@newyorkcompute/kalshi-tui 0.1.0 → 0.3.0

package/dist/hooks/useKalshi.d.ts

@@ -1,16 +1,34 @@
-import { type KalshiConfig } from "@newyorkcompute/kalshi-core";
-import type { MarketApi, PortfolioApi, OrdersApi } from "kalshi-typescript";
-interface UseKalshiResult {
-    config: KalshiConfig | null;
-    marketApi: MarketApi | null;
-    portfolioApi: PortfolioApi | null;
-    ordersApi: OrdersApi | null;
-    isConfigured: boolean;
-    configError: string | null;
-}
 /**
- * Hook to initialize and provide Kalshi API clients
+ * useKalshi Hook
+ * Manages connection to Kalshi API and data fetching
+ * Includes rate limiting, timeouts, and error handling
  */
-export declare function useKalshi(): UseKalshiResult;
+import { type MarketDisplay, type OrderbookDisplay } from '@newyorkcompute/kalshi-core';
+interface Position {
+    ticker: string;
+    position: number;
+    market_exposure: number;
+}
+interface MarketWithHistory extends MarketDisplay {
+    previousYesBid?: number;
+}
+interface TradePoint {
+    timestamp: number;
+    price: number;
+    volume: number;
+}
+interface UseKalshiReturn {
+    markets: MarketWithHistory[];
+    orderbook: OrderbookDisplay | null;
+    balance: number | null;
+    positions: Position[];
+    isConnected: boolean;
+    isRateLimited: boolean;
+    error: string | null;
+    selectMarket: (ticker: string) => void;
+    priceHistory: TradePoint[];
+    fetchPriceHistory: (ticker: string, hours?: number) => Promise<void>;
+}
+export declare function useKalshi(): UseKalshiReturn;
 export {};
 //# sourceMappingURL=useKalshi.d.ts.map

package/dist/hooks/useKalshi.d.ts.map

@@ -1 +1 @@
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package/dist/hooks/useKalshi.js

@@ -1,31 +1,261 @@
-import { useState, useEffect, useMemo } from "react";
-import { getKalshiConfig, createMarketApi, createPortfolioApi, createOrdersApi, } from "@newyorkcompute/kalshi-core";
 /**
- * Hook to initialize and provide Kalshi API clients
+ * useKalshi Hook
+ * Manages connection to Kalshi API and data fetching
+ * Includes rate limiting, timeouts, and error handling
  */
+import { useState, useEffect, useCallback, useRef } from 'react';
+import { createMarketApi, createPortfolioApi, getKalshiConfig, withTimeout, } from '@newyorkcompute/kalshi-core';
+import { getCached, setCache, CACHE_TTL } from '../cache.js';
+// Constants
+const DEFAULT_TIMEOUT = 30000; // 30 seconds
+const MIN_POLL_INTERVAL = 10000; // 10 seconds
+const MAX_POLL_INTERVAL = 300000; // 5 minutes
+const MAX_CONSECUTIVE_FAILURES = 5;
+/**
+ * Check if an error is a rate limit error (429)
+ */
+function isRateLimitError(error) {
+    if (error instanceof Error) {
+        return error.message.includes('429') ||
+            error.message.toLowerCase().includes('rate limit') ||
+            error.message.toLowerCase().includes('too many requests');
+    }
+    return false;
+}
 export function useKalshi() {
-    const [config, setConfig] = useState(null);
-    const [configError, setConfigError] = useState(null);
+    const [markets, setMarkets] = useState([]);
+    const [orderbook, setOrderbook] = useState(null);
+    const [balance, setBalance] = useState(null);
+    const [positions, setPositions] = useState([]);
+    const [isConnected, setIsConnected] = useState(false);
+    const [isRateLimited, setIsRateLimited] = useState(false);
+    const [error, setError] = useState(null);
+    const [selectedTicker, setSelectedTicker] = useState(null);
+    const [priceHistory, setPriceHistory] = useState([]);
+    // API clients
+    const marketApiRef = useRef(null);
+    const portfolioApiRef = useRef(null);
+    // Store previous prices for change detection
+    const previousPricesRef = useRef(new Map());
+    // Rate limiting state
+    const pollIntervalRef = useRef(MIN_POLL_INTERVAL);
+    const consecutiveFailuresRef = useRef(0);
+    const circuitBreakerOpenRef = useRef(false);
+    // Initialize API clients
     useEffect(() => {
         try {
-            const kalshiConfig = getKalshiConfig();
-            setConfig(kalshiConfig);
-            setConfigError(null);
+            const config = getKalshiConfig();
+            marketApiRef.current = createMarketApi(config);
+            portfolioApiRef.current = createPortfolioApi(config);
+            setIsConnected(true);
+            setError(null);
         }
-        catch (error) {
-            setConfigError(error instanceof Error ? error.message : "Unknown configuration error");
+        catch (err) {
+            setError(err instanceof Error ? err.message : 'Failed to initialize');
+            setIsConnected(false);
         }
     }, []);
-    const marketApi = useMemo(() => (config ? createMarketApi(config) : null), [config]);
-    const portfolioApi = useMemo(() => (config ? createPortfolioApi(config) : null), [config]);
-    const ordersApi = useMemo(() => (config ? createOrdersApi(config) : null), [config]);
+    /**
+     * Handle successful API call - reset rate limiting
+     */
+    const handleSuccess = useCallback(() => {
+        consecutiveFailuresRef.current = 0;
+        pollIntervalRef.current = MIN_POLL_INTERVAL;
+        circuitBreakerOpenRef.current = false;
+        setIsRateLimited(false);
+        setIsConnected(true);
+    }, []);
+    /**
+     * Handle failed API call - apply exponential backoff
+     */
+    const handleFailure = useCallback((err) => {
+        consecutiveFailuresRef.current += 1;
+        if (isRateLimitError(err)) {
+            // Exponential backoff for rate limits
+            pollIntervalRef.current = Math.min(pollIntervalRef.current * 2, MAX_POLL_INTERVAL);
+            setIsRateLimited(true);
+            setError(`Rate limited. Backing off to ${Math.round(pollIntervalRef.current / 1000)}s`);
+        }
+        // Circuit breaker
+        if (consecutiveFailuresRef.current >= MAX_CONSECUTIVE_FAILURES) {
+            circuitBreakerOpenRef.current = true;
+            setError(`Too many failures. Pausing requests for ${Math.round(MAX_POLL_INTERVAL / 1000)}s`);
+            // Auto-reset circuit breaker after max interval
+            setTimeout(() => {
+                circuitBreakerOpenRef.current = false;
+                consecutiveFailuresRef.current = 0;
+                pollIntervalRef.current = MIN_POLL_INTERVAL;
+            }, MAX_POLL_INTERVAL);
+        }
+    }, []);
+    // Fetch markets with timeout and rate limiting
+    const fetchMarkets = useCallback(async () => {
+        if (!marketApiRef.current || circuitBreakerOpenRef.current)
+            return;
+        try {
+            const response = await withTimeout(marketApiRef.current.getMarkets(100, undefined, undefined, undefined, undefined, undefined, undefined, undefined, undefined, undefined, 'open'), DEFAULT_TIMEOUT, 'Markets request timed out');
+            const marketData = (response.data.markets || []).map((m) => {
+                const ticker = m.ticker || '';
+                const currentYesBid = m.yes_bid;
+                const previousYesBid = previousPricesRef.current.get(ticker);
+                // Store current price for next comparison
+                if (currentYesBid !== undefined) {
+                    previousPricesRef.current.set(ticker, currentYesBid);
+                }
+                return {
+                    ticker,
+                    title: m.title || '',
+                    status: (m.status || 'open'),
+                    yes_bid: currentYesBid,
+                    yes_ask: m.yes_ask,
+                    no_bid: m.no_bid,
+                    no_ask: m.no_ask,
+                    volume: m.volume,
+                    open_interest: m.open_interest,
+                    close_time: m.close_time,
+                    previousYesBid,
+                };
+            });
+            // Sort by volume (highest first) - most active markets at top
+            marketData.sort((a, b) => (b.volume || 0) - (a.volume || 0));
+            setMarkets(marketData);
+            handleSuccess();
+        }
+        catch (err) {
+            handleFailure(err);
+        }
+    }, [handleSuccess, handleFailure]);
+    // Fetch orderbook for selected market with timeout
+    const fetchOrderbook = useCallback(async (ticker) => {
+        if (!marketApiRef.current || !ticker || circuitBreakerOpenRef.current)
+            return;
+        try {
+            const response = await withTimeout(marketApiRef.current.getMarketOrderbook(ticker, 10), DEFAULT_TIMEOUT, 'Orderbook request timed out');
+            const ob = response.data.orderbook;
+            if (ob) {
+                const parseLevel = (entry) => [
+                    parseFloat(entry[0] || '0'),
+                    parseInt(entry[1] || '0', 10),
+                ];
+                setOrderbook({
+                    yes: (ob.yes_dollars || []).map(parseLevel),
+                    no: (ob.no_dollars || []).map(parseLevel),
+                });
+            }
+            handleSuccess();
+        }
+        catch (err) {
+            handleFailure(err);
+        }
+    }, [handleSuccess, handleFailure]);
+    // Fetch portfolio data with timeout
+    const fetchPortfolio = useCallback(async () => {
+        if (!portfolioApiRef.current || circuitBreakerOpenRef.current)
+            return;
+        try {
+            const [balanceRes, positionsRes] = await Promise.all([
+                withTimeout(portfolioApiRef.current.getBalance(), DEFAULT_TIMEOUT, 'Balance request timed out'),
+                withTimeout(portfolioApiRef.current.getPositions(undefined, 100, 'position'), DEFAULT_TIMEOUT, 'Positions request timed out'),
+            ]);
+            setBalance(balanceRes.data.balance || 0);
+            setPositions((positionsRes.data.market_positions || []).map((p) => ({
+                ticker: p.ticker || '',
+                position: p.position || 0,
+                market_exposure: p.market_exposure || 0,
+            })));
+            handleSuccess();
+        }
+        catch (err) {
+            handleFailure(err);
+        }
+    }, [handleSuccess, handleFailure]);
+    // Fetch price history for a market (with caching)
+    const fetchPriceHistory = useCallback(async (ticker, hours = 24) => {
+        if (!marketApiRef.current || circuitBreakerOpenRef.current)
+            return;
+        // Check cache first
+        const cacheKey = `price_history:${ticker}:${hours}`;
+        const cached = getCached(cacheKey, CACHE_TTL.PRICE_HISTORY);
+        if (cached) {
+            setPriceHistory(cached);
+            return;
+        }
+        try {
+            const now = Math.floor(Date.now() / 1000);
+            const minTs = now - (hours * 60 * 60);
+            const response = await withTimeout(marketApiRef.current.getTrades(1000, // Get up to 1000 trades
+            undefined, ticker, minTs, now), DEFAULT_TIMEOUT, 'Trades request timed out');
+            const trades = response.data.trades || [];
+            // Convert trades to price points
+            const points = trades.map((t) => ({
+                timestamp: new Date(t.created_time || '').getTime(),
+                price: t.yes_price || 0,
+                volume: t.count || 0,
+            })).sort((a, b) => a.timestamp - b.timestamp);
+            // Cache the result
+            setCache(cacheKey, points);
+            setPriceHistory(points);
+            handleSuccess();
+        }
+        catch (err) {
+            handleFailure(err);
+        }
+    }, [handleSuccess, handleFailure]);
+    // Select market and fetch orderbook
+    const selectMarket = useCallback((ticker) => {
+        setSelectedTicker(ticker);
+        fetchOrderbook(ticker);
+        fetchPriceHistory(ticker, 24); // Fetch 24h of price history
+    }, [fetchOrderbook, fetchPriceHistory]);
+    // Initial data fetch with dynamic polling
+    useEffect(() => {
+        if (!isConnected)
+            return;
+        // Fetch immediately
+        fetchMarkets();
+        fetchPortfolio();
+        // Set up dynamic polling with rate limiting
+        let marketsTimeout;
+        let portfolioTimeout;
+        const pollMarkets = () => {
+            fetchMarkets();
+            marketsTimeout = setTimeout(pollMarkets, pollIntervalRef.current);
+        };
+        const pollPortfolio = () => {
+            fetchPortfolio();
+            portfolioTimeout = setTimeout(pollPortfolio, pollIntervalRef.current);
+        };
+        // Start polling after initial fetch
+        marketsTimeout = setTimeout(pollMarkets, pollIntervalRef.current);
+        portfolioTimeout = setTimeout(pollPortfolio, pollIntervalRef.current);
+        return () => {
+            clearTimeout(marketsTimeout);
+            clearTimeout(portfolioTimeout);
+        };
+    }, [isConnected, fetchMarkets, fetchPortfolio]);
+    // Poll orderbook for selected market
+    useEffect(() => {
+        if (!selectedTicker)
+            return;
+        let orderbookTimeout;
+        const pollOrderbook = () => {
+            fetchOrderbook(selectedTicker);
+            orderbookTimeout = setTimeout(pollOrderbook, pollIntervalRef.current);
+        };
+        orderbookTimeout = setTimeout(pollOrderbook, pollIntervalRef.current);
+        return () => clearTimeout(orderbookTimeout);
+    }, [selectedTicker, fetchOrderbook]);
     return {
-        config,
-        marketApi,
-        portfolioApi,
-        ordersApi,
-        isConfigured: config !== null,
-        configError,
+        markets,
+        orderbook,
+        balance,
+        positions,
+        isConnected,
+        isRateLimited,
+        error,
+        selectMarket,
+        priceHistory,
+        fetchPriceHistory,
     };
 }
 //# sourceMappingURL=useKalshi.js.map

package/dist/hooks/useKalshi.js.map

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package/dist/utils.d.ts

@@ -0,0 +1,33 @@
+/**
+ * TUI Utility Functions
+ * Formatting and display helpers
+ */
+/**
+ * Format close time as relative time (e.g., "2d 14h", "3h 45m", "45m")
+ * For distant dates (>365 days), shows years or "distant"
+ */
+export declare function formatExpiry(closeTime?: string): string;
+/**
+ * Get price change indicator and color
+ */
+export declare function getPriceChange(current?: number, previous?: number): {
+    text: string;
+    color: string;
+};
+/**
+ * Format volume with K/M suffix
+ */
+export declare function formatVolume(volume?: number): string;
+/**
+ * Format price in cents
+ */
+export declare function formatPrice(cents?: number): string;
+/**
+ * Format price with decimals
+ */
+export declare function formatPriceDecimal(cents: number): string;
+/**
+ * Calculate spread from best bid and ask
+ */
+export declare function calculateSpread(bestBid: number | null, bestAsk: number | null): number | null;
+//# sourceMappingURL=utils.d.ts.map

package/dist/utils.d.ts.map

@@ -0,0 +1 @@
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package/dist/utils.js

@@ -0,0 +1,88 @@
+/**
+ * TUI Utility Functions
+ * Formatting and display helpers
+ */
+/**
+ * Format close time as relative time (e.g., "2d 14h", "3h 45m", "45m")
+ * For distant dates (>365 days), shows years or "distant"
+ */
+export function formatExpiry(closeTime) {
+    if (!closeTime)
+        return '';
+    const now = new Date();
+    const close = new Date(closeTime);
+    const diffMs = close.getTime() - now.getTime();
+    if (diffMs <= 0)
+        return 'CLOSED';
+    const diffMins = Math.floor(diffMs / (1000 * 60));
+    const diffHours = Math.floor(diffMs / (1000 * 60 * 60));
+    const diffDays = Math.floor(diffMs / (1000 * 60 * 60 * 24));
+    const diffYears = Math.floor(diffDays / 365);
+    // For very distant dates, show years or "distant"
+    if (diffYears > 10) {
+        return 'distant';
+    }
+    if (diffYears >= 1) {
+        const remainingMonths = Math.floor((diffDays % 365) / 30);
+        return remainingMonths > 0 ? `${diffYears}y ${remainingMonths}mo` : `${diffYears}y`;
+    }
+    // For dates > 30 days, show just days
+    if (diffDays > 30) {
+        return `${diffDays}d`;
+    }
+    if (diffDays > 0) {
+        const remainingHours = diffHours % 24;
+        return `${diffDays}d ${remainingHours}h`;
+    }
+    if (diffHours > 0) {
+        const remainingMins = diffMins % 60;
+        return `${diffHours}h ${remainingMins}m`;
+    }
+    return `${diffMins}m`;
+}
+/**
+ * Get price change indicator and color
+ */
+export function getPriceChange(current, previous) {
+    if (current === undefined || previous === undefined || current === previous) {
+        return { text: '━', color: 'gray' };
+    }
+    const diff = current - previous;
+    if (diff > 0) {
+        return { text: '▲', color: 'green' };
+    }
+    return { text: '▼', color: 'red' };
+}
+/**
+ * Format volume with K/M suffix
+ */
+export function formatVolume(volume) {
+    if (!volume)
+        return '';
+    if (volume >= 1000000)
+        return `${(volume / 1000000).toFixed(1)}M`;
+    if (volume >= 1000)
+        return `${(volume / 1000).toFixed(1)}K`;
+    return `${volume}`;
+}
+/**
+ * Format price in cents
+ */
+export function formatPrice(cents) {
+    return cents !== undefined ? `${cents}¢` : '—';
+}
+/**
+ * Format price with decimals
+ */
+export function formatPriceDecimal(cents) {
+    return `${cents.toFixed(2)}¢`;
+}
+/**
+ * Calculate spread from best bid and ask
+ */
+export function calculateSpread(bestBid, bestAsk) {
+    if (bestBid === null || bestAsk === null)
+        return null;
+    return bestAsk - bestBid;
+}
+//# sourceMappingURL=utils.js.map

package/dist/utils.js.map

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package/dist/utils.test.d.ts

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

package/dist/utils.test.d.ts.map

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

package/dist/utils.test.js

@@ -0,0 +1,115 @@
+import { describe, it, expect, vi, beforeEach, afterEach } from 'vitest';
+import { formatExpiry, getPriceChange, formatVolume, formatPrice, formatPriceDecimal, calculateSpread, } from './utils.js';
+describe('formatExpiry', () => {
+    beforeEach(() => {
+        // Mock current time to 2025-01-01 12:00:00 UTC
+        vi.useFakeTimers();
+        vi.setSystemTime(new Date('2025-01-01T12:00:00Z'));
+    });
+    afterEach(() => {
+        vi.useRealTimers();
+    });
+    it('returns empty string for undefined', () => {
+        expect(formatExpiry(undefined)).toBe('');
+    });
+    it('returns CLOSED for past dates', () => {
+        expect(formatExpiry('2025-01-01T11:00:00Z')).toBe('CLOSED');
+        expect(formatExpiry('2024-12-31T00:00:00Z')).toBe('CLOSED');
+    });
+    it('formats days and hours for dates <= 30 days away', () => {
+        expect(formatExpiry('2025-01-03T12:00:00Z')).toBe('2d 0h');
+        expect(formatExpiry('2025-01-04T02:00:00Z')).toBe('2d 14h');
+        expect(formatExpiry('2025-01-20T12:00:00Z')).toBe('19d 0h');
+    });
+    it('formats just days for dates > 30 days away', () => {
+        expect(formatExpiry('2025-03-01T12:00:00Z')).toBe('59d');
+        expect(formatExpiry('2025-06-01T12:00:00Z')).toBe('151d');
+    });
+    it('formats years and months for dates >= 1 year away', () => {
+        expect(formatExpiry('2026-01-01T12:00:00Z')).toBe('1y');
+        expect(formatExpiry('2026-07-01T12:00:00Z')).toBe('1y 6mo');
+        expect(formatExpiry('2028-01-01T12:00:00Z')).toBe('3y');
+    });
+    it('returns "distant" for dates > 10 years away', () => {
+        expect(formatExpiry('2040-01-01T12:00:00Z')).toBe('distant');
+        expect(formatExpiry('2100-01-01T12:00:00Z')).toBe('distant');
+    });
+    it('formats hours and minutes for dates < 24h away', () => {
+        expect(formatExpiry('2025-01-01T15:30:00Z')).toBe('3h 30m');
+        expect(formatExpiry('2025-01-01T14:00:00Z')).toBe('2h 0m');
+    });
+    it('formats minutes only for dates < 1h away', () => {
+        expect(formatExpiry('2025-01-01T12:45:00Z')).toBe('45m');
+        expect(formatExpiry('2025-01-01T12:05:00Z')).toBe('5m');
+    });
+});
+describe('getPriceChange', () => {
+    it('returns gray dash for undefined values', () => {
+        expect(getPriceChange(undefined, undefined)).toEqual({ text: '━', color: 'gray' });
+        expect(getPriceChange(50, undefined)).toEqual({ text: '━', color: 'gray' });
+        expect(getPriceChange(undefined, 50)).toEqual({ text: '━', color: 'gray' });
+    });
+    it('returns gray dash for equal values', () => {
+        expect(getPriceChange(50, 50)).toEqual({ text: '━', color: 'gray' });
+        expect(getPriceChange(0, 0)).toEqual({ text: '━', color: 'gray' });
+    });
+    it('returns green up arrow for price increase', () => {
+        expect(getPriceChange(55, 50)).toEqual({ text: '▲', color: 'green' });
+        expect(getPriceChange(100, 1)).toEqual({ text: '▲', color: 'green' });
+    });
+    it('returns red down arrow for price decrease', () => {
+        expect(getPriceChange(45, 50)).toEqual({ text: '▼', color: 'red' });
+        expect(getPriceChange(1, 100)).toEqual({ text: '▼', color: 'red' });
+    });
+});
+describe('formatVolume', () => {
+    it('returns empty string for undefined/zero', () => {
+        expect(formatVolume(undefined)).toBe('');
+        expect(formatVolume(0)).toBe('');
+    });
+    it('formats millions with M suffix', () => {
+        expect(formatVolume(1500000)).toBe('1.5M');
+        expect(formatVolume(10000000)).toBe('10.0M');
+    });
+    it('formats thousands with K suffix', () => {
+        expect(formatVolume(1500)).toBe('1.5K');
+        expect(formatVolume(50000)).toBe('50.0K');
+    });
+    it('leaves small numbers as-is', () => {
+        expect(formatVolume(500)).toBe('500');
+        expect(formatVolume(42)).toBe('42');
+    });
+});
+describe('formatPrice', () => {
+    it('formats cents with cent symbol', () => {
+        expect(formatPrice(45)).toBe('45¢');
+        expect(formatPrice(99)).toBe('99¢');
+        expect(formatPrice(0)).toBe('0¢');
+    });
+    it('returns dash for undefined', () => {
+        expect(formatPrice(undefined)).toBe('—');
+    });
+});
+describe('formatPriceDecimal', () => {
+    it('formats price with two decimal places', () => {
+        expect(formatPriceDecimal(45)).toBe('45.00¢');
+        expect(formatPriceDecimal(99.5)).toBe('99.50¢');
+        expect(formatPriceDecimal(0.01)).toBe('0.01¢');
+    });
+});
+describe('calculateSpread', () => {
+    it('returns null if either value is null', () => {
+        expect(calculateSpread(null, null)).toBeNull();
+        expect(calculateSpread(50, null)).toBeNull();
+        expect(calculateSpread(null, 55)).toBeNull();
+    });
+    it('calculates spread correctly', () => {
+        expect(calculateSpread(50, 55)).toBe(5);
+        expect(calculateSpread(45, 47)).toBe(2);
+        expect(calculateSpread(99, 100)).toBe(1);
+    });
+    it('handles zero spread', () => {
+        expect(calculateSpread(50, 50)).toBe(0);
+    });
+});
+//# sourceMappingURL=utils.test.js.map

package/dist/utils.test.js.map

@@ -0,0 +1 @@
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