fix(kalshi): OHLCV normalizer + docs outcomeId param#1429
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The server (and docs/api-reference/openapi.json) require ?outcomeId=, not ?id=. Callers following the old curl example hit 'Invalid ID for OHLCV: ID cannot be empty'.
…alizer
Kalshi's candlestick API returns nested price data as
{ open_dollars, high_dollars, low_dollars, close_dollars, mean_dollars }
strings (e.g. close_dollars: "0.9700"), not the flat
{ open, high, low, close } cent integers the normalizer assumed. As a
result, every candle came out with open/high/low/close = 0.
The normalizer now prefers the *_dollars string fields (parsed via
Number), falls back to legacy cent integers via fromKalshiCents, and
reads volume from volume_fp when present. Adds regression tests
pinning close_dollars="0.9700" -> close===0.97.
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Two related fixes surfaced while building a Kalshi UI against
api.pmxt.dev.1. Docs: wrong query param name for
fetchOHLCVdocs/api-reference/fetch-ohlcv.mdxanddocs/llms-full.txttold callers to use?id=..., but the server (andopenapi.json) require?outcomeId=.... The server responded with"Invalid ID for OHLCV: ID cannot be empty".2. Kalshi OHLCV normalizer returned
close: 0Reproducer against live
api.pmxt.dev:price.close_dollars: "0.9700"etc.open:0, high:0, low:0, close:0.Cause: the Kalshi raw candle shape uses nested
price.{open,high,low,close}_dollarsstrings, but the normalizer was reading flatraw.open/raw.closefields that don't exist.What changed
core/src/exchanges/kalshi/fetcher.ts— widenedKalshiRawCandlestickto include*_dollarsstrings andvolume_fp.core/src/exchanges/kalshi/normalizer.ts— preferprice.*_dollarsas-is, fall back to legacy cents viafromKalshiCents, usevolume_fp.core/test/normalizers/kalshi-ohlcv-normalization.test.ts— 3 new tests: new API dollars, legacy cents fallback, yes_ask/yes_bid dollar averaging.Verification
npx tsc --project core/tsconfig.json --noEmit— cleannpm test --workspace=pmxt-core -- --runInBand— 45 suites / 798 tests passing