KalBot/lib/kalshi/rest.js

import { signRequest, KALSHI_API_BASE } from './auth.js';

const SERIES_TICKER = (process.env.KALSHI_SERIES_TICKER || 'KXBTC15M').trim().toUpperCase();
const OPEN_EVENT_STATUSES = new Set(['open', 'active', 'initialized', 'trading']);
const TRADABLE_EVENT_STATUSES = new Set(['open', 'active', 'trading']);

const DEFAULT_HTTP_RETRIES = Math.max(0, Number(process.env.KALSHI_HTTP_RETRIES || 3));
const BASE_BACKOFF_MS = Math.max(100, Number(process.env.KALSHI_HTTP_BACKOFF_MS || 350));

const EVENTS_CACHE_TTL_MS = Math.max(1000, Number(process.env.KALSHI_EVENTS_CACHE_TTL_MS || 5000));
const eventsCache = new Map(); // key -> { expiresAt, data }
const inflightEvents = new Map(); // key -> Promise<events>

const sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms));

function parseRetryAfterMs(value) {
  if (!value) return null;

  const asSeconds = Number(value);
  if (Number.isFinite(asSeconds) && asSeconds >= 0) return asSeconds * 1000;

  const asDate = new Date(value).getTime();
  if (Number.isFinite(asDate)) return Math.max(0, asDate - Date.now());

  return null;
}

function backoffMs(attempt) {
  const exp = BASE_BACKOFF_MS * Math.pow(2, attempt);
  const jitter = Math.floor(Math.random() * 200);
  return exp + jitter;
}

async function kalshiFetch(method, path, body = null, opts = {}) {
  const retries = Number.isFinite(opts.retries) ? opts.retries : DEFAULT_HTTP_RETRIES;
  const payload = body == null ? null : JSON.stringify(body);

  for (let attempt = 0; attempt <= retries; attempt++) {
    const headers = signRequest(method, path);
    const req = { method, headers };
    if (payload) req.body = payload;

    let res;
    try {
      res = await fetch(`${KALSHI_API_BASE}${path}`, req);
    } catch (e) {
      if (attempt < retries) {
        await sleep(backoffMs(attempt));
        continue;
      }
      throw new Error(`Kalshi API ${method} ${path} network error: ${e.message}`);
    }

    if (res.ok) {
      if (res.status === 204) return {};
      const text = await res.text();
      if (!text) return {};
      try {
        return JSON.parse(text);
      } catch {
        return {};
      }
    }

    const text = await res.text();
    const retryable = res.status === 429 || (res.status >= 500 && res.status < 600);

    if (retryable && attempt < retries) {
      const retryAfter = parseRetryAfterMs(res.headers.get('retry-after'));
      await sleep(retryAfter ?? backoffMs(attempt));
      continue;
    }

    throw new Error(`Kalshi API ${method} ${path} → ${res.status}: ${text}`);
  }

  throw new Error(`Kalshi API ${method} ${path} failed after retries`);
}

function getTimeMs(value) {
  if (!value) return null;
  const ts = new Date(value).getTime();
  return Number.isFinite(ts) ? ts : null;
}

function getEventCloseTimeMs(event) {
  return (
    getTimeMs(event?.close_time) ||
    getTimeMs(event?.expiration_time) ||
    getTimeMs(event?.settlement_time) ||
    getTimeMs(event?.end_date) ||
    null
  );
}

function rankEvents(events = []) {
  const now = Date.now();

  return events
    .filter(Boolean)
    .map((event) => {
      const status = String(event.status || '').toLowerCase();
      const closeTs = getEventCloseTimeMs(event);

      const openLike = OPEN_EVENT_STATUSES.has(status);
      const tradableLike = TRADABLE_EVENT_STATUSES.has(status);
      const notClearlyExpired = closeTs == null || closeTs > now - 60_000;

      const delta = closeTs == null ? Number.MAX_SAFE_INTEGER : closeTs - now;
      const closenessScore = delta < 0 ? Math.abs(delta) + 3_600_000 : delta;

      return { event, openLike, tradableLike, notClearlyExpired, closenessScore };
    })
    .filter((x) => x.openLike || x.notClearlyExpired)
    .sort((a, b) => {
      if (a.tradableLike !== b.tradableLike) return a.tradableLike ? -1 : 1;
      if (a.openLike !== b.openLike) return a.openLike ? -1 : 1;
      if (a.notClearlyExpired !== b.notClearlyExpired) return a.notClearlyExpired ? -1 : 1;
      return a.closenessScore - b.closenessScore;
    })
    .map((x) => x.event);
}

function getCachedEvents(key) {
  const hit = eventsCache.get(key);
  if (!hit) return null;
  if (Date.now() > hit.expiresAt) {
    eventsCache.delete(key);
    return null;
  }
  return hit.data;
}

function setCachedEvents(key, events) {
  eventsCache.set(key, {
    expiresAt: Date.now() + EVENTS_CACHE_TTL_MS,
    data: events
  });
}

async function fetchEvents(series, query) {
  const normalizedSeries = String(series || '').trim().toUpperCase();
  const normalizedQuery = String(query || '').trim();
  const key = `${normalizedSeries}|${normalizedQuery}`;

  const cached = getCachedEvents(key);
  if (cached) return cached;

  const pending = inflightEvents.get(key);
  if (pending) return pending;

  const task = (async () => {
    try {
      const path = `/trade-api/v2/events?series_ticker=${encodeURIComponent(normalizedSeries)}&${normalizedQuery}`;
      const data = await kalshiFetch('GET', path);
      const events = Array.isArray(data.events) ? data.events : [];
      setCachedEvents(key, events);
      return events;
    } finally {
      inflightEvents.delete(key);
    }
  })();

  inflightEvents.set(key, task);
  return task;
}

/**
 * Return ranked candidate events for BTC 15m.
 */
export async function getActiveBTCEvents(limit = 12) {
  const seriesCandidates = [SERIES_TICKER];
  const eventMap = new Map();

  for (const series of seriesCandidates) {
    try {
      // Use only known-good filter to avoid 400s from unsupported statuses.
      const openEvents = await fetchEvents(series, 'status=open&limit=25');
      for (const event of openEvents) {
        if (event?.event_ticker) eventMap.set(event.event_ticker, event);
      }

      // Fallback if endpoint returns empty.
      if (!openEvents.length) {
        const fallbackEvents = await fetchEvents(series, 'limit=25');
        for (const event of fallbackEvents) {
          if (event?.event_ticker) eventMap.set(event.event_ticker, event);
        }
      }
    } catch (e) {
      console.error(`[Kalshi] Event fetch failed (${series}):`, e.message);
    }
  }

  return rankEvents([...eventMap.values()]).slice(0, limit);
}

/**
 * Backward-compatible: return single best candidate event.
 */
export async function getActiveBTCEvent() {
  const events = await getActiveBTCEvents(1);
  return events[0] || null;
}

/**
 * Get markets for a specific event ticker.
 */
export async function getEventMarkets(eventTicker) {
  const data = await kalshiFetch('GET', `/trade-api/v2/events/${eventTicker}`);
  const markets = data?.event?.markets ?? data?.markets ?? data?.event_markets ?? [];
  return Array.isArray(markets) ? markets : [];
}

/**
 * Get orderbook for a specific market ticker.
 */
export async function getOrderbook(ticker) {
  const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}/orderbook`);
  return data.orderbook || data;
}

/**
 * Get single market details.
 */
export async function getMarket(ticker) {
  const data = await kalshiFetch('GET', `/trade-api/v2/markets/${ticker}`);
  return data.market || data;
}

/**
 * Place a real order on Kalshi. NOT used in paper mode.
 */
export async function placeOrder(params) {
  return kalshiFetch('POST', '/trade-api/v2/portfolio/orders', params);
}

/**
 * Get wallet balance.
 */
export async function getBalance() {
  return kalshiFetch('GET', '/trade-api/v2/portfolio/balance');
}

export { kalshiFetch };