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simstudioai--sim/apps/sim/tools/kalshi/get_candlesticks.ts
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chore: import upstream snapshot with attribution
2026-07-13 13:20:55 +08:00

348 lines
12 KiB
TypeScript

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)' },
},
},
},
}