feat: scalp mode — 15s watch loop, hedge every tick (5¢ lock), micro-swing entries (0.03%/60s), skip-if-positioned. Always watching, catching swings both ways.

bot.py

@@ -535,7 +535,7 @@ def hedge_positions(conn, kx, ticker, cfg, book):
         (ticker,)).fetchall()
     if not open_orders:
         return None
-    min_profit = cfg.get("min_profit_cents", 8)
+    min_profit = cfg.get("min_profit_cents", 5)  # scalp: lock smaller profits more often
     for oid, side, entry_px in open_orders:
         opp_side = "yes" if side == "no" else "no"
         opp_ask_list = book.get("yes" if opp_side == "yes" else "no")
@@ -726,16 +726,27 @@ def run():
                     close_ts = datetime.fromisoformat(m["close_time"].replace("Z","+00:00")).timestamp()
                     mins_left = (close_ts - time.time())/60
                     if mins_left > 0.5:
-                        # 5-min re-evaluation window
-                        cycle_sec = cfg.get("decision_interval_sec", 300)
                         now_ts = time.time()
-                        if last_decision_ts and (now_ts - last_decision_ts) < cycle_sec:
-                            continue  # wait for next decision window
-                        last_decision_ts = now_ts
+                        # ── ALWAYS watching: hedge check EVERY tick (every 15s) ──
                         book = kx.orderbook(ticker)
-                        # hedge check: close profitable positions
                         if hedge_positions(conn, kx, ticker, cfg, book) == "hedged":
                             continue
+                        # ── micro-swing detector: price moved 0.03%+ in last 60s ──
+                        swing_60s = False
+                        recent = conn.execute(
+                            "SELECT price FROM ticks WHERE ts > ? ORDER BY ts DESC LIMIT 5",
+                            (now_ts - 60,)).fetchall()
+                        if len(recent) >= 4:
+                            hi = max(t[0] for t in recent); lo = min(t[0] for t in recent)
+                            if lo > 0 and (hi - lo) / lo * 100 >= 0.03:
+                                swing_60s = True
+                        # ── 5-min re-evaluation window (skip unless micro-swing) ──
+                        cycle_sec = cfg.get("decision_interval_sec", 300)
+                        if last_decision_ts and (now_ts - last_decision_ts) < cycle_sec and not swing_60s:
+                            continue
+                        last_decision_ts = now_ts
+                        if swing_60s and last_decision_ts:
+                            LOG.info(f"⚡ micro-swing 0.03%+ in 60s on {ticker} — evaluating entry")
                         mom, lv, lc, lw, final, why = decide(cfg, conn, p)
                         yes_ask = (book.get("yes") or [[None]])[0][0]
                         no_ask = (book.get("no") or [[None]])[0][0]
@@ -748,6 +759,12 @@ def run():
                             if daily_pnl(conn) <= -cfg["daily_loss_cap_cents"]:
                                 log_event(conn, "warning", "daily loss cap hit — sitting out")
                                 continue
+                            # skip-if-positioned: one open position per ticker max
+                            existing = conn.execute(
+                                "SELECT COUNT(*) FROM orders WHERE ticker=? AND status IN ('placed','posted') AND dry=0",
+                                (ticker,)).fetchone()[0]
+                            if existing > 0:
+                                continue  # already positioned on this market
                             try:
                                 verify = kx.req("GET", f"/markets/{ticker}")
                                 vm = verify.get("market", verify)  # Kalshi nests under "market"
@@ -789,7 +806,7 @@ def run():
                             LOG.info(f"skip {ticker}: {why}")
         except Exception as e:
             log_event(conn, "error", f"loop error: {e}")
-        time.sleep(20)
+        time.sleep(15)  # scalp loop: watch constantly
 
 if __name__ == "__main__":
     run()