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 || 1, slippage: config.slippage || 3, // willing to pay up to 3¢ above target cooldownMs: config.cooldownMs || 20000, // 20s for fast markets ...config }); // Separate tracking for paper vs live this._lastTrade = { paper: { time: 0, ticker: null }, live: { time: 0, ticker: null } }; } evaluate(state, caller = 'paper') { if (!state || !this.enabled) 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 { yesPct } = state; if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) { const maxPrice = Math.min(yesPct + this.config.slippage, 95); // Check orderbook for real liquidity if available const bestAsk = this._getBestYesAsk(state); let reason = `Bullish dip buy: Yes @ ${yesPct}¢`; if (bestAsk != null) { if (bestAsk > maxPrice) { return null; // best ask too expensive even with slippage } reason = `Bullish dip buy: 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) { // Best yes ask = lowest price someone is selling yes at // In Kalshi terms: best ask on yes side, OR 100 - best bid on no side const ob = state.orderbook; if (!ob) return null; // Yes side: sorted descending by price, ask = lowest offer if (ob.yes?.length) { // orderbook yes levels are bids (people wanting to buy yes) // The ask is 100 - best_no_bid } 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 }; } }