\n {label}\n

= 0 ? \"50%\" : `${(clamp(value, -1, 1) + 1) / 2 * 100}%`,\n width: `${Math.abs(clamp(value, -1, 1)) * 50}%`,\n top: 0, height: \"100%\", background: color, borderRadius: 2, opacity: 0.8,\n }} />\n

\n {value >= 0 ? \"+\" : \"\"}{value.toFixed(3)}\n

\n );\n}\n\nexport default function Paragon() {\n const [pair, setPair] = useState(\"BTCUSD\");\n const [running, setRunning] = useState(false);\n const [autoTrade, setAutoTrade] = useState(false);\n const [gemPrice, setGemPrice] = useState(0);\n const [cbPrice, setCbPrice] = useState(0);\n const [gemStatus, setGemStatus] = useState(\"off\");\n const [cbStatus, setCbStatus] = useState(\"off\");\n const [obi, setObi] = useState(0);\n const [hawkes, setHawkes] = useState(0);\n const [hmm, setHmm] = useState({ regime: 0, confidence: 0.5 });\n const [asLevels, setAsLevels] = useState(null);\n const [composite, setComposite] = useState(0);\n const [activeWeights, setActiveWeights] = useState({ ...MREV_W });\n const [rollingVaR, setRollingVaR] = useState({});\n const [recursiveVaR, setRecursiveVaR] = useState({});\n const [inventory, setInventory] = useState(0);\n const [avgEntry, setAvgEntry] = useState(0);\n const [pnl, setPnl] = useState(0);\n const [fills, setFills] = useState([]);\n const [logs, setLogs] = useState([]);\n const [tickCount, setTickCount] = useState(0);\n\n const canvasRef = useRef(null);\n const rafRef = useRef(null);\n const tickRef = useRef(null);\n const wsGemRef = useRef(null);\n const wsCbRef = useRef(null);\n const simGemRef = useRef(null);\n const simCbRef = useRef(null);\n const returnsRef = useRef([]);\n const weightsRef = useRef({ ...MREV_W });\n const cfRRef = useRef(null);\n const cfERef = useRef(null);\n\n const dd = useRef({\n gemCandles: [],\n cbCandles: [],\n gemAcc: { open: 0, high: -Infinity, low: Infinity, close: 0, count: 0, ts: 0 },\n cbAcc: { open: 0, high: -Infinity, low: Infinity, close: 0, count: 0, ts: 0 },\n orbitals: ORB_CFG.map(() => ({ theta: 0, points: [] })),\n asLevels: null,\n composite: 0,\n gemLive: false,\n cbLive: false,\n gemPrice: 0,\n cbPrice: 0,\n running: false,\n });\n\n const addLog = useCallback((msg, type = \"info\") => {\n setLogs((prev) => [...prev.slice(-40), { msg, type, ts: Date.now() }]);\n }, []);\n\n const handleTrade = useCallback((action) => {\n const midPrice = dd.current.gemPrice || dd.current.cbPrice;\n if (!midPrice) return;\n setInventory((inv) => {\n const size = 0.01;\n let newInv = inv;\n let side = \"\";\n if (action === \"buy\") { newInv = inv + size; side = \"buy\"; }\n else if (action === \"sell\") { newInv = inv - size; side = \"sell\"; }\n else { newInv = 0; side = inv > 0 ? \"sell\" : \"buy\"; }\n if (side) {\n setFills((prev) => [...prev.slice(-20), { side, size: Math.abs(newInv - inv), price: midPrice, ts: Date.now() }]);\n setAvgEntry((ae) => (Math.sign(newInv) !== Math.sign(inv) || inv === 0) ? midPrice : (ae * Math.abs(inv) + midPrice * size) / (Math.abs(inv) + size));\n addLog(`${side.toUpperCase()} ${Math.abs(newInv - inv).toFixed(4)} @ ${midPrice.toFixed(2)}`, side === \"buy\" ? \"green\" : \"red\");\n }\n return newInv;\n });\n }, [addLog]);\n\n const bucketTick = useCallback((acc, price, candles, maxLen) => {\n const now = Date.now();\n if (acc.ts === 0) { acc.ts = now; acc.open = price; acc.high = price; acc.low = price; }\n acc.high = Math.max(acc.high, price);\n acc.low = Math.min(acc.low, price);\n acc.close = price;\n acc.count++;\n if (now - acc.ts >= CANDLE_SEC * 1000) {\n candles.push({ open: acc.open, high: acc.high, low: acc.low, close: acc.close });\n if (candles.length > maxLen + 20) candles.splice(0, candles.length - maxLen);\n acc.open = price; acc.high = price; acc.low = price; acc.close = price; acc.count = 0; acc.ts = now;\n return true;\n }\n return false;\n }, []);\n\n const drawCanvas = useCallback(() => {\n const canvas = canvasRef.current;\n if (!canvas) return;\n const ctx = canvas.getContext(\"2d\");\n const rect = canvas.getBoundingClientRect();\n const dpr = window.devicePixelRatio || 1;\n const w = rect.width;\n const h = rect.height;\n if (canvas.width !== Math.round(w * dpr) || canvas.height !== Math.round(h * dpr)) {\n canvas.width = Math.round(w * dpr);\n canvas.height = Math.round(h * dpr);\n }\n ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n ctx.fillStyle = C.bg;\n ctx.fillRect(0, 0, w, h);\n\n const d = dd.current;\n const gc = d.gemCandles.slice(-CANDLE_VIS);\n const cc = d.cbCandles.slice(-CANDLE_VIS);\n const maxLen = Math.max(gc.length, cc.length);\n\n if (maxLen < 1) {\n ctx.fillStyle = C.dim; ctx.font = \"12px monospace\"; ctx.textAlign = \"center\";\n ctx.fillText(d.running ? \"Accumulating candles...\" : \"Press START\", w / 2, h / 2);\n rafRef.current = requestAnimationFrame(drawCanvas);\n return;\n }\n\n const pL = 56, pR = 8, pT = 16, pB = 26;\n const slotW = (w - pL - pR) / CANDLE_VIS;\n const halfW = slotW * 0.38;\n\n let hi = -Infinity, lo = Infinity;\n for (const c of gc) { hi = Math.max(hi, c.high); lo = Math.min(lo, c.low); }\n for (const c of cc) { hi = Math.max(hi, c.high); lo = Math.min(lo, c.low); }\n if (d.asLevels) { hi = Math.max(hi, d.asLevels.askPrice); lo = Math.min(lo, d.asLevels.bidPrice); }\n if (hi === -Infinity) { hi = 100; lo = 0; }\n const range = hi - lo || 1;\n const pad = range * 0.1;\n const yHi = hi + pad, yLo = lo - pad, yR = yHi - yLo;\n const toY = (p) => pT + ((yHi - p) / yR) * (h - pT - pB);\n\n ctx.strokeStyle = C.border; ctx.lineWidth = 0.5;\n for (let i = 0; i <= 4; i++) {\n const price = yLo + (yR * i) / 4;\n const y = toY(price);\n ctx.beginPath(); ctx.moveTo(pL, y); ctx.lineTo(w - pR, y); ctx.stroke();\n ctx.fillStyle = C.dim; ctx.font = \"9px monospace\"; ctx.textAlign = \"right\";\n ctx.fillText(price.toFixed(1), pL - 4, y + 3);\n }\n\n if (d.asLevels) {\n const drawDash = (price, color, lbl) => {\n const y = toY(price);\n if (y > pT && y < h - pB) {\n ctx.setLineDash([3, 3]); ctx.strokeStyle = color; ctx.lineWidth = 0.7; ctx.globalAlpha = 0.4;\n ctx.beginPath(); ctx.moveTo(pL, y); ctx.lineTo(w - pR, y); ctx.stroke();\n ctx.setLineDash([]); ctx.globalAlpha = 1;\n ctx.fillStyle = color; ctx.font = \"7px monospace\"; ctx.textAlign = \"left\";\n ctx.fillText(lbl, pL + 3, y - 2);\n }\n };\n drawDash(d.asLevels.bidPrice, C.green, \"A-S bid\");\n drawDash(d.asLevels.askPrice, C.red, \"A-S ask\");\n drawDash(d.asLevels.reservation, C.amber, \"reserve\");\n }\n\n const gOff = CANDLE_VIS - gc.length;\n for (let i = 0; i < gc.length; i++) {\n const c = gc[i];\n const cx = pL + (gOff + i) * slotW + slotW * 0.5 - halfW * 0.55;\n const bull = c.close >= c.open;\n const color = bull ? GEM_BULL : GEM_BEAR;\n ctx.strokeStyle = color; ctx.lineWidth = 1;\n ctx.beginPath(); ctx.moveTo(cx, toY(c.high)); ctx.lineTo(cx, toY(c.low)); ctx.stroke();\n const bTop = toY(Math.max(c.open, c.close));\n const bBot = toY(Math.min(c.open, c.close));\n const bH = Math.max(1, bBot - bTop);\n ctx.fillStyle = color; ctx.globalAlpha = 0.85;\n ctx.fillRect(cx - halfW * 0.5, bTop, halfW, bH);\n ctx.globalAlpha = 1;\n }\n\n const cOff = CANDLE_VIS - cc.length;\n for (let i = 0; i < cc.length; i++) {\n const c = cc[i];\n const cx = pL + (cOff + i) * slotW + slotW * 0.5 + halfW * 0.55;\n const bull = c.close >= c.open;\n ctx.strokeStyle = CB_STROKE; ctx.lineWidth = 1;\n ctx.beginPath(); ctx.moveTo(cx, toY(c.high)); ctx.lineTo(cx, toY(c.low)); ctx.stroke();\n const bTop = toY(Math.max(c.open, c.close));\n const bBot = toY(Math.min(c.open, c.close));\n const bH = Math.max(1, bBot - bTop);\n if (bull) {\n ctx.strokeStyle = CB_STROKE; ctx.lineWidth = 1; ctx.globalAlpha = 0.85;\n ctx.strokeRect(cx - halfW * 0.5, bTop, halfW, bH);\n } else {\n ctx.fillStyle = CB_FILL_BEAR; ctx.globalAlpha = 0.7;\n ctx.fillRect(cx - halfW * 0.5, bTop, halfW, bH);\n }\n ctx.globalAlpha = 1;\n }\n\n const orbitals = d.orbitals;\n const priceSource = gc.length >= cc.length ? gc : cc;\n for (let oi = 0; oi < orbitals.length; oi++) {\n const orb = orbitals[oi];\n const cfg = ORB_CFG[oi];\n const pts = orb.points;\n if (pts.length < 2) continue;\n const visLen = Math.min(pts.length, maxLen * 5);\n const start = pts.length - visLen;\n for (let i = 1; i < visLen; i++) {\n const p0 = pts[start + i - 1];\n const p1 = pts[start + i];\n const f0 = (i - 1) / visLen, f1 = i / visLen;\n const x0 = pL + f0 * (w - pL - pR);\n const x1 = pL + f1 * (w - pL - pR);\n const by0 = toY(p0.price), by1 = toY(p1.price);\n const yd0 = Math.sin(p0.theta) * cfg.radius * Math.abs(p0.signal) * 0.5;\n const yd1 = Math.sin(p1.theta) * cfg.radius * Math.abs(p1.signal) * 0.5;\n const bulge = Math.cos((p0.theta + p1.theta) / 2) * cfg.radius * 0.25 * Math.abs((p0.signal + p1.signal) / 2);\n const y0 = by0 - yd0, y1 = by1 - yd1;\n const cpx = (x0 + x1) / 2, cpy = (by0 + by1) / 2 - bulge;\n const age = i / visLen;\n ctx.beginPath(); ctx.moveTo(x0, y0); ctx.quadraticCurveTo(cpx, cpy, x1, y1);\n ctx.strokeStyle = cfg.color; ctx.lineWidth = 0.4 + age * 1.2; ctx.globalAlpha = age * age * 0.5;\n ctx.stroke();\n }\n if (pts.length > 0) {\n const last = pts[pts.length - 1];\n const lx = w - pR - 2;\n const lby = toY(last.price);\n const ld = Math.sin(last.theta) * cfg.radius * Math.abs(last.signal) * 0.5;\n ctx.globalAlpha = 0.85;\n ctx.beginPath(); ctx.arc(lx, lby - ld, 2.5, 0, Math.PI * 2);\n ctx.fillStyle = cfg.color; ctx.fill();\n ctx.globalAlpha = 0.1;\n ctx.beginPath(); ctx.arc(lx, lby - ld, 6 + Math.abs(last.signal) * 6, 0, Math.PI * 2);\n ctx.fill();\n }\n ctx.globalAlpha = 1;\n }\n\n if (d.gemPrice > 0) {\n ctx.fillStyle = GEM_BULL; ctx.font = \"bold 10px monospace\"; ctx.textAlign = \"right\"; ctx.globalAlpha = 0.8;\n ctx.fillText(`G ${d.gemPrice.toFixed(2)}`, w - pR - 2, pT + 12);\n }\n if (d.cbPrice > 0) {\n ctx.fillStyle = CB_STROKE; ctx.font = \"bold 10px monospace\"; ctx.textAlign = \"right\"; ctx.globalAlpha = 0.8;\n ctx.fillText(`C ${d.cbPrice.toFixed(2)}`, w - pR - 2, pT + 24);\n }\n ctx.globalAlpha = 1;\n\n const comp = d.composite;\n const barY = h - 8, barH = 4;\n const barMid = pL + (w - pL - pR) / 2;\n const barW = Math.abs(comp) * (w - pL - pR) / 2;\n ctx.fillStyle = C.border; ctx.globalAlpha = 0.12;\n ctx.fillRect(pL, barY, w - pL - pR, barH);\n ctx.globalAlpha = 0.5;\n ctx.fillStyle = comp > 0.1 ? C.green : comp < -0.1 ? C.red : C.dim;\n if (comp >= 0) ctx.fillRect(barMid, barY, barW, barH);\n else ctx.fillRect(barMid - barW, barY, barW, barH);\n ctx.globalAlpha = 1;\n\n rafRef.current = requestAnimationFrame(drawCanvas);\n }, []);\n\n const startEngine = useCallback(() => {\n if (tickRef.current) clearInterval(tickRef.current);\n if (rafRef.current) cancelAnimationFrame(rafRef.current);\n if (wsGemRef.current) { try { wsGemRef.current.close(); } catch {} }\n if (wsCbRef.current) { try { wsCbRef.current.close(); } catch {} }\n\n returnsRef.current = [];\n weightsRef.current = { ...MREV_W };\n cfRRef.current = new CFRolling(CF_WIN);\n cfERef.current = new CFEW(CF_LAM);\n\n const d = dd.current;\n d.gemCandles = []; d.cbCandles = [];\n d.gemAcc = { open: 0, high: -Infinity, low: Infinity, close: 0, count: 0, ts: 0 };\n d.cbAcc = { open: 0, high: -Infinity, low: Infinity, close: 0, count: 0, ts: 0 };\n d.orbitals = ORB_CFG.map(() => ({ theta: 0, points: [] }));\n d.asLevels = null; d.composite = 0; d.gemLive = false; d.cbLive = false;\n d.gemPrice = 0; d.cbPrice = 0; d.running = true;\n\n let gemFallback = false, cbFallback = false;\n simGemRef.current = new SimFeed(pair, \"gemini\");\n simCbRef.current = new SimFeed(pair, \"coinbase\");\n\n addLog(`Connecting Gemini WS...`, \"cyan\");\n addLog(`Connecting Coinbase WS...`, \"cyan\");\n\n wsGemRef.current = connectGemini(pair, (price, status) => {\n if (status === \"connected\") { d.gemLive = true; setGemStatus(\"live\"); addLog(\"Gemini WS live\", \"green\"); }\n else if (status === \"trade\" && price) { d.gemPrice = price; setGemPrice(price); }\n else if (status === \"error\" || status === \"closed\") {\n d.gemLive = false;\n if (!gemFallback) { gemFallback = true; setGemStatus(\"sim\"); addLog(\"Gemini → sim fallback\", \"amber\"); }\n }\n });\n\n wsCbRef.current = connectCoinbase(pair, (price, status) => {\n if (status === \"connected\") { d.cbLive = true; setCbStatus(\"live\"); addLog(\"Coinbase WS live\", \"green\"); }\n else if (status === \"trade\" && price) { d.cbPrice = price; setCbPrice(price); }\n else if (status === \"error\" || status === \"closed\") {\n d.cbLive = false;\n if (!cbFallback) { cbFallback = true; setCbStatus(\"sim\"); addLog(\"Coinbase → sim fallback\", \"amber\"); }\n }\n });\n\n setTimeout(() => {\n if (!gemFallback && !d.gemLive) { gemFallback = true; d.gemLive = false; setGemStatus(\"sim\"); addLog(\"Gemini timeout → sim\", \"amber\"); }\n if (!cbFallback && !d.cbLive) { cbFallback = true; d.cbLive = false; setCbStatus(\"sim\"); addLog(\"Coinbase timeout → sim\", \"amber\"); }\n }, 3000);\n\n setTickCount(0); setActiveWeights({ ...MREV_W }); setRunning(true);\n let tickNum = 0;\n let prevMid = 0;\n\n tickRef.current = setInterval(() => {\n const d = dd.current;\n tickNum++;\n setTickCount(tickNum);\n\n if (!d.gemLive) {\n const gt = simGemRef.current.tick();\n d.gemPrice = gt.price;\n setGemPrice(gt.price);\n }\n if (!d.cbLive) {\n const ct = simCbRef.current.tick();\n d.cbPrice = ct.price;\n setCbPrice(ct.price);\n }\n\n if (d.gemPrice > 0) bucketTick(d.gemAcc, d.gemPrice, d.gemCandles, CANDLE_VIS + 20);\n if (d.cbPrice > 0) bucketTick(d.cbAcc, d.cbPrice, d.cbCandles, CANDLE_VIS + 20);\n\n const mid = d.gemPrice > 0 && d.cbPrice > 0\n ? (d.gemPrice + d.cbPrice) / 2\n : d.gemPrice || d.cbPrice;\n\n if (mid > 0 && prevMid > 0) {\n const ret = (mid - prevMid) / prevMid;\n returnsRef.current.push(ret);\n if (returnsRef.current.length > 150) returnsRef.current = returnsRef.current.slice(-150);\n cfRRef.current.push(ret);\n cfERef.current.push(ret);\n }\n prevMid = mid;\n\n const vol = pair === \"BTCUSD\" ? 80 : pair === \"ETHUSD\" ? 5 : 2;\n const spread = pair === \"BTCUSD\" ? 0.5 : pair === \"ETHUSD\" ? 0.05 : 0.01;\n const syntheticBook = genBook(mid || 67500, spread, 10);\n\n const obiVal = computeOBI(syntheticBook);\n setObi(obiVal);\n const simTrades = (simGemRef.current?.trades || []).concat(simCbRef.current?.trades || []);\n const hawkesVal = computeHawkes(simTrades, Date.now());\n setHawkes(hawkesVal);\n const hmmVal = computeHMM(returnsRef.current);\n setHmm(hmmVal);\n const asVal = computeAS(mid || 67500, vol);\n setAsLevels(asVal);\n d.asLevels = asVal;\n\n const tgtW = hmmVal.regime === 1 ? TREND_W : MREV_W;\n weightsRef.current = blendW(weightsRef.current, tgtW, EMA_ALPHA_R);\n setActiveWeights({ ...weightsRef.current });\n\n const asSkew = mid > 0 ? clamp((asVal.reservation - mid) / (vol * 0.01 + 1e-10), -1, 1) : 0;\n const hawkesNorm = clamp((hawkesVal - 0.5) / 2, -1, 1);\n const hmmSig = hmmVal.regime === 1 ? (hmmVal.confidence - 0.5) * 2 : -(hmmVal.confidence - 0.5);\n const w = weightsRef.current;\n const comp = clamp(obiVal * w.obi + hawkesNorm * w.hawkes + hmmSig * w.hmm + asSkew * w.as, -1, 1);\n setComposite(comp);\n d.composite = comp;\n\n const sigArr = [obiVal, hawkesNorm, hmmSig, asSkew];\n for (let i = 0; i < 4; i++) {\n const orb = d.orbitals[i];\n orb.theta += sigArr[i] * ORB_CFG[i].omega;\n orb.points.push({ theta: orb.theta, signal: sigArr[i], price: mid || 67500 });\n if (orb.points.length > CANDLE_VIS * 6) orb.points = orb.points.slice(-CANDLE_VIS * 5);\n }\n\n if (tickNum % 10 === 0) {\n setRollingVaR(cfRRef.current.compute());\n setRecursiveVaR(cfERef.current.compute());\n }\n }, TICK_MS);\n\n rafRef.current = requestAnimationFrame(drawCanvas);\n }, [pair, addLog, drawCanvas, bucketTick]);\n\n const stopEngine = useCallback(() => {\n if (tickRef.current) clearInterval(tickRef.current); tickRef.current = null;\n if (wsGemRef.current) { try { wsGemRef.current.close(); } catch {} } wsGemRef.current = null;\n if (wsCbRef.current) { try { wsCbRef.current.close(); } catch {} } wsCbRef.current = null;\n dd.current.running = false;\n dd.current.gemCandles = []; dd.current.cbCandles = [];\n dd.current.orbitals = ORB_CFG.map(() => ({ theta: 0, points: [] }));\n setRunning(false); setGemStatus(\"off\"); setCbStatus(\"off\");\n addLog(\"STOP\", \"amber\");\n }, [addLog]);\n\n useEffect(() => {\n rafRef.current = requestAnimationFrame(drawCanvas);\n return () => {\n if (tickRef.current) clearInterval(tickRef.current);\n if (rafRef.current) cancelAnimationFrame(rafRef.current);\n if (wsGemRef.current) { try { wsGemRef.current.close(); } catch {} }\n if (wsCbRef.current) { try { wsCbRef.current.close(); } catch {} }\n };\n }, [drawCanvas]);\n\n useEffect(() => {\n const mid = gemPrice > 0 && cbPrice > 0 ? (gemPrice + cbPrice) / 2 : gemPrice || cbPrice;\n if (mid > 0 && inventory !== 0) setPnl(inventory * (mid - avgEntry));\n else setPnl(0);\n }, [gemPrice, cbPrice, inventory, avgEntry]);\n\n useEffect(() => {\n if (!autoTrade || !running) return;\n if (composite > 0.3 && inventory <= 0) handleTrade(\"buy\");\n else if (composite < -0.3 && inventory >= 0) handleTrade(\"sell\");\n }, [composite, autoTrade, running, inventory, handleTrade]);\n\n const action = composite > 0.2 ? \"LONG\" : composite < -0.2 ? \"SHORT\" : \"FLAT\";\n const actionColor = action === \"LONG\" ? C.green : action === \"SHORT\" ? C.red : C.dim;\n const wKeys = [\"obi\", \"hawkes\", \"hmm\", \"as\"];\n const wColors = { obi: C.cyan, hawkes: C.purple, hmm: C.amber, as: C.green };\n const wLabels = { obi: \"OBI\", hawkes: \"HWK\", hmm: \"HMM\", as: \"A-S\" };\n const rV = rollingVaR; const eV = recursiveVaR;\n const dVaR = (rV.var || 0) - (eV.var || 0);\n\n const statusDot = (s) => s === \"live\" ? C.green : s === \"sim\" ? C.amber : C.dim;\n\n return (\n

\n \n\n

\n PARAGON\n v8 DUAL-EXCHANGE\n

\n ● GEM {gemStatus}\n ● CB {cbStatus}\n

\n {PAIR_KEYS.map((p) => (\n \n ))}\n \n \n

\n\n

\n {gemPrice > 0 && {gemPrice.toFixed(2)}}\n {cbPrice > 0 && {cbPrice.toFixed(2)}}\n {gemPrice > 0 && cbPrice > 0 && (\n (gemPrice * 0.0001) ? C.amber : C.dim }}>\n Δ{(gemPrice - cbPrice).toFixed(2)}\n \n )}\n \n {hmm.regime === 1 ? \"TREND\" : \"MREV\"} {(hmm.confidence * 100).toFixed(0)}%\n \n #{tickCount}\n

\n\n

\n Gemini\n

\n Coinbase\n

\n {ORB_CFG.map((o) => (\n

\n {o.label}\n

\n ))}\n

\n\n

SIGNALS

\n 0 ? C.green : C.red} />\n \n \n \n

\n 0.1 ? C.green : composite < -0.1 ? C.red : C.dim} />\n

\n\n

\n WEIGHTS τ=15\n {hmm.regime === 1 ? \"TRD\" : \"MRV\"}\n

\n {wKeys.map((k) =>

)}\n

\n {wKeys.map((k) => {wLabels[k]} {(activeWeights[k] * 100).toFixed(0)})}\n

CF VaR α=1%

ROLL

{((rV.var || 0) * 100).toFixed(3)}%

{((eV.var || 0) * 100).toFixed(3)}%

γ₁

{(rV.skew || 0).toFixed(2)}

γ₂

{(rV.kurt || 0).toFixed(2)}

0.002 ? C.amber : C.green }}>{(dVaR * 100).toFixed(3)}%

\n {logs.slice(-3).reverse().map((l, i) => (\n

\n {new Date(l.ts).toLocaleTimeString().slice(0, 8)} {l.msg}\n

\n ))}\n

\n\n

SIGNAL

{action}

{(composite * 100).toFixed(1)}%

INV

0 ? C.green : inventory < 0 ? C.red : C.text }}>{inventory.toFixed(4)}

P&L

= 0 ? C.green : C.red }}>${pnl.toFixed(2)}

\n {asLevels && (\n

\n B {asLevels.bidPrice.toFixed(1)}\n A {asLevels.askPrice.toFixed(1)}\n

δ={asLevels.optSpread.toFixed(2)}

\n )}\n

\n \n \n \n

\n {fills.length > 0 && (\n

\n {fills.slice(-3).reverse().map((f, i) => (\n

{f.side.toUpperCase()} {f.size.toFixed(4)} @ {f.price.toFixed(1)}

\n ))}\n

\n )}\n

\n );\n}","deleted","label",[102],"permalink","https://www.val.town/x/ziggyware/untitled-9002/code/main.ts","extension","actionData","errors"]