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It intentionally contains no wallet address, account balances, positions, or private account state.\n\n## Startup procedure for every new chat\n1. Fix current JST time.\n2. If the user reports a position/order change or this is a handoff boundary, retrieve live positions/orders once with the connected read-only account checker. Do not use that route for market screening.\n3. Retrieve the full current Hyperliquid/HIP-3 universe through `kamibaba/hyperliquid-market-bridge`.\n4. Validate `coverageComplete=true`, `registryVerified=true`, no venue failures, fresh `fetchedAt`, and active/valid counts.\n5. Read all active rows using stored-snapshot pagination; do not claim full-universe screening without reading the full active set.\n6. Screen Long and Short candidates independently, then decide whether the best portfolio should be one-sided or multi-leg. Long+Short is not mandatory.\n7. For finalists, fetch exact-symbol 5m/15m/1h/4h closed candles and L2 book (max two symbols per detailed request).\n8. Check current macro/news/fundamentals where material. Execution levels must use Hyperliquid/XYZ prices, not external cash prices.\n9. Define structural SL and structural TP first, then risk, notional, leverage and margin mode.\n10. Present exact prices, sizes, leverage, margin mode, SL/TP, expiry, cancellation conditions and chase cutoff.\n\n## Market data transport\nVal: `kamibaba/hyperliquid-market-bridge`\nHTTP file: `index.tsx`\nBridge version baseline: `1.1.1` (verify current version if behavior changes)\nUpstream: deployed read-only Netlify Hyperliquid market service.\nNo schedules / no automated trading / no wallet data in the market bridge.\n\nTypical calls:\n- `mode=market&limit=0` — refresh all venues.\n- `mode=read&data=market&offset=0&limit=100`, then 100/200/300... until `hasMore=false` — read the same saved snapshot without another upstream collection.\n- `mode=read&data=market&symbols=...` — shortlisted exact rows/deltas.\n- `mode=technical&coins=AAA,BBB` — exact symbols; closed 5m/15m/1h/4h bars + L2 book, max 2 symbols.\n\nNever assume the universe is a fixed count. Discover venues and active markets dynamically each time.\n\n## Account-data route\nThe read-only account checker is for position/order verification after reported account changes and handoff boundaries. Do not use it for broad market data or repeated polling.\n\nFor usable new-position headroom, prioritize the Hyperliquid UI `Balances → USDC → Available Balance` / actual order buying power. Do not equate API `withdrawable` with trading headroom.\n\n## Portfolio selection\nThe goal is the highest-expectancy portfolio, not preservation of the last favorite symbol.\nConsider:\n- long only\n- short only\n- multiple longs\n- multiple shorts\n- long + short\n- relative-value pairs\n- current-position maintenance/reduction/exit\n\nAlways inspect both Long and Short opportunity sets, but do NOT force a hedge. First assess broad market regime, majors, sector/category/chain rotation and correlation.\n\nIf Long+Short is used, size by structural-stop risk contribution and correlation/beta, not equal dollar notional.\n\nIf one leg's thesis breaks, close/reduce that leg; do not keep a broken long merely because a short hedge exists.\n\n## Crypto-specific behavior\nDo not apply stock logic mechanically to crypto. Include:\n- weekend alt rotations / “alt hour” behavior\n- chain/category/theme capital rotation\n- short/long squeeze risk\n- funding crowding\n- OI changes\n- Mark/Oracle premium\n- liquidity / spread / order book\n- liquidation data only when actually available\n- BTC/ETH relative strength and alt divergence\n\nFunding sign alone is never an entry signal. OI changes alone do not identify directional initiators.\n\n## Entry execution\nExecution choice is part of expectancy. Compare:\n- marketable core\n- single limit\n- manual limit ladder\n- core + ladder\n- breakout core + retest add\n- scale-out on exits\n\nDo not default to one “perfect” limit. Model non-fill opportunity cost.\n\nUse a small Core when momentum/hedge urgency makes waiting costly. Do not chase if already directionally exposed and pullback RR is better.\n\n## Native Scale orders\nUser's Hyperliquid UI cannot attach SL/TP while creating a native Scale entry.\nTherefore:\n- do not use native Scale as the default way to open a fresh unprotected position;\n- prefer normal Limit ladder entries with protection;\n- native Scale is primarily for Reduce-Only scale-out / partial profit taking;\n- native Scale add is acceptable only if an already-active Position SL demonstrably covers the additional filled size.\n\nFixed-size reduce-only TPs do not auto-resize after position additions. Recalculate after fills. Position TP/SL can manage the remaining position dynamically.\n\nWhen an intermediate TP executes, cancel stale unfilled add orders if they could rebuild the position after profit taking.\n\n## Margin and leverage\nDecision order:\n1. thesis\n2. entry\n3. structural SL\n4. structural TP\n5. max acceptable loss\n6. notional\n7. leverage + Cross/Isolated\n\nFor fixed notional and SL, increasing leverage does not itself increase stop-loss dollars; it changes margin efficiency and liquidation distance.\n\nFor existing Isolated positions, increasing the leverage setting may NOT automatically release previously allocated isolated margin. Check/remove isolated margin separately when appropriate.\n\nChoose leverage so liquidation remains safely beyond structural SL after allowing for slippage, gaps, Mark moves and volatility. Do not use unnecessarily low leverage if it only locks capital without lowering the defined risk.\n\nCross can be efficient for portfolio-level offsets but shares equity risk. Isolated contains idiosyncratic failures. Neither mode changes the requirement for a structural hard stop.\n\n## SL / TP / sizing\nStructural invalidation first. Do not place stops merely “close” to make risk small.\nUse 4h/1h/15m/5m structure and ATR context; 1m is execution detail, not thesis invalidation.\n\nTPs come from market structure, not the daily dollar goal. Consider resistance/support, prior highs/lows, breakouts, volume/liquidation levels when actually available, and scale-out to reduce near-miss risk.\n\nSize from max loss divided by stop distance. Daily target does not determine notional.\n\n## Fees\nPrefer the user's actual observed fee tier. Known historical observed rates were roughly taker 0.0081% and maker 0.0027%; re-check if needed.\nEvaluate Net PnL after fees, funding and slippage.\n\n## Daily target\nUser target: at least Net +$100 per JST day. Shortfall rolls fully into the next day.\nThis is a progress metric only. Never distort SL, TP, leverage or position size merely to hit the target.\n\n## Time budget\nBefore committing to a trade, estimate whether its target is a scalp, 1–6 hour trade, or potentially beyond the current day. Do not rely on a single slow trade if its realistic maximum profit is far below the remaining daily target; continue screening independent high-quality opportunities in parallel, without forcing trades.\n\n## Final answer format\nFor each actionable leg include exact:\n- Symbol / direction\n- Core entry and notional/quantity\n- Add entries\n- Max total notional\n- Leverage\n- Cross/Isolated\n- Hard SL and order type\n- TP1/TP2/final TP + allocations\n- Reduce Only\n- order expiry\n- cancellation condition\n- chase cutoff\n- partial-fill handling\n- max stop risk / net RR estimate\n\nDo not leave percentages for the user to convert into actual prices.\n\n## Change management\nUpdate this canonical file only for persistent rule/process changes, tool/transport changes, or newly learned platform mechanics. Do not persist live positions here; live account state is always re-fetched because stored positions become stale.\n\n\n## Persistent private handoff state\nThe latest account-specific handoff is stored in this val's **project-scoped blob storage**, not in a public file.\n\n- Blob key: `project:hyperliquid:authoritative-handoff:current`\n- Read it with the connected Val Town `readBlob` tool using storage `{type:\"val\", val:\"kamibaba/hyperliquid-market-bridge\"}`.\n- It contains the latest handoff snapshot, resolved/closed trade context, the public account address needed by the read-only checker, and the startup checklist.\n- It is **not** exposed by the public market HTTP endpoint.\n- Stored positions/prices are a handoff snapshot only. At the start of a new chat, immediately re-fetch live positions/orders and live markets; live values override the blob.\n- Update the blob at major handoff boundaries or when important project state/rules change. Ordinary fills can be recovered from the live account checker and do not require rewriting the public rules file every time.\n","# Hyperliquid / XYZ Project Rules — Persistent Canonical Rules\n\nUpdated: 2026-09-05 JST\n\nThis file contains only reusable trading/workflow rules. It intentionally contains no wallet address, account balances, positions, or private account state.\n\n## Startup procedure for every new chat\n1. Fix current JST time.\n2. If the user reports a position/order change or this is a handoff boundary, retrieve live positions/orders once with the connected read-only account checker. Do not use that route for market screening.\n3. Retrieve the full current Hyperliquid/HIP-3 universe through `kamibaba/hyperliquid-market-bridge`.\n4. Validate `coverageComplete=true`, `registryVerified=true`, no venue failures, fresh `fetchedAt`, and active/valid counts.\n5. Read all active rows using stored-snapshot pagination; do not claim full-universe screening without reading the full active set.\n6. Screen Long and Short candidates independently, then decide whether the best portfolio should be one-sided or multi-leg. Long+Short is not mandatory.\n7. For finalists, fetch exact-symbol 5m/15m/1h/4h closed candles and L2 book (max two symbols per detailed request).\n8. Check current macro/news/fundamentals where material. Execution levels must use Hyperliquid/XYZ prices, not external cash prices.\n9. Define structural SL and structural TP first, then risk, notional, leverage and margin mode.\n10. Present exact prices, sizes, leverage, margin mode, SL/TP, expiry, cancellation conditions and chase cutoff.\n\n## Market data transport\nVal: `kamibaba/hyperliquid-market-bridge`\nHTTP file: `index.tsx`\nBridge version baseline: `1.1.1` (verify current version if behavior changes)\nUpstream: deployed read-only Netlify Hyperliquid market service.\nNo schedules / no automated trading / no wallet data in the market bridge.\n\nTypical calls:\n- `mode=market&limit=0` — refresh all venues.\n- `mode=read&data=market&offset=0&limit=100`, then 100/200/300... until `hasMore=false` — read the same saved snapshot without another upstream collection.\n- `mode=read&data=market&symbols=...` — shortlisted exact rows/deltas.\n- `mode=technical&coins=AAA,BBB` — exact symbols; closed 5m/15m/1h/4h bars + L2 book, max 2 symbols.\n\nNever assume the universe is a fixed count. Discover venues and active markets dynamically each time.\n\n## Account-data route\nThe read-only account checker is for position/order verification after reported account changes and handoff boundaries, and for authoritative JST daily realized-PnL target tracking. Do not use it for broad market screening.\n\nThe checker now returns `dailyPnlJST`, `targetTracking`, and `portfolioReference` in addition to live positions/orders. `targetTracking` is the authoritative source for the $100/day progress metric unless the checker reports an error or incomplete coverage.\n\nFor usable new-position headroom, prioritize the Hyperliquid UI `Balances → USDC → Available Balance` / actual order buying power. Do not equate API `withdrawable` with trading headroom.\n\n## Portfolio selection\nThe goal is the highest-expectancy portfolio, not preservation of the last favorite symbol.\nConsider:\n- long only\n- short only\n- multiple longs\n- multiple shorts\n- long + short\n- relative-value pairs\n- current-position maintenance/reduction/exit\n\nAlways inspect both Long and Short opportunity sets, but do NOT force a hedge. First assess broad market regime, majors, sector/category/chain rotation and correlation.\n\nIf Long+Short is used, size by structural-stop risk contribution and correlation/beta, not equal dollar notional.\n\nIf one leg's thesis breaks, close/reduce that leg; do not keep a broken long merely because a short hedge exists.\n\n## Crypto-specific behavior\nDo not apply stock logic mechanically to crypto. Include:\n- weekend alt rotations / “alt hour” behavior\n- chain/category/theme capital rotation\n- short/long squeeze risk\n- funding crowding\n- OI changes\n- Mark/Oracle premium\n- liquidity / spread / order book\n- liquidation data only when actually available\n- BTC/ETH relative strength and alt divergence\n\nFunding sign alone is never an entry signal. OI changes alone do not identify directional initiators.\n\n## Entry execution\nExecution choice is part of expectancy. Compare:\n- marketable core\n- single limit\n- manual limit ladder\n- core + ladder\n- breakout core + retest add\n- scale-out on exits\n\nDo not default to one “perfect” limit. Model non-fill opportunity cost.\n\nUse a small Core when momentum/hedge urgency makes waiting costly. Do not chase if already directionally exposed and pullback RR is better.\n\n## Native Scale orders\nUser's Hyperliquid UI cannot attach SL/TP while creating a native Scale entry.\nTherefore:\n- do not use native Scale as the default way to open a fresh unprotected position;\n- prefer normal Limit ladder entries with protection;\n- native Scale is primarily for Reduce-Only scale-out / partial profit taking;\n- native Scale add is acceptable only if an already-active Position SL demonstrably covers the additional filled size.\n\nFixed-size reduce-only TPs do not auto-resize after position additions. Recalculate after fills. Position TP/SL can manage the remaining position dynamically.\n\nWhen an intermediate TP executes, cancel stale unfilled add orders if they could rebuild the position after profit taking.\n\n## Margin and leverage\nDecision order:\n1. thesis\n2. entry\n3. structural SL\n4. structural TP\n5. max acceptable loss\n6. notional\n7. leverage + Cross/Isolated\n\nFor fixed notional and SL, increasing leverage does not itself increase stop-loss dollars; it changes margin efficiency and liquidation distance.\n\nFor existing Isolated positions, increasing the leverage setting may NOT automatically release previously allocated isolated margin. Check/remove isolated margin separately when appropriate.\n\nChoose leverage so liquidation remains safely beyond structural SL after allowing for slippage, gaps, Mark moves and volatility. Do not use unnecessarily low leverage if it only locks capital without lowering the defined risk.\n\nCross can be efficient for portfolio-level offsets but shares equity risk. Isolated contains idiosyncratic failures. Neither mode changes the requirement for a structural hard stop.\n\n## SL / TP / sizing\nStructural invalidation first. Do not place stops merely “close” to make risk small.\nUse 4h/1h/15m/5m structure and ATR context; 1m is execution detail, not thesis invalidation.\n\nTPs come from market structure, not the daily dollar goal. Consider resistance/support, prior highs/lows, breakouts, volume/liquidation levels when actually available, and scale-out to reduce near-miss risk.\n\nSize from max loss divided by stop distance. Daily target does not determine notional.\n\n## Fees\nPrefer the user's actual observed fee tier. Known historical observed rates were roughly taker 0.0081% and maker 0.0027%; re-check if needed.\nEvaluate Net PnL after fees, funding and slippage.\n\n## Daily target\nUser target: at least Net +$100 per JST day. Shortfall rolls fully into the next day.\nThis is a progress metric only. Never distort SL, TP, leverage or position size merely to hit the target.\n\n## Time budget\nBefore committing to a trade, estimate whether its target is a scalp, 1–6 hour trade, or potentially beyond the current day. Do not rely on a single slow trade if its realistic maximum profit is far below the remaining daily target; continue screening independent high-quality opportunities in parallel, without forcing trades.\n\n## Final answer format\nFor each actionable leg include exact:\n- Symbol / direction\n- Core entry and notional/quantity\n- Add entries\n- Max total notional\n- Leverage\n- Cross/Isolated\n- Hard SL and order type\n- TP1/TP2/final TP + allocations\n- Reduce Only\n- order expiry\n- cancellation condition\n- chase cutoff\n- partial-fill handling\n- max stop risk / net RR estimate\n\nDo not leave percentages for the user to convert into actual prices.\n\n## Change management\nUpdate this canonical file only for persistent rule/process changes, tool/transport changes, or newly learned platform mechanics. Do not persist live positions here; live account state is always re-fetched because stored positions become stale.\n\n\n## Persistent private handoff state\nThe latest account-specific handoff is stored in this val's **project-scoped blob storage**, not in a public file.\n\n- Blob key: `project:hyperliquid:authoritative-handoff:current`\n- Read it with the connected Val Town `readBlob` tool using storage `{type:\"val\", val:\"kamibaba/hyperliquid-market-bridge\"}`.\n- It contains the latest handoff snapshot, resolved/closed trade context, the public account address needed by the read-only checker, and the startup checklist.\n- It is **not** exposed by the public market HTTP endpoint.\n- Stored positions/prices are a handoff snapshot only. At the start of a new chat, immediately re-fetch live positions/orders and live markets; live values override the blob.\n- Update the blob at major handoff boundaries or when important project state/rules change. Ordinary fills can be recovered from the live account checker and do not require rewriting the public rules file every time.\n","createdAt",["D",1788605422901],"branchVersion","branchId","9b5029ed-e69a-483d-8cb3-234853c9a254","id","87f5b472-21e5-4767-9ac3-e191e3944e56","hyperliquid-market-bridge",["D",1788584474524],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Public market data only; on demand; no trading.","imageUrl","0e061ab1-2aec-4517-be54-467ef7fcb625","pinnedFileId","01a06ff1-37fe-726c-835e-8d7a62a2a226","pinPreview",true,"pinMigrated","screenshotVersion","likeCount",0,"orgId","01a06fee-2d51-773c-94a7-f1125fac90b4","tursoName","87f5b47221e547679ac3e191e3944e56","tursoHostname","87f5b47221e547679ac3e191e3944e56-val-town.aws-us-east-2.turso.io","tursoMeasuredAt",["D",1789578655349],"pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_99":98,"_106":102},"org",{"_99":98,"_100":98,"_101":102,"_18":54,"_103":104,"_105":25},"branch",{"_13":88,"_32":89,"_42":41,"_90":43,"_91":-5,"_92":-5,"_93":-5,"_94":-5,"_95":-5,"_96":44,"_97":98},"isOwned",187,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","kamibaba","handle","displayName","avatar","https://avatars.githubusercontent.com/u/51115889?v=4","tier","free","canRestrictVals","profileImageUrl","branchName","","adoptOrgId",{"_42":43,"_32":44,"_37":205,"_46":-5,"_47":25,"_48":49,"_50":49,"_51":52,"_53":-5,"_18":54,"_55":56,"_57":58,"_59":-5,"_60":-5,"_61":62,"_63":64,"_65":66,"_67":68,"_69":206,"_71":-5,"_72":73,"_74":73,"_75":76,"_77":76,"_78":76,"_79":73,"_80":73,"_81":207,"_83":208,"_85":209,"_87":25},"tree",[171,174,175,176],"files",[171,172,173,174,175,176],"counts",{"_161":62,"_162":149,"_163":62,"_164":165,"_166":167},"contents",[129,130,131,132],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},{"_42":156,"_32":49,"_30":157,"_135":-5,"_40":41,"_39":149,"_137":58,"_37":158,"_13":62,"_33":159,"_34":-5,"_24":25,"_142":-5,"_27":160},{"_42":152,"_32":28,"_30":31,"_135":-5,"_40":41,"_39":14,"_137":25,"_37":153,"_13":154,"_33":20,"_34":36,"_24":25,"_142":-5,"_27":155},{"_42":144,"_32":145,"_30":146,"_135":-5,"_40":41,"_39":147,"_137":58,"_37":148,"_13":149,"_33":20,"_34":150,"_24":25,"_142":-5,"_27":151},{"_42":133,"_32":134,"_30":56,"_135":-5,"_40":41,"_39":136,"_137":25,"_37":138,"_13":139,"_33":140,"_34":141,"_24":25,"_142":-5,"_27":143},"7b2eec87-1b7e-476d-8179-3641aaf5179e","index.tsx","parentId",8,"latest",["D",1788585807177],7,"http","import { blob } from \"https://esm.town/v/std/blob/main.ts\";\n// Public market information only. Fixed upstream; no wallets, keys or trading.\nconst ORIGIN = \"https://hyperliquid-readonly-proxy.netlify.app\";\nconst VERSION = \"1.1.1\";\nconst COLS = [\"symbol\",\"venue\",\"markPx\",\"oraclePx\",\"change24hPct\",\"volume24hQuote\",\"oiBase\",\"oiNotionalQuote\",\"fundingHourly\",\"markOracleBps\",\"impactSpreadBps\",\"discoveryGate\",\"collateralSymbol\",\"maxLeverage\",\"szDecimals\"];\nfunction reply(data:unknown,status=200){return Response.json(data,{status,headers:{\"Cache-Control\":\"no-store\",\"X-Robots-Tag\":\"noindex, nofollow\"}});}\nfunction err(e:unknown){return e instanceof Error?e.message:String(e);}\nfunction marketView(d:any,offset:number,limit:number,summary:boolean){\n const active=d.markets.filter((r:any)=>!r.isDelisted);\n const p=(r:any)=>({symbol:r.symbol,mark:r.markPx,change24hPct:r.change24hPct,volume24h:r.volume24hQuote,oiBase:r.oiBase,oiNotional:r.oiNotionalQuote,fundingHourly:r.fundingHourly,impactSpreadBps:r.impactSpreadBps,markOracleBps:r.markOracleBps});\n const eligible=active.filter((r:any)=>r.discoveryGate&&!r.gateUnitWarning);\n return {fetchedAt:d.fetchedAt,fetchedAtJST:d.fetchedAtJST,scope:d.scope,venueStatus:d.venues??d.venueStatus,history:d.history,clusters:d.clusters,cache:d.cache,\n note:\"All active rows retained. Impact spread is NOT best bid/ask. Collection time is not an exchange timestamp. Missing deltas are unknown.\",\n ...(summary?{liquid:eligible.toSorted((a:any,b:any)=>b.volume24hQuote-a.volume24hQuote).slice(0,15).map(p),gainers:eligible.toSorted((a:any,b:any)=>b.change24hPct-a.change24hPct).slice(0,15).map(p),losers:eligible.toSorted((a:any,b:any)=>a.change24hPct-b.change24hPct).slice(0,12).map(p),negativeFunding:eligible.filter((r:any)=>r.fundingHourly<0).toSorted((a:any,b:any)=>a.fundingHourly-b.fundingHourly).slice(0,12).map(p)}:{}),\n columns:COLS,offset,count:Math.min(limit,Math.max(0,active.length-offset)),total:active.length,hasMore:offset+limitCOLS.map(k=>r[k]??null))};\n}\nexport default async function(req:Request){\n if(req.method!==\"GET\")return reply({error:\"GET_ONLY\"},405);\n try{\n const u=new URL(req.url),mode=u.searchParams.get(\"mode\")??\"health\";\n if(mode===\"health\")return reply({ok:true,version:VERSION,marketDataOnly:true,noMicrofn:true,noSchedules:true,noWallets:true,upstream:ORIGIN,modes:[\"market\",\"technical\",\"read\"],usage:\"market: live all venues; technical: coins=HYPE,BTC; read: data=market or technical, offset/limit, no upstream fetch\"});\n if(![\"market\",\"technical\",\"read\"].includes(mode))return reply({error:\"INVALID_MODE\"},400);\n const offset=Number(u.searchParams.get(\"offset\")??0),limit=Number(u.searchParams.get(\"limit\")??0);\n if(!Number.isInteger(offset)||offset<0||!Number.isInteger(limit)||limit<0||limit>100)return reply({error:\"INVALID_PAGE\"},400);\n let kind=mode===\"read\"?(u.searchParams.get(\"data\")??\"market\"):mode;\n if(![\"market\",\"technical\"].includes(kind))return reply({error:\"INVALID_DATA\"},400);\n const key=kind+\"-latest\";\n let d:any,network=false;\n if(mode===\"read\"){\n d=await blob.getJSON(key);if(!d)return reply({error:\"NO_STORED_SNAPSHOT\"},404);\n }else{\n let path=\"/market?venue=all&kind=all\";\n if(mode===\"technical\"){\n const coins=(u.searchParams.get(\"coins\")??\"HYPE,BTC\").split(\",\");\n if(coins.length<1||coins.length>2||new Set(coins).size!==coins.length||coins.some(c=>!/^(?:[a-z][a-z0-9_-]{0,24}:)?[A-Za-z0-9_.-]{1,32}$/.test(c)))return reply({error:\"INVALID_COINS\"},400);\n path=\"/technical?coins=\"+encodeURIComponent(coins.join(\",\"));\n }\n const now=Date.now(),last:any=await blob.getJSON(key);\n if(last&&last.bridgePath===path&&now-Date.parse(last.fetchedAt)<60000){d=last;}\n else{\n const day=new Date().toISOString().slice(0,10);let budget:any=await blob.getJSON(\"budget\");if(budget?.day!==day)budget={day,count:0,lastMarket:0,lastTechnical:0};\n if(budget.count>=200)return reply({error:\"LOCAL_DAILY_UPSTREAM_CAP_200\",budget},429);\n const k=mode===\"market\"?\"lastMarket\":\"lastTechnical\",gap=mode===\"market\"?65000:31000;\n if(now-(budget[k]??0)4000000)throw new Error(\"UPSTREAM_TOO_LARGE\");\n if(!r.ok)return reply({error:\"UPSTREAM_HTTP_\"+r.status,detail:text.slice(0,1000),retryAfter:r.headers.get(\"retry-after\")},r.status===429?429:502);\n d=JSON.parse(text);const age=Date.now()-Date.parse(d.fetchedAt??\"\");if(!Number.isFinite(age)||age>90000||age< -5000)throw new Error(\"STALE_OR_INVALID_COLLECTION_TIME\");\n if(mode===\"market\"){\n if(!d.scope?.coverageComplete||!d.scope?.registryVerified||!Array.isArray(d.markets))throw new Error(\"INCOMPLETE_MARKET_COVERAGE\");\n const a=d.markets.filter((r:any)=>!r.isDelisted);\n if(a.length!==d.scope.perpScreenedValid||a.some((r:any)=>!r.quality?.valid))throw new Error(\"INVALID_ACTIVE_ROWS\");\n }\n if(mode==='technical'&&(!d.complete||!Array.isArray(d.symbols)||!d.out||d.symbols.some((s:string)=>['5m','15m','1h','4h','book'].some(t=>!d.out[s]?.[t]?.ok))))throw new Error('INCOMPLETE_TECHNICAL_SNAPSHOT');\n d.bridgePath=path;d.bridgeReceivedAt=new Date().toISOString();await blob.setJSON(key,d);network=true;\n }\n }\n const ageMs=Date.now()-Date.parse(d.fetchedAt??\"\");\n const meta={bridgeVersion:VERSION,networkFetch:network,storedSnapshot:mode===\"read\",snapshotAgeMs:ageMs,liveForExecution:ageMs>=0&&ageMs<=90000,servedAt:new Date().toISOString(),source:ORIGIN+d.bridgePath};\n if(u.searchParams.get(\"view\")===\"raw\")return reply({...meta,data:d});\n if(kind===\"market\"){\n if(u.searchParams.has('symbols')){const wanted=u.searchParams.get('symbols')!.split(',');if(wanted.length>25||wanted.some(s=>!/^(?:[a-z][a-z0-9_-]{0,24}:)?[A-Za-z0-9_.-]{1,32}$/.test(s)))return reply({error:'INVALID_SYMBOL_SELECTION'},400);const selected=d.markets.filter((r:any)=>wanted.includes(r.symbol));return reply({...meta,data:{fetchedAt:d.fetchedAt,scope:d.scope,history:d.history,requestedSymbols:wanted,foundSymbols:selected.map((r:any)=>r.symbol),rows:selected}});}\n return reply({...meta,data:marketView(d,offset,limit,mode!==\"read\"||u.searchParams.get(\"summary\")===\"1\")});\n }\n const compactOut=Object.fromEntries(Object.entries(d.out??{}).map(([coin,sections]:[string,any])=>[coin,Object.fromEntries(Object.entries(sections).map(([name,value]:[string,any])=>{if(name==='book')return [name,value];const {lastClosedBars,pivotsHigh,pivotsLow,...rest}=value;return [name,{...rest,pivotsHigh:pivotsHigh?.slice(-4),pivotsLow:pivotsLow?.slice(-4),lastClosedBars:lastClosedBars?.slice(-3)}];}))]));\n return reply({...meta,data:{...d,out:compactOut}});\n }catch(e){return reply({ok:false,error:err(e),at:new Date().toISOString()},502);}\n}\n","label",[134],"028a7759-744a-4039-97a6-0d0677324b5d","README.md","01a06ff1-37fe-726c-835e-88db01f1a3f6",9,["D",1788585922073],1,"# Hyperliquid market bridge — verified on-demand retrieval\n\nThis service is public MARKET DATA ONLY. It contains no wallet address, positions, credentials, order signing or trading functions. It has no scheduled jobs. It was verified with actual Hyperliquid responses on 2026-09-05, not only mocked tests.\n\n## Stable identity\n- Val: `kamibaba/hyperliquid-market-bridge`\n- HTTP file: `index.tsx`; branch: `main`\n- Bridge version: `1.1.1`\n- Fixed upstream: `https://hyperliquid-readonly-proxy.netlify.app`\n- Netlify project: `hyperliquid-readonly-proxy`, site ID `378ad326-88f1-4aef-aac5-1a3734fe8627`\n- No custom domain is needed. The unrelated sound-notes.net project must not be edited.\n\n## ChatGPT workflow — no Mac operation or uploaded JSON required\nUse the connected `Val_Town.fetch_val_endpoint` tool. Always pass the actual val identity and HTTP file; do not construct or guess val endpoint URLs.\n\n1. Fetch all venues: `{ \"val\": \"kamibaba/hyperliquid-market-bridge\", \"path\": \"index.tsx\", \"search\": \"mode=market&limit=0\" }`.\n2. Validate HTTP status, `data.scope.coverageComplete`, `registryVerified`, active/valid counts, venue errors and `data.fetchedAt`. The universe is dynamic, not a fixed 315 or 370.\n3. Read every active row without refetching upstream: `mode=read&data=market&offset=0&limit=100`; then 100, 200, 300 until `hasMore=false`. If tool output truncates, reduce limit. Check fetchedAt is unchanged across pages.\n4. Inspect shortlisted symbols including interval deltas: `mode=read&data=market&symbols=HYPE,ZEC,NEAR,DASH,LIT`. Keep selection small to avoid output truncation. This is explicitly a subset of the already-fetched full market.\n5. Fetch closed candles and book for at most two symbols per call: `mode=technical&coins=HYPE,BTC` or `mode=technical&coins=xyz:MU,xyz:AVGO`. Default response is compact; raw is available using `view=raw`.\n6. If a response is truncated or interrupted, `mode=read&data=technical` reads the saved result without an upstream call. Verify `data.symbols` matches the intended pair before using it. A 429 may coexist with a recently completed request: inspect the stored snapshot rather than blindly retrying.\n7. Refresh market or selected technical data near the final trading decision. `mode=read` is historical snapshot access, never a promise of current market data.\n\nThe connector's built-in `Val_Town.web_fetch` also successfully fetched the Netlify /health endpoint, but health alone does not verify market coverage.\n\n## Quotas and cost\nThis val is on the Free tier. The upstream Netlify site remains on its existing Free plan; shared account usage still applies. No paid plan, auto recharge, inference model, cron or trading agent is configured. Additional tool calls may use ChatGPT limits separately.\n\n- Market upstream cooldown: 65 seconds; technical upstream cooldown: 31 seconds.\n- Reuse same-query snapshots younger than 60 seconds.\n- An application-level budget limits upstream attempts to 200/day (UTC). This is a best-effort application counter, NOT an atomic billing cap or a promise of unlimited free usage. Netlify also enforces its own request limits and Free plan cap.\n- Read pages use the stored snapshot, not more Hyperliquid/Netlify collection calls.\n- Stored snapshots are overwritten; there is no unbounded full-snapshot archive here.\n\n## Interpretation safeguards\n- All-perp scope includes Core, XYZ and every HIP-3 venue returned by the official registry. `kind=all` also fetches spot metadata/contexts, but this bridge's default rows are active perps; do not claim deep analysis of all spot pairs.\n- `fetchedAt` is collection time. Asset contexts have no independent exchange event timestamp. The order book has its own source timestamp.\n- 24-hour returns are rolling returns, NOT the return since midnight JST.\n- Impact spread is NOT best bid/ask spread; use the book for execution analysis.\n- OI base and OI notional are distinct. OI increase does not identify which directional side initiated trading.\n- Missing interval history remains unknown; no inferred liquidation maps or spot CVD.\n- Curated tags are incomplete and may overlap. ZEN is a Base token; grouping it with historical privacy names is a thematic comparison, not a same-chain assertion. NEAR also has privacy-related products despite its basic layer1 label.\n- All technical indicators use closed contiguous bars. ATR is neither a guaranteed range nor an automatic minimum stop distance.\n- Reject partial, stale or wrong-symbol detailed responses. `liveForExecution` only checks snapshot age, not profitability or fill guarantees.\n- Use market snapshots for setup screening, then check specific execution prices and expiry conditions. Do not enlarge risk merely to target a daily dollar profit.\n\n## Actual verification\n2026-09-05T05:15:51.880Z and 2026-09-05T05:21:23.682Z: all 11 discovered venues returned HTTP 200; 512 listed perp records, 315 active/valid, 326 spot pairs. All 315 active rows were read from the first snapshot in four pages. The second snapshot refreshed the full universe and ranking outputs.\n\nTechnical requests succeeded for HYPE, BTC, NEAR, ZEC, DASH, LIT, CASHCAT, ZRO, SKR and ZORA. HYPE/ZEC were refreshed at 2026-09-05T05:23:28.897Z. These are historical verification times, never current trading prices in a future chat.\n\nMarket collection does not use microfn. microfn remains a separate account-checking route only when the user reports position/order changes. Do not use this public val to store the user's account data.\n",[145],"e2bfff38-fdf8-43ee-be50-b79dba823e57",["D",1788605422901],2,[28],"2e50ecae-483a-4d27-ac23-d7f563d4c130","01a06ff1-37fe-726c-835e-844c9ed57932",["D",1788584474524],"directory",[49],"pulls","branches","forks","envVars",{"_168":149,"_170":62},"connections",{"_168":62,"_169":62},"count","unfilledCount","emptyCount",{"_42":156,"_32":49,"_30":157,"_135":-5,"_40":41,"_39":149,"_137":58,"_37":202,"_13":62,"_33":159,"_34":-5,"_24":25,"_142":-5,"_178":203,"_27":204},{"_42":194,"_32":195,"_30":196,"_135":157,"_40":41,"_39":149,"_137":58,"_37":197,"_13":62,"_33":198,"_34":199,"_24":25,"_142":-5,"_178":200,"_27":201},{"_42":187,"_32":188,"_30":189,"_135":157,"_40":41,"_39":149,"_137":58,"_37":190,"_13":62,"_33":20,"_34":191,"_24":25,"_142":-5,"_178":192,"_27":193},{"_42":152,"_32":28,"_30":31,"_135":-5,"_40":41,"_39":14,"_137":25,"_37":184,"_13":154,"_33":20,"_34":36,"_24":25,"_142":-5,"_178":185,"_27":186},{"_42":144,"_32":145,"_30":146,"_135":-5,"_40":41,"_39":147,"_137":58,"_37":181,"_13":149,"_33":20,"_34":150,"_24":25,"_142":-5,"_178":182,"_27":183},{"_42":133,"_32":134,"_30":56,"_135":-5,"_40":41,"_39":136,"_137":25,"_37":177,"_13":139,"_33":140,"_34":141,"_24":25,"_142":-5,"_178":179,"_27":180},["D",1788585807177],"children",[],[134],["D",1788585922073],[],[145],["D",1788605422901],[],[28],"eecdc355-933e-4c99-99e5-481180e6832a","favicon.svg","01a06ff1-37fe-726c-835e-801b891f2122",["D",1788584474524],"\n",[],[49,188],"94aaa291-56be-425b-8726-a9d3e3c0f5eb","counter.ts","01a06ff1-37fe-726c-835e-7c219a514093",["D",1788584474524],"script","const count = document.getElementById(\"count\")!;\nconst button = document.getElementById(\"increment\")!;\n\nbutton.addEventListener(\"click\", async () => {\n const res = await fetch(\"/api/increment\", { method: \"POST\" });\n const data = await res.json();\n count.textContent = String(data.count);\n});\n",[],[49,195],["D",1788584474524],[172,173],[49],["D",1788584474524],["D",1789578655349],{"_99":98,"_106":102},{"_99":98,"_100":98,"_101":102,"_18":54,"_103":104,"_105":25},{"_13":88,"_32":89,"_42":41,"_90":43,"_91":-5,"_92":-5,"_93":-5,"_94":-5,"_95":-5,"_96":44,"_97":98},"ctx",{"_81":-5,"_126":243,"_244":245,"_246":247,"_248":25,"_249":25,"_250":25,"_251":58,"_252":-5,"_253":-7,"_254":-7,"_255":62,"_256":25,"_257":25,"_258":-5,"_259":25,"_260":25,"_261":25,"_262":-5},"ENV",{"_214":215,"_216":217,"_218":89,"_219":220,"_221":222,"_223":224,"_225":226,"_227":228,"_229":230,"_231":232,"_233":234,"_235":236,"_237":238,"_239":240,"_241":242},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","5015b8df46402d8bba4f485ecc37aec202b0e06b","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 · v12