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,
      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 && noPct < 99) {
      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 && yesPct < 99) {
      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
    };
  }
}