KalBot/lib/market/tracker.js

import { getActiveBTCEvent, getEventMarkets, getOrderbook, getMarket } from '../kalshi/rest.js';
import { KalshiWS } from '../kalshi/websocket.js';
import { EventEmitter } from 'events';

const OPEN_MARKET_STATUSES = new Set(['open', 'active', 'initialized', 'trading']);

/**
 * Tracks the currently active BTC 15-min market.
 * Auto-rotates when the current market expires.
 * Emits 'update' with full market state on every change.
 */
export class MarketTracker extends EventEmitter {
  constructor() {
    super();
    this.ws = new KalshiWS();
    this.currentTicker = null;
    this.currentEvent = null;
    this.marketData = null;
    this.orderbook = { yes: [], no: [] };
    this.rotateInterval = null;
  }

  async start() {
    console.log('[Tracker] Starting market tracker...');

    // Connect WebSocket
    this.ws.connect();

    this.ws.on('orderbook', (msg) => this._onOrderbook(msg));
    this.ws.on('ticker', (msg) => this._onTicker(msg));

    // Initial market discovery
    await this._findAndSubscribe();

    // Check for market rotation every 30 seconds
    this.rotateInterval = setInterval(() => this._checkRotation(), 30000);
  }

  stop() {
    clearInterval(this.rotateInterval);
    this.ws.disconnect();
  }

  getState() {
    if (!this.marketData) return null;

    const yesAsk = this.orderbook.yes?.[0]?.[0] || this.marketData.yes_ask;
    const noAsk = this.orderbook.no?.[0]?.[0] || this.marketData.no_ask;

    // Prices on Kalshi are in cents (1-99)
    const yesPct = yesAsk || 50;
    const noPct = noAsk || 50;

    // Odds = 100 / price
    const yesOdds = yesPct > 0 ? (100 / yesPct).toFixed(2) : '0.00';
    const noOdds = noPct > 0 ? (100 / noPct).toFixed(2) : '0.00';

    return {
      ticker: this.currentTicker,
      eventTicker: this.currentEvent,
      title: this.marketData.title || 'BTC Up or Down - 15 min',
      subtitle: this.marketData.subtitle || '',
      yesPct,
      noPct,
      yesOdds: parseFloat(yesOdds),
      noOdds: parseFloat(noOdds),
      yesBid: this.marketData.yes_bid,
      yesAsk: this.marketData.yes_ask,
      noBid: this.marketData.no_bid,
      noAsk: this.marketData.no_ask,
      volume: this.marketData.volume || 0,
      volume24h: this.marketData.volume_24h || 0,
      openInterest: this.marketData.open_interest || 0,
      lastPrice: this.marketData.last_price,
      closeTime: this.marketData.close_time || this.marketData.expiration_time,
      status: this.marketData.status,
      result: this.marketData.result,
      timestamp: Date.now()
    };
  }

  async _findAndSubscribe() {
    try {
      const event = await getActiveBTCEvent();

      if (!event) {
        if (!this.currentTicker) this.emit('update', null);
        console.log('[Tracker] No active BTC 15m event found. Retrying in 30s...');
        return;
      }

      const inlineMarkets = Array.isArray(event.markets) ? event.markets : [];
      const markets = inlineMarkets.length ? inlineMarkets : await getEventMarkets(event.event_ticker);

      const market = markets.find((m) => OPEN_MARKET_STATUSES.has(String(m?.status || '').toLowerCase())) || markets[0];

      if (!market) {
        if (!this.currentTicker) {
          this.currentEvent = event.event_ticker || null;
          this.marketData = null;
          this.orderbook = { yes: [], no: [] };
          this.emit('update', null);
        }
        console.log(`[Tracker] Event ${event.event_ticker} has no active market yet. Retrying...`);
        return;
      }

      const newTicker = market.ticker;
      if (newTicker === this.currentTicker) {
        this.currentEvent = event.event_ticker;
        return;
      }

      const oldTicker = this.currentTicker;

      // Unsubscribe from old
      if (oldTicker) {
        console.log(`[Tracker] Rotating from ${oldTicker} → ${newTicker}`);
        this.ws.unsubscribeTicker(oldTicker);
      }

      this.currentTicker = newTicker;
      this.currentEvent = event.event_ticker;
      this.marketData = market;
      this.orderbook = { yes: [], no: [] };

      // Fetch fresh orderbook via REST
      try {
        const ob = await getOrderbook(newTicker);
        this.orderbook = ob;
      } catch (e) {
        console.error('[Tracker] Orderbook fetch error:', e.message);
      }

      // Subscribe via WS
      this.ws.subscribeTicker(newTicker);
      console.log(`[Tracker] Now tracking: ${newTicker} (${market.title || market.subtitle})`);

      this.emit('update', this.getState());
      this.emit('market-rotated', { from: oldTicker, to: newTicker });
    } catch (err) {
      console.error('[Tracker] Discovery error:', err.message);
    }
  }

  async _checkRotation() {
    // Refresh market data via REST
    if (this.currentTicker) {
      try {
        const fresh = await getMarket(this.currentTicker);
        this.marketData = fresh;

        const state = this.getState();
        this.emit('update', state);

        // If market closed/settled, find the next one
        if (fresh.status === 'closed' || fresh.status === 'settled' || fresh.result) {
          console.log(`[Tracker] Market ${this.currentTicker} settled (result: ${fresh.result}). Rotating...`);
          this.emit('settled', { ticker: this.currentTicker, result: fresh.result });
          this.currentTicker = null;
          await this._findAndSubscribe();
        }
      } catch (e) {
        console.error('[Tracker] Refresh error:', e.message);
      }
    } else {
      await this._findAndSubscribe();
    }
  }

  _onOrderbook(msg) {
    if (msg.market_ticker !== this.currentTicker) return;

    if (msg.type === 'orderbook_snapshot') {
      this.orderbook = { yes: msg.yes || [], no: msg.no || [] };
    } else if (msg.type === 'orderbook_delta') {
      // Apply delta updates
      if (msg.yes) this.orderbook.yes = this._applyDelta(this.orderbook.yes, msg.yes);
      if (msg.no) this.orderbook.no = this._applyDelta(this.orderbook.no, msg.no);
    }

    this.emit('update', this.getState());
  }

  _onTicker(msg) {
    if (msg.market_ticker !== this.currentTicker) return;

    // Merge ticker data into marketData
    if (this.marketData) {
      Object.assign(this.marketData, {
        yes_bid: msg.yes_bid ?? this.marketData.yes_bid,
        yes_ask: msg.yes_ask ?? this.marketData.yes_ask,
        no_bid: msg.no_bid ?? this.marketData.no_bid,
        no_ask: msg.no_ask ?? this.marketData.no_ask,
        last_price: msg.last_price ?? this.marketData.last_price,
        volume: msg.volume ?? this.marketData.volume
      });
    }

    this.emit('update', this.getState());
  }

  _applyDelta(book, deltas) {
    const map = new Map(book);
    for (const [price, qty] of deltas) {
      if (qty === 0) map.delete(price);
      else map.set(price, qty);
    }
    return [...map.entries()].sort((a, b) => a[0] - b[0]);
  }
}