KalBot/lib/strategies/late-momentum.js

import { BaseStrategy } from './base.js';

/**
 * Late Momentum Strategy
 *
 * Rules:
 * - Only buys YES momentum
 * - Requires YES price >= triggerPct (default 75)
 * - Only allowed after first 5 minutes of market lifecycle
 * - Default window: elapsed minute 5 through 15
 */
export class LateMomentumStrategy extends BaseStrategy {
  constructor(config = {}) {
    super('late-momentum', {
      triggerPct: config.triggerPct || 75,
      betSize: config.betSize || 2,
      slippage: config.slippage || 3,
      cooldownMs: config.cooldownMs || 20000,
      marketDurationMin: config.marketDurationMin || 15,
      minElapsedMin: config.minElapsedMin || 5,
      maxElapsedMin: config.maxElapsedMin || 15,
      ...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;

    const elapsedMin = (this.config.marketDurationMin * 60000 - timeLeftMs) / 60000;
    if (!Number.isFinite(elapsedMin)) return null;

    // Skip first 5 minutes; trade only in configured late window.
    if (elapsedMin < this.config.minElapsedMin || elapsedMin > this.config.maxElapsedMin) return null;

    const yesPct = Number(state.yesPct);
    if (!Number.isFinite(yesPct)) return null;

    if (yesPct >= this.config.triggerPct && yesPct < 99) {
      const signal = {
        strategy: this.name,
        side: 'yes',
        price: yesPct,
        maxPrice: Math.min(yesPct + this.config.slippage, 95),
        size: this.config.betSize,
        reason: `Late momentum: t+${elapsedMin.toFixed(1)}m, YES @ ${yesPct}¢`,
        ticker: state.ticker
      };

      track.time = now;
      track.ticker = state.ticker;
      return signal;
    }

    return null;
  }
}