Find markets fitting a strategy

import os
import requests

API = "https://api.routeur.app"
session = requests.Session()
session.headers["X-API-Key"] = os.environ["ROUTEUR_API_KEY"]
floors = {"min_volume_usd": 1000, "max_spread_usd": 0.05}      # the defaults, written out

rules = session.get(f"{API}/v1/insights/strategies",
                    params={"venue": "kalshi", "limit": 20, **floors}, timeout=30).json()["data"]
rule = next((r for r in rules if r["open_matches"] > 0), None)
if rule is None:
    raise SystemExit("No rule has open markets right now.")

side = rule["side"].upper()
print(f"Buy {side} when Yes is {float(rule['from_usd']) * 100:.0f}–{float(rule['to_usd']) * 100:.0f}¢, "
      f"{rule['horizon_days']} day(s) before close, {rule['category']}")
print(f"  {rule['markets']:,} settled · won {float(rule['win_rate']):.0%} · "
      f"${float(rule['return_per_100_usd']):+.0f} per $100 "
      f"(95% range ${float(rule['return_low_usd']):+.0f} to ${float(rule['return_high_usd']):+.0f}) · "
      f"{rule['open_matches']} open now")

page = session.get(f"{API}/v1/insights/strategies/{rule['id']}",
                   params={"limit": 10, **floors}, timeout=30).json()["data"]
for match in page["matches"]:
    m = match["market"]
    print(f"  {side} at {float(match['price_usd']) * 100:3.0f}¢  {m['title']}")
    print(f"      closes {match.get('closes_at', '?')} · {m['liquidity']} · ${float(m['volume_24h_usd']):,.0f} in 24h · "
          f"round trip {float(m['spread_usd']) * 100:.0f}¢ · ${float(m.get('book_no_depth_5c_usd' if side == 'NO' else 'book_yes_depth_5c_usd', 0)):,.0f} resting within 5¢")

const API = 'https://api.routeur.app';
const headers = { 'X-API-Key': process.env.ROUTEUR_API_KEY! };
const floors = { min_volume_usd: '1000', max_spread_usd: '0.05' };

type Strategy = {
  id: string; side: 'yes' | 'no'; category: string; horizon_days: number; from_usd: string; to_usd: string;
  markets: number; win_rate: string; return_per_100_usd: string; return_low_usd: string; return_high_usd: string; open_matches: number;
};
type Match = {
  market: { venue: string; id: string; title: string; liquidity: string; volume_24h_usd: string; spread_usd: string;
            book_yes_depth_5c_usd?: string; book_no_depth_5c_usd?: string };
  price_usd: string; closes_at?: string;
};

const get = async <T,>(path: string, params: Record<string, string>): Promise<T> => {
  const res = await fetch(`${API}${path}?${new URLSearchParams(params)}`, { headers });
  if (!res.ok) throw new Error(`${path}: ${res.status}`);
  return (await res.json()).data as T;
};
const cents = (v: string) => `${Math.round(Number(v) * 100)}¢`;
const usd = (v?: string) => `$${Math.round(Number(v ?? 0)).toLocaleString()}`;

const rules = await get<Strategy[]>('/v1/insights/strategies', { venue: 'kalshi', limit: '20', ...floors });
const rule = rules.find(r => r.open_matches > 0);
if (!rule) throw new Error('No rule has open markets right now.');
const side = rule.side.toUpperCase();

console.log(`Buy ${side} when Yes is ${cents(rule.from_usd)}–${cents(rule.to_usd)}, ${rule.horizon_days} day(s) before close, ${rule.category}`);
console.log(`  ${rule.markets} settled · won ${Math.round(Number(rule.win_rate) * 100)}% · $${Math.round(Number(rule.return_per_100_usd))} per $100 · ${rule.open_matches} open now`);

const { matches } = await get<{ matches: Match[] }>(`/v1/insights/strategies/${encodeURIComponent(rule.id)}`, { limit: '10', ...floors });
for (const { market: m, price_usd, closes_at } of matches) {
  const depth = side === 'NO' ? m.book_no_depth_5c_usd : m.book_yes_depth_5c_usd;
  console.log(`  ${side} at ${cents(price_usd)}  ${m.title}`);
  console.log(`      closes ${closes_at ?? '?'} · ${m.liquidity} · ${usd(m.volume_24h_usd)} in 24h · round trip ${cents(m.spread_usd)} · ${usd(depth)} resting within 5¢`);
}