gloomberb 0.2.0 → 0.3.2

package/src/plugins/prediction-markets/services/kalshi-adapter.ts

@@ -0,0 +1,555 @@
+import {
+  buildPredictionCatalogResourceKey,
+  buildPredictionDetailResourceKey,
+} from "../cache";
+import { getKalshiCategoryNames, matchesPredictionCategory } from "../categories";
+import type {
+  PredictionBookLevel,
+  PredictionBookSnapshot,
+  PredictionCategoryId,
+  PredictionHistoryPoint,
+  PredictionMarketDetail,
+  PredictionMarketSummary,
+  PredictionSiblingMarket,
+  PredictionTrade,
+} from "../types";
+import {
+  fetchJson,
+  loadCachedPredictionResource,
+  parseFloatSafe,
+  PREDICTION_CACHE_POLICIES,
+} from "./fetch";
+
+interface KalshiMarketRecord {
+  ticker: string;
+  title: string;
+  yes_sub_title?: string;
+  no_sub_title?: string;
+  event_ticker?: string;
+  close_time?: string;
+  open_time?: string;
+  created_time?: string;
+  updated_time?: string;
+  status?: string;
+  market_type?: string;
+  yes_bid_dollars?: string;
+  yes_ask_dollars?: string;
+  no_bid_dollars?: string;
+  no_ask_dollars?: string;
+  last_price_dollars?: string;
+  volume_24h_fp?: string;
+  volume_fp?: string;
+  open_interest_fp?: string;
+  liquidity_dollars?: string;
+  rules_primary?: string;
+  rules_secondary?: string;
+  strike_type?: string;
+  floor_strike?: number | string;
+  cap_strike?: number | string;
+  custom_strike?: unknown;
+  is_provisional?: boolean;
+}
+
+interface KalshiEventRecord {
+  title: string;
+  category?: string;
+  event_ticker?: string;
+  series_ticker?: string;
+  sub_title?: string;
+  markets?: KalshiMarketRecord[];
+}
+
+interface KalshiEventsResponse {
+  events: KalshiEventRecord[];
+  cursor?: string;
+}
+
+interface KalshiEventResponse {
+  event: {
+    title: string;
+    sub_title?: string;
+    category?: string;
+    event_ticker?: string;
+    series_ticker?: string;
+  };
+  markets: KalshiMarketRecord[];
+}
+
+interface KalshiTradeRecord {
+  trade_id: string;
+  ticker: string;
+  taker_side: "yes" | "no";
+  yes_price_dollars: string;
+  no_price_dollars: string;
+  count_fp: string;
+  created_time: string;
+}
+
+interface KalshiTradesResponse {
+  trades: KalshiTradeRecord[];
+}
+
+interface KalshiOrderbookResponse {
+  orderbook_fp?: {
+    yes_dollars?: Array<[string, string]>;
+    no_dollars?: Array<[string, string]>;
+  };
+}
+
+interface KalshiCandlestickResponse {
+  candlesticks?: Array<{
+    end_period_ts: number;
+    volume_fp?: string;
+    price?: {
+      open_dollars?: string;
+      high_dollars?: string;
+      low_dollars?: string;
+      close_dollars?: string;
+      previous_dollars?: string;
+    };
+  }>;
+}
+
+const KALSHI_EVENT_PAGE_LIMIT = 200;
+const DEFAULT_KALSHI_EVENT_MAX_PAGES = 3;
+const SEARCH_KALSHI_EVENT_MAX_PAGES = 3;
+
+function normalizeKalshiBookLevel(
+  level: [string, string],
+): PredictionBookLevel | null {
+  const price = parseFloatSafe(level[0]);
+  const size = parseFloatSafe(level[1]);
+  if (price == null || size == null) return null;
+  return { price, size };
+}
+
+function buildKalshiCatalogUrl(cursor?: string, category?: string): string {
+  const url = new URL("https://api.elections.kalshi.com/trade-api/v2/events");
+  url.searchParams.set("limit", String(KALSHI_EVENT_PAGE_LIMIT));
+  url.searchParams.set("status", "open");
+  url.searchParams.set("with_nested_markets", "true");
+  if (category) url.searchParams.set("category", category);
+  if (cursor) url.searchParams.set("cursor", cursor);
+  return url.toString();
+}
+
+function getKalshiDisplayPrice(record: KalshiMarketRecord): {
+  yesPrice: number | null;
+  noPrice: number | null;
+  lastTradePrice: number | null;
+} {
+  const yesBid = parseFloatSafe(record.yes_bid_dollars);
+  const yesAsk = parseFloatSafe(record.yes_ask_dollars);
+  const lastPrice = parseFloatSafe(record.last_price_dollars);
+  const midpoint =
+    yesBid != null && yesAsk != null
+      ? (yesBid + yesAsk) / 2
+      : (yesAsk ?? yesBid ?? null);
+  const displayYesPrice =
+    lastPrice != null && lastPrice > 0 ? lastPrice : midpoint;
+  return {
+    yesPrice: displayYesPrice,
+    noPrice: displayYesPrice != null ? Math.max(0, 1 - displayYesPrice) : null,
+    lastTradePrice:
+      lastPrice != null && lastPrice > 0 ? lastPrice : displayYesPrice,
+  };
+}
+
+function isDormantKalshiMarket(record: KalshiMarketRecord): boolean {
+  const values = [
+    parseFloatSafe(record.last_price_dollars),
+    parseFloatSafe(record.yes_bid_dollars),
+    parseFloatSafe(record.yes_ask_dollars),
+    parseFloatSafe(record.no_bid_dollars),
+    parseFloatSafe(record.no_ask_dollars),
+    parseFloatSafe(record.volume_24h_fp),
+    parseFloatSafe(record.open_interest_fp),
+  ];
+  if (!values.every((value) => value == null || value === 0)) return false;
+  return (
+    record.is_provisional === true ||
+    record.status === "initialized" ||
+    record.status === "open"
+  );
+}
+
+export function normalizeKalshiMarket(
+  record: KalshiMarketRecord,
+  eventMeta?: {
+    title?: string;
+    category?: string;
+    series_ticker?: string;
+    sub_title?: string;
+  },
+): PredictionMarketSummary | null {
+  if (record.market_type && record.market_type !== "binary") return null;
+  if (isDormantKalshiMarket(record)) return null;
+
+  const yesBid = parseFloatSafe(record.yes_bid_dollars);
+  const yesAsk = parseFloatSafe(record.yes_ask_dollars);
+  const noBid = parseFloatSafe(record.no_bid_dollars);
+  const noAsk = parseFloatSafe(record.no_ask_dollars);
+  const prices = getKalshiDisplayPrice(record);
+  const category = eventMeta?.category?.trim();
+  const hasTargetMetadata =
+    record.strike_type != null ||
+    record.floor_strike != null ||
+    record.cap_strike != null ||
+    record.custom_strike != null;
+  const conciseTargetLabel = record.yes_sub_title?.trim();
+  const marketLabel =
+    hasTargetMetadata &&
+    conciseTargetLabel &&
+    conciseTargetLabel.length > 0 &&
+    conciseTargetLabel.toLowerCase() !== "yes" &&
+    conciseTargetLabel.toLowerCase() !== "no"
+      ? conciseTargetLabel
+      : record.title;
+  const eventLabel = [eventMeta?.title?.trim(), eventMeta?.sub_title?.trim()]
+    .filter((value): value is string => !!value && value.length > 0)
+    .join(" · ");
+
+  return {
+    key: `kalshi:${record.ticker}`,
+    venue: "kalshi",
+    marketId: record.ticker,
+    title: record.title,
+    marketLabel,
+    eventLabel: eventLabel || eventMeta?.title || record.title,
+    eventTicker: record.event_ticker,
+    seriesTicker: eventMeta?.series_ticker,
+    category,
+    tags: category ? [category] : [],
+    status: record.status === "active" ? "open" : (record.status ?? "unknown"),
+    url: `https://kalshi.com/markets/${record.ticker}`,
+    description: [record.rules_primary, record.rules_secondary]
+      .filter(Boolean)
+      .join("\n\n"),
+    endsAt: record.close_time ?? null,
+    updatedAt:
+      record.updated_time ?? record.open_time ?? record.created_time ?? null,
+    yesPrice: prices.yesPrice,
+    noPrice: prices.noPrice,
+    yesBid,
+    yesAsk,
+    noBid,
+    noAsk,
+    spread: yesBid != null && yesAsk != null ? yesAsk - yesBid : null,
+    lastTradePrice: prices.lastTradePrice,
+    volume24h: parseFloatSafe(record.volume_24h_fp),
+    volume24hUnit: "contracts",
+    totalVolume: parseFloatSafe(record.volume_fp),
+    totalVolumeUnit: "contracts",
+    openInterest: parseFloatSafe(record.open_interest_fp),
+    openInterestUnit: "contracts",
+    liquidity: parseFloatSafe(record.liquidity_dollars),
+    liquidityUnit: "usd",
+    rulesPrimary: record.rules_primary,
+    rulesSecondary: record.rules_secondary,
+  };
+}
+
+function sortKalshiMarkets(
+  markets: PredictionMarketSummary[],
+): PredictionMarketSummary[] {
+  return [...markets].sort(
+    (left, right) => (right.volume24h ?? 0) - (left.volume24h ?? 0),
+  );
+}
+
+async function fetchKalshiCatalogEvents(
+  maxPages = DEFAULT_KALSHI_EVENT_MAX_PAGES,
+): Promise<KalshiEventRecord[]> {
+  const events: KalshiEventRecord[] = [];
+  let cursor: string | undefined;
+
+  for (let page = 0; page < maxPages; page += 1) {
+    const response = await fetchJson<KalshiEventsResponse>(
+      buildKalshiCatalogUrl(cursor),
+    );
+    events.push(...(response.events ?? []));
+    cursor = response.cursor?.trim() || undefined;
+    if (!cursor) break;
+  }
+
+  return events;
+}
+
+async function fetchKalshiCatalogEventsForCategory(
+  categoryId: PredictionCategoryId,
+  maxPages = DEFAULT_KALSHI_EVENT_MAX_PAGES,
+): Promise<KalshiEventRecord[]> {
+  const categories = getKalshiCategoryNames(categoryId);
+  if (categories.length === 0) return await fetchKalshiCatalogEvents(maxPages);
+
+  const deduped = new Map<string, KalshiEventRecord>();
+  for (const category of categories) {
+    let cursor: string | undefined;
+    for (let page = 0; page < maxPages; page += 1) {
+      const response = await fetchJson<KalshiEventsResponse>(
+        buildKalshiCatalogUrl(cursor, category),
+      );
+      for (const event of response.events ?? []) {
+        const key = event.event_ticker ?? event.title;
+        deduped.set(key, event);
+      }
+      cursor = response.cursor?.trim() || undefined;
+      if (!cursor) break;
+    }
+  }
+
+  return [...deduped.values()];
+}
+
+function flattenKalshiEvents(
+  events: KalshiEventRecord[],
+  searchQuery = "",
+  categoryId: PredictionCategoryId = "all",
+): PredictionMarketSummary[] {
+  const normalizedQuery = searchQuery.trim().toLowerCase();
+  const deduped = new Map<string, PredictionMarketSummary>();
+
+  for (const event of events) {
+    const eventText = [event.title, event.category ?? "", event.sub_title ?? ""]
+      .join(" ")
+      .toLowerCase();
+    for (const market of event.markets ?? []) {
+      const normalized = normalizeKalshiMarket(market, {
+        title: event.title,
+        category: event.category,
+        series_ticker: event.series_ticker,
+        sub_title: event.sub_title,
+      });
+      if (!normalized) continue;
+      if (
+        categoryId !== "all" &&
+        !matchesPredictionCategory(normalized, categoryId)
+      ) {
+        continue;
+      }
+      if (normalizedQuery) {
+        const searchText = [
+          normalized.title,
+          normalized.marketLabel,
+          normalized.eventLabel,
+          normalized.category ?? "",
+          normalized.marketId,
+          eventText,
+        ]
+          .join(" ")
+          .toLowerCase();
+        if (!searchText.includes(normalizedQuery)) continue;
+      }
+      deduped.set(normalized.key, normalized);
+    }
+  }
+
+  return [...deduped.values()];
+}
+
+export async function loadKalshiCatalog(
+  searchQuery = "",
+  categoryId: PredictionCategoryId = "all",
+): Promise<PredictionMarketSummary[]> {
+  const normalizedQuery = searchQuery.trim().toLowerCase();
+  return await loadCachedPredictionResource(
+    "catalog",
+    buildPredictionCatalogResourceKey("kalshi", categoryId, normalizedQuery),
+    async () => {
+      const maxPages = normalizedQuery
+        ? SEARCH_KALSHI_EVENT_MAX_PAGES
+        : DEFAULT_KALSHI_EVENT_MAX_PAGES;
+      const events =
+        categoryId === "all"
+          ? await fetchKalshiCatalogEvents(maxPages)
+          : await fetchKalshiCatalogEventsForCategory(categoryId, maxPages);
+      return sortKalshiMarkets(
+        flattenKalshiEvents(events, normalizedQuery, categoryId),
+      );
+    },
+    PREDICTION_CACHE_POLICIES.catalog,
+  );
+}
+
+async function loadKalshiEvent(
+  eventTicker: string | undefined,
+): Promise<KalshiEventResponse | null> {
+  if (!eventTicker) return null;
+  try {
+    return await loadCachedPredictionResource(
+      "rules",
+      `kalshi:event:${eventTicker}`,
+      async () =>
+        await fetchJson<KalshiEventResponse>(
+          `https://api.elections.kalshi.com/trade-api/v2/events/${eventTicker}`,
+        ),
+      PREDICTION_CACHE_POLICIES.rules,
+    );
+  } catch {
+    return null;
+  }
+}
+
+export async function loadKalshiTrades(
+  summary: PredictionMarketSummary,
+): Promise<PredictionTrade[]> {
+  return await loadCachedPredictionResource(
+    "trades",
+    summary.key,
+    async () => {
+      const response = await fetchJson<KalshiTradesResponse>(
+        `https://api.elections.kalshi.com/trade-api/v2/markets/trades?ticker=${summary.marketId}&limit=30`,
+      );
+      return (response.trades ?? []).map((trade) => ({
+        id: trade.trade_id,
+        timestamp: new Date(trade.created_time).getTime(),
+        side: trade.taker_side === "no" ? "sell" : "buy",
+        outcome: trade.taker_side === "no" ? "no" : "yes",
+        price: parseFloatSafe(trade.yes_price_dollars) ?? 0,
+        size: parseFloatSafe(trade.count_fp) ?? 0,
+      }));
+    },
+    PREDICTION_CACHE_POLICIES.trades,
+  );
+}
+
+export async function loadKalshiBook(
+  summary: PredictionMarketSummary,
+): Promise<PredictionBookSnapshot> {
+  return await loadCachedPredictionResource(
+    "book",
+    summary.key,
+    async () => {
+      const response = await fetchJson<KalshiOrderbookResponse>(
+        `https://api.elections.kalshi.com/trade-api/v2/markets/${summary.marketId}/orderbook`,
+      );
+      const yesBids = (response.orderbook_fp?.yes_dollars ?? [])
+        .map(normalizeKalshiBookLevel)
+        .filter((level): level is PredictionBookLevel => level != null);
+      const noBids = (response.orderbook_fp?.no_dollars ?? [])
+        .map(normalizeKalshiBookLevel)
+        .filter((level): level is PredictionBookLevel => level != null);
+      return {
+        yesBids,
+        yesAsks: noBids.map((level) => ({
+          price: Math.max(0, 1 - level.price),
+          size: level.size,
+        })),
+        noBids,
+        noAsks: yesBids.map((level) => ({
+          price: Math.max(0, 1 - level.price),
+          size: level.size,
+        })),
+        lastTradePrice: summary.lastTradePrice,
+      };
+    },
+    PREDICTION_CACHE_POLICIES.book,
+  );
+}
+
+export async function loadKalshiHistory(
+  summary: PredictionMarketSummary,
+  range: "1D" | "1W" | "1M" | "ALL",
+): Promise<PredictionHistoryPoint[]> {
+  const event = await loadKalshiEvent(summary.eventTicker);
+  if (!event?.event?.series_ticker) return [];
+
+  const now = Math.floor(Date.now() / 1000);
+  const rangeSeconds =
+    range === "1D"
+      ? 24 * 60 * 60
+      : range === "1W"
+        ? 7 * 24 * 60 * 60
+        : range === "1M"
+          ? 30 * 24 * 60 * 60
+          : 365 * 24 * 60 * 60;
+  const periodInterval = range === "1D" ? 60 : range === "1W" ? 60 : 1440;
+  const start = now - rangeSeconds;
+
+  try {
+    return await loadCachedPredictionResource(
+      "history",
+      `${summary.key}:${range}`,
+      async () => {
+        const response = await fetchJson<KalshiCandlestickResponse>(
+          `https://api.elections.kalshi.com/trade-api/v2/series/${event.event.series_ticker}/markets/${summary.marketId}/candlesticks?start_ts=${start}&end_ts=${now}&period_interval=${periodInterval}`,
+        );
+        return (response.candlesticks ?? [])
+          .map((candle) => ({
+            date: new Date(candle.end_period_ts * 1000),
+            close:
+              parseFloatSafe(candle.price?.close_dollars) ??
+              parseFloatSafe(candle.price?.previous_dollars) ??
+              0,
+            open: parseFloatSafe(candle.price?.open_dollars) ?? undefined,
+            high: parseFloatSafe(candle.price?.high_dollars) ?? undefined,
+            low: parseFloatSafe(candle.price?.low_dollars) ?? undefined,
+            volume: parseFloatSafe(candle.volume_fp) ?? undefined,
+          }))
+          .filter((point) => Number.isFinite(point.date.getTime()));
+      },
+      PREDICTION_CACHE_POLICIES.history,
+    );
+  } catch {
+    return [];
+  }
+}
+
+export async function loadKalshiDetail(
+  summary: PredictionMarketSummary,
+  range: "1D" | "1W" | "1M" | "ALL",
+): Promise<PredictionMarketDetail> {
+  return await loadCachedPredictionResource(
+    "detail",
+    buildPredictionDetailResourceKey(summary.key, range),
+    async () => {
+      const [event, history, book, trades] = await Promise.all([
+        loadKalshiEvent(summary.eventTicker),
+        loadKalshiHistory(summary, range),
+        loadKalshiBook(summary),
+        loadKalshiTrades(summary),
+      ]);
+      const eventMeta = event?.event;
+      const siblings: PredictionSiblingMarket[] = (event?.markets ?? [])
+        .map((market) =>
+          normalizeKalshiMarket(market, {
+            title: eventMeta?.title,
+            category: eventMeta?.category,
+            series_ticker: eventMeta?.series_ticker,
+            sub_title: eventMeta?.sub_title,
+          }),
+        )
+        .filter((market): market is PredictionMarketSummary => market != null)
+        .map((market) => ({
+          key: market.key,
+          marketId: market.marketId,
+          label: market.marketLabel,
+          yesPrice: market.yesPrice,
+          volume24h: market.volume24h,
+        }));
+
+      return {
+        summary: {
+          ...summary,
+          eventLabel: event?.event?.title ?? summary.eventLabel,
+          category: event?.event?.category ?? summary.category,
+          seriesTicker: event?.event?.series_ticker ?? summary.seriesTicker,
+          tags: summary.tags?.length
+            ? summary.tags
+            : event?.event?.category
+              ? [event.event.category]
+              : [],
+        },
+        siblings,
+        rules: [
+          summary.rulesPrimary ?? "",
+          summary.rulesSecondary ?? "",
+        ].filter((value) => value.trim().length > 0),
+        history,
+        book,
+        trades,
+      };
+    },
+    PREDICTION_CACHE_POLICIES.detail,
+  );
+}