v2.1.0 #27
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| Original file line number | Diff line number | Diff line change |
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@@ -54,6 +54,10 @@ function makeParsedArgs(overrides: Partial<ParsedArgs>): ParsedArgs { | |
| dryRun: false, | ||
| verbose: false, | ||
| performance: false, | ||
| resolved: false, | ||
| unresolved: false, | ||
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| parseErrors: [], | ||
| ...overrides, | ||
| }; | ||
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@@ -38,7 +38,7 @@ export interface GroupContext { | |
| // Default System Prompt (for backward compatibility) | ||
| // ============================================================================ | ||
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| export const DEFAULT_SYSTEM_PROMPT = `You are Kalshi Trading Bot CLI, a prediction market research and trading assistant. | ||
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| Current date: ${getCurrentDate()} | ||
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@@ -95,7 +95,7 @@ export function buildSystemPrompt(model: string, channel?: string): string { | |
| ? `\n## Tables (for comparative/tabular data)\n\n${profile.tables}` | ||
| : ''; | ||
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| return `You are Kalshi Trading Bot CLI, an AI-powered prediction market research and trading assistant. | ||
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| Current date: ${getCurrentDate()} | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,172 @@ | ||
| import type { Database } from 'bun:sqlite'; | ||
| import { callKalshiApi } from '../tools/kalshi/api.js'; | ||
| import type { KalshiMarket } from '../tools/kalshi/types.js'; | ||
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| const CONCURRENCY = 10; | ||
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| export interface SettledMarket { | ||
| ticker: string; | ||
| event_ticker: string; | ||
| result: 'yes' | 'no'; | ||
| close_time: string; | ||
| series_category: string; | ||
| last_price: number; // last traded price (0-1) | ||
| volume: number; // lifetime trading volume (used for tradeability gate) | ||
| } | ||
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| export interface OpenMarket { | ||
| ticker: string; | ||
| event_ticker: string; | ||
| market_prob: number; // current trading price (0-1) | ||
| close_time: string; | ||
| series_category: string; | ||
| volume: number; // lifetime trading volume (tradeability gate) | ||
| volume_24h: number; // 24-hour volume (liquidity-now gate) | ||
| } | ||
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| /** Parse market price from Kalshi response (handles both cents and dollars formats). */ | ||
| function parsePrice(m: KalshiMarket): number { | ||
| const dollars = parseFloat(m.last_price_dollars ?? ''); | ||
| if (Number.isFinite(dollars)) return dollars; | ||
| return typeof m.last_price === 'number' ? m.last_price / 100 : 0; | ||
| } | ||
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| /** Parse lifetime volume (prefers volume_fp string from new API). */ | ||
| function parseVolume(m: KalshiMarket): number { | ||
| const fp = parseFloat(m.volume_fp ?? ''); | ||
| if (Number.isFinite(fp)) return fp; | ||
| return typeof m.volume === 'number' ? m.volume : 0; | ||
| } | ||
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| /** Parse 24h volume (prefers volume_24h_fp string from new API). */ | ||
| function parseVolume24h(m: KalshiMarket): number { | ||
| const fp = parseFloat(m.volume_24h_fp ?? ''); | ||
| if (Number.isFinite(fp)) return fp; | ||
| return typeof m.volume_24h === 'number' ? m.volume_24h : 0; | ||
| } | ||
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| /** Fetch event markets from Kalshi, returning empty array on error. */ | ||
| async function fetchEventMarkets(eventTicker: string): Promise<KalshiMarket[]> { | ||
| try { | ||
| const response = await callKalshiApi('GET', `/events/${eventTicker}`, { | ||
| params: { with_nested_markets: true }, | ||
| }); | ||
| if (!response || typeof response !== 'object') return []; | ||
| const obj = response as Record<string, unknown>; | ||
| const event = (obj.event ?? obj) as Record<string, unknown>; | ||
| const markets = event.markets; | ||
| return Array.isArray(markets) ? markets as KalshiMarket[] : []; | ||
| } catch { | ||
| return []; | ||
| } | ||
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Comment on lines
+48
to
+61
Contributor
There was a problem hiding this comment. Don’t hide Kalshi fetch failures as empty events. Lines 42-43 make an outage or rate-limit indistinguishable from “this event has no nested markets”. That silently drops data from both discovery paths, so downstream callers can return a successful but incomplete backtest instead of surfacing that discovery was partial. 🤖 Prompt for AI Agents |
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| } | ||
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| /** Build the event discovery query with optional category filter and extra WHERE clauses. */ | ||
| function buildEventQuery( | ||
| extraWhere: string, | ||
| category?: string, | ||
| ): { query: string; params: Record<string, string> } { | ||
| let query = `SELECT event_ticker, MAX(series_category) as category | ||
| FROM octagon_reports r WHERE variant_used = 'events-api'${extraWhere}`; | ||
| const params: Record<string, string> = {}; | ||
| if (category) { | ||
| query += ' AND LOWER(series_category) LIKE $cat'; | ||
| params.$cat = `%${category.toLowerCase()}%`; | ||
| } | ||
| query += ' GROUP BY event_ticker'; | ||
| return { query, params }; | ||
| } | ||
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| /** Process items in parallel batches of `concurrency`. */ | ||
| async function parallelMap<T, R>( | ||
| items: T[], | ||
| fn: (item: T) => Promise<R>, | ||
| concurrency: number, | ||
| ): Promise<R[]> { | ||
| const results: R[] = []; | ||
| for (let i = 0; i < items.length; i += concurrency) { | ||
| const batch = items.slice(i, i + concurrency); | ||
| const batchResults = await Promise.all(batch.map(fn)); | ||
| results.push(...batchResults); | ||
| } | ||
| return results; | ||
| } | ||
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| /** | ||
| * Discover settled Kalshi markets that have Octagon coverage with history. | ||
| */ | ||
| export async function discoverSettledMarkets( | ||
| db: Database, | ||
| opts?: { category?: string; days?: number }, | ||
| ): Promise<SettledMarket[]> { | ||
| // Filter to events whose close_time falls within the lookback window. | ||
| // We deliberately do NOT gate on has_history: the flag is set at prefetch | ||
| // time and lags reality, so we rely on empty-data fallthrough later. | ||
| let extraWhere = ''; | ||
| if (opts?.days) { | ||
| const cutoff = new Date(Date.now() - opts.days * 24 * 60 * 60 * 1000).toISOString(); | ||
| extraWhere += ` AND (close_time IS NULL OR close_time >= '${cutoff}')`; | ||
| } | ||
| const { query, params } = buildEventQuery(extraWhere, opts?.category); | ||
| const events = db.query(query).all(params) as Array<{ event_ticker: string; category: string | null }>; | ||
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| const batchResults = await parallelMap(events, async ({ event_ticker, category: cat }) => { | ||
| const markets = await fetchEventMarkets(event_ticker); | ||
| const settled: SettledMarket[] = []; | ||
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| for (const m of markets) { | ||
| const result = (m.result ?? '').toLowerCase(); | ||
| if (result !== 'yes' && result !== 'no') continue; | ||
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| settled.push({ | ||
| ticker: m.ticker, | ||
| event_ticker, | ||
| result: result as 'yes' | 'no', | ||
| close_time: m.close_time ?? '', | ||
| series_category: cat ?? '', | ||
| last_price: parsePrice(m), | ||
| volume: parseVolume(m), | ||
| }); | ||
| } | ||
| return settled; | ||
| }, CONCURRENCY); | ||
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| return batchResults.flat(); | ||
| } | ||
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| /** | ||
| * Discover open Kalshi markets that have Octagon coverage. | ||
| */ | ||
| export async function discoverOpenMarkets( | ||
| db: Database, | ||
| opts?: { category?: string }, | ||
| ): Promise<OpenMarket[]> { | ||
| const { query: q2, params: p2 } = buildEventQuery('', opts?.category); | ||
| const events2 = db.query(q2).all(p2) as Array<{ event_ticker: string; category: string | null }>; | ||
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| const batchResults = await parallelMap(events2, async ({ event_ticker, category: cat }) => { | ||
| const markets = await fetchEventMarkets(event_ticker); | ||
| const open: OpenMarket[] = []; | ||
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| for (const m of markets) { | ||
| const status = (m.status ?? '').toLowerCase(); | ||
| if (status !== 'open' && status !== 'active') continue; | ||
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| const marketProb = parsePrice(m); | ||
| if (marketProb <= 0) continue; | ||
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| open.push({ | ||
| ticker: m.ticker, | ||
| event_ticker, | ||
| market_prob: marketProb, | ||
| close_time: m.close_time ?? '', | ||
| series_category: cat ?? '', | ||
| volume: parseVolume(m), | ||
| volume_24h: parseVolume24h(m), | ||
| }); | ||
| } | ||
| return open; | ||
| }, CONCURRENCY); | ||
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| return batchResults.flat(); | ||
| } | ||
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Clarify workflow precedence for README changes.
Line 13 mandates README updates, but repo guidance says docs should not be created/updated unless explicitly requested. Please resolve this conflict to avoid inconsistent contributor behavior.
Based on learnings "Do not create README or documentation files unless explicitly asked".
🤖 Prompt for AI Agents