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fix(kalshi): remove obsolete integer market fields #1799

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fix(kalshi): remove obsolete integer market fields #1799

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5 changes: 0 additions & 5 deletions core/src/exchanges/kalshi/fetcher.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -14,9 +14,6 @@ export interface KalshiRawMarket {
ticker: string;
title?: string;
status?: string;
last_price?: number;
yes_ask?: number;
yes_bid?: number;
subtitle?: string;
yes_sub_title?: string;
previous_price_dollars?: string;
Expand All @@ -39,10 +36,8 @@ export interface KalshiRawMarket {
rules_secondary?: string;
expiration_time: string;
volume_24h?: number;
volume?: number;
liquidity?: number;
liquidity_dollars?: string;
open_interest?: number;
volume_24h_fp?: string;
volume_fp?: string;
open_interest_fp?: string;
Expand Down
25 changes: 9 additions & 16 deletions core/src/exchanges/kalshi/normalizer.ts
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Expand Up @@ -18,11 +18,11 @@ const KALSHI_PROMOTED_SERIES_KEYS = [

const KALSHI_PROMOTED_MARKET_KEYS = [
'ticker', 'title', 'rules_primary', 'rules_secondary', 'expiration_time',
'volume_24h_fp', 'volume_24h', 'volume', 'volume_fp',
'liquidity_dollars', 'liquidity', 'open_interest_fp', 'open_interest',
'volume_24h_fp', 'volume_24h', 'volume_fp',
'liquidity_dollars', 'liquidity', 'open_interest_fp',
'status', 'last_price_dollars', 'previous_price_dollars',
'yes_ask_dollars', 'yes_bid_dollars', 'no_ask_dollars', 'no_bid_dollars',
'response_price_units', 'last_price', 'yes_ask', 'yes_bid',
'response_price_units',
] as const;

function parseKalshiPrice(value: string | number | undefined, responseUnits?: string): number | undefined {
Expand Down Expand Up @@ -54,8 +54,7 @@ export class KalshiNormalizer implements IExchangeNormalizer<KalshiRawEvent, Kal
normalizeRawMarket(event: KalshiRawEvent, market: KalshiRawMarket): UnifiedMarket | null {
if (!market) return null;

// Kalshi API v2 migrated from cent integers to FixedPointDollars strings.
// Prefer the _dollars fields; fall back to deprecated cent fields.
// Kalshi API v2 returns prices as FixedPointDollars strings.
const yesBid = parseKalshiPrice(market.yes_bid_dollars, market.response_price_units);
const yesAsk = parseKalshiPrice(market.yes_ask_dollars, market.response_price_units);
const noBid = parseKalshiPrice(market.no_bid_dollars, market.response_price_units);
Expand All @@ -67,12 +66,6 @@ export class KalshiNormalizer implements IExchangeNormalizer<KalshiRawEvent, Kal
price = (yesAsk + yesBid) / 2;
} else if (yesAsk != null) {
price = yesAsk;
} else if (market.last_price) {
price = fromKalshiCents(market.last_price);
} else if (market.yes_ask && market.yes_bid) {
price = (fromKalshiCents(market.yes_ask) + fromKalshiCents(market.yes_bid)) / 2;
} else if (market.yes_ask) {
price = fromKalshiCents(market.yes_ask);
}

const candidateName = this.deriveOutcomeLabel(market);
Expand Down Expand Up @@ -122,10 +115,10 @@ export class KalshiNormalizer implements IExchangeNormalizer<KalshiRawEvent, Kal
slug: market.ticker,
outcomes,
resolutionDate: new Date(market.expiration_time),
volume24h: parseFloat(market.volume_24h_fp ?? '') || Number(market.volume_24h || market.volume || 0),
volume: parseFloat(market.volume_fp ?? '') || Number(market.volume || 0),
volume24h: parseFloat(market.volume_24h_fp ?? '') || Number(market.volume_24h || 0),
volume: parseFloat(market.volume_fp ?? '') || 0,
liquidity: parseFloat(String(market.liquidity_dollars || market.liquidity || '0')) || 0,
openInterest: parseFloat(market.open_interest_fp ?? '') || Number(market.open_interest || 0),
openInterest: parseFloat(market.open_interest_fp ?? '') || 0,
url: `https://kalshi.com/events/${event.event_ticker}`,
category: event.category,
tags: unifiedTags,
Expand Down Expand Up @@ -632,11 +625,11 @@ export class KalshiNormalizer implements IExchangeNormalizer<KalshiRawEvent, Kal
// -- Event sorting utility (exported for fetchEvents) -------------------------

function eventVolume(event: KalshiRawEvent): number {
return (event.markets || []).reduce((sum: number, m: KalshiRawMarket) => sum + (parseFloat(m.volume_fp ?? '') || Number(m.volume || 0)), 0);
return (event.markets || []).reduce((sum: number, m: KalshiRawMarket) => sum + (parseFloat(m.volume_fp ?? '') || 0), 0);
}

function eventLiquidity(event: KalshiRawEvent): number {
return (event.markets || []).reduce((sum: number, m: KalshiRawMarket) => sum + (parseFloat(m.open_interest_fp ?? '') || parseFloat(String(m.liquidity_dollars || m.open_interest || m.liquidity || '0')) || 0), 0);
return (event.markets || []).reduce((sum: number, m: KalshiRawMarket) => sum + (parseFloat(m.open_interest_fp ?? '') || parseFloat(String(m.liquidity_dollars || m.liquidity || '0')) || 0), 0);
}

function eventNewest(event: KalshiRawEvent): number {
Expand Down
18 changes: 0 additions & 18 deletions core/test/normalizers/exchange-normalizers.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -388,11 +388,9 @@ describe('KalshiNormalizer', () => {
rules_secondary: 'Data source: Federal Reserve',
expiration_time: '2025-01-29T18:00:00Z',
volume_24h: 12000,
volume: 350000,
volume_24h_fp: '12000.00',
volume_fp: '350000.00',
open_interest_fp: '8500.00',
open_interest: 8500,
liquidity: 5000,
close_time: '2025-01-29T18:00:00Z',
});
Expand Down Expand Up @@ -702,22 +700,6 @@ describe('KalshiNormalizer', () => {
expect(result!.outcomes[0].price).toBeCloseTo(0.55);
});

it('falls back to legacy cent fields when dollar fields are absent', () => {
const marketCents: KalshiRawMarket = {
ticker: 'TEST-CENTS',
expiration_time: '2025-06-01T00:00:00Z',
last_price: 65,
};
const eventCents: KalshiRawEvent = {
event_ticker: 'TEST-CENTS-EVT',
title: 'Cent Market',
markets: [marketCents],
};
const result = normalizer.normalizeRawMarket(eventCents, marketCents);
expect(result).not.toBeNull();
expect(result!.outcomes[0].price).toBeCloseTo(0.65);
});

it('maps zero price when no price fields are present', () => {
const marketNoPrice: KalshiRawMarket = {
ticker: 'TEST-NOPRICE',
Expand Down