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ov / (b.high - b.low) : 1; vol[i] += b.volume * f }\n }\n })\n const pi = vol.indexOf(Math.max(...vol))\n const poc = mn + (pi + .5) * bs\n const tot = vol.reduce((a, b) => a + b, 0)\n let va = vol[pi], u = pi, lo = pi\n while (va < tot * .7) {\n const cu = u + 1 < bins, cd = lo - 1 >= 0\n if (cu && cd) { if (vol[u+1] >= vol[lo-1]) { u++; va += vol[u] } else { lo--; va += vol[lo] } }\n else if (cu) { u++; va += vol[u] }\n else if (cd) { lo--; va += vol[lo] }\n else break\n }\n return { poc, vah: mn + (u + 1) * bs, val: mn + lo * bs }\n}\n\nfunction swingHigh(bars, lb = 5) {\n const currentPrice = bars[bars.length - 1].close\n for (let i = bars.length - lb - 2; i >= lb; i--) {\n const w = bars.slice(i - lb, i + lb + 1)\n if (bars[i].high === Math.max(...w.map(b => b.high)) && bars[i].high > currentPrice)\n return bars[i].high * 1.001\n }\n const recentHigh = Math.max(...bars.slice(-50).map(b => b.high))\n return Math.max(recentHigh, currentPrice * 1.005) * 1.001\n}\n\nfunction swingLow(bars, lb = 5) {\n const currentPrice = bars[bars.length - 1].close\n for (let i = bars.length - lb - 2; i >= lb; i--) {\n const w = bars.slice(i - lb, i + lb + 1)\n if (bars[i].low === Math.min(...w.map(b => b.low)) && bars[i].low < currentPrice)\n return bars[i].low * 0.999\n }\n const recentLow = Math.min(...bars.slice(-50).map(b => b.low))\n return Math.min(recentLow, currentPrice * 0.995) * 0.999\n}\n\n// ── 30m Confirmation ─────────────────────\nasync function get30mConfirmation(sym, dir) {\n try {\n const bars30 = await getBars(sym, '30m', 10)\n if (!bars30 || bars30.length < 6) return false\n const cvd30 = calcCVD(bars30)\n const mid = Math.floor(cvd30.length / 2)\n const earlyCVD = cvd30[mid-1].value - cvd30[0].value\n const recentCVD = cvd30[cvd30.length-1].value - cvd30[mid].value\n\n // OI slope from OKX (5m granularity stands in for sub-hour OI)\n let oiSlope = 0\n const oiRaw = await getOIHist(sym, '30m', 8)\n if (oiRaw && oiRaw.length >= 4) {\n const oiMid = Math.floor(oiRaw.length / 2)\n const earlyOI = oiRaw.slice(0, oiMid).reduce((s,x) => s + parseFloat(x.sumOpenInterest), 0) / oiMid\n const recOI = oiRaw.slice(oiMid).reduce((s,x) => s + parseFloat(x.sumOpenInterest), 0) / (oiRaw.length - oiMid)\n oiSlope = recOI - earlyOI\n }\n\n if (dir === 'LONG') return earlyCVD < 0 && recentCVD > 0 && oiSlope < 0\n if (dir === 'SHORT') return recentCVD <= 0 && oiSlope < 0\n return false\n } catch { return false }\n}\n\n// ── Strategy for one symbol ───────────────\nasync function runStrategyForSym(sym, bars) {\n if (!bars || bars.length < 20) return null\n const price = bars[bars.length-1].close\n const cvd = calcCVD(bars)\n const n = 14\n if (cvd.length < n) return null\n\n const cvdSlice = cvd.slice(-n).map(c => c.value)\n const prSlice = bars.slice(-n).map(b => b.close)\n const cvdUp = cvdSlice[cvdSlice.length-1] > cvdSlice[0]\n const prUp = prSlice[prSlice.length-1] > prSlice[0]\n const cvdType = prUp && !cvdUp ? 'bearish' : !prUp && cvdUp ? 'bullish' : 'neutral'\n\n const vpvr = calcVPVR(bars)\n const vpvrZone = price > vpvr.vah ? 'above_va' : price < vpvr.val ? 'below_va' : 'in_va'\n\n // OI trend — sourced from OKX (real futures open-interest history)\n let oiTrend = 'neutral'\n const oiRaw = await getOIHist(sym, '1h', 10)\n if (oiRaw && oiRaw.length >= 3) {\n const v = oiRaw.map(x => parseFloat(x.sumOpenInterest))\n oiTrend = v[v.length-1] > v[0] ? 'rising' : 'falling'\n }\n\n // Funding rate — sourced from OKX\n let fr = 0\n const frVal = await getFundingRate(sym)\n if (frVal !== null) fr = frVal\n\n // Phase 1: CVD divergence + OI rising\n let dir = null\n if (cvdType === 'bearish' && oiTrend === 'rising') dir = 'SHORT'\n if (cvdType === 'bullish' && oiTrend === 'rising') dir = 'LONG'\n if (!dir) return null\n\n // FR filter\n if (dir === 'LONG' && fr > 0.001) return null\n if (dir === 'SHORT' && fr < -0.001) return null\n\n // Phase 2: 30m confirmation\n const confirmed = await get30mConfirmation(sym, dir)\n if (!confirmed) return null\n\n const sl = dir === 'SHORT' ? swingHigh(bars) : swingLow(bars)\n if (dir === 'SHORT' && sl <= price) return null\n if (dir === 'LONG' && sl >= price) return null\n\n const risk = Math.abs(price - sl)\n const tp = dir === 'SHORT' ? price - risk * 2 : price + risk * 2\n const rr = risk > 0 ? (Math.abs(tp - price) / risk).toFixed(2) : 0\n if (parseFloat(rr) < 1.9) return null\n\n return { dir, price, sl, tp, rr, cvdType, oiTrend, vpvrZone, fr }\n}\n\n// ── Paper trading engine ──────────────────\nfunction symAlreadyActive(state, sym) {\n return state.positions.some(t => t.sym === sym)\n}\n\nfunction openPosition(state, side, ep, sl, tp, leverage, sym) {\n if (state.positions.length >= 2) return 'max'\n if (symAlreadyActive(state, sym)) return 'duplicate'\n const p = state.portfolio\n const risk = p.balance * p.risk\n const slDist = Math.abs(ep - sl)\n if (slDist <= 0) return 'invalid'\n const qty = risk / slDist\n const posVal = qty * ep\n const margin = posVal / leverage\n if (margin > p.balance) return 'insufficient'\n const trade = {\n id: state.nextId++, sym, side, lev: leverage,\n ep, sl, tp, price: ep, tsl: sl, trailOn: false,\n posVal, margin, risk, qty,\n high: ep, low: ep, upnl: 0,\n time: Date.now()\n }\n state.positions.push(trade)\n p.usedMargin = (p.usedMargin || 0) + margin\n state.setups = state.setups.filter(s => s.sym !== sym)\n return 'ok'\n}\n\nfunction closePosition(state, t, closePrice, reason) {\n let pnl\n if (t.side === 'LONG') pnl = (closePrice - t.ep) / t.ep * t.posVal\n else pnl = (t.ep - closePrice) / t.ep * t.posVal\n const roi = t.margin > 0 ? (pnl / t.margin) * 100 : 0\n state.portfolio.realized = (state.portfolio.realized || 0) + pnl\n state.portfolio.balance += pnl\n state.portfolio.usedMargin = Math.max(0, (state.portfolio.usedMargin || 0) - t.margin)\n if (pnl > 0) state.portfolio.win++; else state.portfolio.loss++\n state.history.unshift({ ...t, closePrice, pnl, roi, closeReason: reason, closeTime: Date.now() })\n if (state.history.length > 200) state.history.length = 200\n state.growth.push({ t: Date.now(), equity: state.portfolio.balance })\n if (state.growth.length > 500) state.growth.shift()\n return pnl\n}\n\nfunction updatePositions(state, prices) {\n const toClose = []\n for (const t of state.positions) {\n const price = prices[t.sym]\n if (!price) continue\n t.price = price\n t.high = Math.max(t.high, price)\n t.low = Math.min(t.low, price)\n if (t.side === 'LONG') t.upnl = (price - t.ep) / t.ep * t.posVal\n else t.upnl = (t.ep - price) / t.ep * t.posVal\n const profR = t.risk > 0 ? t.upnl / t.risk : 0\n const slDist = Math.abs(t.ep - t.sl)\n if (profR >= 1 && !t.trailOn) { t.tsl = t.ep; t.trailOn = true }\n if (profR >= 1.5 && t.trailOn) {\n if (t.side === 'LONG') { const n = price - slDist; if (n > t.tsl) t.tsl = n }\n else { const n = price + slDist; if (n < t.tsl) t.tsl = n }\n }\n const hitSL = t.side === 'LONG' ? price <= t.tsl : price >= t.tsl\n const hitTP = t.side === 'LONG' ? price >= t.tp : price <= t.tp\n if (hitTP || hitSL) toClose.push({ t, price: hitTP ? t.tp : t.tsl, reason: hitTP ? 'TP' : (t.trailOn ? 'Trailing Stop' : 'SL') })\n }\n for (const { t, price, reason } of toClose) {\n closePosition(state, t, price, reason)\n state.positions = state.positions.filter(p => p.id !== t.id)\n }\n}\n\n// ── Main cron logic ───────────────────────\nexport default async function() {\n const runStart = new Date().toISOString()\n console.log(`[${runStart}] FuturesBot cron started`)\n\n // Load state from JSONBin\n let state = await loadState()\n if (!state || !state.portfolio) {\n console.log(\"No existing state found, using defaults\")\n state = defaultState()\n }\n if (!state.log) state.log = []\n if (!state.nextId) state.nextId = 1\n\n const watchlist = state.watchlist || [\"BTCUSDT\",\"ETHUSDT\",\"SOLUSDT\",\"BNBUSDT\",\"XRPUSDT\"]\n const prices = {}\n const scanLog = []\n\n // ── Fetch current prices + update open positions ──\n for (const sym of watchlist) {\n const price = await getPrice(sym)\n if (price !== null) prices[sym] = price\n }\n updatePositions(state, prices)\n\n // ── Scan each symbol ──────────────────────────────\n for (const sym of watchlist) {\n // Skip if already has open position\n if (symAlreadyActive(state, sym)) {\n scanLog.push(`${sym}: skipped (position open)`)\n continue\n }\n\n const bars = await getBars(sym, '1h', 100)\n if (!bars || !bars.length) {\n scanLog.push(`${sym}: fetch failed`)\n continue\n }\n\n const sig = await runStrategyForSym(sym, bars)\n\n if (sig) {\n scanLog.push(`${sym}: SIGNAL ${sig.dir} | R:R 1:${sig.rr} | CVD:${sig.cvdType} OI:${sig.oiTrend}`)\n if (state.positions.length < 2) {\n const res = openPosition(state, sig.dir, sig.price, sig.sl, sig.tp, state.portfolio.defaultLev || 10, sym)\n if (res === 'ok') {\n scanLog.push(`${sym}: Position OPENED ${sig.dir} @ ${sig.price}`)\n } else {\n scanLog.push(`${sym}: Open failed — ${res}`)\n // Add to setups backlog\n if (!state.setups.some(s => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++, sym, side: sig.dir, lev: state.portfolio.defaultLev || 10,\n ep: sig.price, sl: sig.sl, tp: sig.tp,\n reason: `CVD:${sig.cvdType} OI:${sig.oiTrend} VPVR:${sig.vpvrZone}`,\n time: Date.now()\n })\n }\n }\n } else {\n // Max positions — add to setup backlog\n if (!state.setups.some(s => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++, sym, side: sig.dir, lev: state.portfolio.defaultLev || 10,\n ep: sig.price, sl: sig.sl, tp: sig.tp,\n reason: `CVD:${sig.cvdType} OI:${sig.oiTrend} VPVR:${sig.vpvrZone}`,\n time: Date.now()\n })\n scanLog.push(`${sym}: Added to setup backlog (max positions)`)\n }\n }\n } else {\n scanLog.push(`${sym}: no signal`)\n }\n\n // Small delay between symbols to avoid rate limiting\n await new Promise(r => setTimeout(r, 600))\n }\n\n // ── Update equity ─────────────────────────────────\n const upnl = state.positions.reduce((s, t) => s + (t.upnl || 0), 0)\n state.portfolio.equity = state.portfolio.balance + upnl\n\n // ── Append to log (keep last 48 runs) ────────────\n state.log.unshift({\n time: runStart,\n balance: state.portfolio.balance.toFixed(2),\n equity: state.portfolio.equity.toFixed(2),\n positions: state.positions.length,\n scan: scanLog\n })\n if (state.log.length > 48) state.log.length = 48\n\n // ── Save back to JSONBin ──────────────────────────\n await saveState(state)\n\n console.log(`[${runStart}] Done. Balance: $${state.portfolio.balance.toFixed(2)} | Positions: ${state.positions.length}`)\n console.log(\"Scan log:\", scanLog)\n}","/** @cron 0 * * * * */\n// ═══════════════════════════════════════\n// FuturesBot v2 — Val.town Cron Runner\n// - Scans every hour\n// - Tracks pending signals (waiting for 2-4 candle confirmation)\n// - Saves full state + detailed log to JSONBin\n// ═══════════════════════════════════════\n\nconst JSONBIN_KEY = Deno.env.get(\"JSONBIN_KEY\")\nconst JSONBIN_BIN_ID = Deno.env.get(\"JSONBIN_BIN_ID\")\nconst JSONBIN_URL = `https://api.jsonbin.io/v3/b/${JSONBIN_BIN_ID}`\n\n// ── JSONBin ──────────────────────────────\nasync function loadState() {\n try {\n const r = await fetch(JSONBIN_URL + \"/latest\", {\n headers: { \"X-Master-Key\": JSONBIN_KEY }\n })\n if (!r.ok) return null\n const d = await r.json()\n return d.record || null\n } catch { return null }\n}\n\nasync function saveState(state) {\n try {\n await fetch(JSONBIN_URL, {\n method: \"PUT\",\n headers: { \"Content-Type\": \"application/json\", \"X-Master-Key\": JSONBIN_KEY },\n body: JSON.stringify(state)\n })\n } catch(e) { console.error(\"saveState failed:\", e.message) }\n}\n\nfunction defaultState() {\n return {\n portfolio: { balance: 100, equity: 100, risk: 0.02, defaultLev: 10, win: 0, loss: 0, realized: 0, usedMargin: 0 },\n positions: [],\n setups: [],\n history: [],\n growth: [],\n watchlist: [\"BTCUSDT\",\"ETHUSDT\",\"SOLUSDT\",\"BNBUSDT\",\"XRPUSDT\"],\n nextId: 1,\n pendingSignals: {}, // { sym: { dir, price, sl, tp, rr, cvdType, oiTrend, candleCount, detectedAt } }\n log: []\n }\n}\n\n// ── Fetch helper ─────────────────────────\nasync function fetchJSON(url, ms = 8000) {\n const ctrl = new AbortController()\n const t = setTimeout(() => ctrl.abort(), ms)\n try {\n const r = await fetch(url, {\n signal: ctrl.signal,\n headers: { \"User-Agent\": \"Mozilla/5.0\" }\n })\n clearTimeout(t)\n if (!r.ok) { console.error(`HTTP ${r.status} for ${url}`); return null }\n return await r.json()\n } catch(e) { clearTimeout(t); return null }\n}\n\n// ── OKX helpers ──────────────────────────\nfunction okxSym(sym) {\n return sym.replace('USDT', '-USDT-SWAP')\n}\n\nasync function getOKXBars(sym, bar = '1H', limit = 100) {\n const instId = okxSym(sym)\n const d = await fetchJSON(`https://www.okx.com/api/v5/market/candles?instId=${instId}&bar=${bar}&limit=${limit}`)\n if (!d?.data?.length) return null\n const bars = d.data.reverse().map(c => ({\n time: Math.floor(parseInt(c[0]) / 1000),\n open: parseFloat(c[1]),\n high: parseFloat(c[2]),\n low: parseFloat(c[3]),\n close: parseFloat(c[4]),\n volume: parseFloat(c[5]),\n takerBuy: parseFloat(c[5]) * 0.5 // fallback approximation\n }))\n // Fetch taker volume for better CVD\n const tv = await fetchJSON(`https://www.okx.com/api/v5/rubik/stat/taker-volume?instType=CONTRACTS&instId=${instId}&period=1H&limit=${limit}`)\n if (tv?.data?.length) {\n const tvMap = {}\n tv.data.forEach(r => { tvMap[Math.floor(parseInt(r[0])/1000)] = { buy: parseFloat(r[2]), sell: parseFloat(r[1]) } })\n bars.forEach(b => {\n const tv = tvMap[b.time]\n if (tv) {\n const total = tv.buy + tv.sell\n b.takerBuy = total > 0 ? b.volume * (tv.buy / total) : b.volume * 0.5\n }\n })\n }\n return bars\n}\n\nasync function getOKXPrice(sym) {\n const d = await fetchJSON(`https://www.okx.com/api/v5/market/ticker?instId=${okxSym(sym)}`)\n return d?.data?.[0] ? parseFloat(d.data[0].last) : null\n}\n\nasync function getOKXOIHist(sym, period = '1H', limit = 10) {\n const d = await fetchJSON(`https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-volume?instId=${okxSym(sym)}&period=${period}&limit=${limit}`)\n if (!d?.data?.length) return null\n return d.data.reverse().map(r => ({ time: Math.floor(parseInt(r[0])/1000), oi: parseFloat(r[1]) }))\n}\n\nasync function getOKXFundingRate(sym) {\n const d = await fetchJSON(`https://www.okx.com/api/v5/public/funding-rate?instId=${okxSym(sym)}`)\n return d?.data?.[0] ? parseFloat(d.data[0].fundingRate) : 0\n}\n\n// ── Indicators ───────────────────────────\nfunction calcCVD(bars) {\n let cum = 0\n return bars.slice(-300).map(b => {\n const buy = b.takerBuy || 0\n const sell = b.volume - buy\n cum += (buy - sell)\n return { time: b.time, value: cum }\n })\n}\n\nfunction calcVPVR(bars, bins = 24) {\n const highs = bars.map(b => b.high), lows = bars.map(b => b.low)\n const mn = Math.min(...lows), mx = Math.max(...highs)\n const bs = (mx - mn) / bins\n const vol = new Array(bins).fill(0)\n bars.forEach(b => {\n for (let i = 0; i < bins; i++) {\n const bl = mn + i * bs, bh = bl + bs\n const ov = Math.min(b.high, bh) - Math.max(b.low, bl)\n if (ov > 0) { const f = b.high !== b.low ? ov / (b.high - b.low) : 1; vol[i] += b.volume * f }\n }\n })\n const pi = vol.indexOf(Math.max(...vol))\n const poc = mn + (pi + .5) * bs\n const tot = vol.reduce((a, b) => a + b, 0)\n let va = vol[pi], u = pi, lo = pi\n while (va < tot * .7) {\n const cu = u + 1 < bins, cd = lo - 1 >= 0\n if (cu && cd) { if (vol[u+1] >= vol[lo-1]) { u++; va += vol[u] } else { lo--; va += vol[lo] } }\n else if (cu) { u++; va += vol[u] }\n else if (cd) { lo--; va += vol[lo] }\n else break\n }\n return { poc, vah: mn + (u + 1) * bs, val: mn + lo * bs }\n}\n\nfunction swingHigh(bars) {\n const lb = 5, currentPrice = bars[bars.length - 1].close\n for (let i = bars.length - lb - 2; i >= lb; i--) {\n const w = bars.slice(i - lb, i + lb + 1)\n if (bars[i].high === Math.max(...w.map(b => b.high)) && bars[i].high > currentPrice)\n return bars[i].high * 1.001\n }\n return Math.max(...bars.slice(-50).map(b => b.high)) * 1.001\n}\n\nfunction swingLow(bars) {\n const lb = 5, currentPrice = bars[bars.length - 1].close\n for (let i = bars.length - lb - 2; i >= lb; i--) {\n const w = bars.slice(i - lb, i + lb + 1)\n if (bars[i].low === Math.min(...w.map(b => b.low)) && bars[i].low < currentPrice)\n return bars[i].low * 0.999\n }\n return Math.min(...bars.slice(-50).map(b => b.low)) * 0.999\n}\n\n// ── Phase 1: Detect divergence (CVD + OI) ─\nasync function detectPhase1(sym, bars) {\n const n = 14\n const cvd = calcCVD(bars)\n if (cvd.length < n) return null\n const cvdSlice = cvd.slice(-n).map(c => c.value)\n const prSlice = bars.slice(-n).map(b => b.close)\n const cvdUp = cvdSlice[cvdSlice.length-1] > cvdSlice[0]\n const prUp = prSlice[prSlice.length-1] > prSlice[0]\n const cvdType = prUp && !cvdUp ? 'bearish' : !prUp && cvdUp ? 'bullish' : 'neutral'\n if (cvdType === 'neutral') return null\n\n const vpvr = calcVPVR(bars)\n const price = bars[bars.length-1].close\n const vpvrZone = price > vpvr.vah ? 'above_va' : price < vpvr.val ? 'below_va' : 'in_va'\n\n // OI trend\n let oiTrend = 'neutral'\n const oiHist = await getOKXOIHist(sym, '1H', 10)\n if (oiHist && oiHist.length >= 3) {\n const v = oiHist.map(x => x.oi)\n oiTrend = v[v.length-1] > v[0] ? 'rising' : 'falling'\n }\n\n // Funding rate\n const fr = await getOKXFundingRate(sym)\n\n // Phase 1 conditions\n let dir = null\n if (cvdType === 'bearish' && oiTrend === 'rising') dir = 'SHORT'\n if (cvdType === 'bullish' && oiTrend === 'rising') dir = 'LONG'\n if (!dir) return null\n\n // FR filter\n if (dir === 'LONG' && fr > 0.001) return null\n if (dir === 'SHORT' && fr < -0.001) return null\n\n const sl = dir === 'SHORT' ? swingHigh(bars) : swingLow(bars)\n if (dir === 'SHORT' && sl <= price) return null\n if (dir === 'LONG' && sl >= price) return null\n const risk = Math.abs(price - sl)\n const tp = dir === 'SHORT' ? price - risk * 2 : price + risk * 2\n const rr = risk > 0 ? (Math.abs(tp - price) / risk).toFixed(2) : 0\n if (parseFloat(rr) < 1.9) return null\n\n return { dir, price, sl, tp, rr, cvdType, oiTrend, vpvrZone, fr }\n}\n\n// ── Phase 2: Check confirmation candle ───\nasync function checkConfirmation(sym, pending, bars) {\n // Check if current candle confirms the signal direction\n const bar30s = await getOKXBars(sym, '30m', 10)\n if (!bar30s || bar30s.length < 6) return false\n\n const cvd30 = calcCVD(bar30s)\n const mid = Math.floor(cvd30.length / 2)\n const earlyCVD = cvd30[mid-1].value - cvd30[0].value\n const recentCVD = cvd30[cvd30.length-1].value - cvd30[mid].value\n\n let oiSlope = 0\n const oi30 = await getOKXOIHist(sym, '1H', 8)\n if (oi30 && oi30.length >= 4) {\n const oiMid = Math.floor(oi30.length / 2)\n const earlyOI = oi30.slice(0, oiMid).reduce((s,x) => s + x.oi, 0) / oiMid\n const recOI = oi30.slice(oiMid).reduce((s,x) => s + x.oi, 0) / (oi30.length - oiMid)\n oiSlope = recOI - earlyOI\n }\n\n if (pending.dir === 'LONG') return earlyCVD < 0 && recentCVD > 0 && oiSlope < 0\n if (pending.dir === 'SHORT') return recentCVD <= 0 && oiSlope < 0\n return false\n}\n\n// ── Paper trading engine ──────────────────\nfunction symAlreadyActive(state, sym) {\n return state.positions.some(t => t.sym === sym)\n}\n\nfunction openPosition(state, side, ep, sl, tp, leverage, sym) {\n if (state.positions.length >= 2) return 'max'\n if (symAlreadyActive(state, sym)) return 'duplicate'\n const p = state.portfolio\n const risk = p.balance * p.risk\n const slDist = Math.abs(ep - sl)\n if (slDist <= 0) return 'invalid'\n const qty = risk / slDist\n const posVal = qty * ep\n const margin = posVal / leverage\n if (margin > p.balance) return 'insufficient'\n state.positions.push({\n id: state.nextId++, sym, side, lev: leverage,\n ep, sl, tp, price: ep, tsl: sl, trailOn: false,\n posVal, margin, risk, qty,\n high: ep, low: ep, upnl: 0,\n time: Date.now()\n })\n p.usedMargin = (p.usedMargin || 0) + margin\n state.setups = state.setups.filter(s => s.sym !== sym)\n return 'ok'\n}\n\nfunction closePosition(state, t, closePrice, reason) {\n const pnl = t.side === 'LONG'\n ? (closePrice - t.ep) / t.ep * t.posVal\n : (t.ep - closePrice) / t.ep * t.posVal\n const roi = t.margin > 0 ? (pnl / t.margin) * 100 : 0\n state.portfolio.realized = (state.portfolio.realized || 0) + pnl\n state.portfolio.balance += pnl\n state.portfolio.usedMargin = Math.max(0, (state.portfolio.usedMargin || 0) - t.margin)\n if (pnl > 0) state.portfolio.win++; else state.portfolio.loss++\n state.history.unshift({ ...t, closePrice, pnl, roi, closeReason: reason, closeTime: Date.now() })\n if (state.history.length > 200) state.history.length = 200\n state.growth.push({ t: Date.now(), equity: state.portfolio.balance })\n if (state.growth.length > 500) state.growth.shift()\n}\n\nfunction updatePositions(state, prices) {\n const toClose = []\n for (const t of state.positions) {\n const price = prices[t.sym]\n if (!price) continue\n t.price = price\n t.high = Math.max(t.high, price)\n t.low = Math.min(t.low, price)\n t.upnl = t.side === 'LONG'\n ? (price - t.ep) / t.ep * t.posVal\n : (t.ep - price) / t.ep * t.posVal\n const profR = t.risk > 0 ? t.upnl / t.risk : 0\n const slDist = Math.abs(t.ep - t.sl)\n if (profR >= 1 && !t.trailOn) { t.tsl = t.ep; t.trailOn = true }\n if (profR >= 1.5 && t.trailOn) {\n if (t.side === 'LONG') { const n = price - slDist; if (n > t.tsl) t.tsl = n }\n else { const n = price + slDist; if (n < t.tsl) t.tsl = n }\n }\n const hitSL = t.side === 'LONG' ? price <= t.tsl : price >= t.tsl\n const hitTP = t.side === 'LONG' ? price >= t.tp : price <= t.tp\n if (hitTP || hitSL) toClose.push({ t, price: hitTP ? t.tp : t.tsl, reason: hitTP ? 'TP' : (t.trailOn ? 'Trailing Stop' : 'SL') })\n }\n for (const { t, price, reason } of toClose) {\n closePosition(state, t, price, reason)\n state.positions = state.positions.filter(p => p.id !== t.id)\n }\n}\n\n// ── Main cron ─────────────────────────────\nexport default async function() {\n const runStart = new Date().toISOString()\n console.log(`[${runStart}] FuturesBot v2 cron started`)\n\n if (!JSONBIN_KEY || !JSONBIN_BIN_ID) {\n console.error(\"WARNING: JSONBIN_KEY or JSONBIN_BIN_ID not set\")\n return\n }\n\n let state = await loadState()\n if (!state || !state.portfolio) {\n console.log(\"No existing state, using defaults\")\n state = defaultState()\n }\n if (!state.log) state.log = []\n if (!state.nextId) state.nextId = 1\n if (!state.pendingSignals) state.pendingSignals = {}\n\n const watchlist = state.watchlist || [\"BTCUSDT\",\"ETHUSDT\",\"SOLUSDT\",\"BNBUSDT\",\"XRPUSDT\"]\n const prices = {}\n const scanLog = []\n const MAX_CANDLES_WAIT = 4 // cancel signal after 4 candles without confirmation\n\n // ── 1. Fetch current prices ──────────────\n for (const sym of watchlist) {\n const p = await getOKXPrice(sym)\n if (p) prices[sym] = p\n }\n\n // ── 2. Update open positions (check SL/TP) ─\n updatePositions(state, prices)\n\n // ── 3. Check pending signals for confirmation ─\n for (const sym of Object.keys(state.pendingSignals)) {\n const pending = state.pendingSignals[sym]\n if (symAlreadyActive(state, sym)) {\n delete state.pendingSignals[sym]\n continue\n }\n\n pending.candleCount = (pending.candleCount || 1) + 1\n const currentPrice = prices[sym] || pending.price\n\n // Check if still valid (price hasn't moved too far from entry)\n const priceMove = Math.abs(currentPrice - pending.price) / pending.price\n if (priceMove > 0.03) {\n // Price moved more than 3% — signal invalidated\n scanLog.push(`${sym}: ❌ Pending signal cancelled — price moved ${(priceMove*100).toFixed(1)}% from entry`)\n delete state.pendingSignals[sym]\n continue\n }\n\n if (pending.candleCount > MAX_CANDLES_WAIT) {\n scanLog.push(`${sym}: ❌ Pending signal expired after ${MAX_CANDLES_WAIT} candles — no confirmation`)\n delete state.pendingSignals[sym]\n continue\n }\n\n // Fetch bars for confirmation check\n const bars = await getOKXBars(sym, '1H', 100)\n if (!bars) {\n scanLog.push(`${sym}: ⏳ Pending ${pending.dir} (${pending.candleCount}/${MAX_CANDLES_WAIT}) — fetch failed, skipping`)\n continue\n }\n\n const confirmed = await checkConfirmation(sym, pending, bars)\n if (confirmed) {\n scanLog.push(`${sym}: ✅ Confirmation received! Entering ${pending.dir} @ ${pending.price.toFixed(4)}`)\n if (state.positions.length < 2) {\n const res = openPosition(state, pending.dir, pending.price, pending.sl, pending.tp, state.portfolio.defaultLev || 10, sym)\n if (res === 'ok') {\n scanLog.push(`${sym}: 🚀 OPENED ${pending.dir} @ ${pending.price.toFixed(4)} | SL: ${pending.sl.toFixed(4)} | TP: ${pending.tp.toFixed(4)} | R:R 1:${pending.rr}`)\n } else {\n scanLog.push(`${sym}: Open failed — ${res}`)\n if (!state.setups.some(s => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++, sym, side: pending.dir, lev: state.portfolio.defaultLev || 10,\n ep: pending.price, sl: pending.sl, tp: pending.tp,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`, time: Date.now()\n })\n }\n }\n } else {\n scanLog.push(`${sym}: Max positions — added to setup backlog`)\n if (!state.setups.some(s => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++, sym, side: pending.dir, lev: state.portfolio.defaultLev || 10,\n ep: pending.price, sl: pending.sl, tp: pending.tp,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`, time: Date.now()\n })\n }\n }\n delete state.pendingSignals[sym]\n } else {\n scanLog.push(`${sym}: ⏳ Pending ${pending.dir} — waiting confirmation (${pending.candleCount}/${MAX_CANDLES_WAIT} candle)`)\n }\n\n await new Promise(r => setTimeout(r, 500))\n }\n\n // ── 4. Scan for new Phase 1 signals ──────\n for (const sym of watchlist) {\n if (symAlreadyActive(state, sym)) {\n scanLog.push(`${sym}: skipped — position open`)\n continue\n }\n if (state.pendingSignals[sym]) {\n // Already tracked above, skip fresh scan\n continue\n }\n\n const bars = await getOKXBars(sym, '1H', 100)\n if (!bars) { scanLog.push(`${sym}: fetch failed`); continue }\n\n const sig = await detectPhase1(sym, bars)\n\n if (sig) {\n // New Phase 1 signal — save as pending, wait for confirmation\n state.pendingSignals[sym] = {\n dir: sig.dir, price: sig.price, sl: sig.sl, tp: sig.tp, rr: sig.rr,\n cvdType: sig.cvdType, oiTrend: sig.oiTrend, vpvrZone: sig.vpvrZone, fr: sig.fr,\n candleCount: 1, detectedAt: runStart\n }\n scanLog.push(`${sym}: ⚡ SIGNAL ${sig.dir} detected | CVD:${sig.cvdType} OI:${sig.oiTrend} | Waiting confirmation (1/${MAX_CANDLES_WAIT})`)\n } else {\n scanLog.push(`${sym}: no signal`)\n }\n\n await new Promise(r => setTimeout(r, 600))\n }\n\n // ── 5. Update equity ─────────────────────\n const upnl = state.positions.reduce((s, t) => s + (t.upnl || 0), 0)\n state.portfolio.equity = state.portfolio.balance + upnl\n\n // ── 6. Append to run log ─────────────────\n state.log.unshift({\n time: runStart,\n balance: state.portfolio.balance.toFixed(2),\n equity: state.portfolio.equity.toFixed(2),\n positions: state.positions.length,\n pending: Object.keys(state.pendingSignals).length,\n scan: scanLog\n })\n if (state.log.length > 48) state.log.length = 48\n\n // ── 7. Save to JSONBin ───────────────────\n await saveState(state)\n\n console.log(`[${runStart}] Done. Balance: $${state.portfolio.balance.toFixed(2)} | Positions: ${state.positions.length} | Pending: ${Object.keys(state.pendingSignals).length}`)\n console.log(\"Scan log:\", scanLog)\n}","createdAt",["D",1780124226109],"branchVersion","branchId","7f5df818-5beb-11f1-bc85-ee650bb23af1","id","7f5d1bb4-5beb-11f1-bc85-ee650bb23af1","Futures-trading-bot",["D",1780120243743],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","","imageUrl","414313b1-dc2d-412b-8906-1c0b3ddd97a9","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","019e7768-c04d-74cc-a88d-e0896984bfbe","tursoName","7f5d1bb45beb11f1bc85ee650bb23af1","tursoHostname","7f5d1bb45beb11f1bc85ee650bb23af1-val-town.aws-us-east-2.turso.io","tursoMeasuredAt",["D",1789519842404],"pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_98":97,"_106":102},"org",{"_98":97,"_99":100,"_101":102,"_18":55,"_103":104,"_105":25},"branch",{"_13":87,"_32":88,"_43":42,"_89":44,"_90":-5,"_91":-5,"_92":-5,"_93":-5,"_94":-5,"_95":45,"_96":97},"isOwned",73,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","Zeonsze","handle","displayName","Benson bnsn","avatar","https://lh3.googleusercontent.com/a/ACg8ocIpW6P1sDypcm4RyZHZu9OnyBwyjea7UDuaLE5WKAg0loToVw=s96-c","tier","free","canRestrictVals","profileImageUrl","branchName","adoptOrgId",{"_43":44,"_32":45,"_38":166,"_47":-5,"_48":25,"_49":50,"_51":50,"_52":53,"_54":-5,"_18":55,"_56":-5,"_57":25,"_58":-5,"_59":-5,"_60":61,"_62":63,"_64":65,"_66":67,"_68":167,"_70":-5,"_71":72,"_73":72,"_74":75,"_76":75,"_77":75,"_78":72,"_79":72,"_80":168,"_82":169,"_84":170,"_86":25},"tree",[157,158],"files",[157,158],"counts",{"_145":61,"_146":147,"_148":61,"_149":150,"_151":152},"contents",[128,129],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_43":141,"_32":28,"_30":31,"_133":-5,"_41":42,"_40":14,"_135":25,"_38":142,"_13":143,"_33":34,"_35":37,"_24":25,"_139":-5,"_27":144},{"_43":130,"_32":131,"_30":132,"_133":-5,"_41":42,"_40":134,"_135":25,"_38":136,"_13":61,"_33":137,"_35":138,"_24":25,"_139":-5,"_27":140},"b6dde27c-5bef-11f1-8a60-ee650bb23af1","okx.ts","b6dde358-5bef-11f1-8a60-ee650bb23af1","parentId",19,"latest",["D",1780122054824],"script","// ═══════════════════════════════════════\n// OKX data adapter for FuturesBot\n// OKX is reachable from Val Town (Binance/Bybit are geo-blocked).\n// Exposes the same data shapes main.ts expects, sourced from OKX v5.\n// ═══════════════════════════════════════\n\nconst BASE = \"https://www.okx.com\"\nconst HEADERS = { \"User-Agent\": \"Mozilla/5.0\" }\n\nasync function okxFetch(path: string, ms = 8000): Promise {\n const ctrl = new AbortController()\n const t = setTimeout(() => ctrl.abort(), ms)\n try {\n const r = await fetch(BASE + path, { signal: ctrl.signal, headers: HEADERS })\n clearTimeout(t)\n if (!r.ok) {\n console.error(`OKX ${path} -> HTTP ${r.status} ${r.statusText}`)\n return null\n }\n const j = await r.json()\n if (j.code !== \"0\") {\n console.error(`OKX ${path} -> code ${j.code} ${j.msg}`)\n return null\n }\n return j.data\n } catch (e) {\n clearTimeout(t)\n console.error(`OKX ${path} threw:`, e.name, e.message)\n return null\n }\n}\n\n// ── Symbol mapping: \"BTCUSDT\" -> { swap, ccy } ──────────\nexport function mapSym(sym: string) {\n // strip trailing USDT to get base ccy\n const ccy = sym.endsWith(\"USDT\") ? sym.slice(0, -4) : sym\n return { swap: `${ccy}-USDT-SWAP`, ccy }\n}\n\n// ── Bars with synthetic CVD-ready takerBuy ──────────────\n// OKX candles: [ts, o, h, l, c, vol(base), volCcy, volCcyQuote, confirm] newest-first.\n// Taker buckets (taker-volume): [ts, sellVolUsd, buyVolUsd] newest-first, per ccy.\n// We attach a per-bar takerBuy fraction so the existing calcCVD() works unchanged.\nexport async function getBars(sym: string, interval: \"1h\" | \"30m\", limit: number) {\n const { swap, ccy } = mapSym(sym)\n const bar = interval === \"1h\" ? \"1H\" : \"30m\"\n const candles = await okxFetch(\n `/api/v5/market/candles?instId=${swap}&bar=${bar}&limit=${limit}`,\n )\n if (!candles || !candles.length) return null\n\n // Taker buy/sell only available at 5m/1H/1D. Use 1H for 1h bars; for 30m\n // fall back to 1H buckets and split — slope direction is what matters for CVD.\n const takerPeriod = \"1H\"\n const taker = await okxFetch(\n `/api/v5/rubik/stat/taker-volume?ccy=${ccy}&instType=CONTRACTS&period=${takerPeriod}`,\n )\n // Build a ts -> buyFraction lookup (taker rows: [ts, sellUsd, buyUsd])\n const fracByTs = new Map()\n if (Array.isArray(taker)) {\n for (const row of taker) {\n const ts = Math.floor(+row[0] / 1000)\n const sell = +row[1], buy = +row[2]\n const tot = sell + buy\n fracByTs.set(ts, tot > 0 ? buy / tot : 0.5)\n }\n }\n\n // candles newest-first -> reverse to oldest-first\n const bars = candles.slice().reverse().map((k: string[]) => {\n const time = Math.floor(+k[0] / 1000)\n const volume = +k[5]\n // nearest taker bucket at or before this bar (1H buckets cover 30m bars too)\n let frac = fracByTs.get(time)\n if (frac === undefined) {\n const hourTs = time - (time % 3600)\n frac = fracByTs.get(hourTs) ?? 0.5\n }\n return {\n time,\n open: +k[1], high: +k[2], low: +k[3], close: +k[4],\n volume,\n takerBuy: volume * frac,\n }\n })\n return bars\n}\n\n// ── Latest price ────────────────────────────────────────\nexport async function getPrice(sym: string): Promise {\n const { swap } = mapSym(sym)\n const data = await okxFetch(`/api/v5/market/ticker?instId=${swap}`)\n if (!data || !data.length) return null\n return parseFloat(data[0].last)\n}\n\n// ── Open interest history -> array of { sumOpenInterest } ─\n// OKX OI hist: [ts, oiUsd, volUsd] newest-first. period supports 5m,1H,1D.\n// Returns oldest-first to match the Binance slope logic in main.ts.\nexport async function getOIHist(sym: string, period: \"1h\" | \"30m\", limit: number) {\n const { ccy } = mapSym(sym)\n // OKX has no 30m OI; 5m is the finest sub-hour granularity.\n const okxPeriod = period === \"1h\" ? \"1H\" : \"5m\"\n const data = await okxFetch(\n `/api/v5/rubik/stat/contracts/open-interest-volume?ccy=${ccy}&period=${okxPeriod}`,\n )\n if (!Array.isArray(data) || !data.length) return null\n const oldestFirst = data.slice().reverse().slice(-limit)\n return oldestFirst.map((row: string[]) => ({ sumOpenInterest: row[1] }))\n}\n\n// ── Funding rate (current) ──────────────────────────────\nexport async function getFundingRate(sym: string): Promise {\n const { swap } = mapSym(sym)\n const data = await okxFetch(`/api/v5/public/funding-rate?instId=${swap}`)\n if (!data || !data.length) return null\n return parseFloat(data[0].fundingRate)\n}\n","label",[131],"c50d02a6-5bf4-11f1-89a7-ee650bb23af1",["D",1780124226109],18,[28],"pulls","branches",1,"forks","envVars",{"_153":155,"_156":61},"connections",{"_153":61,"_154":61},"count","unfilledCount",2,"emptyCount",{"_43":141,"_32":28,"_30":31,"_133":-5,"_41":42,"_40":14,"_135":25,"_38":163,"_13":143,"_33":34,"_35":37,"_24":25,"_139":-5,"_160":164,"_27":165},{"_43":130,"_32":131,"_30":132,"_133":-5,"_41":42,"_40":134,"_135":25,"_38":159,"_13":61,"_33":137,"_35":138,"_24":25,"_139":-5,"_160":161,"_27":162},["D",1780122054824],"children",[],[131],["D",1780124226109],[],[28],["D",1780120243743],["D",1789519842404],{"_98":97,"_106":102},{"_98":97,"_99":100,"_101":102,"_18":55,"_103":104,"_105":25},{"_13":87,"_32":88,"_43":42,"_89":44,"_90":-5,"_91":-5,"_92":-5,"_93":-5,"_94":-5,"_95":45,"_96":97},"ctx",{"_80":-5,"_125":204,"_205":206,"_207":208,"_209":25,"_210":25,"_211":25,"_212":213,"_214":-5,"_215":-7,"_216":-7,"_217":61,"_218":25,"_219":25,"_220":-5,"_221":25,"_222":25,"_223":25,"_224":-5},"ENV",{"_175":176,"_177":178,"_179":88,"_180":181,"_182":183,"_184":185,"_186":187,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197,"_198":199,"_200":201,"_202":203},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","fdb67791413f4386b4dbf18f354029a617f6160f","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",true,"preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

Diff · v28