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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","// ============================================================================\n// ⚙️ Central settings — Bybit USDT perpetual 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 > $1,000\nexport const PAPER_EQUITY = 1000; // simulated equity used when paper mode has no live balance\n\n// ---------- Position management ----------\nexport const LEVERAGE = 5; // 5x max for scalping\nexport const RISK_PER_TRADE = 0.01; // risk 1% of equity per trade (fixed-fractional)\nexport const MAX_OPEN_TRADES = 2; // hard cap on concurrent open positions\nexport const MIN_EQUITY_USD = 20; // refuse to open anything below this equity\n\n// ---------- Safety rails (Option C) ----------\nexport const MAX_DAILY_LOSS_USD = 50; // stop opening NEW trades once realized daily loss hits this\nexport const MAX_DRAWDOWN_USD = 100; // stop opening NEW trades once unrealized drawdown on open positions hits this\nexport const MAX_DAILY_TRADES = 10; // hard cap on new trades opened per UTC day\nexport const SYMBOL_COOLDOWN_MS = 2 * 60 * 60 * 1000; // don't re-enter a symbol for 2h after a trade\n\n// ---------- Strategy: Order Flow (HVN / LVN / Footprint) ----------\nexport const TRADE_SCORE = 70; // minimum composite score to act\n\n// Volume profiles are built from recent trades pulled per symbol.\nexport const FLOW_LOOKBACK_MS = 2 * 60 * 60 * 1000; // pull up to 2h of trades\nexport const FLOW_LIMIT = 1000; // cap trades fetched per symbol\nexport const MIN_FLOW_TRADES = 120; // below this many trades, skip (not enough flow)\nexport const PROFILE_BINS = 40; // price bins for the volume profile\nexport const HIGH_NODE_PCT = 1.5; 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Silent no-op if credentials are missing.\n\nexport async function sendTelegram(text: string): Promise {\n const token = Deno.env.get(\"TELEGRAM_BOT_TOKEN\");\n const chatId = Deno.env.get(\"TELEGRAM_CHAT_ID\");\n if (!token || !chatId) {\n console.log(\"[telegram] missing TELEGRAM_BOT_TOKEN / TELEGRAM_CHAT_ID; skipped\");\n return false;\n }\n try {\n const res = await fetch(`https://api.telegram.org/bot${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","label",[157],"6a07c9f5-9ec7-4e29-b762-3009c314d272","strategy.ts","01a08c71-2752-7580-b74f-f500d16f2669",["D",1789062620859],"// 🎯 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",[167],"08a99dd7-c3cd-48cf-a338-fb94b4e5f679","safety.ts","01a08c71-2752-7580-b74f-f1ae245c8a62",["D",1789062620859],"// 🛡️ Safety rails (Option C) — kill switch, daily loss/trade caps, drawdown\n// guard, position dedup, per-symbol cooldown, and position reconciliation.\n//\n// All state lives in this val's SQLite DB, so the rails survive restarts and\n// are shared between the cron bot and the HTTP control webhook.\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nimport * as cfg from \"./config.ts\";\n\nexport async function initDb() {\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS state (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n kill_switch INTEGER NOT NULL DEFAULT 0,\n updated_at INTEGER NOT NULL DEFAULT 0,\n mode TEXT NOT NULL DEFAULT 'paper'\n )`);\n // Migration for databases created before the `mode` column existed.\n await sqlite.execute(`ALTER TABLE state ADD COLUMN mode TEXT NOT NULL DEFAULT 'paper'`).catch(() => {});\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS daily (\n day TEXT PRIMARY KEY,\n realized_pnl REAL NOT NULL DEFAULT 0,\n trades INTEGER NOT NULL DEFAULT 0\n )`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS open_positions (\n symbol TEXT PRIMARY KEY,\n side TEXT NOT NULL,\n amount REAL NOT NULL,\n entry REAL NOT NULL,\n last_mark REAL NOT NULL,\n opened_at INTEGER NOT NULL\n )`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS trade_log (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n side TEXT NOT NULL,\n amount REAL NOT NULL,\n entry REAL NOT NULL,\n stop REAL NOT NULL,\n target REAL NOT NULL,\n pnl REAL,\n status TEXT NOT NULL DEFAULT 'open',\n ts INTEGER NOT NULL\n )`);\n await sqlite.execute(\n `INSERT OR IGNORE INTO state (id, kill_switch, updated_at) VALUES (1, 0, 0)`,\n );\n}\n\n// ---------- Kill switch ----------\nexport async function isKillSwitched(): Promise {\n const r = await sqlite.execute(\"SELECT kill_switch FROM state WHERE id = 1\");\n const row = r.rows[0] as unknown as { kill_switch: number } | undefined;\n return row ? !!row.kill_switch : false;\n}\n\nexport async function setKillSwitch(on: boolean): Promise {\n await sqlite.execute(\"UPDATE state SET kill_switch = ?, updated_at = ? 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",[173],"c926f5d7-4c19-438f-bcd5-519cb9512196","main.ts","01a08c71-2752-7580-b74f-ecaa964081fc",3,["D",1789062649052],2,"interval","// ============================================================================\n// 🤖 Bybit USDT perpetual 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// Bybit linear perps (/USDT:USDT), the same universe the old Binance bot used.\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 // Bybit linear perpetuals are /USDT:USDT in ccxt; skip spot and\n // inverse-perp (/USD:USD) pairs with this filter.\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 // Bybit bracket: attach the stop-loss and take-profit to the SAME entry\n // order so the position is protected the instant it opens. ccxt turns\n // stopLoss/takeProfit params into Bybit's trigger orders automatically\n // (setting triggerDirection for us). No gap where a position sits naked.\n const order = await exchange.createOrder(symbol, \"market\", sig.side, amount, undefined, {\n stopLoss: { triggerPrice: exchange.priceToPrecision(symbol, sig.stop) },\n takeProfit: { triggerPrice: exchange.priceToPrecision(symbol, sig.target) },\n });\n const execPrice = parseFloat(order?.average) || sig.price;\n\n await registerOpenPosition(symbol, sig.side, amount, execPrice, execPrice, sig.stop, sig.target);\n\n const msg =\n `✅ Real trade opened @ Bybit\\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: ${exchange.priceToPrecision(symbol, sig.stop)} Target: ${exchange.priceToPrecision(symbol, sig.target)}\\n` +\n `(risk ${cfg.RISK_PER_TRADE * 100}% ≈ $${(amount * priceRisk).toFixed(2)})`;\n await sendTelegram(msg);\n console.log(`[trade] OPEN ${symbol} ${sig.side} ${amount} @ ${execPrice} (score ${sig.score})`);\n return true;\n } catch (err) {\n console.error(`[trade] error ${symbol}:`, err?.message ?? err);\n return false;\n }\n}\n\nexport default async function bybitBot() {\n const apiKey = Deno.env.get(\"BYBIT_API_KEY\");\n const secret = Deno.env.get(\"BYBIT_SECRET\");\n if (!apiKey || !secret) {\n console.error(\"❌ BYBIT_API_KEY / BYBIT_SECRET missing; aborting.\");\n return;\n }\n await initDb();\n\n if (await isKillSwitched()) {\n console.log(\"⛔ kill switch is ON; skipping this run.\");\n return;\n }\n\n // Proxy support: Deno's fetch routes ALL outbound HTTP through the standard\n // proxy env vars when they are set on the val. Set HTTPS_PROXY (and NO_PROXY\n // to keep e.g. api.telegram.org direct). ccxt uses the global fetch in Deno,\n // so it flows through the same proxy automatically.\n const proxy = Deno.env.get(\"HTTPS_PROXY\") || Deno.env.get(\"ALL_PROXY\");\n if (proxy) console.log(`[proxy] outbound requests via ${proxy}`);\n else console.log(\"[proxy] none set — using Bybit directly\");\n\n const exchange: any = new ccxt.bybit({\n apiKey,\n secret,\n enableRateLimit: true,\n // 'swap' = linear (USDT / USDC) perpetuals. This is the Bybit equivalent\n // of Binance's USDT-M futures market.\n options: { defaultType: \"swap\" },\n });\n\n try {\n // 1. Reconcile DB ledger with the exchange (books closed positions, marks).\n const reco = await reconcile(exchange);\n if (reco.realizedClosed !== 0) {\n await sendTelegram(`🔁 Closed positions booked: ${reco.realizedClosed >= 0 ? \"+\" : \"\"}$${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",[179],"0d2e2661-30f4-4262-a55e-7aa1611832d3","flow.ts","01a08c71-2751-70cd-9be5-78cc7c2016da",["D",1789062620859],"// 🌊 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",[188],"176e51d4-61dd-4294-af7a-a1a7157ee506","control.ts",["D",1789062620859],"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",[194],"07588c22-f0a3-4686-afb1-b2e90079c2a6",["D",1789062681839],[34],"e9a3b54b-56e5-4e81-a921-d3e8d1fbefe8","README.md","01a08c71-2751-70cd-9be5-6c9840f3a41b",["D",1789062620859],"# 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. 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Diff · v4