[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_111":112,"_113":114},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","cleitoncosta","name","payana-agent-os-rc1-backup-20260907","path","lib/market.ts","project",{"_22":48,"_11":12,"_35":49,"_50":-5,"_51":44,"_52":53,"_54":53,"_55":56,"_57":-5,"_58":59,"_60":61,"_62":34,"_63":-5,"_64":-5,"_65":38,"_66":67,"_68":69,"_70":71,"_72":73,"_74":-5,"_75":76,"_77":76,"_78":79,"_80":79,"_81":79,"_82":76,"_83":76,"_84":85,"_86":87,"_88":89,"_90":44},"file",{"_22":23,"_11":24,"_25":26,"_27":28,"_29":30,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":44,"_45":-5,"_13":46},"permalink","https://www.val.town/x/cleitoncosta/payana-agent-os-rc1-backup-20260907/code/lib/market.ts","extension","id","237ce644-3104-4972-9c7e-57ab7f69ccb7","market.ts","fileId","01a07e00-e39c-71b0-8ceb-a14fe9476035","parentId","01a07e00-e39c-71b0-8ceb-a60c82df5ff6","branchId","0ddaf74c-988d-44be-8506-fe4865cb31a1","branchVersion",1,"latest",true,"createdAt",["D",1788820382412],"version",0,"fileType","script","content","const BASE = \"https://data-api.binance.vision\";\nconst SYMBOLS = new Set([\"BTCUSDT\", \"ETHUSDT\", \"BNBUSDT\", \"SOLUSDT\", \"XRPUSDT\"]);\nconst FETCH_TIMEOUT_MS = 7000;\n\nexport type MarketEvidenceState = \"PASS\" | \"PARTIAL\" | \"FAIL\";\n\ntype SourceReceipt = {\n name: string;\n url: string;\n status: \"PASS\" | \"FAIL\";\n httpStatus?: number;\n durationMs: number;\n error?: string;\n};\n\ntype Ticker = {\n symbol: string;\n priceChangePercent: string;\n lastPrice: string;\n bidPrice: string;\n askPrice: string;\n highPrice: string;\n lowPrice: string;\n volume: string;\n quoteVolume: string;\n closeTime: number;\n count: number;\n};\ntype Depth = { lastUpdateId: number; bids: [string, string][]; asks: [string, string][] };\ntype Kline = [number, string, string, string, string, string, number, string, number, string, string, string];\n\ntype SignalAtom = { name: string; score: number; observed: string };\n\nfunction num(value: unknown) {\n const n = Number(value);\n return Number.isFinite(n) ? n : Number.NaN;\n}\nfunction round(value: number, digits = 4) {\n if (!Number.isFinite(value)) return null;\n const p = 10 ** digits;\n return Math.round(value * p) / p;\n}\nfunction mean(xs: number[]) {\n return xs.length ? xs.reduce((a, b) => a + b, 0) / xs.length : Number.NaN;\n}\nfunction std(xs: number[]) {\n if (xs.length < 2) return Number.NaN;\n const m = mean(xs);\n return Math.sqrt(xs.reduce((s, x) => s + (x - m) ** 2, 0) / (xs.length - 1));\n}\nfunction zscore(value: number, sample: number[]) {\n const sd = std(sample);\n return Number.isFinite(sd) && sd > 0 ? (value - mean(sample)) / sd : Number.NaN;\n}\nfunction validPositive(value: unknown) {\n const n = Number(value);\n return Number.isFinite(n) && n > 0;\n}\nfunction validNonNegative(value: unknown) {\n const n = Number(value);\n return Number.isFinite(n) && n >= 0;\n}\nfunction validateTicker(value: unknown): value is Ticker {\n const v = value as any;\n return Boolean(v && typeof v === \"object\" && typeof v.symbol === \"string\" &&\n validPositive(v.lastPrice) && validPositive(v.bidPrice) && validPositive(v.askPrice) &&\n validPositive(v.highPrice) && validPositive(v.lowPrice) && validNonNegative(v.quoteVolume) &&\n Number.isFinite(Number(v.priceChangePercent)) && Number.isFinite(Number(v.closeTime)) && Number(v.closeTime) > 0 &&\n Number.isFinite(Number(v.count)) && Number(v.count) >= 0);\n}\nfunction validBookSide(side: unknown): side is [string, string][] {\n return Array.isArray(side) && side.length > 0 && side.every(level =>\n Array.isArray(level) && level.length >= 2 && validPositive(level[0]) && validNonNegative(level[1]));\n}\nfunction validateDepth(value: unknown): value is Depth {\n const v = value as any;\n return Boolean(v && typeof v === \"object\" && Number.isFinite(Number(v.lastUpdateId)) &&\n validBookSide(v.bids) && validBookSide(v.asks));\n}\nfunction validateKlines(value: unknown): value is Kline[] {\n return Array.isArray(value) && value.length >= 7 && value.every((k: any) =>\n Array.isArray(k) && k.length >= 8 && Number.isFinite(Number(k[0])) && Number(k[0]) > 0 &&\n validPositive(k[4]) && Number.isFinite(Number(k[6])) && Number(k[6]) > Number(k[0]) && validNonNegative(k[7]));\n}\nfunction failShape(receipt: SourceReceipt, error: string) {\n receipt.status = \"FAIL\";\n receipt.error = error;\n}\n\nexport function normalizeSymbol(raw: unknown) {\n const symbol = String(raw ?? \"BTCUSDT\").trim().toUpperCase();\n if (!/^[A-Z0-9]{5,20}$/.test(symbol)) throw new Error(\"INVALID_SYMBOL_FORMAT\");\n if (!SYMBOLS.has(symbol)) throw new Error(\"SYMBOL_NOT_ALLOWLISTED\");\n return symbol;\n}\n\nasync function getJson(name: string, path: string): Promise<{ value?: T; receipt: SourceReceipt }> {\n const url = `${BASE}${path}`;\n const started = performance.now();\n const controller = new AbortController();\n const timer = setTimeout(() => controller.abort(), FETCH_TIMEOUT_MS);\n try {\n const response = await fetch(url, {\n method: \"GET\",\n headers: { Accept: \"application/json\", \"User-Agent\": \"PayAna-Market-Sentinel/1.1\" },\n signal: controller.signal,\n });\n const durationMs = Math.round(performance.now() - started);\n if (!response.ok) {\n return { receipt: { name, url, status: \"FAIL\", httpStatus: response.status, durationMs, error: `HTTP_${response.status}` } };\n }\n const value = await response.json() as T;\n return { value, receipt: { name, url, status: \"PASS\", httpStatus: response.status, durationMs } };\n } catch (error) {\n return {\n receipt: {\n name,\n url,\n status: \"FAIL\",\n durationMs: Math.round(performance.now() - started),\n error: error instanceof Error ? error.message.slice(0, 180) : String(error).slice(0, 180),\n },\n };\n } finally {\n clearTimeout(timer);\n }\n}\n\nexport async function analyzeMarket(rawSymbol: unknown) {\n const symbol = normalizeSymbol(rawSymbol);\n const fetchedAt = new Date().toISOString();\n const [tickerResult, depthResult, klinesResult] = await Promise.all([\n getJson(\"spot_24h_ticker\", `/api/v3/ticker/24hr?symbol=${symbol}`),\n getJson(\"spot_order_book\", `/api/v3/depth?symbol=${symbol}&limit=20`),\n getJson(\"spot_5m_klines\", `/api/v3/klines?symbol=${symbol}&interval=5m&limit=36`),\n ]);\n\n if (tickerResult.receipt.status === \"PASS\" && !validateTicker(tickerResult.value)) failShape(tickerResult.receipt, \"INVALID_TICKER_SHAPE\");\n if (depthResult.receipt.status === \"PASS\" && !validateDepth(depthResult.value)) failShape(depthResult.receipt, \"INVALID_DEPTH_SHAPE\");\n if (klinesResult.receipt.status === \"PASS\" && !validateKlines(klinesResult.value)) failShape(klinesResult.receipt, \"INVALID_KLINES_SHAPE\");\n\n const ticker = tickerResult.receipt.status === \"PASS\" && validateTicker(tickerResult.value) ? tickerResult.value : undefined;\n const depth = depthResult.receipt.status === \"PASS\" && validateDepth(depthResult.value) ? depthResult.value : undefined;\n const klines = klinesResult.receipt.status === \"PASS\" && validateKlines(klinesResult.value) ? klinesResult.value : [];\n const receipts = [tickerResult.receipt, depthResult.receipt, klinesResult.receipt];\n const successes = receipts.filter(r => r.status === \"PASS\").length;\n const evidenceState: MarketEvidenceState = successes === receipts.length ? \"PASS\" : successes > 0 ? \"PARTIAL\" : \"FAIL\";\n const sourceAvailability = { ticker: Boolean(ticker), orderBook: Boolean(depth), klines: klines.length > 0 };\n\n if (evidenceState === \"FAIL\") {\n return {\n symbol,\n evidenceState,\n fetchedAt,\n readOnly: true,\n sourceAvailability,\n error: \"ALL_MARKET_SOURCES_FAILED\",\n receipts,\n boundary: \"MARKET_DATA_READ != TRADING_AUTH\",\n assessment: {\n bias: \"INSUFFICIENT_EVIDENCE\",\n recommendation: \"NO_TRADE_DECISION\",\n hypotheses: {\n winning: \"No directional hypothesis is admissible because all required market evidence sources failed.\",\n opposite: \"A directional market condition may exist, but this run has no valid evidence with which to establish it.\",\n alternative: \"The failure may be caused by provider/network/runtime conditions rather than the market itself.\",\n },\n supportingEvidence: [\"No valid source survived validation.\"],\n opposingEvidence: [\"No valid source survived validation.\"],\n alternativeExplanations: [\"Provider outage, runtime restriction, timeout or response-shape drift.\"],\n falsifiers: [\"A subsequent run with valid source receipts falsifies the all-sources-failed state.\"],\n nextTest: \"Retry the read-only sources and require at least one validated directional source before assigning market pressure.\",\n },\n };\n }\n\n const last = ticker ? num(ticker.lastPrice) : Number.NaN;\n const bid = ticker ? num(ticker.bidPrice) : Number.NaN;\n const ask = ticker ? num(ticker.askPrice) : Number.NaN;\n const mid = Number.isFinite(bid) && Number.isFinite(ask) && bid > 0 && ask > 0 ? (bid + ask) / 2 : Number.NaN;\n const spreadBps = Number.isFinite(mid) && mid > 0 ? ((ask - bid) / mid) * 10_000 : Number.NaN;\n\n const bidNotional = depth ? depth.bids.reduce((sum, [p, q]) => sum + num(p) * num(q), 0) : Number.NaN;\n const askNotional = depth ? depth.asks.reduce((sum, [p, q]) => sum + num(p) * num(q), 0) : Number.NaN;\n const bookTotal = Number.isFinite(bidNotional) && Number.isFinite(askNotional) ? bidNotional + askNotional : Number.NaN;\n const imbalance = Number.isFinite(bookTotal) && bookTotal > 0 ? (bidNotional - askNotional) / bookTotal : Number.NaN;\n\n const closes = klines.map(k => num(k[4])).filter(Number.isFinite);\n const quoteVolumes = klines.map(k => num(k[7])).filter(Number.isFinite);\n const logReturns = closes.slice(1).map((c, i) => Math.log(c / closes[i])).filter(Number.isFinite);\n const shortVolRaw = std(logReturns);\n const shortVolBps = Number.isFinite(shortVolRaw) ? shortVolRaw * 10_000 : Number.NaN;\n const momentum30mPct = closes.length >= 7 ? (closes.at(-1)! / closes.at(-7)! - 1) * 100 : Number.NaN;\n const momentum3hPct = closes.length >= 2 ? (closes.at(-1)! / closes[0] - 1) * 100 : Number.NaN;\n const lastQuoteVolume = quoteVolumes.length ? quoteVolumes.at(-1)! : Number.NaN;\n const priorVolumes = quoteVolumes.slice(0, -1);\n const volumeZ = Number.isFinite(lastQuoteVolume) && priorVolumes.length >= 4 ? zscore(lastQuoteVolume, priorVolumes) : Number.NaN;\n\n const riskFlags: string[] = [];\n if (!ticker) riskFlags.push(\"MISSING_TICKER_SOURCE\");\n if (!depth) riskFlags.push(\"MISSING_ORDER_BOOK_SOURCE\");\n if (!klines.length) riskFlags.push(\"MISSING_KLINES_SOURCE\");\n if (Number.isFinite(spreadBps) && spreadBps > 2) riskFlags.push(\"WIDE_SPREAD\");\n if (Number.isFinite(imbalance) && Math.abs(imbalance) > 0.55) riskFlags.push(imbalance > 0 ? \"BID_HEAVY_BOOK\" : \"ASK_HEAVY_BOOK\");\n if (Number.isFinite(shortVolBps) && shortVolBps > 18) riskFlags.push(\"HIGH_SHORT_HORIZON_VOLATILITY\");\n if (Number.isFinite(momentum30mPct) && Math.abs(momentum30mPct) > 0.8) riskFlags.push(\"FAST_30M_MOVE\");\n if (Number.isFinite(volumeZ) && Math.abs(volumeZ) > 2) riskFlags.push(\"VOLUME_ANOMALY\");\n\n const signalAtoms: SignalAtom[] = [];\n if (Number.isFinite(imbalance)) signalAtoms.push({ name: \"Top-20 order-book imbalance\", score: Math.tanh(imbalance * 2), observed: `imbalance=${round(imbalance, 4)}` });\n if (Number.isFinite(momentum30mPct)) signalAtoms.push({ name: \"30m momentum\", score: Math.tanh(momentum30mPct / 0.6), observed: `momentum30m=${round(momentum30mPct, 3)}%` });\n if (Number.isFinite(momentum3hPct)) signalAtoms.push({ name: \"3h momentum\", score: Math.tanh(momentum3hPct / 1.5), observed: `momentum3h=${round(momentum3hPct, 3)}%` });\n const directionalScore = signalAtoms.length ? mean(signalAtoms.map(x => x.score)) : Number.NaN;\n const polarity = Number.isFinite(directionalScore) ? (directionalScore > 0.2 ? 1 : directionalScore < -0.2 ? -1 : 0) : 0;\n const bias = !signalAtoms.length ? \"INSUFFICIENT_EVIDENCE\" : polarity > 0 ? \"BULLISH_PRESSURE\" : polarity < 0 ? \"BEARISH_PRESSURE\" : \"MIXED_NEUTRAL\";\n\n const stabilityPenalty = Math.min(0.7,\n (Number.isFinite(volumeZ) ? Math.abs(volumeZ) * 0.04 : 0) +\n (Number.isFinite(shortVolBps) ? shortVolBps * 0.012 : 0) +\n (Number.isFinite(spreadBps) ? spreadBps * 0.06 : 0) +\n (3 - successes) * 0.18);\n const stabilityScore = Math.max(0, Math.min(1, 0.72 - stabilityPenalty));\n\n const aligned = bias === \"INSUFFICIENT_EVIDENCE\"\n ? []\n : polarity === 0 ? signalAtoms.filter(x => Math.abs(x.score) < 0.35) : signalAtoms.filter(x => Math.sign(x.score) === polarity && Math.abs(x.score) >= 0.08);\n const opposed = bias === \"INSUFFICIENT_EVIDENCE\"\n ? []\n : polarity === 0 ? signalAtoms.filter(x => Math.abs(x.score) >= 0.35) : signalAtoms.filter(x => Math.sign(x.score) === -polarity && Math.abs(x.score) >= 0.08);\n\n const supportingEvidence = aligned.length\n ? aligned.map(x => `${x.name}: ${x.observed}`)\n : [bias === \"INSUFFICIENT_EVIDENCE\" ? \"No validated directional component is available.\" : polarity === 0 ? \"No directional component dominates the combined score.\" : \"Combined score is directional, but no single component clears the support threshold strongly enough.\"];\n const opposingEvidence = opposed.length\n ? opposed.map(x => `${x.name}: ${x.observed}`)\n : [bias === \"INSUFFICIENT_EVIDENCE\" ? \"No validated directional component is available to oppose or support a direction.\" : polarity === 0 ? \"No strong single component breaks the mixed/neutral classification.\" : \"No measured component currently provides strong opposite-direction evidence; this can change on the next book/candle update.\"];\n\n const hypotheses = {\n winning: bias === \"INSUFFICIENT_EVIDENCE\"\n ? \"Directional pressure is not assigned because the surviving evidence does not contain a validated directional component.\"\n : polarity > 0\n ? \"Current measured pressure leans bullish because the combined microstructure/momentum score is positive.\"\n : polarity < 0\n ? \"Current measured pressure leans bearish because the combined microstructure/momentum score is negative.\"\n : \"Current evidence is mixed/neutral because the measured directional components do not agree strongly enough.\",\n opposite: bias === \"INSUFFICIENT_EVIDENCE\"\n ? \"A directional condition may exist despite the insufficient reading; recovering a valid directional source can falsify this abstention.\"\n : polarity > 0\n ? \"The bullish-pressure reading is wrong or transient; liquidity can disappear and the next completed candle can reverse the momentum evidence.\"\n : polarity < 0\n ? \"The bearish-pressure reading is wrong or transient; liquidity can disappear and the next completed candle can reverse the momentum evidence.\"\n : \"A directional move may already be forming but is being masked by disagreement across the current short-horizon measurements.\",\n alternative: \"The observed pattern may be short-lived liquidity/noise or mean reversion rather than persistent directional information.\",\n };\n\n const alternativeExplanations = [\n \"Top-of-book liquidity is ephemeral and can change faster than the polling interval.\",\n Number.isFinite(volumeZ) && Math.abs(volumeZ) > 2\n ? \"The latest volume is statistically unusual versus the recent sample, so short-horizon metrics may reflect an event shock.\"\n : Number.isFinite(volumeZ)\n ? \"Volume is not currently extreme versus the recent sample, so the directional reading may simply reflect ordinary microstructure noise.\"\n : \"Volume anomaly could not be assessed because valid candle-volume evidence is unavailable.\",\n \"Funding, derivatives positioning, news and on-chain context are absent from this hosted runtime and could materially change interpretation.\",\n ];\n\n const nextTest = bias === \"INSUFFICIENT_EVIDENCE\"\n ? \"Recover at least one validated directional source (order book or 5m candles), then recompute without zero-imputing missing evidence.\"\n : `At the next completed 5m candle, recompute all available directional components and re-read top-20 depth; challenge the current label if the combined score crosses ${polarity > 0 ? \"below +0.20\" : polarity < 0 ? \"above -0.20\" : \"outside ±0.20\"}${Number.isFinite(imbalance) ? \" or if order-book imbalance changes sign\" : \"\"}.`;\n\n const falsifiers: string[] = [];\n if (Number.isFinite(imbalance)) falsifiers.push(imbalance > 0 ? \"Bid-heavy order book can vanish quickly; recheck if imbalance crosses below 0.\" : \"Ask-heavy order book can vanish quickly; recheck if imbalance crosses above 0.\");\n if (Number.isFinite(momentum30mPct)) falsifiers.push(momentum30mPct > 0 ? \"Bullish 30m momentum is falsified if the next completed 5m close falls below the first close of the 30m window.\" : \"Bearish 30m momentum is falsified if the next completed 5m close rises above the first close of the 30m window.\");\n if (!falsifiers.length) falsifiers.push(\"Recovering a validated directional source can falsify the current insufficient-evidence classification.\");\n falsifiers.push(\"This analysis has no account, position, liquidation, funding, news, or on-chain context.\");\n\n return {\n symbol,\n evidenceState,\n fetchedAt,\n readOnly: true,\n boundary: \"MARKET_DATA_READ != TRADING_AUTH\",\n provider: \"Binance public market-data surface via data-api.binance.vision\",\n sourceAvailability,\n method: {\n version: \"sentinel-1.1.0\",\n missingDataPolicy: \"Missing or malformed sources produce null derived fields and are excluded from directional aggregation; no zero imputation.\",\n spreadBps: \"(ask-bid)/mid*10000\",\n orderBookImbalance: \"(top20_bid_notional-top20_ask_notional)/(top20_bid_notional+top20_ask_notional)\",\n realizedVolatility: \"sample_std(log(close_t/close_t-1))*10000 over 5m candles\",\n volumeZScore: \"(latest_quote_volume-mean(prior_quote_volume))/sample_std(prior_quote_volume)\",\n directionalScore: \"mean of available validated components: tanh(2*imbalance), tanh(momentum30mPct/0.6), tanh(momentum3hPct/1.5)\",\n stabilityScore: \"heuristic 0..1; decreases with |volume z|, short volatility, spread and each missing source; not a probability\",\n },\n market: {\n lastPrice: round(last, 8),\n change24hPct: round(ticker ? num(ticker.priceChangePercent) : Number.NaN, 3),\n high24h: round(ticker ? num(ticker.highPrice) : Number.NaN, 8),\n low24h: round(ticker ? num(ticker.lowPrice) : Number.NaN, 8),\n quoteVolume24h: round(ticker ? num(ticker.quoteVolume) : Number.NaN, 2),\n tradeCount24h: ticker ? Number(ticker.count) : null,\n tickerCloseTime: ticker?.closeTime ?? null,\n },\n microstructure: {\n bid: round(bid, 8),\n ask: round(ask, 8),\n spreadBps: round(spreadBps, 4),\n bidNotionalTop20: round(bidNotional, 2),\n askNotionalTop20: round(askNotional, 2),\n orderBookImbalance: round(imbalance, 4),\n depthUpdateId: depth?.lastUpdateId ?? null,\n },\n shortHorizon: {\n interval: \"5m\",\n candles: klines.length,\n realizedVolatilityBpsPer5m: round(shortVolBps, 3),\n momentum30mPct: round(momentum30mPct, 3),\n momentum3hPct: round(momentum3hPct, 3),\n latestQuoteVolume: round(lastQuoteVolume, 2),\n volumeZScore: round(volumeZ, 3),\n lastClosedOrCurrentCandleCloseTime: klines.at(-1)?.[6] ?? null,\n closeSeries: klines.slice(-24).map(k => ({ time: k[0], close: round(num(k[4]), 8) })),\n },\n assessment: {\n bias,\n signalCount: signalAtoms.length,\n directionalScore: round(directionalScore, 4),\n stabilityScore: round(stabilityScore, 3),\n stabilityMeaning: \"Heuristic snapshot stability score, not a calibrated probability or forecast confidence.\",\n hypotheses,\n supportingEvidence,\n opposingEvidence,\n alternativeExplanations,\n riskFlags,\n recommendation: \"NO_TRADE_DECISION\",\n explanation: \"Read-only evidence synthesis. 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