KalBot/lib/strategies/late-momentum.js

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

/**
 * Late Momentum Strategy
 *
 * Rules:
 * - Buys momentum on YES or NO
 * - Requires side 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 minutes; trade only in configured late window.
    if (elapsedMin < this.config.minElapsedMin || elapsedMin > this.config.maxElapsedMin) return null;

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

    const trigger = this.config.triggerPct;
    const candidates = [];

    if (yesPct >= trigger && yesPct < 99) candidates.push({ side: 'yes', pct: yesPct });
    if (noPct >= trigger && noPct < 99) candidates.push({ side: 'no', pct: noPct });

    if (!candidates.length) return null;

    // Prefer the stronger momentum side if both qualify.
    candidates.sort((a, b) => b.pct - a.pct);
    const pick = candidates[0];

    const signal = {
      strategy: this.name,
      side: pick.side,
      price: pick.pct,
      maxPrice: Math.min(pick.pct + this.config.slippage, 95),
      size: this.config.betSize,
      reason: `Late momentum: t+${elapsedMin.toFixed(1)}m, ${pick.side.toUpperCase()} @ ${pick.pct}¢`,
      ticker: state.ticker
    };

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