import { BaseStrategy } from './base.js'; /** * Threshold (Contrarian) Strategy * * Logic: * - If one side goes above a high threshold (e.g. 65%), bet the other. * - Fixed bet size — no progression. * - Simple mean-reversion assumption for short-term BTC markets. */ 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) { 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) { 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 }; } }