mirror of
https://github.com/multipleof4/KalBot.git
synced 2026-03-16 21:41:02 +00:00
356 lines
11 KiB
JavaScript
356 lines
11 KiB
JavaScript
import { kalshiFetch, KALSHI_API_BASE } from '../kalshi/rest.js';
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import { db } from '../db.js';
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import { notify } from '../notify.js';
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import crypto from 'crypto';
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/**
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* Live Trading Engine — real money on Kalshi.
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* Uses fill_or_kill orders with buy_max_cost for safety.
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* All amounts in CENTS internally.
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*/
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export class LiveEngine {
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constructor() {
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this.enabledStrategies = new Set();
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this.openOrders = new Map(); // orderId -> orderInfo
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this.recentFills = [];
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this.totalPnL = 0;
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this.wins = 0;
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this.losses = 0;
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this.totalTrades = 0;
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this._paused = false;
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this._maxLossPerTradeCents = 500; // $5 safety cap per trade
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this._maxDailyLossCents = 2000; // $20 daily loss limit
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this._dailyLoss = 0;
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this._dailyLossResetTime = Date.now();
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this._lastBalance = null;
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this._lastPortfolioValue = null;
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this._positions = [];
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}
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async init() {
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try {
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const states = await db.query(
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'SELECT * FROM live_engine_state ORDER BY timestamp DESC LIMIT 1'
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);
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const row = (states[0] || [])[0];
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if (row) {
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this.totalPnL = row.totalPnL || 0;
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this.wins = row.wins || 0;
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this.losses = row.losses || 0;
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this.totalTrades = row.totalTrades || 0;
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if (row.enabledStrategies) {
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for (const s of row.enabledStrategies) this.enabledStrategies.add(s);
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}
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console.log(`[Live] Restored: PnL=$${(this.totalPnL/100).toFixed(2)}, ${this.wins}W/${this.losses}L`);
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}
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const orders = await db.query(
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'SELECT * FROM live_orders WHERE status = "pending" OR status = "resting"'
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);
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for (const o of (orders[0] || [])) {
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this.openOrders.set(o.orderId, o);
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}
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if (this.openOrders.size) {
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console.log(`[Live] Loaded ${this.openOrders.size} open order(s) from DB`);
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}
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} catch (e) {
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console.error('[Live] Init error:', e.message);
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}
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}
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isStrategyEnabled(name) {
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return this.enabledStrategies.has(name);
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}
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enableStrategy(name) {
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this.enabledStrategies.add(name);
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this._saveState();
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console.log(`[Live] Strategy "${name}" ENABLED`);
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}
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disableStrategy(name) {
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this.enabledStrategies.delete(name);
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this._saveState();
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console.log(`[Live] Strategy "${name}" DISABLED`);
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}
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pause() {
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this._paused = true;
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console.log('[Live] ⚠️ PAUSED — no new orders will be placed');
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}
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resume() {
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this._paused = false;
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console.log('[Live] ▶️ RESUMED');
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}
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_resetDailyLossIfNeeded() {
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const now = Date.now();
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const elapsed = now - this._dailyLossResetTime;
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if (elapsed > 24 * 60 * 60 * 1000) {
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this._dailyLoss = 0;
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this._dailyLossResetTime = now;
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}
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}
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async fetchBalance() {
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try {
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const data = await kalshiFetch('GET', '/trade-api/v2/portfolio/balance');
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this._lastBalance = data.balance || 0; // cents
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this._lastPortfolioValue = data.portfolio_value || 0;
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return {
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balance: this._lastBalance,
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portfolioValue: this._lastPortfolioValue
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};
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} catch (e) {
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console.error('[Live] Balance fetch error:', e.message);
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return { balance: this._lastBalance, portfolioValue: this._lastPortfolioValue };
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}
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}
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async fetchPositions() {
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try {
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const data = await kalshiFetch(
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'GET',
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'/trade-api/v2/portfolio/positions?settlement_status=unsettled&limit=200'
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);
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const positions = data?.market_positions || data?.positions || [];
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this._positions = Array.isArray(positions) ? positions : [];
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return this._positions;
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} catch (e) {
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console.error('[Live] Positions fetch error:', e.message);
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return this._positions;
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}
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}
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async executeTrade(signal, marketState) {
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if (this._paused) {
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console.log(`[Live] PAUSED — ignoring signal from ${signal.strategy}`);
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return null;
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}
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if (!this.enabledStrategies.has(signal.strategy)) return null;
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this._resetDailyLossIfNeeded();
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// Safety: daily loss limit
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if (this._dailyLoss >= this._maxDailyLossCents) {
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console.log(`[Live] Daily loss limit ($${(this._maxDailyLossCents/100).toFixed(2)}) reached — pausing`);
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this.pause();
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await notify(
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`⚠️ Daily loss limit reached ($${(this._dailyLoss/100).toFixed(2)}). Auto-paused.`,
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'Kalbot Safety', 'urgent', 'warning,octagonal_sign'
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);
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return null;
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}
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const priceCents = Math.round(signal.price);
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const sizeDollars = signal.size;
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const costCents = sizeDollars * 100;
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// Safety: per-trade cost cap
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if (costCents > this._maxLossPerTradeCents) {
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console.log(`[Live] Trade cost $${sizeDollars} exceeds per-trade cap — skipping`);
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return null;
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}
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// Calculate contract count: cost / price per contract
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// On Kalshi, buying 1 YES contract at 40¢ costs $0.40
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// To spend $1, buy floor($1 / $0.40) = 2 contracts
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const priceInDollars = priceCents / 100;
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const contracts = Math.max(1, Math.floor(sizeDollars / priceInDollars));
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const clientOrderId = crypto.randomUUID();
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const side = signal.side.toLowerCase();
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const orderBody = {
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ticker: signal.ticker,
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action: 'buy',
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side,
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count: contracts,
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type: 'limit',
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client_order_id: clientOrderId,
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buy_max_cost: costCents, // FoK behavior, max cost safety
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};
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// Set price based on side
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if (side === 'yes') {
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orderBody.yes_price = priceCents;
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} else {
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orderBody.no_price = priceCents;
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}
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try {
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console.log(`[Live] Placing order: ${side.toUpperCase()} ${contracts}x @ ${priceCents}¢ ($${sizeDollars}) | ${signal.reason}`);
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const result = await kalshiFetch('POST', '/trade-api/v2/portfolio/orders', orderBody);
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const order = result?.order;
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if (!order?.order_id) {
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console.error('[Live] Order response missing order_id:', JSON.stringify(result).slice(0, 300));
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return null;
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}
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const orderRecord = {
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orderId: order.order_id,
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clientOrderId,
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strategy: signal.strategy,
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ticker: signal.ticker,
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side,
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priceCents,
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contracts,
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costCents,
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reason: signal.reason,
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status: order.status || 'pending',
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createdAt: Date.now(),
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settled: false,
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result: null,
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pnl: null,
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fillCount: order.taker_fill_count || 0,
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fillCost: order.taker_fill_cost || 0,
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marketState: {
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yesPct: marketState.yesPct,
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noPct: marketState.noPct
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}
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};
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if (order.status === 'executed' || order.status === 'filled') {
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orderRecord.status = 'filled';
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this.totalTrades++;
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} else if (order.status === 'canceled' || order.status === 'cancelled') {
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orderRecord.status = 'cancelled';
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console.log(`[Live] Order cancelled (likely FoK not filled): ${order.order_id}`);
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return null;
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} else {
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this.openOrders.set(order.order_id, orderRecord);
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}
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try {
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await db.create('live_orders', orderRecord);
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} catch (e) {
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console.error('[Live] DB write error:', e.message);
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}
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const msg = `💰 LIVE [${signal.strategy}] ${side.toUpperCase()} ${contracts}x @ ${priceCents}¢ ($${sizeDollars}) | ${signal.reason}`;
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console.log(`[Live] ${msg}`);
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await notify(msg, `Live: ${signal.strategy}`, 'high', 'money_with_wings');
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await this._saveState();
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return orderRecord;
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} catch (e) {
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console.error(`[Live] Order failed: ${e.message}`);
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await notify(
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`❌ LIVE ORDER FAILED [${signal.strategy}]: ${e.message}`,
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'Kalbot Error', 'urgent', 'x,warning'
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);
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return null;
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}
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}
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async settle(ticker, rawResult) {
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const result = String(rawResult || '').toLowerCase();
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if (result !== 'yes' && result !== 'no') return null;
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const settled = [];
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for (const [orderId, order] of this.openOrders) {
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if (order.ticker !== ticker) continue;
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const won = order.side === result;
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const fillCostCents = order.fillCost || order.costCents;
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const payout = won ? order.contracts * 100 : 0; // $1 per winning contract
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const pnl = payout - fillCostCents;
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order.settled = true;
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order.result = result;
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order.pnl = pnl;
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order.settleTime = Date.now();
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order.status = 'settled';
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this.totalPnL += pnl;
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if (won) this.wins++;
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else {
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this.losses++;
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this._dailyLoss += Math.abs(pnl);
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}
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try {
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await db.query(
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'UPDATE live_orders SET settled = true, result = $result, pnl = $pnl, settleTime = $st, status = "settled" WHERE orderId = $oid',
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{ result, pnl, st: order.settleTime, oid: orderId }
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);
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} catch (e) {
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console.error('[Live] Settle DB error:', e.message);
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}
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const emoji = won ? '✅' : '❌';
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const msg = `${emoji} LIVE [${order.strategy}] ${order.side.toUpperCase()} ${won ? 'WON' : 'LOST'} | PnL: $${(pnl/100).toFixed(2)}`;
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console.log(`[Live] ${msg}`);
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await notify(msg, won ? 'Live Win!' : 'Live Loss', 'high', won ? 'chart_with_upwards_trend' : 'chart_with_downwards_trend');
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settled.push(order);
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this.openOrders.delete(orderId);
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}
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if (settled.length) await this._saveState();
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return settled.length ? settled : null;
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}
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getOpenTickers() {
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const tickers = new Set();
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for (const [, order] of this.openOrders) {
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if (!order.settled) tickers.add(order.ticker);
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}
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return Array.from(tickers);
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}
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hasOpenPositionForStrategy(strategyName) {
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for (const [, order] of this.openOrders) {
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if (order.strategy === strategyName && !order.settled) return true;
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}
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return false;
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}
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getStats() {
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const openList = [];
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for (const [, o] of this.openOrders) {
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if (!o.settled) openList.push(o);
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}
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return {
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balance: this._lastBalance != null ? (this._lastBalance / 100) : null,
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portfolioValue: this._lastPortfolioValue != null ? (this._lastPortfolioValue / 100) : null,
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totalPnL: parseFloat((this.totalPnL / 100).toFixed(2)),
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wins: this.wins,
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losses: this.losses,
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winRate: this.wins + this.losses > 0
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? parseFloat(((this.wins / (this.wins + this.losses)) * 100).toFixed(1))
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: 0,
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totalTrades: this.totalTrades,
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openOrders: openList,
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paused: this._paused,
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dailyLoss: parseFloat((this._dailyLoss / 100).toFixed(2)),
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maxDailyLoss: parseFloat((this._maxDailyLossCents / 100).toFixed(2)),
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maxPerTrade: parseFloat((this._maxLossPerTradeCents / 100).toFixed(2)),
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enabledStrategies: Array.from(this.enabledStrategies),
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positions: this._positions
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};
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}
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async _saveState() {
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try {
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await db.create('live_engine_state', {
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totalPnL: this.totalPnL,
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wins: this.wins,
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losses: this.losses,
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totalTrades: this.totalTrades,
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enabledStrategies: Array.from(this.enabledStrategies),
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paused: this._paused,
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timestamp: Date.now()
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});
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} catch (e) {
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console.error('[Live] State save error:', e.message);
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}
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}
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}
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