chore: import upstream snapshot with attribution

apps/sim/tools/kalshi/get_candlesticks.ts

@@ -0,0 +1,347 @@
+import type { KalshiCandlestick } from '@/tools/kalshi/types'
+import { buildKalshiUrl, handleKalshiError } from '@/tools/kalshi/types'
+import type { ToolConfig } from '@/tools/types'
+
+export interface KalshiGetCandlesticksParams {
+  seriesTicker: string
+  ticker: string
+  startTs: number
+  endTs: number
+  periodInterval: number // 1, 60, or 1440 (1min, 1hour, 1day)
+}
+
+export interface KalshiGetCandlesticksResponse {
+  success: boolean
+  output: {
+    candlesticks: KalshiCandlestick[]
+  }
+}
+
+export const kalshiGetCandlesticksTool: ToolConfig<
+  KalshiGetCandlesticksParams,
+  KalshiGetCandlesticksResponse
+> = {
+  id: 'kalshi_get_candlesticks',
+  name: 'Get Market Candlesticks from Kalshi',
+  description: 'Retrieve OHLC candlestick data for a specific market',
+  version: '1.0.0',
+
+  params: {
+    seriesTicker: {
+      type: 'string',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Series ticker identifier (e.g., "KXBTC", "INX", "FED-RATE")',
+    },
+    ticker: {
+      type: 'string',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Market ticker identifier (e.g., "KXBTC-24DEC31", "INX-25JAN03-T4485.99")',
+    },
+    startTs: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Start timestamp in Unix seconds (e.g., 1704067200)',
+    },
+    endTs: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'End timestamp in Unix seconds (e.g., 1704153600)',
+    },
+    periodInterval: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Period interval: 1 (1 minute), 60 (1 hour), or 1440 (1 day)',
+    },
+  },
+
+  request: {
+    url: (params) => {
+      const queryParams = new URLSearchParams()
+      queryParams.append('start_ts', params.startTs.toString())
+      queryParams.append('end_ts', params.endTs.toString())
+      queryParams.append('period_interval', params.periodInterval.toString())
+
+      const query = queryParams.toString()
+      const url = buildKalshiUrl(
+        `/series/${params.seriesTicker.trim()}/markets/${params.ticker.trim()}/candlesticks`
+      )
+      return `${url}?${query}`
+    },
+    method: 'GET',
+    headers: () => ({
+      'Content-Type': 'application/json',
+    }),
+  },
+
+  transformResponse: async (response: Response) => {
+    const data = await response.json()
+
+    if (!response.ok) {
+      handleKalshiError(data, response.status, 'get_candlesticks')
+    }
+
+    const candlesticks = data.candlesticks || []
+
+    return {
+      success: true,
+      output: {
+        candlesticks,
+      },
+    }
+  },
+
+  outputs: {
+    candlesticks: {
+      type: 'array',
+      description: 'Array of OHLC candlestick data',
+    },
+  },
+}
+
+/**
+ * BidAskDistribution - OHLC data for yes_bid and yes_ask
+ */
+interface BidAskDistribution {
+  open: number | null
+  open_dollars: string | null
+  low: number | null
+  low_dollars: string | null
+  high: number | null
+  high_dollars: string | null
+  close: number | null
+  close_dollars: string | null
+}
+
+/**
+ * PriceDistribution - Extended OHLC data for price field
+ */
+interface PriceDistribution {
+  open: number | null
+  open_dollars: string | null
+  low: number | null
+  low_dollars: string | null
+  high: number | null
+  high_dollars: string | null
+  close: number | null
+  close_dollars: string | null
+  mean: number | null
+  mean_dollars: string | null
+  previous: number | null
+  previous_dollars: string | null
+  min: number | null
+  min_dollars: string | null
+  max: number | null
+  max_dollars: string | null
+}
+
+/**
+ * V2 Get Candlesticks Tool - Returns exact Kalshi API response structure
+ */
+export interface KalshiGetCandlesticksV2Response {
+  success: boolean
+  output: {
+    ticker: string
+    candlesticks: Array<{
+      end_period_ts: number | null
+      yes_bid: BidAskDistribution
+      yes_ask: BidAskDistribution
+      price: PriceDistribution
+      volume: number | null
+      volume_fp: string | null
+      open_interest: number | null
+      open_interest_fp: string | null
+    }>
+  }
+}
+
+export const kalshiGetCandlesticksV2Tool: ToolConfig<
+  KalshiGetCandlesticksParams,
+  KalshiGetCandlesticksV2Response
+> = {
+  id: 'kalshi_get_candlesticks_v2',
+  name: 'Get Market Candlesticks from Kalshi V2',
+  description: 'Retrieve OHLC candlestick data for a specific market (V2 - full API response)',
+  version: '2.0.0',
+
+  params: {
+    seriesTicker: {
+      type: 'string',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Series ticker identifier (e.g., "KXBTC", "INX", "FED-RATE")',
+    },
+    ticker: {
+      type: 'string',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Market ticker identifier (e.g., "KXBTC-24DEC31", "INX-25JAN03-T4485.99")',
+    },
+    startTs: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Start timestamp in Unix seconds (e.g., 1704067200)',
+    },
+    endTs: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'End timestamp in Unix seconds (e.g., 1704153600)',
+    },
+    periodInterval: {
+      type: 'number',
+      required: true,
+      visibility: 'user-or-llm',
+      description: 'Period interval: 1 (1 minute), 60 (1 hour), or 1440 (1 day)',
+    },
+  },
+
+  request: {
+    url: (params) => {
+      const queryParams = new URLSearchParams()
+      queryParams.append('start_ts', params.startTs.toString())
+      queryParams.append('end_ts', params.endTs.toString())
+      queryParams.append('period_interval', params.periodInterval.toString())
+
+      const query = queryParams.toString()
+      const url = buildKalshiUrl(
+        `/series/${params.seriesTicker.trim()}/markets/${params.ticker.trim()}/candlesticks`
+      )
+      return `${url}?${query}`
+    },
+    method: 'GET',
+    headers: () => ({
+      'Content-Type': 'application/json',
+    }),
+  },
+
+  transformResponse: async (response: Response) => {
+    const data = await response.json()
+
+    if (!response.ok) {
+      handleKalshiError(data, response.status, 'get_candlesticks_v2')
+    }
+
+    const mapBidAsk = (obj: Record<string, unknown> | null): BidAskDistribution => ({
+      open: (obj?.open as number) ?? null,
+      open_dollars: (obj?.open_dollars as string) ?? null,
+      low: (obj?.low as number) ?? null,
+      low_dollars: (obj?.low_dollars as string) ?? null,
+      high: (obj?.high as number) ?? null,
+      high_dollars: (obj?.high_dollars as string) ?? null,
+      close: (obj?.close as number) ?? null,
+      close_dollars: (obj?.close_dollars as string) ?? null,
+    })
+
+    const mapPrice = (obj: Record<string, unknown> | null): PriceDistribution => ({
+      open: (obj?.open as number) ?? null,
+      open_dollars: (obj?.open_dollars as string) ?? null,
+      low: (obj?.low as number) ?? null,
+      low_dollars: (obj?.low_dollars as string) ?? null,
+      high: (obj?.high as number) ?? null,
+      high_dollars: (obj?.high_dollars as string) ?? null,
+      close: (obj?.close as number) ?? null,
+      close_dollars: (obj?.close_dollars as string) ?? null,
+      mean: (obj?.mean as number) ?? null,
+      mean_dollars: (obj?.mean_dollars as string) ?? null,
+      previous: (obj?.previous as number) ?? null,
+      previous_dollars: (obj?.previous_dollars as string) ?? null,
+      min: (obj?.min as number) ?? null,
+      min_dollars: (obj?.min_dollars as string) ?? null,
+      max: (obj?.max as number) ?? null,
+      max_dollars: (obj?.max_dollars as string) ?? null,
+    })
+
+    const candlesticks = (data.candlesticks || []).map((c: Record<string, unknown>) => ({
+      end_period_ts: (c.end_period_ts as number) ?? null,
+      yes_bid: mapBidAsk(c.yes_bid as Record<string, unknown> | null),
+      yes_ask: mapBidAsk(c.yes_ask as Record<string, unknown> | null),
+      price: mapPrice(c.price as Record<string, unknown> | null),
+      volume: (c.volume as number) ?? null,
+      volume_fp: (c.volume_fp as string) ?? null,
+      open_interest: (c.open_interest as number) ?? null,
+      open_interest_fp: (c.open_interest_fp as string) ?? null,
+    }))
+
+    return {
+      success: true,
+      output: {
+        ticker: data.ticker ?? null,
+        candlesticks,
+      },
+    }
+  },
+
+  outputs: {
+    ticker: {
+      type: 'string',
+      description: 'Market ticker',
+    },
+    candlesticks: {
+      type: 'array',
+      description: 'Array of OHLC candlestick data with nested bid/ask/price objects',
+      properties: {
+        end_period_ts: { type: 'number', description: 'End period timestamp (Unix)' },
+        yes_bid: {
+          type: 'object',
+          description: 'Yes bid OHLC data',
+          properties: {
+            open: { type: 'number', description: 'Open price (cents)' },
+            open_dollars: { type: 'string', description: 'Open price (dollars)' },
+            low: { type: 'number', description: 'Low price (cents)' },
+            low_dollars: { type: 'string', description: 'Low price (dollars)' },
+            high: { type: 'number', description: 'High price (cents)' },
+            high_dollars: { type: 'string', description: 'High price (dollars)' },
+            close: { type: 'number', description: 'Close price (cents)' },
+            close_dollars: { type: 'string', description: 'Close price (dollars)' },
+          },
+        },
+        yes_ask: {
+          type: 'object',
+          description: 'Yes ask OHLC data',
+          properties: {
+            open: { type: 'number', description: 'Open price (cents)' },
+            open_dollars: { type: 'string', description: 'Open price (dollars)' },
+            low: { type: 'number', description: 'Low price (cents)' },
+            low_dollars: { type: 'string', description: 'Low price (dollars)' },
+            high: { type: 'number', description: 'High price (cents)' },
+            high_dollars: { type: 'string', description: 'High price (dollars)' },
+            close: { type: 'number', description: 'Close price (cents)' },
+            close_dollars: { type: 'string', description: 'Close price (dollars)' },
+          },
+        },
+        price: {
+          type: 'object',
+          description: 'Trade price OHLC data with additional statistics',
+          properties: {
+            open: { type: 'number', description: 'Open price (cents)' },
+            open_dollars: { type: 'string', description: 'Open price (dollars)' },
+            low: { type: 'number', description: 'Low price (cents)' },
+            low_dollars: { type: 'string', description: 'Low price (dollars)' },
+            high: { type: 'number', description: 'High price (cents)' },
+            high_dollars: { type: 'string', description: 'High price (dollars)' },
+            close: { type: 'number', description: 'Close price (cents)' },
+            close_dollars: { type: 'string', description: 'Close price (dollars)' },
+            mean: { type: 'number', description: 'Mean price (cents)' },
+            mean_dollars: { type: 'string', description: 'Mean price (dollars)' },
+            previous: { type: 'number', description: 'Previous price (cents)' },
+            previous_dollars: { type: 'string', description: 'Previous price (dollars)' },
+            min: { type: 'number', description: 'Min price (cents)' },
+            min_dollars: { type: 'string', description: 'Min price (dollars)' },
+            max: { type: 'number', description: 'Max price (cents)' },
+            max_dollars: { type: 'string', description: 'Max price (dollars)' },
+          },
+        },
+        volume: { type: 'number', description: 'Volume (contracts)' },
+        volume_fp: { type: 'string', description: 'Volume (fixed-point string)' },
+        open_interest: { type: 'number', description: 'Open interest (contracts)' },
+        open_interest_fp: { type: 'string', description: 'Open interest (fixed-point string)' },
+      },
+    },
+  },
+}