import { getActiveBTCEvent, getEventMarkets, getOrderbook, getMarket } from '../kalshi/rest.js'; import { KalshiWS } from '../kalshi/websocket.js'; import { EventEmitter } from 'events'; /** * Tracks the currently active BTC 15-min market. * Auto-rotates when the current market expires. * Emits 'update' with full market state on every change. */ export class MarketTracker extends EventEmitter { constructor() { super(); this.ws = new KalshiWS(); this.currentTicker = null; this.currentEvent = null; this.marketData = null; this.orderbook = { yes: [], no: [] }; this.rotateInterval = null; } async start() { console.log('[Tracker] Starting market tracker...'); // Connect WebSocket this.ws.connect(); this.ws.on('orderbook', (msg) => this._onOrderbook(msg)); this.ws.on('ticker', (msg) => this._onTicker(msg)); // Initial market discovery await this._findAndSubscribe(); // Check for market rotation every 30 seconds this.rotateInterval = setInterval(() => this._checkRotation(), 30000); } stop() { clearInterval(this.rotateInterval); this.ws.disconnect(); } getState() { if (!this.marketData) return null; const yesAsk = this.orderbook.yes?.[0]?.[0] || this.marketData.yes_ask; const noAsk = this.orderbook.no?.[0]?.[0] || this.marketData.no_ask; // Prices on Kalshi are in cents (1-99) const yesPct = yesAsk || 50; const noPct = noAsk || 50; // Odds = 100 / price const yesOdds = yesPct > 0 ? (100 / yesPct).toFixed(2) : '0.00'; const noOdds = noPct > 0 ? (100 / noPct).toFixed(2) : '0.00'; return { ticker: this.currentTicker, eventTicker: this.currentEvent, title: this.marketData.title || 'BTC Up or Down - 15 min', subtitle: this.marketData.subtitle || '', yesPct, noPct, yesOdds: parseFloat(yesOdds), noOdds: parseFloat(noOdds), yesBid: this.marketData.yes_bid, yesAsk: this.marketData.yes_ask, noBid: this.marketData.no_bid, noAsk: this.marketData.no_ask, volume: this.marketData.volume || 0, volume24h: this.marketData.volume_24h || 0, openInterest: this.marketData.open_interest || 0, lastPrice: this.marketData.last_price, closeTime: this.marketData.close_time || this.marketData.expiration_time, status: this.marketData.status, result: this.marketData.result, timestamp: Date.now() }; } async _findAndSubscribe() { try { const event = await getActiveBTCEvent(); if (!event) { console.log('[Tracker] No active BTC 15m event found. Retrying in 30s...'); return; } const markets = event.markets || await getEventMarkets(event.event_ticker); // Find the up/down market (usually only one market per event) const market = markets.find(m => m.status === 'active' || m.status === 'open') || markets[0]; if (!market) { console.log('[Tracker] No active market in event. Retrying...'); return; } const newTicker = market.ticker; if (newTicker === this.currentTicker) return; // Unsubscribe from old if (this.currentTicker) { console.log(`[Tracker] Rotating from ${this.currentTicker} → ${newTicker}`); this.ws.unsubscribeTicker(this.currentTicker); } this.currentTicker = newTicker; this.currentEvent = event.event_ticker; this.marketData = market; this.orderbook = { yes: [], no: [] }; // Fetch fresh orderbook via REST try { const ob = await getOrderbook(newTicker); this.orderbook = ob; } catch (e) { console.error('[Tracker] Orderbook fetch error:', e.message); } // Subscribe via WS this.ws.subscribeTicker(newTicker); console.log(`[Tracker] Now tracking: ${newTicker} (${market.title || market.subtitle})`); this.emit('update', this.getState()); this.emit('market-rotated', { from: this.currentTicker, to: newTicker }); } catch (err) { console.error('[Tracker] Discovery error:', err.message); } } async _checkRotation() { // Refresh market data via REST if (this.currentTicker) { try { const fresh = await getMarket(this.currentTicker); this.marketData = fresh; const state = this.getState(); this.emit('update', state); // If market closed/settled, find the next one if (fresh.status === 'closed' || fresh.status === 'settled' || fresh.result) { console.log(`[Tracker] Market ${this.currentTicker} settled (result: ${fresh.result}). Rotating...`); this.emit('settled', { ticker: this.currentTicker, result: fresh.result }); this.currentTicker = null; await this._findAndSubscribe(); } } catch (e) { console.error('[Tracker] Refresh error:', e.message); } } else { await this._findAndSubscribe(); } } _onOrderbook(msg) { if (msg.market_ticker !== this.currentTicker) return; if (msg.type === 'orderbook_snapshot') { this.orderbook = { yes: msg.yes || [], no: msg.no || [] }; } else if (msg.type === 'orderbook_delta') { // Apply delta updates if (msg.yes) this.orderbook.yes = this._applyDelta(this.orderbook.yes, msg.yes); if (msg.no) this.orderbook.no = this._applyDelta(this.orderbook.no, msg.no); } this.emit('update', this.getState()); } _onTicker(msg) { if (msg.market_ticker !== this.currentTicker) return; // Merge ticker data into marketData if (this.marketData) { Object.assign(this.marketData, { yes_bid: msg.yes_bid ?? this.marketData.yes_bid, yes_ask: msg.yes_ask ?? this.marketData.yes_ask, no_bid: msg.no_bid ?? this.marketData.no_bid, no_ask: msg.no_ask ?? this.marketData.no_ask, last_price: msg.last_price ?? this.marketData.last_price, volume: msg.volume ?? this.marketData.volume }); } this.emit('update', this.getState()); } _applyDelta(book, deltas) { const map = new Map(book); for (const [price, qty] of deltas) { if (qty === 0) map.delete(price); else map.set(price, qty); } return [...map.entries()].sort((a, b) => a[0] - b[0]); } }