Scalp Terminal

[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_154":155,"_156":157},"routes/_app.x.$handle.$name",{"_11":12,"_13":14,"_15":16,"_18":19,"_17":-7,"_116":-5,"_20":117,"_22":118,"_119":120,"_121":122,"_26":123,"_24":124,"_125":-5,"_126":-5,"_127":56,"_128":129,"_130":53,"_131":-5,"_132":-5,"_133":134},"routes/_app.x.$handle.$name.branch.$branch.code.$",{"_11":12,"_13":14,"_15":16,"_17":-7,"_18":19,"_20":21,"_22":23,"_24":25,"_26":27,"_28":-5,"_29":-5,"_30":-5,"_31":-5,"_32":-5},"handle","laurebares","name","scalp-termina","branchName","main","version","path","main.ts","project",{"_33":60,"_13":14,"_45":61,"_62":-5,"_63":56,"_64":65,"_66":65,"_67":68,"_69":-5,"_70":71,"_72":38,"_73":53,"_74":-5,"_75":-5,"_76":77,"_78":79,"_80":-5,"_81":-5,"_82":-5,"_83":-5,"_84":85,"_86":85,"_87":88,"_89":88,"_90":88,"_91":85,"_92":85,"_93":94,"_95":96,"_97":98,"_99":56},"tree",[51],"file",{"_33":34,"_35":36,"_37":38,"_13":19,"_39":40,"_41":42,"_17":43,"_44":-5,"_45":46,"_47":48,"_49":-5,"_18":50},"contents",[],"upstream","pull","ahead","behind","envVars","id","6f60c4e4-2f39-45c7-89ad-7eb037a9dcb0","branchId","7a5ae28f-ac6f-4a82-8213-8fb43c898578","fileId","c52efa62-9e22-11f1-ae9b-1607ee4eb77e","content","// SCALP TERMINAL v10 — X-Perps OKX Europe · profil Swing 2–12 % (défaut) ou Scalp 0,5–3 %\nconst BASES = [\"https://eea.okx.com\", \"https://www.okx.com\"];\nasync function okx(path: string, params: Record) {\n let last: any = null;\n for (const base of BASES) {\n try {\n const u = new URL(base + path);\n for (const [k, v] of Object.entries(params)) {\n u.searchParams.set(k, String(v));\n }\n const r = await fetch(u.toString(), {\n headers: { accept: \"application/json\" },\n });\n const j = await r.json();\n if (j.code !== \"0\") throw new Error(`OKX ${path}: ${j.msg || j.code}`);\n return j.data;\n } catch (e) {\n last = e;\n }\n }\n throw last;\n}\nlet uniCache: { t: number; list: any[] } | null = null;\nasync function universe(): Promise<\n { instId: string; name: string; cat: string; expTime: number }[]\n> {\n if (uniCache && Date.now() - uniCache.t < 600000) return uniCache.list;\n const rows: any[] = await okx(\"/api/v5/public/instruments\", {\n instType: \"FUTURES\",\n });\n const list = rows.filter((r) => r.ruleType === \"xperp\" && r.state === \"live\")\n .map((r) => {\n const fam = String(r.instFamily || r.uly || r.instId);\n const base = fam.split(/[-_]/)[0].toUpperCase();\n const name = base + \"USD\";\n const cat = /^(GOLD|SILVER|WTIOIL|BRENTOIL|XAU|XAG)$/i.test(base)\n ? \"commodity\"\n : /^(SPY|QQQ|EWJ|EWY|IWM|DIA)$/i.test(base)\n ? \"etf\"\n : (r.instCategory &&\n /stock|equity|tradfi/i.test(String(r.instCategory))) ||\n /^(AAPL|AMZN|GOOGL|META|MSFT|NVDA|TSLA|MSTR|COIN|HOOD|CRCL|INTC|AMD|MU|SNDK|TSM|ORCL|NFLX|PLTR|SKHYNIX|LITE)$/i\n .test(base)\n ? \"stock\"\n : \"crypto\";\n return { instId: r.instId, name, cat, expTime: +r.expTime || 0 };\n });\n uniCache = { t: Date.now(), list };\n return list;\n}\nasync function resolve(q: string) {\n const U = await universe();\n const Q = q.toUpperCase().trim();\n return U.find((x) => x.instId === Q) || U.find((x) => x.name === Q) ||\n U.find((x) => x.name === Q + \"USD\") || U.find((x) =>\n x.name.startsWith(Q)\n ) || null;\n}\ntype C = { t: number; o: number; h: number; l: number; c: number; v: number };\nconst toC = (r: string[]): C => ({\n t: +r[0],\n o: +r[1],\n h: +r[2],\n l: +r[3],\n c: +r[4],\n v: +r[5],\n});\nconst candles = async (\n inst: string,\n bar: string,\n limit: number,\n): Promise =>\n (await okx(\"/api/v5/market/candles\", { instId: inst, bar, limit })).map(toC)\n .reverse();\nasync function candlesDeep(\n inst: string,\n bar: string,\n total: number,\n): Promise {\n let out: C[] = [], after: number | undefined;\n while (out.length < total) {\n const rows: string[][] = await okx(\"/api/v5/market/history-candles\", {\n instId: inst,\n bar,\n limit: 100,\n ...(after ? { after } : {}),\n });\n if (!rows.length) break;\n const c = rows.map(toC);\n out = [...c.reverse(), ...out];\n after = c[0].t;\n if (rows.length < 100) break;\n }\n return out.slice(-total);\n}\nconst logret = (cs: C[]) => cs.slice(1).map((c, i) => Math.log(c.c / cs[i].c));\nfunction rvH(cs: C[], barMin: number) {\n const r = logret(cs);\n if (r.length < 5) return null;\n return Math.sqrt(\n (r.reduce((a, x) => a + x * x, 0) / r.length) * (60 / barMin),\n );\n}\nfunction har(m1: C[] | null, m5: C[] | null, h1: C[]) {\n const rv1h = m1 ? rvH(m1.slice(-60), 1) : rvH(h1.slice(-6), 60),\n rv1d = m5 ? rvH(m5.slice(-288), 5) : rvH(h1.slice(-24), 60),\n rv1w = rvH(h1.slice(-168), 60);\n const p =\n ([[0.45, rv1h], [0.35, rv1d], [0.2, rv1w]] as [number, number | null][])\n .filter((x): x is [number, number] => x[1] != null);\n const w = p.reduce((a, x) => a + x[0], 0);\n return {\n sigma: p.reduce((a, x) => a + x[0] * x[1], 0) / w,\n rv1h,\n rv1d,\n rv1w,\n };\n}\nfunction season(h1: C[], hour: number) {\n const by: number[][] = Array.from({ length: 24 }, () => []);\n for (let i = 1; i < h1.length; i++) {\n by[new Date(h1[i].t).getUTCHours()].push(\n Math.log(h1[i].c / h1[i - 1].c) ** 2,\n );\n }\n const mean = (\n a: number[],\n ) => (a.length ? a.reduce((x, y) => x + y, 0) / a.length : null);\n const all = mean(by.flat()), cur = mean(by[hour]);\n return all && cur ? Math.max(0.6, Math.min(1.8, Math.sqrt(cur / all))) : 1;\n}\nconst erf = (x: number) => {\n const t = 1 / (1 + 0.3275911 * Math.abs(x));\n const y = 1 -\n (((((1.061405429 * t - 1.453152027) * t) + 1.421413741) * t - 0.284496736) *\n t + 0.254829592) * t * Math.exp(-x * x);\n return x >= 0 ? y : -y;\n};\nconst Phi = (x: number) => 0.5 * (1 + erf(x / Math.SQRT2));\nfunction touch(S: number, K: number, sig: number, h: number, skew: number) {\n const up = K > S,\n d = Math.abs(Math.log(K / S)),\n s = sig * Math.sqrt(h),\n mu = (up ? 1 : -1) * skew * 0.4 * s;\n return Math.max(\n 0,\n Math.min(\n 1,\n Phi((-d + mu) / s) +\n Math.exp((2 * mu * d) / (s * s)) * Phi((-d - mu) / s),\n ),\n );\n}\nfunction tpFirst(S: number, tp: number, sl: number, skew: number, dir: string) {\n const a = Math.abs(Math.log(tp / S)),\n b = Math.abs(Math.log(sl / S)),\n k = (dir === \"LONG\" ? 1 : -1) * skew * 0.4;\n if (Math.abs(k) < 1e-6) return b / (a + b);\n const th = (2 * k) / ((a + b) / 2);\n return (1 - Math.exp(-th * b)) / (1 - Math.exp(-th * (a + b)));\n}\nfunction metrics(\n S: number,\n sig: number,\n skew: number,\n dir: string,\n tpPct: number,\n slPct: number,\n h: number,\n) {\n const sg = dir === \"LONG\" ? 1 : -1,\n tp = S * (1 + (sg * tpPct) / 100),\n sl = S * (1 - (sg * slPct) / 100);\n const pWin = tpFirst(S, tp, sl, skew, dir),\n rr = tpPct / slPct,\n evR = pWin * rr - (1 - pWin);\n const pAny = 1 -\n (1 - touch(S, tp, sig, h, skew)) * (1 - touch(S, sl, sig, h, skew));\n return { dir, tpPct, slPct, tp, sl, pWin, rr, evR, pAny, pWinH: pWin * pAny };\n}\nfunction metricsAbs(\n S: number,\n sig: number,\n skew: number,\n dir: string,\n entry: number,\n tp: number,\n sl: number,\n h: number,\n) {\n const sg = dir === \"LONG\" ? 1 : -1;\n const hitTp = sg * (S - tp) >= 0, hitSl = sg * (sl - S) >= 0;\n const tpPct = Math.abs(tp / entry - 1) * 100,\n slPct = Math.abs(sl / entry - 1) * 100,\n rr = tpPct / slPct;\n if (hitTp || hitSl) {\n return {\n dir,\n entry,\n tpPct,\n slPct,\n tp,\n sl,\n pWin: hitTp ? 1 : 0,\n rr,\n evR: hitTp ? rr : -1,\n pAny: 1,\n pWinH: hitTp ? 1 : 0,\n status: hitTp ? \"TP atteint\" : \"SL touché\",\n pnlR: sg * (S - entry) / Math.abs(entry - sl),\n };\n }\n const pWin = tpFirst(S, tp, sl, skew, dir), evR = pWin * rr - (1 - pWin);\n const pAny = 1 -\n (1 - touch(S, tp, sig, h, skew)) * (1 - touch(S, sl, sig, h, skew));\n return {\n dir,\n entry,\n tpPct,\n slPct,\n tp,\n sl,\n pWin,\n rr,\n evR,\n pAny,\n pWinH: pWin * pAny,\n status: \"en cours\",\n pnlR: sg * (S - entry) / Math.abs(entry - sl),\n };\n}\nconst GRID: Record = {\n scalp: { tp: [0.5, 1, 2, 3], sl: [0.25, 0.5, 1, 2], hours: [0.25, 1, 4] },\n swing: { tp: [2, 3, 5, 8, 12], sl: [1, 1.5, 2, 3, 4], hours: [4, 12, 24] },\n};\nfunction best(\n S: number,\n sig: number,\n skew: number,\n h: number,\n obj: string,\n prof = \"swing\",\n) {\n let b: any = null;\n const G = GRID[prof] || GRID.swing;\n for (const dir of [\"LONG\", \"SHORT\"]) {\n for (const tp of G.tp) {\n for (const sl of G.sl) {\n if (tp / sl < 1 || tp / sl > 4) continue;\n const m = metrics(S, sig, skew, dir, tp, sl, h);\n if (m.pAny < 0.5) {\n continue;\n }\n if (obj === \"ev\") {\n if (m.pWin < 0.35) continue;\n if (!b || m.evR > b.evR) b = m;\n } else {\n if (m.evR < 0.05) continue;\n if (!b || m.pWinH > b.pWinH) b = m;\n }\n }\n }\n }\n return b;\n}\nconst clamp = (x: number) => Math.max(-1, Math.min(1, x));\nfunction regimeOf(H: { rv1h: number | null; rv1w: number | null }, h1: C[]) {\n const ratio = H.rv1h && H.rv1w ? H.rv1h / H.rv1w : 1;\n const cc = h1.slice(-24).map((x) => x.c),\n drift = Math.abs(Math.log(cc[cc.length - 1] / cc[0])),\n path = cc.slice(1).reduce(\n (a, x, i) => a + Math.abs(Math.log(x / cc[i])),\n 0,\n ),\n eff = path ? drift / path : 0;\n return ratio > 1.8 ? \"choc\" : eff > 0.45 ? \"tendance\" : \"range\";\n}\nfunction ofiOf(bk: any) {\n const w = (i: number) => 1 / (1 + i);\n const B = bk.bids.slice(0, 10).reduce(\n (a: number, x: string[], i: number) => a + +x[1] * w(i),\n 0,\n ),\n A = bk.asks.slice(0, 10).reduce(\n (a: number, x: string[], i: number) => a + +x[1] * w(i),\n 0,\n );\n return (B - A) / (B + A || 1);\n}\nconst skewMem = new Map();\nasync function market(\n q: string,\n fast = false,\n lock?: { dir: string; entry: number; tp: number; sl: number },\n prof = \"swing\",\n) {\n const meta = await resolve(q);\n if (!meta) {\n throw new Error(\n `Instrument introuvable dans les X-Perps OKX Europe : ${q}`,\n );\n }\n const inst = meta.instId, ccy = inst.split(\"-\")[0];\n const btcMeta = await resolve(\"BTCUSD\");\n const [m1, m5, h1, tk, fr, oiH, tv, bk, btc] = await Promise.all([\n candles(inst, \"1m\", 120),\n fast ? candles(inst, \"5m\", 300) : candlesDeep(inst, \"5m\", 600),\n fast ? candles(inst, \"1H\", 200) : candlesDeep(inst, \"1H\", 360),\n okx(\"/api/v5/market/ticker\", { instId: inst }).then((d: any[]) => d[0]),\n okx(\"/api/v5/public/funding-rate\", { instId: inst }).then((d: any[]) =>\n +d[0].fundingRate\n ).catch(() => 0),\n okx(\"/api/v5/rubik/stat/contracts/open-interest-volume\", {\n ccy,\n period: \"5m\",\n }).then((d: string[][]) => d.map((r) => +r[1]).reverse()).catch(() => []),\n okx(\"/api/v5/rubik/stat/taker-volume\", {\n ccy,\n instType: \"CONTRACTS\",\n period: \"5m\",\n }).then((d: string[][]) =>\n d.map((r) => ({ sell: +r[1], buy: +r[2] })).reverse()\n ).catch(() => []),\n okx(\"/api/v5/market/books\", { instId: inst, sz: 20 }).then((d: any[]) =>\n d[0]\n ),\n btcMeta\n ? candles(btcMeta.instId, \"1H\", 6)\n : candles(\"BTC-USDT-SWAP\", \"1H\", 6),\n ]);\n const S = +tk.last;\n const H = har(m1, m5, h1),\n se = season(h1, new Date().getUTCHours()),\n sigma = H.sigma * se * 1.12;\n const ofi = ofiOf(bk);\n const tw = tv.slice(-12),\n tb = tw.reduce((a: number, x: any) => a + x.buy, 0),\n ts = tw.reduce((a: number, x: any) => a + x.sell, 0),\n cvd = tb + ts ? (tb - ts) / (tb + ts) : 0;\n const ow = oiH.slice(-13),\n oiSlope = ow.length > 1 ? (ow[ow.length - 1] / ow[0] - 1) * 100 : 0;\n const mom = Math.log(h1[h1.length - 1].c / h1[h1.length - 5].c),\n btcMom = Math.log(btc[btc.length - 1].c / btc[0].c);\n const d0 = new Date();\n d0.setUTCHours(0, 0, 0, 0);\n const day = m5.filter((c) => c.t >= d0.getTime());\n const pv = day.reduce((a, c) => a + ((c.h + c.l + c.c) / 3) * c.v, 0),\n vv = day.reduce((a, c) => a + c.v, 0),\n vwap = vv ? pv / vv : null;\n const pvv = vwap ? S / vwap - 1 : 0;\n const raw = clamp(\n 0.3 * ofi + 0.25 * cvd + 0.15 * clamp(mom / 0.02) +\n 0.1 * clamp(pvv / 0.01) + 0.1 * clamp(oiSlope / 3) * Math.sign(mom || 1) +\n 0.05 * clamp(-fr / 0.0005) + 0.05 * clamp(btcMom / 0.02),\n );\n const regime = regimeOf(H, h1);\n const prev = skewMem.get(inst);\n const sm = prev == null ? raw : 0.5 * prev + 0.5 * raw;\n skewMem.set(inst, sm);\n const skew = regime === \"choc\" ? 0 : sm;\n const hours = (GRID[prof] || GRID.swing).hours;\n const locked = lock\n ? Object.fromEntries(\n hours.map((\n h,\n ) => [\n h,\n metricsAbs(S, sigma, skew, lock.dir, lock.entry, lock.tp, lock.sl, h),\n ]),\n )\n : null;\n return {\n inst,\n name: meta.name,\n cat: meta.cat,\n price: S,\n funding: fr,\n vwap,\n sigma,\n sigmaRaw: H.sigma,\n season: se,\n regime,\n skew,\n locked,\n flow: { ofi, cvd, oiSlope, mom, pvv, btcMom },\n ladder:\n (prof === \"scalp\"\n ? [3, 2, 1, 0.5, -0.5, -1, -2, -3]\n : [12, 8, 5, 3, -3, -5, -8, -12]).map((pc) => ({\n pc,\n K: S * (1 + pc / 100),\n p: hours.map((h) => touch(S, S * (1 + pc / 100), sigma, h, skew)),\n })),\n hours,\n prof,\n plans: Object.fromEntries(\n hours.map((\n h,\n ) => [h, {\n win: best(S, sigma, skew, h, \"win\", prof),\n ev: best(S, sigma, skew, h, \"ev\", prof),\n }]),\n ),\n };\n}\nlet scanCache: { t: number; data: any } | null = null;\nasync function scan(topN: number, hours: number, cat: string, prof = \"swing\") {\n if (\n scanCache && Date.now() - scanCache.t < 60000 &&\n scanCache.data.topN === topN && scanCache.data.hours === hours &&\n scanCache.data.cat === cat && scanCache.data.prof === prof\n ) return scanCache.data;\n const U = await universe();\n const tks: any[] = await okx(\"/api/v5/market/tickers\", {\n instType: \"FUTURES\",\n });\n const byId = new Map(tks.map((t) => [t.instId, t]));\n const perps = U.filter((u) => cat === \"all\" || u.cat === cat).map((u) => ({\n ...u,\n ...(byId.get(u.instId) || {}),\n })).filter((t) => t.last).sort((a, b) => +b.volCcy24h - +a.volCcy24h).slice(\n 0,\n topN,\n );\n const hour = new Date().getUTCHours();\n const btcMeta = await resolve(\"BTCUSD\");\n const btc = await candles(\n btcMeta ? btcMeta.instId : \"BTC-USDT-SWAP\",\n \"1H\",\n 6,\n );\n const btcMom = Math.log(btc[btc.length - 1].c / btc[0].c);\n const one = async (t: any) => {\n try {\n const [h1, bk] = await Promise.all([\n candles(t.instId, \"1H\", 200),\n okx(\"/api/v5/market/books\", { instId: t.instId, sz: 10 }).then((\n d: any[],\n ) => d[0]),\n ]);\n const S = +t.last;\n const H = har(null, null, h1),\n se = season(h1, hour),\n sigma = H.sigma * se * 1.12;\n const mom = Math.log(h1[h1.length - 1].c / h1[h1.length - 5].c),\n ofi = ofiOf(bk);\n const raw = clamp(\n 0.45 * ofi + 0.35 * clamp(mom / 0.02) + 0.2 * clamp(btcMom / 0.02),\n );\n const regime = regimeOf(H, h1), skew = regime === \"choc\" ? 0 : raw;\n const win = best(S, sigma, skew, hours, \"win\", prof),\n ev = best(S, sigma, skew, hours, \"ev\", prof);\n return {\n inst: t.instId,\n name: t.name,\n cat: t.cat,\n price: S,\n vol24h: +t.volCcy24h,\n chg24h: (+t.last / +t.open24h - 1) * 100,\n sigma,\n skew,\n regime,\n win,\n ev,\n };\n } catch {\n return null;\n }\n };\n const out: any[] = [];\n for (let i = 0; i < perps.length; i += 12) {\n out.push(...(await Promise.all(perps.slice(i, i + 12).map(one))));\n }\n const rows = out.filter(Boolean);\n const cands = rows.filter((r) =>\n (r.ev && r.ev.evR > 0.2) || (r.win && r.win.evR > 0.2)\n ).sort((a, b) =>\n Math.max(b.ev?.evR ?? 0, b.win?.evR ?? 0) -\n Math.max(a.ev?.evR ?? 0, a.win?.evR ?? 0)\n ).slice(0, 12);\n for (let i = 0; i < cands.length; i += 4) {\n await Promise.all(\n cands.slice(i, i + 4).map(async (r) => {\n try {\n const m = await market(r.inst, true, undefined, prof);\n const p = m.plans[String(hours)];\n Object.assign(r, {\n sigma: m.sigma,\n skew: m.skew,\n regime: m.regime,\n win: p.win,\n ev: p.ev,\n verified: true,\n flow: m.flow,\n });\n } catch {\n r.verified = false;\n }\n }),\n );\n }\n const data = {\n ts: Date.now(),\n topN,\n hours,\n cat,\n prof,\n total: U.length,\n verified: cands.length,\n rows,\n };\n scanCache = { t: Date.now(), data };\n return data;\n}\nconst HTML =\n `\nScalp Terminal\n\n

SCALP · TERMINAL● auto

Objectif

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Données OKX publiques · HAR-RV + saisonnalité + queues épaisses · biais composite · estimation, pas prédiction · aucun ordre passé. Les GO ✓ sont confirmés par l'analyse complète (1 min, CVD, OI, VWAP, funding).

\n`;\nexport default async function (req: Request): Promise {\n const url = new URL(req.url);\n try {\n if (url.pathname === \"/api/market\") {\n const d = url.searchParams.get(\"dir\"),\n entry = +(url.searchParams.get(\"entry\") || 0),\n tp = +(url.searchParams.get(\"tp\") || 0),\n sl = +(url.searchParams.get(\"sl\") || 0);\n return Response.json(\n await market(\n (url.searchParams.get(\"inst\") || \"XRPUSD\").toUpperCase(),\n false,\n d && entry && tp && sl ? { dir: d, entry, tp, sl } : undefined,\n url.searchParams.get(\"prof\") || \"swing\",\n ),\n );\n }\n if (url.pathname === \"/api/scan\") {\n return Response.json(\n await scan(\n Math.min(300, +(url.searchParams.get(\"n\") || 60)),\n +(url.searchParams.get(\"h\") || 4),\n url.searchParams.get(\"cat\") || \"all\",\n url.searchParams.get(\"prof\") || \"swing\",\n ),\n );\n }\n if (url.pathname === \"/api/universe\") {\n return Response.json({ list: await universe() });\n }\n } catch (e) {\n return Response.json({ error: (e as Error).message }, { status: 502 });\n }\n return new Response(HTML, {\n headers: { \"content-type\": \"text/html; 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