KalBot/lib/strategies/threshold.js

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

export class ThresholdStrategy extends BaseStrategy {
  constructor(config = {}) {
    super('threshold', {
      triggerPct: config.triggerPct || 65,
      betSize: config.betSize || 1,
      slippage: config.slippage || 3,
      cooldownMs: config.cooldownMs || 30000,
      ...config
    });

    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, noPct } = state;
    const trigger = this.config.triggerPct;

    let signal = null;

    if (yesPct >= trigger && noPct < 99) {
      signal = {
        strategy: this.name,
        side: 'no',
        price: noPct,
        maxPrice: Math.min(noPct + this.config.slippage, 95),
        size: this.config.betSize,
        reason: `Yes at ${yesPct}% (≥${trigger}%), contrarian No at ${noPct}¢`,
        ticker: state.ticker
      };
    } else if (noPct >= trigger && yesPct < 99) {
      signal = {
        strategy: this.name,
        side: 'yes',
        price: yesPct,
        maxPrice: Math.min(yesPct + this.config.slippage, 95),
        size: this.config.betSize,
        reason: `No at ${noPct}% (≥${trigger}%), contrarian Yes at ${yesPct}¢`,
        ticker: state.ticker
      };
    }

    if (signal) {
      track.time = now;
      track.ticker = state.ticker;
    }

    return signal;
  }

  toJSON() {
    return {
      ...super.toJSON(),
      lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
    };
  }
}