Apart from the COD that MK mentioned,
catseye is also in the Oxford Dictionary of English as an alternate form to
cat's eye, with the definition:
Brit. trademark a reflective stud set into a road as one of a series to mark traffic lanes or the edge of the carriageway by reflecting light from headlights.
The version with the apostrophe can also refer to a semi-precious stone. The marble usage is given in Dictionary.com with a hyphen:
cat's-eye, "a playing marble marked with eyelike concentric circles". This definition is derived from the US-published Random House dictionary, so the usage evidently extends beyond Australia.
Anyhow, the single-word version that we can accept applies only to the reflective device. One example from August this year was in the
New Zealand Herald:
Emergency services are attending ice-related crashes in Dunedin, Southland and Clutha, and sections of road in those areas have blue catseye devices which indicate dangerous conditions.
I'll add it as a rare word.
Another use of the word, which I didn't see in any dictionary, was in the
Huffington Post UK in 2011:
Drenched in black with her ever-present lace mantilla and catseye sunglasses, Diane Pernet is one of the most recognisable figures on the fashion landscape.