[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_173":174,"_175":176},"routes/_app.x.$handle.$name",{"_98":97,"_32":45,"_107":88,"_27":53,"_13":14,"_108":-5,"_11":109,"_110":111,"_112":113,"_114":115,"_116":117,"_20":-5,"_118":-5,"_119":-5,"_120":25,"_121":122,"_123":25,"_124":-5,"_125":-5,"_126":127},"routes/_app.x.$handle.$name.branch.$branch.version.$version.diff",{"_11":12,"_13":14,"_15":16,"_17":-5,"_18":-5},"project",{"_43":44,"_32":45,"_38":46,"_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":69,"_70":-5,"_71":72,"_73":72,"_74":75,"_76":75,"_77":75,"_78":72,"_79":72,"_80":81,"_82":83,"_84":85,"_86":25},"version",52,"changes",[19],"aiChatInfo","userId",{"_20":21,"_22":23,"_24":25,"_26":25,"_27":28,"_29":28},"file",{"_30":31,"_32":28,"_33":34,"_35":37,"_38":39,"_40":14,"_41":42,"_24":25},"previous",{"_30":31,"_32":28,"_33":34,"_35":36},"deleted",false,"deletedHere","path","main.ts","latestPath","fileId","7f60e550-5beb-11f1-bc85-ee650bb23af1","name","fileType","interval","content","/** @cron 0 * * * * */\n// ═══════════════════════════════════════\n// FuturesBot v8 — Val.town Cron Runner\n// - Reads strategySettings from JSONBin\n// - Exit strategy: fixed | trail | hybrid\n// - Min R:R configurable from bot HTML\n// - 4H filter on/off from bot HTML\n// - Max confirmation candles configurable\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 {\n return null;\n }\n}\n\nasync function saveState(state) {\n try {\n await fetch(JSONBIN_URL, {\n method: \"PUT\",\n headers: {\n \"Content-Type\": \"application/json\",\n \"X-Master-Key\": JSONBIN_KEY,\n },\n body: JSON.stringify(state),\n });\n } catch (e) {\n console.error(\"saveState failed:\", e.message);\n }\n}\n\nfunction defaultState() {\n return {\n portfolio: {\n balance: 100,\n equity: 100,\n risk: 0.02,\n defaultLev: 10,\n win: 0,\n loss: 0,\n realized: 0,\n usedMargin: 0,\n },\n positions: [],\n setups: [],\n history: [],\n growth: [],\n watchlist: [\"BTCUSDT\", \"ETHUSDT\", \"SOLUSDT\", \"BNBUSDT\", \"XRPUSDT\"],\n nextId: 1,\n pendingSignals: {},\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) {\n console.error(`HTTP ${r.status} for ${url}`);\n return null;\n }\n return await r.json();\n } catch (e) {\n clearTimeout(t);\n return null;\n }\n}\n\n// ── OKX symbol mapping ───────────────────\n// BTCUSDT → BTC-USDT-SWAP (perpetual futures)\nfunction okxSym(sym) {\n const base = sym.replace(\"USDT\", \"\");\n return `${base}-USDT-SWAP`;\n}\n\n// ── OKX: Get OHLCV bars ──────────────────\n// bar options: 1m, 3m, 5m, 15m, 30m, 1H, 2H, 4H, 1D\nasync function getOKXBars(sym, bar = \"1H\", limit = 100) {\n const instId = okxSym(sym);\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/market/candles?instId=${instId}&bar=${bar}&limit=${limit}`,\n );\n if (!d?.data?.length) return null;\n\n // OKX returns newest first — reverse to oldest first\n const bars = d.data.reverse().map((c) => ({\n time: Math.floor(parseInt(c[0]) / 1000),\n open: parseFloat(c[1]),\n high: parseFloat(c[2]),\n low: parseFloat(c[3]),\n close: parseFloat(c[4]),\n volume: parseFloat(c[5]),\n takerBuy: parseFloat(c[5]) * 0.5, // default until taker data loads\n }));\n\n // Fix: correct params are ccy=BTC (not instId) + instType=CONTRACTS + period=1H\n const ccy = sym.replace(\"USDT\", \"\");\n const tv = await fetchJSON(\n `https://www.okx.com/api/v5/rubik/stat/taker-volume?ccy=${ccy}&instType=CONTRACTS&period=1H`,\n );\n if (tv?.data?.length) {\n // tv.data format: [timestamp, sellVol, buyVol] — newest first\n const tvMap = {};\n tv.data.forEach((r) => {\n const ts = Math.floor(parseInt(r[0]) / 1000);\n tvMap[ts] = { sell: parseFloat(r[1]), buy: parseFloat(r[2]) };\n });\n bars.forEach((b) => {\n const entry = tvMap[b.time];\n if (entry) {\n const total = entry.buy + entry.sell;\n if (total > 0) b.takerBuy = b.volume * (entry.buy / total);\n }\n });\n }\n\n return bars;\n}\n\n// ── OKX: Get current price ───────────────\nasync function getOKXPrice(sym) {\n const instId = okxSym(sym);\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/market/ticker?instId=${instId}`,\n );\n if (!d?.data?.[0]) return null;\n // Validate: response instId must match what we requested\n const respInstId = d.data[0].instId;\n if (respInstId && respInstId !== instId) {\n console.error(`Price mismatch: requested ${instId}, got ${respInstId}`);\n return null;\n }\n const price = parseFloat(d.data[0].last);\n // Extra sanity: price must be positive and non-zero\n return price > 0 ? price : null;\n}\n\n// ── OKX: Get Open Interest history ───────\n// period options: 5m, 1H, 1D\nasync function getOKXOIHist(sym, period = \"1H\", limit = 10) {\n const instId = okxSym(sym);\n // Correct endpoint: /api/v5/rubik/stat/contracts/open-interest-volume\n // Required params: ccy (base currency), period\n const ccy = sym.replace(\"USDT\", \"\");\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-volume?ccy=${ccy}&period=1H`,\n );\n if (!d?.data?.length) return null;\n // Format: [timestamp, openInterest, volume] — newest first\n return d.data.slice(0, limit).reverse().map((r) => ({\n time: Math.floor(parseInt(r[0]) / 1000),\n oi: parseFloat(r[1]),\n }));\n}\n\n// ── OKX: Get funding rate ────────────────\nasync function getOKXFundingRate(sym) {\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/public/funding-rate?instId=${okxSym(sym)}`,\n );\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);\n const 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) {\n const f = b.high !== b.low ? ov / (b.high - b.low) : 1;\n vol[i] += b.volume * f;\n }\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) {\n if (vol[u + 1] >= vol[lo - 1]) {\n u++;\n va += vol[u];\n } else {\n lo--;\n va += vol[lo];\n }\n } else if (cu) {\n u++;\n va += vol[u];\n } else if (cd) {\n lo--;\n 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;\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 (\n bars[i].high === Math.max(...w.map((b) => b.high)) &&\n bars[i].high > currentPrice\n ) {\n return bars[i].high * 1.001;\n }\n }\n return Math.max(...bars.slice(-50).map((b) => b.high)) * 1.001;\n}\n\nfunction swingLow(bars) {\n const 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 (\n bars[i].low === Math.min(...w.map((b) => b.low)) &&\n bars[i].low < currentPrice\n ) {\n return bars[i].low * 0.999;\n }\n }\n return Math.min(...bars.slice(-50).map((b) => b.low)) * 0.999;\n}\n\n// ── Phase 1: Detect CVD + OI divergence ──\nasync function detectPhase1(sym, bars) {\n const n = 14;\n const cvd = calcCVD(bars);\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\n ? \"bearish\"\n : !prUp && cvdUp\n ? \"bullish\"\n : \"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\n ? \"above_va\"\n : price < vpvr.val\n ? \"below_va\"\n : \"in_va\";\n\n // OI trend — use % change for meaningful signal\n let oiTrend = \"neutral\";\n const oiHist = await getOKXOIHist(sym, \"1H\", 10);\n if (oiHist && oiHist.length >= 3) {\n const first = oiHist[0].oi;\n const last = oiHist[oiHist.length - 1].oi;\n const oiPctChange = first > 0 ? ((last - first) / first) * 100 : 0;\n // OI rising = up more than 0.2% over the period\n // OI falling = down more than 0.2%\n oiTrend = oiPctChange > 0.2\n ? \"rising\"\n : oiPctChange < -0.2\n ? \"falling\"\n : \"neutral\";\n }\n\n // Funding rate\n const fr = await getOKXFundingRate(sym);\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 // VPVR Zone Filter — reject entries at wrong price location\n if (dir === \"SHORT\" && vpvrZone === \"below_va\") return null; // too cheap to short\n if (dir === \"LONG\" && vpvrZone === \"above_va\") return null; // too expensive to long\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: 30m confirmation check ──────\nasync function checkConfirmation(sym, pending) {\n const bars30 = await getOKXBars(sym, \"30m\", 10);\n if (!bars30 || bars30.length < 6) {\n return { confirmed: false, reason: \"30m fetch failed\" };\n }\n\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 — use % change instead of absolute value\n // Absolute value is always huge (millions) and trending up → meaningless\n // % change gives a normalized signal: negative = OI contracting\n let oiSlopePct = 0;\n const oi = await getOKXOIHist(sym, \"1H\", 8);\n if (oi && oi.length >= 4) {\n const oiMid = Math.floor(oi.length / 2);\n const earlyOI = oi.slice(0, oiMid).reduce((s, x) => s + x.oi, 0) / oiMid;\n const recOI = oi.slice(oiMid).reduce((s, x) => s + x.oi, 0) /\n (oi.length - oiMid);\n oiSlopePct = earlyOI > 0 ? ((recOI - earlyOI) / earlyOI) * 100 : 0;\n }\n\n // OI confirming = contracting by at least 0.1%\n const oiContracting = oiSlopePct < -0.1;\n\n const debug = `CVD30(early:${earlyCVD.toFixed(0)} recent:${\n recentCVD.toFixed(0)\n }) OI%:${oiSlopePct.toFixed(3)}%`;\n\n if (pending.dir === \"LONG\") {\n const cvdConfirm = earlyCVD < 0 && recentCVD > 0; // CVD turning bullish\n const oiConfirm = oiContracting; // OI contracting (shorts closing)\n return {\n confirmed: cvdConfirm || oiConfirm,\n reason: `${debug} | CVD:${cvdConfirm} OI:${oiConfirm}`,\n cvdConfirm,\n oiConfirm,\n };\n }\n if (pending.dir === \"SHORT\") {\n const cvdConfirm = recentCVD <= 0; // CVD still bearish\n const oiConfirm = oiContracting; // OI contracting (longs closing)\n return {\n confirmed: cvdConfirm || oiConfirm,\n reason: `${debug} | CVD:${cvdConfirm} OI:${oiConfirm}`,\n cvdConfirm,\n oiConfirm,\n };\n }\n return { confirmed: false, reason: \"unknown direction\" };\n}\n\n// ── Fix 3: 4H trend filter ────────────────\nasync function check4HTrend(sym, dir) {\n const bars4h = await getOKXBars(sym, \"4H\", 20);\n if (!bars4h || bars4h.length < 10) {\n return { ok: true, reason: \"4H fetch failed — allowed through\" };\n }\n\n const recent = bars4h.slice(-5).map((b) => b.close);\n const prev = bars4h.slice(-10, -5).map((b) => b.close);\n const recentAvg = recent.reduce((s, v) => s + v, 0) / recent.length;\n const prevAvg = prev.reduce((s, v) => s + v, 0) / prev.length;\n\n // Use percentage difference — not just direction\n // Sideways market (< 0.5% difference) → allow both directions\n const pctDiff = (recentAvg - prevAvg) / prevAvg * 100;\n const trend4h = pctDiff > 0.5 ? \"up\" : pctDiff < -0.5 ? \"down\" : \"sideways\";\n const debug = `4H trend:${trend4h} (${pctDiff.toFixed(2)}%)`;\n\n // Sideways → allow any direction (market has no strong bias)\n if (trend4h === \"sideways\") {\n return { ok: true, reason: `${debug} — sideways, both allowed` };\n }\n\n // Trending — only enter with the trend\n if (dir === \"SHORT\" && trend4h === \"down\") {\n return { ok: true, reason: `${debug} — SHORT aligned` };\n }\n if (dir === \"LONG\" && trend4h === \"up\") {\n return { ok: true, reason: `${debug} — LONG aligned` };\n }\n\n return { ok: false, reason: `${debug} — ${dir} against 4H trend` };\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 >= 3) 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++,\n sym,\n side,\n lev: leverage,\n ep,\n sl,\n tp,\n price: ep,\n tsl: sl,\n trailOn: false,\n posVal,\n margin,\n risk,\n qty,\n high: ep,\n low: ep,\n 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(\n 0,\n (state.portfolio.usedMargin || 0) - t.margin,\n );\n if (pnl > 0) state.portfolio.win++;\n else state.portfolio.loss++;\n state.history.unshift({\n ...t,\n closePrice,\n pnl,\n roi,\n closeReason: reason,\n closeTime: Date.now(),\n exitNote: t._exitNote || null, // scan-price note for transparency\n });\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(\n state,\n prices,\n exitStrategy = \"trail\",\n trailCallback = 0.025,\n) {\n const toClose = [];\n const toPartial = [];\n\n for (const t of state.positions) {\n const price = prices[t.sym];\n if (!price) continue;\n\n // Sanity check: price must be within 20% of entry price\n // Prevents wrong-coin price contamination or stale data\n const priceDeviation = Math.abs(price - t.ep) / t.ep;\n if (priceDeviation > 0.20) {\n scanLog.push(\n `${t.sym}: ⚠ Skipping price update — suspicious price ${price} vs entry ${t.ep} (${\n (priceDeviation * 100).toFixed(1)\n }% deviation)`,\n );\n continue;\n }\n\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\n if (exitStrategy === \"fixed\") {\n t.trailOn = false;\n t.tsl = t.sl;\n } else if (exitStrategy === \"trail\") {\n if (profR >= 1 && !t.trailOn) {\n t.tsl = t.ep;\n t.trailOn = true;\n }\n if (profR >= 1.5 && t.trailOn) {\n if (t.side === \"LONG\") {\n const n = price - slDist;\n if (n > t.tsl) t.tsl = n;\n } else {\n const n = price + slDist;\n if (n < t.tsl) t.tsl = n;\n }\n }\n } else if (exitStrategy === \"hybrid\") {\n const hitFirstTP = t.side === \"LONG\" ? price >= t.tp : price <= t.tp;\n if (hitFirstTP && !t.halfClosed) {\n toPartial.push({ t, price });\n continue;\n }\n if (t.halfClosed) {\n // After partial TP: percentage callback trailing\n if (t.side === \"LONG\") {\n const newTsl = t.high * (1 - trailCallback);\n if (!t.trailOn || newTsl > t.tsl) {\n t.tsl = newTsl;\n t.trailOn = true;\n }\n } else {\n const newTsl = t.low * (1 + trailCallback);\n if (!t.trailOn || newTsl < t.tsl) {\n t.tsl = newTsl;\n t.trailOn = true;\n }\n }\n } else {\n if (profR >= 1 && !t.trailOn) {\n t.tsl = t.ep;\n t.trailOn = true;\n }\n }\n }\n\n const hitSL = t.side === \"LONG\" ? price <= t.tsl : price >= t.tsl;\n const hitTP = exitStrategy !== \"trail\"\n ? (t.side === \"LONG\" ? price >= t.tp : price <= t.tp)\n : false;\n\n const fullClose = (hitTP && exitStrategy !== \"hybrid\") || hitSL;\n if (fullClose) {\n toClose.push({\n t,\n price,\n tpSl: hitTP ? t.tp : t.tsl,\n reason: hitTP ? \"TP\" : (t.trailOn ? \"Trailing Stop\" : \"SL\"),\n });\n }\n }\n\n // Process partial closes (hybrid 50%)\n for (const { t, price } of toPartial) {\n const halfPosVal = t.posVal * 0.5;\n const halfMargin = t.margin * 0.5;\n const pnl = t.side === \"LONG\"\n ? (price - t.ep) / t.ep * halfPosVal\n : (t.ep - price) / t.ep * halfPosVal;\n const roi = halfMargin > 0 ? (pnl / halfMargin) * 100 : 0;\n state.portfolio.realized = (state.portfolio.realized || 0) + pnl;\n state.portfolio.balance += pnl;\n state.portfolio.usedMargin = Math.max(\n 0,\n (state.portfolio.usedMargin || 0) - halfMargin,\n );\n if (pnl > 0) state.portfolio.win++;\n else state.portfolio.loss++;\n state.history.unshift({\n ...t,\n closePrice: price,\n pnl,\n roi,\n closeReason: \"Partial TP (50%)\",\n closeTime: Date.now(),\n partial: true,\n });\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 // Update remaining 50%\n const slDist = Math.abs(t.ep - t.sl);\n t.posVal = halfPosVal;\n t.margin = halfMargin;\n t.qty = (t.qty || 0) * 0.5;\n t.risk = t.risk * 0.5;\n t.halfClosed = true;\n t.tsl = t.ep;\n t.trailOn = true;\n t.tp = t.side === \"LONG\" ? t.ep + slDist * 4 : t.ep - slDist * 4;\n scanLog.push(\n `${t.sym}: 💰 Partial TP 50% @ ${price.toFixed(4)} | PnL: +$${\n pnl.toFixed(2)\n } | Trailing remaining 50%`,\n );\n }\n\n // Process full closes\n for (const { t, price, tpSl, reason } of toClose) {\n t._exitNote = `Scan price: ${price.toFixed(4)} | ${reason} level: ${\n tpSl.toFixed(4)\n }`;\n closePosition(state, t, price, reason);\n state.positions = state.positions.filter((p) => p.id !== t.id);\n if (state.positions.length < 3 && state.setups.length > 0) {\n const next = state.setups.find((s) =>\n !state.positions.some((p) => p.sym === s.sym)\n );\n if (next) {\n const res = openPosition(\n state,\n next.side,\n next.ep,\n next.sl,\n next.tp,\n next.lev || 10,\n next.sym,\n );\n if (res === \"ok\") {\n state.setups = state.setups.filter((s) => s.id !== next.id);\n scanLog.push(\n `${next.sym}: 🔄 Auto-executed from setup backlog (slot freed by ${t.sym} ${reason})`,\n );\n }\n }\n }\n }\n}\n\n// ── Main cron ─────────────────────────────\nexport default async function () {\n const runStart = new Date().toISOString();\n console.log(`[${runStart}] FuturesBot v3 cron started`);\n\n if (!JSONBIN_KEY || !JSONBIN_BIN_ID) {\n console.error(\n \"WARNING: JSONBIN_KEY or JSONBIN_BIN_ID not set. Add them to Environment Variables.\",\n );\n return;\n }\n\n // Load state\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 if (!state.pendingSignals) state.pendingSignals = {};\n\n // Read strategy settings saved by bot HTML\n const strat = state.strategySettings || {};\n const EXIT_STRATEGY = strat.exitStrategy || \"trail\";\n const MIN_RR = parseFloat(strat.minRR || 2);\n const USE_4H_FILTER = strat.use4HFilter !== false;\n const MAX_CANDLE_WAIT = parseInt(strat.maxCandles || 4);\n const TRAIL_CALLBACK = parseFloat(strat.trailCallback || 2.5) / 100;\n\n console.log(\n `[Strategy] exit:${EXIT_STRATEGY} minRR:${MIN_RR} 4H:${USE_4H_FILTER} maxCandles:${MAX_CANDLE_WAIT} callback:${\n (TRAIL_CALLBACK * 100).toFixed(1)\n }%`,\n );\n\n const watchlist = state.watchlist ||\n [\"BTCUSDT\", \"ETHUSDT\", \"SOLUSDT\", \"BNBUSDT\", \"XRPUSDT\"];\n const prices = {};\n const scanLog = [];\n\n // ── Step 1: Fetch current prices ─────────\n for (const sym of watchlist) {\n const p = await getOKXPrice(sym);\n if (p) prices[sym] = p;\n await new Promise((r) => setTimeout(r, 400)); // increased from 200ms to reduce race conditions\n }\n\n // ── Step 2: Update open positions ────────\n updatePositions(state, prices, EXIT_STRATEGY, TRAIL_CALLBACK);\n\n // Log any closed positions\n const closedThisRun = state.history.filter((h) =>\n h.closeTime && Date.now() - h.closeTime < 70 * 60 * 1000\n );\n for (const h of closedThisRun) {\n const pnlStr = h.pnl >= 0\n ? `+$${h.pnl.toFixed(2)}`\n : `-$${Math.abs(h.pnl).toFixed(2)}`;\n scanLog.push(\n `${h.sym}: 🔒 Position closed (${h.closeReason}) | PnL: ${pnlStr} | ROI: ${\n h.roi.toFixed(1)\n }%`,\n );\n }\n\n // ── Step 3: Check pending signals ────────\n for (const sym of Object.keys(state.pendingSignals)) {\n const pending = state.pendingSignals[sym];\n\n // Skip if already executed by HTML bot — anti-double-entry\n if (pending.executedBy) {\n scanLog.push(\n `${sym}: ⏭ Signal already executed by ${pending.executedBy} — skipping`,\n );\n delete state.pendingSignals[sym];\n continue;\n }\n\n // Skip if already has position\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 // Fix 2: Raised threshold 3% → 5%\n // Before: signal cancelled if price moved 3% (too easy to trigger in crypto)\n // Now: signal gets more room — cancelled only if price moved 5%\n // Analogy: giving the trade more breathing room before giving up\n const priceMove = Math.abs(currentPrice - pending.price) / pending.price;\n if (priceMove > 0.05) {\n scanLog.push(\n `${sym}: ❌ Signal cancelled — price moved ${\n (priceMove * 100).toFixed(1)\n }% from entry (>5%)`,\n );\n delete state.pendingSignals[sym];\n await new Promise((r) => setTimeout(r, 300));\n continue;\n }\n\n // Expire after max candles\n if (pending.candleCount > MAX_CANDLE_WAIT) {\n scanLog.push(\n `${sym}: ❌ Signal expired — no confirmation after ${MAX_CANDLE_WAIT} candles`,\n );\n delete state.pendingSignals[sym];\n continue;\n }\n\n // Check confirmation\n const conf = await checkConfirmation(sym, pending);\n if (conf.confirmed) {\n // Check 4H trend alignment — respects USE_4H_FILTER setting\n const trend = await check4HTrend(sym, pending.dir);\n if (USE_4H_FILTER && !trend.ok) {\n scanLog.push(`${sym}: ⚠ Confirmed but blocked by 4H — ${trend.reason}`);\n pending.candleCount--; // don't waste a candle slot on 4H block\n await new Promise((r) => setTimeout(r, 500));\n continue;\n }\n\n scanLog.push(\n `${sym}: ✅ Confirmed + 4H ok (${trend.reason}) | ${conf.reason}`,\n );\n\n // Re-fetch price at EXACT moment of execution\n // prices[sym] was fetched at start of run — could be 2-3 minutes old\n // For accurate entry, get fresh price right now\n let actualEntryPrice = prices[sym] || pending.price;\n const freshPrice = await getOKXPrice(sym);\n if (freshPrice) {\n actualEntryPrice = freshPrice;\n prices[sym] = freshPrice; // update for SL/TP checks too\n }\n\n const phasePriceDiff = Math.abs(actualEntryPrice - pending.price) /\n pending.price * 100;\n scanLog.push(\n `${sym}: Fresh price @ ${actualEntryPrice.toFixed(4)} (Phase1: ${\n pending.price.toFixed(4)\n }, diff: ${phasePriceDiff.toFixed(2)}%)`,\n );\n\n if (state.positions.length < 3) {\n const res = openPosition(\n state,\n pending.dir,\n actualEntryPrice,\n actualSL,\n actualTP,\n state.portfolio.defaultLev || 10,\n sym,\n );\n if (res === \"ok\") {\n scanLog.push(\n `${sym}: 🚀 OPENED ${pending.dir} @ ${\n actualEntryPrice.toFixed(4)\n } | SL: ${actualSL.toFixed(4)} | TP: ${\n actualTP.toFixed(4)\n } | R:R 1:2`,\n );\n } else {\n scanLog.push(`${sym}: Open failed (${res}) — added to setup backlog`);\n if (!state.setups.some((s) => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++,\n sym,\n side: pending.dir,\n lev: state.portfolio.defaultLev || 10,\n ep: actualEntryPrice,\n sl: actualSL,\n tp: actualTP,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`,\n time: Date.now(),\n });\n }\n }\n } else {\n scanLog.push(`${sym}: Max positions reached — added to setup backlog`);\n if (!state.setups.some((s) => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++,\n sym,\n side: pending.dir,\n lev: state.portfolio.defaultLev || 10,\n ep: actualEntryPrice,\n sl: actualSL,\n tp: actualTP,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`,\n time: Date.now(),\n });\n }\n }\n delete state.pendingSignals[sym];\n } else {\n scanLog.push(\n `${sym}: ⏳ Pending ${pending.dir} — candle ${pending.candleCount}/${MAX_CANDLE_WAIT} | ${conf.reason}`,\n );\n }\n\n await new Promise((r) => setTimeout(r, 500));\n }\n\n // ── Step 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 being tracked above\n continue;\n }\n\n const bars = await getOKXBars(sym, \"1H\", 100);\n if (!bars || bars.length < 20) {\n scanLog.push(`${sym}: fetch failed`);\n continue;\n }\n\n const sig = await detectPhase1(sym, bars);\n\n if (sig) {\n // Re-fetch fresh price for accurate SL/TP calculation\n const freshPriceP1 = await getOKXPrice(sym) || sig.price;\n if (freshPriceP1 !== sig.price) prices[sym] = freshPriceP1;\n\n // Recalculate SL/TP based on fresh price\n const slDistP1 = Math.abs(sig.price - sig.sl);\n const freshSL = sig.dir === \"SHORT\"\n ? freshPriceP1 + slDistP1\n : freshPriceP1 - slDistP1;\n const freshTP = sig.dir === \"SHORT\"\n ? freshPriceP1 - slDistP1 * 2\n : freshPriceP1 + slDistP1 * 2;\n\n state.pendingSignals[sym] = {\n dir: sig.dir,\n price: freshPriceP1, // fresh price, not candle close\n sl: freshSL,\n tp: freshTP,\n rr: sig.rr,\n cvdType: sig.cvdType,\n oiTrend: sig.oiTrend,\n vpvrZone: sig.vpvrZone,\n fr: sig.fr,\n candleCount: 1,\n detectedAt: runStart,\n };\n scanLog.push(\n `${sym}: ⚡ Phase 1 SIGNAL ${sig.dir} @ ${\n freshPriceP1.toFixed(4)\n } | CVD:${sig.cvdType} OI:${sig.oiTrend} VPVR:${sig.vpvrZone} | Waiting confirmation (1/${MAX_CANDLE_WAIT})`,\n );\n } else {\n scanLog.push(`${sym}: no signal`);\n }\n\n await new Promise((r) => setTimeout(r, 600));\n }\n\n // ── Step 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 // ── Step 6: Append 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 // ── Step 7: Write lock + save to JSONBin ─\n // Set a lock timestamp so bot HTML knows val.town just wrote\n // Bot HTML reads this and skips auto-save for 60 seconds after val.town run\n state._valTownLastRun = Date.now();\n await saveState(state);\n\n console.log(\n `[${runStart}] Done. Balance: $${\n state.portfolio.balance.toFixed(2)\n } | Equity: $${\n state.portfolio.equity.toFixed(2)\n } | Positions: ${state.positions.length} | Pending: ${\n Object.keys(state.pendingSignals).length\n }`,\n );\n console.log(\"Scan:\", scanLog);\n}","/** @cron 0 * * * * */\n// ═══════════════════════════════════════\n// FuturesBot v8 — Val.town Cron Runner\n// - Reads strategySettings from JSONBin\n// - Exit strategy: fixed | trail | hybrid\n// - Min R:R configurable from bot HTML\n// - 4H filter on/off from bot HTML\n// - Max confirmation candles configurable\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 {\n return null;\n }\n}\n\nasync function saveState(state) {\n try {\n await fetch(JSONBIN_URL, {\n method: \"PUT\",\n headers: {\n \"Content-Type\": \"application/json\",\n \"X-Master-Key\": JSONBIN_KEY,\n },\n body: JSON.stringify(state),\n });\n } catch (e) {\n console.error(\"saveState failed:\", e.message);\n }\n}\n\nfunction defaultState() {\n return {\n portfolio: {\n balance: 100,\n equity: 100,\n risk: 0.02,\n defaultLev: 10,\n win: 0,\n loss: 0,\n realized: 0,\n usedMargin: 0,\n },\n positions: [],\n setups: [],\n history: [],\n growth: [],\n watchlist: [\"BTCUSDT\", \"ETHUSDT\", \"SOLUSDT\", \"BNBUSDT\", \"XRPUSDT\"],\n nextId: 1,\n pendingSignals: {},\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) {\n console.error(`HTTP ${r.status} for ${url}`);\n return null;\n }\n return await r.json();\n } catch (e) {\n clearTimeout(t);\n return null;\n }\n}\n\n// ── OKX symbol mapping ───────────────────\n// BTCUSDT → BTC-USDT-SWAP (perpetual futures)\nfunction okxSym(sym) {\n const base = sym.replace(\"USDT\", \"\");\n return `${base}-USDT-SWAP`;\n}\n\n// ── OKX: Get OHLCV bars ──────────────────\n// bar options: 1m, 3m, 5m, 15m, 30m, 1H, 2H, 4H, 1D\nasync function getOKXBars(sym, bar = \"1H\", limit = 100) {\n const instId = okxSym(sym);\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/market/candles?instId=${instId}&bar=${bar}&limit=${limit}`,\n );\n if (!d?.data?.length) return null;\n\n // OKX returns newest first — reverse to oldest first\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, // default until taker data loads\n }));\n\n // Fix: correct params are ccy=BTC (not instId) + instType=CONTRACTS + period=1H\n const ccy = sym.replace(\"USDT\", \"\");\n const tv = await fetchJSON(\n `https://www.okx.com/api/v5/rubik/stat/taker-volume?ccy=${ccy}&instType=CONTRACTS&period=1H`,\n );\n if (tv?.data?.length) {\n // tv.data format: [timestamp, sellVol, buyVol] — newest first\n const tvMap = {};\n tv.data.forEach((r) => {\n const ts = Math.floor(parseInt(r[0]) / 1000);\n tvMap[ts] = { sell: parseFloat(r[1]), buy: parseFloat(r[2]) };\n });\n bars.forEach((b) => {\n const entry = tvMap[b.time];\n if (entry) {\n const total = entry.buy + entry.sell;\n if (total > 0) b.takerBuy = b.volume * (entry.buy / total);\n }\n });\n }\n\n return bars;\n}\n\n// ── OKX: Get current price ───────────────\nasync function getOKXPrice(sym) {\n const instId = okxSym(sym);\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/market/ticker?instId=${instId}`,\n );\n if (!d?.data?.[0]) return null;\n // Validate: response instId must match what we requested\n const respInstId = d.data[0].instId;\n if (respInstId && respInstId !== instId) {\n console.error(`Price mismatch: requested ${instId}, got ${respInstId}`);\n return null;\n }\n const price = parseFloat(d.data[0].last);\n // Extra sanity: price must be positive and non-zero\n return price > 0 ? price : null;\n}\n\n// ── OKX: Get Open Interest history ───────\n// period options: 5m, 1H, 1D\nasync function getOKXOIHist(sym, period = \"1H\", limit = 10) {\n const instId = okxSym(sym);\n // Correct endpoint: /api/v5/rubik/stat/contracts/open-interest-volume\n // Required params: ccy (base currency), period\n const ccy = sym.replace(\"USDT\", \"\");\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-volume?ccy=${ccy}&period=1H`,\n );\n if (!d?.data?.length) return null;\n // Format: [timestamp, openInterest, volume] — newest first\n return d.data.slice(0, limit).reverse().map((r) => ({\n time: Math.floor(parseInt(r[0]) / 1000),\n oi: parseFloat(r[1]),\n }));\n}\n\n// ── OKX: Get funding rate ────────────────\nasync function getOKXFundingRate(sym) {\n const d = await fetchJSON(\n `https://www.okx.com/api/v5/public/funding-rate?instId=${okxSym(sym)}`,\n );\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);\n const 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) {\n const f = b.high !== b.low ? ov / (b.high - b.low) : 1;\n vol[i] += b.volume * f;\n }\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) {\n if (vol[u + 1] >= vol[lo - 1]) {\n u++;\n va += vol[u];\n } else {\n lo--;\n va += vol[lo];\n }\n } else if (cu) {\n u++;\n va += vol[u];\n } else if (cd) {\n lo--;\n 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;\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 (\n bars[i].high === Math.max(...w.map((b) => b.high)) &&\n bars[i].high > currentPrice\n ) {\n return bars[i].high * 1.001;\n }\n }\n return Math.max(...bars.slice(-50).map((b) => b.high)) * 1.001;\n}\n\nfunction swingLow(bars) {\n const 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 (\n bars[i].low === Math.min(...w.map((b) => b.low)) &&\n bars[i].low < currentPrice\n ) {\n return bars[i].low * 0.999;\n }\n }\n return Math.min(...bars.slice(-50).map((b) => b.low)) * 0.999;\n}\n\n// ── Phase 1: Detect CVD + OI divergence ──\nasync function detectPhase1(sym, bars) {\n const n = 14;\n const cvd = calcCVD(bars);\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\n ? \"bearish\"\n : !prUp && cvdUp\n ? \"bullish\"\n : \"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\n ? \"above_va\"\n : price < vpvr.val\n ? \"below_va\"\n : \"in_va\";\n\n // OI trend — use % change for meaningful signal\n let oiTrend = \"neutral\";\n const oiHist = await getOKXOIHist(sym, \"1H\", 10);\n if (oiHist && oiHist.length >= 3) {\n const first = oiHist[0].oi;\n const last = oiHist[oiHist.length - 1].oi;\n const oiPctChange = first > 0 ? ((last - first) / first) * 100 : 0;\n // OI rising = up more than 0.2% over the period\n // OI falling = down more than 0.2%\n oiTrend = oiPctChange > 0.2\n ? \"rising\"\n : oiPctChange < -0.2\n ? \"falling\"\n : \"neutral\";\n }\n\n // Funding rate\n const fr = await getOKXFundingRate(sym);\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 // VPVR Zone Filter — reject entries at wrong price location\n if (dir === \"SHORT\" && vpvrZone === \"below_va\") return null; // too cheap to short\n if (dir === \"LONG\" && vpvrZone === \"above_va\") return null; // too expensive to long\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: 30m confirmation check ──────\nasync function checkConfirmation(sym, pending) {\n const bars30 = await getOKXBars(sym, \"30m\", 10);\n if (!bars30 || bars30.length < 6) {\n return { confirmed: false, reason: \"30m fetch failed\" };\n }\n\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 — use % change instead of absolute value\n // Absolute value is always huge (millions) and trending up → meaningless\n // % change gives a normalized signal: negative = OI contracting\n let oiSlopePct = 0;\n const oi = await getOKXOIHist(sym, \"1H\", 8);\n if (oi && oi.length >= 4) {\n const oiMid = Math.floor(oi.length / 2);\n const earlyOI = oi.slice(0, oiMid).reduce((s, x) => s + x.oi, 0) / oiMid;\n const recOI = oi.slice(oiMid).reduce((s, x) => s + x.oi, 0) /\n (oi.length - oiMid);\n oiSlopePct = earlyOI > 0 ? ((recOI - earlyOI) / earlyOI) * 100 : 0;\n }\n\n // OI confirming = contracting by at least 0.1%\n const oiContracting = oiSlopePct < -0.1;\n\n const debug = `CVD30(early:${earlyCVD.toFixed(0)} recent:${\n recentCVD.toFixed(0)\n }) OI%:${oiSlopePct.toFixed(3)}%`;\n\n if (pending.dir === \"LONG\") {\n const cvdConfirm = earlyCVD < 0 && recentCVD > 0; // CVD turning bullish\n const oiConfirm = oiContracting; // OI contracting (shorts closing)\n return {\n confirmed: cvdConfirm || oiConfirm,\n reason: `${debug} | CVD:${cvdConfirm} OI:${oiConfirm}`,\n cvdConfirm,\n oiConfirm,\n };\n }\n if (pending.dir === \"SHORT\") {\n const cvdConfirm = recentCVD <= 0; // CVD still bearish\n const oiConfirm = oiContracting; // OI contracting (longs closing)\n return {\n confirmed: cvdConfirm || oiConfirm,\n reason: `${debug} | CVD:${cvdConfirm} OI:${oiConfirm}`,\n cvdConfirm,\n oiConfirm,\n };\n }\n return { confirmed: false, reason: \"unknown direction\" };\n}\n\n// ── Fix 3: 4H trend filter ────────────────\nasync function check4HTrend(sym, dir) {\n const bars4h = await getOKXBars(sym, \"4H\", 20);\n if (!bars4h || bars4h.length < 10) {\n return { ok: true, reason: \"4H fetch failed — allowed through\" };\n }\n\n const recent = bars4h.slice(-5).map((b) => b.close);\n const prev = bars4h.slice(-10, -5).map((b) => b.close);\n const recentAvg = recent.reduce((s, v) => s + v, 0) / recent.length;\n const prevAvg = prev.reduce((s, v) => s + v, 0) / prev.length;\n\n // Use percentage difference — not just direction\n // Sideways market (< 0.5% difference) → allow both directions\n const pctDiff = (recentAvg - prevAvg) / prevAvg * 100;\n const trend4h = pctDiff > 0.5 ? \"up\" : pctDiff < -0.5 ? \"down\" : \"sideways\";\n const debug = `4H trend:${trend4h} (${pctDiff.toFixed(2)}%)`;\n\n // Sideways → allow any direction (market has no strong bias)\n if (trend4h === \"sideways\") {\n return { ok: true, reason: `${debug} — sideways, both allowed` };\n }\n\n // Trending — only enter with the trend\n if (dir === \"SHORT\" && trend4h === \"down\") {\n return { ok: true, reason: `${debug} — SHORT aligned` };\n }\n if (dir === \"LONG\" && trend4h === \"up\") {\n return { ok: true, reason: `${debug} — LONG aligned` };\n }\n\n return { ok: false, reason: `${debug} — ${dir} against 4H trend` };\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 >= 3) 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++,\n sym,\n side,\n lev: leverage,\n ep,\n sl,\n tp,\n price: ep,\n tsl: sl,\n trailOn: false,\n posVal,\n margin,\n risk,\n qty,\n high: ep,\n low: ep,\n 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(\n 0,\n (state.portfolio.usedMargin || 0) - t.margin,\n );\n // Only count W/L at final close — not at partial close\n if (!t.halfClosed) {\n if (pnl > 0) state.portfolio.win++;\n else state.portfolio.loss++;\n } else {\n const totalPnl = pnl + (t._partialPnl || 0);\n if (totalPnl > 0) state.portfolio.win++;\n else state.portfolio.loss++;\n }\n state.history.unshift({\n ...t,\n closePrice,\n pnl,\n roi,\n closeReason: reason,\n closeTime: Date.now(),\n exitNote: t._exitNote || null, // scan-price note for transparency\n });\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(\n state,\n prices,\n exitStrategy = \"trail\",\n trailCallback = 0.025,\n) {\n const toClose = [];\n const toPartial = [];\n\n for (const t of state.positions) {\n const price = prices[t.sym];\n if (!price) continue;\n\n // Sanity check: price must be within 20% of entry price\n // Prevents wrong-coin price contamination or stale data\n const priceDeviation = Math.abs(price - t.ep) / t.ep;\n if (priceDeviation > 0.20) {\n scanLog.push(\n `${t.sym}: ⚠ Skipping price update — suspicious price ${price} vs entry ${t.ep} (${\n (priceDeviation * 100).toFixed(1)\n }% deviation)`,\n );\n continue;\n }\n\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\n if (exitStrategy === \"fixed\") {\n t.trailOn = false;\n t.tsl = t.sl;\n } else if (exitStrategy === \"trail\") {\n if (profR >= 1 && !t.trailOn) {\n t.tsl = t.ep;\n t.trailOn = true;\n }\n if (profR >= 1.5 && t.trailOn) {\n if (t.side === \"LONG\") {\n const n = price - slDist;\n if (n > t.tsl) t.tsl = n;\n } else {\n const n = price + slDist;\n if (n < t.tsl) t.tsl = n;\n }\n }\n } else if (exitStrategy === \"hybrid\") {\n const hitFirstTP = t.side === \"LONG\" ? price >= t.tp : price <= t.tp;\n if (hitFirstTP && !t.halfClosed) {\n toPartial.push({ t, price });\n continue;\n }\n if (t.halfClosed) {\n // After partial TP: percentage callback trailing\n if (t.side === \"LONG\") {\n const newTsl = t.high * (1 - trailCallback);\n if (!t.trailOn || newTsl > t.tsl) {\n t.tsl = newTsl;\n t.trailOn = true;\n }\n } else {\n const newTsl = t.low * (1 + trailCallback);\n if (!t.trailOn || newTsl < t.tsl) {\n t.tsl = newTsl;\n t.trailOn = true;\n }\n }\n } else {\n if (profR >= 1 && !t.trailOn) {\n t.tsl = t.ep;\n t.trailOn = true;\n }\n }\n }\n\n const hitSL = t.side === \"LONG\" ? price <= t.tsl : price >= t.tsl;\n const hitTP = exitStrategy !== \"trail\"\n ? (t.side === \"LONG\" ? price >= t.tp : price <= t.tp)\n : false;\n\n const fullClose = (hitTP && exitStrategy !== \"hybrid\") || hitSL;\n if (fullClose) {\n toClose.push({\n t,\n price,\n tpSl: hitTP ? t.tp : t.tsl,\n reason: hitTP ? \"TP\" : (t.trailOn ? \"Trailing Stop\" : \"SL\"),\n });\n }\n }\n\n // Process partial closes (hybrid 50%)\n for (const { t, price } of toPartial) {\n const halfPosVal = t.posVal * 0.5;\n const halfMargin = t.margin * 0.5;\n const pnl = t.side === \"LONG\"\n ? (price - t.ep) / t.ep * halfPosVal\n : (t.ep - price) / t.ep * halfPosVal;\n const roi = halfMargin > 0 ? (pnl / halfMargin) * 100 : 0;\n state.portfolio.realized = (state.portfolio.realized || 0) + pnl;\n state.portfolio.balance += pnl;\n state.portfolio.usedMargin = Math.max(\n 0,\n (state.portfolio.usedMargin || 0) - halfMargin,\n );\n // Do NOT count W/L here — counted at final close using total PnL\n state.history.unshift({\n ...t,\n closePrice: price,\n pnl,\n roi,\n closeReason: \"Partial TP (50%)\",\n closeTime: Date.now(),\n partial: true,\n });\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 // Update remaining 50%\n const slDist = Math.abs(t.ep - t.sl);\n t.posVal = halfPosVal;\n t.margin = halfMargin;\n t.qty = (t.qty || 0) * 0.5;\n t.risk = t.risk * 0.5;\n t._partialPnl = pnl; // store for final W/L calculation\n t.halfClosed = true;\n t.trailOn = true;\n // tsl starts at partial TP price with callback offset — gives room to trail\n t.tsl = t.side === \"LONG\"\n ? price * (1 - trailCallback)\n : price * (1 + trailCallback);\n // Reset high/low so callback trailing starts fresh from partial TP price\n t.high = price;\n t.low = price;\n t.tp = t.side === \"LONG\" ? t.ep + slDist * 4 : t.ep - slDist * 4;\n scanLog.push(\n `${t.sym}: 💰 Partial TP 50% @ ${price.toFixed(4)} | PnL: +$${\n pnl.toFixed(2)\n } | Trail stop: ${t.tsl.toFixed(4)}`,\n );\n }\n\n // Process full closes\n for (const { t, price, tpSl, reason } of toClose) {\n t._exitNote = `Scan price: ${price.toFixed(4)} | ${reason} level: ${\n tpSl.toFixed(4)\n }`;\n closePosition(state, t, price, reason);\n state.positions = state.positions.filter((p) => p.id !== t.id);\n if (state.positions.length < 3 && state.setups.length > 0) {\n const next = state.setups.find((s) =>\n !state.positions.some((p) => p.sym === s.sym)\n );\n if (next) {\n const res = openPosition(\n state,\n next.side,\n next.ep,\n next.sl,\n next.tp,\n next.lev || 10,\n next.sym,\n );\n if (res === \"ok\") {\n state.setups = state.setups.filter((s) => s.id !== next.id);\n scanLog.push(\n `${next.sym}: 🔄 Auto-executed from setup backlog (slot freed by ${t.sym} ${reason})`,\n );\n }\n }\n }\n }\n}\n\n// ── Main cron ─────────────────────────────\nexport default async function () {\n const runStart = new Date().toISOString();\n console.log(`[${runStart}] FuturesBot v3 cron started`);\n\n if (!JSONBIN_KEY || !JSONBIN_BIN_ID) {\n console.error(\n \"WARNING: JSONBIN_KEY or JSONBIN_BIN_ID not set. Add them to Environment Variables.\",\n );\n return;\n }\n\n // Load state\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 if (!state.pendingSignals) state.pendingSignals = {};\n\n // Read strategy settings saved by bot HTML\n const strat = state.strategySettings || {};\n const EXIT_STRATEGY = strat.exitStrategy || \"trail\";\n const MIN_RR = parseFloat(strat.minRR || 2);\n const USE_4H_FILTER = strat.use4HFilter !== false;\n const MAX_CANDLE_WAIT = parseInt(strat.maxCandles || 4);\n const TRAIL_CALLBACK = parseFloat(strat.trailCallback || 2.5) / 100;\n\n console.log(\n `[Strategy] exit:${EXIT_STRATEGY} minRR:${MIN_RR} 4H:${USE_4H_FILTER} maxCandles:${MAX_CANDLE_WAIT} callback:${\n (TRAIL_CALLBACK * 100).toFixed(1)\n }%`,\n );\n\n const watchlist = state.watchlist ||\n [\"BTCUSDT\", \"ETHUSDT\", \"SOLUSDT\", \"BNBUSDT\", \"XRPUSDT\"];\n const prices = {};\n const scanLog = [];\n\n // ── Step 1: Fetch current prices ─────────\n for (const sym of watchlist) {\n const p = await getOKXPrice(sym);\n if (p) prices[sym] = p;\n await new Promise((r) => setTimeout(r, 400)); // increased from 200ms to reduce race conditions\n }\n\n // ── Step 2: Update open positions ────────\n updatePositions(state, prices, EXIT_STRATEGY, TRAIL_CALLBACK);\n\n // Log any closed positions\n const closedThisRun = state.history.filter((h) =>\n h.closeTime && Date.now() - h.closeTime < 70 * 60 * 1000\n );\n for (const h of closedThisRun) {\n const pnlStr = h.pnl >= 0\n ? `+$${h.pnl.toFixed(2)}`\n : `-$${Math.abs(h.pnl).toFixed(2)}`;\n scanLog.push(\n `${h.sym}: 🔒 Position closed (${h.closeReason}) | PnL: ${pnlStr} | ROI: ${\n h.roi.toFixed(1)\n }%`,\n );\n }\n\n // ── Step 3: Check pending signals ────────\n for (const sym of Object.keys(state.pendingSignals)) {\n const pending = state.pendingSignals[sym];\n\n // Skip if already executed by HTML bot — anti-double-entry\n if (pending.executedBy) {\n scanLog.push(\n `${sym}: ⏭ Signal already executed by ${pending.executedBy} — skipping`,\n );\n delete state.pendingSignals[sym];\n continue;\n }\n\n // Skip if already has position\n if (symAlreadyActive(state, sym)) {\n delete state.pendingSignals[sym];\n continue;\n }\n\n pending.candleCount = (pending.candleCount || 1) + 1;\n const currentPrice = prices[sym] || pending.price;\n\n // Fix 2: Raised threshold 3% → 5%\n // Before: signal cancelled if price moved 3% (too easy to trigger in crypto)\n // Now: signal gets more room — cancelled only if price moved 5%\n // Analogy: giving the trade more breathing room before giving up\n const priceMove = Math.abs(currentPrice - pending.price) / pending.price;\n if (priceMove > 0.05) {\n scanLog.push(\n `${sym}: ❌ Signal cancelled — price moved ${\n (priceMove * 100).toFixed(1)\n }% from entry (>5%)`,\n );\n delete state.pendingSignals[sym];\n await new Promise((r) => setTimeout(r, 300));\n continue;\n }\n\n // Expire after max candles\n if (pending.candleCount > MAX_CANDLE_WAIT) {\n scanLog.push(\n `${sym}: ❌ Signal expired — no confirmation after ${MAX_CANDLE_WAIT} candles`,\n );\n delete state.pendingSignals[sym];\n continue;\n }\n\n // Check confirmation\n const conf = await checkConfirmation(sym, pending);\n if (conf.confirmed) {\n // Check 4H trend alignment — respects USE_4H_FILTER setting\n const trend = await check4HTrend(sym, pending.dir);\n if (USE_4H_FILTER && !trend.ok) {\n scanLog.push(`${sym}: ⚠ Confirmed but blocked by 4H — ${trend.reason}`);\n pending.candleCount--; // don't waste a candle slot on 4H block\n await new Promise((r) => setTimeout(r, 500));\n continue;\n }\n\n scanLog.push(\n `${sym}: ✅ Confirmed + 4H ok (${trend.reason}) | ${conf.reason}`,\n );\n\n // Re-fetch price at EXACT moment of execution\n // prices[sym] was fetched at start of run — could be 2-3 minutes old\n // For accurate entry, get fresh price right now\n let actualEntryPrice = prices[sym] || pending.price;\n const freshPrice = await getOKXPrice(sym);\n if (freshPrice) {\n actualEntryPrice = freshPrice;\n prices[sym] = freshPrice; // update for SL/TP checks too\n }\n\n const phasePriceDiff = Math.abs(actualEntryPrice - pending.price) /\n pending.price * 100;\n scanLog.push(\n `${sym}: Fresh price @ ${actualEntryPrice.toFixed(4)} (Phase1: ${\n pending.price.toFixed(4)\n }, diff: ${phasePriceDiff.toFixed(2)}%)`,\n );\n\n if (state.positions.length < 3) {\n const res = openPosition(\n state,\n pending.dir,\n actualEntryPrice,\n actualSL,\n actualTP,\n state.portfolio.defaultLev || 10,\n sym,\n );\n if (res === \"ok\") {\n scanLog.push(\n `${sym}: 🚀 OPENED ${pending.dir} @ ${\n actualEntryPrice.toFixed(4)\n } | SL: ${actualSL.toFixed(4)} | TP: ${\n actualTP.toFixed(4)\n } | R:R 1:2`,\n );\n } else {\n scanLog.push(`${sym}: Open failed (${res}) — added to setup backlog`);\n if (!state.setups.some((s) => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++,\n sym,\n side: pending.dir,\n lev: state.portfolio.defaultLev || 10,\n ep: actualEntryPrice,\n sl: actualSL,\n tp: actualTP,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`,\n time: Date.now(),\n });\n }\n }\n } else {\n scanLog.push(`${sym}: Max positions reached — added to setup backlog`);\n if (!state.setups.some((s) => s.sym === sym)) {\n state.setups.push({\n id: state.nextId++,\n sym,\n side: pending.dir,\n lev: state.portfolio.defaultLev || 10,\n ep: actualEntryPrice,\n sl: actualSL,\n tp: actualTP,\n reason: `CVD:${pending.cvdType} OI:${pending.oiTrend}`,\n time: Date.now(),\n });\n }\n }\n delete state.pendingSignals[sym];\n } else {\n scanLog.push(\n `${sym}: ⏳ Pending ${pending.dir} — candle ${pending.candleCount}/${MAX_CANDLE_WAIT} | ${conf.reason}`,\n );\n }\n\n await new Promise((r) => setTimeout(r, 500));\n }\n\n // ── Step 4: Scan for new Phase 1 signals ─\n for (const sym of watchlist) {\n if (symAlreadyActive(state, sym)) {\n scanLog.push(`${sym}: skipped — position open`);\n continue;\n }\n if (state.pendingSignals[sym]) {\n // Already being tracked above\n continue;\n }\n\n const bars = await getOKXBars(sym, \"1H\", 100);\n if (!bars || bars.length < 20) {\n scanLog.push(`${sym}: fetch failed`);\n continue;\n }\n\n const sig = await detectPhase1(sym, bars);\n\n if (sig) {\n // Re-fetch fresh price for accurate SL/TP calculation\n const freshPriceP1 = await getOKXPrice(sym) || sig.price;\n if (freshPriceP1 !== sig.price) prices[sym] = freshPriceP1;\n\n // Recalculate SL/TP based on fresh price\n const slDistP1 = Math.abs(sig.price - sig.sl);\n const freshSL = sig.dir === \"SHORT\"\n ? freshPriceP1 + slDistP1\n : freshPriceP1 - slDistP1;\n const freshTP = sig.dir === \"SHORT\"\n ? freshPriceP1 - slDistP1 * 2\n : freshPriceP1 + slDistP1 * 2;\n\n state.pendingSignals[sym] = {\n dir: sig.dir,\n price: freshPriceP1, // fresh price, not candle close\n sl: freshSL,\n tp: freshTP,\n rr: sig.rr,\n cvdType: sig.cvdType,\n oiTrend: sig.oiTrend,\n vpvrZone: sig.vpvrZone,\n fr: sig.fr,\n candleCount: 1,\n detectedAt: runStart,\n };\n scanLog.push(\n `${sym}: ⚡ Phase 1 SIGNAL ${sig.dir} @ ${\n freshPriceP1.toFixed(4)\n } | CVD:${sig.cvdType} OI:${sig.oiTrend} VPVR:${sig.vpvrZone} | Waiting confirmation (1/${MAX_CANDLE_WAIT})`,\n );\n } else {\n scanLog.push(`${sym}: no signal`);\n }\n\n await new Promise((r) => setTimeout(r, 600));\n }\n\n // ── Step 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 // ── Step 6: Append 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 // ── Step 7: Write lock + save to JSONBin ─\n // Set a lock timestamp so bot HTML knows val.town just wrote\n // Bot HTML reads this and skips auto-save for 60 seconds after val.town run\n state._valTownLastRun = Date.now();\n await saveState(state);\n\n console.log(\n `[${runStart}] Done. Balance: $${\n state.portfolio.balance.toFixed(2)\n } | Equity: $${\n state.portfolio.equity.toFixed(2)\n } | Positions: ${state.positions.length} | Pending: ${\n Object.keys(state.pendingSignals).length\n }`,\n );\n console.log(\"Scan:\", scanLog);\n}","createdAt",["D",1780575068698],"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":168,"_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":169,"_70":-5,"_71":72,"_73":72,"_74":75,"_76":75,"_77":75,"_78":72,"_79":72,"_80":170,"_82":171,"_84":172,"_86":25},"tree",[159,160],"files",[159,160],"counts",{"_147":61,"_148":149,"_150":61,"_151":152,"_153":154},"contents",[128,129],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_43":143,"_32":28,"_30":31,"_133":-5,"_41":42,"_40":14,"_135":25,"_38":144,"_13":145,"_33":34,"_35":37,"_24":25,"_141":-5,"_27":146},{"_43":130,"_32":131,"_30":132,"_133":-5,"_41":42,"_40":134,"_135":136,"_38":137,"_13":138,"_33":139,"_35":140,"_24":25,"_141":-5,"_27":142},"ad4d9f94-5bf5-11f1-b3f4-ee650bb23af1","okx.ts","b6dde358-5bef-11f1-8a60-ee650bb23af1","parentId",33,"latest",true,["D",1780124615769],4,"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],"e4e5e421-6d9c-4511-ad6d-6fe05b479d94",["D",1780575068698],38,[28],"pulls","branches",1,"forks","envVars",{"_155":157,"_158":61},"connections",{"_155":61,"_156":61},"count","unfilledCount",2,"emptyCount",{"_43":143,"_32":28,"_30":31,"_133":-5,"_41":42,"_40":14,"_135":25,"_38":165,"_13":145,"_33":34,"_35":37,"_24":25,"_141":-5,"_162":166,"_27":167},{"_43":130,"_32":131,"_30":132,"_133":-5,"_41":42,"_40":134,"_135":136,"_38":161,"_13":138,"_33":139,"_35":140,"_24":25,"_141":-5,"_162":163,"_27":164},["D",1780124615769],"children",[],[131],["D",1780575068698],[],[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":206,"_207":208,"_209":210,"_211":25,"_212":25,"_213":25,"_214":136,"_215":-5,"_216":-7,"_217":-7,"_218":61,"_219":25,"_220":25,"_221":-5,"_222":25,"_223":25,"_224":25,"_225":-5},"ENV",{"_177":178,"_179":180,"_181":88,"_182":183,"_184":185,"_186":187,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197,"_198":199,"_200":201,"_202":203,"_204":205},"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","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

Diff · v52