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Produces POC, HVN (high volume nodes), LVN (low volume nodes), a\n// Core Zone (value area), and footprint delta / imbalance.\nimport * as cfg from \"./config.ts\";\n\nexport interface FlowTrade {\n price: number;\n amount: number;\n side: \"buy\" | \"sell\"; // aggressor side\n timestamp: number;\n}\n\nexport interface ProfileLevel {\n min: number;\n max: number;\n volume: number;\n buyVol: number;\n sellVol: number;\n}\n\nexport interface OrderFlow {\n poc: number; // Point of Control price\n pocVolume: number;\n highNodes: ProfileLevel[]; // HVN — strong value zones\n lowNodes: ProfileLevel[]; // LVN — weak, fast-through zones\n coreLow: number; // Core Zone bottom (value area)\n coreHigh: number; // Core Zone top\n delta: number; // buy−sell volume in the latest footprint candle\n imbalance: number; // (buy−sell)/(buy+sell) in the latest candle, −1..1\n cumDelta: number; // buy−sell over the whole window\n lastPrice: number;\n priceMin: number;\n priceMax: number;\n windowVolume: number;\n}\n\nfunction footprint(\n trades: FlowTrade[],\n tfMs: number,\n): { delta: number; imbalance: number; cumDelta: number } {\n if (trades.length === 0) return { delta: 0, imbalance: 0, cumDelta: 0 };\n const end = trades[trades.length - 1].timestamp;\n const latestStart = end - tfMs;\n let delta = 0, buy = 0, sell = 0, cum = 0;\n for (const t of trades) {\n if (t.side === \"buy\") {\n cum += t.amount;\n if (t.timestamp >= latestStart) {\n delta += t.amount;\n buy += t.amount;\n }\n } else {\n cum -= t.amount;\n if (t.timestamp >= latestStart) {\n delta -= t.amount;\n sell += t.amount;\n }\n }\n }\n const imbalance = buy + sell > 0 ? (buy - sell) / (buy + sell) : 0;\n return { delta, imbalance, cumDelta: cum };\n}\n\nfunction buildProfile(trades: FlowTrade[]): ProfileLevel[] {\n const prices = trades.map((t) => t.price);\n const lo = Math.min(...prices), hi = Math.max(...prices);\n const span = hi - lo;\n const levels: ProfileLevel[] = [];\n if (span <= 0) {\n const vol = trades.reduce((s, t) => s + t.amount, 0);\n levels.push({ min: lo, max: hi, volume: vol, buyVol: vol, sellVol: 0 });\n return levels;\n }\n const step = span / cfg.PROFILE_BINS;\n for (let i = 0; i < cfg.PROFILE_BINS; i++) {\n levels.push({ min: lo + i * step, max: lo + (i + 1) * step, volume: 0, buyVol: 0, sellVol: 0 });\n }\n for (const t of trades) {\n const idx = Math.min(cfg.PROFILE_BINS - 1, Math.floor((t.price - lo) / step));\n const l = levels[idx];\n l.volume += t.amount;\n if (t.side === \"buy\") l.buyVol += t.amount; else l.sellVol += t.amount;\n }\n return levels;\n}\n\n// Expand outward from the POC bin until Core_TARGET_PCT% of volume is inside.\nfunction coreZone(levels: ProfileLevel[], pocIdx: number, totalVol: number): { coreLow: number; coreHigh: number } {\n const target = totalVol * cfg.CORE_TARGET_PCT;\n let lo = pocIdx, hi = pocIdx, vol = levels[pocIdx].volume;\n while (vol < target) {\n const left = lo > 0 ? levels[lo - 1].volume : -1;\n const right = hi < levels.length - 1 ? levels[hi + 1].volume : -1;\n if (left < 0 && right < 0) break;\n if (left >= right || right < 0) {\n lo--;\n vol += left;\n } else {\n hi++;\n vol += right;\n }\n }\n return { coreLow: levels[lo].min, coreHigh: levels[hi].max };\n}\n\nexport function computeFlow(trades: FlowTrade[]): OrderFlow {\n const levels = buildProfile(trades);\n const totalVol = levels.reduce((s, l) => s + l.volume, 0);\n let pocIdx = 0;\n for (let i = 1; i < levels.length; i++) {\n if (levels[i].volume > levels[pocIdx].volume) pocIdx = i;\n }\n const poc = levels[pocIdx];\n const avg = levels.length > 0 ? totalVol / levels.length : 0;\n const highNodes = levels.filter((l) => l.volume >= avg * cfg.HIGH_NODE_PCT);\n const lowNodes = levels.filter((l) => l.volume <= avg * cfg.LOW_NODE_PCT);\n const { coreLow, coreHigh } = coreZone(levels, pocIdx, totalVol);\n const f = footprint(trades, cfg.VOLUME_PROFILE_TF_MS);\n const last = trades[trades.length - 1].price;\n return {\n poc: (poc.min + poc.max) / 2,\n pocVolume: poc.volume,\n highNodes,\n lowNodes,\n coreLow,\n coreHigh,\n delta: f.delta,\n imbalance: f.imbalance,\n cumDelta: f.cumDelta,\n lastPrice: last,\n priceMin: Math.min(...trades.map((t) => t.price)),\n priceMax: Math.max(...trades.map((t) => t.price)),\n windowVolume: totalVol,\n };\n}\n\n// Pull recent trades from the exchange (aggressor side matters for footprint).\nexport async function fetchFlow(exchange: any, symbol: string): Promise {\n const since = Date.now() - cfg.FLOW_LOOKBACK_MS;\n let trades: any[];\n try {\n trades = await exchange.fetchTrades(symbol, since, cfg.FLOW_LIMIT);\n } catch (err) {\n console.error(`[flow] ${symbol}:`, err?.message ?? 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