import { BaseStrategy } from './base.js'; export class BullDipBuyer extends BaseStrategy { constructor(config = {}) { super('bull-dip-buyer', { maxYesPrice: config.maxYesPrice || 45, minYesPrice: config.minYesPrice || 15, betSize: config.betSize || 2, slippage: config.slippage || 3, cooldownMs: config.cooldownMs || 20000, marketDurationMin: config.marketDurationMin || 15, entryWindowMin: config.entryWindowMin || 6, ...config }); this._lastTrade = { paper: { time: 0, ticker: null }, live: { time: 0, ticker: null } }; } evaluate(state, caller = 'paper') { if (!state || !this.enabled || !state.closeTime) return null; const track = this._lastTrade[caller] || this._lastTrade.paper; const now = Date.now(); if (now - track.time < this.config.cooldownMs) 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; 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 = { strategy: this.name, side: 'yes', price: yesPct, maxPrice, size: this.config.betSize, reason, ticker: state.ticker }; track.time = now; track.ticker = state.ticker; return signal; } 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 }; } }