SDK candle screening loop

npm init -y
npm install @spfunctions/sdk@1.0.1
export SF_API_KEY="sf_..."

import { writeFile } from "node:fs/promises"
import { SimpleFunctions } from "@spfunctions/sdk"

const sf = new SimpleFunctions({
  baseUrl: "https://simplefunctions.dev",
  apiKey: process.env.SF_API_KEY,
})

const watchlist = [
  "KXBTCD-26MAY1917-T76499.99",
  "KXINXU-26MAY19H1600-T7374.9999",
  "KXWTI-26MAY1914-T104.99",
]

const screen = await sf.markets.screenCandles({
  venue: "kalshi",
  tickers: watchlist,
  timeframes: ["1m", "5m", "15m", "1h"],
  limit: 300,
  minBars: 20,
  minAbsReturnPct: 2,
  minRangePct: 3,
  sort: "score",
  concurrency: 4,
  continueOnError: true,
  maxResults: 10,
})

const enriched = []
for (const signal of screen.signals.slice(0, 5)) {
  const market = await sf.markets.get(signal.ticker, {
    venue: signal.venue,
    depth: true,
    nextActions: false,
  })

  enriched.push({
    ...signal,
    title: market.title,
    bestBid: market.bestBid,
    bestAsk: market.bestAsk,
    spread: market.spread,
    liquidityScore: market.liquidityScore,
    bidLevels: market.bidLevels?.slice(0, 3),
    askLevels: market.askLevels?.slice(0, 3),
  })
}

const packet = {
  generatedAt: new Date().toISOString(),
  routing: {
    sdkBaseUrl: "https://simplefunctions.dev",
    candles: "Vercel API -> terminal/Fly candle service",
    inspect: "Vercel API -> DB/cache/proxy/venue reads",
  },
  signals: enriched,
  warnings: screen.warnings,
}

await writeFile("candle-screen.json", JSON.stringify(packet, null, 2))
console.log(JSON.stringify(packet, null, 2))