fit/src/momentum-indicator.ts

import { Alpaca } from "./alpaca";
import { Indicator } from "./indicator";
import { logger } from "./logger";
import { wait } from "./trading";

export interface MomentumResult {
    direction: 'up' | 'down';
    priceBefore: number;
    priceAfter: number;
}

export interface MomentumIndicatorConfig {
    symbol: string;
    settleDelay: number;
    sampleDelay: number;
}

const defaultConfig: MomentumIndicatorConfig = {
    symbol: 'QQQ',
    settleDelay: 60_000,
    sampleDelay: 1_000,
};

export class MomentumIndicator implements Indicator<MomentumResult> {
    name = 'momentum-indicator';
    private config: MomentumIndicatorConfig;

    constructor(config: Partial<MomentumIndicatorConfig> = {}) {
        this.config = { ...defaultConfig, ...config };
    }

    async evaluate(alpaca: Alpaca): Promise<MomentumResult> {
        logger.debug(`waiting ${this.config.settleDelay}ms for market to settle`);
        await wait(this.config.settleDelay);

        const priceBefore = await alpaca.getLatestAsk(this.config.symbol);
        logger.debug(`${this.config.symbol} priceBefore: ${priceBefore}`);

        await wait(this.config.sampleDelay);

        const priceAfter = await alpaca.getLatestAsk(this.config.symbol);
        const direction = priceAfter >= priceBefore ? 'up' : 'down';
        logger.debug(`${this.config.symbol} priceAfter: ${priceAfter} → direction: ${direction}`);

        return { direction, priceBefore, priceAfter };
    }
}