[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_306":307,"_308":309},"routes/_app.x.$handle.$name",{"_11":12,"_13":14,"_15":16,"_17":18,"_38":-7,"_121":-5,"_19":122,"_123":124,"_125":126,"_127":128,"_129":130,"_21":131,"_132":-5,"_133":-5,"_134":24,"_135":136,"_137":24,"_138":-5,"_139":-5,"_140":141},"routes/_app.x.$handle.$name.branch.$branch.history_.$",{"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":22,"_23":24,"_25":26,"_27":28,"_29":24,"_30":-5},"handle","lorencetang","name","bonereaper-research","branchName","main","path","fair_model.ts","project",{"_32":72,"_13":14,"_36":73,"_74":-5,"_75":24,"_76":77,"_78":77,"_79":80,"_81":-5,"_30":68,"_82":-5,"_83":24,"_84":-5,"_85":-5,"_86":26,"_40":41,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":92,"_93":92,"_94":95,"_96":95,"_97":95,"_98":92,"_99":92,"_53":100,"_101":102,"_103":104,"_105":24},"file",{"_63":64,"_13":18,"_65":66,"_67":24,"_71":-5},"isDirectory",false,"page",0,"history",[31],"hasNext","userId",{"_32":33,"_34":35,"_36":37,"_38":39,"_40":41,"_42":43,"_44":-5,"_45":-5,"_46":-5,"_47":-5,"_48":-5,"_49":50,"_51":52,"_53":54,"_21":55,"_56":-5,"_57":-5,"_58":-5,"_59":-5,"_60":61},"id","1b41a67f-9c87-4adc-b77a-f56ae74bfa25","branchId","9d40217d-c61c-40ef-8c38-7b3d9418280a","createdAt",["D",1787637012611],"version",4,"orgId","01a0186b-55d3-76bb-8f28-5e239a5e05cf","parentId","59bd5845-e1b4-4e94-8193-8c15b36fb44b","incomingCommitId","aiChatMessageId","aiChatThreadId","aiChatThreadUserId","aiChatThreadTitle","source","mcp","clientLabel","ChatGPT","user",{"_32":68,"_40":41,"_11":12,"_69":70},{"_63":64,"_13":18,"_65":66,"_67":24},"pull","merge","revert","multiple","commits",[62],{"_32":33,"_34":35,"_36":37,"_38":39,"_40":41,"_42":43,"_44":-5,"_45":-5,"_46":-5,"_47":-5,"_48":-5,"_49":50,"_51":52,"_53":54,"_21":55,"_56":-5,"_57":-5,"_58":-5},"fileId","d6c06d1a-a048-11f1-9851-1607ee4eb77e","fileType","script","deleted","b13d5b98-32fd-4204-bf50-fce395eb52e3","avatar","https://lh3.googleusercontent.com/a/ACg8ocKXYNWn4Fg7SDJtPMUkccTZpjUdPW31lGVY1hyWwUNH-uR15Q=s96-c","deletedAtVersion","be8d73ba-65d5-43f6-a82f-cf6d74f2b655",["D",1787635928982],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","Stream BoneReaper and BTC log analysis","imageUrl","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm",{"_11":12,"_120":70},"org",{"_11":12,"_115":116,"_69":70,"_30":68,"_117":118,"_119":24},"branch",{"_38":106,"_13":16,"_32":35,"_107":72,"_108":-5,"_109":-5,"_110":-5,"_111":-5,"_112":-5,"_113":14,"_114":12},"isOwned",28,"projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","displayName","Lorence Tang","tier","free","canRestrictVals","profileImageUrl","adoptOrgId",{"_32":72,"_13":14,"_36":302,"_74":-5,"_75":24,"_76":77,"_78":77,"_79":80,"_81":-5,"_30":68,"_82":-5,"_83":24,"_84":-5,"_85":-5,"_86":26,"_40":41,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":92,"_93":92,"_94":95,"_96":95,"_97":95,"_98":92,"_99":92,"_53":303,"_101":304,"_103":305,"_105":24},"tree",[160,161,162,163,164,165,166,167,168,169,170,171,172,173,174,175],"files",[160,161,162,163,164,165,166,167,168,169,170,171,172,173,174,175],"counts",{"_149":26,"_150":151,"_152":26,"_153":154,"_155":156},"contents",[],{"_32":142,"_34":35,"_63":64,"_13":18,"_143":144,"_65":66,"_38":26,"_42":-5,"_36":145,"_146":39,"_147":-5,"_17":148},"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles","grants","orgs","customDomains",{},"6e9a1575-cda3-470b-bc93-e4a76f2c7f4a","content","const URL='https://site6666.easycryptofiat.com/jjo3-fetch.log';\n\ntype Tick={slug:string,ts:number,rem:number,old:number,twap:number,u:number,d:number,top:number,imb:number};\nconst ticks=new Map();\nconst outcomes=new Map();\nconst eventTs=new Map();\n\nfunction num(s:string|undefined){ if(!s||s==='n/a') return NaN; return Number(s); }\nconst r=await fetch(URL,{headers:{'accept-encoding':'identity'}}); if(!r.ok||!r.body) throw Error('fetch '+r.status);\nconst rd=r.body.getReader(), dec=new TextDecoder(); let buf='';\nwhile(true){const {value,done}=await rd.read(); if(done)break; buf+=dec.decode(value,{stream:true}); let i;\n while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);\n if(line.includes('[BSPS_TICK] event=btc-updown-5m-')){\n const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-(\\d+)).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);\n if(m){const old=num(m[5]),twap=num(m[6]); if(Number.isFinite(old)&&Number.isFinite(twap)){\n const t:Tick={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[4],old,twap:+m[6],u:+m[7],d:+m[8],top:+m[9],imb:+m[10]};\n if(!ticks.has(t.slug))ticks.set(t.slug,[]); ticks.get(t.slug)!.push(t); eventTs.set(t.slug,+m[3]);\n }}\n }\n if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){\n const m=line.match(/event=(btc-updown-5m-(\\d+)).*?outcome=(UP|DOWN)/); if(m){outcomes.set(m[1],m[3]==='UP'?1:0);eventTs.set(m[1],+m[2]);}\n }\n }}\nconst slugs=[...outcomes.keys()].filter(s=>ticks.has(s)).sort((a,b)=>(eventTs.get(a)!-eventTs.get(b)!));\nconsole.log('events',slugs.length,'first',slugs[0],'last',slugs.at(-1));\nconst remTargets=[240,180,120,90,60,30];\nfunction nearest(arr:Tick[],target:number){let best=arr[0],bd=1e9;for(const t of arr){const d=Math.abs(t.rem-target);if(dtrainSlugs.has(r.slug)), test=rows.filter(r=>testSlugs.has(r.slug));\nconsole.log('trainEvents',split,'testEvents',slugs.length-split,'trainRows',train.length,'testRows',test.length);\n\nfunction stats(data:Row[],idx:number[]){const mu=idx.map(j=>data.reduce((a,r)=>a+r.x[j],0)/data.length);const sd=idx.map((j,k)=>Math.sqrt(data.reduce((a,r)=>a+(r.x[j]-mu[k])**2,0)/data.length)||1);return{mu,sd};}\nfunction sig(z:number){if(z>30)return 1;if(z<-30)return 0;return 1/(1+Math.exp(-z));}\nfunction fit(data:Row[],idx:number[]){const st=stats(data,idx);let w=new Array(idx.length+1).fill(0);const lr=.05,lam=.002;\n for(let it=0;it<3500;it++){let g=new Array(w.length).fill(0);for(const r of data){let z=w[0];for(let k=0;k{let z=w[0];for(let k=0;knumber){let br=0,ll=0,acc=0;const ps:{p:number,y:number}[]=[];for(const r of data){const p=clamp(pred(r));br+=(p-r.y)**2;ll+=-(r.y*Math.log(p)+(1-r.y)*Math.log(1-p));acc+=((p>=.5?1:0)===r.y)?1:0;ps.push({p,y:r.y});} // AUC rank\n ps.sort((a,b)=>a.p-b.p);let pos=ps.reduce((a,z)=>a+z.y,0),neg=ps.length-pos,rankSum=0;for(let i=0;ir.pm),'test',metrics(test,r=>r.pm));continue;}const m=fit(train,[...idx]);const mt=metrics(test,m.pred);console.log(name,'w',m.w.map((x:number)=>+x.toFixed(4)),'train',metrics(train,m.pred),'test',mt);if(!best||mt.loglossMath.abs(r.rem-rt)<=3);if(!z.length)continue;const a=metrics(z,r=>r.pm),b=metrics(z,best.m.pred);console.log('REM',rt,'n',z.length,'market',a,'best',b);}\n\n// Natural taker-EV simulation on TEST: at most one new trade per event, scan from rem<=240 to >=30, first |edge| after taker fee > 0.\n// fee/share for crypto: 0.07*p*(1-p); buy cost uses ask + fee/share.\nconst bySlug=new Map();for(const s of slugs.slice(split)){bySlug.set(s,ticks.get(s)!.slice().sort((a,b)=>b.rem-a.rem));}\nfunction rowFromTick(t:Tick):Row{const f=feat(t);return{slug:t.slug,y:outcomes.get(t.slug)!,x:f.x,pm:f.pm,rem:t.rem,uask:t.u,dask:t.d};}\nfunction fee(p:number){return .07*p*(1-p);}\nconst sims:any[]=[];\nfor(const [s,arr] of bySlug){let chosen:any=null;for(const t of arr){if(t.rem>240||t.rem<30)continue;const rr=rowFromTick(t),pf=best.m.pred(rr);const upCost=t.u+fee(t.u),dnCost=t.d+fee(t.d);const evU=pf-upCost,evD=(1-pf)-dnCost;if(evU>0||evD>0){const side=evU>=evD?'UP':'DOWN',ev=Math.max(evU,evD),px=side==='UP'?t.u:t.d,cost=side==='UP'?upCost:dnCost;chosen={slug:s,y:rr.y,side,rem:t.rem,pfair:pf,pm:rr.pm,px,cost,ev,win:(side==='UP'?rr.y===1:rr.y===0)};break;}}\n if(chosen)sims.push(chosen);\n}\nlet pnl=0,spent=0,wins=0;for(const z of sims){spent+=z.cost;pnl+=(z.win?1:0)-z.cost;wins+=z.win?1:0;}console.log('SIM_EV_GT_0',{trades:sims.length,wins,losses:sims.length-wins,winRate:wins/Math.max(1,sims.length),spent,pnl,roi:pnl/Math.max(.0001,spent)});console.log('SIM_SAMPLE',sims.slice(-12));\n",["D",1787637012611],"branchVersion","label",[18],"pulls","branches",1,"forks","envVars",{"_157":26,"_159":26},"connections",{"_157":26,"_158":26},"count","unfilledCount","emptyCount",{"_32":294,"_13":295,"_63":296,"_42":-5,"_34":35,"_146":297,"_180":181,"_36":298,"_38":233,"_65":66,"_143":299,"_67":24,"_147":-5,"_184":300,"_17":301},{"_32":142,"_13":18,"_63":64,"_42":-5,"_34":35,"_146":39,"_180":181,"_36":291,"_38":26,"_65":66,"_143":144,"_67":24,"_147":-5,"_184":292,"_17":293},{"_32":283,"_13":284,"_63":285,"_42":-5,"_34":35,"_146":286,"_180":181,"_36":287,"_38":224,"_65":66,"_143":288,"_67":24,"_147":-5,"_184":289,"_17":290},{"_32":275,"_13":276,"_63":277,"_42":-5,"_34":35,"_146":278,"_180":181,"_36":279,"_38":26,"_65":66,"_143":280,"_67":24,"_147":-5,"_184":281,"_17":282},{"_32":268,"_13":269,"_63":270,"_42":-5,"_34":35,"_146":224,"_180":181,"_36":271,"_38":233,"_65":66,"_143":272,"_67":24,"_147":-5,"_184":273,"_17":274},{"_32":260,"_13":261,"_63":262,"_42":-5,"_34":35,"_146":263,"_180":181,"_36":264,"_38":26,"_65":66,"_143":265,"_67":24,"_147":-5,"_184":266,"_17":267},{"_32":252,"_13":253,"_63":254,"_42":-5,"_34":35,"_146":255,"_180":181,"_36":256,"_38":26,"_65":66,"_143":257,"_67":24,"_147":-5,"_184":258,"_17":259},{"_32":244,"_13":245,"_63":246,"_42":-5,"_34":35,"_146":247,"_180":181,"_36":248,"_38":26,"_65":66,"_143":249,"_67":24,"_147":-5,"_184":250,"_17":251},{"_32":237,"_13":238,"_63":239,"_42":-5,"_34":35,"_146":106,"_180":181,"_36":240,"_38":26,"_65":66,"_143":241,"_67":24,"_147":-5,"_184":242,"_17":243},{"_32":228,"_13":229,"_63":230,"_42":-5,"_34":35,"_146":231,"_180":181,"_36":232,"_38":233,"_65":66,"_143":234,"_67":24,"_147":-5,"_184":235,"_17":236},{"_32":219,"_13":220,"_63":221,"_42":-5,"_34":35,"_146":222,"_180":181,"_36":223,"_38":224,"_65":66,"_143":225,"_67":24,"_147":-5,"_184":226,"_17":227},{"_32":211,"_13":212,"_63":213,"_42":-5,"_34":35,"_146":214,"_180":181,"_36":215,"_38":26,"_65":66,"_143":216,"_67":24,"_147":-5,"_184":217,"_17":218},{"_32":203,"_13":204,"_63":205,"_42":-5,"_34":35,"_146":206,"_180":181,"_36":207,"_38":26,"_65":66,"_143":208,"_67":24,"_147":-5,"_184":209,"_17":210},{"_32":195,"_13":196,"_63":197,"_42":-5,"_34":35,"_146":198,"_180":181,"_36":199,"_38":26,"_65":66,"_143":200,"_67":24,"_147":-5,"_184":201,"_17":202},{"_32":187,"_13":188,"_63":189,"_42":-5,"_34":35,"_146":190,"_180":181,"_36":191,"_38":26,"_65":66,"_143":192,"_67":24,"_147":-5,"_184":193,"_17":194},{"_32":176,"_13":177,"_63":178,"_42":-5,"_34":35,"_146":179,"_180":181,"_36":182,"_38":26,"_65":66,"_143":183,"_67":24,"_147":-5,"_184":185,"_17":186},"4762f57f-f28c-49b1-b925-de6428c60522","size_by_price.ts","3f4af668-a04c-11f1-aeb5-1607ee4eb77e",21,"latest",true,["D",1787638476492],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';const slugs=new Set();const r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('b');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);const m=l.match(/event=(btc-updown-5m-\\d+)/);if(m)slugs.add(m[1]);}}let cp:any[]=[];for(let o=0;o<5000;o+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp)if(p.slug?.startsWith('btc-updown-5m-')&&slugs.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);async function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}const rows:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));for(const t of all)rows.push({role:ks.has(key(t))?'TAKER':'MAKER',p:+t.price,q:+t.size,n:+t.price*+t.size});}function q(a:number[],p:number){const z=a.slice().sort((a,b)=>a-b);return z.length?z[Math.floor((z.length-1)*p)]:NaN}function S(z:any[]){return{n:z.length,qMed:q(z.map(x=>x.q),.5),q75:q(z.map(x=>x.q),.75),notMed:q(z.map(x=>x.n),.5),not75:q(z.map(x=>x.n),.75),meanQ:z.reduce((a,x)=>a+x.q,0)/z.length,meanNot:z.reduce((a,x)=>a+x.n,0)/z.length};}for(const role of ['MAKER','TAKER']){console.log(role);for(let lo=0;lo<1;lo+=.1){const hi=lo+.1,z=rows.filter(x=>x.role===role&&x.p>=lo&&x.p(), outcomes=new Map();function N(s:any){return(!s||s==='n/a')?NaN:+s;}\nconst rr=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!rr.body)throw Error('log');const rd=rr.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(l.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}if(l.includes('[Event PnL]')){const m=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2]);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let o=0;o<5000;o+=50){let res=await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`);if(!res.ok)break;const j=await res.json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp)if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&outcomes.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,150));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}if(!res.ok)break;const txt=await res.text();if(!txt.trim().startsWith('['))break;const j=JSON.parse(txt);if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}function near(s:string,ts:number){let best:any=null,bd=1e9;for(const x of ticks.get(s)||[]){const d=Math.abs(x.ts-ts);if(dl.side==='UP').reduce((a,l)=>a+l.q,0),qD=lots.filter(l=>l.side==='DOWN').reduce((a,l)=>a+l.q,0),cU=lots.filter(l=>l.side==='UP').reduce((a,l)=>a+l.q*l.c,0),cD=lots.filter(l=>l.side==='DOWN').reduce((a,l)=>a+l.q*l.c,0),cost=cU+cD;let U=lots.filter(l=>l.side==='UP').map(l=>({...l})).sort((a,b)=>a.c-b.c),D=lots.filter(l=>l.side==='DOWN').map(l=>({...l})).sort((a,b)=>a.c-b.c),i=0,j=0,pairQ=0,pairProfit=0,pairCost=0;while(i=1)break;const q=Math.min(u.q,d.q),pc=u.c+d.c;pairQ+=q;pairProfit+=q*(1-pc);pairCost+=q*pc;u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}const pnlU=qU-cost,pnlD=qD-cost,worst=Math.min(pnlU,pnlD),best=Math.max(pnlU,pnlD),ev=pm*qU+(1-pm)*qD-cost;return{qU,qD,cU,cD,cost,I:qU-qD,absI:Math.abs(qU-qD),pnlU,pnlD,worst,best,worstLoss:Math.max(0,-worst),ev,pairQ,pairProfit,pairCost};}\nconst rows:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const ord=all.map((t:any)=>{const p=+t.price,role:'M'|'T'=ks.has(key(t))?'T':'M';return{raw:t,side:t.outcome.toUpperCase() as 'UP'|'DOWN',role,q:+t.size,p,c:p+(role==='T'?fee(p):0),ts:+t.timestamp};}).sort((a,b)=>a.ts-b.ts||a.raw.transactionHash.localeCompare(b.raw.transactionHash));const lots:Lot[]=[];for(const x of ord){const tick=near(m.slug,x.ts);if(!tick){lots.push({side:x.side,role:x.role,q:x.q,c:x.c,p:x.p,ts:x.ts});continue;}const pm=Math.max(.001,Math.min(.999,(tick.u+(1-tick.d))/2)),before=state(lots,pm);lots.push({side:x.side,role:x.role,q:x.q,c:x.c,p:x.p,ts:x.ts});const after=state(lots,pm);if(x.role==='T'){const fav=tick.u=0?1:-1,twSign=tick.twap>=0?1:-1;rows.push({slug:m.slug,ts:x.ts,rem:tick.rem,side:x.side,p:x.p,q:x.q,notional:x.p*x.q,pm,fav,cheap,nonfav,alignOld:sideSign===oldSign,alignTw:sideSign===twSign,before,after,dPairProfit:after.pairProfit-before.pairProfit,dPairQ:after.pairQ-before.pairQ,dWorst:after.worst-before.worst,dWorstLoss:after.worstLoss-before.worstLoss,dEV:after.ev-before.ev,dAbsI:after.absI-before.absI,dI:after.I-before.I,improvesWorst:after.worst>before.worst+1e-9,reducesWorstLoss:after.worstLossbefore.pairProfit+1e-9,evAdd:after.ev>before.ev+1e-9,winner:outcomes.get(m.slug),won:x.side===outcomes.get(m.slug)});}}}\nfunction quant(a:number[],p:number){const z=a.filter(Number.isFinite).sort((a,b)=>a-b);return z.length?z[Math.floor((z.length-1)*p)]:NaN;}function S(z:any[]){const n=z.length,sum=(k:string)=>z.reduce((a,r)=>a+(Number.isFinite(r[k])?r[k]:0),0),cnt=(k:string)=>z.filter(r=>r[k]).length;return{n,notional:sum('notional'),pairAdd:cnt('pairAdd')/n,improvesWorst:cnt('improvesWorst')/n,rebal:cnt('rebal')/n,evAdd:cnt('evAdd')/n,nonfav:cnt('nonfav')/n,cheap:cnt('cheap')/n,winRate:cnt('won')/n,medianBeforeWorstLoss:quant(z.map(r=>r.before.worstLoss),.5),p75BeforeWorstLoss:quant(z.map(r=>r.before.worstLoss),.75),medianAbsI:quant(z.map(r=>r.before.absI),.5),medianPairProfit:quant(z.map(r=>r.before.pairProfit),.5),medianDPQ:quant(z.map(r=>r.dPairQ),.5),medianDPairProfit:quant(z.map(r=>r.dPairProfit),.5),medianDWorst:quant(z.map(r=>r.dWorst),.5),medianDEV:quant(z.map(r=>r.dEV),.5)};}\nconsole.log('MARKETS',markets.length,'TAKER_ROWS',rows.length,'ALL',S(rows));\nconst cats:any={PAIR:rows.filter(r=>r.pairAdd),RISK_ONLY:rows.filter(r=>!r.pairAdd&&r.improvesWorst),CHEAP_FIRST:rows.filter(r=>!r.pairAdd&&!r.improvesWorst&&r.cheap&&r.nonfav),FAV_ADD:rows.filter(r=>!r.pairAdd&&!r.improvesWorst&&!r.nonfav),OTHER:rows.filter(r=>!r.pairAdd&&!r.improvesWorst&&!(r.cheap&&r.nonfav)&&r.nonfav)};for(const [k,z] of Object.entries(cats) as any)console.log('CAT',k,S(z));\n// exclusive reason counts using priority Pair > risk repair > cheap first leg > favorite add > other\nconst reason=(r:any)=>r.pairAdd?'PAIR':r.improvesWorst?'RISK':(r.cheap&&r.nonfav)?'FIRSTLEG':(!r.nonfav?'FAV':'OTHER');const rc=new Map();for(const r of rows){const k=reason(r);if(!rc.has(k))rc.set(k,[]);rc.get(k)!.push(r);}console.log('REASONS',Object.fromEntries([...rc].map(([k,z])=>[k,S(z)])));\n// test what pre-trade state predicts risk repair: bins by worst-loss and |I| quantiles, comparing fraction of takers that improve worst-case\nconst wlq=[0,.2,.4,.6,.8,1].map(p=>quant(rows.map(r=>r.before.worstLoss),p)),iq=[0,.2,.4,.6,.8,1].map(p=>quant(rows.map(r=>r.before.absI),p));console.log('WL_Q',wlq,'I_Q',iq);for(let k=0;k<5;k++){const z=rows.filter(r=>r.before.worstLoss>=wlq[k]&&(k===4?r.before.worstLoss<=wlq[k+1]:r.before.worstLossr.before.absI>=iq[k]&&(k===4?r.before.absI<=iq[k+1]:r.before.absI0 (more UP), DOWN repairs; if I<0, UP repairs.\nfor(const r of rows){const repairSide=r.before.I>0?'DOWN':r.before.I<0?'UP':'NONE';r.sideIsRepair=r.side===repairSide;r.sideIsFav=r.side===r.fav;r.riskPressure=r.before.cost? r.before.worstLoss/r.before.cost:0;}\nconsole.log('SIDE_RULES',{repairSide:rows.filter(r=>r.sideIsRepair).length/rows.length,favorite:rows.filter(r=>r.sideIsFav).length/rows.length,old:rows.filter(r=>r.alignOld).length/rows.length,twap:rows.filter(r=>r.alignTw).length/rows.length});\nconst rpq=[0,.2,.4,.6,.8,1].map(p=>quant(rows.map(r=>r.riskPressure),p));console.log('RISK_PRESSURE_Q',rpq);for(let k=0;k<5;k++){const z=rows.filter(r=>r.riskPressure>=rpq[k]&&(k===4?r.riskPressure<=rpq[k+1]:r.riskPressurer.sideIsRepair).length/z.length,favorite:z.filter(r=>r.sideIsFav).length/z.length});}\n// representative largest pair/risk/firstleg/favorite trades\nfor(const k of ['PAIR','RISK','FIRSTLEG','FAV']){const z=rows.filter(r=>reason(r)===k).sort((a,b)=>b.notional-a.notional).slice(0,12).map(r=>({slug:r.slug,rem:r.rem,side:r.side,p:r.p,q:r.q,not:+r.notional.toFixed(2),fav:r.fav,beforeI:+r.before.I.toFixed(1),beforeWorst:+r.before.worst.toFixed(1),dPair:+r.dPairProfit.toFixed(2),dWorst:+r.dWorst.toFixed(2),dEV:+r.dEV.toFixed(2)}));console.log('EXAMPLES',k,z);}",[],[188],"6c3a65fd-9131-487a-893e-19af048fc52b","residual_sequence.ts","11c42b1e-a04d-11f1-bcfe-1607ee4eb77e",26,["D",1787638829607],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,rem:number,u:number,d:number,old:number,twap:number};const ticks=new Map(),outcomes=new Map();function N(s:any){return(!s||s==='n/a')?NaN:+s;}const R=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!R.body)throw Error('log');const rd=R.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(l.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}if(l.includes('[Event PnL]')){const m=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2]);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let o=0;o<5000;o+=50){const res=await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`);if(!res.ok)break;const j=await res.json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp)if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&outcomes.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,100));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}if(!res.ok)break;const txt=await res.text();if(!txt.trim().startsWith('['))break;const j=JSON.parse(txt);if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}function near(s:string,ts:number){let q:any=null,d=1e9;for(const x of ticks.get(s)||[]){const e=Math.abs(x.ts-ts);if(ex.side==='UP').reduce((a,x)=>a+x.q,0),qD=l.filter(x=>x.side==='DOWN').reduce((a,x)=>a+x.q,0),cost=l.reduce((a,x)=>a+x.q*x.c,0);let U=l.filter(x=>x.side==='UP').map(x=>({...x})).sort((a,b)=>a.c-b.c),D=l.filter(x=>x.side==='DOWN').map(x=>({...x})).sort((a,b)=>a.c-b.c),i=0,j=0,pp=0,pq=0;while(i=1)break;const q=Math.min(u.q,d.q);pq+=q;pp+=q*(1-u.c-d.c);u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}return{qU,qD,I:qU-qD,absI:Math.abs(qU-qD),cost,worst:Math.min(qU-cost,qD-cost),worstLoss:Math.max(0,-Math.min(qU-cost,qD-cost)),pairProfit:pp,pairQ:pq};}\nconst allRows:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const ord=all.map((t:any)=>{const p=+t.price,role=ks.has(key(t))?'T':'M';return{t,role,side:t.outcome.toUpperCase() as 'UP'|'DOWN',q:+t.size,p,c:p+(role==='T'?fee(p):0),ts:+t.timestamp};}).sort((a,b)=>a.ts-b.ts||a.t.transactionHash.localeCompare(b.t.transactionHash));const lots:L[]=[];const marketRows:any[]=[];for(const x of ord){const tick=near(m.slug,x.ts),bef=st(lots);lots.push({side:x.side,q:x.q,c:x.c});const aft=st(lots);if(x.role==='T'&&tick){const fav=tick.ubef.pairProfit+1e-9,risk=aft.worst>bef.worst+1e-9,reason=pair?'PAIR':risk?'RISK':(x.p<.5&&x.side!==fav)?'FIRSTLEG':(x.side===fav?'FAV':'OTHER');marketRows.push({slug:m.slug,ts:x.ts,rem:tick.rem,side:x.side,p:x.p,q:x.q,not:x.p*x.q,fav,reason,bef,aft,fracRepair:bef.absI>0?(bef.absI-aft.absI)/bef.absI:NaN,crossed:bef.I!==0&&Math.sign(bef.I)!==Math.sign(aft.I),sameSideAsI:(bef.I>0&&x.side==='UP')||(bef.I<0&&x.side==='DOWN')});}}marketRows.sort((a,b)=>a.ts-b.ts);for(let i=0;ia-b);return z.length?z[Math.floor((z.length-1)*p)]:NaN;}function S(z:any[]){return{n:z.length,notional:z.reduce((a,x)=>a+x.not,0),medBeforeI:qtl(z.map(x=>x.bef.absI),.5),medAfterI:qtl(z.map(x=>x.aft.absI),.5),medFracRepair:qtl(z.map(x=>x.fracRepair),.5),p75FracRepair:qtl(z.map(x=>x.fracRepair),.75),crossRate:z.filter(x=>x.crossed).length/z.length,medQ:qtl(z.map(x=>x.q),.5),medNot:qtl(z.map(x=>x.not),.5),medWorstBefore:qtl(z.map(x=>x.bef.worstLoss),.5),medWorstAfter:qtl(z.map(x=>x.aft.worstLoss),.5),medSecNext:qtl(z.map(x=>x.nextSec),.5),medSecRepair:qtl(z.map(x=>x.secToRepair),.5),oppRepairRate:z.filter(x=>x.repairOpposite===true).length/Math.max(1,z.filter(x=>x.repairOpposite!==null).length)};}\nconsole.log('ROWS',allRows.length);for(const k of ['PAIR','RISK','FIRSTLEG','FAV','OTHER'])console.log(k,S(allRows.filter(x=>x.reason===k)));\nconst trans:any={};for(const r of allRows){trans[r.reason]??={};trans[r.reason][r.next]=(trans[r.reason][r.next]||0)+1;}console.log('NEXT_TRANSITIONS',trans);\nconst transR:any={};for(const r of allRows){transR[r.reason]??={};transR[r.reason][r.nextRepair]=(transR[r.reason][r.nextRepair]||0)+1;}console.log('NEXT_PAIR_OR_RISK',transR);\nfor(const k of ['RISK','PAIR']){const z=allRows.filter(x=>x.reason===k);const bins=[0,.25,.5,.75,1];for(let i=0;i<4;i++){const lo=qtl(z.map(x=>x.fracRepair),bins[i]),hi=qtl(z.map(x=>x.fracRepair),bins[i+1]);const zz=z.filter(x=>x.fracRepair>=lo&&(i===3?x.fracRepair<=hi:x.fracRepairx.reason==='FIRSTLEG'&&x.nextRepair!=='END')),'firstlegEnd',allRows.filter(x=>x.reason==='FIRSTLEG'&&x.nextRepair==='END').length);\nconsole.log('LARGEST_RISK_REPAIRS',allRows.filter(x=>x.reason==='RISK').sort((a,b)=>b.fracRepair-a.fracRepair).slice(0,20).map(x=>({slug:x.slug,rem:x.rem,side:x.side,p:x.p,q:x.q,bI:+x.bef.I.toFixed(1),aI:+x.aft.I.toFixed(1),frac:+x.fracRepair.toFixed(3),cross:x.crossed,wB:+x.bef.worstLoss.toFixed(1),wA:+x.aft.worstLoss.toFixed(1)})));",[],[196],"49881b24-cba5-4e5c-b84b-7212c880a15c","raw_tick_probe.ts","c937abc4-a04b-11f1-9511-1607ee4eb77e",17,["D",1787638278393],"const URL='https://site6666.easycryptofiat.com/jjo3-fetch.log';const r=await fetch(URL,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),d=new TextDecoder();let b='',n=0;while(n<8){const{value,done}=await rd.read();if(done)break;b+=d.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0&&n<8){const l=b.slice(0,i);b=b.slice(i+1);if(l.includes('[BSPS_TICK] event=btc-updown-5m-')){console.log(l);n++;}}}",[],[204],"af21b3de-d6f6-4f56-b301-146bf92743e4","profit_decomposition.ts","77fcf916-a04c-11f1-885b-1607ee4eb77e",24,["D",1787638571612],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\nconst outcomes=new Map(),slugs=new Set();const r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);const m=l.match(/event=(btc-updown-5m-\\d+)/);if(m)slugs.add(m[1]);if(l.includes('[Event PnL]')){const e=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(e)outcomes.set(e[1],e[2]);}}}\nlet cp:any[]=[];for(let o=0;o<5000;o+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&slugs.has(p.slug)&&outcomes.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,200));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}const j=await res.json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}\ntype Lot={side:'UP'|'DOWN',role:'M'|'T',q:number,c:number,p:number};const globalPairs:any={MM:{q:0,profit:0,cost:0},MT:{q:0,profit:0,cost:0},TT:{q:0,profit:0,cost:0}};let G={cost:0,payout:0,pnl:0,pairQ:0,pairProfit:0,resPnl:0,resCost:0,resPayout:0};const per:any[]=[];\nfor(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const lots:Lot[]=all.map((t:any)=>{const p=+t.price,role: 'M'|'T'=ks.has(key(t))?'T':'M';return{side:t.outcome.toUpperCase(),role,q:+t.size,c:p+(role==='T'?fee(p):0),p}});let U=lots.filter(l=>l.side==='UP').map(l=>({...l})).sort((a,b)=>a.c-b.c),D=lots.filter(l=>l.side==='DOWN').map(l=>({...l})).sort((a,b)=>a.c-b.c);let i=0,j=0,pairQ=0,pairProfit=0;const pc:any={MM:{q:0,profit:0},MT:{q:0,profit:0},TT:{q:0,profit:0}};\n while(i=1)break;const q=Math.min(u.q,d.q),edge=1-u.c-d.c,combo=u.role===d.role?(u.role==='M'?'MM':'TT'):'MT';pairQ+=q;pairProfit+=q*edge;pc[combo].q+=q;pc[combo].profit+=q*edge;globalPairs[combo].q+=q;globalPairs[combo].profit+=q*edge;globalPairs[combo].cost+=q*(u.c+d.c);u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}\n const residual=[...U.slice(i),...D.slice(j)].filter(l=>l.q>1e-9);const winner=outcomes.get(m.slug)!;const resCost=residual.reduce((a,l)=>a+l.q*l.c,0),resPayout=residual.reduce((a,l)=>a+(l.side===winner?l.q:0),0),resPnl=resPayout-resCost;const totalCost=lots.reduce((a,l)=>a+l.q*l.c,0),totalPayout=lots.reduce((a,l)=>a+(l.side===winner?l.q:0),0),pnl=totalPayout-totalCost;G.cost+=totalCost;G.payout+=totalPayout;G.pnl+=pnl;G.pairQ+=pairQ;G.pairProfit+=pairProfit;G.resPnl+=resPnl;G.resCost+=resCost;G.resPayout+=resPayout;per.push({slug:m.slug,winner,n:lots.length,totalCost,totalPayout,pnl,pairQ,pairProfit,resCost,resPayout,resPnl,pc,qU:lots.filter(l=>l.side==='UP').reduce((a,l)=>a+l.q,0),qD:lots.filter(l=>l.side==='DOWN').reduce((a,l)=>a+l.q,0)});}\nconsole.log('MARKETS',markets.length);console.log('GLOBAL',G,'roi',G.pnl/G.cost,'pairProfitShareOfGrossPositive',G.pairProfit/(G.pairProfit+Math.max(0,G.resPnl)));console.log('PAIR_COMBOS',globalPairs,Object.fromEntries(Object.entries(globalPairs).map(([k,v]:any)=>[k,{q:v.q,profit:v.profit,avgEdge:v.q?v.profit/v.q:0,roi:v.cost?v.profit/v.cost:0}])));\nconst win=per.filter(x=>x.pnl>0),lose=per.filter(x=>x.pnl<=0);console.log('WIN_LOSE',{wins:win.length,losses:lose.length,winPnl:win.reduce((a,x)=>a+x.pnl,0),losePnl:lose.reduce((a,x)=>a+x.pnl,0),pairProfitWins:win.reduce((a,x)=>a+x.pairProfit,0),pairProfitLosses:lose.reduce((a,x)=>a+x.pairProfit,0)});\nconsole.log('PER_MARKET',per.map(x=>({...x,totalCost:+x.totalCost.toFixed(2),pnl:+x.pnl.toFixed(2),pairQ:+x.pairQ.toFixed(2),pairProfit:+x.pairProfit.toFixed(2),resPnl:+x.resPnl.toFixed(2)})));",[],[212],"1a848737-6485-4771-96dd-fbffb0d28b7a","pair_recon.ts","49b3a9a4-a049-11f1-8b2a-1607ee4eb77e",23,["D",1787638509846],3,"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30', LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,rem:number,old:number,twap:number,u:number,d:number,top:number,imb:number};\nconst ticks=new Map(), outcomes=new Map();function N(s:any){if(!s||s==='n/a')return NaN;return +s;}\nconst lr=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!lr.ok||!lr.body)throw Error('log');const rd=lr.body.getReader(),dec=new TextDecoder();let buf='';while(true){const{value,done}=await rd.read();if(done)break;buf+=dec.decode(value,{stream:true});let i;while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);if(line.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7],top:+m[8],imb:+m[9]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){const m=line.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2]);}}}for(const a of ticks.values())a.sort((a,b)=>a.ts-b.ts);\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!Array.isArray(j)||!j.length)break;cp.push(...j);if(j.length<50)break;}\nconst gm=new Map();for(const p of cp){if(!p.slug?.startsWith('btc-updown-5m-')||!ticks.has(p.slug))continue;let g=gm.get(p.conditionId);if(!g){g={conditionId:p.conditionId,slug:p.slug};gm.set(p.conditionId,g);}}\nconst markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function trades(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}\nfunction key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}\nfunction nearest(slug:string,ts:number){const a=ticks.get(slug)||[];let b:any=null,bd=9e9;for(const x of a){const d=Math.abs(x.ts-ts);if(d({...x})),D:s.D.map(x=>({...x}))};}\nfunction matchAndAdd(s:State,side:'UP'|'DOWN',q:number,c:number,mode:'FIFO'|'LIFO'|'OPT'){const opp=side==='UP'?s.D:s.U, own=side==='UP'?s.U:s.D;let need=q,mc=0,mq=0;while(need>1e-9&&opp.length){let idx=mode==='FIFO'?0:mode==='LIFO'?opp.length-1:opp.reduce((bi,l,i,a)=>l.c1e-9)own.push({q:need,c});return{mq,oppAvg:mq?mc/mq:NaN,pairCost:mq?c+mc/mq:NaN,pairEdge:mq?1-c-mc/mq:NaN};}\nlet rows:any[]=[];\nfor(const m of markets){const all=await trades(m.conditionId,false),tak=await trades(m.conditionId,true),tk=new Set(tak.map(key));const rr=all.map((t:any)=>({...t,role:tk.has(key(t))?'TAKER':'MAKER'})).sort((a:any,b:any)=>+a.timestamp-+b.timestamp||a.transactionHash.localeCompare(b.transactionHash));const st:any={FIFO:{U:[],D:[]},LIFO:{U:[],D:[]},OPT:{U:[],D:[]}};let qU=0,qD=0;\n for(const t of rr){const side=t.outcome.toUpperCase() as 'UP'|'DOWN',q=+t.size,p=+t.price,c=p+feeUnit(p,t.role),ib=qU-qD,ia=ib+(side==='UP'?q:-q),rebal=Math.abs(ia)x.d?'UP':'DOWN',old=x.old>=0?'UP':'DOWN',tw=x.twap>=0?'UP':'DOWN';rows.push({slug:m.slug,ts:+t.timestamp,rem:x.rem,side,p,size:q,c,notional:p*q,ib,ia,rebal,fav,old,tw,strictDir:side===fav&&side===old&&side===tw,alignFav:side===fav,alignOld:side===old,alignTw:side===tw,pairF:info.FIFO.pairEdge,pairL:info.LIFO.pairEdge,pairO:info.OPT.pairEdge,mqF:info.FIFO.mq,mqL:info.LIFO.mq,mqO:info.OPT.mq,winner:outcomes.get(m.slug),won:side===outcomes.get(m.slug)});}}\n}\nfunction pct(n:number,d:number){return d?n/d:NaN;}function summary(z:any[]){const n=z.length;const q=(k:string)=>z.reduce((a,r)=>a+(r[k]?1:0),0),s=(k:string)=>z.reduce((a,r)=>a+(Number.isFinite(r[k])?r[k]:0),0);const pe=z.filter(r=>Number.isFinite(r.pairO)).map(r=>r.pairO).sort((a,b)=>a-b);const spend=z.reduce((a,r)=>a+r.size*r.c,0),rpnl=z.reduce((a,r)=>a+r.size*((r.won?1:0)-r.c),0);return{n,notional:s('notional'),strictDir:pct(q('strictDir'),n),fav:pct(q('alignFav'),n),old:pct(q('alignOld'),n),tw:pct(q('alignTw'),n),rebal:pct(q('rebal'),n),pairPosFIFO:pct(z.filter(r=>r.pairF>0).length,n),pairPosLIFO:pct(z.filter(r=>r.pairL>0).length,n),pairPosOPT:pct(z.filter(r=>r.pairO>0).length,n),won:pct(q('won'),n),pairOmed:pe.length?pe[Math.floor(pe.length/2)]:NaN,standalonePnL:rpnl,standaloneROI:spend?rpnl/spend:NaN};}\nconsole.log('ALL',summary(rows));\nconst prices=rows.map(r=>r.p).sort((a,b)=>a-b),q25=prices[Math.floor(.25*(prices.length-1))],q75=prices[Math.floor(.75*(prices.length-1))];console.log('price q25/q75',q25,q75);\nfor(const [name,z] of [['LOW_Q',rows.filter(r=>r.p<=q25)],['MID',rows.filter(r=>r.p>q25&&r.p<=q75)],['HIGH_Q',rows.filter(r=>r.p>q75)],['NONFAV',rows.filter(r=>!r.alignFav)],['FAV',rows.filter(r=>r.alignFav)],['STRICT_DIR',rows.filter(r=>r.strictDir)],['REBAL',rows.filter(r=>r.rebal)],['PAIR_OPT_POS',rows.filter(r=>r.pairO>0)],['CHEAP_NONFAV',rows.filter(r=>r.p<.5&&!r.alignFav)],['CHEAP_NONFAV_REBAL',rows.filter(r=>r.p<.5&&!r.alignFav&&r.rebal)],['CHEAP_NONFAV_INCREASE',rows.filter(r=>r.p<.5&&!r.alignFav&&!r.rebal)],['HIGH_FAV_REBAL',rows.filter(r=>r.p>.5&&r.alignFav&&r.rebal)],['HIGH_FAV_INCREASE',rows.filter(r=>r.p>.5&&r.alignFav&&!r.rebal)],['STRICT_REBAL',rows.filter(r=>r.strictDir&&r.rebal)],['STRICT_INCREASE',rows.filter(r=>r.strictDir&&!r.rebal)] ] as any)console.log(name,summary(z));\n// Cross-evidence classifications, not mutually exclusive\nconst cross={A_strict_direction:rows.filter(r=>r.strictDir).length,B_rebalance:rows.filter(r=>r.rebal).length,C_opt_pair_positive:rows.filter(r=>r.pairO>0).length,D_cheap_nonfav_noBC:rows.filter(r=>r.p<.5&&!r.alignFav&&!r.rebal&&!(r.pairO>0)).length,none:rows.filter(r=>!r.strictDir&&!r.rebal&&!(r.pairO>0)&&!(r.p<.5&&!r.alignFav)).length};console.log('EVIDENCE_COUNTS',cross,'N',rows.length);\nconsole.log('C_examples',rows.filter(r=>r.pairO>0).sort((a,b)=>b.pairO-a.pairO).slice(0,20).map(r=>({slug:r.slug,rem:r.rem,side:r.side,p:r.p,size:r.size,ib:r.ib,ia:r.ia,rebal:r.rebal,fav:r.fav,old:r.old,tw:r.tw,pairO:r.pairO,mqO:r.mqO})));\nconsole.log('D_examples',rows.filter(r=>r.p<.5&&!r.alignFav&&!r.rebal&&!(r.pairO>0)).slice(0,20).map(r=>({slug:r.slug,rem:r.rem,side:r.side,p:r.p,size:r.size,ib:r.ib,ia:r.ia,fav:r.fav,old:r.old,tw:r.tw,pairO:r.pairO})));\n",[],[220],"66557143-0a35-490e-833e-b4091c2674d2","pair_fate.ts","78653e0c-a049-11f1-82f9-1607ee4eb77e",22,["D",1787638498701],2,"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,old:number,twap:number,u:number,d:number};const ticks=new Map();function N(s:any){return(!s||s==='n/a')?NaN:+s;}\nconst lr=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!lr.ok||!lr.body)throw Error('log');const rd=lr.body.getReader(),dc=new TextDecoder();let buf='';while(true){const{value,done}=await rd.read();if(done)break;buf+=dc.decode(value,{stream:true});let i;while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);if(!line.includes('[BSPS_TICK] event=btc-updown-5m-'))continue;const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m&&Number.isFinite(N(m[3]))&&Number.isFinite(N(m[4]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,old:+m[3],twap:+m[4],u:+m[5],d:+m[6]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}}for(const a of ticks.values())a.sort((a,b)=>a.ts-b.ts);\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function near(s:string,ts:number){let b:any=null,bd=1e9;for(const x of ticks.get(s)||[]){const d=Math.abs(x.ts-ts);if(d+a.timestamp-+b.timestamp||a.transactionHash.localeCompare(b.transactionHash));const lots:L[]=ordered.map((t:any,i:number)=>{const side=t.outcome.toUpperCase(),q=+t.size,p=+t.price,role=ks.has(key(t))?'TAKER':'MAKER',ib=qU-qD,ia=ib+(side==='UP'?q:-q),x=near(m.slug,+t.timestamp);if(side==='UP')qU+=q;else qD+=q;return{id:key(t)+'#'+i,slug:m.slug,side,q,left:q,c:p+fee(p,role),role,p,ts:+t.timestamp,matchQ:0,posQ:0,edgeSum:0,x,rebal:Math.abs(ia)l.side==='UP').sort((a,b)=>a.c-b.c),D=lots.filter(l=>l.side==='DOWN').sort((a,b)=>a.c-b.c);let i=0,j=0;while(i0){a.posQ+=q;b.posQ+=q;}a.left-=q;b.left-=q;if(a.left<1e-9)i++;if(b.left<1e-9)j++;}\n takLots.push(...lots.filter(l=>l.role==='TAKER'&&l.x));}\nfunction S(z:L[]){const q=z.reduce((a,l)=>a+l.q,0),mq=z.reduce((a,l)=>a+l.matchQ,0),pq=z.reduce((a,l)=>a+l.posQ,0),not=z.reduce((a,l)=>a+l.q*l.p,0);return{lots:z.length,q,notional:not,eventualMatchedPct:mq/q,eventualPositivePairPct:pq/q,avgAssignedEdge:mq?z.reduce((a,l)=>a+l.edgeSum,0)/mq:NaN};}\nconst tagged=takLots.map(l=>{const fav=l.x.u>l.x.d?'UP':'DOWN',old=l.x.old>=0?'UP':'DOWN',tw=l.x.twap>=0?'UP':'DOWN';return{...l,fav,old,tw,nonfav:l.side!==fav,strict:l.side===fav&&l.side===old&&l.side===tw};});\nconsole.log('ALL',S(tagged));console.log('CHEAP_NONFAV',S(tagged.filter(l=>l.p<.5&&l.nonfav)));console.log('CHEAP_NONFAV_NONREBAL',S(tagged.filter(l=>l.p<.5&&l.nonfav&&!l.rebal)));console.log('STRICT_DIR',S(tagged.filter(l=>l.strict)));console.log('HIGH_FAV',S(tagged.filter(l=>l.p>.5&&!l.nonfav)));\nconst d=tagged.filter(l=>l.p<.5&&l.nonfav&&!l.rebal).sort((a,b)=>b.posQ/b.q-a.posQ/a.q);console.log('D_FATE_SAMPLE',d.slice(0,25).map(l=>({slug:l.slug,side:l.side,p:l.p,q:l.q,rebal:l.rebal,fav:l.fav,old:l.old,tw:l.tw,matchedPct:l.matchQ/l.q,posPairPct:l.posQ/l.q,avgEdge:l.matchQ?l.edgeSum/l.matchQ:null})));\n",[],[229],"14880fd8-6eb7-4fc0-b88d-81c65e65f533","module_holdout.ts","5348a7f4-a04d-11f1-95ab-1607ee4eb77e",["D",1787638939530],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';type T={slug:string,ts:number,u:number,d:number};const ticks=new Map(),outs=new Map();const R=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!R.body)throw Error('log');const rd=R.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(l.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m){const t={slug:m[2],ts:Date.parse(m[1])/1000,u:+m[3],d:+m[4]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}if(l.includes('[Event PnL]')){const m=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outs.set(m[1],m[2]);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let o=0;o<10000;o+=50){const res=await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`);if(!res.ok)break;const j=await res.json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp)if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&outs.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,60);console.log('MARKETS',markets.length,markets[0]?.slug,markets.at(-1)?.slug);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,100));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}if(!res.ok)break;const tx=await res.text();if(!tx.trim().startsWith('['))break;const j=JSON.parse(tx);if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}function near(s:string,ts:number){let q:any=null,d=1e9;for(const x of ticks.get(s)||[]){const e=Math.abs(x.ts-ts);if(ex.side==='UP').reduce((a,x)=>a+x.q,0),qD=l.filter(x=>x.side==='DOWN').reduce((a,x)=>a+x.q,0),cost=l.reduce((a,x)=>a+x.q*x.c,0);let U=l.filter(x=>x.side==='UP').map(x=>({...x})).sort((a,b)=>a.c-b.c),D=l.filter(x=>x.side==='DOWN').map(x=>({...x})).sort((a,b)=>a.c-b.c),i=0,j=0,pp=0;while(i=1)break;const q=Math.min(u.q,d.q);pp+=q*(1-u.c-d.c);u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}return{qU,qD,cost,worst:Math.min(qU-cost,qD-cost),pairProfit:pp};}\nconst data:any[]=[];for(const m of markets){const a=await tr(m.conditionId,false),t=await tr(m.conditionId,true),ks=new Set(t.map(key));const ord=a.map((x:any)=>{const p=+x.price,role=ks.has(key(x))?'T':'M';return{side:x.outcome.toUpperCase() as 'UP'|'DOWN',q:+x.size,p,c:p+(role==='T'?fee(p):0),role,ts:+x.timestamp,raw:x};}).sort((a,b)=>a.ts-b.ts||a.raw.transactionHash.localeCompare(b.raw.transactionHash));data.push({m,ord});}\nfunction run(ds:any[],mode:string){let cost=0,pay=0,pt=0,pm=0,reasons:any={};const eps:number[]=[];for(const {m,ord} of ds){const lots:L[]=[];for(const x of ord){if(x.role==='M'){lots.push({side:x.side,q:x.q,c:x.c});pm++;continue;}const tick=near(m.slug,x.ts);if(!tick)continue;const bef=st(lots),aft=st([...lots,{side:x.side,q:x.q,c:x.c}]),fav=tick.ubef.pairProfit+1e-9,risk=aft.worst>bef.worst+1e-9,first=!pair&&!risk&&x.p<.5&&x.side!==fav,favadd=!pair&&!risk&&x.side===fav;const reason=pair?'PAIR':risk?'RISK':first?'FIRST':favadd?'FAV':'OTHER';let ok=false;if(mode==='MPR')ok=pair||risk;if(mode==='MPRF')ok=pair||risk||first;if(mode==='ALL')ok=pair||risk||first||favadd;if(mode==='NOFIRST')ok=pair||risk||favadd;if(ok){lots.push({side:x.side,q:x.q,c:x.c});pt++;reasons[reason]=(reasons[reason]||0)+1;}}const s=st(lots),winner=outs.get(m.slug)!,payout=winner==='UP'?s.qU:s.qD,pnl=payout-s.cost;cost+=s.cost;pay+=payout;eps.push(pnl);}return{mode,cost,payout:pay,pnl:pay-cost,roi:(pay-cost)/cost,takers:pt,makers:pm,reasons,wins:eps.filter(x=>x>0).length,losses:eps.filter(x=>x<=0).length,worst:Math.min(...eps),best:Math.max(...eps)};}\nconst recent=data.slice(0,30),older=data.slice(30,60);for(const [name,ds] of [['RECENT',recent],['OLDER',older],['ALL60',data]] as const){console.log('\\nCOHORT',name,ds.length,ds[0]?.m.slug,ds.at(-1)?.m.slug);for(const mode of ['MPR','MPRF','ALL','NOFIRST'])console.log(run(ds,mode));}",[],[238],"7ba97470-f425-4e0f-8896-4d8a7d0a6843","module_ablation.ts","36753732-a04d-11f1-9d83-1607ee4eb77e",27,["D",1787638891156],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,u:number,d:number,old:number,twap:number,rem:number};const ticks=new Map(),outcomes=new Map();function N(s:any){return(!s||s==='n/a')?NaN:+s;}const R=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!R.body)throw Error('log');const rd=R.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(l.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}if(l.includes('[Event PnL]')){const m=l.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2]);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let o=0;o<5000;o+=50){const res=await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${o}&sortBy=TIMESTAMP&sortDirection=DESC`);if(!res.ok)break;const j=await res.json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp)if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&outcomes.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){let res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);if(!res.ok){await new Promise(r=>setTimeout(r,100));res=await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`);}if(!res.ok)break;const txt=await res.text();if(!txt.trim().startsWith('['))break;const j=JSON.parse(txt);if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function fee(p:number){return .07*p*(1-p);}function near(s:string,ts:number){let q:any=null,d=1e9;for(const x of ticks.get(s)||[]){const e=Math.abs(x.ts-ts);if(ex.side==='UP').reduce((a,x)=>a+x.q,0),qD=l.filter(x=>x.side==='DOWN').reduce((a,x)=>a+x.q,0),cost=l.reduce((a,x)=>a+x.q*x.c,0);let U=l.filter(x=>x.side==='UP').map(x=>({...x})).sort((a,b)=>a.c-b.c),D=l.filter(x=>x.side==='DOWN').map(x=>({...x})).sort((a,b)=>a.c-b.c),i=0,j=0,pp=0,pq=0;while(i=1)break;const q=Math.min(u.q,d.q);pq+=q;pp+=q*(1-u.c-d.c);u.q-=q;d.q-=q;if(u.q<1e-9)i++;if(d.q<1e-9)j++;}return{qU,qD,I:qU-qD,absI:Math.abs(qU-qD),cost,worst:Math.min(qU-cost,qD-cost),worstLoss:Math.max(0,-Math.min(qU-cost,qD-cost)),ev:pm*qU+(1-pm)*qD-cost,pairProfit:pp,pairQ:pq};}\nconst eventData:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const ord=all.map((t:any)=>{const p=+t.price,role:'M'|'T'=ks.has(key(t))?'T':'M';return{side:t.outcome.toUpperCase() as 'UP'|'DOWN',q:+t.size,p,c:p+(role==='T'?fee(p):0),role,ts:+t.timestamp,raw:t};}).sort((a,b)=>a.ts-b.ts||a.raw.transactionHash.localeCompare(b.raw.transactionHash));eventData.push({m,ord});}\ntype Policy={name:string,allowFirst:boolean,allowFav:boolean,allowRisk:boolean,allowPair:boolean,riskCap?:number,firstCap?:number};\nfunction run(pol:Policy){let cost=0,payout=0,pairProfit=0,acceptedT=0,acceptedM=0,byReason:any={PAIR:0,RISK:0,FIRST:0,FAV:0,OTHER:0},eventPnls:any[]=[];for(const {m,ord} of eventData){const lots:L[]=[];for(const x of ord){if(x.role==='M'){lots.push({side:x.side,q:x.q,c:x.c,role:x.role});acceptedM++;continue;}const tick=near(m.slug,x.ts);if(!tick)continue;const pm=Math.max(.001,Math.min(.999,(tick.u+(1-tick.d))/2)),bef=st(lots,pm),trial=[...lots,{side:x.side,q:x.q,c:x.c,role:x.role}] as L[],aft=st(trial,pm),fav=tick.ubef.pairProfit+1e-9,isRisk=aft.worst>bef.worst+1e-9,isFirst=!isPair&&!isRisk&&x.p<.5&&x.side!==fav,isFav=!isPair&&!isRisk&&x.side===fav;let reason=isPair?'PAIR':isRisk?'RISK':isFirst?'FIRST':isFav?'FAV':'OTHER';let ok=(reason==='PAIR'&&pol.allowPair)||(reason==='RISK'&&pol.allowRisk)||(reason==='FIRST'&&pol.allowFirst)||(reason==='FAV'&&pol.allowFav);if(ok&&pol.riskCap!==undefined){const pressure=aft.cost?aft.worstLoss/aft.cost:0;if(pressure>pol.riskCap&&!isPair&&!isRisk)ok=false;}if(ok&&pol.firstCap!==undefined&&reason==='FIRST'){const pressure=aft.cost?aft.worstLoss/aft.cost:0;if(pressure>pol.firstCap)ok=false;}if(ok){lots.push({side:x.side,q:x.q,c:x.c,role:x.role});acceptedT++;byReason[reason]++;}}\n const s=st(lots),winner=outcomes.get(m.slug)!;const epayout=winner==='UP'?s.qU:s.qD,epnl=epayout-s.cost;cost+=s.cost;payout+=epayout;pairProfit+=s.pairProfit;eventPnls.push(epnl);}return{name:pol.name,cost,payout,pnl:payout-cost,roi:cost?(payout-cost)/cost:0,pairProfit,acceptedT,acceptedM,byReason,wins:eventPnls.filter(x=>x>0).length,losses:eventPnls.filter(x=>x<=0).length,worstEvent:Math.min(...eventPnls),bestEvent:Math.max(...eventPnls)};}\nconst policies:Policy[]=[{name:'MAKER_ONLY',allowPair:false,allowRisk:false,allowFirst:false,allowFav:false},{name:'M+PAIR',allowPair:true,allowRisk:false,allowFirst:false,allowFav:false},{name:'M+PAIR+RISK',allowPair:true,allowRisk:true,allowFirst:false,allowFav:false},{name:'M+PAIR+RISK+FIRST',allowPair:true,allowRisk:true,allowFirst:true,allowFav:false},{name:'ALL_DYNAMIC',allowPair:true,allowRisk:true,allowFirst:true,allowFav:true},{name:'NO_FAV',allowPair:true,allowRisk:true,allowFirst:true,allowFav:false},{name:'NO_FIRST',allowPair:true,allowRisk:true,allowFirst:false,allowFav:true}];for(const p of policies)console.log('POLICY',run(p));\n// Risk caps are empirical quantiles from BoneReaper pre-taker risk pressure, not arbitrary. derive from full actual chronological simulation states.\nconst pressures:number[]=[];for(const {m,ord} of eventData){const lots:L[]=[];for(const x of ord){const tick=near(m.slug,x.ts);if(x.role==='M'){lots.push({side:x.side,q:x.q,c:x.c,role:x.role});continue;}if(!tick)continue;const pm=(tick.u+(1-tick.d))/2,aft=st([...lots,{side:x.side,q:x.q,c:x.c,role:x.role}],pm);pressures.push(aft.cost?aft.worstLoss/aft.cost:0);lots.push({side:x.side,q:x.q,c:x.c,role:x.role});}}function qt(a:number[],p:number){const z=a.slice().sort((a,b)=>a-b);return z[Math.floor((z.length-1)*p)];}const caps=[.2,.4,.6,.8].map(x=>qt(pressures,x));console.log('EMPIRICAL_RISK_CAPS',caps);for(const cap of caps){console.log('CAP_NO_FAV',cap,run({name:`CAP_${cap}`,allowPair:true,allowRisk:true,allowFirst:true,allowFav:false,riskCap:cap}));console.log('CAP_ALL',cap,run({name:`CAPALL_${cap}`,allowPair:true,allowRisk:true,allowFirst:true,allowFav:true,riskCap:cap}));}",[],[245],"a625a679-6edb-47bb-a33f-720f68342fb2","maker_resting_forensics.ts","010c115c-a04c-11f1-af76-1607ee4eb77e",19,["D",1787638372061],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,u:number,d:number,rem:number};const ticks=new Map();\nconst r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(!l.includes('[BSPS_TICK] event=btc-updown-5m-'))continue;const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],u:+m[4],d:+m[5]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,20);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}\nconst rows:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));for(const t of all){if(ks.has(key(t)))continue;const side=t.outcome.toUpperCase(),p=+t.price,ts=+t.timestamp,a=ticks.get(m.slug)||[];const prior=a.filter(x=>x.ts<=ts+1);if(!prior.length)continue;const cur=prior.at(-1)!;const curAsk=side==='UP'?cur.u:cur.d,curBid=1-(side==='UP'?cur.d:cur.u);\n const matches=prior.filter(x=>Math.abs((1-(side==='UP'?x.d:x.u))-p)<=.0051);const askMatches=prior.filter(x=>Math.abs((side==='UP'?x.u:x.d)-p)<=.0051);\n const last=matches.at(-1),first=matches[0],lastAsk=askMatches.at(-1);rows.push({slug:m.slug,ts,side,p,size:+t.size,rem:cur.rem,curBid,curAsk,distBid:p-curBid,priorBidSeen:!!last,secsSinceLastBid:last?ts-last.ts:NaN,secsSinceFirstBid:first?ts-first.ts:NaN,priorAskSeen:!!lastAsk,secsSinceLastAsk:lastAsk?ts-lastAsk.ts:NaN});}}\nfunction arr(z:any[],k:string){return z.map(r=>r[k]).filter(Number.isFinite).sort((a,b)=>a-b)}function q(v:number[],p:number){return v.length?v[Math.floor((v.length-1)*p)]:NaN}function S(z:any[]){const a=arr(z,'secsSinceLastBid'),f=arr(z,'secsSinceFirstBid'),d=arr(z,'distBid');const shares=z.reduce((x,r)=>x+r.size,0);return{n:z.length,shares,priorBidSeen:z.filter(r=>r.priorBidSeen).length/z.length,priorAskSeen:z.filter(r=>r.priorAskSeen).length/z.length,medianSecsSinceLastBid:q(a,.5),p75Secs:q(a,.75),p90Secs:q(a,.9),medianSecsSinceFirstBid:q(f,.5),distBidMedian:q(d,.5),distBidP10:q(d,.1),distBidP90:q(d,.9),farNow10c:z.filter(r=>Math.abs(r.distBid)>=.10).length/z.length};}\nconsole.log('markets',markets.length,'maker rows',rows.length,'ALL',S(rows));\nfor(const bin of [[0,.1],[.1,.3],[.3,.5],[.5,.7],[.7,1.01]]){const z=rows.filter(r=>r.p>=bin[0]&&r.pr.rem>=bin[0]&&r.remMath.abs(r.distBid)>=.10&&r.priorBidSeen).sort((a,b)=>b.secsSinceLastBid-a.secsSinceLastBid);console.log('FAR_RESTING_EXAMPLES',far.slice(0,40));",[],[253],"8b798f23-f9fa-4092-897e-99b92c1e8719","maker_fill_probe.ts","def66a0e-a04b-11f1-806c-1607ee4eb77e",18,["D",1787638314870],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,u:number,d:number,rem:number};const ticks=new Map();\nconst r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);if(!l.includes('[BSPS_TICK] event=btc-updown-5m-'))continue;const m=l.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);if(m){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],u:+m[4],d:+m[5]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}}for(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&ticks.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,12);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}function near(s:string,ts:number){let best:any=null,bd=1e9;for(const x of ticks.get(s)||[]){const d=Math.abs(x.ts-ts);if(da+r.size,0);const wm=(k:string)=>z.reduce((a,r)=>a+r.size*r[k],0)/w;const abs=(k:string)=>z.reduce((a,r)=>a+Math.abs(r[k]),0)/z.length;return{n:z.length,shares:w,meanAskDiff:wm('askDiff'),meanBidDiff:wm('bidDiff'),meanSpread:wm('spread'),meanAbsBidDiff:abs('bidDiff'),withinHalfCentBid:z.filter(r=>Math.abs(r.bidDiff)<=.0051).length/z.length,within1cBid:z.filter(r=>Math.abs(r.bidDiff)<=.0101).length/z.length,within1cAsk:z.filter(r=>Math.abs(r.askDiff)<=.0101).length/z.length};}\nconsole.log('markets',markets.map(x=>x.slug));console.log('ALL',stat(rows));console.log('MAKER',stat(rows.filter(r=>r.role==='MAKER')));console.log('TAKER',stat(rows.filter(r=>r.role==='TAKER')));\nfor(const role of ['MAKER','TAKER']){const z=rows.filter(r=>r.role===role).sort((a,b)=>Math.abs(a.bidDiff)-Math.abs(b.bidDiff));console.log(role,'SAMPLE_NEAR_BID',z.slice(0,15));console.log(role,'SAMPLE_FAR_BID',z.slice(-15));}",[],[261],"2321527f-1fd0-4476-8ecb-0451eb174b6d","main.ts","50e25aca-a046-11f1-8342-1607ee4eb77e",["D",1787636027917],"const url='https://site6666.easycryptofiat.com/jjo3-fetch.log';\nconst events = [\n {slug:'btc-updown-5m-1787632500', start:1787632500, fillTs:[1787632473,1787632489,1787632491,1787632503,1787632560,1787632609,1787632612,1787632653,1787632672,1787632686,1787632696,1787632731]},\n {slug:'btc-updown-5m-1787634600', start:1787634600, fillTs:[1787634619,1787634651,1787634655,1787634670,1787634672,1787634673,1787634684,1787634688,1787634690,1787634714,1787634724,1787634733,1787634744,1787634745,1787634748,1787634753,1787634754,1787634757,1787634763,1787634771,1787634774,1787634786,1787634787,1787634795,1787634796,1787634798,1787634799,1787634801,1787634810,1787634813,1787634817,1787634826,1787634829,1787634831,1787634837,1787634840,1787634846,1787634847,1787634850,1787634855,1787634856,1787634858,1787634864,1787634867,1787634870,1787634871]}\n];\nconst wanted = new Map>();\nfor (const e of events) {\n const s=new Set();\n for (const ts of e.fillTs) {\n const age=ts-e.start;\n for(let d=-2;d<=2;d++) s.add(age+d);\n }\n wanted.set(e.slug,s);\n}\nconst r=await fetch(url,{headers:{'accept-encoding':'identity'}});\nif(!r.ok||!r.body) throw new Error('fetch '+r.status);\nconst reader=r.body.getReader(), dec=new TextDecoder(); let buf='';\nconst out: Record = Object.fromEntries(events.map(e=>[e.slug,[]]));\nwhile(true){const {value,done}=await reader.read(); if(done)break; buf+=dec.decode(value,{stream:true}); let i; while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);for(const e of events){if(!line.includes(e.slug)||!line.includes('[BSPS_TICK]'))continue;const m=line.match(/age_s=(-?\\d+)/);if(m&&wanted.get(e.slug)!.has(Number(m[1])))out[e.slug].push(line);}}}\nfor(const e of events){\n console.log('\\n###',e.slug,'fills age',e.fillTs.map(x=>x-e.start).join(','));\n for(const line of out[e.slug]) console.log(line);\n}\n",[],[269],"e90fa453-4ef5-4be0-b501-f2d5b42626da","ladder_fingerprint.ts","21bd6ebe-a04c-11f1-abb7-1607ee4eb77e",20,["D",1787638426913],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30',LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\nconst slugs=new Set();const r=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!r.body)throw Error('body');const rd=r.body.getReader(),dc=new TextDecoder();let b='';while(true){const{value,done}=await rd.read();if(done)break;b+=dc.decode(value,{stream:true});let i;while((i=b.indexOf('\\n'))>=0){const l=b.slice(0,i);b=b.slice(i+1);const m=l.match(/event=(btc-updown-5m-\\d+)/);if(m)slugs.add(m[1]);}};\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await(await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!j.length)break;cp.push(...j);}const gm=new Map();for(const p of cp){if(p.slug?.startsWith('btc-updown-5m-')&&slugs.has(p.slug)&&!gm.has(p.conditionId))gm.set(p.conditionId,{conditionId:p.conditionId,slug:p.slug});}const markets=[...gm.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,30);\nasync function tr(c:string,to:boolean){let z:any[]=[];for(let o=0;o<3000;o+=100){const j=await(await fetch(`https://data-api.polymarket.com/trades?user=${WAL}&market=${c}&takerOnly=${to}&limit=100&offset=${o}`)).json();if(!j.length)break;z.push(...j);if(j.length<100)break;}return z;}function key(t:any){return[t.transactionHash,t.timestamp,t.outcome,(+t.size).toFixed(8),(+t.price).toFixed(8)].join('|');}\nconst fills:any[]=[];const per:any[]=[];for(const m of markets){const all=await tr(m.conditionId,false),tak=await tr(m.conditionId,true),ks=new Set(tak.map(key));const mk=all.filter((t:any)=>!ks.has(key(t)));fills.push(...mk.map((t:any)=>({...t,slug:m.slug})));for(const side of ['Up','Down']){const z=mk.filter((t:any)=>t.outcome===side),levels=[...new Set(z.map((t:any)=>Math.round(+t.price*100)))] as number[];per.push({slug:m.slug,side,n:z.length,shares:z.reduce((a:number,t:any)=>a+ +t.size,0),levels:levels.length,min:levels.length?Math.min(...levels):NaN,max:levels.length?Math.max(...levels):NaN,span:levels.length?Math.max(...levels)-Math.min(...levels):NaN});}}\nfunction q(a:number[],p:number){const z=a.filter(Number.isFinite).sort((x,y)=>x-y);return z.length?z[Math.floor((z.length-1)*p)]:NaN;}const exact=fills.filter((t:any)=>Math.abs(+t.price*100-Math.round(+t.price*100))<1e-5);const sizes=fills.map((t:any)=>+t.size),not=fills.map((t:any)=>+t.size*+t.price);const lvl=new Map();for(const t of fills){const p=Math.round(+t.price*100);const x=lvl.get(p)||{n:0,q:0};x.n++;x.q+=+t.size;lvl.set(p,x);}console.log('markets',markets.length,'maker fills',fills.length,'exactCentFrac',exact.length/fills.length,'sizeQ',[q(sizes,.1),q(sizes,.25),q(sizes,.5),q(sizes,.75),q(sizes,.9)],'notionalQ',[q(not,.1),q(not,.25),q(not,.5),q(not,.75),q(not,.9)]);\nconsole.log('perSideLevels',{medianLevels:q(per.map(x=>x.levels),.5),p75Levels:q(per.map(x=>x.levels),.75),p90Levels:q(per.map(x=>x.levels),.9),medianSpanCents:q(per.map(x=>x.span),.5),p75Span:q(per.map(x=>x.span),.75),p90Span:q(per.map(x=>x.span),.9)});\nconsole.log('priceLevelActivity',[...lvl.entries()].sort((a,b)=>a[0]-b[0]).map(([p,x])=>({p:p/100,n:x.n,shares:+x.q.toFixed(2)})));\nconst roundSizes=new Map();for(const t of fills){const s=(+t.size).toFixed(2);roundSizes.set(s,(roundSizes.get(s)||0)+1);}console.log('topExactSizes',[...roundSizes.entries()].sort((a,b)=>b[1]-a[1]).slice(0,30));",[],[276],"97a54f80-3969-4cf5-b0fd-50f0594945f7","first_leg_model.ts","83b138cc-a04b-11f1-8a40-1607ee4eb77e",16,["D",1787638254857],"const LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\n\ntype Tick={slug:string,ts:number,rem:number,old:number,twap:number,u:number,d:number,top:number,imb:number};\nconst ticks=new Map(), outcomes=new Map();\nfunction N(s:any){if(!s||s==='n/a')return NaN;return +s;}\nfunction fee(p:number){return .07*p*(1-p);}\nfunction eff(p:number){return p+fee(p);}\n\nconst r=await fetch(LOG,{headers:{'accept-encoding':'identity'}}); if(!r.ok||!r.body) throw Error('fetch '+r.status);\nconst rd=r.body.getReader(), dec=new TextDecoder(); let buf='';\nwhile(true){const {value,done}=await rd.read(); if(done)break; buf+=dec.decode(value,{stream:true}); let i;\n while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);\n if(line.includes('[BSPS_TICK] event=btc-updown-5m-')){\n const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);\n if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t:Tick={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7],top:+m[8],imb:+m[9]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}\n }\n if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){const m=line.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2] as any);}\n }}\nfor(const a of ticks.values())a.sort((a,b)=>a.ts-b.ts);\nconst slugs=[...outcomes.keys()].filter(s=>ticks.has(s)).sort((a,b)=>+a.split('-').at(-1)!-+b.split('-').at(-1)!);\nconsole.log('events',slugs.length,'first',slugs[0],'last',slugs.at(-1));\n\ntype Cand={slug:string,idx:number,ts:number,rem:number,side:'UP'|'DOWN',cheap:number,cheapEff:number,oppNow:number,oppEffNow:number,currentPairCost:number,currentGap:number,pm:number,oldSide:number,twSide:number,oldMag:number,twMag:number,top:number,imb:number,futurePair:boolean,earliestSec:number,bestEdge:number,bestPairCost:number,bestSec:number,settleWin:boolean,realizedPnlEarliest:number,realizedRoiEarliest:number};\nconst cands:Cand[]=[];\nfor(const s of slugs){const a=ticks.get(s)!;const win=outcomes.get(s)!;\n for(let i=0;i270)continue;\n // sample every ~5 seconds to reduce serial duplication\n if(i>0 && (t.ts-a[i-1].ts)<4 && (Math.floor(t.ts/5)===Math.floor(a[i-1].ts/5)))continue;\n const side:'UP'|'DOWN'=t.u<=t.d?'UP':'DOWN'; const cheap=side==='UP'?t.u:t.d; const opp=side==='UP'?t.d:t.u;\n const c1=eff(cheap), c2now=eff(opp), currentPairCost=c1+c2now;\n // first-leg only: no profitable complete set at current asks\n if(currentPairCost<1)continue;\n let earliestSec=NaN,bestEdge=-Infinity,bestPairCost=Infinity,bestSec=NaN;\n for(let j=i+1;j0)earliestSec=sec;\n }\n const futurePair=Number.isFinite(earliestSec); const settleWin=side===win;\n // realistic fixed policy outcome for label: pair at FIRST positive all-in pair edge; else settle first leg\n let pnl:number,roi:number;\n if(futurePair){let oppP=NaN;for(let j=i+1;jx.futurePair);const arr=(k:(x:Cand)=>number)=>z.map(k).filter(Number.isFinite).sort((a,b)=>a-b);const med=(v:number[])=>v.length?v[Math.floor(v.length/2)]:NaN;const mean=(v:number[])=>v.length?v.reduce((a,b)=>a+b,0)/v.length:NaN;const pnl=z.reduce((a,x)=>a+x.realizedPnlEarliest,0),spent=z.reduce((a,x)=>a+x.cheapEff+(x.futurePair?(1-x.realizedPnlEarliest-x.cheapEff):0),0);return{n,pairRate:pair.length/n,settleWinRate:z.filter(x=>x.settleWin).length/n,medianEarliestSec:med(arr(x=>x.earliestSec)),medianBestEdge:med(arr(x=>x.bestEdge)),meanBestEdge:mean(arr(x=>x.bestEdge)),meanPnlPer1:z.reduce((a,x)=>a+x.realizedPnlEarliest,0)/n,meanROI:mean(arr(x=>x.realizedRoiEarliest)),aggregatePnl:pnl,aggregateROI:spent?pnl/spent:NaN};}\nconsole.log('ALL',summarize(cands));\n\n// descriptive quintiles by cheap price and rem: boundaries come from data, not strategy constants.\nfunction quantiles(vals:number[],n=5){const a=vals.slice().sort((x,y)=>x-y);return Array.from({length:n+1},(_,i)=>a[Math.min(a.length-1,Math.floor(i*(a.length-1)/n))]);}\nconst pq=quantiles(cands.map(x=>x.cheap),5), rq=quantiles(cands.map(x=>x.rem),5), gq=quantiles(cands.map(x=>x.currentGap),5);\nconsole.log('cheap quintiles',pq,'rem quintiles',rq,'gap quintiles',gq);\nfor(let b=0;b<5;b++){const lo=pq[b],hi=pq[b+1],z=cands.filter((x,i)=>x.cheap>=lo&&(b===4?x.cheap<=hi:x.cheapx.rem>=lo&&(b===4?x.rem<=hi:x.remtrainS.has(x.slug)),test=cands.filter(x=>testS.has(x.slug));console.log('split',split,slugs.length-split,'rows',train.length,test.length);\n\n// logistic model for futurePair and ridge model for realized pnl. Features are transformed current-only observables.\nfunction feat(x:Cand){const p=x.cheap;const rem=x.rem/300;const old=x.oldMag/Math.sqrt(Math.max(1,x.rem));const tw=x.twapMag/Math.sqrt(Math.max(1,x.rem));return [Math.log((p+.01)/(1-p+.01)),x.currentGap,rem,old,tw,x.top,x.imb, (x.side==='UP'?1:-1)*x.oldSide, (x.side==='UP'?1:-1)*x.twSide];}\nconst invalid=cands.filter(x=>feat(x).some(v=>!Number.isFinite(v)));console.log('invalidFeatures',invalid.length,invalid.slice(0,3).map(x=>({slug:x.slug,cheap:x.cheap,gap:x.currentGap,old:x.oldMag,tw:x.twapMag,top:x.top,imb:x.imb,feat:feat(x)})));\ntrain=train.filter(x=>feat(x).every(Number.isFinite));test=test.filter(x=>feat(x).every(Number.isFinite));console.log('finite rows',train.length,test.length);\nfunction stdfit(data:Cand[]){const X=data.map(feat),k=X[0].length,mu=Array(k).fill(0),sd=Array(k).fill(0);for(const a of X)for(let j=0;jfeat(x).map((v,j)=>(v-mu[j])/sd[j])};}\nfunction sig(z:number){return z>30?1:z<-30?0:1/(1+Math.exp(-z));}\nfunction fitLog(data:Cand[]){const st=stdfit(data),k=feat(data[0]).length,w=Array(k+1).fill(0),lr=.03,lam=.003;for(let it=0;it<3000;it++){const g=Array(k+1).fill(0);for(const x of data){const z=st.z(x);let s=w[0];for(let j=0;j{const z=st.z(x);let s=w[0];for(let j=0;jnumber){const st=stdfit(data),k=feat(data[0]).length,w=Array(k+1).fill(0),lr=.015,lam=.01;for(let it=0;it<5000;it++){const g=Array(k+1).fill(0);for(const x of data){const z=st.z(x);let yhat=w[0];for(let j=0;j{const z=st.z(x);let y=w[0];for(let j=0;jx.realizedPnlEarliest);\nfunction clsMetrics(data:Cand[]){let bs=0,ll=0;for(const x of data){const p=Math.max(.001,Math.min(.999,lm.xpred(x))),y=x.futurePair?1:0;bs+=(p-y)**2;ll+=-(y*Math.log(p)+(1-y)*Math.log(1-p));}return{brier:bs/data.length,logloss:ll/data.length};}\nfunction regMetrics(data:Cand[]){let mae=0,mse=0;for(const x of data){const e=rm.pred(x)-x.realizedPnlEarliest;mae+=Math.abs(e);mse+=e*e;}return{mae:mae/data.length,rmse:Math.sqrt(mse/data.length)};}\nconsole.log('PAIR_MODEL',clsMetrics(train),clsMetrics(test),'w',lm.w.map(x=>+x.toFixed(4)));\nconsole.log('PNL_MODEL',regMetrics(train),regMetrics(test),'w',rm.w.map(x=>+x.toFixed(4)));\n\n// score deciles on TRAIN establish a data-driven execution threshold: choose contiguous top score deciles with positive lower-ish performance.\nfor(const [name,data] of [['TRAIN',train],['TEST',test]] as const){const scored=data.map(x=>({x,score:rm.pred(x),pp:lm.xpred(x)})).sort((a,b)=>a.score-b.score);for(let d=0;d<10;d++){const lo=Math.floor(d*scored.length/10),hi=Math.floor((d+1)*scored.length/10),z=scored.slice(lo,hi).map(v=>v.x);console.log(name,'PNL_DEC',d+1,'scoreRange',[scored[lo]?.score,scored[Math.max(lo,hi-1)]?.score],summarize(z));}}\n\n// Event-level no-lookahead strategy: derive threshold from TRAIN candidate scores by testing unique score quantiles, at most one entry/event, earliest qualifying candidate.\nconst threshCands=quantiles(train.map(rm.pred),20).slice(1,-1);let best:any=null;\nfunction runStrategy(data:Cand[],thr:number){const by=new Map();for(const x of data){if(!by.has(x.slug))by.set(x.slug,[]);by.get(x.slug)!.push(x);}let trades:Cand[]=[];for(const [s,a] of by){a.sort((x,y)=>x.ts-y.ts);const hit=a.find(x=>rm.pred(x)>=thr);if(hit)trades.push(hit);}return summarize(trades);}\nfor(const th of threshCands){const sm=runStrategy(train,th);if(sm.n>=Math.max(10,Math.floor(split*.1))&&(!best||sm.aggregatePnl>best.sm.aggregatePnl))best={th,sm};}\nconsole.log('SELECTED_THRESHOLD_FROM_TRAIN',best);\nconsole.log('OOS_EVENT_STRATEGY',runStrategy(test,best.th));\n\n// Also show a non-ML empirical policy selected only from TRAIN: cheap-price quintile x rem-quintile cells, keep cells with positive train aggregate ROI and >=20 observations.\nfunction binIndex(v:number,q:number[]){for(let i=0;i=q[i]&&(i===q.length-2?v<=q[i+1]:vx.cheap),5),trq=quantiles(train.map(x=>x.rem),5);const good=new Set();\nfor(let i=0;i<5;i++)for(let j=0;j<5;j++){const z=train.filter(x=>binIndex(x.cheap,tpq)===i&&binIndex(x.rem,trq)===j);if(z.length>=20){const sm=summarize(z);if(sm.aggregateROI>0)good.add(`${i},${j}`);console.log('TRAIN_CELL',i,j,sm);}}\nfunction runCell(data:Cand[]){const by=new Map();for(const x of data){if(!by.has(x.slug))by.set(x.slug,[]);by.get(x.slug)!.push(x);}const z:Cand[]=[];for(const a of by.values()){a.sort((x,y)=>x.ts-y.ts);const h=a.find(x=>good.has(`${binIndex(x.cheap,tpq)},${binIndex(x.rem,trq)}`));if(h)z.push(h);}return summarize(z);}\nconsole.log('GOOD_CELLS', [...good]);console.log('CELL_OOS',runCell(test));\n",[],[284],["D",1787637012611],[],[18],"e2cfd8c2-160b-4f5d-b2f2-5e488bd9b5dc","bone_batch.ts","f7c05304-a048-11f1-ae06-1607ee4eb77e",7,["D",1787637121397],"const WAL='0xeebde7a0e019a63e6b476eb425505b7b3e6eba30';\nconst LOG='https://site6666.easycryptofiat.com/jjo3-fetch.log';\ntype Tick={slug:string,ts:number,rem:number,old:number,twap:number,u:number,d:number,top:number,imb:number};\nconst ticks=new Map(), outcomes=new Map();\nfunction N(s:string|undefined){if(!s||s==='n/a')return NaN;return +s;}\nconst lr=await fetch(LOG,{headers:{'accept-encoding':'identity'}});if(!lr.ok||!lr.body)throw Error('log fetch');const rd=lr.body.getReader(),dec=new TextDecoder();let buf='';\nwhile(true){const {value,done}=await rd.read();if(done)break;buf+=dec.decode(value,{stream:true});let i;while((i=buf.indexOf('\\n'))>=0){const line=buf.slice(0,i);buf=buf.slice(i+1);\n if(line.includes('[BSPS_TICK] event=btc-updown-5m-')){const m=line.match(/^(\\S+?)\\[INFO\\].*?event=(btc-updown-5m-\\d+).*?rem_s=(\\d+).*?old_d2s=([^ ]+).*?twap_d2s=([^ ]+).*?book=U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\].*?top10w=([+\\-0-9.]+).*?imb_delta=([+\\-0-9.]+)/);if(m&&Number.isFinite(N(m[4]))&&Number.isFinite(N(m[5]))){const t={slug:m[2],ts:Date.parse(m[1])/1000,rem:+m[3],old:+m[4],twap:+m[5],u:+m[6],d:+m[7],top:+m[8],imb:+m[9]};if(!ticks.has(t.slug))ticks.set(t.slug,[]);ticks.get(t.slug)!.push(t);}}\n if(line.includes('[Event PnL]')&&line.includes('event=btc-updown-5m-')){const m=line.match(/event=(btc-updown-5m-\\d+).*?outcome=(UP|DOWN)/);if(m)outcomes.set(m[1],m[2]);}\n}}\nfor(const a of ticks.values())a.sort((x,y)=>x.ts-y.ts);\nconsole.log('log events',outcomes.size);\n\nlet cp:any[]=[];for(let off=0;off<5000;off+=50){const j=await (await fetch(`https://data-api.polymarket.com/closed-positions?user=${WAL}&limit=50&offset=${off}&sortBy=TIMESTAMP&sortDirection=DESC`)).json();if(!Array.isArray(j)||!j.length)break;cp.push(...j);if(j.length<50)break;}console.log('closed positions pulled',cp.length);\nconst grouped=new Map();\nfor(const p of cp){if(!p.slug?.startsWith('btc-updown-5m-')||!ticks.has(p.slug))continue;let g=grouped.get(p.conditionId);if(!g){g={conditionId:p.conditionId,slug:p.slug,positions:[]};grouped.set(p.conditionId,g);}g.positions.push(p);}\nconst markets=[...grouped.values()].sort((a,b)=>+b.slug.split('-').at(-1)-+a.slug.split('-').at(-1)).slice(0,12);\nconsole.log('selected markets',markets.map(x=>x.slug));\nasync function getTrades(cond:string,takerOnly:boolean){let all:any[]=[];for(let off=0;off<3000;off+=100){const u=`https://data-api.polymarket.com/trades?user=${WAL}&market=${cond}&takerOnly=${takerOnly?'true':'false'}&limit=100&offset=${off}`;const j=await (await fetch(u)).json();if(!Array.isArray(j)||!j.length)break;all.push(...j);if(j.length<100)break;}return all;}\nfunction key(t:any){return [t.transactionHash,t.timestamp,t.outcome,Number(t.size).toFixed(8),Number(t.price).toFixed(8)].join('|');}\nfunction nearest(slug:string,ts:number,delta=3){const a=ticks.get(slug)||[];let b:any=null,bd=1e9;for(const x of a){const d=Math.abs(x.ts-ts);if(d({...t,role:takKeys.has(key(t))?'TAKER':'MAKER'}));\n const sums:any={};for(const r of roles){const o=r.outcome;sums[o]??={q:0,c:0,mq:0,tq:0};sums[o].q+=+r.size;sums[o].c+=+r.size*+r.price;sums[o][r.role==='TAKER'?'tq':'mq']+=+r.size;}\n console.log('\\nMARKET',m.slug,'outcome',outcomes.get(m.slug),'allN',all.length,'takN',tak.length,'positions',m.positions.map((p:any)=>({o:p.outcome,q:p.totalBought,avg:p.avgPrice,pnl:p.realizedPnl})),'apiSums',sums);\n for(const t of tak){const x=nearest(m.slug,+t.timestamp),f5=future(m.slug,+t.timestamp,5),f15=future(m.slug,+t.timestamp,15),f30=future(m.slug,+t.timestamp,30);if(!x)continue;const side=t.outcome.toUpperCase();const px=+t.price;const fav=x.u>x.d?'UP':'DOWN';const oldSide=x.old>=0?'UP':'DOWN',twSide=x.twap>=0?'UP':'DOWN';function qmove(f:any){if(!f)return NaN;return side==='UP'?f.u-px:f.d-px;}global.push({slug:m.slug,ts:+t.timestamp,rem:x.rem,side,px,size:+t.size,notional:+t.size*px,u:x.u,d:x.d,old:x.old,twap:x.twap,top:x.top,imb:x.imb,fav,oldSide,twSide,alignFav:side===fav,alignOld:side===oldSide,alignTw:side===twSide,m5:qmove(f5),m15:qmove(f15),m30:qmove(f30),winner:outcomes.get(m.slug),won:side===outcomes.get(m.slug)});}\n}\nfunction agg(z:any[]){const n=z.length,s=(k:string)=>z.reduce((a,r)=>a+(Number.isFinite(r[k])?r[k]:0),0),cnt=(k:string)=>z.reduce((a,r)=>a+(r[k]?1:0),0);return{n,notional:s('notional'),alignFav:cnt('alignFav')/n,alignOld:cnt('alignOld')/n,alignTw:cnt('alignTw')/n,won:cnt('won')/n,m5:s('m5')/n,m15:s('m15')/n,m30:s('m30')/n};}\nconsole.log('\\nGLOBAL',agg(global));\nconst prices=global.map(x=>x.px).sort((a,b)=>a-b);const qs=[.1,.25,.5,.75,.9].map(q=>prices[Math.floor(q*(prices.length-1))]);console.log('price quantiles',qs);\nconst bins=[[-Infinity,qs[1]],[qs[1],qs[3]],[qs[3],Infinity]];for(const [lo,hi] of bins){const z=global.filter(x=>x.px>lo&&x.px<=hi);console.log('PRICE_BIN',lo,hi,agg(z));}\nfor(const b of [[240,300],[180,240],[120,180],[60,120],[0,60]]){const z=global.filter(x=>x.rem>b[0]&&x.rem<=b[1]);if(z.length)console.log('REM_BIN',b,agg(z));}\nconsole.log('TAKER_ROWS_SAMPLE',global.slice(-30));",[],[295],["D",1787635928982],{"_11":12,"_120":70},{"_11":12,"_115":116,"_69":70,"_30":68,"_117":118,"_119":24},{"_38":106,"_13":16,"_32":35,"_107":72,"_108":-5,"_109":-5,"_110":-5,"_111":-5,"_112":-5,"_113":14,"_114":12},"ctx",{"_53":-5,"_139":339,"_340":341,"_342":343,"_344":24,"_345":24,"_346":24,"_347":181,"_348":-5,"_349":-7,"_350":-7,"_351":26,"_352":24,"_353":24,"_354":-5,"_355":24,"_356":24,"_357":24,"_358":-5},"ENV",{"_310":311,"_312":313,"_314":16,"_315":316,"_317":318,"_319":320,"_321":322,"_323":324,"_325":326,"_327":328,"_329":330,"_331":332,"_333":334,"_335":336,"_337":338},"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"]

History · fair_model.ts