[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_167":168,"_169":170},"routes/_app.x.$handle.$name",{"_95":94,"_32":45,"_104":85,"_27":105,"_13":14,"_106":-5,"_11":107,"_108":109,"_110":111,"_112":113,"_114":115,"_20":-5,"_116":-5,"_117":-5,"_118":25,"_119":120,"_121":25,"_122":-5,"_123":-5,"_124":125},"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":-5,"_65":-5,"_66":-5,"_67":-5,"_68":69,"_70":69,"_71":72,"_73":72,"_74":72,"_75":69,"_76":69,"_77":78,"_79":80,"_81":82,"_83":25},"version",19,"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","6e47ec80-8456-11f1-b0cd-1607ee4eb77e","name","fileType","interval","content","import { blob } from \"https://esm.town/v/std/blob\";\n\nconst CRON_VERSION = \"v9-sticky-ticker\";\n\nconst FALLBACK_SPAN_MS = 15 * 60 * 1000;\nconst MAX_TICKS = 1440;\nconst VOL_LOOKBACK_MIN = 240;\nconst MAX_LOG = 3000;\n\nfunction erf(x) {\n const s = x < 0 ? -1 : 1;\n x = Math.abs(x);\n const t = 1 / (1 + 0.3275911 * x);\n const y = 1 -\n (((((1.061405429 * t - 1.453152027) * t) + 1.421413741) * t - 0.284496736) *\n t +\n 0.254829592) *\n t *\n Math.exp(-x * x);\n return s * y;\n}\nconst normCdf = (z) => 0.5 * (1 + erf(z / Math.SQRT2));\n\nasync function fetchBTC() {\n const sources = [\n {\n url: \"https://api.coinbase.com/v2/prices/BTC-USD/spot\",\n parse: (j) => parseFloat(j.data.amount),\n },\n {\n url: \"https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT\",\n parse: (j) => parseFloat(j.price),\n },\n {\n url: \"https://api.kraken.com/0/public/Ticker?pair=XBTUSD\",\n parse: (j) => parseFloat(Object.values(j.result)[0].c[0]),\n },\n ];\n for (const s of sources) {\n try {\n const r = await fetch(s.url);\n if (!r.ok) continue;\n const j = await r.json();\n const p = s.parse(j);\n if (p && !isNaN(p)) return p;\n } catch (e) {}\n }\n return null;\n}\n\nasync function fetchKalshi(spot, preferredTicker) {\n const path =\n \"/trade-api/v2/markets?series_ticker=KXBTC15M&status=open&limit=200\";\n const bases = [\n \"https://api.elections.kalshi.com\",\n \"https://external-api.kalshi.com\",\n ];\n for (const base of bases) {\n try {\n const r = await fetch(base + path);\n if (!r.ok) continue;\n const j = await r.json();\n const now = Date.now();\n const markets = (j.markets || [])\n .map((m) => ({ ...m, closeMs: new Date(m.close_time).getTime() }))\n .filter((m) => m.closeMs > now)\n .sort((a, b) => a.closeMs - b.closeMs);\n if (!markets.length) continue;\n const nearest = markets[0].closeMs;\n let win = markets.filter((m) => m.closeMs === nearest);\n const stickTo = preferredTicker\n ? win.find((m) => m.ticker === preferredTicker)\n : null;\n if (stickTo) {\n win = [stickTo];\n } else if (spot != null) {\n win.sort(\n (a, b) =>\n Math.abs((a.floor_strike ?? 1e12) - spot) -\n Math.abs((b.floor_strike ?? 1e12) - spot),\n );\n }\n const m = win[0];\n const px = (v, d) => {\n const raw = d != null ? d : v != null ? v / 100 : null;\n if (raw == null) return null;\n const n = Number(raw);\n return isFinite(n) ? n : null;\n };\n const yesBid = px(m.yes_bid, m.yes_bid_dollars);\n const yesAsk = px(m.yes_ask, m.yes_ask_dollars);\n let noBid = px(m.no_bid, m.no_bid_dollars);\n let noAsk = px(m.no_ask, m.no_ask_dollars);\n if (noBid == null && yesAsk != null) noBid = 1 - yesAsk;\n if (noAsk == null && yesBid != null) noAsk = 1 - yesBid;\n const last = px(m.last_price, m.last_price_dollars);\n if (yesBid == null && yesAsk == null) {\n console.log(\n \"Kalshi bid/ask missing — raw fields:\",\n JSON.stringify({\n yes_bid: m.yes_bid,\n yes_ask: m.yes_ask,\n yes_bid_dollars: m.yes_bid_dollars,\n yes_ask_dollars: m.yes_ask_dollars,\n last_price: m.last_price,\n last_price_dollars: m.last_price_dollars,\n }),\n );\n }\n return {\n ok: true,\n ticker: m.ticker,\n strike: m.floor_strike ?? m.cap_strike ?? null,\n closeMs: m.closeMs,\n yesBid,\n yesAsk,\n noBid,\n noAsk,\n last,\n };\n } catch (e) {}\n }\n return { ok: false };\n}\n\nexport default async function (interval) {\n const now = Date.now();\n\n const price = await fetchBTC();\n if (price == null) {\n console.log(\"tick skipped: no price source responded\");\n return;\n }\n\n const ticks = (await blob.getJSON(\"btc_kalshi_ticks\")) || [];\n ticks.push({ t: now, p: price });\n while (ticks.length > MAX_TICKS) ticks.shift();\n await blob.setJSON(\"btc_kalshi_ticks\", ticks);\n\n const rec = ticks.filter((t) => now - t.t <= VOL_LOOKBACK_MIN * 60000);\n let sigmaLn = 0.0005;\n if (rec.length > 5) {\n const rets = [];\n for (let i = 1; i < rec.length; i++) {\n const dtMin = (rec[i].t - rec[i - 1].t) / 60000;\n if (dtMin > 0) {\n rets.push(Math.log(rec[i].p / rec[i - 1].p) / Math.sqrt(dtMin));\n }\n }\n if (rets.length > 3) {\n const mean = rets.reduce((a, b) => a + b, 0) / rets.length;\n const v = rets.reduce((a, b) => a + (b - mean) ** 2, 0) / rets.length;\n const est = Math.sqrt(v);\n if (est > 0 && isFinite(est)) sigmaLn = Math.max(est, 0.00005);\n }\n }\n\n // Fetch pending early so we know which ticker (if any) we're already\n // tracking for the in-progress window, before asking Kalshi for markets.\n const pendingBefore = await blob.getJSON(\"btc_kalshi_pending\");\n const stickTicker = pendingBefore && now < pendingBefore.closeMs\n ? pendingBefore.id\n : null;\n const kalshi = await fetchKalshi(price, stickTicker);\n\n const MOMENTUM_LOOKBACK_MIN = 15;\n let liveMomentumZ = null;\n {\n const target = now - MOMENTUM_LOOKBACK_MIN * 60000;\n let ref = null;\n for (let i = ticks.length - 1; i >= 0; i--) {\n if (ticks[i].t <= target) {\n ref = ticks[i];\n break;\n }\n }\n if (ref && ref.p > 0 && sigmaLn > 0) {\n const denom = sigmaLn * Math.sqrt(MOMENTUM_LOOKBACK_MIN);\n liveMomentumZ = Math.log(price / ref.p) / denom;\n }\n }\n\n const MOM_MIN_N = 400;\n const MOM_MIN_IMPROVEMENT = 0.008;\n function computeMomentumWeight(entries) {\n const withBoth = entries.filter(\n (r) =>\n r.z != null && isFinite(r.z) && r.momentumZ != null &&\n isFinite(r.momentumZ),\n );\n if (withBoth.length < MOM_MIN_N) {\n return { w: 0, n: withBoth.length, active: false };\n }\n const brierAt = (w) => {\n let sum = 0;\n for (const r of withBoth) {\n sum += (normCdf(r.z + w * r.momentumZ) - r.result) ** 2;\n }\n return sum / withBoth.length;\n };\n const baseline = brierAt(0);\n let bestW = 0, bestBrier = baseline;\n for (let w = -1.5; w <= 1.5001; w += 0.1) {\n const b = brierAt(w);\n if (b < bestBrier) {\n bestBrier = b;\n bestW = w;\n }\n }\n if (baseline - bestBrier < MOM_MIN_IMPROVEMENT) {\n return {\n w: 0,\n n: withBoth.length,\n active: false,\n wouldBeW: bestW,\n baseline,\n bestBrier,\n };\n }\n return { w: bestW, n: withBoth.length, active: true, baseline, bestBrier };\n }\n\n const CALIB_MIN_N = 150;\n const CALIB_MIN_IMPROVEMENT = 0.005;\n function computeCalibration(effZEntries) {\n const withZ = effZEntries.filter((r) => r.effZ != null && isFinite(r.effZ));\n if (withZ.length < CALIB_MIN_N) {\n return { k: 1, n: withZ.length, active: false };\n }\n const brierAt = (k) => {\n let sum = 0;\n for (const r of withZ) sum += (normCdf(r.effZ / k) - r.result) ** 2;\n return sum / withZ.length;\n };\n const baseline = brierAt(1);\n let bestK = 1, bestBrier = baseline;\n for (let k = 0.4; k <= 3.0001; k += 0.05) {\n const b = brierAt(k);\n if (b < bestBrier) {\n bestBrier = b;\n bestK = k;\n }\n }\n if (baseline - bestBrier < CALIB_MIN_IMPROVEMENT) {\n return {\n k: 1,\n n: withZ.length,\n active: false,\n wouldBeK: bestK,\n baseline,\n bestBrier,\n };\n }\n return { k: bestK, n: withZ.length, active: true, baseline, bestBrier };\n }\n\n const log = (await blob.getJSON(\"btc_kalshi_log\")) || [];\n const mom = computeMomentumWeight(log);\n const effZEntries = log.map((r) => ({\n effZ: r.z != null\n ? r.z + mom.w * (r.momentumZ != null ? r.momentumZ : 0)\n : null,\n result: r.result,\n }));\n const calib = computeCalibration(effZEntries);\n await blob.setJSON(\"btc_kalshi_calibration\", calib);\n await blob.setJSON(\"btc_kalshi_momentum\", mom);\n\n const currentId = kalshi.ok\n ? kalshi.ticker\n : \"auto-\" + Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS;\n const currentCloseMs = kalshi.ok\n ? kalshi.closeMs\n : Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS + FALLBACK_SPAN_MS;\n const currentStrike = kalshi.ok && kalshi.strike != null\n ? kalshi.strike\n : price;\n const currentStrikeSource = kalshi.ok && kalshi.strike != null\n ? \"kalshi\"\n : \"auto\";\n\n function num(x) {\n if (x == null) return null;\n const n = Number(x);\n return isFinite(n) ? n : null;\n }\n function estimateMarketUp(k) {\n if (!k.ok) return null;\n const yb = num(k.yesBid),\n ya = num(k.yesAsk),\n nb = num(k.noBid),\n na = num(k.noAsk),\n ls = num(k.last);\n if (yb != null && ya != null) return (yb + ya) / 2;\n if (ya != null && na != null && ya + na > 0) return ya / (ya + na);\n if (yb != null && nb != null && yb + nb > 0) return yb / (yb + nb);\n if (ya != null) return ya;\n if (yb != null) return yb;\n if (na != null) return 1 - na;\n if (nb != null) return 1 - nb;\n if (ls != null) return ls;\n return null;\n }\n const currentMarketUp = estimateMarketUp(kalshi);\n if (kalshi.ok && currentMarketUp == null) {\n console.log(\n \"marketUp still null despite kalshi.ok — raw fields:\",\n JSON.stringify({\n yesBid: kalshi.yesBid,\n yesAsk: kalshi.yesAsk,\n noBid: kalshi.noBid,\n noAsk: kalshi.noAsk,\n last: kalshi.last,\n }),\n );\n }\n const currentYesAsk = kalshi.ok ? kalshi.yesAsk : null;\n const currentNoAsk = kalshi.ok ? kalshi.noAsk : null;\n\n const liveTimeLeftMin = Math.max(0, (currentCloseMs - now) / 60000);\n const liveZ = liveTimeLeftMin > 0\n ? Math.log(price / currentStrike) / (sigmaLn * Math.sqrt(liveTimeLeftMin))\n : price >= currentStrike\n ? 8\n : -8;\n const liveCombinedZ = liveZ +\n mom.w * (liveMomentumZ != null ? liveMomentumZ : 0);\n const liveModelUp = normCdf(liveCombinedZ / calib.k);\n const liveUpEV = currentYesAsk != null ? liveModelUp - currentYesAsk : null;\n const liveDownEV = currentNoAsk != null\n ? 1 - liveModelUp - currentNoAsk\n : null;\n\n let pending = pendingBefore;\n\n const WINDOW_DURATION_MS = 15 * 60 * 1000;\n\n if (pending && (now >= pending.closeMs || pending.id !== currentId)) {\n const result = price >= pending.strike ? 1 : 0;\n const windowOpenMs = pending.closeMs - WINDOW_DURATION_MS;\n const graded = {\n ts: now,\n closeMs: pending.closeMs,\n lockedAt: pending.lockedAt != null ? pending.lockedAt : null,\n lockLatencyMs: pending.lockedAt != null\n ? pending.lockedAt - windowOpenMs\n : null,\n strike: pending.strike,\n finalSpot: price,\n result,\n modelUp: pending.modelUp,\n z: pending.z != null ? pending.z : null,\n momentumZ: pending.momentumZ != null ? pending.momentumZ : null,\n marketUp: pending.marketUp,\n modelCorrect: (pending.modelUp >= 0.5 ? 1 : 0) === result ? 1 : 0,\n marketCorrect: pending.marketUp != null\n ? ((pending.marketUp >= 0.5 ? 1 : 0) === result ? 1 : 0)\n : null,\n lockUpEV: pending.upEV != null ? pending.upEV : null,\n lockDownEV: pending.downEV != null ? pending.downEV : null,\n };\n log.push(graded);\n while (log.length > MAX_LOG) log.shift();\n await blob.setJSON(\"btc_kalshi_log\", log);\n pending = null;\n }\n\n const LOCK_SETTLE_TICKS = 0;\n\n let readyToLock = !pending || pending.id !== currentId;\n if (readyToLock && LOCK_SETTLE_TICKS > 0) {\n let armed = (await blob.getJSON(\"btc_kalshi_armed\")) || null;\n if (!armed || armed.id !== currentId) {\n armed = { id: currentId, ticksSeen: 1 };\n } else armed = { id: currentId, ticksSeen: armed.ticksSeen + 1 };\n readyToLock = armed.ticksSeen > LOCK_SETTLE_TICKS;\n await blob.setJSON(\"btc_kalshi_armed\", readyToLock ? null : armed);\n }\n\n if (readyToLock) {\n pending = {\n id: currentId,\n closeMs: currentCloseMs,\n strike: currentStrike,\n strikeSource: currentStrikeSource,\n modelUp: liveModelUp,\n z: liveZ,\n momentumZ: liveMomentumZ,\n marketUp: currentMarketUp,\n yesAsk: currentYesAsk,\n noAsk: currentNoAsk,\n upEV: liveUpEV,\n downEV: liveDownEV,\n lockedAt: now,\n };\n }\n if (pending) await blob.setJSON(\"btc_kalshi_pending\", pending);\n\n await blob.setJSON(\"btc_kalshi_latest\", {\n now,\n price,\n strike: pending ? pending.strike : currentStrike,\n strikeSource: pending ? pending.strikeSource : currentStrikeSource,\n closeMs: pending ? pending.closeMs : currentCloseMs,\n modelUp: liveModelUp,\n marketUp: currentMarketUp,\n lockedModelUp: pending ? pending.modelUp : null,\n lockedMarketUp: pending ? pending.marketUp : null,\n lockedAt: pending ? pending.lockedAt : null,\n yesAsk: currentYesAsk,\n noAsk: currentNoAsk,\n upEV: liveUpEV,\n downEV: liveDownEV,\n sigmaLn,\n calibK: calib.k,\n calibN: calib.n,\n calibActive: calib.active,\n momW: mom.w,\n momN: mom.n,\n momActive: mom.active,\n kalshiOk: kalshi.ok,\n kalshiTicker: kalshi.ok ? kalshi.ticker : null,\n });\n\n console.log(\n `[${CRON_VERSION}] $${price.toFixed(2)} · strike $${\n (pending ? pending.strike : currentStrike).toFixed(2)\n } (${pending ? pending.strikeSource : currentStrikeSource}) · ` +\n `live modelUp ${(liveModelUp * 100).toFixed(1)}%` +\n (currentMarketUp != null\n ? ` · live marketUp ${(currentMarketUp * 100).toFixed(1)}%`\n : \" · live marketUp: null\") +\n (pending\n ? ` · [locked for grading: modelUp ${\n (pending.modelUp * 100).toFixed(1)\n }%` +\n (pending.marketUp != null\n ? `, marketUp ${(pending.marketUp * 100).toFixed(1)}%`\n : \"\") +\n `]`\n : \" · [settling — not locked yet]\"),\n );\n}","import { blob } from \"https://esm.town/v/std/blob\";\n\nconst CRON_VERSION = \"v10-locked-ev-expose\";\n\nconst FALLBACK_SPAN_MS = 15 * 60 * 1000;\nconst MAX_TICKS = 1440;\nconst VOL_LOOKBACK_MIN = 240;\nconst MAX_LOG = 3000;\n\nfunction erf(x) {\n const s = x < 0 ? -1 : 1;\n x = Math.abs(x);\n const t = 1 / (1 + 0.3275911 * x);\n const y = 1 -\n (((((1.061405429 * t - 1.453152027) * t) + 1.421413741) * t - 0.284496736) *\n t +\n 0.254829592) *\n t *\n Math.exp(-x * x);\n return s * y;\n}\nconst normCdf = (z) => 0.5 * (1 + erf(z / Math.SQRT2));\n\nasync function fetchBTC() {\n const sources = [\n {\n url: \"https://api.coinbase.com/v2/prices/BTC-USD/spot\",\n parse: (j) => parseFloat(j.data.amount),\n },\n {\n url: \"https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT\",\n parse: (j) => parseFloat(j.price),\n },\n {\n url: \"https://api.kraken.com/0/public/Ticker?pair=XBTUSD\",\n parse: (j) => parseFloat(Object.values(j.result)[0].c[0]),\n },\n ];\n for (const s of sources) {\n try {\n const r = await fetch(s.url);\n if (!r.ok) continue;\n const j = await r.json();\n const p = s.parse(j);\n if (p && !isNaN(p)) return p;\n } catch (e) {}\n }\n return null;\n}\n\nasync function fetchKalshi(spot, preferredTicker) {\n const path =\n \"/trade-api/v2/markets?series_ticker=KXBTC15M&status=open&limit=200\";\n const bases = [\n \"https://api.elections.kalshi.com\",\n \"https://external-api.kalshi.com\",\n ];\n for (const base of bases) {\n try {\n const r = await fetch(base + path);\n if (!r.ok) continue;\n const j = await r.json();\n const now = Date.now();\n const markets = (j.markets || [])\n .map((m) => ({ ...m, closeMs: new Date(m.close_time).getTime() }))\n .filter((m) => m.closeMs > now)\n .sort((a, b) => a.closeMs - b.closeMs);\n if (!markets.length) continue;\n const nearest = markets[0].closeMs;\n let win = markets.filter((m) => m.closeMs === nearest);\n const stickTo = preferredTicker\n ? win.find((m) => m.ticker === preferredTicker)\n : null;\n if (stickTo) {\n win = [stickTo];\n } else if (spot != null) {\n win.sort(\n (a, b) =>\n Math.abs((a.floor_strike ?? 1e12) - spot) -\n Math.abs((b.floor_strike ?? 1e12) - spot),\n );\n }\n const m = win[0];\n const px = (v, d) => {\n const raw = d != null ? d : v != null ? v / 100 : null;\n if (raw == null) return null;\n const n = Number(raw);\n return isFinite(n) ? n : null;\n };\n const yesBid = px(m.yes_bid, m.yes_bid_dollars);\n const yesAsk = px(m.yes_ask, m.yes_ask_dollars);\n let noBid = px(m.no_bid, m.no_bid_dollars);\n let noAsk = px(m.no_ask, m.no_ask_dollars);\n if (noBid == null && yesAsk != null) noBid = 1 - yesAsk;\n if (noAsk == null && yesBid != null) noAsk = 1 - yesBid;\n const last = px(m.last_price, m.last_price_dollars);\n if (yesBid == null && yesAsk == null) {\n console.log(\n \"Kalshi bid/ask missing — raw fields:\",\n JSON.stringify({\n yes_bid: m.yes_bid,\n yes_ask: m.yes_ask,\n yes_bid_dollars: m.yes_bid_dollars,\n yes_ask_dollars: m.yes_ask_dollars,\n last_price: m.last_price,\n last_price_dollars: m.last_price_dollars,\n }),\n );\n }\n return {\n ok: true,\n ticker: m.ticker,\n strike: m.floor_strike ?? m.cap_strike ?? null,\n closeMs: m.closeMs,\n yesBid,\n yesAsk,\n noBid,\n noAsk,\n last,\n };\n } catch (e) {}\n }\n return { ok: false };\n}\n\nexport default async function (interval) {\n const now = Date.now();\n\n const price = await fetchBTC();\n if (price == null) {\n console.log(\"tick skipped: no price source responded\");\n return;\n }\n\n const ticks = (await blob.getJSON(\"btc_kalshi_ticks\")) || [];\n ticks.push({ t: now, p: price });\n while (ticks.length > MAX_TICKS) ticks.shift();\n await blob.setJSON(\"btc_kalshi_ticks\", ticks);\n\n const rec = ticks.filter((t) => now - t.t <= VOL_LOOKBACK_MIN * 60000);\n let sigmaLn = 0.0005;\n if (rec.length > 5) {\n const rets = [];\n for (let i = 1; i < rec.length; i++) {\n const dtMin = (rec[i].t - rec[i - 1].t) / 60000;\n if (dtMin > 0) {\n rets.push(Math.log(rec[i].p / rec[i - 1].p) / Math.sqrt(dtMin));\n }\n }\n if (rets.length > 3) {\n const mean = rets.reduce((a, b) => a + b, 0) / rets.length;\n const v = rets.reduce((a, b) => a + (b - mean) ** 2, 0) / rets.length;\n const est = Math.sqrt(v);\n if (est > 0 && isFinite(est)) sigmaLn = Math.max(est, 0.00005);\n }\n }\n\n const pendingBefore = await blob.getJSON(\"btc_kalshi_pending\");\n const stickTicker = pendingBefore && now < pendingBefore.closeMs\n ? pendingBefore.id\n : null;\n const kalshi = await fetchKalshi(price, stickTicker);\n\n const MOMENTUM_LOOKBACK_MIN = 15;\n let liveMomentumZ = null;\n {\n const target = now - MOMENTUM_LOOKBACK_MIN * 60000;\n let ref = null;\n for (let i = ticks.length - 1; i >= 0; i--) {\n if (ticks[i].t <= target) {\n ref = ticks[i];\n break;\n }\n }\n if (ref && ref.p > 0 && sigmaLn > 0) {\n const denom = sigmaLn * Math.sqrt(MOMENTUM_LOOKBACK_MIN);\n liveMomentumZ = Math.log(price / ref.p) / denom;\n }\n }\n\n const MOM_MIN_N = 400;\n const MOM_MIN_IMPROVEMENT = 0.008;\n function computeMomentumWeight(entries) {\n const withBoth = entries.filter(\n (r) =>\n r.z != null && isFinite(r.z) && r.momentumZ != null &&\n isFinite(r.momentumZ),\n );\n if (withBoth.length < MOM_MIN_N) {\n return { w: 0, n: withBoth.length, active: false };\n }\n const brierAt = (w) => {\n let sum = 0;\n for (const r of withBoth) {\n sum += (normCdf(r.z + w * r.momentumZ) - r.result) ** 2;\n }\n return sum / withBoth.length;\n };\n const baseline = brierAt(0);\n let bestW = 0, bestBrier = baseline;\n for (let w = -1.5; w <= 1.5001; w += 0.1) {\n const b = brierAt(w);\n if (b < bestBrier) {\n bestBrier = b;\n bestW = w;\n }\n }\n if (baseline - bestBrier < MOM_MIN_IMPROVEMENT) {\n return {\n w: 0,\n n: withBoth.length,\n active: false,\n wouldBeW: bestW,\n baseline,\n bestBrier,\n };\n }\n return { w: bestW, n: withBoth.length, active: true, baseline, bestBrier };\n }\n\n const CALIB_MIN_N = 150;\n const CALIB_MIN_IMPROVEMENT = 0.005;\n function computeCalibration(effZEntries) {\n const withZ = effZEntries.filter((r) => r.effZ != null && isFinite(r.effZ));\n if (withZ.length < CALIB_MIN_N) {\n return { k: 1, n: withZ.length, active: false };\n }\n const brierAt = (k) => {\n let sum = 0;\n for (const r of withZ) sum += (normCdf(r.effZ / k) - r.result) ** 2;\n return sum / withZ.length;\n };\n const baseline = brierAt(1);\n let bestK = 1, bestBrier = baseline;\n for (let k = 0.4; k <= 3.0001; k += 0.05) {\n const b = brierAt(k);\n if (b < bestBrier) {\n bestBrier = b;\n bestK = k;\n }\n }\n if (baseline - bestBrier < CALIB_MIN_IMPROVEMENT) {\n return {\n k: 1,\n n: withZ.length,\n active: false,\n wouldBeK: bestK,\n baseline,\n bestBrier,\n };\n }\n return { k: bestK, n: withZ.length, active: true, baseline, bestBrier };\n }\n\n const log = (await blob.getJSON(\"btc_kalshi_log\")) || [];\n const mom = computeMomentumWeight(log);\n const effZEntries = log.map((r) => ({\n effZ: r.z != null\n ? r.z + mom.w * (r.momentumZ != null ? r.momentumZ : 0)\n : null,\n result: r.result,\n }));\n const calib = computeCalibration(effZEntries);\n await blob.setJSON(\"btc_kalshi_calibration\", calib);\n await blob.setJSON(\"btc_kalshi_momentum\", mom);\n\n const currentId = kalshi.ok\n ? kalshi.ticker\n : \"auto-\" + Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS;\n const currentCloseMs = kalshi.ok\n ? kalshi.closeMs\n : Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS + FALLBACK_SPAN_MS;\n const currentStrike = kalshi.ok && kalshi.strike != null\n ? kalshi.strike\n : price;\n const currentStrikeSource = kalshi.ok && kalshi.strike != null\n ? \"kalshi\"\n : \"auto\";\n\n function num(x) {\n if (x == null) return null;\n const n = Number(x);\n return isFinite(n) ? n : null;\n }\n function estimateMarketUp(k) {\n if (!k.ok) return null;\n const yb = num(k.yesBid),\n ya = num(k.yesAsk),\n nb = num(k.noBid),\n na = num(k.noAsk),\n ls = num(k.last);\n if (yb != null && ya != null) return (yb + ya) / 2;\n if (ya != null && na != null && ya + na > 0) return ya / (ya + na);\n if (yb != null && nb != null && yb + nb > 0) return yb / (yb + nb);\n if (ya != null) return ya;\n if (yb != null) return yb;\n if (na != null) return 1 - na;\n if (nb != null) return 1 - nb;\n if (ls != null) return ls;\n return null;\n }\n const currentMarketUp = estimateMarketUp(kalshi);\n if (kalshi.ok && currentMarketUp == null) {\n console.log(\n \"marketUp still null despite kalshi.ok — raw fields:\",\n JSON.stringify({\n yesBid: kalshi.yesBid,\n yesAsk: kalshi.yesAsk,\n noBid: kalshi.noBid,\n noAsk: kalshi.noAsk,\n last: kalshi.last,\n }),\n );\n }\n const currentYesAsk = kalshi.ok ? kalshi.yesAsk : null;\n const currentNoAsk = kalshi.ok ? kalshi.noAsk : null;\n\n const liveTimeLeftMin = Math.max(0, (currentCloseMs - now) / 60000);\n const liveZ = liveTimeLeftMin > 0\n ? Math.log(price / currentStrike) / (sigmaLn * Math.sqrt(liveTimeLeftMin))\n : price >= currentStrike\n ? 8\n : -8;\n const liveCombinedZ = liveZ +\n mom.w * (liveMomentumZ != null ? liveMomentumZ : 0);\n const liveModelUp = normCdf(liveCombinedZ / calib.k);\n const liveUpEV = currentYesAsk != null ? liveModelUp - currentYesAsk : null;\n const liveDownEV = currentNoAsk != null\n ? 1 - liveModelUp - currentNoAsk\n : null;\n\n let pending = pendingBefore;\n\n const WINDOW_DURATION_MS = 15 * 60 * 1000;\n\n if (pending && (now >= pending.closeMs || pending.id !== currentId)) {\n const result = price >= pending.strike ? 1 : 0;\n const windowOpenMs = pending.closeMs - WINDOW_DURATION_MS;\n const graded = {\n ts: now,\n closeMs: pending.closeMs,\n lockedAt: pending.lockedAt != null ? pending.lockedAt : null,\n lockLatencyMs: pending.lockedAt != null\n ? pending.lockedAt - windowOpenMs\n : null,\n strike: pending.strike,\n finalSpot: price,\n result,\n modelUp: pending.modelUp,\n z: pending.z != null ? pending.z : null,\n momentumZ: pending.momentumZ != null ? pending.momentumZ : null,\n marketUp: pending.marketUp,\n modelCorrect: (pending.modelUp >= 0.5 ? 1 : 0) === result ? 1 : 0,\n marketCorrect: pending.marketUp != null\n ? ((pending.marketUp >= 0.5 ? 1 : 0) === result ? 1 : 0)\n : null,\n lockUpEV: pending.upEV != null ? pending.upEV : null,\n lockDownEV: pending.downEV != null ? pending.downEV : null,\n };\n log.push(graded);\n while (log.length > MAX_LOG) log.shift();\n await blob.setJSON(\"btc_kalshi_log\", log);\n pending = null;\n }\n\n const LOCK_SETTLE_TICKS = 0;\n\n let readyToLock = !pending || pending.id !== currentId;\n if (readyToLock && LOCK_SETTLE_TICKS > 0) {\n let armed = (await blob.getJSON(\"btc_kalshi_armed\")) || null;\n if (!armed || armed.id !== currentId) {\n armed = { id: currentId, ticksSeen: 1 };\n } else armed = { id: currentId, ticksSeen: armed.ticksSeen + 1 };\n readyToLock = armed.ticksSeen > LOCK_SETTLE_TICKS;\n await blob.setJSON(\"btc_kalshi_armed\", readyToLock ? null : armed);\n }\n\n if (readyToLock) {\n pending = {\n id: currentId,\n closeMs: currentCloseMs,\n strike: currentStrike,\n strikeSource: currentStrikeSource,\n modelUp: liveModelUp,\n z: liveZ,\n momentumZ: liveMomentumZ,\n marketUp: currentMarketUp,\n yesAsk: currentYesAsk,\n noAsk: currentNoAsk,\n upEV: liveUpEV,\n downEV: liveDownEV,\n lockedAt: now,\n };\n }\n if (pending) await blob.setJSON(\"btc_kalshi_pending\", pending);\n\n await blob.setJSON(\"btc_kalshi_latest\", {\n now,\n price,\n strike: pending ? pending.strike : currentStrike,\n strikeSource: pending ? pending.strikeSource : currentStrikeSource,\n closeMs: pending ? pending.closeMs : currentCloseMs,\n modelUp: liveModelUp,\n marketUp: currentMarketUp,\n lockedModelUp: pending ? pending.modelUp : null,\n lockedMarketUp: pending ? pending.marketUp : null,\n lockedUpEV: pending ? pending.upEV : null,\n lockedDownEV: pending ? pending.downEV : null,\n lockedAt: pending ? pending.lockedAt : null,\n yesAsk: currentYesAsk,\n noAsk: currentNoAsk,\n upEV: liveUpEV,\n downEV: liveDownEV,\n sigmaLn,\n calibK: calib.k,\n calibN: calib.n,\n calibActive: calib.active,\n momW: mom.w,\n momN: mom.n,\n momActive: mom.active,\n kalshiOk: kalshi.ok,\n kalshiTicker: kalshi.ok ? kalshi.ticker : null,\n });\n\n console.log(\n `[${CRON_VERSION}] $${price.toFixed(2)} · strike $${\n (pending ? pending.strike : currentStrike).toFixed(2)\n } (${pending ? pending.strikeSource : currentStrikeSource}) · ` +\n `live modelUp ${(liveModelUp * 100).toFixed(1)}%` +\n (currentMarketUp != null\n ? 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Diff · v19