@newyorkcompute/kalshi-core 0.1.0 → 0.2.0

package/dist/rate-limiter.d.ts

@@ -0,0 +1,80 @@
+/**
+ * Rate Limiter
+ *
+ * Implements exponential backoff and circuit breaker patterns
+ * for handling API rate limits gracefully.
+ */
+export interface RateLimiterConfig {
+    /** Minimum interval between requests in ms (default: 1000) */
+    minInterval: number;
+    /** Maximum interval between requests in ms (default: 60000) */
+    maxInterval: number;
+    /** Multiplier for exponential backoff (default: 2) */
+    backoffMultiplier: number;
+    /** Number of consecutive failures before circuit opens (default: 5) */
+    circuitBreakerThreshold: number;
+    /** Time to wait before attempting to close circuit in ms (default: 30000) */
+    circuitResetTimeout: number;
+}
+export interface RateLimiterState {
+    /** Current interval between requests */
+    currentInterval: number;
+    /** Number of consecutive failures */
+    consecutiveFailures: number;
+    /** Whether the circuit breaker is open (blocking requests) */
+    isCircuitOpen: boolean;
+    /** Whether rate limiting is active */
+    isRateLimited: boolean;
+    /** Timestamp of last successful request */
+    lastSuccessTime: number;
+    /** Timestamp of last failure */
+    lastFailureTime: number;
+}
+/**
+ * Create a rate limiter instance
+ *
+ * @example
+ * ```ts
+ * const limiter = createRateLimiter();
+ *
+ * async function fetchData() {
+ *   if (limiter.shouldBlock()) {
+ *     return; // Skip request
+ *   }
+ *
+ *   try {
+ *     const data = await api.getData();
+ *     limiter.recordSuccess();
+ *     return data;
+ *   } catch (err) {
+ *     if (isRateLimitError(err)) {
+ *       limiter.recordRateLimitError();
+ *     } else {
+ *       limiter.recordFailure();
+ *     }
+ *     throw err;
+ *   }
+ * }
+ * ```
+ */
+export declare function createRateLimiter(config?: Partial<RateLimiterConfig>): {
+    shouldBlock: () => boolean;
+    getCurrentInterval: () => number;
+    getState: () => Readonly<RateLimiterState>;
+    recordSuccess: () => void;
+    recordRateLimitError: () => void;
+    recordFailure: () => void;
+    reset: () => void;
+};
+/**
+ * Type for the rate limiter instance
+ */
+export type RateLimiter = ReturnType<typeof createRateLimiter>;
+/**
+ * Check if an error is a rate limit error (HTTP 429)
+ *
+ * @param error - Error to check
+ * @returns true if the error is a rate limit error
+ */
+export declare function isRateLimitError(error: unknown): boolean;
+//# sourceMappingURL=rate-limiter.d.ts.map

package/dist/rate-limiter.d.ts.map

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package/dist/rate-limiter.js

@@ -0,0 +1,180 @@
+/**
+ * Rate Limiter
+ *
+ * Implements exponential backoff and circuit breaker patterns
+ * for handling API rate limits gracefully.
+ */
+const DEFAULT_CONFIG = {
+    minInterval: 1000,
+    maxInterval: 60000,
+    backoffMultiplier: 2,
+    circuitBreakerThreshold: 5,
+    circuitResetTimeout: 30000,
+};
+/**
+ * Create a rate limiter instance
+ *
+ * @example
+ * ```ts
+ * const limiter = createRateLimiter();
+ *
+ * async function fetchData() {
+ *   if (limiter.shouldBlock()) {
+ *     return; // Skip request
+ *   }
+ *
+ *   try {
+ *     const data = await api.getData();
+ *     limiter.recordSuccess();
+ *     return data;
+ *   } catch (err) {
+ *     if (isRateLimitError(err)) {
+ *       limiter.recordRateLimitError();
+ *     } else {
+ *       limiter.recordFailure();
+ *     }
+ *     throw err;
+ *   }
+ * }
+ * ```
+ */
+export function createRateLimiter(config = {}) {
+    const cfg = { ...DEFAULT_CONFIG, ...config };
+    let state = {
+        currentInterval: cfg.minInterval,
+        consecutiveFailures: 0,
+        isCircuitOpen: false,
+        isRateLimited: false,
+        lastSuccessTime: 0,
+        lastFailureTime: 0,
+    };
+    let circuitResetTimer = null;
+    /**
+     * Check if requests should be blocked
+     */
+    function shouldBlock() {
+        return state.isCircuitOpen;
+    }
+    /**
+     * Get the current recommended interval between requests
+     */
+    function getCurrentInterval() {
+        return state.currentInterval;
+    }
+    /**
+     * Get the current state (for debugging/display)
+     */
+    function getState() {
+        return { ...state };
+    }
+    /**
+     * Record a successful request - resets backoff
+     */
+    function recordSuccess() {
+        state.consecutiveFailures = 0;
+        state.currentInterval = cfg.minInterval;
+        state.isRateLimited = false;
+        state.lastSuccessTime = Date.now();
+        // Close circuit if it was open
+        if (state.isCircuitOpen) {
+            state.isCircuitOpen = false;
+            if (circuitResetTimer) {
+                clearTimeout(circuitResetTimer);
+                circuitResetTimer = null;
+            }
+        }
+    }
+    /**
+     * Record a rate limit error (429) - applies exponential backoff
+     */
+    function recordRateLimitError() {
+        state.consecutiveFailures++;
+        state.isRateLimited = true;
+        state.lastFailureTime = Date.now();
+        // Apply exponential backoff
+        state.currentInterval = Math.min(state.currentInterval * cfg.backoffMultiplier, cfg.maxInterval);
+        // Open circuit if threshold reached
+        if (state.consecutiveFailures >= cfg.circuitBreakerThreshold) {
+            openCircuit();
+        }
+    }
+    /**
+     * Record a general failure (not rate limit)
+     */
+    function recordFailure() {
+        state.consecutiveFailures++;
+        state.lastFailureTime = Date.now();
+        // Open circuit if threshold reached
+        if (state.consecutiveFailures >= cfg.circuitBreakerThreshold) {
+            openCircuit();
+        }
+    }
+    /**
+     * Open the circuit breaker (block all requests temporarily)
+     */
+    function openCircuit() {
+        if (state.isCircuitOpen)
+            return;
+        state.isCircuitOpen = true;
+        // Schedule circuit reset
+        circuitResetTimer = setTimeout(() => {
+            state.isCircuitOpen = false;
+            state.consecutiveFailures = 0;
+            state.currentInterval = cfg.minInterval;
+            circuitResetTimer = null;
+        }, cfg.circuitResetTimeout);
+    }
+    /**
+     * Reset the rate limiter to initial state
+     */
+    function reset() {
+        if (circuitResetTimer) {
+            clearTimeout(circuitResetTimer);
+            circuitResetTimer = null;
+        }
+        state = {
+            currentInterval: cfg.minInterval,
+            consecutiveFailures: 0,
+            isCircuitOpen: false,
+            isRateLimited: false,
+            lastSuccessTime: 0,
+            lastFailureTime: 0,
+        };
+    }
+    return {
+        shouldBlock,
+        getCurrentInterval,
+        getState,
+        recordSuccess,
+        recordRateLimitError,
+        recordFailure,
+        reset,
+    };
+}
+/**
+ * Check if an error is a rate limit error (HTTP 429)
+ *
+ * @param error - Error to check
+ * @returns true if the error is a rate limit error
+ */
+export function isRateLimitError(error) {
+    if (!error || typeof error !== 'object')
+        return false;
+    // Check for status code 429
+    if ('status' in error && error.status === 429)
+        return true;
+    if ('response' in error) {
+        const response = error.response;
+        if (response?.status === 429)
+            return true;
+    }
+    // Check error message
+    if ('message' in error && typeof error.message === 'string') {
+        const msg = error.message.toLowerCase();
+        if (msg.includes('429') || msg.includes('rate limit') || msg.includes('too many requests')) {
+            return true;
+        }
+    }
+    return false;
+}
+//# sourceMappingURL=rate-limiter.js.map

package/dist/rate-limiter.js.map

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package/dist/rate-limiter.test.d.ts

@@ -0,0 +1,5 @@
+/**
+ * Rate Limiter Tests
+ */
+export {};
+//# sourceMappingURL=rate-limiter.test.d.ts.map

package/dist/rate-limiter.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"rate-limiter.test.d.ts","sourceRoot":"","sources":["../src/rate-limiter.test.ts"],"names":[],"mappings":"AAAA;;GAEG"}

package/dist/rate-limiter.test.js

@@ -0,0 +1,175 @@
+/**
+ * Rate Limiter Tests
+ */
+import { describe, it, expect, beforeEach, vi, afterEach } from 'vitest';
+import { createRateLimiter, isRateLimitError, } from './rate-limiter.js';
+describe('createRateLimiter', () => {
+    beforeEach(() => {
+        vi.useFakeTimers();
+    });
+    afterEach(() => {
+        vi.useRealTimers();
+    });
+    describe('initial state', () => {
+        it('should not block requests initially', () => {
+            const limiter = createRateLimiter();
+            expect(limiter.shouldBlock()).toBe(false);
+        });
+        it('should have minimum interval initially', () => {
+            const limiter = createRateLimiter({ minInterval: 1000 });
+            expect(limiter.getCurrentInterval()).toBe(1000);
+        });
+        it('should have correct initial state', () => {
+            const limiter = createRateLimiter();
+            const state = limiter.getState();
+            expect(state.consecutiveFailures).toBe(0);
+            expect(state.isCircuitOpen).toBe(false);
+            expect(state.isRateLimited).toBe(false);
+        });
+    });
+    describe('recordSuccess', () => {
+        it('should reset consecutive failures', () => {
+            const limiter = createRateLimiter();
+            limiter.recordFailure();
+            limiter.recordFailure();
+            expect(limiter.getState().consecutiveFailures).toBe(2);
+            limiter.recordSuccess();
+            expect(limiter.getState().consecutiveFailures).toBe(0);
+        });
+        it('should reset interval to minimum', () => {
+            const limiter = createRateLimiter({ minInterval: 1000 });
+            limiter.recordRateLimitError();
+            expect(limiter.getCurrentInterval()).toBeGreaterThan(1000);
+            limiter.recordSuccess();
+            expect(limiter.getCurrentInterval()).toBe(1000);
+        });
+        it('should clear rate limited flag', () => {
+            const limiter = createRateLimiter();
+            limiter.recordRateLimitError();
+            expect(limiter.getState().isRateLimited).toBe(true);
+            limiter.recordSuccess();
+            expect(limiter.getState().isRateLimited).toBe(false);
+        });
+    });
+    describe('recordRateLimitError', () => {
+        it('should increase interval with exponential backoff', () => {
+            const limiter = createRateLimiter({
+                minInterval: 1000,
+                backoffMultiplier: 2,
+            });
+            limiter.recordRateLimitError();
+            expect(limiter.getCurrentInterval()).toBe(2000);
+            limiter.recordRateLimitError();
+            expect(limiter.getCurrentInterval()).toBe(4000);
+            limiter.recordRateLimitError();
+            expect(limiter.getCurrentInterval()).toBe(8000);
+        });
+        it('should not exceed max interval', () => {
+            const limiter = createRateLimiter({
+                minInterval: 1000,
+                maxInterval: 5000,
+                backoffMultiplier: 2,
+            });
+            // 1000 -> 2000 -> 4000 -> 5000 (capped)
+            limiter.recordRateLimitError();
+            limiter.recordRateLimitError();
+            limiter.recordRateLimitError();
+            limiter.recordRateLimitError();
+            expect(limiter.getCurrentInterval()).toBe(5000);
+        });
+        it('should set rate limited flag', () => {
+            const limiter = createRateLimiter();
+            limiter.recordRateLimitError();
+            expect(limiter.getState().isRateLimited).toBe(true);
+        });
+        it('should increment consecutive failures', () => {
+            const limiter = createRateLimiter();
+            limiter.recordRateLimitError();
+            expect(limiter.getState().consecutiveFailures).toBe(1);
+            limiter.recordRateLimitError();
+            expect(limiter.getState().consecutiveFailures).toBe(2);
+        });
+    });
+    describe('circuit breaker', () => {
+        it('should open circuit after threshold failures', () => {
+            const limiter = createRateLimiter({
+                circuitBreakerThreshold: 3,
+            });
+            limiter.recordFailure();
+            limiter.recordFailure();
+            expect(limiter.shouldBlock()).toBe(false);
+            limiter.recordFailure();
+            expect(limiter.shouldBlock()).toBe(true);
+        });
+        it('should reset circuit after timeout', () => {
+            const limiter = createRateLimiter({
+                circuitBreakerThreshold: 2,
+                circuitResetTimeout: 5000,
+            });
+            limiter.recordFailure();
+            limiter.recordFailure();
+            expect(limiter.shouldBlock()).toBe(true);
+            // Advance time past reset timeout
+            vi.advanceTimersByTime(5001);
+            expect(limiter.shouldBlock()).toBe(false);
+            expect(limiter.getState().consecutiveFailures).toBe(0);
+        });
+        it('should close circuit on success', () => {
+            const limiter = createRateLimiter({
+                circuitBreakerThreshold: 2,
+            });
+            limiter.recordFailure();
+            limiter.recordFailure();
+            expect(limiter.shouldBlock()).toBe(true);
+            limiter.recordSuccess();
+            expect(limiter.shouldBlock()).toBe(false);
+        });
+    });
+    describe('reset', () => {
+        it('should reset all state', () => {
+            const limiter = createRateLimiter({
+                minInterval: 1000,
+                circuitBreakerThreshold: 2,
+            });
+            limiter.recordRateLimitError();
+            limiter.recordRateLimitError();
+            expect(limiter.shouldBlock()).toBe(true);
+            expect(limiter.getCurrentInterval()).toBeGreaterThan(1000);
+            limiter.reset();
+            expect(limiter.shouldBlock()).toBe(false);
+            expect(limiter.getCurrentInterval()).toBe(1000);
+            expect(limiter.getState().consecutiveFailures).toBe(0);
+            expect(limiter.getState().isRateLimited).toBe(false);
+        });
+    });
+});
+describe('isRateLimitError', () => {
+    it('should return true for error with status 429', () => {
+        expect(isRateLimitError({ status: 429 })).toBe(true);
+    });
+    it('should return true for error with response.status 429', () => {
+        expect(isRateLimitError({ response: { status: 429 } })).toBe(true);
+    });
+    it('should return true for error message containing 429', () => {
+        expect(isRateLimitError({ message: 'Error 429: Too Many Requests' })).toBe(true);
+    });
+    it('should return true for error message containing rate limit', () => {
+        expect(isRateLimitError({ message: 'Rate limit exceeded' })).toBe(true);
+    });
+    it('should return true for error message containing too many requests', () => {
+        expect(isRateLimitError({ message: 'too many requests' })).toBe(true);
+    });
+    it('should return false for other errors', () => {
+        expect(isRateLimitError({ status: 500 })).toBe(false);
+        expect(isRateLimitError({ message: 'Internal server error' })).toBe(false);
+    });
+    it('should return false for null/undefined', () => {
+        expect(isRateLimitError(null)).toBe(false);
+        expect(isRateLimitError(undefined)).toBe(false);
+    });
+    it('should return false for non-objects', () => {
+        expect(isRateLimitError('error')).toBe(false);
+        expect(isRateLimitError(123)).toBe(false);
+    });
+});
+//# sourceMappingURL=rate-limiter.test.js.map

package/dist/rate-limiter.test.js.map

@@ -0,0 +1 @@
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package/dist/types.d.ts

@@ -38,6 +38,7 @@ export interface MarketDisplay {
     no_bid?: number;
     no_ask?: number;
     volume?: number;
+    volume_24h?: number;
     open_interest?: number;
     close_time?: string;
 }

package/dist/types.d.ts.map

@@ -1 +1 @@
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package/dist/validate-order.d.ts

@@ -0,0 +1,32 @@
+import type { MarketApi, PortfolioApi } from "kalshi-typescript";
+export interface OrderValidationInput {
+    ticker: string;
+    side: "yes" | "no";
+    action: "buy" | "sell";
+    count: number;
+    price?: number;
+}
+export interface OrderValidationResult {
+    valid: boolean;
+    errors: string[];
+    warnings: string[];
+    estimatedCost?: number;
+    currentBalance?: number;
+    marketStatus?: string;
+}
+/**
+ * Validates an order before submission
+ *
+ * Performs pre-flight checks:
+ * - Market is open for trading
+ * - Sufficient balance for buy orders
+ * - Price is reasonable (warns if far from market)
+ * - Order quantity is valid
+ *
+ * @param input - Order parameters to validate
+ * @param marketApi - Market API client
+ * @param portfolioApi - Portfolio API client
+ * @returns Validation result with errors and warnings
+ */
+export declare function validateOrder(input: OrderValidationInput, marketApi: MarketApi, portfolioApi: PortfolioApi): Promise<OrderValidationResult>;
+//# sourceMappingURL=validate-order.d.ts.map

package/dist/validate-order.d.ts.map

@@ -0,0 +1 @@
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package/dist/validate-order.js

@@ -0,0 +1,82 @@
+/**
+ * Validates an order before submission
+ *
+ * Performs pre-flight checks:
+ * - Market is open for trading
+ * - Sufficient balance for buy orders
+ * - Price is reasonable (warns if far from market)
+ * - Order quantity is valid
+ *
+ * @param input - Order parameters to validate
+ * @param marketApi - Market API client
+ * @param portfolioApi - Portfolio API client
+ * @returns Validation result with errors and warnings
+ */
+export async function validateOrder(input, marketApi, portfolioApi) {
+    const errors = [];
+    const warnings = [];
+    let estimatedCost = 0;
+    let currentBalance = 0;
+    let marketStatus = "unknown";
+    try {
+        // 1. Fetch market details
+        const marketResponse = await marketApi.getMarket(input.ticker);
+        const market = marketResponse.data.market;
+        marketStatus = market.status || "unknown";
+        // Check market is open
+        if (market.status?.toLowerCase() !== "open") {
+            errors.push(`Market ${input.ticker} is ${market.status}, not open for trading`);
+        }
+        // Get current market price
+        const currentPrice = input.side === "yes"
+            ? input.action === "buy"
+                ? market.yes_ask
+                : market.yes_bid
+            : input.action === "buy"
+                ? market.no_ask
+                : market.no_bid;
+        // Warn if user price is far from market
+        if (input.price && currentPrice) {
+            const priceDiff = Math.abs(input.price - currentPrice);
+            if (priceDiff > 20) {
+                warnings.push(`Your price (${input.price}¢) is ${priceDiff}¢ away from market (${currentPrice}¢)`);
+            }
+        }
+        // 2. Fetch balance
+        const balanceResponse = await portfolioApi.getBalance();
+        currentBalance = balanceResponse.data.balance || 0;
+        // Calculate estimated cost
+        // For buy orders: cost = count * price
+        // For sell orders: no cost (you receive money)
+        if (input.action === "buy") {
+            const price = input.price || currentPrice || 50; // Default to 50¢ if unknown
+            estimatedCost = input.count * price;
+            // Check sufficient balance
+            if (estimatedCost > currentBalance) {
+                errors.push(`Insufficient balance: need ${estimatedCost}¢, have ${currentBalance}¢`);
+            }
+        }
+        // 3. Sanity checks
+        if (input.count <= 0) {
+            errors.push("Order quantity must be positive");
+        }
+        if (input.count > 1000) {
+            warnings.push("Large order size may have poor execution");
+        }
+        if (input.price && (input.price < 1 || input.price > 99)) {
+            errors.push("Price must be between 1¢ and 99¢");
+        }
+    }
+    catch (error) {
+        errors.push(`Validation failed: ${error instanceof Error ? error.message : "Unknown error"}`);
+    }
+    return {
+        valid: errors.length === 0,
+        errors,
+        warnings,
+        estimatedCost,
+        currentBalance,
+        marketStatus,
+    };
+}
+//# sourceMappingURL=validate-order.js.map

package/dist/validate-order.js.map

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package/dist/validate-order.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=validate-order.test.d.ts.map

package/dist/validate-order.test.d.ts.map

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