_000; const notClearlyExpired = closeTs == null || closeTs > now - 60_000;
const delta = closeTs == null ? Number.MAX_SAFE_INTEGER : closeTs - now; const delta = closeTs == null ? Number.MAX_SAFE_INTEGER : closeTs - now;
const closenessScore = delta < 0 ? Math.abs(delta) + 3_600_000 : delta; const closenessScore = delta < 0 ? Math.abs(delta) + 3_600_000 : delta;
return { event, openLike, tradableLike, notClearlyExpired, closenessScore }; return { event, openLike, tradableLike, notClearlyExpired, closenessScore };
}) })
.filter((x) => x.openLike || x.notClearlyExpired) .filter((x) => x.openLike || x.notClearlyExpired)
@@ -124,18 +113,12 @@ function rankEvents(events = []) {
function getCachedEvents(key) { function getCachedEvents(key) {
const hit = eventsCache.get(key); const hit = eventsCache.get(key);
if (!hit) return null; if (!hit) return null;
if (Date.now() > hit.expiresAt) { if (Date.now() > hit.expiresAt) { eventsCache.delete(key); return null; }
eventsCache.delete(key);
return null;
}
return hit.data; return hit.data;
} }
function setCachedEvents(key, events) { function setCachedEvents(key, events) {
eventsCache.set(key, { eventsCache.set(key, { expiresAt: Date.now() + EVENTS_CACHE_TTL_MS, data: events });
expiresAt: Date.now() + EVENTS_CACHE_TTL_MS,
data: events
});
} }
async function fetchEvents(series, query) { async function fetchEvents(series, query) {
@@ -165,22 +148,16 @@ async function fetchEvents(series, query) {
return task; return task;
} }
/**
* Return ranked candidate events for BTC 15m.
*/
export async function getActiveBTCEvents(limit = 12) { export async function getActiveBTCEvents(limit = 12) {
const seriesCandidates = [SERIES_TICKER]; const seriesCandidates = [SERIES_TICKER];
const eventMap = new Map(); const eventMap = new Map();
for (const series of seriesCandidates) { for (const series of seriesCandidates) {
try { try {
// Use only known-good filter to avoid 400s from unsupported statuses.
const openEvents = await fetchEvents(series, 'status=open&limit=25'); const openEvents = await fetchEvents(series, 'status=open&limit=25');
for (const event of openEvents) { for (const event of openEvents) {
if (event?.event_ticker) eventMap.set(event.event_ticker, event); if (event?.event_ticker) eventMap.set(event.event_ticker, event);
} }
// Fallback if endpoint returns empty.
if (!openEvents.length) { if (!openEvents.length) {
const fallbackEvents = await fetchEvents(series, 'limit=25'); const fallbackEvents = await fetchEvents(series, 'limit=25');
for (const event of fallbackEvents) { for (const event of fallbackEvents) {
@@ -195,51 +172,60 @@ export async function getActiveBTCEvents(limit = 12) {
return rankEvents([...eventMap.values()]).slice(0, limit); return rankEvents([...eventMap.values()]).slice(0, limit);
} }
/**
* Backward-compatible: return single best candidate event.
*/
export async function getActiveBTCEvent() { export async function getActiveBTCEvent() {
const events = await getActiveBTCEvents(1); const events = await getActiveBTCEvents(1);
return events[0] || null; return events[0] || null;
} }
/**
* Get markets for a specific event ticker.
*/
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}`);
const markets = data?.event?.markets ?? data?.markets ?? data?.event_markets ?? []; const markets = data?.event?.markets ?? data?.markets ?? data?.event_markets ?? [];
return Array.isArray(markets) ? markets : []; return Array.isArray(markets) ? markets : [];
} }
/**
* Get orderbook for a specific market ticker.
*/
export async function getOrderbook(ticker) { export async function getOrderbook(ticker) {
const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}/orderbook`); const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}/orderbook`);
return data.orderbook || data; return data.orderbook || data;
} }
/**
* Get single market details.
*/
export async function getMarket(ticker) { export async function getMarket(ticker) {
const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}`); const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}`);
return data.market || data; return data.market || data;
} }
/**
* Place a real order on Kalshi. NOT used in paper mode.
*/
export async function placeOrder(params) { export async function placeOrder(params) {
return kalshiFetch('POST', '/trade-api/v2/portfolio/orders', params); return kalshiFetch('POST', '/trade-api/v2/portfolio/orders', params);
} }
/**
* Get wallet balance.
*/
export async function getBalance() { export async function getBalance() {
return kalshiFetch('GET', '/trade-api/v2/portfolio/balance'); return kalshiFetch('GET', '/trade-api/v2/portfolio/balance');
} }
export async function getPositions(params = {}) {
let path = '/trade-api/v2/portfolio/positions';
const qs = [];
if (params.settlement_status) qs.push(`settlement_status=${params.settlement_status}`);
if (params.limit) qs.push(`limit=${params.limit}`);
if (params.event_ticker) qs.push(`event_ticker=${params.event_ticker}`);
if (qs.length) path += `?${qs.join('&')}`;
return kalshiFetch('GET', path);
}
export async function getOrder(orderId) {
return kalshiFetch('GET', `/trade-api/v2/portfolio/orders/${orderId}`);
}
export async function cancelOrder(orderId) {
return kalshiFetch('DELETE', `/trade-api/v2/portfolio/orders/${orderId}`);
}
export async function getFills(params = {}) {
let path = '/trade-api/v2/portfolio/fills';
const qs = [];
if (params.ticker) qs.push(`ticker=${params.ticker}`);
if (params.limit) qs.push(`limit=${params.limit}`);
if (qs.length) path += `?${qs.join('&')}`;
return kalshiFetch('GET', path);
}
export { kalshiFetch }; export { kalshiFetch };

497
lib/live/engine.js Normal file
View File

@@ -0,0 +1,497 @@
import { kalshiFetch } from '../kalshi/rest.js';
import { db } from '../db.js';
import { notify } from '../notify.js';
import crypto from 'crypto';
/**
* Live Trading Engine — real money on Kalshi.
* Uses IOC (Immediate-or-Cancel) orders for thin-book safety.
* Now orderbook-aware: uses best available ask instead of display price.
* All amounts in CENTS internally.
*/
export class LiveEngine {
constructor() {
this.enabledStrategies = new Set();
this.openOrders = new Map();
this.recentFills = [];
this.totalPnL = 0;
this.wins = 0;
this.losses = 0;
this.totalTrades = 0;
this._paused = false;
this._maxLossPerTradeCents = 500;
this._maxDailyLossCents = 2000;
this._dailyLoss = 0;
this._dailyLossResetTime = Date.now();
this._lastBalance = null;
this._lastPortfolioValue = null;
this._positions = [];
}
async init() {
try {
const states = await db.query(
'SELECT * FROM live_engine_state ORDER BY timestamp DESC LIMIT 1'
);
const row = (states[0] || [])[0];
if (row) {
this.totalPnL = row.totalPnL || 0;
this.wins = row.wins || 0;
this.losses = row.losses || 0;
this.totalTrades = row.totalTrades || 0;
if (row.enabledStrategies) {
for (const s of row.enabledStrategies) this.enabledStrategies.add(s);
}
console.log(
`[Live] Restored: PnL=$${(this.totalPnL / 100).toFixed(2)}, ${this.wins}W/${this.losses}L`
);
}
const orders = await db.query(
'SELECT * FROM live_orders WHERE status = "pending" OR status = "resting" OR status = "filled"'
);
for (const o of orders[0] || []) {
if (!o.settled) this.openOrders.set(o.orderId, o);
}
if (this.openOrders.size) {
console.log(`[Live] Loaded ${this.openOrders.size} open order(s) from DB`);
}
} catch (e) {
console.error('[Live] Init error:', e.message);
}
}
isStrategyEnabled(name) {
return this.enabledStrategies.has(name);
}
enableStrategy(name) {
this.enabledStrategies.add(name);
this._saveState();
console.log(`[Live] Strategy "${name}" ENABLED`);
}
disableStrategy(name) {
this.enabledStrategies.delete(name);
this._saveState();
console.log(`[Live] Strategy "${name}" DISABLED`);
}
pause() {
this._paused = true;
console.log('[Live] ⚠️ PAUSED — no new orders will be placed');
}
resume() {
this._paused = false;
console.log('[Live] ▶️ RESUMED');
}
_resetDailyLossIfNeeded() {
const now = Date.now();
const elapsed = now - this._dailyLossResetTime;
if (elapsed > 24 * 60 * 60 * 1000) {
this._dailyLoss = 0;
this._dailyLossResetTime = now;
}
}
async fetchBalance() {
try {
const data = await kalshiFetch('GET', '/trade-api/v2/portfolio/balance');
this._lastBalance = data.balance || 0;
this._lastPortfolioValue = data.portfolio_value || 0;
return {
balance: this._lastBalance,
portfolioValue: this._lastPortfolioValue
};
} catch (e) {
console.error('[Live] Balance fetch error:', e.message);
return { balance: this._lastBalance, portfolioValue: this._lastPortfolioValue };
}
}
async fetchPositions() {
try {
const data = await kalshiFetch(
'GET',
'/trade-api/v2/portfolio/positions?settlement_status=unsettled&limit=200'
);
const positions = data?.market_positions || data?.positions || [];
this._positions = Array.isArray(positions) ? positions : [];
return this._positions;
} catch (e) {
console.error('[Live] Positions fetch error:', e.message);
return this._positions;
}
}
_getBestAskFromOrderbook(side, orderbook) {
if (!orderbook) return null;
if (side === 'yes') {
if (orderbook.no?.length) {
const bestNoBid = orderbook.no[0]?.[0];
if (bestNoBid != null) return 100 - bestNoBid;
}
} else {
if (orderbook.yes?.length) {
const bestYesBid = orderbook.yes[0]?.[0];
if (bestYesBid != null) return 100 - bestYesBid;
}
}
return null;
}
_getFillCount(order) {
if (!order) return 0;
const fp = order.taker_fill_count_fp ?? order.fill_count_fp;
if (fp != null) return Math.round(parseFloat(fp));
return order.taker_fill_count ?? order.fill_count ?? 0;
}
_getFillCostCents(order) {
if (!order) return 0;
const dollars = order.taker_fill_cost_dollars ?? order.fill_cost_dollars;
if (dollars != null) return Math.round(parseFloat(dollars) * 100);
return order.taker_fill_cost ?? order.fill_cost ?? 0;
}
/**
* Verify an order's actual fill status by polling Kalshi.
* IOC responses can report 0 fills even when fills happened async.
*/
async _verifyOrderFills(orderId, maxAttempts = 3) {
for (let i = 0; i < maxAttempts; i++) {
if (i > 0) await new Promise((r) => setTimeout(r, 500 * i));
try {
const data = await kalshiFetch('GET', `/trade-api/v2/portfolio/orders/${orderId}`);
const order = data?.order;
if (!order) continue;
const fillCount = this._getFillCount(order);
const fillCost = this._getFillCostCents(order);
const status = (order.status || '').toLowerCase();
const isFinal = ['canceled', 'cancelled', 'executed', 'filled', 'closed'].includes(status);
if (isFinal || fillCount > 0) {
return { fillCount, fillCost, status, order };
}
} catch (e) {
console.error(`[Live] Verify attempt ${i + 1} failed:`, e.message);
}
}
return null;
}
async executeTrade(signal, marketState) {
if (this._paused) {
console.log(`[Live] PAUSED — ignoring signal from ${signal.strategy}`);
return null;
}
if (!this.enabledStrategies.has(signal.strategy)) return null;
this._resetDailyLossIfNeeded();
if (this._dailyLoss >= this._maxDailyLossCents) {
console.log(
`[Live] Daily loss limit ($${(this._maxDailyLossCents / 100).toFixed(2)}) reached — pausing`
);
this.pause();
await notify(
`⚠️ Daily loss limit reached ($${(this._dailyLoss / 100).toFixed(2)}). Auto-paused.`,
'Kalbot Safety',
'urgent',
'warning,octagonal_sign'
);
return null;
}
const sizeDollars = signal.size;
const costCents = sizeDollars * 100;
if (costCents > this._maxLossPerTradeCents) {
console.log(`[Live] Trade cost $${sizeDollars} exceeds per-trade cap — skipping`);
return null;
}
// SAFETY: Require orderbook data before placing real money orders
const bestAsk = this._getBestAskFromOrderbook(signal.side, marketState.orderbook);
if (bestAsk == null) {
console.log(
`[Live] No orderbook data for ${signal.side} side — refusing to trade blind (${signal.strategy})`
);
return null;
}
const maxAcceptable = signal.maxPrice || signal.price + 3;
if (bestAsk > maxAcceptable) {
console.log(
`[Live] Best ask ${bestAsk}¢ > max ${maxAcceptable}¢ for ${signal.strategy} — skipping`
);
return null;
}
const priceCents = Math.round(bestAsk);
if (priceCents <= 0 || priceCents >= 100) {
console.log(`[Live] Invalid price ${priceCents}¢ — skipping`);
return null;
}
const priceInDollars = priceCents / 100;
const contracts = Math.max(1, Math.floor(sizeDollars / priceInDollars));
const clientOrderId = crypto.randomUUID();
const side = signal.side.toLowerCase();
const orderBody = {
ticker: signal.ticker,
action: 'buy',
side,
count: contracts,
type: 'limit',
client_order_id: clientOrderId,
time_in_force: 'immediate_or_cancel'
};
if (side === 'yes') {
orderBody.yes_price = priceCents;
} else {
orderBody.no_price = priceCents;
}
try {
console.log(
`[Live] Placing IOC order: ${side.toUpperCase()} ${contracts}x @ ${priceCents}¢ ($${sizeDollars})[ask: ${bestAsk}¢, max: ${maxAcceptable}¢] | ${signal.reason}`
);
const result = await kalshiFetch('POST', '/trade-api/v2/portfolio/orders', orderBody);
const order = result?.order;
if (!order?.order_id) {
console.error('[Live] Order response missing order_id:', JSON.stringify(result).slice(0, 300));
return null;
}
let fillCount = this._getFillCount(order);
let fillCost = this._getFillCostCents(order);
let status = (order.status || '').toLowerCase();
// If immediate response says 0 fills, verify with Kalshi to catch async fills
if (fillCount === 0) {
console.log(`[Live] Immediate response: 0 fills (status: ${status}). Verifying with Kalshi...`);
const verified = await this._verifyOrderFills(order.order_id);
if (verified) {
fillCount = verified.fillCount;
fillCost = verified.fillCost;
status = verified.status;
console.log(
`[Live] Verified: ${fillCount} fills, $${(fillCost / 100).toFixed(2)} cost, status: ${status}`
);
}
if (fillCount === 0) {
console.log(`[Live] Confirmed 0 fills for ${signal.ticker} @ ${priceCents}¢ — no liquidity`);
return null;
}
}
const orderRecord = {
orderId: order.order_id,
clientOrderId,
strategy: signal.strategy,
ticker: signal.ticker,
side,
priceCents,
contracts: fillCount,
costCents: fillCost || costCents,
reason: signal.reason,
status: 'filled',
createdAt: Date.now(),
settled: false,
result: null,
pnl: null,
fillCount,
fillCost,
bestAsk,
maxPrice: maxAcceptable,
marketState: {
yesPct: marketState.yesPct,
noPct: marketState.noPct
}
};
this.totalTrades++;
this.openOrders.set(order.order_id, orderRecord);
try {
await db.create('live_orders', orderRecord);
} catch (e) {
console.error('[Live] DB write error:', e.message);
}
const msg = `💰 LIVE[${signal.strategy}] ${side.toUpperCase()} ${fillCount}x @ ${priceCents}¢ ($${(
fillCost / 100
).toFixed(2)}) [ask:${bestAsk}¢] | ${signal.reason}`;
console.log(`[Live] ${msg}`);
await notify(msg, `Live: ${signal.strategy}`, 'high', 'money_with_wings');
await this._saveState();
return orderRecord;
} catch (e) {
console.error(`[Live] Order failed: ${e.message}`);
await notify(
`❌ LIVE ORDER FAILED [${signal.strategy}]: ${e.message}`,
'Kalbot Error',
'urgent',
'x,warning'
);
return null;
}
}
async settle(ticker, rawResult) {
const result = String(rawResult || '').toLowerCase();
if (result !== 'yes' && result !== 'no') return null;
const settled = [];
for (const [orderId, order] of this.openOrders) {
if (order.ticker !== ticker) continue;
const won = order.side === result;
const fillCostCents = order.fillCost || order.costCents;
const payout = won ? order.contracts * 100 : 0;
const pnl = payout - fillCostCents;
order.settled = true;
order.result = result;
order.pnl = pnl;
order.settleTime = Date.now();
order.status = 'settled';
this.totalPnL += pnl;
if (won) this.wins++;
else {
this.losses++;
this._dailyLoss += Math.abs(pnl);
}
try {
await db.query(
'UPDATE live_orders SET settled = true, result = $result, pnl = $pnl, settleTime = $st, status = "settled" WHERE orderId = $oid',
{ result, pnl, st: order.settleTime, oid: orderId }
);
} catch (e) {
console.error('[Live] Settle DB error:', e.message);
}
const emoji = won ? '✅' : '❌';
const msg = `${emoji} LIVE [${order.strategy}] ${order.side.toUpperCase()} ${
won ? 'WON' : 'LOST'
} | PnL: $${(pnl / 100).toFixed(2)}`;
console.log(`[Live] ${msg}`);
await notify(
msg,
won ? 'Live Win!' : 'Live Loss',
'high',
won ? 'chart_with_upwards_trend' : 'chart_with_downwards_trend'
);
settled.push(order);
this.openOrders.delete(orderId);
}
if (settled.length) await this._saveState();
return settled.length ? settled : null;
}
/**
* Recover live orders when market rotates before result is available.
* Polls market endpoints for delayed settlement result and settles locally when it appears.
*/
async checkOrphans(getMarketFn) {
const tickers = this.getOpenTickers();
if (!tickers.length) return [];
const settled = [];
for (const ticker of tickers) {
try {
const market = await getMarketFn(ticker);
const result = String(market?.result || '').toLowerCase();
if (result === 'yes' || result === 'no') {
console.log(`[Live] Delayed settlement found for ${ticker}: ${result}`);
const done = await this.settle(ticker, result);
if (done?.length) settled.push(...done);
}
} catch (e) {
console.error(`[Live] Orphan check failed for ${ticker}:`, e.message);
}
}
return settled;
}
getOpenTickers() {
const tickers = new Set();
for (const [, order] of this.openOrders) {
if (!order.settled) tickers.add(order.ticker);
}
return Array.from(tickers);
}
hasOpenPositionForStrategy(strategyName) {
for (const [, order] of this.openOrders) {
if (order.strategy === strategyName && !order.settled) return true;
}
return false;
}
getStats() {
const openList = [];
for (const [, o] of this.openOrders) {
if (!o.settled) openList.push(o);
}
return {
balance: this._lastBalance != null ? this._lastBalance / 100 : null,
portfolioValue: this._lastPortfolioValue != null ? this._lastPortfolioValue / 100 : null,
totalPnL: parseFloat((this.totalPnL / 100).toFixed(2)),
wins: this.wins,
losses: this.losses,
winRate:
this.wins + this.losses > 0
? parseFloat(((this.wins / (this.wins + this.losses)) * 100).toFixed(1))
: 0,
totalTrades: this.totalTrades,
openOrders: openList,
paused: this._paused,
dailyLoss: parseFloat((this._dailyLoss / 100).toFixed(2)),
maxDailyLoss: parseFloat((this._maxDailyLossCents / 100).toFixed(2)),
maxPerTrade: parseFloat((this._maxLossPerTradeCents / 100).toFixed(2)),
enabledStrategies: Array.from(this.enabledStrategies),
positions: this._positions
};
}
async _saveState() {
try {
await db.create('live_engine_state', {
totalPnL: this.totalPnL,
wins: this.wins,
losses: this.losses,
totalTrades: this.totalTrades,
enabledStrategies: Array.from(this.enabledStrategies),
paused: this._paused,
timestamp: Date.now()
});
} catch (e) {
console.error('[Live] State save error:', e.message);
}
}
}

View File

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

View File

@@ -2,21 +2,26 @@
* Base strategy class. All strategies extend this. * Base strategy class. All strategies extend this.
* *
* Strategies receive market state updates and emit trade signals. * Strategies receive market state updates and emit trade signals.
* Signals are { side: 'yes'|'no', price: number, size: number, reason: string } * Signals are { side: 'yes'|'no', price: number, maxPrice: number, size: number, reason: string }
*
* `price` = ideal/target price in cents
* `maxPrice` = maximum acceptable fill price (slippage tolerance)
*/ */
export class BaseStrategy { export class BaseStrategy {
constructor(name, config = {}) { constructor(name, config = {}) {
this.name = name; this.name = name;
this.config = config; this.config = config;
this.enabled = true; this.enabled = true;
this.mode = 'paper'; // 'paper' | 'live' this.mode = 'paper';
} }
/** /**
* Called on every market state update. * Called on every market state update.
* @param {object} marketState - includes yesPct, noPct, orderbook, ticker, closeTime, etc.
* @param {string} caller - 'paper' | 'live' — so strategies can track per-caller state
* Return a signal object or null. * Return a signal object or null.
*/ */
evaluate(marketState) { evaluate(marketState, caller = 'paper') {
throw new Error(`${this.name}: evaluate() not implemented`); throw new Error(`${this.name}: evaluate() not implemented`);
} }

View File

@@ -3,42 +3,101 @@ import { BaseStrategy } from './base.js';
export class BullDipBuyer extends BaseStrategy { export class BullDipBuyer extends BaseStrategy {
constructor(config = {}) { constructor(config = {}) {
super('bull-dip-buyer', { super('bull-dip-buyer', {
maxYesPrice: config.maxYesPrice || 45, // Buy the dip when Yes is cheap maxYesPrice: config.maxYesPrice || 45,
minYesPrice: config.minYesPrice || 15, // Avoid completely dead markets minYesPrice: config.minYesPrice || 15,
betSize: config.betSize || 2, betSize: config.betSize || 1,
cooldownMs: config.cooldownMs || 60000, slippage: config.slippage || 3,
cooldownMs: config.cooldownMs || 20000,
marketDurationMin: config.marketDurationMin || 15,
entryWindowMin: config.entryWindowMin || 6,
...config ...config
}); });
this.lastTradeTime = 0; this._lastTrade = {
this.lastTradeTicker = null; paper: { time: 0, ticker: null },
live: { time: 0, ticker: null }
};
} }
evaluate(state) { evaluate(state, caller = 'paper') {
if (!state || !this.enabled) return null; if (!state || !this.enabled || !state.closeTime) return null;
const track = this._lastTrade[caller] || this._lastTrade.paper;
const now = Date.now(); const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null; if (now - track.time < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null; if (state.ticker === track.ticker) return null;
const closeTs = new Date(state.closeTime).getTime();
const timeLeftMs = closeTs - now;
if (!Number.isFinite(timeLeftMs) || timeLeftMs <= 0) return null;
// Entry gate: only trade in first N minutes of each market cycle.
// With 15m markets: first 0-6m elapsed => roughly 15m down to 9m remaining.
const elapsedMin = (this.config.marketDurationMin * 60000 - timeLeftMs) / 60000;
if (elapsedMin < 0 || elapsedMin > this.config.entryWindowMin) return null;
const { yesPct } = state; const { yesPct } = state;
// Only buy YES when it dips into our target buy zone
if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) { if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) {
// For live trading, require orderbook data — refuse to trade blind
if (caller === 'live') {
const bestAsk = this._getBestYesAsk(state);
if (bestAsk == null) return null;
// Verify the actual ask price is within our dip range + slippage
if (bestAsk > this.config.maxYesPrice + this.config.slippage) return null;
// Don't let slippage push us above 50¢ — that's not a dip
if (bestAsk > 50) return null;
}
const maxPrice = Math.min(
yesPct + this.config.slippage,
this.config.maxYesPrice + this.config.slippage,
50
);
const bestAsk = this._getBestYesAsk(state);
let reason = `Bullish dip buy (t+${elapsedMin.toFixed(1)}m): Yes @ ${yesPct}¢`;
if (bestAsk != null) {
if (bestAsk > maxPrice) return null;
reason = `Bullish dip buy (t+${elapsedMin.toFixed(1)}m): Yes @ ${yesPct}¢ (ask: ${bestAsk}¢)`;
}
const signal = { const signal = {
strategy: this.name, strategy: this.name,
side: 'yes', side: 'yes',
price: yesPct, price: yesPct,
maxPrice,
size: this.config.betSize, size: this.config.betSize,
reason: `Bullish dip buy: Yes dropped to ${yesPct}¢`, reason,
ticker: state.ticker ticker: state.ticker
}; };
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
return signal; return signal;
} }
return null; return null;
} }
_getBestYesAsk(state) {
const ob = state.orderbook;
if (!ob) return null;
if (ob.no?.length) {
const bestNoBid = ob.no[0]?.[0];
if (bestNoBid != null) return 100 - bestNoBid;
}
return null;
}
toJSON() {
return {
...super.toJSON(),
lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
};
}
} }

View File

@@ -6,42 +6,46 @@ export class DontDoubtBullStrategy extends BaseStrategy {
minYesPct: config.minYesPct || 30, minYesPct: config.minYesPct || 30,
maxYesPct: config.maxYesPct || 40, maxYesPct: config.maxYesPct || 40,
betSize: config.betSize || 2, betSize: config.betSize || 2,
cooldownMs: config.cooldownMs || 60000, slippage: config.slippage || 3,
cooldownMs: config.cooldownMs || 20000,
...config ...config
}); });
this.lastTradeTime = 0; this._lastTrade = {
this.lastTradeTicker = null; paper: { time: 0, ticker: null },
live: { time: 0, ticker: null }
};
} }
evaluate(state) { evaluate(state, caller = 'paper') {
if (!state || !this.enabled || !state.closeTime) return null; if (!state || !this.enabled || !state.closeTime) return null;
const track = this._lastTrade[caller] || this._lastTrade.paper;
const now = Date.now(); const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null; if (now - track.time < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null; if (state.ticker === track.ticker) return null;
// 15 minute market total. First 1-5 minutes means 10 to 14 mins left.
const timeLeftMs = new Date(state.closeTime).getTime() - now; const timeLeftMs = new Date(state.closeTime).getTime() - now;
const minsLeft = timeLeftMs / 60000; const minsLeft = timeLeftMs / 60000;
if (minsLeft > 14 || minsLeft < 10) return null;
if (minsLeft > 14 || minsLeft < 10) return null; // Outside our time window
const { yesPct } = state; const { yesPct } = state;
// Buy Yes if it's struggling early on
if (yesPct >= this.config.minYesPct && yesPct <= this.config.maxYesPct) { if (yesPct >= this.config.minYesPct && yesPct <= this.config.maxYesPct) {
const maxPrice = Math.min(yesPct + this.config.slippage, 95);
const signal = { const signal = {
strategy: this.name, strategy: this.name,
side: 'yes', side: 'yes',
price: yesPct, price: yesPct,
maxPrice,
size: this.config.betSize, size: this.config.betSize,
reason: `Early Bullish Dip: ${minsLeft.toFixed(1)}m left, Yes @ ${yesPct}¢`, reason: `Early Bullish Dip: ${minsLeft.toFixed(1)}m left, Yes @ ${yesPct}¢`,
ticker: state.ticker ticker: state.ticker
}; };
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
return signal; return signal;
} }

View File

@@ -20,53 +20,57 @@ export class MartingaleAlphaStrategy extends BaseStrategy {
maxPct: config.maxPct || 60, maxPct: config.maxPct || 60,
baseBet: config.baseBet || 1, baseBet: config.baseBet || 1,
maxRounds: config.maxRounds || 3, maxRounds: config.maxRounds || 3,
cooldownMs: config.cooldownMs || 60000, slippage: config.slippage || 3,
cooldownMs: config.cooldownMs || 20000,
...config ...config
}); });
this.round = 0; // 0 = waiting, 1-3 = active round this.round = 0;
this.currentBetSize = this.config.baseBet; this.currentBetSize = this.config.baseBet;
this.lastTradeTime = 0;
this.lastTradeTicker = null;
this.cycleWins = 0; this.cycleWins = 0;
this.cycleLosses = 0; this.cycleLosses = 0;
this.totalCycles = 0; this.totalCycles = 0;
this._lastTrade = {
paper: { time: 0, ticker: null },
live: { time: 0, ticker: null }
};
} }
evaluate(state) { evaluate(state, caller = 'paper') {
if (!state || !this.enabled) return null; if (!state || !this.enabled) return null;
const track = this._lastTrade[caller] || this._lastTrade.paper;
const now = Date.now(); const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null; if (now - track.time < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null; if (state.ticker === track.ticker) return null;
const { yesPct, noPct } = state; const { yesPct, noPct } = state;
const { minPct, maxPct } = this.config; const { minPct, maxPct } = this.config;
// Only trade when both sides are in the 40-60% range (coin-flip territory)
if (yesPct < minPct || yesPct > maxPct) return null; if (yesPct < minPct || yesPct > maxPct) return null;
if (noPct < minPct || noPct > maxPct) return null; if (noPct < minPct || noPct > maxPct) return null;
// Secure random coin flip: 0 = yes, 1 = no
const flip = crypto.randomInt(0, 2); const flip = crypto.randomInt(0, 2);
const side = flip === 0 ? 'yes' : 'no'; const side = flip === 0 ? 'yes' : 'no';
const price = side === 'yes' ? yesPct : noPct; const price = side === 'yes' ? yesPct : noPct;
const maxPrice = Math.min(price + this.config.slippage, 95);
// Determine bet size based on current round const roundIndex = this.round;
const roundIndex = this.round; // 0, 1, or 2
const betSize = this.config.baseBet * Math.pow(2, roundIndex); const betSize = this.config.baseBet * Math.pow(2, roundIndex);
const signal = { const signal = {
strategy: this.name, strategy: this.name,
side, side,
price, price,
maxPrice,
size: betSize, size: betSize,
reason: `R${roundIndex + 1}/${this.config.maxRounds} coin-flip ${side.toUpperCase()} @ ${price}¢ ($${betSize}) | Market: ${yesPct}/${noPct}`, reason: `R${roundIndex + 1}/${this.config.maxRounds} coin-flip ${side.toUpperCase()} @ ${price}¢ ($${betSize}) | Market: ${yesPct}/${noPct}`,
ticker: state.ticker ticker: state.ticker
}; };
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
this.currentBetSize = betSize; this.currentBetSize = betSize;
return signal; return signal;
@@ -100,7 +104,9 @@ export class MartingaleAlphaStrategy extends BaseStrategy {
_resetCycle() { _resetCycle() {
this.round = 0; this.round = 0;
this.currentBetSize = this.config.baseBet; this.currentBetSize = this.config.baseBet;
this.lastTradeTicker = null; // Allow trading same ticker in new cycle // Reset both callers' ticker locks so new cycle can trade same market
this._lastTrade.paper.ticker = null;
this._lastTrade.live.ticker = null;
} }
toJSON() { toJSON() {

View File

@@ -1,92 +0,0 @@
import { BaseStrategy } from './base.js';
export class MartingaleStrategy extends BaseStrategy {
constructor(config = {}) {
super('martingale', {
threshold: config.threshold || 70,
baseBet: config.baseBet || 1,
maxDoublings: config.maxDoublings || 5,
cooldownMs: config.cooldownMs || 60000,
...config
});
this.consecutiveLosses = 0;
this.currentBetSize = this.config.baseBet;
this.lastTradeTime = 0;
this.lastTradeTicker = null;
}
evaluate(state) {
if (!state || !this.enabled) return null;
const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null;
if (this.consecutiveLosses >= this.config.maxDoublings) return null;
const { yesPct, noPct } = state;
const threshold = this.config.threshold;
let signal = null;
// Prevent buying useless contracts at >= 99¢ (which would result in $0 or 0.01¢ profit)
if (yesPct >= threshold && noPct < 99) {
signal = {
strategy: this.name,
side: 'no',
price: noPct,
size: this.currentBetSize,
reason: `Yes at ${yesPct}% (≥${threshold}%), betting No at ${noPct}¢`,
ticker: state.ticker
};
}
else if (noPct >= threshold && yesPct < 99) {
signal = {
strategy: this.name,
side: 'yes',
price: yesPct,
size: this.currentBetSize,
reason: `No at ${noPct}% (≥${threshold}%), betting Yes at ${yesPct}¢`,
ticker: state.ticker
};
}
if (signal) {
this.lastTradeTime = now;
this.lastTradeTicker = state.ticker;
}
return signal;
}
onSettlement(result, trade) {
if (!trade || trade.strategy !== this.name) return;
const won = (trade.side === 'yes' && result === 'yes') ||
(trade.side === 'no' && result === 'no');
if (won) {
console.log(`[Martingale] WIN — resetting to base bet $${this.config.baseBet}`);
this.consecutiveLosses = 0;
this.currentBetSize = this.config.baseBet;
} else {
this.consecutiveLosses++;
this.currentBetSize = this.config.baseBet * Math.pow(2, this.consecutiveLosses);
console.log(`[Martingale] LOSS #${this.consecutiveLosses} — next bet: $${this.currentBetSize}`);
if (this.consecutiveLosses >= this.config.maxDoublings) {
console.log(`[Martingale] MAX LOSSES REACHED. Strategy paused.`);
}
}
}
toJSON() {
return {
...super.toJSON(),
consecutiveLosses: this.consecutiveLosses,
currentBetSize: this.currentBetSize,
paused: this.consecutiveLosses >= this.config.maxDoublings
};
}
}

View File

@@ -5,32 +5,36 @@ export class MomentumRiderStrategy extends BaseStrategy {
super('momentum-rider', { super('momentum-rider', {
triggerPct: config.triggerPct || 75, triggerPct: config.triggerPct || 75,
betSize: config.betSize || 2, betSize: config.betSize || 2,
cooldownMs: config.cooldownMs || 60000, slippage: config.slippage || 3,
cooldownMs: config.cooldownMs || 20000,
...config ...config
}); });
this.lastTradeTime = 0; this._lastTrade = {
this.lastTradeTicker = null; paper: { time: 0, ticker: null },
live: { time: 0, ticker: null }
};
} }
evaluate(state) { evaluate(state, caller = 'paper') {
if (!state || !this.enabled) return null; if (!state || !this.enabled) return null;
const track = this._lastTrade[caller] || this._lastTrade.paper;
const now = Date.now(); const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null; if (now - track.time < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null; if (state.ticker === track.ticker) return null;
const { yesPct, noPct } = state; const { yesPct, noPct } = state;
const trigger = this.config.triggerPct; const trigger = this.config.triggerPct;
let signal = null; let signal = null;
// Buy the favorite!
if (yesPct >= trigger && yesPct < 99) { if (yesPct >= trigger && yesPct < 99) {
signal = { signal = {
strategy: this.name, strategy: this.name,
side: 'yes', side: 'yes',
price: yesPct, price: yesPct,
maxPrice: Math.min(yesPct + this.config.slippage, 95),
size: this.config.betSize, size: this.config.betSize,
reason: `Riding Momentum! Yes is at ${yesPct}%`, reason: `Riding Momentum! Yes is at ${yesPct}%`,
ticker: state.ticker ticker: state.ticker
@@ -40,6 +44,7 @@ export class MomentumRiderStrategy extends BaseStrategy {
strategy: this.name, strategy: this.name,
side: 'no', side: 'no',
price: noPct, price: noPct,
maxPrice: Math.min(noPct + this.config.slippage, 95),
size: this.config.betSize, size: this.config.betSize,
reason: `Riding Momentum! No is at ${noPct}%`, reason: `Riding Momentum! No is at ${noPct}%`,
ticker: state.ticker ticker: state.ticker
@@ -47,8 +52,8 @@ export class MomentumRiderStrategy extends BaseStrategy {
} }
if (signal) { if (signal) {
this.lastTradeTime = now; track.time = now;
this.lastTradeTicker = state.ticker; track.ticker = state.ticker;
} }
return signal; return signal;

View File

@@ -1,62 +0,0 @@
import { BaseStrategy } from './base.js';
export class SniperReversalStrategy extends BaseStrategy {
constructor(config = {}) {
super('sniper-reversal', {
triggerPct: config.triggerPct || 95, // Bet against a 95% favorite
minsLeft: config.minsLeft || 3, // Only in the last 3 minutes
betSize: config.betSize || 1, // Cheap lotto tickets
cooldownMs: config.cooldownMs || 60000,
...config
});
this.lastTradeTime = 0;
this.lastTradeTicker = null;
}
evaluate(state) {
if (!state || !this.enabled || !state.closeTime) return null;
const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null;
const timeLeftMs = new Date(state.closeTime).getTime() - now;
const minsLeft = timeLeftMs / 60000;
// Only strike in the final minutes
if (minsLeft > this.config.minsLeft || minsLeft <= 0) return null;
const { yesPct, noPct } = state;
const trigger = this.config.triggerPct;
let signal = null;
if (yesPct >= trigger && noPct > 0) {
signal = {
strategy: this.name,
side: 'no',
price: noPct,
size: this.config.betSize,
reason: `Buzzer beater No at ${noPct}¢ (Yes is ${yesPct}%) with ${minsLeft.toFixed(1)}m left`,
ticker: state.ticker
};
} else if (noPct >= trigger && yesPct > 0) {
signal = {
strategy: this.name,
side: 'yes',
price: yesPct,
size: this.config.betSize,
reason: `Buzzer beater Yes at ${yesPct}¢ (No is ${noPct}%) with ${minsLeft.toFixed(1)}m left`,
ticker: state.ticker
};
}
if (signal) {
this.lastTradeTime = now;
this.lastTradeTicker = state.ticker;
}
return signal;
}
}

View File

@@ -1,62 +0,0 @@
import { BaseStrategy } from './base.js';
export class ThresholdStrategy extends BaseStrategy {
constructor(config = {}) {
super('threshold', {
triggerPct: config.triggerPct || 65,
betSize: config.betSize || 1,
cooldownMs: config.cooldownMs || 90000,
...config
});
this.lastTradeTime = 0;
this.lastTradeTicker = null;
}
evaluate(state) {
if (!state || !this.enabled) return null;
const now = Date.now();
if (now - this.lastTradeTime < this.config.cooldownMs) return null;
if (state.ticker === this.lastTradeTicker) return null;
const { yesPct, noPct } = state;
const trigger = this.config.triggerPct;
let signal = null;
if (yesPct >= trigger && noPct < 99) {
signal = {
strategy: this.name,
side: 'no',
price: noPct,
size: this.config.betSize,
reason: `Yes at ${yesPct}% (≥${trigger}%), contrarian No at ${noPct}¢`,
ticker: state.ticker
};
} else if (noPct >= trigger && yesPct < 99) {
signal = {
strategy: this.name,
side: 'yes',
price: yesPct,
size: this.config.betSize,
reason: `No at ${noPct}% (≥${trigger}%), contrarian Yes at ${yesPct}¢`,
ticker: state.ticker
};
}
if (signal) {
this.lastTradeTime = now;
this.lastTradeTicker = state.ticker;
}
return signal;
}
toJSON() {
return {
...super.toJSON(),
lastTradeTicker: this.lastTradeTicker
};
}
}

View File

@@ -8,7 +8,10 @@ export const config = {
'/dash/:path*', '/dash/:path*',
'/api/state', '/api/state',
'/api/trades', '/api/trades',
'/api/reset' '/api/reset',
'/api/live-state',
'/api/live-trades',
'/api/live-toggle',
], ],
}; };

22
readme
View File

@@ -5,3 +5,25 @@ surrealdb:v2.3.10
Dokploy Dokploy
ntfy ntfy
kxbtc15m/bitcoin-price-up-down kxbtc15m/bitcoin-price-up-down
## Kalshi API Compatibility Notes (March 2026)
Kalshi migrated API payloads from legacy integer-centric fields to fixed-point fields.
- **March 10, 2026:** fixed-point migration docs updated
- **March 12, 2026:** legacy integer fields removed from API responses (per migration timeline)
### What changed
Use these fields when parsing order/fill data:
- `fill_count_fp` (string) instead of `fill_count`
- `taker_fill_cost_dollars` (string dollars) instead of `taker_fill_cost` (cents)
- `yes_price_dollars` / `no_price_dollars` for price strings
- similar `_fp` / `_dollars` fields across REST + WebSocket
### Why this matters for Kalbot
If code only reads legacy integer fields, a real fill can be interpreted as zero fill, causing:
- missing ntfy fill alerts
- position visible on Kalshi but not tracked correctly in local live state

174
worker.js
View File

@@ -1,5 +1,6 @@
import { MarketTracker } from './lib/market/tracker.js'; import { MarketTracker } from './lib/market/tracker.js';
import { PaperEngine } from './lib/paper/engine.js'; import { PaperEngine } from './lib/paper/engine.js';
import { LiveEngine } from './lib/live/engine.js';
import { getMarket } from './lib/kalshi/rest.js'; import { getMarket } from './lib/kalshi/rest.js';
import { db } from './lib/db.js'; import { db } from './lib/db.js';
import { notify } from './lib/notify.js'; import { notify } from './lib/notify.js';
@@ -9,14 +10,13 @@ import { fileURLToPath, pathToFileURL } from 'url';
const __dirname = path.dirname(fileURLToPath(import.meta.url)); const __dirname = path.dirname(fileURLToPath(import.meta.url));
const STATE_FILE = '/tmp/kalbot-state.json'; const STATE_FILE = '/tmp/kalbot-state.json';
const LIVE_STATE_FILE = '/tmp/kalbot-live-state.json';
const HEARTBEAT_MS = 2000; const HEARTBEAT_MS = 2000;
const BALANCE_POLL_MS = 30000;
// Mutex lock to prevent evaluate() running before onSettlement() callbacks finish
let isSettling = false; let isSettling = false;
async function lockSettling() { async function lockSettling() {
while (isSettling) { while (isSettling) await new Promise((r) => setTimeout(r, 50));
await new Promise(r => setTimeout(r, 50));
}
isSettling = true; isSettling = true;
} }
function unlockSettling() { function unlockSettling() {
@@ -31,20 +31,21 @@ async function main() {
const paper = new PaperEngine(1000); const paper = new PaperEngine(1000);
await paper.init(); await paper.init();
// Dynamically load all strategies from the strategies directory! const live = new LiveEngine();
await live.init();
// Dynamically load all strategies
const strategies = []; const strategies = [];
const strategiesDir = path.join(__dirname, 'lib', 'strategies'); const strategiesDir = path.join(__dirname, 'lib', 'strategies');
const stratFiles = fs.readdirSync(strategiesDir).filter(f => f.endsWith('.js') && f !== 'base.js'); const stratFiles = fs.readdirSync(strategiesDir).filter((f) => f.endsWith('.js') && f !== 'base.js');
for (const file of stratFiles) { for (const file of stratFiles) {
try { try {
const fileUrl = pathToFileURL(path.join(strategiesDir, file)).href; const fileUrl = pathToFileURL(path.join(strategiesDir, file)).href;
const mod = await import(fileUrl); const mod = await import(fileUrl);
// Grab the first exported class/function
for (const key in mod) { for (const key in mod) {
if (typeof mod[key] === 'function') { if (typeof mod[key] === 'function') {
strategies.push(new mod[key]()); // Instances use their own internal default configs! strategies.push(new mod[key]());
break; break;
} }
} }
@@ -57,16 +58,30 @@ async function main() {
paper._getAccount(s.name); paper._getAccount(s.name);
} }
console.log(`[Worker] Dynamically loaded ${strategies.length} strategies: ${strategies.map((s) => s.name).join(', ')}`); console.log(`[Worker] Loaded ${strategies.length} strategies: ${strategies.map((s) => s.name).join(', ')}`);
let latestMarketState = null; let latestMarketState = null;
async function pollBalance() {
try {
await live.fetchBalance();
} catch {}
try {
await live.fetchPositions();
} catch {}
}
await pollBalance();
setInterval(pollBalance, BALANCE_POLL_MS);
async function processOrphans() { async function processOrphans() {
if (paper._resetting) return; if (paper._resetting) return;
await lockSettling(); await lockSettling();
try { try {
const { settled, expired } = await paper.checkOrphans(getMarket); const { settled, expired } = await paper.checkOrphans(getMarket);
const allResolved = [...settled, ...expired]; const settledLive = await live.checkOrphans(getMarket);
const allResolved = [...settled, ...expired, ...settledLive];
if (allResolved.length > 0) { if (allResolved.length > 0) {
for (const strategy of strategies) { for (const strategy of strategies) {
for (const trade of allResolved) { for (const trade of allResolved) {
@@ -75,7 +90,7 @@ async function main() {
} }
} }
} }
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
} }
} catch (e) { } catch (e) {
console.error('[Worker] Orphan check error:', e.message); console.error('[Worker] Orphan check error:', e.message);
@@ -85,56 +100,74 @@ async function main() {
} }
await processOrphans(); await processOrphans();
setInterval(processOrphans, 60000); setInterval(processOrphans, 10000);
const tracker = new MarketTracker(); const tracker = new MarketTracker();
let heartbeatTimer = null; let heartbeatTimer = null;
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
tracker.on('update', async (state) => { tracker.on('update', async (state) => {
latestMarketState = state || null; latestMarketState = state || null;
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
// Skip evaluating strategies if we are settling to avoid race conditions!
if (!state || paper._resetting || isSettling) return; if (!state || paper._resetting || isSettling) return;
for (const strategy of strategies) { for (const strategy of strategies) {
if (!strategy.enabled) continue; if (!strategy.enabled) continue;
const acct = paper._getAccount(strategy.name); // ===== PAPER TRADING (isolated evaluation) =====
if (acct.openPositions.size > 0) { const paperAcct = paper._getAccount(strategy.name);
continue; if (paperAcct.openPositions.size === 0) {
const paperSignal = strategy.evaluate(state, 'paper');
if (paperSignal) {
console.log(`[Worker] Paper signal from ${strategy.name}: ${paperSignal.side} @ ${paperSignal.price}¢`);
await paper.executeTrade(paperSignal, state);
}
} }
const signal = strategy.evaluate(state); // ===== LIVE TRADING (separate evaluation, won't poison paper) =====
if (signal) { if (live.isStrategyEnabled(strategy.name) && !live.hasOpenPositionForStrategy(strategy.name)) {
console.log(`[Worker] Signal from ${strategy.name}: ${signal.side} @ ${signal.price}¢ — ${signal.reason}`); const liveSignal = strategy.evaluate(state, 'live');
if (liveSignal) {
if (strategy.mode === 'paper') { console.log(
await paper.executeTrade(signal, state); `[Worker] LIVE signal from ${strategy.name}: ${liveSignal.side} @ ${liveSignal.price}¢ (max: ${liveSignal.maxPrice}¢)`
);
await live.executeTrade(liveSignal, state);
} }
} }
} }
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
}); });
tracker.on('settled', async ({ ticker, result }) => { tracker.on('settled', async ({ ticker, result }) => {
console.log(`[Worker] Market ${ticker} rotated/closed. Result: ${result || 'pending'}`); console.log(`[Worker] Market ${ticker} settled. Result: ${result || 'pending'}`);
if (paper._resetting) return; if (paper._resetting) return;
if (result) { if (result) {
await lockSettling(); await lockSettling();
try { try {
const settledPositions = await paper.settle(ticker, result); const settledPaper = await paper.settle(ticker, result);
if (settledPositions) { if (settledPaper) {
for (const strategy of strategies) { for (const strategy of strategies) {
for (const trade of settledPositions) { for (const trade of settledPaper) {
strategy.onSettlement(trade.result, trade); strategy.onSettlement(trade.result, trade);
} }
} }
}
const settledLive = await live.settle(ticker, result);
if (settledLive) {
for (const strategy of strategies) {
for (const trade of settledLive) {
strategy.onSettlement(trade.result, trade);
}
}
}
if (settledPaper || settledLive) {
await notify( await notify(
`Market ${ticker} settled: ${result.toUpperCase()}`, `Market ${ticker} settled: ${result.toUpperCase()}`,
'Market Settled', 'Market Settled',
@@ -146,19 +179,23 @@ async function main() {
unlockSettling(); unlockSettling();
} }
} else { } else {
console.log(`[Worker] Result for ${ticker} pending.`); // Market rotated but result not posted yet. Recover via orphan reconciliation shortly.
setTimeout(() => {
processOrphans().catch((e) => console.error('[Worker] delayed orphan reconcile failed:', e.message));
}, 4000);
} }
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
}); });
await tracker.start(); await tracker.start();
await notify(`🤖 Kalbot Worker started with ${strategies.length} strats!`, 'Kalbot Online', 'low', 'robot,green_circle'); await notify(`🤖 Kalbot Worker started with ${strategies.length} strats!`, 'Kalbot Online', 'low', 'robot,green_circle');
heartbeatTimer = setInterval(() => { heartbeatTimer = setInterval(() => {
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
}, HEARTBEAT_MS); }, HEARTBEAT_MS);
// Poll for paper reset flag
setInterval(async () => { setInterval(async () => {
try { try {
if (fs.existsSync('/tmp/kalbot-reset-flag')) { if (fs.existsSync('/tmp/kalbot-reset-flag')) {
@@ -174,20 +211,56 @@ async function main() {
if (s.cycleWins !== undefined) s.cycleWins = 0; if (s.cycleWins !== undefined) s.cycleWins = 0;
if (s.cycleLosses !== undefined) s.cycleLosses = 0; if (s.cycleLosses !== undefined) s.cycleLosses = 0;
if (s.totalCycles !== undefined) s.totalCycles = 0; if (s.totalCycles !== undefined) s.totalCycles = 0;
s.lastTradeTicker = null; if (s._lastTrade) {
s.lastTradeTime = 0; s._lastTrade.paper = { time: 0, ticker: null };
s._lastTrade.live = { time: 0, ticker: null };
}
} }
writeState(latestMarketState, paper, strategies); writeState(latestMarketState, paper, live, strategies);
await notify('🔄 Paper trading reset by admin', 'Kalbot Reset', 'default', 'recycle'); await notify('🔄 Paper trading reset by admin', 'Kalbot Reset', 'default', 'recycle');
} finally { } finally {
unlockSettling(); unlockSettling();
} }
} }
} catch { } catch {}
// ignore
}
}, 1000); }, 1000);
// Poll for live commands (enable/disable/pause/resume)
setInterval(async () => {
try {
if (fs.existsSync('/tmp/kalbot-live-cmd')) {
const raw = fs.readFileSync('/tmp/kalbot-live-cmd', 'utf-8');
fs.unlinkSync('/tmp/kalbot-live-cmd');
const cmd = JSON.parse(raw);
switch (cmd.action) {
case 'enable':
if (cmd.strategy) {
live.enableStrategy(cmd.strategy);
await notify(`⚡ Strategy "${cmd.strategy}" ENABLED for live trading`, 'Live Enable', 'high', 'zap');
}
break;
case 'disable':
if (cmd.strategy) {
live.disableStrategy(cmd.strategy);
await notify(`🔴 Strategy "${cmd.strategy}" DISABLED`, 'Live Disable', 'default', 'red_circle');
}
break;
case 'pause':
live.pause();
await notify('⏸ Live trading PAUSED by admin', 'Live Paused', 'urgent', 'double_vertical_bar');
break;
case 'resume':
live.resume();
await notify('▶️ Live trading RESUMED by admin', 'Live Resumed', 'high', 'arrow_forward');
break;
}
writeState(latestMarketState, paper, live, strategies);
}
} catch {}
}, 500);
console.log('[Worker] Running. Press Ctrl+C to stop.'); console.log('[Worker] Running. Press Ctrl+C to stop.');
const shutdown = async (signal) => { const shutdown = async (signal) => {
@@ -202,9 +275,9 @@ async function main() {
process.on('SIGTERM', () => shutdown('SIGTERM')); process.on('SIGTERM', () => shutdown('SIGTERM'));
} }
function writeState(marketState, paper, strategies) { function writeState(marketState, paper, live, strategies) {
const data = { const paperData = {
market: marketState, market: marketState ? { ...marketState, orderbook: undefined } : null,
paper: paper.getStats(), paper: paper.getStats(),
paperByStrategy: paper.getPerStrategyStats(), paperByStrategy: paper.getPerStrategyStats(),
strategies: strategies.map((s) => s.toJSON()), strategies: strategies.map((s) => s.toJSON()),
@@ -212,11 +285,20 @@ function writeState(marketState, paper, strategies) {
lastUpdate: Date.now() lastUpdate: Date.now()
}; };
const liveData = {
market: marketState ? { ...marketState, orderbook: undefined } : null,
live: live.getStats(),
strategies: strategies.map((s) => s.toJSON()),
workerUptime: process.uptime(),
lastUpdate: Date.now()
};
try { try {
fs.writeFileSync(STATE_FILE, JSON.stringify(data)); fs.writeFileSync(STATE_FILE, JSON.stringify(paperData));
} catch (e) { } catch {}
// Non-critical try {
} fs.writeFileSync(LIVE_STATE_FILE, JSON.stringify(liveData));
} catch {}
} }
main().catch((err) => { main().catch((err) => {