[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_103":104,"_105":106},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","lorencetang","name","poly-bsps-log-analyzer","path","probe.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":62,"_63":64,"_65":-5,"_66":-5,"_67":-5,"_68":-5,"_69":70,"_71":70,"_72":73,"_74":73,"_75":73,"_76":70,"_77":70,"_78":79,"_80":81,"_82":83,"_84":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/poly-bsps-log-analyzer/code/probe.ts","extension","id","21095ff2-c110-4740-93e8-4c83ce13145e","fileId","91faa3b2-9e1d-11f1-a3ae-1607ee4eb77e","parentId","branchId","5eff97cb-5e48-4c30-a73b-b1c752599a9b","branchVersion",21,"latest",true,"createdAt",["D",1787414211432],"version",20,"fileType","script","content","const urls:any={btc_old:'https://site6666.easycryptofiat.com/jjo3-fetch.log.old',btc:'https://site6666.easycryptofiat.com/jjo3-fetch.log',eth_old:'https://site7777.easycryptofiat.com/jjo4-fetch.log.old',eth:'https://site7777.easycryptofiat.com/jjo4-fetch.log',sol_old:'https://site8888.easycryptofiat.com/jjo5-fetch.log.old',sol:'https://site8888.easycryptofiat.com/jjo5-fetch.log'};\nconst feeRate=0.072; const CAP=20; const rows:any[]=[];\nconst num=(l:string,k:string)=>{const m=l.match(new RegExp(k+'=([^\\\\s|]+)'));return m?Number(m[1]):NaN}; const str=(l:string,k:string)=>l.match(new RegExp(k+'=([^\\\\s|]+)'))?.[1];\nconst rnd=(x:number)=>Math.max(.01,Math.min(.99,Math.round((x+1e-9)*100)/100)); const fee=(sh:number,p:number)=>sh*feeRate*p*(1-p);\nfor(const [src,url] of Object.entries(urls)){const r=await fetch(url as string);console.log('FETCH',src,r.status,r.headers.get('content-length'));if(!r.ok)continue;const lines=(await r.text()).split('\\n');const outs=new Map();for(const l of lines){if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){const e=str(l,'event');if(e)outs.set(e,{outcome:str(l,'outcome'),base:num(l,'rtfc_pnl'),eventpnl:num(l,'pnl'),endts:l.slice(0,24)});}}\n let lastTick:any=null; const lastPass=new Map();\n for(let i=0;i();for(const x of rows){const prev=mm.get(x.event);if(!prev||String(x.endts)>String(prev.endts)||(!x.src.includes('_old')&&prev.src.includes('_old')))mm.set(x.event,x);}const a=[...mm.values()].sort((x,y)=>x.event.localeCompare(y.event));\nfunction enrich(x:any){x.win=(x.side?.[0]||'').toLowerCase()===(x.outcome?.[0]||'').toLowerCase();x.scale20=Math.min(1,CAP/Math.max(.0001,x.cost));x.base20=x.base*x.scale20;const target=rnd(x.raw+.05);const hit=x.path.find((p:any)=>p.bid>=target-1e-9);x.tp5hit=!!hit;x.tp5=hit?x.sh*target-x.cost-fee(x.sh,target):x.base;x.tp520=x.tp5*x.scale20;x.twapGapBps=Math.abs(x.twap_now)/x.es*10000;x.noiseRatio=x.raw_gap/x.noise;x.liveGapBps=Math.abs(x.old_now)/x.es*10000;x.liveTargetBps=x.dir*x.old_now/x.es*10000;x.liveVsTwapBps=x.dir*(x.old_now-x.twap_now)/x.es*10000;x.twapProgress8Bps=x.dir*(x.twap_now-x.twap_past)/x.es*10000;x.liveProgress8Bps=x.dir*(x.old_now-x.old_past)/x.es*10000;x.twapVelBpsS=x.twap_vel/x.es*10000;x.liveVelBpsS=x.live_vel/x.es*10000;x.rBalance=Math.min(x.Rt,x.Rl)/Math.max(x.Rt,x.Rl);x.scoreRatio=x.rtfc/x.required;x.twapProjectedMarginBps=(-x.raw_gap+x.twap_vel*x.rem)/x.es*10000;x.liveProjectedTargetBps=(x.dir*x.old_now+x.live_vel*x.rem)/x.es*10000;x.sameLeader=Math.sign(x.twap_now)===Math.sign(x.old_now);x.dirTop=x.dir*x.top;x.dirImb=x.dir*x.imb;}for(const x of a)enrich(x);\nconsole.log('CENSUS',JSON.stringify({n:a.length,w:a.filter(x=>x.win).length,l:a.filter(x=>!x.win).length,rawBase:+a.reduce((s,x)=>s+x.base,0).toFixed(2),rawTP5:+a.reduce((s,x)=>s+x.tp5,0).toFixed(2),cap20Base:+a.reduce((s,x)=>s+x.base20,0).toFixed(2),cap20TP5:+a.reduce((s,x)=>s+x.tp520,0).toFixed(2),tpHits:a.filter(x=>x.tp5hit).length,latest:a.at(-1)?.event,latestEnd:a.at(-1)?.endts}));\nconsole.log('NEWEST');for(const x of a.slice(-12))console.log(JSON.stringify({event:x.event,asset:x.asset,end:x.endts,side:x.side,win:x.win,cost:+x.cost.toFixed(2),base:+x.base.toFixed(2),tp5:+x.tp5.toFixed(2),rtfc:x.rtfc,Rt:x.Rt,Rl:x.Rl,twapGapBps:+x.twapGapBps.toFixed(3),liveTargetBps:+x.liveTargetBps.toFixed(3),spread:+x.spread.toFixed(3),top:+x.dirTop.toFixed(3),imb:+x.dirImb.toFixed(3)}));\nfunction metrics(q:any[]){let cb=0,pb=0,pt=0,peakb=0,peakt=0,ddb=0,ddt=0;for(const x of q){cb+=x.base20;pt+=x.tp520;peakb=Math.max(peakb,cb);peakt=Math.max(peakt,pt);ddb=Math.max(ddb,peakb-cb);ddt=Math.max(ddt,peakt-pt);}return {n:q.length,w:q.filter(x=>x.win).length,wr:q.length?100*q.filter(x=>x.win).length/q.length:0,base20:q.reduce((s,x)=>s+x.base20,0),tp520:q.reduce((s,x)=>s+x.tp520,0),tph:q.filter(x=>x.tp5hit).length,ddb,ddt,worstB:q.length?Math.min(...q.map(x=>x.base20)):0,worstT:q.length?Math.min(...q.map(x=>x.tp520)):0};}\nconst gates:any[]=[];function add(name:string,cat:string,f:(x:any)=>boolean){const q=a.filter(f),m=metrics(q);gates.push({name,cat,...m});}\nadd('ALL','baseline',x=>true);\nfor(const t of [.9,1,1.05,1.1,1.2,1.3,1.5,1.75,2])add('scoreRatio>='+t,'score',x=>x.scoreRatio>=t);\nfor(const t of [1,1.1,1.2,1.3,1.5,1.75,2])add('rTFC>='+t,'score',x=>x.rtfc>=t);\nfor(const t of [.8,1,1.2,1.5,2,2.5,3])add('R_twap>='+t,'twap',x=>x.Rt>=t);\nfor(const t of [.8,1,1.2,1.5,2,2.5,3])add('R_live>='+t,'live',x=>x.Rl>=t);\nfor(const t of [.25,.5,.75,1,1.5,2,3,5,8,10])add('TWAP_gap_bps<='+t,'twap',x=>x.twapGapBps<=t);\nfor(const t of [.5,1,1.5,2,3,5,8,10,15,20])add('TWAP_noise_ratio<='+t,'twap',x=>x.noiseRatio<=t);\nadd('TWAP_floor_active','twap',x=>x.floor_active);add('TWAP_floor_inactive','twap',x=>!x.floor_active);\nfor(const t of [0,.1,.25,.5,1,2,3])add('TWAP_projected_margin_bps>='+t,'twap',x=>x.twapProjectedMarginBps>=t);\nadd('LIVE_already_target_side','twap_live',x=>x.liveTargetBps>0);add('LIVE_same_leader_as_TWAP','twap_live',x=>x.sameLeader);add('LIVE_opposite_TWAP_target_side','twap_live',x=>!x.sameLeader);\nfor(const t of [0,.1,.25,.5,1,2,3,5])add('LIVE_ahead_of_TWAP_bps>='+t,'twap_live',x=>x.liveVsTwapBps>=t);\nfor(const t of [.25,.5,1,2,3,5,8,10])add('abs_LIVE_TWAP_div_bps<='+t,'twap_live',x=>Math.abs(x.liveVsTwapBps)<=t);\nfor(const t of [0,.1,.25,.5,1,2,3])add('LIVE_projected_target_bps>='+t,'twap_live',x=>x.liveProjectedTargetBps>=t);\nfor(const t of [.3,.5,.6,.7,.8,.9])add('R_balance>='+t,'confluence',x=>x.rBalance>=t);\nadd('binding=TWAP','confluence',x=>x.binding==='twap');add('binding=LIVE','confluence',x=>x.binding==='live');\nfor(const t of [.01,.02,.03,.04,.05,.06,.08,.10,.12,.15,.20,.25])add('spread<='+t,'book',x=>x.spread<=t+1e-9);\nfor(const t of [0,.05,.1,.2,.3,.4,.5,.6])add('dir_top10w>='+t,'flow',x=>x.dirTop>=t);\nfor(const t of [0,.01,.02,.05,.08,.1,.15,.2,.3])add('dir_imb_delta>='+t,'flow',x=>x.dirImb>=t);\nfor(const t of [.70,.75,.80,.85,.90])add('effective_fill>='+t,'price',x=>x.efffill>=t);for(const t of [.60,.65,.70,.75,.80,.85,.90])add('effective_fill<='+t,'price',x=>x.efffill<=t);\nfor(const t of [10,15,20,22,25,27,30])add('rem_s<='+t,'time',x=>x.rem<=t);for(const t of [10,15,20,22,25])add('rem_s>='+t,'time',x=>x.rem>=t);\n// simple universal combinations motivated by independent features\nfor(const g of [.5,1,1.5,2,3])for(const r of [1,1.2,1.5])add(`TWAPgap<=${g}&scoreRatio>=${r}`,'combo',x=>x.twapGapBps<=g&&x.scoreRatio>=r);\nfor(const g of [.5,1,1.5,2,3])for(const s of [.02,.03,.04,.05])add(`TWAPgap<=${g}&spread<=${s}`,'combo',x=>x.twapGapBps<=g&&x.spread<=s);\nfor(const pm of [0,.25,.5,1])for(const s of [.03,.04,.05])add(`TWAPproj>=${pm}&spread<=${s}`,'combo',x=>x.twapProjectedMarginBps>=pm&&x.spread<=s);\nfor(const r of [1,1.2,1.5])for(const s of [.03,.04,.05])add(`scoreRatio>=${r}&spread<=${s}`,'combo',x=>x.scoreRatio>=r&&x.spread<=s);\nfor(const t of [0,.1,.2])for(const s of [.03,.04,.05])add(`dirTop>=${t}&spread<=${s}`,'combo',x=>x.dirTop>=t&&x.spread<=s);\nfor(const i of [0,.02,.05])for(const s of [.03,.04,.05])add(`dirImb>=${i}&spread<=${s}`,'combo',x=>x.dirImb>=i&&x.spread<=s);\nconsole.log('TOP_TP5_MIN5');for(const g of gates.filter(g=>g.n>=5).sort((x,y)=>y.tp520-x.tp520).slice(0,30))console.log(JSON.stringify({...g,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddb:+g.ddb.toFixed(2),ddt:+g.ddt.toFixed(2),worstB:+g.worstB.toFixed(2),worstT:+g.worstT.toFixed(2)}));\nconsole.log('TOP_HOLD_MIN5');for(const g of gates.filter(g=>g.n>=5).sort((x,y)=>y.base20-x.base20).slice(0,25))console.log(JSON.stringify({...g,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddb:+g.ddb.toFixed(2),ddt:+g.ddt.toFixed(2),worstB:+g.worstB.toFixed(2),worstT:+g.worstT.toFixed(2)}));\nconsole.log('CATEGORY_BEST');for(const cat of [...new Set(gates.map(g=>g.cat))]){const q=gates.filter(g=>g.cat===cat&&g.n>=5).sort((x,y)=>y.tp520-x.tp520).slice(0,8);console.log('CAT',cat);for(const g of q)console.log(JSON.stringify({name:g.name,n:g.n,w:g.w,wr:+g.wr.toFixed(1),base20:+g.base20.toFixed(2),tp520:+g.tp520.toFixed(2),ddt:+g.ddt.toFixed(2),worstT:+g.worstT.toFixed(2)}));}\n\n// Robustness drill on promising universal gates: old/current + each asset + chronological halves.\nconst chosen:any[]=[\n ['ALL',(x:any)=>true],\n ['rTFC>=1.10',(x:any)=>x.rtfc>=1.10],\n ['rTFC>=1.20',(x:any)=>x.rtfc>=1.20],\n ['scoreRatio>=1.50',(x:any)=>x.scoreRatio>=1.50],\n ['TWAPproj>=0',(x:any)=>x.twapProjectedMarginBps>=0],\n ['TWAPproj>=0.25',(x:any)=>x.twapProjectedMarginBps>=.25],\n ['TWAPproj>=0.50',(x:any)=>x.twapProjectedMarginBps>=.50],\n ['R_twap>=1.20',(x:any)=>x.Rt>=1.20],\n ['TWAPgap<=1bps',(x:any)=>x.twapGapBps<=1],\n ['TWAPgap<=3bps',(x:any)=>x.twapGapBps<=3],\n ['spread<=.02',(x:any)=>x.spread<=.02+1e-9],\n ['spread<=.03',(x:any)=>x.spread<=.03+1e-9],\n ['spread<=.04',(x:any)=>x.spread<=.04+1e-9],\n ['dirImb>=.01',(x:any)=>x.dirImb>=.01],\n ['TWAPproj>=0 & spread<=.05',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.05+1e-9],\n ['TWAPproj>=0 & spread<=.04',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.04+1e-9],\n ['TWAPproj>=0 & spread<=.03',(x:any)=>x.twapProjectedMarginBps>=0&&x.spread<=.03+1e-9],\n ['TWAPgap<=3 & spread<=.04',(x:any)=>x.twapGapBps<=3&&x.spread<=.04+1e-9],\n];\nfunction mini(q:any[]){const m=metrics(q);return {n:m.n,w:m.w,wr:+m.wr.toFixed(1),hold:+m.base20.toFixed(2),tp5:+m.tp520.toFixed(2),dd5:+m.ddt.toFixed(2),worst5:+m.worstT.toFixed(2)};}\nconst chrono=[...a].sort((x,y)=>String(x.endts).localeCompare(String(y.endts)));const cut=Math.floor(chrono.length/2),H1=new Set(chrono.slice(0,cut).map(x=>x.event)),H2=new Set(chrono.slice(cut).map(x=>x.event));\nconsole.log('ROBUSTNESS');for(const [name,f] of chosen){const q=a.filter(f);console.log(JSON.stringify({name,all:mini(q),old:mini(q.filter(x=>x.src.includes('_old'))),current:mini(q.filter(x=>!x.src.includes('_old'))),btc:mini(q.filter(x=>x.asset==='btc')),eth:mini(q.filter(x=>x.asset==='eth')),sol:mini(q.filter(x=>x.asset==='sol')),H1:mini(q.filter(x=>H1.has(x.event))),H2:mini(q.filter(x=>H2.has(x.event)))}));}\nconsole.log('CHRONO_NEW');for(const x of chrono.slice(-10))console.log(JSON.stringify({event:x.event,src:x.src,end:x.endts,asset:x.asset,win:x.win,cost:+x.cost.toFixed(2),rtfc:x.rtfc,Rt:x.Rt,Rl:x.Rl,twapProj:+x.twapProjectedMarginBps.toFixed(3),twapGap:+x.twapGapBps.toFixed(3),spread:+x.spread.toFixed(3),tp5hit:x.tp5hit,base20:+x.base20.toFixed(2),tp520:+x.tp520.toFixed(2)}));\n// Additional universal gates available from current telemetry.\nfor(const t of [.005,.01,.015,.02,.025,.03,.04,.05,.075,.10])add('walk_slippage<='+t,'liquidity',x=>(x.efffill-x.target_ask)<=t+1e-9);\nfor(const t of [.01,.02,.03,.04,.05,.075,.10])add('target_ask_eff_gap<='+t,'liquidity',x=>Math.abs(x.efffill-x.target_ask)<=t+1e-9);\nconsole.log('LIQUIDITY_GATES');for(const g of gates.filter(g=>g.cat==='liquidity'&&g.n>=5).sort((x,y)=>y.tp520-x.tp520))console.log(JSON.stringify({name:g.name,n:g.n,w:g.w,wr:+g.wr.toFixed(1),hold:+g.base20.toFixed(2),tp5:+g.tp520.toFixed(2),dd5:+g.ddt.toFixed(2),worst5:+g.worstT.toFixed(2)}));\nconsole.log('FINAL_COMBOS');const finalCombos:any[]=[\n ['r1.1', (x:any)=>x.rtfc>=1.1],\n ['r1.1 & TWAPproj>=0',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0],\n ['r1.1 & TWAPproj>=.25',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=.25],\n ['r1.1 & spread<=.05',(x:any)=>x.rtfc>=1.1&&x.spread<=.05+1e-9],\n ['r1.1 & spread<=.04',(x:any)=>x.rtfc>=1.1&&x.spread<=.04+1e-9],\n ['r1.1 & spread<=.03',(x:any)=>x.rtfc>=1.1&&x.spread<=.03+1e-9],\n ['r1.1 & spread<=.02',(x:any)=>x.rtfc>=1.1&&x.spread<=.02+1e-9],\n ['r1.1 & TWAPproj>=0 & spread<=.05',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0&&x.spread<=.05+1e-9],\n ['r1.1 & TWAPproj>=0 & spread<=.04',(x:any)=>x.rtfc>=1.1&&x.twapProjectedMarginBps>=0&&x.spread<=.04+1e-9],\n ['scoreRatio>=1.5 & spread<=.05',(x:any)=>x.scoreRatio>=1.5&&x.spread<=.05+1e-9],\n ['scoreRatio>=1.5 & TWAPproj>=0',(x:any)=>x.scoreRatio>=1.5&&x.twapProjectedMarginBps>=0],\n ['spread<=.02 & TWAPproj>=0',(x:any)=>x.spread<=.02+1e-9&&x.twapProjectedMarginBps>=0],\n];for(const [n,f] of finalCombos){const q=a.filter(f);console.log(JSON.stringify({name:n,...mini(q),old:mini(q.filter(x=>x.src.includes('_old'))),current:mini(q.filter(x=>!x.src.includes('_old'))),H1:mini(q.filter(x=>H1.has(x.event))),H2:mini(q.filter(x=>H2.has(x.event)))}));}\nexport default null;","deleted",false,"label",[14],"b5d4c56e-87c0-4784-9dae-c73fce44b784",["D",1787398526510],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Temporary live BSPS log 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