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Each run:\n// 1. Discover medium & high liquidity coins\n// 2. Manage any open paper positions (close at SL/TP1/TP2)\n// 3. Generate signals using the strategy engine\n// 4. Open new paper trades + send Telegram alerts\n// ============================================================\n\nimport {\n buildLearningReport,\n generateSignal,\n getFloatingPnL,\n getLiquidCoins,\n getStrategyWallet,\n initStrategyDb,\n manageOpenPositions,\n openTrade,\n POSITION_SIZE_USDT,\n shouldAccept,\n type Signal,\n} from \"./strategy.ts\";\n\n// Risk per trade as % of wallet balance (exposed for Telegram display).\nconst RISK_PCT = 0.01; // 1% risk standard\n// How often to send the learning report over Telegram (every 15 min).\nconst LEARNING_REPORT_MS = 15 * 60 * 1000;\n\nasync function sendTelegram(text: string) {\n const token = Deno.env.get(\"TELEGRAM_BOT_TOKEN\");\n const chatId = Deno.env.get(\"TELEGRAM_CHAT_ID\");\n if (!token || !chatId) return false;\n await fetch(`https://api.telegram.org/bot${token}/sendMessage`, {\n method: \"POST\",\n headers: { \"content-type\": \"application/json\" },\n body: JSON.stringify({ chat_id: chatId, text, parse_mode: \"HTML\" }),\n });\n return true;\n}\n\nconst sideEmoji = (s: string) => (s === \"LONG\" ? \"🟢\" : \"🔴\");\n\nfunction formatSignalAlert(\n sig: Signal,\n walletBalance: number,\n floating: { usd: number; pct: number; positions: number },\n) {\n const riskAmt = walletBalance * RISK_PCT;\n const lines = [\n `${sideEmoji(sig.side)} STRATEGY ${sig.side} — ${sig.symbol} ${sideEmoji(sig.side)}`,\n \"\",\n `🎯 Entry: ${sig.entry.toFixed(6)}`,\n `⛔ Stop Loss: ${sig.stopLoss.toFixed(6)}`,\n `✅ TP1 (1:1): ${sig.takeProfit1.toFixed(6)}`,\n `✅ TP2 (1:2): ${sig.takeProfit2.toFixed(6)}`,\n `📐 R:R → TP2: 1:${sig.rr.toFixed(2)}`,\n `🧠 Conf: ${sig.confidence}%`,\n \"💵 Risk: ~$\" + riskAmt.toFixed(2),\n `🔄 Floating P&L: ${floating.usd >= 0 ? \"+\" : \"\"}${floating.usd.toFixed(2)} (${floating.pct.toFixed(2)}%) — ${floating.positions} open`,\n \"\",\n `📌 ${sig.reason}`,\n ];\n return lines.join(\"\\n\");\n}\n\nexport default async function strategyBot() {\n await initStrategyDb();\n\n const wallet = await getStrategyWallet();\n\n // 1. Close any positions that hit their targets / stop.\n let closed = 0;\n try {\n closed = await manageOpenPositions();\n } catch (e) {\n console.log(\"[strategy] position management failed:\", e instanceof Error ? e.message : e);\n }\n\n // 2. Discover the medium & high liquidity universe.\n let coins = [];\n try {\n coins = await getLiquidCoins();\n } catch (e) {\n console.log(\"[strategy] liquidity discovery failed:\", e instanceof Error ? e.message : e);\n }\n if (coins.length === 0) {\n console.log(\"[strategy] no liquid coins found; skipping scan\");\n return;\n }\n\n const highCount = coins.filter((c) => c.liquidity === \"HIGH\").length;\n const medCount = coins.length - highCount;\n\n // 3. Generate signals across the universe, with a concurrency limit to\n // avoid hammering Binance rate limits when scanning many coins.\n const CONCURRENCY = 10;\n const results = await mapLimit(coins, CONCURRENCY, (c) => generateSignal(c.symbol, c.liquidity));\n\n let opened = 0;\n let learnedRejected = 0;\n const freshWallet = await getStrategyWallet();\n // Overall floating (unrealized) P&L across open positions, shown on every\n // new-trade alert.\n const floating = await getFloatingPnL();\n for (const sig of results) {\n if (!sig) continue;\n\n // 4. Adaptive learning gate: after enough closed trades, only accept\n // signals whose learned win probability clears the dynamic threshold.\n const verdict = await shouldAccept({\n confidence: sig.confidence,\n poiType: sig.poiType,\n trendType: sig.trendType,\n liquidity: sig.liquidity,\n side: sig.side,\n });\n if (!verdict.accept) {\n learnedRejected++;\n console.log(`[strategy] rejected by learning: ${sig.symbol} ${sig.side} (${verdict.reason})`);\n continue;\n }\n\n await openTrade(sig);\n opened++;\n await sendTelegram(formatSignalAlert(sig, freshWallet.balance, floating));\n }\n\n console.log(\n `[strategy] coins: HIGH=${highCount} MED=${medCount} | closed=${closed} opened=${opened} learnedRejected=${learnedRejected}`,\n );\n\n // 5. Send the learning report on a throttled schedule (every 6h).\n await maybeSendLearningReport();\n}\n\n// Reads the last-report timestamp from strategy_meta and sends the learning\n// report over Telegram at most once per LEARNING_REPORT_MS.\nasync function maybeSendLearningReport() {\n const { sqlite } = await import(\"https://esm.town/v/std/sqlite/main.ts\");\n const res = await sqlite.execute(\n \"SELECT value FROM strategy_meta WHERE key = 'learning_report_at'\",\n );\n const last = (res.rows[0] as { value: number } | undefined)?.value ?? 0;\n const now = Date.now();\n if (now - last < LEARNING_REPORT_MS) return;\n\n const report = await buildLearningReport();\n const sent = await sendTelegram(report);\n if (sent) {\n await sqlite.execute(\n `INSERT INTO strategy_meta (key, value) VALUES ('learning_report_at', ?)\n ON CONFLICT(key) DO UPDATE SET value = excluded.value`,\n [now],\n );\n }\n}\nconst sleep = (ms: number) => new Promise((r) => setTimeout(r, ms));\n\n// Map over `items` running at most `limit` async tasks concurrently.\n// Returns results in the same order as items (null on rejection).\nasync function mapLimit(items: T[], limit: number, fn: (item: T) => Promise): Promise<(R | null)[]> {\n const out: (R | null)[] = new Array(items.length);\n let next = 0;\n const workers = Array.from({ length: Math.min(limit, items.length) }, async () => {\n while (true) {\n const i = next++;\n if (i >= items.length) return;\n try {\n out[i] = await fn(items[i]);\n } catch (e) {\n console.log(\"[strategy] signal failed:\", e instanceof Error ? e.message : e);\n out[i] = null;\n }\n }\n });\n await Promise.all(workers);\n return out;\n}\n","deleted",false,"label",[14],"4656a5b0-561d-4ff3-812e-b3949dee3507",["D",1788372422505],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Binance triangular arbitrage paper bot","imageUrl","userId","a79beaf8-5d23-4a58-a785-4a70bab11255","pinnedFileId","01a0634d-9e20-77ee-876e-733794a7e2e2","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0634a-0ca9-7584-9a97-35a1aeb44011","tursoName","4656a5b0561d4ff3812eb3949dee3507","tursoHostname","4656a5b0561d4ff3812eb3949dee3507-val-town.aws-us-east-2.turso.io","tursoMeasuredAt",["D",1789501263826],"pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_9":10,"_105":100},"org",{"_9":10,"_99":100,"_101":100,"_55":56,"_102":103,"_104":42},"branch",{"_35":89,"_11":90,"_22":28,"_91":45,"_92":-5,"_93":-5,"_94":-5,"_95":-5,"_96":-5,"_97":12,"_98":10},"isOwned",78,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","displayName","","avatar","tier","free","canRestrictVals","profileImageUrl","ctx",{"_82":-5,"_139":140,"_141":142,"_143":144,"_145":42,"_146":42,"_147":42,"_148":32,"_149":-5,"_150":-7,"_151":-7,"_152":63,"_153":42,"_154":42,"_155":-5,"_156":42,"_157":42,"_158":42,"_159":-5},"ENV",{"_110":111,"_112":113,"_114":90,"_115":116,"_117":118,"_119":120,"_121":122,"_123":124,"_125":126,"_127":128,"_129":130,"_131":132,"_133":134,"_135":136,"_137":138},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","fdb67791413f4386b4dbf18f354029a617f6160f","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town","orgs",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]