[{"_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","refined_band.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/refined_band.ts","extension","id","88500506-37c5-4c5f-8c65-03f91f56b35d","fileId","01a033c0-25ab-71fd-bfc6-0aa3032d243b","parentId","branchId","5eff97cb-5e48-4c30-a73b-b1c752599a9b","branchVersion",88,"latest",true,"createdAt",["D",1787574647353],"version",3,"fileType","script","content","type T={rem:number,old:number,tw:number,ok:number,up:number,dn:number,w:number|null,id:number|null};type E={sp:number|null,tsp:number|null,out:string|null,t:T[]};\nconst cfg=[['BTC','https://site6666.easycryptofiat.com/jjo3-fetch.log.old','https://site6666.easycryptofiat.com/jjo3-fetch.log'],['ETH','https://site7777.easycryptofiat.com/jjo4-fetch.log.old','https://site7777.easycryptofiat.com/jjo4-fetch.log'],['SOL','https://site8888.easycryptofiat.com/jjo5-fetch.log.old','https://site8888.easycryptofiat.com/jjo5-fetch.log']] as const;\nconst R={ev:/event=([^\\s]+)/,slug:/event_slug=([^\\s]+)/,sp:/event_start_price=([-+0-9.eE]+)/,tsp:/event_start_twap=([-+0-9.eE]+)/,out:/outcome=(UP|DOWN)/,rem:/rem_s=([-+0-9.]+)/,old:/old_d2s=([-+0-9.eE]+)/,tw:/twap_d2s=([-+0-9.eE]+)/,ok:/twap_ok=(\\d+)/,book:/book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/,w:/top10w=([-+0-9.]+)/,id:/imb_delta=([-+0-9.]+)/};\nfunction get(m:Map,e:string){let v=m.get(e);if(!v){v={sp:null,tsp:null,out:null,t:[]};m.set(e,v)}return v}\nasync function parse(url:string){const m=new Map();const txt=await(await fetch(url,{headers:{'cache-control':'no-cache','pragma':'no-cache'}})).text();for(const l of txt.split(/\\r?\\n/)){if(l.includes('[Event PnL]')){const e=R.ev.exec(l),o=R.out.exec(l);if(e&&o)get(m,e[1]).out=o[1]}else if(l.includes('[TWAP_STRIKE]')){const e=R.slug.exec(l),p=R.tsp.exec(l);if(e&&p)get(m,e[1]).tsp=+p[1]}else if(l.includes('[STRIKE]')&&l.includes('event_start_price=')){const e=R.slug.exec(l),p=R.sp.exec(l);if(e&&p)get(m,e[1]).sp=+p[1]}else if(l.includes('[BSPS_TICK]')){const e=R.ev.exec(l),r=R.rem.exec(l),o=R.old.exec(l),tw=R.tw.exec(l),ok=R.ok.exec(l),b=R.book.exec(l);if(e&&r&&o&&tw&&ok&&b){const w=R.w.exec(l),id=R.id.exec(l);get(m,e[1]).t.push({rem:+r[1],old:+o[1],tw:+tw[1],ok:+ok[1],up:+b[1],dn:+b[2],w:w?+w[1]:null,id:id?+id[1]:null})}}}for(const v of m.values()){v.t.sort((a,b)=>b.rem-a.rem);const o:T[]=[];const s=new Set();for(const t of v.t){const k=[t.rem,t.old,t.tw,t.up,t.dn,t.w,t.id].join('|');if(!s.has(k)){s.add(k);o.push(t)}}v.t=o}return m}\nfunction ni(a:T[],rem:number){let bi=-1,d=1e9;for(let i=0;is*(x.old+off)/v.sp!*1e4,tw=(x:T)=>s*x.tw/v.sp!*1e4,a=(x:T)=>(x as any)[k] as number;const i3=ni(v.t,t.rem+3),i5=ni(v.t,t.rem+5),i10=ni(v.t,t.rem+10);if(i3<0||i5<0||i10<0)return null;const h3=v.t[i3],h5=v.t[i5],h10=v.t[i10];return {ask:a(t),a5:a(h5),dL3:live(t)-live(h3),dL5:live(t)-live(h5),dL10:live(t)-live(h10),dT3:tw(t)-tw(h3),dT5:tw(t)-tw(h5),dT10:tw(t)-tw(h10)}}\nconst entries={BASE:(q:any)=>q.dL5>0&&q.dT5>=0&&q.ask<=q.a5,PERSIST_TWAP:(q:any)=>q.dL5>0&&q.dT3>=0&&q.dT5>=0&&q.dT10>=0&&q.ask<=q.a5,PERSIST_5_10:(q:any)=>q.dL5>0&&q.dT5>=0&&q.dT10>=0&&q.ask<=q.a5};\nconst exits={NONE:(q:any)=>false,TWAP_BREAK:(q:any)=>q.dT5<0,BOTH_BREAK:(q:any)=>q.dL5<=0&&q.dT5<0,THESIS_BREAK:(q:any)=>!(q.dL5>0&&q.dT5>=0&&q.ask<=q.a5)};\nfunction sim(asset:string,m:Map,entry:any,exit:any,ttl:number|undefined,maxAsk:number=.05){let sig=0,fill=0,w=0,l=0,nf=0;const wins:any[]=[],fillsList:any[]=[];for(const [ev,v] of m){if(v.sp===null||v.tsp===null||!v.out)continue;for(const side of ['Up','Down']){const k=side==='Up'?'up':'dn';let armIdx=-1,armRem=0,armAsk=0,cancelRem:number|null=null,first1:number|null=null;for(let i=0;i=.019&&ask<=maxAsk&&entry(q)){armIdx=i;armRem=t.rem;armAsk=ask}}else{const age=armRem-t.rem;if(ttl!==undefined&&age>ttl){cancelRem=t.rem;break}if(exit(q)){cancelRem=t.rem;break}}}if(armIdx<0)continue;sig++;const liveUntil=cancelRem===null?-1:cancelRem;const touched=first1!==null&&first1=cancelRem-.6);if(touched){fill++;const ok=v.out===side.toUpperCase();const row={asset,ev,side,arm:armRem,ask:armAsk,fill:first1,lead:armRem-first1,cancel:cancelRem,win:ok};fillsList.push(row);if(ok){w++;wins.push(row)}else l++}else nf++}}return {asset,signals:sig,fills:fill,wins:w,losses:l,nofill:nf,wr:fill?w/fill:0,pnl:w*990-l*10,winsList:wins,fillsList}}\nconst data:any={};for(const [asset,ou,cu] of cfg){data[asset]={old:await parse(ou),cur:await parse(cu)}}\nfor(const [en,ef] of Object.entries(entries))for(const [xn,xf] of Object.entries(exits)){let o={fills:0,wins:0,losses:0,nofill:0,signals:0,pnl:0},c={...o};for(const a of ['BTC','ETH']){const A=sim(a,data[a].old,ef,xf,undefined),B=sim(a,data[a].cur,ef,xf,undefined);for(const k of Object.keys(o) as (keyof typeof o)[]){(o[k] as number)+=(A[k] as number);(c[k] as number)+=(B[k] as number)}}console.log('COMBO',JSON.stringify({entry:en,exit:xn,old:o,current:c,combined:{fills:o.fills+c.fills,wins:o.wins+c.wins,losses:o.losses+c.losses,nofill:o.nofill+c.nofill,pnl:o.pnl+c.pnl,wr:(o.wins+c.wins)/(o.fills+c.fills||1)}}))}\nfor(const en of ['BASE','PERSIST_TWAP','PERSIST_5_10'] as const){const ef=(entries as any)[en];for(const ttl of [60,75,90]){let o={fills:0,wins:0,losses:0,nofill:0,signals:0,pnl:0},c={...o};for(const a of ['BTC','ETH']){const A=sim(a,data[a].old,ef,exits.NONE,ttl),B=sim(a,data[a].cur,ef,exits.NONE,ttl);for(const k of Object.keys(o) as (keyof typeof o)[]){(o[k] as number)+=(A[k] as number);(c[k] as number)+=(B[k] as number)}}console.log('TTL',JSON.stringify({entry:en,ttl,old:o,current:c,combined:{fills:o.fills+c.fills,wins:o.wins+c.wins,losses:o.losses+c.losses,pnl:o.pnl+c.pnl,wr:(o.wins+c.wins)/(o.fills+c.fills||1)}}))}}\nfor(const a of ['BTC','ETH'])for(const en of ['BASE','PERSIST_TWAP'] as const){const z=sim(a,data[a].cur,(entries as any)[en],exits.NONE,75);if(z.wins)console.log('CUR_WINS',JSON.stringify({asset:a,entry:en,wins:z.winsList}))}\nconst buckets=[['PRE_120_PLUS',(r:any)=>r.arm>120],['PRE_FINAL_WINDOW',(r:any)=>r.arm>60&&r.arm<=120],['FINAL_60_LOCKING',(r:any)=>r.arm<=60]] as const;\nfor(const ttl of [75,90]){let rowsOld:any[]=[],rowsCur:any[]=[];for(const a of ['BTC','ETH']){rowsOld.push(...sim(a,data[a].old,entries.PERSIST_TWAP,exits.NONE,ttl).fillsList);rowsCur.push(...sim(a,data[a].cur,entries.PERSIST_TWAP,exits.NONE,ttl).fillsList)}for(const [name,fn] of buckets){for(const [set,rows] of [['old',rowsOld],['current',rowsCur]] as const){const z=rows.filter(fn),w=z.filter((r:any)=>r.win).length,l=z.length-w;console.log('TIME_BUCKET',JSON.stringify({ttl,bucket:name,set,fills:z.length,wins:w,losses:l,wr:w/(z.length||1),pnl:w*990-l*10,winEvents:z.filter((r:any)=>r.win).map((r:any)=>({asset:r.asset,ev:r.ev,arm:r.arm,fill:r.fill,lead:r.lead}))}))}}}\n\nfor(const ttl of [undefined,75,90] as any[]){let old:any[]=[],cur:any[]=[];for(const a of ['BTC','ETH']){old.push(...sim(a,data[a].old,entries.PERSIST_TWAP,exits.NONE,ttl).fillsList.filter((r:any)=>r.arm>60));cur.push(...sim(a,data[a].cur,entries.PERSIST_TWAP,exits.NONE,ttl).fillsList.filter((r:any)=>r.arm>60))}const stat=(z:any[])=>{const w=z.filter(r=>r.win).length,l=z.length-w;return {fills:z.length,wins:w,losses:l,wr:w/(z.length||1),pnl:w*990-l*10}};console.log('PRE60_ARM',JSON.stringify({ttl:ttl===undefined?'INF':ttl,old:stat(old),current:stat(cur),combined:stat([...old,...cur])}))}\n\nfor(const maxAsk of [.04,.05,.06]){let old:any[]=[],cur:any[]=[];for(const a of ['BTC','ETH']){old.push(...sim(a,data[a].old,entries.PERSIST_TWAP,exits.NONE,undefined,maxAsk).fillsList.filter((r:any)=>r.arm>60));cur.push(...sim(a,data[a].cur,entries.PERSIST_TWAP,exits.NONE,undefined,maxAsk).fillsList.filter((r:any)=>r.arm>60))}const stat=(z:any[])=>{const w=z.filter(r=>r.win).length,l=z.length-w;return {fills:z.length,wins:w,losses:l,wr:w/(z.length||1),pnl:w*990-l*10}};console.log('REFINED_BAND',JSON.stringify({maxAsk,old:stat(old),current:stat(cur),combined:stat([...old,...cur])}))}\n","deleted",false,"label",[14],"b5d4c56e-87c0-4784-9dae-c73fce44b784",["D",1787398526510],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Temporary live BSPS log analyzer","imageUrl","userId","b13d5b98-32fd-4204-bf50-fce395eb52e3","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0186b-55d3-76bb-8f28-5e239a5e05cf","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_9":10,"_102":98},"org",{"_9":10,"_95":96,"_97":98,"_55":56,"_99":100,"_101":42},"branch",{"_35":85,"_11":86,"_22":28,"_87":45,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":-5,"_93":12,"_94":10},"isOwned",108,"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",{"_78":-5,"_136":137,"_138":139,"_140":141,"_142":42,"_143":42,"_144":42,"_145":32,"_146":-5,"_147":-7,"_148":-7,"_149":62,"_150":42,"_151":42,"_152":-5,"_153":42,"_154":42,"_155":42,"_156":-5},"ENV",{"_107":108,"_109":110,"_111":86,"_112":113,"_114":115,"_116":117,"_118":119,"_120":121,"_122":123,"_124":125,"_126":127,"_128":129,"_130":131,"_132":133,"_134":135},"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"]