KalBot/lib/strategies/bull-dip-buyer.js

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

export class BullDipBuyer extends BaseStrategy {
  constructor(config = {}) {
    super('bull-dip-buyer', {
      maxYesPrice: config.maxYesPrice || 45,
      minYesPrice: config.minYesPrice || 15,
      betSize: config.betSize || 1,
      slippage: config.slippage || 3, // willing to pay up to 3¢ above target
      cooldownMs: config.cooldownMs || 20000, // 20s for fast markets
      ...config
    });

    // Separate tracking for paper vs live
    this._lastTrade = {
      paper: { time: 0, ticker: null },
      live: { time: 0, ticker: null }
    };
  }

  evaluate(state, caller = 'paper') {
    if (!state || !this.enabled) 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 { yesPct } = state;

    if (yesPct <= this.config.maxYesPrice && yesPct >= this.config.minYesPrice) {
      const maxPrice = Math.min(yesPct + this.config.slippage, 95);

      // Check orderbook for real liquidity if available
      const bestAsk = this._getBestYesAsk(state);
      let reason = `Bullish dip buy: Yes @ ${yesPct}¢`;
      if (bestAsk != null) {
        if (bestAsk > maxPrice) {
          return null; // best ask too expensive even with slippage
        }
        reason = `Bullish dip buy: Yes @ ${yesPct}¢ (ask: ${bestAsk}¢)`;
      }

      const signal = {
        strategy: this.name,
        side: 'yes',
        price: yesPct,
        maxPrice,
        size: this.config.betSize,
        reason,
        ticker: state.ticker
      };

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

    return null;
  }

  _getBestYesAsk(state) {
    // Best yes ask = lowest price someone is selling yes at
    // In Kalshi terms: best ask on yes side, OR 100 - best bid on no side
    const ob = state.orderbook;
    if (!ob) return null;

    // Yes side: sorted descending by price, ask = lowest offer
    if (ob.yes?.length) {
      // orderbook yes levels are bids (people wanting to buy yes)
      // The ask is 100 - best_no_bid
    }
    if (ob.no?.length) {
      const bestNoBid = ob.no[0]?.[0];
      if (bestNoBid != null) return 100 - bestNoBid;
    }
    return null;
  }

  toJSON() {
    return {
      ...super.toJSON(),
      lastTradeTicker: this._lastTrade.live.ticker || this._lastTrade.paper.ticker
    };
  }
}