[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_104":105,"_106":107},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","gbalan","name","smc_alert_pipeline2","path","main.ts","project",{"_22":45,"_11":12,"_33":46,"_47":-5,"_48":42,"_49":50,"_51":50,"_52":53,"_54":-5,"_55":56,"_57":-5,"_58":42,"_59":-5,"_60":-5,"_61":36,"_62":63,"_64":-5,"_65":-5,"_66":-5,"_67":-5,"_68":69,"_70":69,"_71":72,"_73":72,"_74":72,"_75":69,"_76":69,"_77":78,"_79":80,"_81":82,"_83":42},"file",{"_22":23,"_11":14,"_24":25,"_26":-5,"_27":28,"_29":30,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":-5,"_13":44},"permalink","https://www.val.town/x/gbalan/smc_alert_pipeline2/code/main.ts","extension","id","3e598c62-7537-4f44-b1f1-8733c1ee4c89","fileId","01a03cb9-6790-7271-b20d-066c5a261bc8","parentId","branchId","2a1ebf8f-3f07-47e4-9874-43a2d78d9d1c","branchVersion",1,"latest",true,"createdAt",["D",1787725178632],"version",0,"fileType","interval","content","// Val.town Cron Val — 1H Liquidity Sweep + 5M MACD Cross Confluence Alert\n// Trigger type: Cron\n// Recommended schedule: */5 * * * * (every 5 minutes)\n//\n// Fixed vs the previous version: uses Twelve Data's BATCH endpoint\n// (comma-separated symbols in ONE request) instead of looping symbol-by-symbol\n// with sleep() delays. That was what blew the 60s free-tier execution limit.\n// This version makes at most 2 HTTP calls per run — well under a second or two.\n//\n// Logic:\n// 1H layer: detect a liquidity sweep on the most recently CLOSED 1H candle.\n// - Buy-side sweep = 1H high > recent swing high, closes back below it\n// -> BEARISH bias\n// - Sell-side sweep = 1H low < recent swing low, closes back above it\n// -> BULLISH bias\n// Bias stays \"active\" for the rest of that hour.\n//\n// 5M layer: standard MACD(12,26,9) on 5-minute closes, checked every cycle.\n//\n// Alert fires when a fresh 5M MACD cross matches the direction implied by\n// the current hour's active 1H sweep.\n//\n// Env vars required:\n// TWELVE_DATA_API_KEY\n// TELEGRAM_BOT_TOKEN\n// TELEGRAM_CHAT_ID\n//\n// API BUDGET (Twelve Data free tier: 8 req/min, 800 credits/day — batching\n// saves TIME, not credits; each symbol in a batch still costs 1 credit):\n// 5m layer: 3 symbols x 288 cycles/day = 864 credits/day\n// 1h layer: 3 symbols x 24 refreshes/day = 72 credits/day\n// TOTAL: 936/day <-- slightly over 800. Drop to 2 symbols (624/day) to be\n// safely under budget, or keep 3 if you have headroom from other vals.\n\nimport { sqlite } from \"https://esm.town/v/std/sqlite\";\n\nconst TWELVE_DATA_KEY = Deno.env.get(\"TWELVE_DATA_API_KEY\")!;\nconst TELEGRAM_BOT_TOKEN = Deno.env.get(\"TELEGRAM_BOT_TOKEN\")!;\nconst TELEGRAM_CHAT_ID = Deno.env.get(\"TELEGRAM_CHAT_ID\")!;\n\n// Trim to 2 symbols to stay safely under the 800/day cap — see notes above.\nconst SYMBOLS = [\"EUR/USD\", \"GBP/USD\", \"XAU/USD\"];\n\nconst SWING_LOOKBACK = 10; // 1H candles used to define the reference swing high/low\nconst MACD_FAST = 12;\nconst MACD_SLOW = 26;\nconst MACD_SIGNAL = 9;\n\ntype Candle = { high: number; low: number; close: number };\n\n// ---------- setup ----------\n\nasync function ensureTable() {\n await sqlite.execute(`\n CREATE TABLE IF NOT EXISTS sweep_macd_state (\n symbol TEXT NOT NULL,\n key TEXT NOT NULL,\n value TEXT,\n PRIMARY KEY (symbol, key)\n )\n `);\n}\n\n// ---------- indicators ----------\n\nfunction ema(values: number[], period: number): number[] {\n const out: number[] = new Array(values.length).fill(NaN);\n if (values.length < period) return out;\n const k = 2 / (period + 1);\n let sum = 0;\n for (let i = 0; i < period; i++) sum += values[i];\n out[period - 1] = sum / period;\n for (let i = period; i < values.length; i++) {\n out[i] = values[i] * k + out[i - 1] * (1 - k);\n }\n return out;\n}\n\nfunction macd(closes: number[]): { macdLine: number[]; signalLine: number[] } {\n const emaFast = ema(closes, MACD_FAST);\n const emaSlow = ema(closes, MACD_SLOW);\n const macdLine = closes.map((_, i) =>\n Number.isNaN(emaFast[i]) || Number.isNaN(emaSlow[i])\n ? NaN\n : emaFast[i] - emaSlow[i]\n );\n\n const validStart = MACD_SLOW - 1;\n const macdValid = macdLine.slice(validStart);\n const signalValid = ema(macdValid, MACD_SIGNAL);\n const signalLine: number[] = new Array(closes.length).fill(NaN);\n for (let i = 0; i < signalValid.length; i++) {\n signalLine[validStart + i] = signalValid[i];\n }\n return { macdLine, signalLine };\n}\n\nfunction detectMacdCross(\n prevMacd: number,\n prevSignal: number,\n currMacd: number,\n currSignal: number,\n): \"up\" | \"down\" | null {\n if (\n [prevMacd, prevSignal, currMacd, currSignal].some((v) => Number.isNaN(v))\n ) return null;\n if (prevMacd < prevSignal && currMacd >= currSignal) return \"up\";\n if (prevMacd > prevSignal && currMacd <= currSignal) return \"down\";\n return null;\n}\n\nfunction detectLiquiditySweep(\n candles: Candle[],\n lookback = SWING_LOOKBACK,\n): \"buy_side\" | \"sell_side\" | null {\n if (candles.length < lookback + 2) return null;\n const refWindow = candles.slice(-(lookback + 1), -1);\n const swingHigh = Math.max(...refWindow.map((c) => c.high));\n const swingLow = Math.min(...refWindow.map((c) => c.low));\n const last = candles[candles.length - 1];\n\n if (last.high > swingHigh && last.close < swingHigh) return \"buy_side\"; // bearish\n if (last.low < swingLow && last.close > swingLow) return \"sell_side\"; // bullish\n return null;\n}\n\n// ---------- batched data fetch ----------\n\n// Twelve Data returns a top-level {values:[...]} for a single symbol, or\n// {\"EUR/USD\": {values:[...]}, \"GBP/USD\": {values:[...]}, ...} for a batch.\nasync function fetchBatchCandles(\n symbols: string[],\n interval: string,\n outputsize: number,\n): Promise> {\n const symbolParam = symbols.join(\",\");\n const url = `https://api.twelvedata.com/time_series?symbol=${\n encodeURIComponent(\n symbolParam,\n )\n }&interval=${interval}&outputsize=${outputsize}&apikey=${TWELVE_DATA_KEY}`;\n\n const res = await fetch(url);\n const data = await res.json();\n\n const result: Record = {};\n\n const parseValues = (values: any[]): Candle[] =>\n values\n .map((v: { high: string; low: string; close: string }) => ({\n high: parseFloat(v.high),\n low: parseFloat(v.low),\n close: parseFloat(v.close),\n }))\n .reverse(); // chronological order\n\n if (symbols.length === 1) {\n result[symbols[0]] = data.values ? parseValues(data.values) : null;\n if (!data.values) {\n console.error(\n `[${symbols[0]} ${interval}] no data:`,\n data.message ?? data,\n );\n }\n } else {\n for (const symbol of symbols) {\n const entry = data[symbol];\n if (entry?.values) {\n result[symbol] = parseValues(entry.values);\n } else {\n result[symbol] = null;\n console.error(\n `[${symbol} ${interval}] no data:`,\n entry?.message ?? entry ?? \"missing from response\",\n );\n }\n }\n }\n\n return result;\n}\n\n// ---------- telegram ----------\n\nasync function sendTelegramAlert(text: string) {\n const url = `https://api.telegram.org/bot${TELEGRAM_BOT_TOKEN}/sendMessage`;\n const res = await fetch(url, {\n method: \"POST\",\n headers: { \"Content-Type\": \"application/json\" },\n body: JSON.stringify({\n chat_id: TELEGRAM_CHAT_ID,\n text,\n parse_mode: \"Markdown\",\n }),\n });\n if (!res.ok) console.error(\"Telegram send failed:\", await res.text());\n}\n\n// ---------- kv helpers ----------\n\nasync function getState(symbol: string, key: string): Promise {\n const row = await sqlite.execute(\n `SELECT value FROM sweep_macd_state WHERE symbol = ? AND key = ?`,\n [symbol, key],\n );\n return (row.rows[0]?.[0] as string) ?? null;\n}\n\nasync function setState(symbol: string, key: string, value: string) {\n await sqlite.execute(\n `INSERT INTO sweep_macd_state (symbol, key, value) VALUES (?, ?, ?)\n ON CONFLICT(symbol, key) DO UPDATE SET value = excluded.value`,\n [symbol, key, value],\n );\n}\n\n// ---------- main ----------\n\nexport default async function () {\n await ensureTable();\n\n const now = new Date();\n const currentHourKey = now.toISOString().slice(0, 13);\n const isNearTopOfHour = now.getUTCMinutes() < 5;\n\n // ---- one batched call for all symbols' 5m candles ----\n const m5Batch = await fetchBatchCandles(SYMBOLS, \"5min\", 100);\n\n // ---- one batched call for 1h candles, only near the top of the hour ----\n let h1Batch: Record = {};\n if (isNearTopOfHour) {\n h1Batch = await fetchBatchCandles(SYMBOLS, \"1h\", SWING_LOOKBACK + 5);\n }\n\n const summary: Record = {};\n\n for (const symbol of SYMBOLS) {\n // ---- 5m MACD ----\n const m5Candles = m5Batch[symbol];\n let m5Cross: \"up\" | \"down\" | null = null;\n if (m5Candles) {\n const closes = m5Candles.map((c) => c.close);\n const { macdLine, signalLine } = macd(closes);\n const n = closes.length;\n m5Cross = detectMacdCross(\n macdLine[n - 2],\n signalLine[n - 2],\n macdLine[n - 1],\n signalLine[n - 1],\n );\n }\n\n // ---- 1h liquidity sweep (cached outside the top-of-hour window) ----\n let activeSweep = await getState(symbol, \"active_sweep\");\n let activeSweepHour = await getState(symbol, \"active_sweep_hour\");\n\n const h1Candles = h1Batch[symbol];\n if (isNearTopOfHour && h1Candles) {\n const sweep = detectLiquiditySweep(h1Candles);\n if (sweep) {\n activeSweep = sweep;\n activeSweepHour = currentHourKey;\n await setState(symbol, \"active_sweep\", sweep);\n await setState(symbol, \"active_sweep_hour\", currentHourKey);\n }\n }\n\n const sweepValidThisHour = activeSweepHour === currentHourKey\n ? 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