@spfunctions/cli 1.7.17 → 1.7.20

package/dist/kalshi.js

@@ -1,498 +0,0 @@
-"use strict";
-/**
- * Kalshi Authenticated Client (CLI-side only)
- *
- * Uses the kalshi-typescript SDK with RSA-PSS private key auth.
- * Credentials NEVER leave the user's machine — they are read from env vars
- * pointing to a local PEM file.
- *
- * Required env vars:
- *   KALSHI_API_KEY_ID       — Key ID from Kalshi dashboard
- *   KALSHI_PRIVATE_KEY_PATH — Path to RSA private key PEM file (e.g. ~/.kalshi/private.pem)
- */
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isKalshiConfigured = isKalshiConfigured;
-exports.getPositions = getPositions;
-exports.kalshiPriceCents = kalshiPriceCents;
-exports.getMarketPrice = getMarketPrice;
-exports.getOrderbook = getOrderbook;
-exports.getPublicOrderbook = getPublicOrderbook;
-exports.getSettlements = getSettlements;
-exports.getBalance = getBalance;
-exports.getOrders = getOrders;
-exports.getFills = getFills;
-exports.getForecastHistory = getForecastHistory;
-exports.getExchangeAnnouncements = getExchangeAnnouncements;
-exports.getHistoricalMarket = getHistoricalMarket;
-exports.createOrder = createOrder;
-exports.cancelOrder = cancelOrder;
-exports.batchCancelOrders = batchCancelOrders;
-exports.amendOrder = amendOrder;
-exports.getBatchCandlesticks = getBatchCandlesticks;
-exports.createRFQ = createRFQ;
-const fs_1 = __importDefault(require("fs"));
-const path_1 = __importDefault(require("path"));
-const crypto_1 = __importDefault(require("crypto"));
-const KALSHI_API_BASE = 'https://api.elections.kalshi.com/trade-api/v2';
-// ============================================================================
-// AUTH
-// ============================================================================
-/**
- * Check if Kalshi credentials are configured locally.
- */
-function isKalshiConfigured() {
-    return !!(process.env.KALSHI_API_KEY_ID && process.env.KALSHI_PRIVATE_KEY_PATH);
-}
-/**
- * Load the RSA private key from disk.
- */
-function loadPrivateKey() {
-    const keyPath = process.env.KALSHI_PRIVATE_KEY_PATH;
-    if (!keyPath)
-        return null;
-    const resolved = keyPath.startsWith('~')
-        ? path_1.default.join(process.env.HOME || '', keyPath.slice(1))
-        : path_1.default.resolve(keyPath);
-    try {
-        const pem = fs_1.default.readFileSync(resolved, 'utf-8');
-        return crypto_1.default.createPrivateKey(pem);
-    }
-    catch (err) {
-        console.warn(`[Kalshi] Failed to load private key from ${resolved}:`, err);
-        return null;
-    }
-}
-/**
- * Sign a request using RSA-PSS (Kalshi's auth scheme).
- *
- * Kalshi expects:
- *   Header: KALSHI-ACCESS-KEY = API key ID
- *   Header: KALSHI-ACCESS-SIGNATURE = base64(RSA-PSS-sign(timestamp_ms + method + path))
- *   Header: KALSHI-ACCESS-TIMESTAMP = milliseconds since epoch (string)
- */
-function signRequest(method, urlPath, privateKey) {
-    const keyId = process.env.KALSHI_API_KEY_ID;
-    const timestampMs = Date.now().toString();
-    // Kalshi signing payload: timestamp_ms + method + path (no body)
-    const payload = timestampMs + method.toUpperCase() + urlPath;
-    const signature = crypto_1.default.sign('sha256', Buffer.from(payload), {
-        key: privateKey,
-        padding: crypto_1.default.constants.RSA_PKCS1_PSS_PADDING,
-        saltLength: crypto_1.default.constants.RSA_PSS_SALTLEN_DIGEST,
-    });
-    return {
-        headers: {
-            'KALSHI-ACCESS-KEY': keyId,
-            'KALSHI-ACCESS-SIGNATURE': signature.toString('base64'),
-            'KALSHI-ACCESS-TIMESTAMP': timestampMs,
-            'Content-Type': 'application/json',
-            'Accept': 'application/json',
-        },
-    };
-}
-/**
- * Make an authenticated Kalshi API request.
- */
-async function kalshiAuthGet(apiPath) {
-    const privateKey = loadPrivateKey();
-    if (!privateKey) {
-        throw new Error('Kalshi private key not loaded. Check KALSHI_PRIVATE_KEY_PATH.');
-    }
-    const url = `${KALSHI_API_BASE}${apiPath}`;
-    // Kalshi signing MUST exclude query params — sign only the path portion
-    const pathOnly = apiPath.split('?')[0];
-    const { headers } = signRequest('GET', `/trade-api/v2${pathOnly}`, privateKey);
-    const res = await fetch(url, { method: 'GET', headers });
-    if (!res.ok) {
-        const text = await res.text();
-        throw new Error(`Kalshi API ${res.status}: ${text}`);
-    }
-    return res.json();
-}
-async function kalshiAuthPost(apiPath, body) {
-    const privateKey = loadPrivateKey();
-    if (!privateKey) {
-        throw new Error('Kalshi private key not loaded. Check KALSHI_PRIVATE_KEY_PATH.');
-    }
-    const url = `${KALSHI_API_BASE}${apiPath}`;
-    const pathOnly = apiPath.split('?')[0];
-    const { headers } = signRequest('POST', `/trade-api/v2${pathOnly}`, privateKey);
-    const res = await fetch(url, {
-        method: 'POST',
-        headers,
-        body: JSON.stringify(body),
-    });
-    if (!res.ok) {
-        const text = await res.text();
-        throw new Error(`Kalshi API ${res.status}: ${text}`);
-    }
-    return res.json();
-}
-async function kalshiAuthDelete(apiPath) {
-    const privateKey = loadPrivateKey();
-    if (!privateKey) {
-        throw new Error('Kalshi private key not loaded. Check KALSHI_PRIVATE_KEY_PATH.');
-    }
-    const url = `${KALSHI_API_BASE}${apiPath}`;
-    const pathOnly = apiPath.split('?')[0];
-    const { headers } = signRequest('DELETE', `/trade-api/v2${pathOnly}`, privateKey);
-    const res = await fetch(url, { method: 'DELETE', headers });
-    if (!res.ok) {
-        const text = await res.text();
-        throw new Error(`Kalshi API ${res.status}: ${text}`);
-    }
-    const contentType = res.headers.get('content-type');
-    if (contentType?.includes('application/json')) {
-        return res.json();
-    }
-    return {};
-}
-/**
- * Get user's live positions from Kalshi.
- * Returns null if Kalshi is not configured.
- */
-async function getPositions() {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const data = await kalshiAuthGet('/portfolio/positions');
-        // Kalshi returns { market_positions: [...] } or { positions: [...] }
-        const raw = data.market_positions || data.positions || [];
-        return raw.map((p) => {
-            // Kalshi actual fields:
-            //   position_fp: "795.00" (string, contract count — positive=YES, negative=NO)
-            //   total_traded_dollars: "453.1500" (string, total cost in dollars)
-            //   ticker: "KXWTIMAX-26DEC31-T135"
-            //   event_ticker: "KXWTIMAX-26DEC31"
-            //   market_result: "", resting_orders_count: 0, etc.
-            const positionFp = parseFloat(p.position_fp || '0');
-            const totalTradedDollars = parseFloat(p.total_traded_dollars || '0');
-            const quantity = Math.abs(positionFp);
-            const side = positionFp >= 0 ? 'yes' : 'no';
-            // avg price in cents = (total_traded_dollars / quantity) * 100
-            const avgPriceCents = quantity > 0 ? Math.round((totalTradedDollars / quantity) * 100) : 0;
-            return {
-                ticker: p.ticker || p.market_ticker || '',
-                event_ticker: p.event_ticker || '',
-                market_title: p.market_title || p.title || '',
-                side,
-                quantity,
-                average_price_paid: avgPriceCents,
-                current_value: 0, // will be enriched by live price lookup if needed
-                realized_pnl: Math.round(parseFloat(p.realized_pnl || '0') * 100),
-                unrealized_pnl: 0, // Kalshi doesn't give this directly, needs live price
-                total_cost: Math.round(totalTradedDollars * 100), // dollars → cents
-            };
-        });
-    }
-    catch (err) {
-        console.warn(`[Kalshi] Failed to fetch positions:`, err);
-        return null;
-    }
-}
-/**
- * Extract price in cents (0-100) from a Kalshi market object.
- * Dollars fields first (Kalshi API returns null for integer cents fields).
- */
-function kalshiPriceCents(market) {
-    if (market.last_price_dollars) {
-        const p = parseFloat(market.last_price_dollars);
-        if (!isNaN(p) && p > 0)
-            return Math.round(p * 100);
-    }
-    if (market.yes_bid_dollars) {
-        const p = parseFloat(market.yes_bid_dollars);
-        if (!isNaN(p) && p > 0)
-            return Math.round(p * 100);
-    }
-    if (market.yes_ask_dollars) {
-        const p = parseFloat(market.yes_ask_dollars);
-        if (!isNaN(p) && p > 0)
-            return Math.round(p * 100);
-    }
-    if (market.last_price != null && market.last_price > 0)
-        return market.last_price;
-    if (market.yes_bid != null && market.yes_bid > 0)
-        return market.yes_bid;
-    return 50;
-}
-/**
- * Get the current market price for a given ticker (public, no auth).
- * Returns price in cents (0-100) or null.
- */
-async function getMarketPrice(ticker) {
-    try {
-        const url = `https://api.elections.kalshi.com/trade-api/v2/markets/${ticker}`;
-        const res = await fetch(url, { headers: { 'Accept': 'application/json' } });
-        if (!res.ok)
-            return null;
-        const data = await res.json();
-        const m = data.market || data;
-        const price = kalshiPriceCents(m);
-        return price === 50 && !m.last_price_dollars && !m.yes_bid_dollars ? null : price;
-    }
-    catch {
-        return null;
-    }
-}
-async function getOrderbook(ticker) {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const data = await kalshiAuthGet(`/markets/${ticker}/orderbook`);
-        const ob = data.orderbook_fp || data.orderbook;
-        if (!ob)
-            return null;
-        // Kalshi orderbook_fp uses yes_dollars/no_dollars: [["0.57", "100"], ...]
-        // Fallback to yes/no (cents format)
-        const rawYes = ob.yes_dollars || ob.yes || [];
-        const rawNo = ob.no_dollars || ob.no || [];
-        const isDollar = !!(ob.yes_dollars || ob.no_dollars);
-        // Parse to cents
-        const parsedYes = rawYes.map(l => ({
-            price: isDollar ? Math.round(parseFloat(l[0]) * 100) : Number(l[0]),
-            qty: parseFloat(l[1]),
-        })).filter(l => l.price > 0);
-        const parsedNo = rawNo.map(l => ({
-            price: isDollar ? Math.round(parseFloat(l[0]) * 100) : Number(l[0]),
-            qty: parseFloat(l[1]),
-        })).filter(l => l.price > 0);
-        // Sort descending by price
-        parsedYes.sort((a, b) => b.price - a.price);
-        parsedNo.sort((a, b) => b.price - a.price);
-        const bestBid = parsedYes.length > 0 ? parsedYes[0].price : 0;
-        const bestAsk = parsedNo.length > 0 ? (100 - parsedNo[0].price) : 100;
-        const spread = bestAsk - bestBid;
-        const bidDepth = parsedYes.slice(0, 3).reduce((sum, l) => sum + l.qty, 0);
-        const askDepth = parsedNo.slice(0, 3).reduce((sum, l) => sum + l.qty, 0);
-        const minDepth = Math.min(bidDepth, askDepth);
-        let liquidityScore = 'low';
-        if (spread <= 2 && minDepth >= 500)
-            liquidityScore = 'high';
-        else if (spread <= 5 && minDepth >= 100)
-            liquidityScore = 'medium';
-        return { bestBid, bestAsk, spread, bidDepth, askDepth, liquidityScore };
-    }
-    catch {
-        return null;
-    }
-}
-/**
- * Fetch orderbook for a ticker using the public (unauthenticated) endpoint.
- * Returns raw yes_dollars/no_dollars arrays or null on failure.
- */
-async function getPublicOrderbook(ticker, depth = 20) {
-    try {
-        const url = `${KALSHI_API_BASE}/markets/${ticker}/orderbook?depth=${depth}`;
-        const res = await fetch(url, { headers: { 'Accept': 'application/json' } });
-        if (!res.ok)
-            return null;
-        const data = await res.json();
-        const ob = data.orderbook_fp || data.orderbook || data;
-        return {
-            yes_dollars: ob.yes_dollars || ob.yes || [],
-            no_dollars: ob.no_dollars || ob.no || [],
-        };
-    }
-    catch {
-        return null;
-    }
-}
-// ============================================================================
-// SETTLEMENTS (Authenticated)
-// ============================================================================
-async function getSettlements(params) {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const searchParams = new URLSearchParams();
-        if (params?.limit)
-            searchParams.set('limit', params.limit.toString());
-        if (params?.cursor)
-            searchParams.set('cursor', params.cursor);
-        if (params?.ticker)
-            searchParams.set('ticker', params.ticker);
-        const data = await kalshiAuthGet(`/portfolio/settlements?${searchParams.toString()}`);
-        return { settlements: data.settlements || [], cursor: data.cursor || '' };
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch settlements:', err);
-        return null;
-    }
-}
-// ============================================================================
-// BALANCE (Authenticated)
-// ============================================================================
-async function getBalance() {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const data = await kalshiAuthGet('/portfolio/balance');
-        // API returns cents integers; convert to dollars
-        const balance = (data.balance || 0) / 100;
-        const portfolioValue = (data.portfolio_value || 0) / 100;
-        return { balance, portfolioValue };
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch balance:', err);
-        return null;
-    }
-}
-// ============================================================================
-// ORDERS (Authenticated)
-// ============================================================================
-async function getOrders(params) {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const searchParams = new URLSearchParams();
-        if (params?.status)
-            searchParams.set('status', params.status);
-        if (params?.ticker)
-            searchParams.set('ticker', params.ticker);
-        if (params?.limit)
-            searchParams.set('limit', params.limit.toString());
-        if (params?.cursor)
-            searchParams.set('cursor', params.cursor);
-        const data = await kalshiAuthGet(`/portfolio/orders?${searchParams.toString()}`);
-        return { orders: data.orders || [], cursor: data.cursor || '' };
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch orders:', err);
-        return null;
-    }
-}
-// ============================================================================
-// FILLS (Authenticated)
-// ============================================================================
-async function getFills(params) {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const searchParams = new URLSearchParams();
-        if (params?.ticker)
-            searchParams.set('ticker', params.ticker);
-        if (params?.limit)
-            searchParams.set('limit', params.limit.toString());
-        if (params?.cursor)
-            searchParams.set('cursor', params.cursor);
-        const data = await kalshiAuthGet(`/portfolio/fills?${searchParams.toString()}`);
-        return { fills: data.fills || [], cursor: data.cursor || '' };
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch fills:', err);
-        return null;
-    }
-}
-// ============================================================================
-// FORECAST PERCENTILE HISTORY (Authenticated)
-// ============================================================================
-async function getForecastHistory(params) {
-    if (!isKalshiConfigured())
-        return null;
-    try {
-        const searchParams = new URLSearchParams();
-        for (const p of params.percentiles)
-            searchParams.append('percentiles', p.toString());
-        searchParams.set('start_ts', params.startTs.toString());
-        // Kalshi returns 400 if end_ts is past the latest available forecast data.
-        // Clamp to start of today UTC to avoid hitting future timestamps.
-        const todayMidnight = Math.floor(new Date().setUTCHours(0, 0, 0, 0) / 1000);
-        const clampedEnd = Math.min(params.endTs, todayMidnight);
-        searchParams.set('end_ts', clampedEnd.toString());
-        searchParams.set('period_interval', params.periodInterval.toString());
-        const apiPath = `/series/${params.seriesTicker}/events/${params.eventTicker}/forecast_percentile_history?${searchParams.toString()}`;
-        const data = await kalshiAuthGet(apiPath);
-        return data.forecast_history || [];
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch forecast:', err);
-        return null;
-    }
-}
-// ============================================================================
-// EXCHANGE (Public, no auth)
-// ============================================================================
-async function getExchangeAnnouncements() {
-    try {
-        const res = await fetch(`${KALSHI_API_BASE}/exchange/announcements`, { headers: { 'Accept': 'application/json' } });
-        if (!res.ok)
-            return [];
-        const data = await res.json();
-        return data.announcements || [];
-    }
-    catch {
-        return [];
-    }
-}
-async function getHistoricalMarket(ticker) {
-    try {
-        const res = await fetch(`${KALSHI_API_BASE}/historical/markets/${ticker}`, { headers: { 'Accept': 'application/json' } });
-        if (!res.ok)
-            return null;
-        const data = await res.json();
-        return data.market || data || null;
-    }
-    catch {
-        return null;
-    }
-}
-// ============================================================================
-// TRADING — ORDER MANAGEMENT (Authenticated, requires write key)
-// ============================================================================
-async function createOrder(params) {
-    return kalshiAuthPost('/portfolio/orders', params);
-}
-async function cancelOrder(orderId) {
-    await kalshiAuthDelete(`/portfolio/orders/${orderId}`);
-}
-async function batchCancelOrders(orderIds) {
-    await kalshiAuthPost('/portfolio/orders/batched', {
-        orders: orderIds.map(id => ({ action: 'cancel', order_id: id })),
-    });
-}
-async function amendOrder(orderId, params) {
-    // PATCH - need to implement kalshiAuthPatch or use POST
-    const privateKey = loadPrivateKey();
-    if (!privateKey)
-        throw new Error('Kalshi private key not loaded.');
-    const apiPath = `/portfolio/orders/${orderId}`;
-    const url = `${KALSHI_API_BASE}${apiPath}`;
-    const { headers } = signRequest('PATCH', `/trade-api/v2${apiPath}`, privateKey);
-    const res = await fetch(url, {
-        method: 'PATCH',
-        headers,
-        body: JSON.stringify(params),
-    });
-    if (!res.ok) {
-        const text = await res.text();
-        throw new Error(`Kalshi API ${res.status}: ${text}`);
-    }
-    return res.json();
-}
-// ============================================================================
-// CANDLESTICKS (Authenticated)
-// ============================================================================
-async function getBatchCandlesticks(params) {
-    if (!isKalshiConfigured())
-        return [];
-    try {
-        const searchParams = new URLSearchParams();
-        searchParams.set('market_tickers', params.tickers.join(','));
-        searchParams.set('start_ts', params.startTs.toString());
-        searchParams.set('end_ts', params.endTs.toString());
-        searchParams.set('period_interval', (params.periodInterval ?? 1440).toString());
-        const data = await kalshiAuthGet(`/markets/candlesticks?${searchParams.toString()}`);
-        return data.markets || [];
-    }
-    catch (err) {
-        console.warn('[Kalshi] Failed to fetch candlesticks:', err);
-        return [];
-    }
-}
-async function createRFQ(params) {
-    return kalshiAuthPost('/communications/rfqs', params);
-}