[{"_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",22,"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","// Val Town HTTP val. Create a new val, type = HTTP.\n// Paste this whole file as its content, then open the val's URL.\n// Reads the state written by valtown-cron.ts — deploy that one first,\n// let it run a few minutes, then this will have data to show.\n\nimport { blob } from \"https://esm.town/v/std/blob\";\n\nfunction fmtUsd(n) {\n return n == null || isNaN(n)\n ? \"—\"\n : n.toLocaleString(\"en-US\", {\n style: \"currency\",\n currency: \"USD\",\n maximumFractionDigits: 2,\n });\n}\nfunction fmtPct(n) {\n return n == null || isNaN(n) ? \"—\" : (n * 100).toFixed(1) + \"%\";\n}\nfunction cents(n) {\n return n == null || isNaN(n) ? \"—\" : (n * 100).toFixed(1) + \"¢\";\n}\nfunction brier(arr, key) {\n return arr.length\n ? arr.reduce((a, r) => a + (r[key] - r.result) ** 2, 0) / arr.length\n : null;\n}\n\nexport default async function (req) {\n const reqUrl = new URL(req.url);\n\n // Same-origin fast path for the live price ticker. The browser calls\n // THIS endpoint (no cross-origin request, no CORS uncertainty at all),\n // and this fetches Coinbase server-side — the same approach the cron\n // already uses successfully every minute.\n if (reqUrl.searchParams.get(\"live\") === \"1\") {\n try {\n const r = await fetch(\"https://api.coinbase.com/v2/prices/BTC-USD/spot\");\n if (!r.ok) throw new Error(\"coinbase http \" + r.status);\n const j = await r.json();\n const p = parseFloat(j.data.amount);\n if (!p || !isFinite(p)) throw new Error(\"bad price shape\");\n return Response.json({ ok: true, price: p }, {\n headers: { \"cache-control\": \"no-store\" },\n });\n } catch (e) {\n return Response.json(\n { ok: false, error: String(e && e.message) },\n { status: 502, headers: { \"cache-control\": \"no-store\" } },\n );\n }\n }\n\n const latest = (await blob.getJSON(\"btc_kalshi_latest\")) || null;\n const ticks = (await blob.getJSON(\"btc_kalshi_ticks\")) || [];\n const rawLog = (await blob.getJSON(\"btc_kalshi_log\")) || [];\n // Two independent data-hygiene checks, both filtering out records that\n // don't represent a fair, honest 15-minutes-out prediction:\n // 1. ts >= closeMs — graded after the window's real close (catches\n // duplicates from the earlier ticker-hop bug: a premature grade\n // mid-window).\n // 2. lockLatencyMs at or under 1 minute — locked within one cron\n // interval of the window's actual open. The cron always tries to\n // lock on the very first tick it notices a new window (no\n // artificial delay by design), but Val Town's own scheduling jitter\n // or an occasional failed tick can still push a lock past a minute\n // sometimes. Rather than count those as normal, they're excluded —\n // even a modest delay measurably inflates apparent accuracy without\n // any real skill involved (demonstrated earlier: a zero-skill model\n // went from ~50% to ~58% accuracy just by peeking one extra\n // minute). This trades some sample size for a stricter, fairer bar.\n // This is the set used for the history list — every window that passes\n // these two checks is shown, including ones graded against a fallback\n // strike (see statsLog below), so nothing is silently hidden.\n const MAX_SANE_LOCK_LATENCY_MS = 60 * 1000; // exactly 1 minute\n const log = rawLog.filter(\n (r) =>\n r.ts >= r.closeMs &&\n (r.lockLatencyMs == null || r.lockLatencyMs <= MAX_SANE_LOCK_LATENCY_MS),\n );\n\n // A third check, layered on top of `log`, for the accuracy/Brier/signal\n // NUMBERS specifically (not the history list): strikeSource !== \"auto\".\n // If Kalshi was unreachable at the exact moment a window was first\n // locked, the cron falls back to using live spot price as a stand-in\n // strike so the model still has something to predict against. That's a\n // real prediction, but not a prediction about Kalshi's actual market —\n // it's testing whether BTC beat a number this tracker invented, not\n // whether the model would have won on the real, tradeable strike. Mixing\n // that into \"Model accuracy\" would silently answer a different,\n // arbitrarily easier-or-harder question. These windows still appear in\n // \"Where it locked each round\" for transparency (tagged so it's obvious\n // why), they just don't count toward the accuracy or Brier numbers.\n const statsLog = log.filter((r) => r.strikeSource !== \"auto\");\n\n const now = Date.now();\n const stale = latest ? now - latest.now > 5 * 60 * 1000 : true; // allow a couple of missed 1-min ticks\n\n const n = statsLog.length;\n const modelHits = statsLog.filter((r) => r.modelCorrect).length;\n const withMkt = statsLog.filter((r) => r.marketCorrect != null);\n const mktHits = withMkt.filter((r) => r.marketCorrect).length;\n const modelBrier = brier(statsLog, \"modelUp\");\n const mktBrier = brier(withMkt, \"marketUp\");\n\n // EV effectiveness: of the windows where the model showed a positive-EV\n // side at lock time, did that side actually hit more often than chance?\n // This tests the EV signal itself against real outcomes, rather than just\n // trusting that a positive number on screen means anything.\n function signalSide(r) {\n const u = r.lockUpEV, d = r.lockDownEV;\n if (u != null && u > 0 && (d == null || d <= 0 || u >= d)) return \"up\";\n if (d != null && d > 0) return \"down\";\n return null;\n }\n const withSignal = statsLog.filter((r) => signalSide(r) != null);\n const signalHits = withSignal.filter(\n (r) =>\n (signalSide(r) === \"up\" && r.result === 1) ||\n (signalSide(r) === \"down\" && r.result === 0),\n ).length;\n const noSignal = statsLog.filter((r) => signalSide(r) == null);\n const noSignalHits = noSignal.filter((r) => r.modelCorrect).length;\n\n const timeLeft = latest ? Math.max(0, (latest.closeMs - now) / 1000) : null;\n const mm = timeLeft != null ? Math.floor(timeLeft / 60) : null;\n const ss = timeLeft != null ? Math.floor(timeLeft % 60) : null;\n\n // sparkline path\n const pts = ticks.slice(-200);\n let svgChart = \"\";\n if (pts.length > 1) {\n const ps = pts.map((p) => p.p);\n let lo = Math.min(...ps), hi = Math.max(...ps);\n if (latest) {\n lo = Math.min(lo, latest.strike);\n hi = Math.max(hi, latest.strike);\n }\n const pad = (hi - lo) * 0.15 || 50;\n lo -= pad;\n hi += pad;\n const W = 600, H = 160;\n const span = hi - lo || 1;\n const X = (i) => (i / (pts.length - 1)) * W;\n const Y = (v) => H - ((v - lo) / span) * H;\n const d = pts.map((p, i) =>\n (i ? \"L\" : \"M\") + X(i).toFixed(1) + \" \" + Y(p.p).toFixed(1)\n ).join(\" \");\n const strikeLine = latest\n ? ``\n : \"\";\n svgChart =\n ``;\n } else {\n svgChart =\n `

collecting ticks…

`;\n }\n\n const stripHtml = statsLog\n .slice(-40)\n .map(\n (r) =>\n `

`,\n )\n .join(\"\");\n\n function fmtLatency(ms) {\n if (ms == null) return \"\";\n const s = Math.round(ms / 1000);\n return s < 60 ? `+${s}s` : `+${Math.floor(s / 60)}m${s % 60}s`;\n }\n function fmtWindowRange(closeMs) {\n const openMs = closeMs - 15 * 60 * 1000;\n const openStr = new Date(openMs).toLocaleTimeString(\"en-US\", {\n hour: \"numeric\",\n minute: \"2-digit\",\n timeZone: \"UTC\",\n });\n const closeStr = new Date(closeMs).toLocaleTimeString(\"en-US\", {\n hour: \"numeric\",\n minute: \"2-digit\",\n timeZone: \"UTC\",\n });\n return { openMs, closeMs, text: `${openStr}–${closeStr} UTC` };\n }\n\n // Only rounds graded after real lock-time tracking was added. Mixing\n // those with older records (which fell back to showing their CLOSE\n // time) put two different clock concepts in one list — and since a\n // window's close time is the same moment as the next window's open\n // time, that made unrelated rounds look like duplicate or out-of-order\n // timestamps. This list will simply be short for the next few hours\n // until enough newly-timestamped rounds accumulate, rather than ever\n // showing a misleading time again.\n const timestampedLog = log.filter((r) => r.lockedAt != null);\n\n function fmtEvLine(upEV, downEV) {\n if (upEV != null && upEV > 0) {\n return `Buy Up EV was ${\n (upEV * 100).toFixed(1)\n }¢`;\n }\n if (downEV != null && downEV > 0) {\n return `Buy Down EV was ${\n (downEV * 100).toFixed(1)\n }¢`;\n }\n if (upEV != null || downEV != null) {\n return `No positive edge on either side at lock`;\n }\n return `EV unavailable at lock (no live Kalshi ask)`;\n }\n\n const recentLocksHtml = timestampedLog\n .slice(-12)\n .reverse()\n .map((r) => {\n const w = fmtWindowRange(r.closeMs);\n const called = r.modelUp >= 0.5 ? \"UP\" : \"DOWN\";\n const calledPct = r.modelUp >= 0.5 ? r.modelUp : 1 - r.modelUp;\n const latency = fmtLatency(r.lockLatencyMs);\n const settleDist = r.finalSpot != null ? r.finalSpot - r.strike : null;\n const isAutoStrike = r.strikeSource === \"auto\";\n return `

${w.text}

locked $${\n r.strike.toLocaleString(\"en-US\", { maximumFractionDigits: 0 })\n }${\n isAutoStrike ? ` EST` : \"\"\n }${\n latency ? ` ${latency}` : \"\"\n }

${called} ${(calledPct * 100).toFixed(0)}%

${r.modelCorrect ? \"✅\" : \"❌\"}

▾

\n ${\n isAutoStrike\n ? `

Kalshi was unreachable the moment this window locked, so the strike above is an estimate (live spot price at lock time), not Kalshi's real strike — this round isn't counted in the accuracy or Brier numbers above.

`\n : \"\"\n }\n

Market called ${\n r.marketUp != null\n ? fmtPct(r.marketUp >= 0.5 ? r.marketUp : 1 - r.marketUp) + \" \" +\n (r.marketUp >= 0.5 ? \"UP\" : \"DOWN\")\n : \"—\"\n }${\n r.marketCorrect != null ? (r.marketCorrect ? \" ✅\" : \" ❌\") : \"\"\n }

${fmtEvLine(r.lockUpEV, r.lockDownEV)}

Settled ${\n fmtUsd(r.finalSpot)\n }${\n settleDist != null\n ? ` (${settleDist >= 0 ? \"▲\" : \"▼\"} ${\n fmtUsd(Math.abs(settleDist))\n } vs strike)`\n : \"\"\n }

`;\n })\n .join(\"\");\n\n // The round that's still running right now — not yet graded, so it has\n // no ✅/❌ result. Shown above the completed history, visually distinct.\n const currentLockHtml = latest && latest.lockedModelUp != null\n ? (() => {\n const called = latest.lockedModelUp >= 0.5 ? \"UP\" : \"DOWN\";\n const calledPct = latest.lockedModelUp >= 0.5\n ? latest.lockedModelUp\n : 1 - latest.lockedModelUp;\n const w = fmtWindowRange(latest.closeMs);\n const latency = latest.lockedAt != null\n ? fmtLatency(latest.lockedAt - w.openMs)\n : \"\";\n const isAutoStrike = latest.strikeSource === \"auto\";\n return `

NOW${w.text}

locked $${\n latest.strike.toLocaleString(\"en-US\", { maximumFractionDigits: 0 })\n }${\n isAutoStrike ? ` EST` : \"\"\n }${\n latency ? ` ${latency}` : \"\"\n }

${called} ${(calledPct * 100).toFixed(0)}%

⏳

▾

\n ${\n isAutoStrike\n ? `

Kalshi was unreachable the moment this window locked, so the strike above is an estimate (live spot price at lock time), not Kalshi's real strike — this round won't count in the accuracy or Brier numbers once graded.

`\n : \"\"\n }\n

Market called ${\n latest.lockedMarketUp != null\n ? fmtPct(\n latest.lockedMarketUp >= 0.5\n ? latest.lockedMarketUp\n : 1 - latest.lockedMarketUp,\n ) + \" \" + (latest.lockedMarketUp >= 0.5 ? \"UP\" : \"DOWN\")\n : \"—\"\n }

${\n fmtEvLine(latest.lockedUpEV, latest.lockedDownEV)\n }

Still running — settles when the window closes.

`;\n })()\n : \"\";\n\n const dist = latest ? latest.price - latest.strike : null;\n // The cron writes a fresh strike/lean once a minute. If the window it\n // last saw has already closed, that strike and lean are stale — show a\n // waiting state instead of numbers that no longer describe anything real.\n const windowExpired = latest ? now >= latest.closeMs : false;\n const verdict = latest && latest.modelUp != null\n ? (latest.modelUp >= 0.5 ? \"UP\" : \"DOWN\")\n : null;\n const verdictP = latest && latest.modelUp != null\n ? (latest.modelUp >= 0.5 ? latest.modelUp : 1 - latest.modelUp)\n : null;\n\n // A genuine, earned \"buy signal\": only ever true once BOTH the momentum\n // term has proven itself on real history AND the EV-effectiveness split\n // above shows a real gap between the two buckets, with enough data in\n // the signal bucket to trust it. Absent either, this stays false — no\n // badge, no \"buy now,\" just the honest numbers above.\n const EARNED_SIGNAL_MIN_N = 30;\n const earnedSignal = latest && latest.momActive &&\n withSignal.length >= EARNED_SIGNAL_MIN_N &&\n signalHits / withSignal.length -\n (noSignal.length ? noSignalHits / noSignal.length : 0.5) > 0.08;\n\n const isPartial = reqUrl.searchParams.get(\"partial\") === \"1\";\n\n const inner = `\n

BTC · Kalshi 15-min

${\n stale\n ? \"grader stale — check the cron val is running\"\n : \"grading in background\"\n }

\n\n ${\n earnedSignal\n ? `

Earned signal — active✓

Both the momentum term and the EV-effectiveness split have now shown a real, tested edge on history. Check the \"Does the EV signal mean anything?\" and \"Self-tuning\" cards below for the actual numbers before acting on this.

`\n : \"\"\n }\n\n

${fmtUsd(latest ? latest.price : null)}

${latest ? \"price as of just now\" : \"\"}

= 0 ? \"var(--up)\" : \"var(--down)\")\n : \"transparent\"\n }\">${\n windowExpired\n ? \"⏳ waiting for next lock…\"\n : dist != null\n ? `${dist >= 0 ? \"▲\" : \"▼\"} ${fmtUsd(Math.abs(dist))} ${\n dist >= 0 ? \"above\" : \"below\"\n } strike ${fmtUsd(latest.strike)}`\n : \"\"\n }

${svgChart}

\n\n

Window closes in\n ${mm != null ? mm + \":\" + String(ss).padStart(2, \"0\") : \"—\"}

\n \n ${\n latest && latest.kalshiOk\n ? \"Kalshi: \" + latest.kalshiTicker\n : \"Kalshi quote unavailable this tick — strike still tracked via price feed (\" +\n (latest ? latest.strikeSource : \"—\") +\n \").\"\n }\n

\n\n

\n Model guess · driftless lognormal barrier\n

\n ⏳ Waiting for the cron to catch up to this window — it checks in about once a minute, not synced to the exact open time, so this can take up to ~60s.\n

\n ${\n verdict\n ? `

\n ${verdict === \"UP\" ? \"▲\" : \"▼\"}\n

LEAN ${verdict} LIVE

${\n fmtPct(verdictP)\n } to finish ${verdict.toLowerCase()}

Model P(Up)

${\n fmtPct(latest.modelUp)\n }

Market P(Up)

${\n latest.marketUp != null ? fmtPct(latest.marketUp) : \"—\"\n }

0 ? \" up\" : \"\"\n }\">\n

Buy Up EV

${\n latest.upEV != null ? cents(latest.upEV) : \"—\"\n }

0 ? \" up\" : \"\"\n }\">\n

Buy Down EV

${\n latest.downEV != null ? cents(latest.downEV) : \"—\"\n }

\n ${\n latest.upEV == null && latest.downEV == null\n ? 'EV needs a live tradable ask price from Kalshi — unavailable this tick (check the cron\\'s logs for \"bid/ask missing\" if this persists).'\n : \"EV = model probability minus what you'd actually pay. Positive means the model disagrees with the market's price, not that it's right — see the scoreboard below before trusting it.\"\n }\n

LOCKED${\n latest.lockedAt != null\n ? ` `\n : \"\"\n } being graded: model ${\n fmtPct(\n latest.lockedModelUp,\n )\n }${\n latest.lockedMarketUp != null\n ? `, market ${fmtPct(latest.lockedMarketUp)}`\n : \"\"\n } — fixed at first sight of this window so scoring stays fair, even though the numbers above keep moving.

`\n : `

Waiting on the first cron tick.

`\n }\n

\n\n

Track record🏆

\n ${\n n === 0\n ? `

No graded windows yet — this fills in automatically as the cron runs, whether or not you're looking at this page.

`\n : `

Model accuracy

${\n fmtPct(\n modelHits / n,\n )\n } (${modelHits}/${n})

Market accuracy

${\n withMkt.length ? fmtPct(mktHits / withMkt.length) : \"—\"\n } (${mktHits}/${withMkt.length})

Model Brier

${\n modelBrier != null ? modelBrier.toFixed(3) : \"—\"\n }

Market Brier

${\n mktBrier != null ? mktBrier.toFixed(3) : \"—\"\n }

${stripHtml}

Lower Brier wins; 0.25 is a coin flip. If the model's Brier isn't clearly under the market's after a few dozen windows, there's no edge here — the expected outcome, not a failure.

`\n }\n

\n\n

Where it locked each round

\n ${\n !currentLockHtml && timestampedLog.length === 0\n ? `

Nothing locked yet.

`\n : `

${currentLockHtml}${recentLocksHtml}

Each row is identified by its own window's real open–close boundaries (always on the quarter-hour), so it can never be confused with any other round. The small +Ns/+Nm tag shows how long after the window opened this tracker actually locked its call. The blue row is the round still running, marked ⏳ until it's graded.${\n timestampedLog.length < 12\n ? ` This list is still filling in after a recent update — it'll reach 12 rounds within a few hours.`\n : \"\"\n }

`\n }\n

\n\n

Does the EV signal mean anything?▾

\n ${\n withSignal.length === 0\n ? `

No graded windows yet had a positive-EV side at lock time — nothing to test.

`\n : `

When EV said \"buy\" (n=${withSignal.length})

${\n fmtPct(signalHits / withSignal.length)\n } (${signalHits}/${withSignal.length})

When it didn't (n=${noSignal.length})

${\n noSignal.length ? fmtPct(noSignalHits / noSignal.length) : \"—\"\n } (${noSignalHits}/${noSignal.length})

This is the honest answer to \"where are good spots to buy\": if the left number isn't clearly higher than the right one — and with counts this small, it almost certainly isn't yet — the EV signal hasn't demonstrated it's worth following. Needs dozens more graded windows in each bucket before this is trustworthy either way.

`\n }\n

\n\n

Self-tuning▾

Confidence calibration

${\n latest && latest.calibActive ? \"ON\" : \"OFF\"\n }

\n ${\n latest && latest.calibActive\n ? `Applying ${\n latest.calibK.toFixed(2)\n }× scaling, earned on ${latest.calibN} graded rounds.`\n : `${\n latest ? latest.calibN : 0\n }/150 graded rounds — ${\n latest && latest.calibN >= 150\n ? \"enough data, but no real miscalibration found yet.\"\n : \"not enough data yet to safely turn on.\"\n }`\n }\n

Momentum weight

${\n latest && latest.momActive ? \"ON\" : \"OFF\"\n }

\n ${\n latest && latest.momActive\n ? `Weighting recent trend at ${\n latest.momW.toFixed(2)\n }, earned on ${latest.momN} graded rounds.`\n : `${\n latest ? latest.momN : 0\n }/400 graded rounds — ${\n latest && latest.momN >= 400\n ? \"enough data, but no real trend edge found yet.\"\n : \"not enough data yet to safely turn on.\"\n }`\n }\n

Two separate, gated corrections. Calibration only rescales confidence toward or away from 50% — it can't invent a new edge. Momentum tests whether recent trend predicts the next 15 minutes at all. Both stay off until they've proven a real accuracy gain on history, not just a lucky-looking one.

\n\n

No-bet is the default. This dashboard exists to show whether the model ever beats the market's own price — it almost never should, after spread and fees. Don't size positions on a win streak; a hot run in the log above is noise, not a signal to press.

\n\n

Kalshi's windows open exactly on the quarter-hour and settle on a 60-second average of their own reference price — not an instant snapshot. This tracker grades against a single spot reading close to that window, which will usually match but can occasionally differ by a little near a fast-moving close. Each prediction locks the moment this tracker notices the window (see the +Ns tags above for exactly how long that took) and is graded against a real outcome, not a simulated one.

\n`;\n\n if (isPartial) {\n return new Response(inner, {\n headers: {\n \"content-type\": \"text/html; charset=utf-8\",\n \"cache-control\": \"no-store\",\n \"access-control-allow-origin\": \"*\",\n },\n });\n }\n\n const html = `\n\nBTC · Kalshi 15-min\n\n

${inner}

connecting…

\n\n`;\n\n return new Response(html, {\n headers: {\n \"content-type\": \"text/html; charset=utf-8\",\n \"cache-control\": \"no-store\",\n \"access-control-allow-origin\": \"*\",\n },\n });\n}","import { blob } from \"https://esm.town/v/std/blob\";\n\nconst CRON_VERSION = \"v11-pinned-identity\";\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\nfunction median(arr) {\n const s = [...arr].sort((a, b) => a - b);\n const mid = Math.floor(s.length / 2);\n return s.length % 2 ? s[mid] : (s[mid - 1] + s[mid]) / 2;\n}\n\n// Fetches all three sources concurrently and cross-validates instead of\n// trusting whichever one answers first. A single bad tick from any one\n// source -- not an outage, just a wrong number -- used to flow straight\n// into sigmaLn (contaminating volatility for up to 240 minutes forward)\n// and the momentum reference point with no check at all.\nasync function fetchBTC(lastKnownPrice) {\n const sources = [\n {\n name: \"coinbase\",\n url: \"https://api.coinbase.com/v2/prices/BTC-USD/spot\",\n parse: (j) => parseFloat(j.data.amount),\n },\n {\n name: \"binance\",\n url: \"https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT\",\n parse: (j) => parseFloat(j.price),\n },\n {\n name: \"kraken\",\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 const settled = await Promise.allSettled(\n sources.map(async (s) => {\n const r = await fetch(s.url);\n if (!r.ok) throw new Error(\"http \" + r.status);\n const j = await r.json();\n const p = s.parse(j);\n if (!p || !isFinite(p) || p <= 0) throw new Error(\"bad price shape\");\n return { source: s.name, price: p };\n }),\n );\n const results = settled.filter((r) => r.status === \"fulfilled\").map((r) =>\n r.value\n );\n if (results.length === 0) return null;\n\n if (results.length >= 2) {\n const med = median(results.map((r) => r.price));\n // Keep only sources within 1% of the median -- catches one bad source\n // without requiring every source to agree exactly. Trusted regardless\n // of how large the move is, since two independent sources agreeing is\n // real corroboration, not a reason to second-guess a genuine crash.\n const agreeing = results.filter((r) => Math.abs(r.price / med - 1) <= 0.01);\n if (agreeing.length >= 2) return median(agreeing.map((r) => r.price));\n console.log(\n \"BTC sources disagree, no 2-way agreement:\",\n JSON.stringify(results),\n );\n }\n\n // Down to a single usable price (only one source responded, or sources\n // disagreed with each other). Sanity-check against the last known good\n // tick if we have one -- generous enough to never reject a genuine BTC\n // move, but catches gross data errors (decimal-place slips, stale cache,\n // wrong-asset responses). Still used even if it fails the check, since a\n // wrong-looking lone source might still be true, and a fully skipped tick\n // costs a full ~60s of visibility -- but it's logged so it's debuggable.\n const candidate = results[0];\n if (lastKnownPrice != null) {\n const moveFrac = Math.abs(candidate.price / lastKnownPrice - 1);\n if (moveFrac > 0.08) {\n console.log(\n `Suspect price: ${candidate.source} returned $${candidate.price} -- ` +\n `${\n (moveFrac * 100).toFixed(1)\n }% move from last known $${lastKnownPrice} in one tick, ` +\n `no second source to corroborate. Using it anyway.`,\n );\n }\n }\n return candidate.price;\n}\n\nasync function fetchKalshi(spot, opts) {\n opts = opts || {};\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\n let win;\n if (opts.requireTicker) {\n const exact = markets.find((m) => m.ticker === opts.requireTicker);\n if (!exact) return { ok: false };\n win = [exact];\n } else {\n const nearest = markets[0].closeMs;\n win = markets.filter((m) => m.closeMs === nearest);\n 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 }\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 ticks = (await blob.getJSON(\"btc_kalshi_ticks\")) || [];\n const lastKnownPrice = ticks.length ? ticks[ticks.length - 1].p : null;\n\n const price = await fetchBTC(lastKnownPrice);\n if (price == null) {\n console.log(\"tick skipped: no price source responded\");\n return;\n }\n\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 windowStillOpen = pendingBefore && now < pendingBefore.closeMs;\n const kalshi = windowStillOpen\n ? await fetchKalshi(price, { requireTicker: pendingBefore.id })\n : await fetchKalshi(price, {});\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 = windowStillOpen\n ? pendingBefore.id\n : kalshi.ok\n ? kalshi.ticker\n : \"auto-\" + Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS;\n const currentCloseMs = windowStillOpen\n ? pendingBefore.closeMs\n : kalshi.ok\n ? kalshi.closeMs\n : Math.floor(now / FALLBACK_SPAN_MS) * FALLBACK_SPAN_MS + FALLBACK_SPAN_MS;\n const currentStrike = windowStillOpen\n ? pendingBefore.strike\n : kalshi.ok && kalshi.strike != null\n ? kalshi.strike\n : price;\n const currentStrikeSource = windowStillOpen\n ? pendingBefore.strikeSource\n : 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 strikeSource: pending.strikeSource != null\n ? pending.strikeSource\n : \"kalshi\",\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 ? ` · 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}","createdAt",["D",1784840619177],"branchVersion","branchId","7d80b9e9-61e6-4b7e-aa7e-befb6ac4d8bb","id","55f60870-4258-4e48-bbed-3ebd67f03698","Btc15min",["D",1784564217723],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Kalshi","imageUrl","0d0668e7-655b-4c3f-8602-34537c20e4a8","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","019f8050-3a37-73e3-b02c-b23386b6c3b5","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_95":94,"_103":99},"org",{"_95":94,"_96":97,"_98":99,"_18":55,"_100":101,"_102":25},"branch",{"_13":84,"_32":85,"_43":42,"_86":44,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":45,"_93":94},"isOwned",28,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","jacksonfletcher","handle","displayName","Jackson Fletcher","avatar","https://lh3.googleusercontent.com/a/ACg8ocJMqzuUVu9STAa6peNRYaFwCk02iTiYv5A5jX7kptevo5AyGvMW=s96-c","tier","pro","canRestrictVals","profileImageUrl","branchName","","adoptOrgId",{"_43":44,"_32":45,"_38":163,"_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":164,"_79":165,"_81":166,"_83":25},"tree",[154,155],"files",[154,155],"counts",{"_143":61,"_144":145,"_146":61,"_147":148,"_149":150},"contents",[126,127],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_43":135,"_32":136,"_30":137,"_129":-5,"_41":42,"_40":138,"_130":139,"_38":140,"_13":61,"_33":20,"_35":141,"_24":25,"_133":-5,"_27":142},{"_43":128,"_32":28,"_30":31,"_129":-5,"_41":42,"_40":14,"_130":25,"_38":131,"_13":132,"_33":34,"_35":37,"_24":25,"_133":-5,"_27":134},"01da5ce2-d0fe-422e-81b2-b983798e1882","parentId","latest",["D",1784840619177],20,"label",[28],"6a5d4998-7df5-4f73-b3d7-b83fde009d82","README.md","d2c72b4a-8482-11f1-b043-1607ee4eb77e",9,true,["D",1784583284189],"# Btc15min",[136],"pulls","branches",1,"forks","envVars",{"_151":61,"_153":61},"connections",{"_151":61,"_152":61},"count","unfilledCount","emptyCount",{"_43":135,"_32":136,"_30":137,"_129":-5,"_41":42,"_40":138,"_130":139,"_38":160,"_13":61,"_33":20,"_35":141,"_24":25,"_133":-5,"_157":161,"_27":162},{"_43":128,"_32":28,"_30":31,"_129":-5,"_41":42,"_40":14,"_130":25,"_38":156,"_13":132,"_33":34,"_35":37,"_24":25,"_133":-5,"_157":158,"_27":159},["D",1784840619177],"children",[],[28],["D",1784583284189],[],[136],["D",1784564217723],{"_95":94,"_103":99},{"_95":94,"_96":97,"_98":99,"_18":55,"_100":101,"_102":25},{"_13":84,"_32":85,"_43":42,"_86":44,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":-5,"_92":45,"_93":94},"ctx",{"_77":-5,"_123":200,"_201":202,"_203":204,"_205":25,"_206":25,"_207":25,"_208":139,"_209":-5,"_210":-7,"_211":-7,"_212":61,"_213":25,"_214":25,"_215":-5,"_216":25,"_217":25,"_218":25,"_219":-5},"ENV",{"_171":172,"_173":174,"_175":85,"_176":177,"_178":179,"_180":181,"_182":183,"_184":185,"_186":187,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197,"_198":199},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","e87eb04e707cf64e7e532c8e8ec395f209e17f15","RENDER_GIT_BRANCH","POSTHOG_API_TOKEN","phc_nmoyuAkStEZuUp69rYlg1DZgrIt19Gx0Y4Hwf8tGgJP","POSTHOG_API_HOST","https://wart.val.town","WEB_API_TEMPLATE","https://{val}.web.val.run","APP_URL","https://www.val.town","MODULE_URL","https://esm.town","VANITY_WEB_API_TEMPLATE","https://{label}.val.run/","DENOLS_URL","https://lsp.val.town","NODE_ENV","production","CLOUDFLARE_TURNSTILE_SITE_KEY","0x4AAAAAACtaIZJH7s9rBMZ6","GOOGLE_CLIENT_ID","875989696899-jtsqkhlbdv5jrlsk8631p7ipjg3c6o62.apps.googleusercontent.com","STRIPE_PUBLISHABLE_KEY","pk_live_51N2zvWEpZTTLipIkVEwXrUG9AT0yeOOEYxszarZT1jpsZV58Ly6wlg3SltZpHN26CUalOBmUSY7adQRQiSkCZz2500qSXNkf8Y","API_URL","https://api.val.town",[],"preferencesKeybindings","default","preferencesTheme","light","preferencesFixers","preferencesCopilot","preferencesSelectionAi","preferencesCloseBrackets","preferencesChatPanelState","preferencesDprint","preferencesDenofmt","notificationCount","flagDenols","isBusinessOrgMember","businessOrgHandle","isBusinessOrgAdmin","isHigherTownieTier","navCollapsed","currentOrgId"]

Diff · v22