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WHERE id = 1\", [on ? 1 : 0, Date.now()]);\n}\n\n// ---------- Daily ledger ----------\nfunction today(): string {\n return new Date().toISOString().slice(0, 10); // UTC YYYY-MM-DD\n}\n\nasync function getDaily(): Promise<{ realized_pnl: number; trades: number }> {\n const r = await sqlite.execute(\"SELECT realized_pnl, trades FROM daily WHERE day = ?\", [today()]);\n const row = r.rows[0] as unknown as { realized_pnl: number; trades: number } | undefined;\n if (!row) return { realized_pnl: 0, trades: 0 };\n return { realized_pnl: row.realized_pnl ?? 0, trades: row.trades ?? 0 };\n}\n\nexport async function getDailyStats() {\n return getDaily();\n}\n\nexport async function openPositionCount(): Promise {\n const r = await sqlite.execute(\"SELECT COUNT(*) AS n FROM open_positions\");\n const row = r.rows[0] as unknown as { n: number };\n return row?.n ?? 0;\n}\n\n// ---------- Entry-time protection ----------\nexport interface SafetyResult { ok: boolean; reason?: string; }\n\nexport async function checkEntrySafety(symbol: string): Promise {\n if (await isKillSwitched()) return { ok: false, reason: \"kill switch is ON\" };\n\n if ((await openPositionCount()) >= cfg.MAX_OPEN_TRADES) {\n return { ok: false, reason: `max open trades (${cfg.MAX_OPEN_TRADES}) reached` };\n }\n\n const d = await getDaily();\n if (d.realized_pnl <= -cfg.MAX_DAILY_LOSS_USD) {\n return { ok: false, reason: `daily loss cap hit (${d.realized_pnl.toFixed(2)} USD)` };\n }\n if (d.trades >= cfg.MAX_DAILY_TRADES) {\n return { ok: false, reason: `daily trade cap hit (${d.trades})` };\n }\n\n const pos = await sqlite.execute(\"SELECT 1 FROM open_positions WHERE symbol = ?\", [symbol]);\n if (pos.rows.length > 0) return { ok: false, reason: \"symbol already has an open position\" };\n\n const last = await sqlite.execute(\n \"SELECT ts FROM trade_log WHERE symbol = ? ORDER BY ts DESC LIMIT 1\",\n [symbol],\n );\n const lastTs = (last.rows[0] as unknown as { ts: number } | undefined)?.ts;\n if (lastTs && Date.now() - lastTs < cfg.SYMBOL_COOLDOWN_MS) {\n return { ok: false, reason: \"symbol in cooldown\" };\n }\n\n return { ok: true };\n}\n\nexport async function unrealizedDrawdownUsd(): Promise {\n const r = await sqlite.execute(\"SELECT side, amount, entry, last_mark FROM open_positions\");\n const rows = r.rows as unknown as { side: string; amount: number; entry: number; last_mark: number }[];\n let loss = 0;\n for (const p of rows) {\n const move = p.side === \"buy\" ? p.last_mark - p.entry : p.entry - p.last_mark;\n const pnl = move * p.amount;\n if (pnl < 0) loss += Math.abs(pnl);\n }\n return loss;\n}\n\n// ---------- Recording trades ----------\nexport async function registerOpenPosition(\n symbol: string,\n side: \"buy\" | \"sell\",\n amount: number,\n entry: number,\n lastMark: number,\n stop: number,\n target: number,\n) {\n await sqlite.batch([\n {\n sql: \"INSERT INTO open_positions (symbol, side, amount, entry, last_mark, opened_at) VALUES (?, ?, ?, ?, ?, ?)\",\n args: [symbol, side, amount, entry, lastMark, Date.now()],\n },\n {\n sql: \"INSERT INTO trade_log (symbol, side, amount, entry, stop, target, status, ts) VALUES (?, ?, ?, ?, ?, ?, 'open', ?)\",\n args: [symbol, side, amount, entry, stop, target, Date.now()],\n },\n {\n sql: \"INSERT INTO daily (day, realized_pnl, trades) VALUES (?, 0, 1) ON CONFLICT(day) DO UPDATE SET trades = trades + 1\",\n args: [today()],\n },\n ]);\n}\n\n// ---------- Reconciliation with the exchange ----------\n// Syncs our DB ledger with what Binance actually reports, marking positions\n// that have disappeared as closed and booking their (approximate) realized PnL.\nexport async function reconcile(exchange: any): Promise<{ liveCount: number; realizedClosed: number }> {\n let live: any[] = [];\n try {\n live = await exchange.fetchPositions();\n } catch (err) {\n console.error(\"[reconcile] fetchPositions failed:\", err?.message ?? err);\n return { liveCount: 0, realizedClosed: 0 };\n }\n\n // Correct short handling: use |contracts|, not positive-only (Option C fix).\n const liveMap = new Map();\n for (const p of live) {\n if (Math.abs(parseFloat(p.contracts)) > 0) {\n const mark = parseFloat(p.markPrice ?? p.entryPrice) || 0;\n liveMap.set(p.symbol, mark);\n }\n }\n\n // Update last_mark for live positions.\n for (const [symbol, mark] of liveMap) {\n await sqlite.execute(\"UPDATE open_positions SET last_mark = ? WHERE symbol = ?\", [mark, symbol]);\n }\n\n // Book closures: positions in our DB no longer on the exchange.\n const r = await sqlite.execute(\"SELECT * FROM open_positions\");\n const rows = r.rows as unknown as {\n symbol: string; side: string; amount: number; entry: number; last_mark: number;\n }[];\n let realized = 0;\n for (const p of rows) {\n if (!liveMap.has(p.symbol)) {\n const move = p.side === \"buy\" ? p.last_mark - p.entry : p.entry - p.last_mark;\n const pnl = move * p.amount;\n realized += pnl;\n await sqlite.batch([\n {\n sql: \"UPDATE trade_log SET pnl = ?, status = 'closed' WHERE symbol = ? AND status = 'open'\",\n args: [pnl, p.symbol],\n },\n { sql: \"DELETE FROM open_positions WHERE symbol = ?\", args: [p.symbol] },\n ]);\n }\n }\n if (realized !== 0) {\n await sqlite.execute(\n `INSERT INTO daily (day, realized_pnl, trades) VALUES (?, ?, 0)\n ON CONFLICT(day) DO UPDATE SET realized_pnl = realized_pnl + ?`,\n [today(), realized, realized],\n );\n }\n return { liveCount: liveMap.size, realizedClosed: realized };\n}\n// ---------- Trade mode (paper vs real) ----------\n// The switch lives in the DB so it can be flipped instantly (no redeploy) via\n// the control webhook. Default is 'paper' — safe to test without live money.\nexport type TradeMode = \"paper\" | \"real\";\n\nexport async function getMode(): Promise {\n const r = await sqlite.execute(\"SELECT mode FROM state WHERE id = 1\");\n const row = r.rows[0] as unknown as { mode?: string } | undefined;\n return row?.mode === \"real\" ? \"real\" : \"paper\";\n}\n\nexport async function setMode(mode: TradeMode): Promise {\n await sqlite.execute(\"UPDATE state SET mode = ?, updated_at = ? WHERE id = 1\", [mode, Date.now()]);\n}\n\n// ---------- Paper simulation helpers ----------\nexport interface OpenPositionRow {\n symbol: string;\n side: \"buy\" | \"sell\";\n amount: number;\n entry: number;\n last_mark: number;\n stop: number;\n target: number;\n}\n\nexport async function listOpenPositions(): Promise {\n const r = await sqlite.execute(\n `SELECT o.symbol, o.side, o.amount, o.entry, o.last_mark, t.stop, t.target\n FROM open_positions o\n LEFT JOIN trade_log t ON t.symbol = o.symbol AND t.status = 'open'`,\n );\n return (r.rows as unknown as OpenPositionRow[]).filter((x) => x.stop != null && x.target != null);\n}\n\nexport async function updateMark(symbol: string, mark: number): Promise {\n await sqlite.execute(\"UPDATE open_positions SET last_mark = ? WHERE symbol = ?\", [mark, symbol]);\n}\n\n// Books a paper close at exitPrice. Returns the realized PnL.\nexport async function bookClose(symbol: string, exitPrice: number): Promise {\n const r = await sqlite.execute(\n \"SELECT side, amount, entry FROM open_positions WHERE symbol = ?\",\n [symbol],\n );\n const p = r.rows[0] as unknown as { side: string; amount: number; entry: number } | undefined;\n if (!p) return 0;\n const pnl = p.side === \"buy\" ? (exitPrice - p.entry) * p.amount : (p.entry - exitPrice) * p.amount;\n await sqlite.batch([\n {\n sql: \"UPDATE trade_log SET pnl = ?, status = 'closed' WHERE symbol = ? AND status = 'open'\",\n args: [pnl, symbol],\n },\n { sql: \"DELETE FROM open_positions WHERE symbol = ?\", args: [symbol] },\n ]);\n await sqlite.execute(\n `INSERT INTO daily (day, realized_pnl, trades) VALUES (?, ?, 0)\n ON CONFLICT(day) DO UPDATE SET realized_pnl = realized_pnl + ?`,\n [today(), pnl, pnl],\n );\n return pnl;\n}\n","deleted",false,"label",[19],{"_33":121,"_13":122,"_35":123,"_37":-5,"_38":39,"_40":124,"_42":43,"_44":125,"_17":66,"_47":24,"_49":126,"_51":52,"_53":-5,"_70":127,"_18":128},{"_33":113,"_13":114,"_35":115,"_37":-5,"_38":39,"_40":116,"_42":43,"_44":117,"_17":66,"_47":48,"_49":118,"_51":52,"_53":-5,"_70":119,"_18":120},{"_33":103,"_13":104,"_35":105,"_37":-5,"_38":39,"_40":106,"_42":43,"_44":107,"_17":68,"_47":108,"_49":109,"_51":52,"_53":110,"_70":111,"_18":112},{"_33":95,"_13":96,"_35":97,"_37":-5,"_38":39,"_40":98,"_42":43,"_44":99,"_17":68,"_47":48,"_49":100,"_51":52,"_53":-5,"_70":101,"_18":102},{"_33":85,"_13":86,"_35":87,"_37":-5,"_38":39,"_40":88,"_42":43,"_44":89,"_17":90,"_47":91,"_49":92,"_51":52,"_53":-5,"_70":93,"_18":94},{"_33":34,"_13":19,"_35":36,"_37":-5,"_38":39,"_40":41,"_42":43,"_44":82,"_17":46,"_47":48,"_49":50,"_51":52,"_53":-5,"_70":83,"_18":84},{"_33":73,"_13":74,"_35":75,"_37":-5,"_38":39,"_40":76,"_42":43,"_44":77,"_17":78,"_47":48,"_49":79,"_51":52,"_53":-5,"_70":80,"_18":81},{"_33":63,"_13":64,"_35":65,"_37":-5,"_38":39,"_40":66,"_42":43,"_44":67,"_17":68,"_47":48,"_49":69,"_51":52,"_53":-5,"_70":71,"_18":72},"41109718-435a-4d5c-b0d8-be6598533a6b","telegram.ts","da61de3c-abbe-11f1-ad47-1607ee4eb77e",3,["D",1788897162094],0,"// 📩 Telegram notifications. Silent no-op if credentials are missing.\n\nexport async function sendTelegram(text: string): Promise {\n const token = Deno.env.get(\"TELEGRAM_BOT_TOKEN\");\n const chatId = Deno.env.get(\"TELEGRAM_CHAT_ID\");\n if (!token || !chatId) {\n console.log(\"[telegram] missing TELEGRAM_BOT_TOKEN / TELEGRAM_CHAT_ID; skipped\");\n return false;\n }\n try {\n const res = await fetch(`https://api.telegram.org/bot${token}/sendMessage`, {\n method: \"POST\",\n headers: { \"content-type\": \"application/json\" },\n body: JSON.stringify({ chat_id: chatId, text, parse_mode: \"HTML\", disable_web_page_preview: true }),\n });\n if (!res.ok) console.log(\"[telegram] send failed:\", res.status, await res.text());\n return res.ok;\n } catch (err) {\n console.error(\"[telegram] error:\", err);\n return false;\n }\n}\n","children",[],[64],"e9d44de4-9e46-4778-9862-506555deaa66","strategy.ts","f6a94e9a-abbe-11f1-9fc3-1607ee4eb77e",16,["D",1788897886129],1,"// 🎯 Order-flow scalping strategy (HVN / LVN / Footprint / Core Zone).\n// Scores a composite out of 100 by combining where price sits relative to the\n// volume nodes and how aggressively one side is taking in the footprint.\nimport * as cfg from \"./config.ts\";\nimport type { OrderFlow, ProfileLevel } from \"./flow.ts\";\n\nexport interface TradeSignal {\n side: \"buy\" | \"sell\";\n price: number;\n stop: number;\n target: number;\n score: number;\n delta: number;\n imbalance: number;\n poc: number;\n}\n\nfunction center(n: ProfileLevel): number {\n return (n.min + n.max) / 2;\n}\n\n// Nearest node whose center is `below ? ≤ price : ≥ price`, within `prox`.\nfunction nearestNode(\n nodes: ProfileLevel[],\n price: number,\n prox: number,\n below: boolean,\n): ProfileLevel | null {\n let best: ProfileLevel | null = null;\n let bestD = Infinity;\n for (const n of nodes) {\n const d = below ? price - center(n) : center(n) - price;\n if (d >= 0 && d <= prox && d < bestD) {\n bestD = d;\n best = n;\n }\n }\n return best;\n}\n\nexport function analyze(flow: OrderFlow): TradeSignal | null {\n const px = flow.lastPrice;\n const prox = px * (cfg.HVN_PROXIMITY_PCT / 100);\n const inCore = px >= flow.coreLow && px <= flow.coreHigh;\n\n // HVN = value nodes: support below for longs, resistance above for shorts.\n const support = nearestNode(flow.highNodes, px, prox, true);\n const resistance = nearestNode(flow.highNodes, px, prox, false);\n // LVN = weak nodes: a gap above (rally fuel) or below (dip fuel).\n const lvnRally = nearestNode(flow.lowNodes, px, prox * 2, false);\n const lvnDip = nearestNode(flow.lowNodes, px, prox * 2, true);\n\n // ---- Long setup (buying support inside/near value) ----\n let longScore = 0;\n longScore += (support ? 30 : inCore ? 14 : 6); // trading off an HVN is required quality\n longScore += (lvnRally ? 15 : 5); // LVN above = room to run up\n longScore += flow.imbalance > 0 ? Math.min(25, Math.round(flow.imbalance * 25)) : 0;\n longScore += flow.cumDelta > 0 ? 15 : 5;\n const longImb = flow.imbalance > cfg.IMBALANCE_MIN;\n\n // ---- Short setup (shorting resistance) ----\n let shortScore = 0;\n shortScore += (resistance ? 30 : inCore ? 14 : 6);\n shortScore += (lvnDip ? 15 : 5);\n shortScore += flow.imbalance < 0 ? Math.min(25, Math.round(-flow.imbalance * 25)) : 0;\n shortScore += flow.cumDelta < 0 ? 15 : 5;\n const shortImb = flow.imbalance < -cfg.IMBALANCE_MIN;\n\n const side: \"buy\" | \"sell\" = longScore >= shortScore ? \"buy\" : \"sell\";\n const score = Math.max(longScore, shortScore);\n\n // Gates: the move must be set up off an HVN AND backed by a real footprint\n // imbalance (never trade into a one-sided market blindly).\n if (side === \"buy\" && (!support || !longImb)) return null;\n if (side === \"sell\" && (!resistance || !shortImb)) return null;\n if (score < cfg.TRADE_SCORE) return null;\n\n // Stop/target derived from the observed trading range of the flow window.\n const range = flow.priceMax - flow.priceMin;\n const base = flow.priceMin || px;\n const stopDistPct = Math.max((range / base) * cfg.STOP_RANGE_MULT, 0.0015);\n const stop = side === \"buy\" ? px * (1 - stopDistPct) : px * (1 + stopDistPct);\n const target = side === \"buy\" ? px * (1 + stopDistPct * cfg.TP_RR) : px * (1 - stopDistPct * cfg.TP_RR);\n\n return {\n side,\n price: px,\n stop,\n target,\n score,\n delta: flow.delta,\n imbalance: flow.imbalance,\n poc: flow.poc,\n };\n}\n",[],[74],["D",1788898146206],[],[19],"fc1781d6-752a-4bf5-81bc-0286e53e4a7d","main.ts","c0d3804c-abbe-11f1-9d5a-1607ee4eb77e",25,["D",1788907364690],6,"interval","// ============================================================================\n// 🤖 Binance USDT-M futures bot — cron entrypoint.\n// Real money. Every entry is gated by the scored strategy (Option B) AND all\n// safety rails (Option C). Run via the val's interval schedule.\n// ============================================================================\nimport ccxt from \"npm:ccxt@^4.0.0\";\nimport * as cfg from \"./config.ts\";\nimport { sendTelegram } from \"./telegram.ts\";\nimport { analyze } from \"./strategy.ts\";\nimport { fetchFlow } from \"./flow.ts\";\nimport {\n initDb,\n isKillSwitched,\n checkEntrySafety,\n registerOpenPosition,\n reconcile,\n unrealizedDrawdownUsd,\n} from \"./safety.ts\";\n\nlet cachedSymbols: string[] = [];\nlet lastListUpdate = 0;\n\nfunction splitIntoBatches(arr: T[], n: number): T[][] {\n const out: T[][] = [];\n const size = Math.ceil(arr.length / n);\n for (let i = 0; i < arr.length; i += size) out.push(arr.slice(i, i + size));\n return out;\n}\n\nasync function getHighVolumeSymbols(exchange: any): Promise {\n const now = Date.now();\n if (cachedSymbols.length > 0 && now - lastListUpdate < cfg.REFRESH_INTERVAL_MS) {\n return cachedSymbols;\n }\n try {\n const tickers = await exchange.fetchTickers();\n const symbols: string[] = [];\n for (const [symbol, t] of Object.entries(tickers) as any) {\n // Futures perps are /USDT:USDT; skip spot-only and non-USDT pairs.\n if (!symbol.includes(\":USDT\")) continue;\n const base = symbol.split(\"/\")[0].toUpperCase();\n // Exclude BTC/ETH and any coin trading above $1,000.\n if (cfg.EXCLUDED_BASES.includes(base)) continue;\n const last = parseFloat(t?.last) || 0;\n if (last > 0 && last > cfg.MAX_BASE_PRICE_USD) continue;\n // Liquidity filter: ≥ $20M 24h quote volume.\n const quoteVolume = t?.quoteVolume ?? 0;\n if (quoteVolume >= cfg.MIN_VOLUME_USD) symbols.push(symbol);\n }\n cachedSymbols = symbols;\n lastListUpdate = now;\n console.log(\n `[universe] ${symbols.length} symbols (vol ≥ ${cfg.MIN_VOLUME_USD / 1e6}M, no BTC/ETH, price ≤ ${cfg.MAX_BASE_PRICE_USD})`,\n );\n } catch (err) {\n console.error(\"[universe] fetch failed:\", err?.message ?? err);\n }\n return cachedSymbols;\n}\n\n// Analyze one symbol and open a real trade if every gate passes.\nasync function analyzeAndTrade(exchange: any, symbol: string, equity: number): Promise {\n try {\n const flow = await fetchFlow(exchange, symbol);\n if (!flow) return false;\n\n const sig = analyze(flow);\n if (!sig) return false;\n\n const safety = await checkEntrySafety(symbol);\n if (!safety.ok) {\n console.log(`[skip] ${symbol} — ${safety.reason}`);\n return false;\n }\n\n // Fixed-fractional risk sizing: risk RISK_PER_TRADE% of equity to the stop.\n const priceRisk = Math.abs(sig.price - sig.stop);\n if (priceRisk <= 0) return false;\n let amount = (equity * cfg.RISK_PER_TRADE) / priceRisk;\n amount = parseFloat(exchange.amountToPrecision(symbol, amount));\n if (!(amount > 0)) return false;\n\n await exchange.setMarginMode(\"ISOLATED\", symbol).catch(() => {});\n await exchange.setLeverage(cfg.LEVERAGE, symbol).catch(() => {});\n\n const order = await exchange.createOrder(symbol, \"market\", sig.side, amount);\n const execPrice = parseFloat(order?.average) || sig.price;\n\n // Bracket: stop-loss and take-profit, both reduce-only so they CLOSE this\n // position rather than building a fresh one.\n const stopSide = sig.side === \"buy\" ? \"sell\" : \"buy\";\n const stopPrice = exchange.priceToPrecision(symbol, sig.stop);\n const tpPrice = exchange.priceToPrecision(symbol, sig.target);\n await exchange.createOrder(symbol, \"STOP_MARKET\", stopSide, amount, undefined, {\n stopPrice,\n reduceOnly: true,\n });\n await exchange.createOrder(symbol, \"TAKE_PROFIT_MARKET\", stopSide, amount, undefined, {\n stopPrice: tpPrice,\n reduceOnly: true,\n });\n\n await registerOpenPosition(symbol, sig.side, amount, execPrice, execPrice, sig.stop, sig.target);\n\n const msg =\n `✅ Real trade opened @ Binance\\n` +\n `Pair: ${symbol} Side: ${sig.side.toUpperCase()}\\n` +\n `Amount: ${amount} Leverage: ${cfg.LEVERAGE}x\\n` +\n `Entry: ${execPrice} Score: ${sig.score}/100\\n` +\n `Stop: ${stopPrice} Target: ${tpPrice}\\n` +\n `(risk ${cfg.RISK_PER_TRADE * 100}% ≈ $${(amount * priceRisk).toFixed(2)})`;\n await sendTelegram(msg);\n console.log(`[trade] OPEN ${symbol} ${sig.side} ${amount} @ ${execPrice} (score ${sig.score})`);\n return true;\n } catch (err) {\n console.error(`[trade] error ${symbol}:`, err?.message ?? err);\n return false;\n }\n}\n\nexport default async function binanceBot() {\n const apiKey = Deno.env.get(\"BINANCE_API_KEY\");\n const secret = Deno.env.get(\"BINANCE_SECRET_KEY\");\n if (!apiKey || !secret) {\n console.error(\"❌ BINANCE_API_KEY / BINANCE_SECRET_KEY missing; aborting.\");\n return;\n }\n await initDb();\n\n if (await isKillSwitched()) {\n console.log(\"⛔ kill switch is ON; skipping this run.\");\n return;\n }\n\n // Proxy support: Deno's fetch routes ALL outbound HTTP through the standard\n // proxy env vars when they are set on the val. Set HTTPS_PROXY (and NO_PROXY\n // to keep e.g. api.telegram.org direct). ccxt uses the global fetch in Deno,\n // so it flows through the same proxy automatically.\n const proxy = Deno.env.get(\"HTTPS_PROXY\") || Deno.env.get(\"ALL_PROXY\");\n if (proxy) console.log(`[proxy] outbound requests via ${proxy}`);\n else console.log(\"[proxy] none set — Binance may 451 from restricted regions\");\n\n const exchange: any = new ccxt.binanceusdm({\n apiKey,\n secret,\n enableRateLimit: true,\n options: { defaultType: \"future\" },\n });\n\n try {\n // 1. Reconcile DB ledger with the exchange (books closed positions, marks).\n const reco = await reconcile(exchange);\n if (reco.realizedClosed !== 0) {\n await sendTelegram(`🔁 Closed positions booked: ${reco.realizedClosed >= 0 ? \"+\" : \"\"}$${reco.realizedClosed.toFixed(2)}`);\n }\n\n // 2. Drawdown guard: keep existing positions, but stop opening new ones.\n const dd = await unrealizedDrawdownUsd();\n if (dd >= cfg.MAX_DRAWDOWN_USD) {\n const warn = `🛑 Drawdown guard: unrealized loss $${dd.toFixed(2)} ≥ $${cfg.MAX_DRAWDOWN_USD}. No new trades this run.`;\n console.log(warn);\n await sendTelegram(warn);\n return;\n }\n\n // 3. Equity check.\n const balance = await exchange.fetchBalance();\n const equity = parseFloat(balance?.total?.USDT) || 0;\n if (equity < cfg.MIN_EQUITY_USD) {\n console.log(`❌ Equity ${equity.toFixed(2)} below minimum ${cfg.MIN_EQUITY_USD}; skipping.`);\n return;\n }\n\n // 4. Scan the high-liquidity universe in batches.\n const symbols = await getHighVolumeSymbols(exchange);\n if (symbols.length === 0) return;\n const batches = splitIntoBatches(symbols, cfg.NUM_BATCHES);\n\n let opened = 0;\n for (let i = 0; i < batches.length; i++) {\n console.log(`⚡ batch ${i + 1}/${batches.length} — ${batches[i].length} symbols`);\n for (const symbol of batches[i]) {\n if (opened >= cfg.MAX_OPEN_TRADES) break;\n if (await analyzeAndTrade(exchange, symbol, equity)) opened++;\n }\n if (i < batches.length - 1) await new Promise((r) => setTimeout(r, 1500));\n }\n console.log(`[done] opened ${opened} trades this run.`);\n } catch (err) {\n console.error(\"[bot] fatal:\", err?.message ?? err);\n await sendTelegram(`💥 Bot error: ${String(err?.message ?? err).slice(0, 400)}`);\n } finally {\n await exchange.close().catch(() => {});\n }\n}\n",[],[86],"9faf65ed-a83d-4b26-8990-178ef96cb953","flow.ts","8178d5c6-abc0-11f1-8e7c-1607ee4eb77e",15,["D",1788897871930],"// 🌊 Order-flow engine — builds the volume profile and footprint from raw\n// trades. Produces POC, HVN (high volume nodes), LVN (low volume nodes), a\n// Core Zone (value area), and footprint delta / imbalance.\nimport * as cfg from \"./config.ts\";\n\nexport interface FlowTrade {\n price: number;\n amount: number;\n side: \"buy\" | \"sell\"; // aggressor side\n timestamp: number;\n}\n\nexport interface ProfileLevel {\n min: number;\n max: number;\n volume: number;\n buyVol: number;\n sellVol: number;\n}\n\nexport interface OrderFlow {\n poc: number; // Point of Control price\n pocVolume: number;\n highNodes: ProfileLevel[]; // HVN — strong value zones\n lowNodes: ProfileLevel[]; // LVN — weak, fast-through zones\n coreLow: number; // Core Zone bottom (value area)\n coreHigh: number; // Core Zone top\n delta: number; // buy−sell volume in the latest footprint candle\n imbalance: number; // (buy−sell)/(buy+sell) in the latest candle, −1..1\n cumDelta: number; // buy−sell over the whole window\n lastPrice: number;\n priceMin: number;\n priceMax: number;\n windowVolume: number;\n}\n\nfunction footprint(\n trades: FlowTrade[],\n tfMs: number,\n): { delta: number; imbalance: number; cumDelta: number } {\n if (trades.length === 0) return { delta: 0, imbalance: 0, cumDelta: 0 };\n const end = trades[trades.length - 1].timestamp;\n const latestStart = end - tfMs;\n let delta = 0, buy = 0, sell = 0, cum = 0;\n for (const t of trades) {\n if (t.side === \"buy\") {\n cum += t.amount;\n if (t.timestamp >= latestStart) {\n delta += t.amount;\n buy += t.amount;\n }\n } else {\n cum -= t.amount;\n if (t.timestamp >= latestStart) {\n delta -= t.amount;\n sell += t.amount;\n }\n }\n }\n const imbalance = buy + sell > 0 ? (buy - sell) / (buy + sell) : 0;\n return { delta, imbalance, cumDelta: cum };\n}\n\nfunction buildProfile(trades: FlowTrade[]): ProfileLevel[] {\n const prices = trades.map((t) => t.price);\n const lo = Math.min(...prices), hi = Math.max(...prices);\n const span = hi - lo;\n const levels: ProfileLevel[] = [];\n if (span <= 0) {\n const vol = trades.reduce((s, t) => s + t.amount, 0);\n levels.push({ min: lo, max: hi, volume: vol, buyVol: vol, sellVol: 0 });\n return levels;\n }\n const step = span / cfg.PROFILE_BINS;\n for (let i = 0; i < cfg.PROFILE_BINS; i++) {\n levels.push({ min: lo + i * step, max: lo + (i + 1) * step, volume: 0, buyVol: 0, sellVol: 0 });\n }\n for (const t of trades) {\n const idx = Math.min(cfg.PROFILE_BINS - 1, Math.floor((t.price - lo) / step));\n const l = levels[idx];\n l.volume += t.amount;\n if (t.side === \"buy\") l.buyVol += t.amount; else l.sellVol += t.amount;\n }\n return levels;\n}\n\n// Expand outward from the POC bin until Core_TARGET_PCT% of volume is inside.\nfunction coreZone(levels: ProfileLevel[], pocIdx: number, totalVol: number): { coreLow: number; coreHigh: number } {\n const target = totalVol * cfg.CORE_TARGET_PCT;\n let lo = pocIdx, hi = pocIdx, vol = levels[pocIdx].volume;\n while (vol < target) {\n const left = lo > 0 ? levels[lo - 1].volume : -1;\n const right = hi < levels.length - 1 ? levels[hi + 1].volume : -1;\n if (left < 0 && right < 0) break;\n if (left >= right || right < 0) {\n lo--;\n vol += left;\n } else {\n hi++;\n vol += right;\n }\n }\n return { coreLow: levels[lo].min, coreHigh: levels[hi].max };\n}\n\nexport function computeFlow(trades: FlowTrade[]): OrderFlow {\n const levels = buildProfile(trades);\n const totalVol = levels.reduce((s, l) => s + l.volume, 0);\n let pocIdx = 0;\n for (let i = 1; i < levels.length; i++) {\n if (levels[i].volume > levels[pocIdx].volume) pocIdx = i;\n }\n const poc = levels[pocIdx];\n const avg = levels.length > 0 ? totalVol / levels.length : 0;\n const highNodes = levels.filter((l) => l.volume >= avg * cfg.HIGH_NODE_PCT);\n const lowNodes = levels.filter((l) => l.volume <= avg * cfg.LOW_NODE_PCT);\n const { coreLow, coreHigh } = coreZone(levels, pocIdx, totalVol);\n const f = footprint(trades, cfg.VOLUME_PROFILE_TF_MS);\n const last = trades[trades.length - 1].price;\n return {\n poc: (poc.min + poc.max) / 2,\n pocVolume: poc.volume,\n highNodes,\n lowNodes,\n coreLow,\n coreHigh,\n delta: f.delta,\n imbalance: f.imbalance,\n cumDelta: f.cumDelta,\n lastPrice: last,\n priceMin: Math.min(...trades.map((t) => t.price)),\n priceMax: Math.max(...trades.map((t) => t.price)),\n windowVolume: totalVol,\n };\n}\n\n// Pull recent trades from the exchange (aggressor side matters for footprint).\nexport async function fetchFlow(exchange: any, symbol: string): Promise {\n const since = Date.now() - cfg.FLOW_LOOKBACK_MS;\n let trades: any[];\n try {\n trades = await exchange.fetchTrades(symbol, since, cfg.FLOW_LIMIT);\n } catch (err) {\n console.error(`[flow] ${symbol}:`, err?.message ?? err);\n return null;\n }\n if (!trades || trades.length < cfg.MIN_FLOW_TRADES) return null;\n const flowTrades: FlowTrade[] = trades.map((x: any) => ({\n price: +x.price,\n amount: +x.amount,\n side: x.side === \"buy\" ? \"buy\" : \"sell\",\n timestamp: +x.timestamp,\n }));\n return computeFlow(flowTrades);\n}\n",[],[96],"8d7d9db7-fd6d-4358-befe-9c1fd41f9e54","control.ts","02647584-abbf-11f1-9109-1607ee4eb77e",8,["D",1788897229222],"http","// 🎛️ Control webhook — view status and/or flip the real-money kill switch.\n// GET -> JSON status.\n// POST -> { action: \"kill\", state: true|false } with header\n// `X-Control-Token: `. Toggling is refused unless\n// CONTROL_TOKEN is set in env, so the fail-safe default is locked ON-safe.\nimport {\n initDb,\n isKillSwitched,\n setKillSwitch,\n getDailyStats,\n openPositionCount,\n} from \"./safety.ts\";\n\nconst CONTROL_TOKEN = Deno.env.get(\"CONTROL_TOKEN\");\n\nasync function statusResponse(): Promise {\n await initDb();\n const [kill, daily, open] = await Promise.all([\n isKillSwitched(),\n getDailyStats(),\n openPositionCount(),\n ]);\n return Response.json({\n ok: true,\n killSwitchOn: kill,\n today: { realizedPnlUsd: daily.realized_pnl, openedTrades: daily.trades },\n openPositions: open,\n controlEnabled: !!CONTROL_TOKEN,\n createdAt: new Date().toISOString(),\n });\n}\n\nexport default async function handler(req: Request): Promise {\n await initDb();\n const url = new URL(req.url);\n\n if (req.method === \"GET\") {\n return statusResponse();\n }\n\n if (req.method === \"POST\") {\n if (!CONTROL_TOKEN) {\n return new Response(\n JSON.stringify({ ok: false, error: \"CONTROL_TOKEN not set in env; kill=by-webhook is disabled\" }),\n { status: 503, headers: { \"content-type\": \"application/json\" } },\n );\n }\n const supplied = req.headers.get(\"x-control-token\");\n if (supplied !== CONTROL_TOKEN) {\n return new Response(\n JSON.stringify({ ok: false, error: \"unauthorized\" }),\n { status: 401, headers: { \"content-type\": \"application/json\" } },\n );\n }\n const body = await req.json().catch(() => null);\n if (!body || body.action !== \"kill\" || typeof body.state !== \"boolean\") {\n return new Response(\n JSON.stringify({ ok: false, error: `expected {\"action\":\"kill\",\"state\":true|false}` }),\n { status: 400, headers: { \"content-type\": \"application/json\" } },\n );\n }\n await setKillSwitch(body.state);\n return Response.json({ ok: true, killSwitchNowOn: await isKillSwitched() });\n }\n\n return new Response(\"method not allowed\", { status: 405 });\n}\n","binance-bot-control",[],[104],"8c77845f-4983-453b-b9fe-0c1034d2e43c","config.ts","da57ad04-abbe-11f1-ad47-1607ee4eb77e",22,["D",1788898139129],"// ============================================================================\n// ⚙️ Central settings — Binance USDT-M futures bot\n// ⚠️ REAL MONEY. Review every number before enabling live trading.\n// ============================================================================\n\n// ---------- Liquidity universe ----------\nexport const MIN_VOLUME_USD = 20_000_000; // only symbols with ≥ this 24h quote volume\nexport const NUM_BATCHES = 4; // split the symbol list into N chunks per run\nexport const REFRESH_INTERVAL_MS = 2 * 60 * 60 * 1000; // re-scan the market and refresh the list every 2h\nexport const EXCLUDED_BASES = [\"BTC\", \"ETH\"]; // always exclude these majors\nexport const MAX_BASE_PRICE_USD = 1000; // exclude any coin whose price > $1,000\nexport const PAPER_EQUITY = 1000; // simulated equity used when paper mode has no live balance\n\n// ---------- Position management ----------\nexport const LEVERAGE = 5; // 5x max for scalping\nexport const RISK_PER_TRADE = 0.01; // risk 1% of equity per trade (fixed-fractional)\nexport const MAX_OPEN_TRADES = 2; // hard cap on concurrent open positions\nexport const MIN_EQUITY_USD = 20; // refuse to open anything below this equity\n\n// ---------- Safety rails (Option C) ----------\nexport const MAX_DAILY_LOSS_USD = 50; // stop opening NEW trades once realized daily loss hits this\nexport const MAX_DRAWDOWN_USD = 100; // stop opening NEW trades once unrealized drawdown on open positions hits this\nexport const MAX_DAILY_TRADES = 10; // hard cap on new trades opened per UTC day\nexport const SYMBOL_COOLDOWN_MS = 2 * 60 * 60 * 1000; // don't re-enter a symbol for 2h after a trade\n\n// ---------- Strategy: Order Flow (HVN / LVN / Footprint) ----------\nexport const TRADE_SCORE = 70; // minimum composite score to act\n\n// Volume profiles are built from recent trades pulled per symbol.\nexport const FLOW_LOOKBACK_MS = 2 * 60 * 60 * 1000; // pull up to 2h of trades\nexport const FLOW_LIMIT = 1000; // cap trades fetched per symbol\nexport const MIN_FLOW_TRADES = 120; // below this many trades, skip (not enough flow)\nexport const PROFILE_BINS = 40; // price bins for the volume profile\nexport const HIGH_NODE_PCT = 1.5; // HVN = bins with ≥ 1.5× the average bin volume\nexport const LOW_NODE_PCT = 0.3; // LVN = bins with ≤ 0.3× the average bin volume\nexport const CORE_TARGET_PCT = 0.7; // value area (\"core zone\") covers 70% of total volume\nexport const IMBALANCE_MIN = 0.25; // footprint |imbalance| needed to act (0.25 = 25%)\nexport const HVN_PROXIMITY_PCT = 0.6; // % band — price is \"trading at\" an HVN when within this\nexport const VOLUME_PROFILE_TF_MS = 15 * 60 * 1000; // footprint candle length\n\n// Stop / target derived from the flow window range (Option B)\nexport const STOP_RANGE_MULT = 0.25; // stop = 25% of the observed trading range\nexport const TP_RR = 2.0; // take-profit = stop distance × 2 (R:R 1:2)\n",[],[114],"ae305803-a29e-4418-9b53-a6ef7a7150b6","README.md","253d15d4-abbf-11f1-b6f3-1607ee4eb77e",20,["D",1788897899035],"# Binance USDT-M Futures Bot\n\nA real-money Binance perpetual-futures trading bot with a **real scored strategy**\n(no placeholder points) and a full set of **safety rails**. It is a separate val\nfrom the Jupiter paper bot — it never touches that code or its account.\n\n> ⚠️ **This trades real money.** It places live market orders, sets 5x leverage,\n> and parks reduce-only stop-loss / take-profit brackets on Binance USDT-M futures.\n> Start with a tiny funded account and watch it in paper/forward-test mode first.\n\n## Files\n\n| File | Role |\n|------|------|\n| `main.ts` | Cron entrypoint — scans, scores, and trades |\n| `strategy.ts` | Order-flow scalping signal from HVN/LVN + footprint imbalance |\n| `flow.ts` | Builds the volume profile (POC, HVN, LVN, Core Zone) + footprint from trades |\n| `safety.ts` | Kill switch, daily loss/trade caps, drawdown guard, dedup, cooldown, reconcile |\n| `config.ts` | All tunable settings in one place |\n| `telegram.ts` | Telegram alerts |\n| `control.ts` | HTTP webhook — status + remote kill switch |\n| `README.md` | This file |\n\n## Market universe\n\nEvery 2 hours the bot re-scans the whole Binance USDT-M market and rebuilds its\nwatchlist. A symbol is included only if it meets **all** of:\n\n- 24h quote volume ≥ `MIN_VOLUME_USD` ($20M)\n- It is a USDT perpetual (`/USDT:USDT`)\n- Base is **not** BTC or ETH (`EXCLUDED_BASES`)\n- Price ≤ `MAX_BASE_PRICE_USD` ($1,000)\n\n## Strategy (Option B) — Order Flow (HVN / LVN / Footprint)\n\nThe strategy is built on **order flow**, not lagging indicators. For each symbol\nit pulls up to the last 2h of trades and:\n\n1. **Volume profile** — buckets trade volume into 40 price bins → finds:\n - **POC** (Point of Control): the price level with the most traded volume\n - **HVN** (High Volume Nodes): bins ≥ 1.5× average volume — strong\n support/resistance that price gravitates to\n - **LVN** (Low Volume Nodes): bins ≤ 0.3× average volume — weak zones price\n slices through quickly\n - **Core Zone** (value area): the range containing 70% of traded volume\n2. **Footprint** — for the latest 15m candle, sums buy-volume vs sell-volume at\n the aggressor level:\n - **Delta** = buy − sell volume\n - **Imbalance** = (buy − sell) / (buy + sell), in −1..1\n\n**Signal logic:**\n- **Long** when price is trading off an **HVN support** and the footprint shows a\n taker-buy imbalance (delta > 0, imbalance > 0.25).\n- **Short** when price is rejecting off an **HVN resistance** with taker-sell\n imbalance.\n- LVN proximity adds \"fuel\" points (room to run through the weak zone).\n\n**Gates:** the setup must be off an HVN **and** backed by a strong footprint\nimbalance — never a blind one-sided entry. Trades only at `score ≥ 70`.\nStop = 25% of the observed trading range; target = 2× stop distance (R:R 1:2).\n\n## Safety rails (Option C)\n\n- **Kill switch** — halts all new entries. Flip it via the control webhook\n (`CONTROL_TOKEN`) or by setting `KILL_SWITCH`-style DB state.\n- **Daily loss cap** — stops opening new trades once realized loss hits\n `MAX_DAILY_LOSS_USD` (default $50).\n- **Daily trade cap** — `MAX_DAILY_TRADES` (default 10) per UTC day.\n- **Drawdown guard** — stops new entries once unrealized loss on open positions\n hits `MAX_DRAWDOWN_USD` (default $100).\n- **Max open trades** — `MAX_OPEN_TRADES` (default 2), counted correctly for\n shorts (`|contracts| > 0`).\n- **Position dedup** — never opens a second position on a symbol already held.\n- **Cooldown** — no re-entry on a symbol for `SYMBOL_COOLDOWN_MS` after a trade.\n- **Reconciliation** — each run syncs the DB ledger with Binance's live\n positions, booking closed positions' PnL and updating marks.\n\n## Setup\n\n1. Set env vars on this val:\n - `BINANCE_API_KEY`, `BINANCE_SECRET_KEY` — futures-enabled API keys\n - `TELEGRAM_BOT_TOKEN`, `TELEGRAM_CHAT_ID` — alerts (optional)\n - `CONTROL_TOKEN` — secret to authorize kill-switch toggles (optional)\n2. Confirm the interval schedule on `main.ts` (default: every 15 min).\n3. **Test with a tiny balance first.** Watch Telegram + the control webhook\n before trusting it with real size.\n\n## Control webhook\n\n- `GET` → JSON status (kill switch, today's PnL/trades, open positions)\n- `POST` `{\"action\":\"kill\",\"state\":true}` with header `X-Control-Token: `\n → flips the kill switch. Refused unless `CONTROL_TOKEN` is set.\n",[],[122],"075de61f-1141-4ceb-b83f-96232b211a28",["D",1788897119110],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Binance USDT-M futures bot: scored strategy + safety 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