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Dynamically discovers top-gainer tokens that have\n// active pairs with BOTH USDT and ETH, computes triangular cross-rates,\n// logs paper trades to SQLite, and sends a Telegram summary at most every\n// 10 minutes. No per-trade notifications (avoids Telegram spam).\n\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\n// ---------- Config ----------\n// Binance public market data. api.binance.com geo-blocks some regions (HTTP 451);\n// data-api.binance.vision serves the identical /api/v3 endpoints globally.\nconst BINANCE = \"https://data-api.binance.vision/api/v3\";\nconst FEE_PER_LEG = 0.001; // 0.1% per leg (use 0.00075 for 0.075%)\nconst TRADE_AMOUNT_USDT = 100; // simulated size per triangular loop\nconst MIN_NET_PROFIT_PCT = 0.1; // minimum net profit % to execute\nconst TOP_GAINERS_N = 20; // how many top gainers to consider per scan\nconst REPORT_INTERVAL_MS = 10 * 60 * 1000; // 10 minutes\nconst SCAN_ROUNDS = 4; // scans per cron run (4 × 15s ≈ every 15 seconds)\nconst COOLDOWN_MS = 15 * 1000; // 15s between scans\n\nconst sleep = (ms: number) => new Promise((r) => setTimeout(r, ms));\n\n// ---------- DB ----------\nasync function initDb() {\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS paper_wallet (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n balance REAL NOT NULL DEFAULT 1000.0,\n initial_balance REAL NOT NULL DEFAULT 1000.0,\n total_scans INTEGER NOT NULL DEFAULT 0,\n total_trades INTEGER NOT NULL DEFAULT 0,\n winning_trades INTEGER NOT NULL DEFAULT 0,\n last_report_time INTEGER NOT NULL DEFAULT 0\n )`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS paper_trades (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n profit_loss REAL NOT NULL,\n arb_percent REAL NOT NULL,\n route TEXT NOT NULL,\n timestamp INTEGER NOT NULL\n )`);\n await sqlite.execute(\n `INSERT OR IGNORE INTO paper_wallet (id) VALUES (1)`,\n );\n}\n\ninterface Wallet {\n balance: number;\n initial_balance: number;\n total_scans: number;\n total_trades: number;\n winning_trades: number;\n last_report_time: number;\n}\n\nasync function getWallet(): Promise {\n const r = await sqlite.execute(\"SELECT * FROM paper_wallet WHERE id = 1\");\n return r.rows[0] as unknown as Wallet;\n}\n\n// ---------- Binance top-gainer discovery ----------\ninterface Ticker {\n symbol: string;\n priceChangePercent: string;\n}\n\n// Fetch 24h stats, keep only USDT-quoted symbols, return sorted by gain desc.\nasync function getTopGainers(n: number): Promise {\n const res = await fetch(`${BINANCE}/ticker/24hr`);\n if (!res.ok) throw new Error(`24hr ${res.status}`);\n const all = (await res.json()) as Ticker[];\n\n const symbols = new Set(all.map((t) => t.symbol));\n const usdtQuoted = all.filter((t) => t.symbol.endsWith(\"USDT\"));\n\n const candidates: Ticker[] = [];\n for (const t of usdtQuoted) {\n const base = t.symbol.slice(0, -4); // strip \"USDT\"\n if (base === \"ETH\" || base === \"USDT\") continue;\n // Must have an active TOKEN/ETH pair to form a triangle with USDT+ETH.\n if (!symbols.has(`${base}ETH`)) continue;\n candidates.push(t);\n }\n\n candidates.sort(\n (a, b) => parseFloat(b.priceChangePercent) - parseFloat(a.priceChangePercent),\n );\n return candidates.slice(0, n);\n}\n\n// ---------- Order book (best bid/ask) ----------\ninterface Book {\n symbol: string;\n bidPrice: string;\n askPrice: string;\n}\n\nasync function fetchBook(symbol: string): Promise {\n const res = await fetch(`${BINANCE}/ticker/bookTicker?symbol=${symbol}`);\n if (!res.ok) throw new Error(`book ${symbol} ${res.status}`);\n return (await res.json()) as Book;\n}\n\n// ---------- Triangular cross-rate calculation ----------\ninterface ArbResult {\n symbol: string; // target top-gainer token\n arbPercent: number; // gross arbitrage %\n netProfit: number; // net profit in USDT after fees\n route: string; // step-by-step route\n}\n\n// For a token with pairs TOKENUSDT, TOKENETH, ETHUSDT, compute both\n// triangular directions and return the more profitable one.\nasync function checkTriangle(token: string): Promise {\n const symUsdt = `${token}USDT`;\n const symEth = `${token}ETH`;\n\n // Concurrently fetch the 3 legs of the triangle.\n const [u, e, eth] = await Promise.allSettled([\n fetchBook(symUsdt),\n fetchBook(symEth),\n fetchBook(\"ETHUSDT\"),\n ]);\n\n if (u.status !== \"fulfilled\" || e.status !== \"fulfilled\" || eth.status !== \"fulfilled\") {\n throw new Error(\"bookTicker fetch failed\");\n }\n\n const askUsdt = parseFloat(u.value.askPrice); // USDT per TOKEN (buy TOKEN)\n const bidUsdt = parseFloat(u.value.bidPrice); // USDT per TOKEN (sell TOKEN)\n const bidEth = parseFloat(e.value.bidPrice); // ETH per TOKEN (sell TOKEN for ETH)\n const askEth = parseFloat(e.value.askPrice); // ETH per TOKEN (buy TOKEN with ETH)\n const askEthUsdt = parseFloat(eth.value.askPrice); // USDT per ETH (buy ETH)\n const bidEthUsdt = parseFloat(eth.value.bidPrice); // USDT per ETH (sell ETH)\n\n // Guard against missing/zero prices (e.g. iliquid pair momentarily at 0),\n // which would otherwise produce Infinity/NaN that SQLite rejects.\n const prices = [askUsdt, bidUsdt, bidEth, askEth, askEthUsdt, bidEthUsdt];\n if (!prices.every((p) => Number.isFinite(p) && p > 0)) {\n // Iliquid pair momentarily at 0/missing → not a valid triangle.\n return { symbol: token, arbPercent: 0, netProfit: 0, route: \"invalid book\" };\n }\n\n const feeFactor = Math.pow(1 - FEE_PER_LEG, 3);\n\n // Path A: USDT -> TOKEN -> ETH -> USDT\n // final = X / ask(TOKENUSDT) * bid(TOKENETH) * bid(ETHUSDT)\n const aFinal = (TRADE_AMOUNT_USDT / askUsdt) * bidEth * bidEthUsdt;\n const aNet = aFinal * feeFactor;\n\n // Path B: USDT -> ETH -> TOKEN -> USDT\n // final = X * bid(TOKENUSDT) / (ask(ETHUSDT) * ask(TOKENETH))\n const bFinal = (TRADE_AMOUNT_USDT * bidUsdt) / (askEthUsdt * askEth);\n const bNet = bFinal * feeFactor;\n\n if (!Number.isFinite(aNet) || !Number.isFinite(bNet)) {\n return { symbol: token, arbPercent: 0, netProfit: 0, route: \"non-finite\" };\n }\n\n const useA = aNet >= bNet;\n const net = useA ? aNet : bNet;\n const gross = useA ? aFinal : bFinal;\n const route = useA\n ? `USDT → ${token} → ETH → USDT`\n : `USDT → ETH → ${token} → USDT`;\n\n return {\n symbol: token,\n arbPercent: ((gross - TRADE_AMOUNT_USDT) / TRADE_AMOUNT_USDT) * 100,\n netProfit: net - TRADE_AMOUNT_USDT,\n route,\n };\n}\n\n// ---------- Telegram ----------\nasync function sendTelegram(text: string) {\n const token = Deno.env.get(\"TELEGRAM_BOT_TOKEN\");\n const chatId = Deno.env.get(\"TELEGRAM_CHAT_ID\");\n if (!token || !chatId) {\n console.log(\"[telegram] missing TELEGRAM_BOT_TOKEN / TELEGRAM_CHAT_ID; skipping send\");\n return false;\n }\n await fetch(`https://api.telegram.org/bot${token}/sendMessage`, {\n method: \"POST\",\n headers: { \"content-type\": \"application/json\" },\n body: JSON.stringify({ chat_id: chatId, text, parse_mode: \"HTML\" }),\n });\n return true;\n}\n\n// Shared by cron and the /stats HTTP handler\nexport async function buildReport() {\n const w = await getWallet();\n const since = w.last_report_time;\n const trades = await sqlite.execute(\n \"SELECT * FROM paper_trades WHERE timestamp > ? ORDER BY timestamp\",\n [since],\n );\n const recent = trades.rows as unknown as {\n symbol: string;\n profit_loss: number;\n arb_percent: number;\n route: string;\n timestamp: number;\n }[];\n\n const pnl = w.balance - w.initial_balance;\n const pnlPct = (pnl / w.initial_balance) * 100;\n const winRate = w.total_trades > 0 ? (w.winning_trades / w.total_trades) * 100 : 0;\n const avgArb = recent.length\n ? recent.reduce((s, t) => s + t.arb_percent, 0) / recent.length\n : 0;\n\n const lines = [\n \"📊 Binance Triangular Arb — 10min Report\",\n \"\",\n `💰 Balance: $${w.balance.toFixed(2)}`,\n `📈 PnL: ${pnl >= 0 ? \"+\" : \"\"}$${pnl.toFixed(4)} (${pnlPct.toFixed(3)}%)`,\n `🎯 Win Rate: ${winRate.toFixed(1)}% (${w.winning_trades}/${w.total_trades})`,\n `🔍 Total Scans: ${w.total_scans}`,\n `⚡ Trades (last 10m): ${recent.length}`,\n `📊 Avg Arb (last 10m): ${avgArb.toFixed(4)}%`,\n \"\",\n ];\n if (recent.length === 0) {\n lines.push(\"No trades captured in the last 10 minutes.\");\n } else {\n lines.push(\"Last 10m trades:\");\n for (const t of recent) {\n lines.push(\n `• ${t.symbol} | ${t.arb_percent.toFixed(3)}% | ` +\n `${t.profit_loss >= 0 ? \"+\" : \"\"}$${t.profit_loss.toFixed(4)} | ${t.route}`,\n );\n }\n }\n return lines.join(\"\\n\");\n}\n\nasync function maybeSendReport(w: Wallet): Promise {\n const now = Date.now();\n if (now - w.last_report_time < REPORT_INTERVAL_MS) return w;\n const report = await buildReport();\n const sent = await sendTelegram(report);\n // Only advance the timer if it was actually delivered, so the first\n // configured run sends immediately rather than being skipped.\n if (sent) {\n await sqlite.execute(\n \"UPDATE paper_wallet SET last_report_time = ? WHERE id = 1\",\n [now],\n );\n return { ...w, last_report_time: now };\n }\n return w;\n}\n\n// One full scan cycle. Reads the wallet fresh each round, since we may run\n// several rounds per cron invocation.\nasync function runScan(round: number) {\n let w = await getWallet();\n\n let topGainers: Ticker[] = [];\n try {\n topGainers = await getTopGainers(TOP_GAINERS_N);\n } catch (e) {\n console.log(\"[scan] top-gainer fetch failed:\", e instanceof Error ? e.message : e);\n }\n\n // Concurrently analyze every discovered top-gainer triangle.\n const results = await Promise.allSettled(topGainers.map((t) => checkTriangle(t.symbol.slice(0, -4))));\n\n const arbs: ArbResult[] = [];\n for (const r of results) {\n if (r.status === \"fulfilled\") arbs.push(r.value);\n else console.log(\"[scan] triangle failed:\", r.reason?.message ?? r.reason);\n }\n\n // Execute profitable paper trades (quiet — no per-trade notifications)\n let executed = 0;\n for (const a of arbs) {\n if (\n Number.isFinite(a.netProfit) &&\n a.netProfit >= (TRADE_AMOUNT_USDT * MIN_NET_PROFIT_PCT) / 100 &&\n w.balance >= TRADE_AMOUNT_USDT\n ) {\n await sqlite.execute(\n `INSERT INTO paper_trades (symbol, profit_loss, arb_percent, route, timestamp)\n VALUES (?, ?, ?, ?, ?)`,\n [a.symbol, a.netProfit, a.arbPercent, a.route, Date.now()],\n );\n w = {\n ...w,\n balance: w.balance + a.netProfit,\n total_trades: w.total_trades + 1,\n winning_trades: w.winning_trades + 1,\n };\n executed++;\n }\n }\n\n w.total_scans += 1;\n await sqlite.execute(\n `UPDATE paper_wallet SET balance = ?, total_scans = ?, total_trades = ?, winning_trades = ?\n WHERE id = 1`,\n [w.balance, w.total_scans, w.total_trades, w.winning_trades],\n );\n\n console.log(\n `[scan ${round}/${SCAN_ROUNDS}] top gainers: ${topGainers.length}, triangles ok: ${arbs.length}, executed: ${executed}, balance: ${w.balance.toFixed(2)}`,\n );\n\n // At most one Telegram summary per 10 minutes\n await maybeSendReport(w);\n}\n\n// ---------- Cron entrypoint ----------\n// One cron run (every minute) performs SCAN_ROUNDS scans spaced COOLDOWN_MS\n// apart, so a new scan happens roughly every 15 seconds (Val Town cron has no\n// sub-minute granularity on this tier).\nexport default async function binanceTriangularBot() {\n await initDb();\n\n for (let round = 1; round <= SCAN_ROUNDS; round++) {\n const started = Date.now();\n await runScan(round);\n const elapsed = Date.now() - started;\n if (round < SCAN_ROUNDS) {\n const wait = Math.max(0, COOLDOWN_MS - elapsed);\n await sleep(wait);\n }\n }\n}\n","// Binance Triangular Arbitrage Paper Trading Bot\n// Runs every 1 minute. Dynamically discovers top-gainer tokens that have\n// active pairs with BOTH USDT and ETH, computes triangular cross-rates,\n// logs paper trades to SQLite, and sends a Telegram summary at most every\n// 10 minutes. No per-trade notifications (avoids Telegram spam).\n\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\n// ---------- Config ----------\n// Binance public market data. api.binance.com geo-blocks some regions (HTTP 451);\n// data-api.binance.vision serves the identical /api/v3 endpoints globally.\nconst BINANCE = \"https://data-api.binance.vision/api/v3\";\nconst FEE_PER_LEG = 0.001; // 0.1% per leg (use 0.00075 for 0.075%)\nconst TRADE_AMOUNT_USDT = 100; // simulated size per triangular loop\nconst MIN_NET_PROFIT_PCT = 0.1; // minimum net profit % to execute\nconst TOP_GAINERS_N = 20; // how many top gainers to consider per scan\nconst REPORT_INTERVAL_MS = 10 * 60 * 1000; // 10 minutes summary (kept, throttled)\nconst REFRESH_GAINERS_MS = 60 * 1000; // refresh the heavy top-gainer list once/min\nconst SCAN_ROUNDS = 12; // scans per cron run\nconst COOLDOWN_MS = 4 * 1000; // 4s between scans → a fast, repeated sweep\n\nconst sleep = (ms: number) => new Promise((r) => setTimeout(r, ms));\n\n// ---------- Cached top-gainer list ----------\n// The /ticker/24hr endpoint is heavy (~1200 weight). Top gainers barely change\n// second to second, so we refresh the candidate list once a minute and reuse it\n// for the fast cheap bookTicker scans in between — letting us scan far more\n// often without tripping Binance rate limits.\nlet cachedGainers: { list: Ticker[]; at: number } | null = null;\n\nasync function getTopGainersCached(n: number): Promise {\n const now = Date.now();\n if (cachedGainers && now - cachedGainers.at < REFRESH_GAINERS_MS) {\n return cachedGainers.list;\n }\n const fresh = await getTopGainers(n);\n cachedGainers = { list: fresh, at: now };\n return fresh;\n}\n\n// ---------- DB ----------\nasync function initDb() {\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS paper_wallet (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n balance REAL NOT NULL DEFAULT 1000.0,\n initial_balance REAL NOT NULL DEFAULT 1000.0,\n total_scans INTEGER NOT NULL DEFAULT 0,\n total_trades INTEGER NOT NULL DEFAULT 0,\n winning_trades INTEGER NOT NULL DEFAULT 0,\n last_report_time INTEGER NOT NULL DEFAULT 0\n )`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS paper_trades (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n profit_loss REAL NOT NULL,\n arb_percent REAL NOT NULL,\n route TEXT NOT NULL,\n timestamp INTEGER NOT NULL\n )`);\n await sqlite.execute(\n `INSERT OR IGNORE INTO paper_wallet (id) VALUES (1)`,\n );\n}\n\ninterface Wallet {\n balance: number;\n initial_balance: number;\n total_scans: number;\n total_trades: number;\n winning_trades: number;\n last_report_time: number;\n}\n\nasync function getWallet(): Promise {\n const r = await sqlite.execute(\"SELECT * FROM paper_wallet WHERE id = 1\");\n return r.rows[0] as unknown as Wallet;\n}\n\n// ---------- Binance top-gainer discovery ----------\ninterface Ticker {\n symbol: string;\n priceChangePercent: string;\n}\n\n// Fetch 24h stats, keep only USDT-quoted symbols, return sorted by gain desc.\nasync function getTopGainers(n: number): Promise {\n const res = await fetch(`${BINANCE}/ticker/24hr`);\n if (!res.ok) throw new Error(`24hr ${res.status}`);\n const all = (await res.json()) as Ticker[];\n\n const symbols = new Set(all.map((t) => t.symbol));\n const usdtQuoted = all.filter((t) => t.symbol.endsWith(\"USDT\"));\n\n const candidates: Ticker[] = [];\n for (const t of usdtQuoted) {\n const base = t.symbol.slice(0, -4); // strip \"USDT\"\n if (base === \"ETH\" || base === \"USDT\") continue;\n // Must have an active TOKEN/ETH pair to form a triangle with USDT+ETH.\n if (!symbols.has(`${base}ETH`)) continue;\n candidates.push(t);\n }\n\n candidates.sort(\n (a, b) => parseFloat(b.priceChangePercent) - parseFloat(a.priceChangePercent),\n );\n return candidates.slice(0, n);\n}\n\n// ---------- Order book (best bid/ask) ----------\ninterface Book {\n symbol: string;\n bidPrice: string;\n askPrice: string;\n}\n\nasync function fetchBook(symbol: string): Promise {\n const res = await fetch(`${BINANCE}/ticker/bookTicker?symbol=${symbol}`);\n if (!res.ok) throw new Error(`book ${symbol} ${res.status}`);\n return (await res.json()) as Book;\n}\n\n// ---------- Triangular cross-rate calculation ----------\ninterface ArbResult {\n symbol: string; // target top-gainer token\n arbPercent: number; // gross arbitrage %\n netProfit: number; // net profit in USDT after fees\n route: string; // step-by-step route\n}\n\n// For a token with pairs TOKENUSDT, TOKENETH, ETHUSDT, compute both\n// triangular directions and return the more profitable one.\nasync function checkTriangle(token: string): Promise {\n const symUsdt = `${token}USDT`;\n const symEth = `${token}ETH`;\n\n // Concurrently fetch the 3 legs of the triangle.\n const [u, e, eth] = await Promise.allSettled([\n fetchBook(symUsdt),\n fetchBook(symEth),\n fetchBook(\"ETHUSDT\"),\n ]);\n\n if (u.status !== \"fulfilled\" || e.status !== \"fulfilled\" || eth.status !== \"fulfilled\") {\n throw new Error(\"bookTicker fetch failed\");\n }\n\n const askUsdt = parseFloat(u.value.askPrice); // USDT per TOKEN (buy TOKEN)\n const bidUsdt = parseFloat(u.value.bidPrice); // USDT per TOKEN (sell TOKEN)\n const bidEth = parseFloat(e.value.bidPrice); // ETH per TOKEN (sell TOKEN for ETH)\n const askEth = parseFloat(e.value.askPrice); // ETH per TOKEN (buy TOKEN with ETH)\n const askEthUsdt = parseFloat(eth.value.askPrice); // USDT per ETH (buy ETH)\n const bidEthUsdt = parseFloat(eth.value.bidPrice); // USDT per ETH (sell ETH)\n\n // Guard against missing/zero prices (e.g. iliquid pair momentarily at 0),\n // which would otherwise produce Infinity/NaN that SQLite rejects.\n const prices = [askUsdt, bidUsdt, bidEth, askEth, askEthUsdt, bidEthUsdt];\n if (!prices.every((p) => Number.isFinite(p) && p > 0)) {\n // Iliquid pair momentarily at 0/missing → not a valid triangle.\n return { symbol: token, arbPercent: 0, netProfit: 0, route: \"invalid book\" };\n }\n\n const feeFactor = Math.pow(1 - FEE_PER_LEG, 3);\n\n // Path A: USDT -> TOKEN -> ETH -> USDT\n // final = X / ask(TOKENUSDT) * bid(TOKENETH) * bid(ETHUSDT)\n const aFinal = (TRADE_AMOUNT_USDT / askUsdt) * bidEth * bidEthUsdt;\n const aNet = aFinal * feeFactor;\n\n // Path B: USDT -> ETH -> TOKEN -> USDT\n // final = X * bid(TOKENUSDT) / (ask(ETHUSDT) * ask(TOKENETH))\n const bFinal = (TRADE_AMOUNT_USDT * bidUsdt) / (askEthUsdt * askEth);\n const bNet = bFinal * feeFactor;\n\n if (!Number.isFinite(aNet) || !Number.isFinite(bNet)) {\n return { symbol: token, arbPercent: 0, netProfit: 0, route: \"non-finite\" };\n }\n\n const useA = aNet >= bNet;\n const net = useA ? aNet : bNet;\n const gross = useA ? aFinal : bFinal;\n const route = useA\n ? `USDT → ${token} → ETH → USDT`\n : `USDT → ETH → ${token} → USDT`;\n\n return {\n symbol: token,\n arbPercent: ((gross - TRADE_AMOUNT_USDT) / TRADE_AMOUNT_USDT) * 100,\n netProfit: net - TRADE_AMOUNT_USDT,\n route,\n };\n}\n\n// ---------- Telegram ----------\nasync function sendTelegram(text: string) {\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; skipping send\");\n return false;\n }\n 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\" }),\n });\n return true;\n}\n\n// Shared by cron and the /stats HTTP handler\nexport async function buildReport() {\n const w = await getWallet();\n const since = w.last_report_time;\n const trades = await sqlite.execute(\n \"SELECT * FROM paper_trades WHERE timestamp > ? ORDER BY timestamp\",\n [since],\n );\n const recent = trades.rows as unknown as {\n symbol: string;\n profit_loss: number;\n arb_percent: number;\n route: string;\n timestamp: number;\n }[];\n\n const pnl = w.balance - w.initial_balance;\n const pnlPct = (pnl / w.initial_balance) * 100;\n const winRate = w.total_trades > 0 ? (w.winning_trades / w.total_trades) * 100 : 0;\n const avgArb = recent.length\n ? recent.reduce((s, t) => s + t.arb_percent, 0) / recent.length\n : 0;\n\n const lines = [\n \"📊 Binance Triangular Arb — 10min Report\",\n \"\",\n `💰 Balance: $${w.balance.toFixed(2)}`,\n `📈 PnL: ${pnl >= 0 ? \"+\" : \"\"}$${pnl.toFixed(4)} (${pnlPct.toFixed(3)}%)`,\n `🎯 Win Rate: ${winRate.toFixed(1)}% (${w.winning_trades}/${w.total_trades})`,\n `🔍 Total Scans: ${w.total_scans}`,\n `⚡ Trades (last 10m): ${recent.length}`,\n `📊 Avg Arb (last 10m): ${avgArb.toFixed(4)}%`,\n \"\",\n ];\n if (recent.length === 0) {\n lines.push(\"No trades captured in the last 10 minutes.\");\n } else {\n lines.push(\"Last 10m trades:\");\n for (const t of recent) {\n lines.push(\n `• ${t.symbol} | ${t.arb_percent.toFixed(3)}% | ` +\n `${t.profit_loss >= 0 ? \"+\" : \"\"}$${t.profit_loss.toFixed(4)} | ${t.route}`,\n );\n }\n }\n return lines.join(\"\\n\");\n}\n\nasync function maybeSendReport(w: Wallet): Promise {\n const now = Date.now();\n if (now - w.last_report_time < REPORT_INTERVAL_MS) return w;\n const report = await buildReport();\n const sent = await sendTelegram(report);\n // Only advance the timer if it was actually delivered, so the first\n // configured run sends immediately rather than being skipped.\n if (sent) {\n await sqlite.execute(\n \"UPDATE paper_wallet SET last_report_time = ? WHERE id = 1\",\n [now],\n );\n return { ...w, last_report_time: now };\n }\n return w;\n}\n\n// One full scan cycle. Reads the wallet fresh each round, since we may run\n// several rounds per cron invocation.\nasync function runScan(round: number) {\n let w = await getWallet();\n\n let topGainers: Ticker[] = [];\n try {\n topGainers = await getTopGainers(TOP_GAINERS_N);\n } catch (e) {\n console.log(\"[scan] top-gainer fetch failed:\", e instanceof Error ? e.message : e);\n }\n\n // Concurrently analyze every discovered top-gainer triangle.\n const results = await Promise.allSettled(topGainers.map((t) => checkTriangle(t.symbol.slice(0, -4))));\n\n const arbs: ArbResult[] = [];\n for (const r of results) {\n if (r.status === \"fulfilled\") arbs.push(r.value);\n else console.log(\"[scan] triangle failed:\", r.reason?.message ?? r.reason);\n }\n\n // Execute profitable paper trades (quiet — no per-trade notifications)\n let executed = 0;\n for (const a of arbs) {\n if (\n Number.isFinite(a.netProfit) &&\n a.netProfit >= (TRADE_AMOUNT_USDT * MIN_NET_PROFIT_PCT) / 100 &&\n w.balance >= TRADE_AMOUNT_USDT\n ) {\n await sqlite.execute(\n `INSERT INTO paper_trades (symbol, profit_loss, arb_percent, route, timestamp)\n VALUES (?, ?, ?, ?, ?)`,\n [a.symbol, a.netProfit, a.arbPercent, a.route, Date.now()],\n );\n w = {\n ...w,\n balance: w.balance + a.netProfit,\n total_trades: w.total_trades + 1,\n winning_trades: w.winning_trades + 1,\n };\n executed++;\n }\n }\n\n w.total_scans += 1;\n await sqlite.execute(\n `UPDATE paper_wallet SET balance = ?, total_scans = ?, total_trades = ?, winning_trades = ?\n WHERE id = 1`,\n [w.balance, w.total_scans, w.total_trades, w.winning_trades],\n );\n\n console.log(\n `[scan ${round}/${SCAN_ROUNDS}] top gainers: ${topGainers.length}, triangles ok: ${arbs.length}, executed: ${executed}, balance: ${w.balance.toFixed(2)}`,\n );\n\n // At most one Telegram summary per 10 minutes\n await maybeSendReport(w);\n}\n\n// ---------- Cron entrypoint ----------\n// One cron run (every minute) performs SCAN_ROUNDS scans spaced COOLDOWN_MS\n// apart, so a new scan happens roughly every 15 seconds (Val Town cron has no\n// sub-minute granularity on this tier).\nexport default async function binanceTriangularBot() {\n await initDb();\n\n for (let round = 1; round <= SCAN_ROUNDS; round++) {\n const started = Date.now();\n await runScan(round);\n const elapsed = Date.now() - started;\n if (round < SCAN_ROUNDS) {\n const wait = Math.max(0, COOLDOWN_MS - elapsed);\n await sleep(wait);\n }\n }\n}\n","createdAt",["D",1788373203991],"branchVersion","branchId","706a186d-17b0-49d7-afcd-061e66763458","id","4656a5b0-561d-4ff3-812e-b3949dee3507","binance-arb-paper-bot",["D",1788372422505],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Binance triangular arbitrage paper bot","imageUrl","a79beaf8-5d23-4a58-a785-4a70bab11255","pinnedFileId","01a0634d-9e20-77ee-876e-733794a7e2e2","pinPreview",true,"pinMigrated","screenshotVersion","likeCount",0,"orgId","01a0634a-0ca9-7584-9a97-35a1aeb44011","tursoName","4656a5b0561d4ff3812eb3949dee3507","tursoHostname","4656a5b0561d4ff3812eb3949dee3507-val-town.aws-us-east-2.turso.io","tursoMeasuredAt",["D",1789501263826],"pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_106":105,"_113":108},"org",{"_106":105,"_107":108,"_109":108,"_19":61,"_110":111,"_112":31},"branch",{"_13":95,"_38":96,"_49":48,"_97":50,"_98":-5,"_99":-5,"_100":-5,"_101":-5,"_102":-5,"_103":51,"_104":105},"isOwned",78,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","Tringelar","handle","displayName","","avatar","tier","free","canRestrictVals","profileImageUrl","branchName","adoptOrgId",{"_49":50,"_38":51,"_44":185,"_53":-5,"_54":31,"_55":56,"_57":56,"_58":59,"_60":-5,"_19":61,"_62":63,"_64":65,"_66":-5,"_67":-5,"_68":69,"_70":71,"_72":73,"_74":75,"_76":186,"_78":-5,"_79":80,"_81":80,"_82":83,"_84":83,"_85":83,"_86":80,"_87":80,"_88":187,"_90":188,"_92":189,"_94":31},"tree",[172,173,174],"files",[172,173,174],"counts",{"_162":69,"_163":144,"_164":69,"_165":166,"_167":168},"contents",[135,136,137],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_49":154,"_38":155,"_36":156,"_140":-5,"_47":48,"_46":157,"_142":31,"_44":158,"_13":159,"_39":26,"_41":160,"_30":31,"_147":-5,"_33":161},{"_49":150,"_38":34,"_36":37,"_140":-5,"_47":48,"_46":14,"_142":31,"_44":151,"_13":152,"_39":40,"_41":43,"_30":31,"_147":-5,"_33":153},{"_49":138,"_38":139,"_36":63,"_140":-5,"_47":48,"_46":141,"_142":31,"_44":143,"_13":144,"_39":145,"_41":146,"_30":31,"_147":148,"_33":149},"c95c6196-6487-421b-bb46-5ffa1864d4a9","webhook.ts","parentId",4,"latest",["D",1788372464721],1,"http","// Telegram webhook handler — responds to /stats (and other commands).\n// Set the webhook to this endpoint's URL in Telegram:\n// https://api.telegram.org/bot/setWebhook?url=\n\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nimport { buildReport } from \"./bot.ts\";\n\nexport async function http(req: Request) {\n let text = \"Unknown command. Try /stats.\";\n try {\n const update = await req.json();\n const msg = update?.message;\n const cmd: string = (msg?.text ?? \"\").split(/[ @]/)[0];\n\n if (cmd === \"/start\") {\n text = \"Binance Triangular Arb Paper Bot ready. Use /stats for the current report.\";\n } else if (cmd === \"/stats\" || cmd === \"/report\") {\n await sqlite.execute(\n `CREATE TABLE IF NOT EXISTS paper_wallet (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n balance REAL NOT NULL DEFAULT 1000.0,\n initial_balance REAL NOT NULL DEFAULT 1000.0,\n total_scans INTEGER NOT NULL DEFAULT 0,\n total_trades INTEGER NOT NULL DEFAULT 0,\n winning_trades INTEGER NOT NULL DEFAULT 0,\n last_report_time INTEGER NOT NULL DEFAULT 0\n )`,\n );\n await sqlite.execute(`INSERT OR IGNORE INTO paper_wallet (id) VALUES (1)`);\n text = await buildReport();\n }\n } catch (e) {\n text = \"Error: \" + (e instanceof Error ? e.message : String(e));\n }\n\n // If this came from a Telegram webhook, reply directly to the chat\n try {\n const update = await req.clone().json();\n const chatId = update?.message?.chat?.id;\n if (chatId) {\n const token = Deno.env.get(\"TELEGRAM_BOT_TOKEN\");\n if (token) {\n 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\" }),\n });\n return new Response(\"ok\");\n }\n }\n } catch { /* not a webhook call */ }\n\n return new Response(text, {\n headers: { \"content-type\": \"text/plain; charset=utf-8\" },\n });\n}\n","label","binance-arb-bot",[139],"eb5f2e6c-54c2-472b-8242-b6898d1c19e9",["D",1788373203991],8,[34],"d2ee70b2-912d-4847-94cc-a8dae5afc51c","README.md","7d594726-a6f9-11f1-9aba-1607ee4eb77e",13,["D",1788373045604],2,"# Binance Triangular Arbitrage Paper Bot\n\nA Val Town Deno/TypeScript **paper-trading** bot that scans Binance for triangular\narbitrage opportunities among today's top-gaining tokens. It only *simulates*\ntrades — no real money is ever at risk.\n\n## How it works\n\n1. **Discovery** — fetches `/api/v3/ticker/24hr`, keeps symbols quoted in USDT,\n filters to those that also have an active `TOKEN/ETH` pair, then takes the top\n N by 24h % change.\n2. **Cross-rate analysis** — for each top-gainer token it concurrently fetches the\n three legs of the triangle (`TOKENUSDT`, `TOKENETH`, `ETHUSDT`) via\n `/api/v3/ticker/bookTicker`, computes both triangular directions, applies a\n 0.1% fee on each leg (0.3% total), and reports the gross %, net $ profit, and route.\n3. **Paper execution** — when net profit clears the 0.1% threshold and the $1000\n paper wallet has funds, the trade is quietly logged to SQLite (no per-trade\n alerts).\n4. **Reporting** — at most every 10 minutes a formatted Telegram summary is sent\n covering balance, PnL, win rate, scan count, and the last 10 minutes of trades.\n\n## Data source\n\nBinance's primary API (`api.binance.com`) can return **HTTP 451** from data-center\nIPs (a regional block). This bot uses `data-api.binance.vision`, which serves the\nidentical `/api/v3` endpoints globally — same quotes, no geo-lock.\n\n## Files\n\n- `bot.ts` — the cron job (`binanceTriangularBot`). Runs every minute and performs\n 4 scan rounds 15s apart, so a fresh scan happens roughly **every 15 seconds**.\n Owns the SQLite schema, scanning logic, and Telegram reporting. Exports\n `buildReport()` for reuse by the webhook.\n- `webhook.ts` — HTTP handler responding to Telegram `/start`, `/stats`, and\n `/report` commands.\n\n## Setup\n\n1. Optionally set the two env vars to enable Telegram reporting:\n - `TELEGRAM_BOT_TOKEN` — from [@BotFather](https://t.me/BotFather)\n - `TELEGRAM_CHAT_ID` — your chat id (ask [@userinfobot](https://t.me/userinfobot))\n\n2. Point Telegram at the webhook (replace `` with your bot token) so\n `/stats` works in-chat:\n\n ```text\n https://api.telegram.org/bot/setWebhook?url=https://binance-arb-bot.val.run/\n ```\n\n## Tuning\n\nAll knobs live at the top of `bot.ts`:\n\n| Constant | Default | Meaning |\n| --- | --- | --- |\n| `FEE_PER_LEG` | `0.001` | fee per leg (0.1%); use `0.00075` for 0.075% |\n| `TRADE_AMOUNT_USDT` | `100` | simulated $ per triangular loop |\n| `MIN_NET_PROFIT_PCT` | `0.1` | min net % to execute |\n| `TOP_GAINERS_N` | `20` | top gainers analyzed per scan |\n| `SCAN_ROUNDS` | `4` | scans per cron run |\n| `COOLDOWN_MS` | `15000` | seconds between scans (15s) → a scan every ~15s |\n\nLive Binance spreads plus 0.3% total fees mean real trades are rare — that's\ncorrect behavior; opportunities appear during volatile moves.\n",[155],"pulls","branches","forks","envVars",{"_169":159,"_171":69},"connections",{"_169":69,"_170":69},"count","unfilledCount","emptyCount",{"_49":154,"_38":155,"_36":156,"_140":-5,"_47":48,"_46":157,"_142":31,"_44":182,"_13":159,"_39":26,"_41":160,"_30":31,"_147":-5,"_176":183,"_33":184},{"_49":150,"_38":34,"_36":37,"_140":-5,"_47":48,"_46":14,"_142":31,"_44":179,"_13":152,"_39":40,"_41":43,"_30":31,"_147":-5,"_176":180,"_33":181},{"_49":138,"_38":139,"_36":63,"_140":-5,"_47":48,"_46":141,"_142":31,"_44":175,"_13":144,"_39":145,"_41":146,"_30":31,"_147":148,"_176":177,"_33":178},["D",1788372464721],"children",[],[139],["D",1788373203991],[],[34],["D",1788373045604],[],[155],["D",1788372422505],["D",1789501263826],{"_106":105,"_113":108},{"_106":105,"_107":108,"_109":108,"_19":61,"_110":111,"_112":31},{"_13":95,"_38":96,"_49":48,"_97":50,"_98":-5,"_99":-5,"_100":-5,"_101":-5,"_102":-5,"_103":51,"_104":105},"ctx",{"_88":-5,"_132":223,"_224":225,"_226":227,"_228":31,"_229":31,"_230":31,"_231":65,"_232":-5,"_233":-7,"_234":-7,"_235":69,"_236":31,"_237":31,"_238":-5,"_239":31,"_240":31,"_241":31,"_242":-5},"ENV",{"_194":195,"_196":197,"_198":96,"_199":200,"_201":202,"_203":204,"_205":206,"_207":208,"_209":210,"_211":212,"_213":214,"_215":216,"_217":218,"_219":220,"_221":222},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

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