[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_104":105,"_106":107},"routes/embed.x.$handle.$name.$",{"_9":10,"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":-5},"handle","lorencetang","name","polymarket-log-range","path","analysis.ts","project",{"_22":45,"_11":12,"_33":46,"_47":-5,"_48":42,"_49":50,"_51":50,"_52":53,"_54":-5,"_55":56,"_57":58,"_59":32,"_60":-5,"_61":-5,"_62":63,"_64":65,"_66":-5,"_67":-5,"_68":-5,"_69":-5,"_70":71,"_72":71,"_73":74,"_75":74,"_76":74,"_77":71,"_78":71,"_79":80,"_81":82,"_83":84,"_85":42},"file",{"_22":23,"_11":14,"_24":25,"_26":-5,"_27":28,"_29":30,"_31":32,"_33":34,"_35":36,"_37":38,"_39":40,"_41":42,"_43":-5,"_13":44},"permalink","https://www.val.town/x/lorencetang/polymarket-log-range/code/analysis.ts","extension","id","feafea75-5940-4a83-ba84-041a605dc6b8","fileId","1876c70a-9b8e-11f1-9865-1607ee4eb77e","parentId","branchId","0ef042f4-e079-41a3-b65a-059e2cb41708","branchVersion",6,"latest",true,"createdAt",["D",1787211557117],"version",3,"fileType","http","content","const SOURCES: Record = {\n btc: \"https://site6666.easycryptofiat.com/jjo3-fetch.log\",\n btc_old: \"https://site6666.easycryptofiat.com/jjo3-fetch.log.old\",\n eth: \"https://site7777.easycryptofiat.com/jjo4-fetch.log\",\n sol: \"https://site8888.easycryptofiat.com/jjo5-fetch.log\",\n};\nconst DEFAULT_CUTOFF = 1787025300;\nconst FEE = 0.07, LOT = 20, GRID = 0.05, ALIGN=0.01, ASKLO=0.50, ASKHI=0.90, T10=0.30, IMBD=0.08;\n\ntype Agg={events:number,traded:number,pos:number,neg:number,zero:number,pnl:number,capital:number,buys:number,tp:number};\nconst A=():Agg=>({events:0,traded:0,pos:0,neg:0,zero:0,pnl:0,capital:0,buys:0,tp:0});\nfunction addOutcome(a:Agg,p:number,traded=true){a.events++; if(traded)a.traded++; a.pnl+=p; if(p>1e-9)a.pos++; else if(p<-1e-9)a.neg++; else a.zero++;}\nfunction roi(a:Agg){return a.capital?100*a.pnl/a.capital:0}\nfunction n(x:any,d=0){const v=Number(x); return Number.isFinite(v)?v:d}\nfunction eventNum(s:string){const m=s.match(/-(\\d+)$/); return m?Number(m[1]):0}\nfunction fee(q:number,p:number){return FEE*q*p*(1-p)}\n\ntype Sim={open:boolean,side:\"Up\"|\"Down\"|\"\",entry:number,cost:number,qty:number,realized:number,capital:number,buys:number,tp:number,seen:boolean};\nconst S=():Sim=>({open:false,side:\"\",entry:0,cost:0,qty:0,realized:0,capital:0,buys:0,tp:0,seen:false});\nfunction simTick(s:Sim,line:string){\n const rm=line.match(/rem_s=([-+\\d.]+)/), om=line.match(/old_d2s=([-+\\d.]+)/), tm=line.match(/twap_d2s=([-+\\d.]+)/), bm=line.match(/book=U\\[([-+\\d.]+)\\]\\/D\\[([-+\\d.]+)\\]/), xm=line.match(/top10w=([-+\\d.]+)/), dm=line.match(/imb_delta=([-+\\d.]+)/);\n if(!rm||!om||!tm||!bm||!xm||!dm || !line.includes(\"feat_fresh=True\"))return;\n const rem=n(rm[1]), old=n(om[1]), tw=n(tm[1]), ua=n(bm[1]), da=n(bm[2]), t10=n(xm[1]), id=n(dm[1]);\n if(!(rem<=60 && rem>2))return;\n if(s.open){\n const bid=s.side===\"Up\"?1-da:1-ua;\n if(bid+1e-9>=s.entry+GRID){const proceeds=s.qty*bid-fee(s.qty,bid); s.realized+=proceeds-s.cost; s.open=false;s.side=\"\";s.entry=0;s.cost=0;s.qty=0;s.tp++; return;}\n return;\n }\n let side:\"Up\"|\"Down\"|\"\"=\"\";\n if(t10>=T10&&id>=IMBD)side=\"Up\"; else if(t10<=-T10&&id<=-IMBD)side=\"Down\";\n if(!side)return;\n const aligned=(Math.abs(old)>=ALIGN&&Math.abs(tw)>=ALIGN&&old*tw>0)?(old>0?\"Up\":\"Down\"):\"\";\n if(side!==aligned)return;\n const ask=side===\"Up\"?ua:da; if(!(ask>=ASKLO&&ask<=ASKHI))return;\n const c=LOT*ask+fee(LOT,ask); s.open=true;s.side=side;s.entry=ask;s.cost=c;s.qty=LOT;s.capital+=c;s.buys++;s.seen=true;\n}\nfunction simFinish(s:Sim,outcome:string){let p=s.realized; if(s.open)p+=(outcome===s.side.toUpperCase()?s.qty:0)-s.cost; return p}\n\nexport default async function(req:Request):Promise{\n const u=new URL(req.url), asset=(u.searchParams.get(\"asset\")||\"btc\").toLowerCase(), target=SOURCES[asset], CUTOFF=Number(u.searchParams.get(\"cutoff\")||DEFAULT_CUTOFF);\n if(!target)return Response.json({error:\"bad asset\"},{status:400});\n const r=await fetch(target); if(!r.ok)return Response.json({error:\"upstream\",status:r.status},{status:502});\n const reader=r.body!.pipeThrough(new TextDecoderStream()).getReader(); let buf=\"\";\n const actual={grid:A(),cs:A(),rtfc:A()}, fresh={grid:A(),cs:A(),rtfc:A()};\n const final60=A(), final60fresh=A();\n const entryCap=new Map(), rtfcCap=new Map();\n const outcomes=new Map(), gridPnls=new Map(), rtfcPnls=new Map();\n const sims=new Map();\n const csArm=new Map();\n type Leg={event:string,side:string,route:string,fills:{q:number,rem:number}[]}; const legs=new Map();\n let bsEvents=0, firstTs:string|null=null,lastTs:string|null=null;\n const process=(line:string)=>{\n const tsm=line.match(/^(\\d{4}-\\d{2}-\\d{2}T[^\\[]+)/); if(tsm){if(!firstTs)firstTs=tsm[1];lastTs=tsm[1];}\n if(line.includes(\"[BSPS_BUY]\")){\n const em=line.match(/event=([^ ]+)/), pm=line.match(/purpose=([^ ]+)/), paid=line.match(/paid=([-+\\d.]+)/), fm=line.match(/fee=([-+\\d.]+)/); if(em&&pm){const c=n(paid?.[1])+n(fm?.[1]); if(pm[1]===\"bsps_entry\")entryCap.set(em[1],(entryCap.get(em[1])||0)+c); if(pm[1]===\"bsps_rtfc\")rtfcCap.set(em[1],(rtfcCap.get(em[1])||0)+c);}\n }\n if(line.includes(\"[CS_ARM]\")){\n const em=line.match(/event=([^ ]+)/), sm=line.match(/side=(Up|Down)/), rm=line.match(/route=(TWAP|DELTA|BOTH)/); if(em&&sm&&rm)csArm.set(`${em[1]}|${sm[1]}`,rm[1]);\n }\n if(line.includes(\"[CS_FILL]\")){\n const em=line.match(/event=([^ ]+)/), sm=line.match(/side=(Up|Down)/), qm=line.match(/filled_shares=([-+\\d.]+)/), rm=line.match(/fill_rem_s=([-+\\d.]+)/); if(em&&sm&&qm&&rm){const k=`${em[1]}|${sm[1]}`; let l=legs.get(k); if(!l){l={event:em[1],side:sm[1],route:csArm.get(k)||\"UNKNOWN\",fills:[]};legs.set(k,l)} if(l.route===\"UNKNOWN\"&&csArm.get(k))l.route=csArm.get(k)!; l.fills.push({q:n(qm[1]),rem:n(rm[1])});}\n }\n if(line.includes(\"[BSPS_TICK]\")){\n const em=line.match(/event=([^ ]+)/); if(em){let s=sims.get(em[1]); if(!s){s=S();sims.set(em[1],s)} simTick(s,line)}\n }\n if(line.includes(\"[Event PnL]\")&&line.includes(\"strategy=bs_prespike\")){\n const em=line.match(/event=([^ ]+)/), pm=line.match(/\\bpnl=([-+\\d.]+)/), om=line.match(/outcome=(UP|DOWN)/), en=line.match(/\\bentry=(\\d+)/), tp=line.match(/\\btp=(\\d+)/), sn=line.match(/snipe_pnl=([-+\\d.]+)/), sw=line.match(/sweep_pnl=([-+\\d.]+)/), rn=line.match(/rtfc_pnl=([-+\\d.]+)/), cn=line.match(/cs_pnl=([-+\\d.]+)/);\n if(!(em&&pm&&om))return; const ev=em[1], evn=eventNum(ev), out=om[1], total=n(pm[1]), sub=n(sn?.[1])+n(sw?.[1])+n(rn?.[1])+n(cn?.[1]), gp=total-sub, rp=n(rn?.[1]); bsEvents++;outcomes.set(ev,out);gridPnls.set(ev,gp);rtfcPnls.set(ev,rp);\n const eb=n(en?.[1]), tpc=n(tp?.[1]), cap=entryCap.get(ev)||0; if(eb>0){actual.grid.capital+=cap;actual.grid.buys+=eb;actual.grid.tp+=tpc;addOutcome(actual.grid,gp,true); if(evn>CUTOFF){fresh.grid.capital+=cap;fresh.grid.buys+=eb;fresh.grid.tp+=tpc;addOutcome(fresh.grid,gp,true)}}\n const rcap=rtfcCap.get(ev)||0; if(rcap>0||Math.abs(rp)>1e-9){actual.rtfc.capital+=rcap;actual.rtfc.buys++;addOutcome(actual.rtfc,rp,true); if(evn>CUTOFF){fresh.rtfc.capital+=rcap;fresh.rtfc.buys++;addOutcome(fresh.rtfc,rp,true)}}\n const s=sims.get(ev); if(s&&s.seen){const sp=simFinish(s,out);final60.capital+=s.capital;final60.buys+=s.buys;final60.tp+=s.tp;addOutcome(final60,sp,true);if(evn>CUTOFF){final60fresh.capital+=s.capital;final60fresh.buys+=s.buys;final60fresh.tp+=s.tp;addOutcome(final60fresh,sp,true)}}\n }\n };\n while(true){const {value,done}=await reader.read(); 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