/** * Features Skill - View real-time market features and signals * * Commands: * /features Get features for a market * /features all Get all tracked markets * /features stats Get feature engine stats * /features signals Get trading signals */ const GATEWAY_URL = process.env.CLODDS_GATEWAY_URL || 'http://localhost:3000'; interface TickFeatures { timestamp: number; platform: string; marketId: string; outcomeId: string; price: number; priceChange: number; priceChangePct: number; momentum: number; velocity: number; volatility: number; volatilityPct: number; tickCount: number; tickIntensity: number; vwap: number | null; } interface OrderbookFeatures { timestamp: number; platform: string; marketId: string; outcomeId: string; spread: number; spreadPct: number; midPrice: number; bidDepth: number; askDepth: number; totalDepth: number; imbalance: number; imbalanceRatio: number; bestBid: number; bestAsk: number; bestBidSize: number; bestAskSize: number; weightedBidPrice: number; weightedAskPrice: number; bidDepthAt1Pct: number; askDepthAt1Pct: number; bidDepthAt5Pct: number; askDepthAt5Pct: number; } interface CombinedFeatures { timestamp: number; platform: string; marketId: string; outcomeId: string; tick: TickFeatures | null; orderbook: OrderbookFeatures | null; signals: { buyPressure: number; sellPressure: number; trendStrength: number; liquidityScore: number; }; } interface FeaturesResponse { features: CombinedFeatures; } interface AllFeaturesResponse { features: Array<{ timestamp: number; platform: string; marketId: string; outcomeId: string; features: CombinedFeatures; }>; } interface StatsResponse { stats: { marketsTracked: number; ticksProcessed: number; orderbooksProcessed: number; }; } async function fetchApi(endpoint: string): Promise { const url = `${GATEWAY_URL}${endpoint}`; const response = await fetch(url); if (!response.ok) { const error = await response.json().catch(() => ({ error: response.statusText })); throw new Error(error.error || `API error: ${response.status}`); } return response.json() as Promise; } function formatPrice(price: number): string { return (price * 100).toFixed(2) + '%'; } function formatNumber(n: number, decimals = 2): string { return n.toFixed(decimals); } function formatSignal(value: number, name: string): string { const bar = getBar(value); const percent = (value * 100).toFixed(1); return `${name.padEnd(16)} ${bar} ${percent}%`; } function getBar(value: number, width = 10): string { const filled = Math.min(Math.round(Math.abs(value) * width), width); const empty = width - filled; if (value >= 0) { return '[' + '+'.repeat(filled) + '-'.repeat(empty) + ']'; } return '[' + '-'.repeat(empty) + '+'.repeat(filled) + ']'; } function getTrendEmoji(trend: number): string { if (trend >= 0.3) return '📈'; if (trend <= -0.3) return '📉'; return '➡️'; } function getLiquidityEmoji(score: number): string { if (score >= 0.7) return '🟢'; if (score >= 0.4) return '🟡'; return '🔴'; } async function handleGet(args: string[]): Promise { if (args.length < 2) { return `Usage: /features get [--outcome ] Example: /features get polymarket 0x1234abcd`; } const platform = args[0]; const marketId = args[1]; let outcomeId: string | undefined; for (let i = 2; i < args.length; i++) { if (args[i] === '--outcome' && args[i + 1]) { outcomeId = args[++i]; } } try { let endpoint = `/api/features/${platform}/${marketId}`; if (outcomeId) { endpoint += `?outcomeId=${encodeURIComponent(outcomeId)}`; } const data = await fetchApi(endpoint); const f = data.features; if (!f) { return `No features available for ${platform}/${marketId}. Make sure the market has recent tick/orderbook data.`; } let output = `**Market Features: ${platform}/${marketId.slice(0, 12)}...**\n\n`; // Signals section output += `**Signals:**\n`; output += '```\n'; output += formatSignal(f.signals.buyPressure, 'Buy Pressure') + '\n'; output += formatSignal(f.signals.sellPressure, 'Sell Pressure') + '\n'; output += formatSignal((f.signals.trendStrength + 1) / 2, 'Trend Strength') + ` ${getTrendEmoji(f.signals.trendStrength)}\n`; output += formatSignal(f.signals.liquidityScore, 'Liquidity') + ` ${getLiquidityEmoji(f.signals.liquidityScore)}\n`; output += '```\n\n'; // Tick features if (f.tick) { output += `**Tick Features:**\n`; output += '```\n'; output += `Price: ${formatPrice(f.tick.price)}\n`; output += `Change: ${f.tick.priceChangePct >= 0 ? '+' : ''}${formatNumber(f.tick.priceChangePct)}%\n`; output += `Momentum: ${formatNumber(f.tick.momentum, 4)}\n`; output += `Volatility: ${formatNumber(f.tick.volatilityPct)}%\n`; output += `Tick Count: ${f.tick.tickCount}\n`; output += `Tick Rate: ${formatNumber(f.tick.tickIntensity, 3)}/sec\n`; output += '```\n\n'; } // Orderbook features if (f.orderbook) { output += `**Orderbook Features:**\n`; output += '```\n'; output += `Spread: ${formatNumber(f.orderbook.spreadPct)}%\n`; output += `Mid Price: ${formatPrice(f.orderbook.midPrice)}\n`; output += `Best Bid: ${formatPrice(f.orderbook.bestBid)} (${formatNumber(f.orderbook.bestBidSize)})\n`; output += `Best Ask: ${formatPrice(f.orderbook.bestAsk)} (${formatNumber(f.orderbook.bestAskSize)})\n`; output += `Bid Depth: ${formatNumber(f.orderbook.bidDepth)}\n`; output += `Ask Depth: ${formatNumber(f.orderbook.askDepth)}\n`; output += `Imbalance: ${formatNumber(f.orderbook.imbalance, 3)} (${formatNumber(f.orderbook.imbalanceRatio, 2)}x)\n`; output += '```'; } return output; } catch (error) { return `Failed to fetch features: ${error instanceof Error ? error.message : String(error)}`; } } async function handleAll(): Promise { try { const data = await fetchApi('/api/features'); if (data.features.length === 0) { return `No markets are currently being tracked. Features are computed from live feed data.`; } let output = `**All Tracked Markets (${data.features.length})**\n\n`; output += '```\n'; output += 'Platform Market Liq Vol% Trend\n'; output += '─'.repeat(55) + '\n'; // Sort by liquidity score descending const sorted = [...data.features].sort((a, b) => b.features.signals.liquidityScore - a.features.signals.liquidityScore ); for (const item of sorted.slice(0, 25)) { const f = item.features; const platform = item.platform.slice(0, 12).padEnd(12); const market = item.marketId.slice(0, 16).padEnd(16); const liq = getLiquidityEmoji(f.signals.liquidityScore) + formatNumber(f.signals.liquidityScore * 100, 0).padStart(3) + '%'; const vol = f.tick?.volatilityPct ? formatNumber(f.tick.volatilityPct, 1).padStart(5) : ' -'; const trend = getTrendEmoji(f.signals.trendStrength); output += `${platform} ${market} ${liq} ${vol} ${trend}\n`; } output += '```'; if (data.features.length > 25) { output += `\n\n_Showing 25 of ${data.features.length} markets_`; } return output; } catch (error) { return `Failed to fetch features: ${error instanceof Error ? error.message : String(error)}`; } } async function handleStats(): Promise { try { const data = await fetchApi('/api/features/stats'); const stats = data.stats; let output = `**Feature Engineering Stats**\n\n`; output += `**Tracking:**\n`; output += ` Markets: ${stats.marketsTracked}\n\n`; output += `**Processed:**\n`; output += ` Ticks: ${stats.ticksProcessed.toLocaleString()}\n`; output += ` Orderbooks: ${stats.orderbooksProcessed.toLocaleString()}\n`; return output; } catch (error) { return `Failed to fetch stats: ${error instanceof Error ? error.message : String(error)}`; } } async function handleSignals(args: string[]): Promise { if (args.length < 2) { return `Usage: /features signals [--outcome ] Example: /features signals polymarket 0x1234abcd`; } const platform = args[0]; const marketId = args[1]; let outcomeId: string | undefined; for (let i = 2; i < args.length; i++) { if (args[i] === '--outcome' && args[i + 1]) { outcomeId = args[++i]; } } try { let endpoint = `/api/features/${platform}/${marketId}`; if (outcomeId) { endpoint += `?outcomeId=${encodeURIComponent(outcomeId)}`; } const data = await fetchApi(endpoint); const f = data.features; if (!f) { return `No features available for ${platform}/${marketId}.`; } const signals = f.signals; let output = `**Trading Signals: ${platform}/${marketId.slice(0, 12)}...**\n\n`; // Determine overall signal const buyScore = signals.buyPressure + (signals.trendStrength > 0 ? signals.trendStrength : 0); const sellScore = signals.sellPressure + (signals.trendStrength < 0 ? -signals.trendStrength : 0); let overall: string; if (signals.liquidityScore < 0.3) { overall = '**LOW LIQUIDITY** - Trade with caution'; } else if (buyScore > sellScore + 0.3) { overall = '**BULLISH** - Buy pressure dominant'; } else if (sellScore > buyScore + 0.3) { overall = '**BEARISH** - Sell pressure dominant'; } else { overall = '**NEUTRAL** - No clear direction'; } output += `${overall}\n\n`; output += '```\n'; output += `Buy Pressure: ${(signals.buyPressure * 100).toFixed(1).padStart(5)}%\n`; output += `Sell Pressure: ${(signals.sellPressure * 100).toFixed(1).padStart(5)}%\n`; output += `Trend Strength: ${(signals.trendStrength * 100).toFixed(1).padStart(5)}%\n`; output += `Liquidity Score: ${(signals.liquidityScore * 100).toFixed(1).padStart(5)}%\n`; output += '```\n\n'; // Recommendations output += `**Conditions:**\n`; const conditions: string[] = []; if (signals.liquidityScore >= 0.5) { conditions.push('Good liquidity for trading'); } else if (signals.liquidityScore >= 0.3) { conditions.push('Moderate liquidity - use limit orders'); } else { conditions.push('Low liquidity - avoid large orders'); } if (f.tick?.volatilityPct) { if (f.tick.volatilityPct > 5) { conditions.push('High volatility - use wider stops'); } else if (f.tick.volatilityPct < 0.5) { conditions.push('Low volatility - range-bound'); } } if (f.orderbook?.spreadPct) { if (f.orderbook.spreadPct > 2) { conditions.push('Wide spread - execution cost high'); } } for (const c of conditions) { output += `- ${c}\n`; } return output; } catch (error) { return `Failed to fetch signals: ${error instanceof Error ? error.message : String(error)}`; } } export async function handle(args: string): Promise { const parts = args.trim().split(/\s+/); const command = parts[0]?.toLowerCase() || 'help'; const rest = parts.slice(1); switch (command) { case 'get': return handleGet(rest); case 'all': case 'list': return handleAll(); case 'stats': case 'status': return handleStats(); case 'signals': case 'signal': return handleSignals(rest); case 'help': return `**Feature Engineering** View real-time market features and trading signals computed from tick and orderbook data. **Commands:** \`\`\` /features get Get features for a market /features all List all tracked markets /features signals Get trading signals /features stats Feature engine stats \`\`\` **Features Computed:** - Tick: price, momentum, volatility, tick intensity - Orderbook: spread, depth, imbalance - Signals: buy/sell pressure, trend strength, liquidity score **Examples:** \`\`\` /features get polymarket 0x1234abcd /features signals kalshi INX-24 /features all /features stats \`\`\``; default: // Default: treat as get query if it looks like platform/marketId if (rest.length > 0 || (command && !['help', 'get', 'all', 'stats', 'signals'].includes(command))) { return handleGet([command, ...rest]); } return handle('help'); } } export default { name: 'Features', description: 'View real-time market features and trading signals', commands: ['/features'], handle, };