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{ sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\ntype Tick={ts:number,event:string,age:number,rem:number,old:number|null,twap:number|null,up:number|null,dn:number|null,top:number|null,imb:number|null,fresh:boolean};\ntype Pos={event:string,seq:number,side:string,entryTs:number,entry:number,shares:number,cost:number,buyFee:number,rem:number,age:number,top:number,imb:number,old:number,twap:number,score:number,persistence:number};\nconst n=(x:any)=>{if(x==null||x==='n/a'||x==='?'||x==='None')return null;const v=Number(String(x).replace(/[^0-9eE+\\-.]/g,''));return Number.isFinite(v)?v:null};\nconst kv=(l:string)=>{const o:Record={};for(const m of l.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2];return o};\nconst tso=(l:string)=>{const m=l.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/);return m?Date.parse(m[1])/1000:0};\nconst fee=(q:number,p:number)=>.07*q*p*(1-p);\nfunction sig(t:Tick){if(!t.fresh||t.top==null||t.imb==null||t.old==null||t.twap==null)return null;if(Math.abs(t.old)<.01||Math.abs(t.twap)<.01)return null;if(t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0)return 'Up';if(t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0)return 'Down';return null}\nasync function init(){await sqlite.execute(`CREATE TABLE IF NOT EXISTS bsps_sim_trades(sim_key TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,event TEXT,seq INTEGER,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,total_cost REAL,buy_fee REAL,rem_s REAL,age_s REAL,top10w REAL,imb_delta REAL,old_d2s REAL,twap_d2s REAL,signal_score REAL,persistence INTEGER,exit_type TEXT,exit_price REAL,outcome TEXT,pnl REAL,roi REAL)`);await sqlite.execute(`CREATE TABLE IF NOT EXISTS sim_source_stats(source_variant TEXT PRIMARY KEY,asset TEXT,dataset TEXT,source TEXT,variant TEXT,bytes INTEGER,lines INTEGER,ticks INTEGER,resolutions INTEGER,trades INTEGER,pnl REAL,cost REAL,roi REAL,win_rate REAL,tp_rate REAL)`)}\nexport async function replaySource(asset:string,dataset:string,url:string){await init();const r=await fetch(url,{headers:{'cache-control':'no-cache'}});if(!r.ok||!r.body)throw new Error(`fetch ${r.status}`);\n const variants=[{name:'WHOLE_T300',max:300},{name:'T60',max:60}]; const pos=new Map(); const seq=new Map(); const hist=new Map(); const trades:any[]=[];let bytes=0,lines=0,ticks=0,resolutions=0;\n const close=(v:string,p:Pos,etype:string,px:number|null,outcome:string|null)=>{let payout=0,sellNet=0;if(etype==='TP'&&px!=null)sellNet=p.shares*px-fee(p.shares,px);else if(outcome&&outcome.toUpperCase()===p.side.toUpperCase())payout=p.shares;const pnl=sellNet+payout-p.cost;trades.push({asset,dataset,source:url,variant:v,event:p.event,seq:p.seq,entryTs:p.entryTs,side:p.side,entry:p.entry,shares:p.shares,cost:p.cost,buyFee:p.buyFee,rem:p.rem,age:p.age,top:p.top,imb:p.imb,old:p.old,twap:p.twap,score:p.score,persistence:p.persistence,exitType:etype,exitPx:px,outcome:outcome||'',pnl,roi:p.cost?pnl/p.cost:0});pos.delete(`${v}|${p.event}`)};\n const onTick=(t:Tick)=>{ticks++;const a=hist.get(t.event)||[];a.push(t);if(a.length>8)a.shift();hist.set(t.event,a);for(const V of variants){const k=`${V.name}|${t.event}`;const p=pos.get(k);if(p){const bid=p.side==='Up'?(t.dn==null?null:1-t.dn):(t.up==null?null:1-t.up);if(bid!=null&&bid>=p.entry+.05-1e-9){close(V.name,p,'TP',Math.max(0,Math.min(1,bid)),null);continue;}continue;}if(t.rem>V.max||t.rem<=2)continue;const side=sig(t);if(!side)continue;const ask=side==='Up'?t.up:t.dn;if(ask==null||ask<.50||ask>.90)continue;let persistence=0;for(let i=a.length-1;i>=0;i--){if(sig(a[i])===side)persistence++;else break;}const score=Math.min(Math.abs(t.top!)/.30,Math.abs(t.imb!)/.08);const q=20,bf=fee(q,ask),cost=q*ask+bf;const sk=`${V.name}|${t.event}`,s=(seq.get(sk)||0)+1;seq.set(sk,s);pos.set(k,{event:t.event,seq:s,side,entryTs:t.ts,entry:ask,shares:q,cost,buyFee:bf,rem:t.rem,age:t.age,top:t.top!,imb:t.imb!,old:t.old!,twap:t.twap!,score,persistence});}}\n const process=(l:string)=>{lines++;if(l.includes('[BSPS_TICK]')){const x=kv(l),bm=(x.book||'').match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);const event=x.event;if(!event||!bm)return;onTick({ts:tso(l),event,age:n(x.age_s)??0,rem:n(x.rem_s)??0,old:n(x.old_d2s),twap:n(x.twap_d2s),up:n(bm[1]),dn:n(bm[2]),top:n(x.top10w),imb:n(x.imb_delta),fresh:x.feat_fresh==='True'});return}if(l.includes('[Event PnL]')&&l.includes('strategy=bs_prespike')){resolutions++;const x=kv(l),event=x.event,out=x.outcome||'';for(const V of variants){const p=pos.get(`${V.name}|${event}`);if(p)close(V.name,p,'RESOLUTION',null,out)}}};\n const rd=r.body.getReader(),dec=new TextDecoder();let carry='';while(true){const z=await rd.read();if(z.done)break;bytes+=z.value.byteLength;carry+=dec.decode(z.value,{stream:true});let p=0;while(true){const j=carry.indexOf('\\n',p);if(j<0){carry=carry.slice(p);break;}process(carry.slice(p,j));p=j+1}}carry+=dec.decode();if(carry)process(carry);\n const stmts:any[]=[];for(const t of trades){const key=`${t.asset}|${t.variant}|${t.event}|${t.seq}|${t.entryTs.toFixed(3)}`;stmts.push({sql:`INSERT OR IGNORE INTO bsps_sim_trades(sim_key,asset,dataset,source,variant,event,seq,entry_ts,side,entry_price,shares,total_cost,buy_fee,rem_s,age_s,top10w,imb_delta,old_d2s,twap_d2s,signal_score,persistence,exit_type,exit_price,outcome,pnl,roi) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[key,t.asset,t.dataset,t.source,t.variant,t.event,t.seq,t.entryTs,t.side,t.entry,t.shares,t.cost,t.buyFee,t.rem,t.age,t.top,t.imb,t.old,t.twap,t.score,t.persistence,t.exitType,t.exitPx,t.outcome,t.pnl,t.roi]})}for(let i=0;ix.variant===V.name),pnl=a.reduce((s,x)=>s+x.pnl,0),cost=a.reduce((s,x)=>s+x.cost,0),wins=a.filter(x=>x.pnl>0).length,tp=a.filter(x=>x.exitType==='TP').length;await sqlite.execute({sql:`INSERT OR REPLACE INTO sim_source_stats(source_variant,asset,dataset,source,variant,bytes,lines,ticks,resolutions,trades,pnl,cost,roi,win_rate,tp_rate) 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console.log('bytes',b.byteLength);",[159],"0e32f889-8fea-402e-94b1-a91ef9c90d33","main.ts","a5c20d50-a08d-11f1-aaeb-1607ee4eb77e",1,["D",1787666565681],"console.log('BSPS replay analysis worker');",[166],"352f7b23-f832-406a-906e-553ed5024087","lib.ts","2fb99cda-a08e-11f1-8fd9-1607ee4eb77e",3,["D",1787666797159],"import { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\ntype Tick={ts:number,event:string,age:number|null,rem:number|null,old:number|null,twap:number|null,upAsk:number|null,dnAsk:number|null,top:number|null,imb:number|null};\ntype Lot={key:string,asset:string,dataset:string,source:string,event:string,entryTs:number,side:string,entryPrice:number,shares:number,paid:number,buyFee:number,totalCost:number,rem:number|null,age:number|null,top:number|null,imb:number|null,old:number|null,twap:number|null,upAsk:number|null,dnAsk:number|null,score:number|null,persistence:number,soldShares:number,sellProceeds:number,sellFee:number,sellLastPx:number|null};\n\nconst num=(s:any)=>{if(s==null||s===\"n/a\"||s===\"?\"||s===\"None\")return null;const v=Number(String(s).replace(/[^0-9eE+\\-.]/g,\"\"));return Number.isFinite(v)?v:null};\nconst kv=(line:string)=>{const o:Record={}; for(const m of line.matchAll(/([A-Za-z_][A-Za-z0-9_]*)=([^\\s|]+)/g))o[m[1]]=m[2]; return o};\nconst tsOf=(line:string)=>{const m=line.match(/^(\\d{4}-\\d\\d-\\d\\dT\\d\\d:\\d\\d:\\d\\d\\.\\d+Z)/); return m?Date.parse(m[1])/1000:0};\nconst qualify=(t:Tick,side:string)=>{if(t.top==null||t.imb==null||t.old==null||t.twap==null)return false; if(side===\"Up\")return t.top>=.30&&t.imb>=.08&&t.old>0&&t.twap>0; return t.top<=-.30&&t.imb<=-.08&&t.old<0&&t.twap<0};\n\nasync function init(){\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS bsps_trades(\n trade_key TEXT PRIMARY KEY, asset TEXT,dataset TEXT,source TEXT,event TEXT,entry_ts REAL,side TEXT,entry_price REAL,shares REAL,paid REAL,buy_fee REAL,total_cost REAL,rem_s REAL,age_s REAL,top10w REAL,imb_delta REAL,old_d2s REAL,twap_d2s REAL,up_ask REAL,dn_ask REAL,signal_score REAL,persistence INTEGER,exit_type TEXT,sell_price REAL,sell_proceeds REAL,sell_fee REAL,outcome TEXT,pnl REAL,roi REAL)`);\n await sqlite.execute(`CREATE TABLE IF NOT EXISTS source_stats(source TEXT PRIMARY KEY,asset TEXT,dataset TEXT,bytes INTEGER,lines INTEGER,ticks INTEGER,buys INTEGER,sells INTEGER,resolutions INTEGER,finalized INTEGER,unresolved INTEGER,first_ts REAL,last_ts REAL)`);\n}\n\nexport async function analyzeSource(asset:string,dataset:string,url:string){\n await init();\n const r=await fetch(url,{headers:{\"cache-control\":\"no-cache\"}}); if(!r.ok||!r.body)throw new Error(`fetch ${r.status} ${url}`);\n const lastTicks=new Map(); const open=new Map(); const out:any[]=[];\n let bytes=0,lines=0,ticks=0,buys=0,sells=0,resolutions=0,firstTs=0,lastTs=0;\n const finalize=(lot:Lot,outcome:string|null,etype:string)=>{\n const remShares=Math.max(0,lot.shares-lot.soldShares); const payout=(outcome&&outcome.toUpperCase()===lot.side.toUpperCase())?remShares:0;\n const pnl=lot.sellProceeds-lot.sellFee+payout-lot.totalCost; const roi=lot.totalCost>0?pnl/lot.totalCost:null;\n out.push({...lot,outcome:outcome||\"\",exitType:etype,pnl,roi}); open.delete(lot.event);\n };\n const processLine=(line:string)=>{\n lines++; const ts=tsOf(line); if(ts){if(!firstTs)firstTs=ts; lastTs=ts;}\n if(line.includes(\"[BSPS_TICK]\")){\n ticks++; const x=kv(line); const event=x.event; if(!event)return;\n const bm=(x.book||\"\").match(/U\\[([0-9.]+)\\]\\/D\\[([0-9.]+)\\]/);\n const t:Tick={ts,event,age:num(x.age_s),rem:num(x.rem_s),old:num(x.old_d2s),twap:num(x.twap_d2s),upAsk:bm?num(bm[1]):null,dnAsk:bm?num(bm[2]):null,top:num(x.top10w),imb:num(x.imb_delta)};\n const a=lastTicks.get(event)||[]; a.push(t); if(a.length>8)a.shift(); lastTicks.set(event,a); return;\n }\n if(line.includes(\"[BSPS_BUY]\")&&line.includes(\"purpose=bsps_entry\")){\n buys++; const x=kv(line); if(x.status!==\"filled\"&&x.status!==\"partial\")return; const event=x.event,side=x.side; if(!event||!side)return;\n const prior=open.get(event); if(prior) finalize(prior,null,\"ORPHANED_BY_NEXT_BUY\");\n const hist=lastTicks.get(event)||[]; const t=hist.length?hist[hist.length-1]:null; let persistence=0; for(let i=hist.length-1;i>=0;i--){if(qualify(hist[i],side))persistence++;else break;}\n const top=t?.top??null,imb=t?.imb??null; const score=(top!=null&&imb!=null)?Math.min(Math.abs(top)/.30,Math.abs(imb)/.08):null;\n const entryPrice=num(x.raw)??0,shares=num(x.net)??num(x.req)??0,paid=num(x.paid)??0,buyFee=num(x.fee)??0;\n const entryTs=ts||t?.ts||0; const key=`${asset}|${event}|${entryTs.toFixed(3)}|${side}|${entryPrice.toFixed(4)}`;\n const lot:Lot={key,asset,dataset,source:url,event,entryTs,side,entryPrice,shares,paid,buyFee,totalCost:paid+buyFee,rem:num(x.rem_s)??t?.rem??null,age:t?.age??null,top,imb,old:num(x.old_d2s)??t?.old??null,twap:num(x.twap_d2s)??t?.twap??null,upAsk:t?.upAsk??null,dnAsk:t?.dnAsk??null,score,persistence,soldShares:0,sellProceeds:0,sellFee:0,sellLastPx:null}; open.set(event,lot); return;\n }\n if(line.includes(\"[BSPS_SELL]\")){\n sells++; const x=kv(line),event=x.event; const lot=open.get(event); if(!lot)return; const sold=num(x.net)??num(x.req)??0; lot.soldShares+=sold; lot.sellProceeds+=num(x.proceeds)??0; lot.sellFee+=num(x.fee)??0; lot.sellLastPx=num(x.px);\n if(lot.soldShares>=lot.shares*.97 || x.status===\"filled\"){ finalize(lot,null,\"TP_SELL\"); } return;\n }\n if(line.includes(\"[Event PnL]\")&&line.includes(\"strategy=bs_prespike\")){\n resolutions++; const x=kv(line),event=x.event,outcome=x.outcome||\"\"; const lot=open.get(event); if(lot) finalize(lot,outcome,\"RESOLUTION\"); return;\n }\n };\n const reader=r.body.getReader(); const dec=new TextDecoder(); let carry=\"\";\n while(true){const z=await reader.read(); if(z.done)break; bytes+=z.value.byteLength; carry+=dec.decode(z.value,{stream:true}); let p=0; while(true){const n=carry.indexOf(\"\\n\",p); if(n<0){carry=carry.slice(p);break;} processLine(carry.slice(p,n)); p=n+1;}}\n carry+=dec.decode(); if(carry)processLine(carry);\n for(const lot of [...open.values()]) finalize(lot,null,\"UNRESOLVED_EOF\");\n const stmts:any[]=[]; for(const t of out){ if(t.exitType===\"UNRESOLVED_EOF\"||t.exitType===\"ORPHANED_BY_NEXT_BUY\")continue; stmts.push({sql:`INSERT OR IGNORE INTO bsps_trades(trade_key,asset,dataset,source,event,entry_ts,side,entry_price,shares,paid,buy_fee,total_cost,rem_s,age_s,top10w,imb_delta,old_d2s,twap_d2s,up_ask,dn_ask,signal_score,persistence,exit_type,sell_price,sell_proceeds,sell_fee,outcome,pnl,roi) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[t.key,t.asset,t.dataset,t.source,t.event,t.entryTs,t.side,t.entryPrice,t.shares,t.paid,t.buyFee,t.totalCost,t.rem,t.age,t.top,t.imb,t.old,t.twap,t.upAsk,t.dnAsk,t.score,t.persistence,t.exitType,t.sellLastPx,t.sellProceeds,t.sellFee,t.outcome,t.pnl,t.roi]}); }\n if(stmts.length){for(let i=0;ix.exitType===\"UNRESOLVED_EOF\"||x.exitType===\"ORPHANED_BY_NEXT_BUY\").length;\n await sqlite.execute({sql:`INSERT OR REPLACE INTO source_stats(source,asset,dataset,bytes,lines,ticks,buys,sells,resolutions,finalized,unresolved,first_ts,last_ts) VALUES(?,?,?,?,?,?,?,?,?,?,?,?,?)`,args:[url,asset,dataset,bytes,lines,ticks,buys,sells,resolutions,out.length-unresolved,unresolved,firstTs,lastTs]});\n const valid=out.filter(x=>x.exitType!==\"UNRESOLVED_EOF\"&&x.exitType!==\"ORPHANED_BY_NEXT_BUY\"); const pnl=valid.reduce((a,x)=>a+x.pnl,0),cost=valid.reduce((a,x)=>a+x.totalCost,0),wins=valid.filter(x=>x.pnl>0).length,tp=valid.filter(x=>x.exitType===\"TP_SELL\").length;\n console.log(JSON.stringify({asset,dataset,url,status:r.status,bytes,lines,ticks,buys,sells,resolutions,finalized:valid.length,unresolved,trade_pnl:pnl,cost,roi:cost?pnl/cost:null,wins,win_rate:valid.length?wins/valid.length:null,tp,tp_rate:valid.length?tp/valid.length:null,first:new Date(firstTs*1000).toISOString(),last:new Date(lastTs*1000).toISOString()}));\n}\n",[173],"1f7df1d7-a316-4f60-b5f7-089173350ebe","eth_old.ts","3ff33f66-a08e-11f1-bdbb-1607ee4eb77e",6,["D",1787666824367],"import { analyzeSource } from './lib.ts'; await analyzeSource('ETH','old','https://site7777.easycryptofiat.com/jjo4-fetch.log.old');",[180],"cc7c3091-8ad5-4e21-95f9-0c4ed99f2b32","eth_current.ts","45a4ad0a-a08e-11f1-a4ab-1607ee4eb77e",7,["D",1787666833932],"import { analyzeSource } from './lib.ts'; await analyzeSource('ETH','current','https://site7777.easycryptofiat.com/jjo4-fetch.log');",[187],"027c99b3-9950-43c3-84c3-b837c800ab74","btc_old.ts","351fb45c-a08e-11f1-b866-1607ee4eb77e",4,["D",1787666806215],"import { analyzeSource } from './lib.ts'; await analyzeSource('BTC','old','https://site6666.easycryptofiat.com/jjo3-fetch.log.old');",[194],"404998ef-c071-4e85-a9a8-8296950a4b6b","btc_current.ts","3c469534-a08e-11f1-a4ab-1607ee4eb77e",5,["D",1787666818213],"import { analyzeSource } from './lib.ts'; await 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Diff · v10