[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_102":103,"_104":105},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","lorencetang","name","bonereaper-research","path","profit_decomposition.ts","project",{"_22":45,"_11":12,"_33":46,"_47":-5,"_48":42,"_49":50,"_51":50,"_52":53,"_54":-5,"_55":56,"_57":-5,"_58":42,"_59":-5,"_60":-5,"_61":36,"_62":63,"_64":-5,"_65":-5,"_66":-5,"_67":-5,"_68":69,"_70":69,"_71":72,"_73":72,"_74":72,"_75":69,"_76":69,"_77":78,"_79":80,"_81":82,"_83":42},"file",{"_22":23,"_11":14,"_24":25,"_26":-5,"_27":28,"_29":30,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":-5,"_13":44},"permalink","https://www.val.town/x/lorencetang/bonereaper-research/code/profit_decomposition.ts","extension","id","af21b3de-d6f6-4f56-b301-146bf92743e4","fileId","77fcf916-a04c-11f1-885b-1607ee4eb77e","parentId","branchId","9d40217d-c61c-40ef-8c38-7b3d9418280a","branchVersion",24,"latest",true,"createdAt",["D",1787638571612],"version",0,"fileType","script","content","const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\nconst outcomes=new Map(),slugs=new Set();const r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);const m=l.match(/event=(btc-updown-5m-\\d+)/);if(m)slugs.add(m[1]);if(l.includes('[Event PnL]')){const e=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(e)outcomes.set(e[1],e[2]);}}}\nlet cp:any[]=[];for(let o=0;o<5000;o+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&slugs.has(p.slug)&&outcomes.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,200));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}const j=await res.json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}\ntype Lot={side:'UP'|'DOWN',role:'M'|'T',q:number,c:number,p:number};const globalPairs:any={MM:{q:0,profit:0,cost:0},MT:{q:0,profit:0,cost:0},TT:{q:0,profit:0,cost:0}};let G={cost:0,payout:0,pnl:0,pairQ:0,pairProfit:0,resPnl:0,resCost:0,resPayout:0};const per:any[]=[];\nfor(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const lots:Lot[]=all.map((t:any)=>{const p=+t.price,role: 'M'|'T'=ks.has(key(t))?'T':'M';return{side:t.outcome.toUpperCase(),role,q:+t.size,c:p+(role==='T'?fee(p):0),p}});let U=lots.filter(l=>l.side==='UP').map(l=>({...l})).sort((a,b)=>a.c-b.c),D=lots.filter(l=>l.side==='DOWN').map(l=>({...l})).sort((a,b)=>a.c-b.c);let i=0,j=0,pairQ=0,pairProfit=0;const pc:any={MM:{q:0,profit:0},MT:{q:0,profit:0},TT:{q:0,profit:0}};\n while(i=1)break;const q=Math.min(u.q,d.q),edge=1-u.c-d.c,combo=u.role===d.role?(u.role==='M'?'MM':'TT'):'MT';pairQ+=q;pairProfit+=q*edge;pc[combo].q+=q;pc[combo].profit+=q*edge;globalPairs[combo].q+=q;globalPairs[combo].profit+=q*edge;globalPairs[combo].cost+=q*(u.c+d.c);u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}\n const residual=[...U.slice(i),...D.slice(j)].filter(l=>l.q>1e-9);const winner=outcomes.get(m.slug)!;const resCost=residual.reduce((a,l)=>a+l.q*l.c,0),resPayout=residual.reduce((a,l)=>a+(l.side===winner?l.q:0),0),resPnl=resPayout-resCost;const totalCost=lots.reduce((a,l)=>a+l.q*l.c,0),totalPayout=lots.reduce((a,l)=>a+(l.side===winner?l.q:0),0),pnl=totalPayout-totalCost;G.cost+=totalCost;G.payout+=totalPayout;G.pnl+=pnl;G.pairQ+=pairQ;G.pairProfit+=pairProfit;G.resPnl+=resPnl;G.resCost+=resCost;G.resPayout+=resPayout;per.push({slug:m.slug,winner,n:lots.length,totalCost,totalPayout,pnl,pairQ,pairProfit,resCost,resPayout,resPnl,pc,qU:lots.filter(l=>l.side==='UP').reduce((a,l)=>a+l.q,0),qD:lots.filter(l=>l.side==='DOWN').reduce((a,l)=>a+l.q,0)});}\nconsole.log('MARKETS',markets.length);console.log('GLOBAL',G,'roi',G.pnl/G.cost,'pairProfitShareOfGrossPositive',G.pairProfit/(G.pairProfit+Math.max(0,G.resPnl)));console.log('PAIR_COMBOS',globalPairs,Object.fromEntries(Object.entries(globalPairs).map(([k,v]:any)=>[k,{q:v.q,profit:v.profit,avgEdge:v.q?v.profit/v.q:0,roi:v.cost?v.profit/v.cost:0}])));\nconst win=per.filter(x=>x.pnl>0),lose=per.filter(x=>x.pnl<=0);console.log('WIN_LOSE',{wins:win.length,losses:lose.length,winPnl:win.reduce((a,x)=>a+x.pnl,0),losePnl:lose.reduce((a,x)=>a+x.pnl,0),pairProfitWins:win.reduce((a,x)=>a+x.pairProfit,0),pairProfitLosses:lose.reduce((a,x)=>a+x.pairProfit,0)});\nconsole.log('PER_MARKET',per.map(x=>({...x,totalCost:+x.totalCost.toFixed(2),pnl:+x.pnl.toFixed(2),pairQ:+x.pairQ.toFixed(2),pairProfit:+x.pairProfit.toFixed(2),resPnl:+x.resPnl.toFixed(2)})));","deleted",false,"label",[14],"be8d73ba-65d5-43f6-a82f-cf6d74f2b655",["D",1787635928982],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Stream BoneReaper and BTC log analysis","imageUrl","userId","b13d5b98-32fd-4204-bf50-fce395eb52e3","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount","orgId","01a0186b-55d3-76bb-8f28-5e239a5e05cf","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_9":10,"_101":97},"org",{"_9":10,"_94":95,"_96":97,"_55":56,"_98":99,"_100":42},"branch",{"_35":84,"_11":85,"_22":28,"_86":45,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":12,"_93":10},"isOwned",28,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","displayName","Lorence Tang","avatar","https://lh3.googleusercontent.com/a/ACg8ocKXYNWn4Fg7SDJtPMUkccTZpjUdPW31lGVY1hyWwUNH-uR15Q=s96-c","tier","free","canRestrictVals","profileImageUrl","ctx",{"_77":-5,"_135":136,"_137":138,"_139":140,"_141":42,"_142":42,"_143":42,"_144":32,"_145":-5,"_146":-7,"_147":-7,"_148":36,"_149":42,"_150":42,"_151":-5,"_152":42,"_153":42,"_154":42,"_155":-5},"ENV",{"_106":107,"_108":109,"_110":85,"_111":112,"_113":114,"_115":116,"_117":118,"_119":120,"_121":122,"_123":124,"_125":126,"_127":128,"_129":130,"_131":132,"_133":134},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","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"]