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{ entry, sl: entry - slDistance, tp: entry + tpDistance, slDistance, tpDistance }\n : { entry, sl: entry + slDistance, tp: entry - tpDistance, slDistance, tpDistance };\n}\n\nexport interface SizingResult {\n quantity: number;\n notional: number;\n riskAmount: number;\n /** Set when a cap (notional ceiling or free margin) reduced the risk-derived size. */\n cappedBy?: string;\n /** Set when the trade cannot be placed at all. */\n rejected?: string;\n}\n\n/**\n * Position size derived from risk, NOT from a fixed notional:\n *\n * riskAmount = equity × RISK_PCT (what you lose if SL hits)\n * stopDistance = price × SL_PCT (per-unit loss at SL)\n * quantity = riskAmount / stopDistance\n *\n * The raw size is then clamped by the notional ceiling and by available\n * margin, and finally snapped to the market's precision / min limits.\n */\nexport function calcPositionSize(\n symbol: string,\n price: number,\n equityTotal: number,\n equityFree: number,\n): SizingResult {\n const ex = getExchange();\n const market = ex.market(symbol);\n\n const riskAmount = equityTotal * RISK_PCT;\n const stopDistance = price * SL_PCT;\n\n if (!(riskAmount > 0) || !(stopDistance > 0)) {\n return { quantity: 0, notional: 0, riskAmount, rejected: \"zero equity or zero stop distance\" };\n }\n\n let quantity = riskAmount / stopDistance;\n let cappedBy: string | undefined;\n\n // Cap 1 — absolute notional ceiling.\n const maxNotional = equityTotal * LEVERAGE * MAX_NOTIONAL_PCT;\n if (quantity * price > maxNotional) {\n quantity = maxNotional / price;\n cappedBy = `notional ceiling $${maxNotional.toFixed(2)}`;\n }\n\n // Cap 2 — don't exceed the margin actually available.\n const affordableNotional = equityFree * LEVERAGE * 0.95; // 5% buffer for fees\n if (quantity * price > affordableNotional) {\n quantity = affordableNotional / price;\n cappedBy = `free margin $${equityFree.toFixed(2)}`;\n }\n\n // Snap to exchange precision.\n quantity = Number(ex.amountToPrecision(symbol, quantity));\n\n const minAmount = Number(market?.limits?.amount?.min ?? 0);\n const minCost = Number(market?.limits?.cost?.min ?? 5); // Binance futures floor is ~5 USDT\n const notional = quantity * price;\n\n if (!(quantity > 0)) {\n return { quantity: 0, notional: 0, riskAmount, cappedBy, rejected: \"size rounds to zero\" };\n }\n if (minAmount && quantity < minAmount) {\n return {\n quantity,\n notional,\n riskAmount,\n cappedBy,\n rejected: `qty ${quantity} below market min ${minAmount}`,\n };\n }\n if (notional < minCost) {\n return {\n quantity,\n notional,\n riskAmount,\n cappedBy,\n rejected: `notional $${notional.toFixed(2)} below min $${minCost}`,\n };\n }\n\n return { quantity, notional, riskAmount, cappedBy };\n}\n\n/** Place reduce-only STOP_MARKET (SL) and TAKE_PROFIT_MARKET (TP) orders. */\nasync function placeBracket(\n symbol: string,\n side: \"LONG\" | \"SHORT\",\n quantity: number,\n levels: Levels,\n): Promise<{ slOrderId: string | null; tpOrderId: string | null }> {\n const ex = getExchange();\n const closeSide = side === \"LONG\" ? \"sell\" : \"buy\";\n\n let slOrderId: string | null = null;\n let tpOrderId: string | null = null;\n\n // Stop loss first — an unprotected position is the thing we least want.\n const slOrder = await ex.createOrder(symbol, \"STOP_MARKET\", closeSide, quantity, undefined, {\n stopPrice: ex.priceToPrecision(symbol, levels.sl),\n reduceOnly: true,\n workingType: \"MARK_PRICE\",\n });\n slOrderId = String(slOrder.id);\n console.log(` 🛡️ SL ${closeSide} ${quantity} @ stop ${levels.sl.toFixed(6)} (id ${slOrderId})`);\n\n try {\n const tpOrder = await ex.createOrder(\n symbol,\n \"TAKE_PROFIT_MARKET\",\n closeSide,\n quantity,\n undefined,\n {\n stopPrice: ex.priceToPrecision(symbol, levels.tp),\n reduceOnly: true,\n workingType: \"MARK_PRICE\",\n },\n );\n tpOrderId = String(tpOrder.id);\n console.log(` 🎯 TP ${closeSide} ${quantity} @ stop ${levels.tp.toFixed(6)} (id ${tpOrderId})`);\n } catch (err: any) {\n // SL is in place, so the position is protected; log loudly and continue.\n console.error(` ⚠️ TP placement failed for ${symbol}: ${err?.message}`);\n }\n\n return { slOrderId, tpOrderId };\n}\n\n/** Best-effort cancellation of orders that may already be gone. */\nexport async function cancelOrders(symbol: string, ids: (string | null)[]): Promise {\n const ex = getExchange();\n for (const id of ids) {\n if (!id) continue;\n try {\n await ex.cancelOrder(id, symbol);\n console.log(` 🧹 cancelled leftover order ${id} on ${symbol}`);\n } catch (err: any) {\n // Already filled or cancelled — not an error worth escalating.\n console.log(` · order ${id} on ${symbol} not cancellable (${err?.message})`);\n }\n }\n}\n\nexport interface EntryResult {\n symbol: string;\n side: \"LONG\" | \"SHORT\";\n entryPrice: number;\n quantity: number;\n notional: number;\n sl: number;\n tp: number;\n riskAmount: number;\n dryRun: boolean;\n}\n\n/**\n * Open a position for a confirmed signal: leverage → size → market order →\n * SL/TP bracket → persist. Returns null when the trade was skipped.\n */\nexport async function openPosition(analysis: Analysis): Promise {\n const side = analysis.signal;\n if (!side) return null;\n\n const ex = getExchange();\n await ensureMarkets();\n\n const { total, free } = await getEquity();\n const sizing = calcPositionSize(analysis.symbol, analysis.price, total, free);\n\n if (sizing.cappedBy) {\n console.log(` ↘️ size capped by ${sizing.cappedBy}`);\n }\n if (sizing.rejected) {\n console.log(` ⛔ ${analysis.symbol} skipped: ${sizing.rejected}`);\n return null;\n }\n\n const levels = calcLevels(analysis.price, side);\n\n console.log(\n ` 📐 risk $${sizing.riskAmount.toFixed(2)} (${(RISK_PCT * 100).toFixed(2)}% of $${total.toFixed(2)}) → ` +\n `qty ${sizing.quantity} (~$${sizing.notional.toFixed(2)} notional) | ` +\n `SL ${levels.sl.toFixed(6)} TP ${levels.tp.toFixed(6)}`,\n );\n\n if (DRY_RUN) {\n console.log(` 🧪 DRY_RUN — no order sent for ${side} ${analysis.symbol}`);\n return {\n symbol: analysis.symbol,\n side,\n entryPrice: analysis.price,\n quantity: sizing.quantity,\n notional: sizing.notional,\n sl: levels.sl,\n tp: levels.tp,\n riskAmount: sizing.riskAmount,\n dryRun: true,\n };\n }\n\n await setLeverage(analysis.symbol, LEVERAGE);\n await setMarginMode(analysis.symbol, MARGIN_MODE);\n\n const orderSide = side === \"LONG\" ? \"buy\" : \"sell\";\n const order = await ex.createOrder(analysis.symbol, \"market\", orderSide, sizing.quantity);\n const entryPrice = Number(order.average ?? order.price ?? analysis.price);\n const filledQty = Number(order.filled ?? sizing.quantity) || sizing.quantity;\n\n console.log(` ✅ FILLED ${side} ${analysis.symbol} ${filledQty} @ ${entryPrice}`);\n\n // Recompute levels from the ACTUAL fill so the risk stays exactly RISK_PCT.\n const actualLevels = calcLevels(entryPrice, side);\n const { slOrderId, tpOrderId } = await placeBracket(analysis.symbol, side, filledQty, actualLevels);\n\n await insertPosition({\n symbol: analysis.symbol,\n side,\n entry_price: entryPrice,\n quantity: filledQty,\n notional: filledQty * entryPrice,\n sl_price: actualLevels.sl,\n tp_price: actualLevels.tp,\n risk_amount: sizing.riskAmount,\n sl_order_id: slOrderId,\n tp_order_id: tpOrderId,\n signal_reason: analysis.reason,\n });\n\n return {\n symbol: analysis.symbol,\n side,\n entryPrice,\n quantity: filledQty,\n notional: filledQty * entryPrice,\n sl: actualLevels.sl,\n tp: actualLevels.tp,\n riskAmount: sizing.riskAmount,\n dryRun: false,\n };\n}\n\n/**\n * Reconcile stored positions against the exchange. A position that is no\n * longer live was closed by SL or TP: book the PnL, cancel the surviving\n * leg of the bracket, and free the symbol for new entries.\n */\nexport async function syncPositions(stored: PositionRow[]): Promise {\n if (stored.length === 0) return 0;\n if (DRY_RUN) return 0;\n\n const ex = getExchange();\n const live = await getLivePositions();\n let closed = 0;\n\n for (const pos of stored) {\n if (live.has(pos.symbol)) continue;\n\n let exitPrice = pos.entry_price;\n try {\n const ticker = await ex.fetchTicker(pos.symbol);\n exitPrice = Number(ticker.last ?? pos.entry_price);\n } catch (err: any) {\n console.warn(`⚠️ could not fetch exit price for ${pos.symbol}: ${err?.message}`);\n }\n\n const pnl = pos.side === \"LONG\"\n ? (exitPrice - pos.entry_price) * pos.quantity\n : (pos.entry_price - exitPrice) * pos.quantity;\n\n // Whichever bracket leg didn't fire is still resting — clean it up.\n await cancelOrders(pos.symbol, [pos.sl_order_id, pos.tp_order_id]);\n await closePosition(pos.id, exitPrice, pnl);\n closed++;\n\n console.log(\n `📕 closed ${pos.side} ${pos.symbol} @ ~${exitPrice} | PnL ≈ $${pnl.toFixed(4)} ` +\n `(${pnl >= 0 ? \"WIN\" : \"LOSS\"})`,\n );\n }\n\n return closed;\n}\n",["D",1788731301317],"branchVersion","label",[18],"pulls","branches",1,"forks","envVars",{"_161":26,"_163":26},"connections",{"_161":26,"_162":26},"count","unfilledCount","emptyCount",{"_32":253,"_13":254,"_63":255,"_42":-5,"_34":35,"_150":256,"_179":85,"_36":257,"_38":26,"_65":258,"_147":259,"_67":24,"_151":-5,"_182":260,"_17":261},{"_32":245,"_13":246,"_63":247,"_42":-5,"_34":35,"_150":248,"_179":85,"_36":249,"_38":155,"_65":66,"_147":250,"_67":24,"_151":-5,"_182":251,"_17":252},{"_32":237,"_13":238,"_63":239,"_42":-5,"_34":35,"_150":240,"_179":85,"_36":241,"_38":26,"_65":66,"_147":242,"_67":24,"_151":-5,"_182":243,"_17":244},{"_32":229,"_13":230,"_63":231,"_42":-5,"_34":35,"_150":232,"_179":85,"_36":233,"_38":26,"_65":66,"_147":234,"_67":24,"_151":-5,"_182":235,"_17":236},{"_32":221,"_13":222,"_63":223,"_42":-5,"_34":35,"_150":111,"_179":85,"_36":224,"_38":225,"_65":66,"_147":226,"_67":24,"_151":-5,"_182":227,"_17":228},{"_32":212,"_13":213,"_63":214,"_42":-5,"_34":35,"_150":215,"_179":85,"_36":216,"_38":217,"_65":66,"_147":218,"_67":24,"_151":-5,"_182":219,"_17":220},{"_32":146,"_13":18,"_63":64,"_42":-5,"_34":35,"_150":39,"_179":85,"_36":209,"_38":26,"_65":66,"_147":148,"_67":24,"_151":-5,"_182":210,"_17":211},{"_32":201,"_13":202,"_63":203,"_42":-5,"_34":35,"_150":204,"_179":85,"_36":205,"_38":26,"_65":66,"_147":206,"_67":24,"_151":-5,"_182":207,"_17":208},{"_32":193,"_13":194,"_63":83,"_42":-5,"_34":35,"_150":195,"_179":85,"_36":196,"_38":26,"_65":197,"_147":198,"_67":24,"_151":14,"_182":199,"_17":200},{"_32":185,"_13":186,"_63":187,"_42":-5,"_34":35,"_150":188,"_179":85,"_36":189,"_38":26,"_65":66,"_147":190,"_67":24,"_151":-5,"_182":191,"_17":192},{"_32":175,"_13":176,"_63":177,"_42":-5,"_34":35,"_150":178,"_179":85,"_36":180,"_38":26,"_65":66,"_147":181,"_67":24,"_151":-5,"_182":183,"_17":184},"fc840fda-21be-4c8b-98b1-3412f206aad3","strategy.ts","835e2b28-aa3c-11f1-89be-1607ee4eb77e",7,"latest",["D",1788731230381],"// ============================================================\n// STRATEGY — VWAP + Order Book Imbalance signal generation\n//\n// LONG : price > VWAP AND OBI > +threshold\n// SHORT : price < VWAP AND OBI < -threshold\n//\n// Plus two hygiene filters: a minimum distance from VWAP (avoid chop\n// right on the line) and a maximum spread (avoid awful fills).\n// ============================================================\nimport { getExchange } from \"./exchange.ts\";\nimport { distanceFromVwap, OHLCV, rollingVwap, sessionVwap } from \"./indicators.ts\";\nimport { computeObi, ObiResult } from \"./orderbook.ts\";\nimport {\n CANDLE_LIMIT,\n MAX_SPREAD_PCT,\n OBI_THRESHOLD,\n ORDERBOOK_DEPTH,\n TIMEFRAME,\n VWAP_MIN_DISTANCE_PCT,\n VWAP_SESSION_ANCHORED,\n VWAP_WINDOW,\n} from \"./config.ts\";\n\nexport type Signal = \"LONG\" | \"SHORT\" | null;\n\nexport interface Analysis {\n symbol: string;\n price: number;\n vwap: number;\n /** Signed distance from VWAP, as a fraction of VWAP. */\n vwapDistance: number;\n obi: number;\n bidVolume: number;\n askVolume: number;\n spreadPct: number;\n signal: Signal;\n reason: string;\n /** Populated instead of throwing when a symbol can't be evaluated. */\n error?: string;\n}\n\n/** Fetch candles + book for one symbol and evaluate the entry rules. */\nexport async function analyzeSymbol(symbol: string): Promise {\n const ex = getExchange();\n\n // Fetch both inputs concurrently — halves the latency per symbol.\n const [rawCandles, rawBook] = await Promise.all([\n ex.fetchOHLCV(symbol, TIMEFRAME, undefined, CANDLE_LIMIT),\n ex.fetchOrderBook(symbol, ORDERBOOK_DEPTH),\n ]);\n\n const candles = rawCandles as unknown as OHLCV[];\n if (!candles || candles.length < 2) {\n throw new Error(`Not enough ${TIMEFRAME} candles returned for ${symbol}`);\n }\n\n const vwapValue = VWAP_SESSION_ANCHORED\n ? sessionVwap(candles)\n : rollingVwap(candles, VWAP_WINDOW);\n\n if (!Number.isFinite(vwapValue)) {\n throw new Error(`VWAP is not finite for ${symbol} (zero volume?)`);\n }\n\n const book: ObiResult = computeObi(\n { bids: rawBook.bids as [number, number][], asks: rawBook.asks as [number, number][] },\n ORDERBOOK_DEPTH,\n );\n\n // Use the book mid as \"price\": it is fresher than the last closed 1m candle.\n const price = book.mid;\n const vwapDistance = distanceFromVwap(price, vwapValue);\n\n const base: Analysis = {\n symbol,\n price,\n vwap: vwapValue,\n vwapDistance,\n obi: book.obi,\n bidVolume: book.bidVolume,\n askVolume: book.askVolume,\n spreadPct: book.spreadPct,\n signal: null,\n reason: \"\",\n };\n\n // --- Filter: spread ---\n if (book.spreadPct > MAX_SPREAD_PCT) {\n base.reason = `spread ${(book.spreadPct * 100).toFixed(3)}% > max ${(MAX_SPREAD_PCT * 100).toFixed(3)}%`;\n return base;\n }\n\n // --- Filter: too close to VWAP ---\n if (Math.abs(vwapDistance) < VWAP_MIN_DISTANCE_PCT) {\n base.reason = `price hugging VWAP (${(vwapDistance * 100).toFixed(3)}%)`;\n return base;\n }\n\n // --- Entry rules ---\n const aboveVwap = price > vwapValue;\n const belowVwap = price < vwapValue;\n\n if (aboveVwap && book.obi > OBI_THRESHOLD) {\n base.signal = \"LONG\";\n base.reason =\n `price ${price.toFixed(6)} > VWAP ${vwapValue.toFixed(6)} (+${(vwapDistance * 100).toFixed(3)}%) ` +\n `& OBI ${book.obi.toFixed(3)} > ${OBI_THRESHOLD}`;\n return base;\n }\n\n if (belowVwap && book.obi < -OBI_THRESHOLD) {\n base.signal = \"SHORT\";\n base.reason =\n `price ${price.toFixed(6)} < VWAP ${vwapValue.toFixed(6)} (${(vwapDistance * 100).toFixed(3)}%) ` +\n `& OBI ${book.obi.toFixed(3)} < ${-OBI_THRESHOLD}`;\n return base;\n }\n\n base.reason =\n `no setup — ${aboveVwap ? \"above\" : \"below\"} VWAP but OBI ${book.obi.toFixed(3)} ` +\n `(need ${aboveVwap ? `> ${OBI_THRESHOLD}` : `< ${-OBI_THRESHOLD}`})`;\n return base;\n}\n\n/**\n * Analyze every symbol. One bad symbol never aborts the scan — failures are\n * captured on the Analysis object so the cycle can continue.\n */\nexport async function scanSymbols(symbols: string[]): Promise {\n const results = await Promise.all(\n symbols.map(async (symbol): Promise => {\n try {\n const analysis = await analyzeSymbol(symbol);\n const tag = analysis.signal ? `🎯 ${analysis.signal}` : \"· flat\";\n console.log(\n `${tag} ${symbol} | px=${analysis.price.toFixed(6)} vwap=${analysis.vwap.toFixed(6)} ` +\n `obi=${analysis.obi.toFixed(3)} spread=${(analysis.spreadPct * 100).toFixed(3)}% | ${analysis.reason}`,\n );\n return analysis;\n } catch (err: any) {\n console.error(`❌ analyze ${symbol}: ${err?.message}`);\n return {\n symbol,\n price: NaN,\n vwap: NaN,\n vwapDistance: NaN,\n obi: NaN,\n bidVolume: NaN,\n askVolume: NaN,\n spreadPct: NaN,\n signal: null,\n reason: \"analysis failed\",\n error: String(err?.message ?? err),\n };\n }\n }),\n );\n return results;\n}\n","children",[],[176],"9234bbe2-627d-46b0-8539-ebf00849849e","orderbook.ts","7469f9bc-aa3c-11f1-b7f2-1607ee4eb77e",6,["D",1788731205285],"// ============================================================\n// ORDER BOOK — Imbalance (OBI) calculation\n// ============================================================\n\n/** ccxt order book level: [price, amount] */\nexport type Level = [number, number];\n\nexport interface BookSnapshot {\n bids: Level[];\n asks: Level[];\n}\n\nexport interface ObiResult {\n /** (bidVolume - askVolume) / (bidVolume + askVolume) — range [-1, 1] */\n obi: number;\n bidVolume: number;\n askVolume: number;\n bestBid: number;\n bestAsk: number;\n mid: number;\n /** Bid/ask spread as a fraction of mid price. */\n spreadPct: number;\n /** How many levels per side actually went into the sum. */\n levelsUsed: number;\n}\n\n/**\n * Order Book Imbalance across the top `depth` levels of each side.\n *\n * OBI = (bidVolume - askVolume) / (bidVolume + askVolume)\n *\n * OBI > 0 → more resting size on the bid → buy-side pressure\n * OBI < 0 → more resting size on the ask → sell-side pressure\n *\n * Set `useNotional` to weight each level by price × amount instead of raw\n * base-asset size — useful when comparing books across very different prices.\n */\nexport function computeObi(\n book: BookSnapshot,\n depth: number,\n useNotional = false,\n): ObiResult {\n const bids = (book.bids ?? []).slice(0, depth);\n const asks = (book.asks ?? []).slice(0, depth);\n\n if (bids.length === 0 || asks.length === 0) {\n throw new Error(\"Empty order book — cannot compute OBI\");\n }\n\n const weigh = (l: Level) => (useNotional ? l[0] * l[1] : l[1]);\n const sum = (levels: Level[]) =>\n levels.reduce((acc, l) => acc + (Number.isFinite(weigh(l)) ? weigh(l) : 0), 0);\n\n const bidVolume = sum(bids);\n const askVolume = sum(asks);\n const totalVolume = bidVolume + askVolume;\n\n const bestBid = bids[0][0];\n const bestAsk = asks[0][0];\n const mid = (bestBid + bestAsk) / 2;\n\n return {\n obi: totalVolume > 0 ? (bidVolume - askVolume) / totalVolume : 0,\n bidVolume,\n askVolume,\n bestBid,\n bestAsk,\n mid,\n spreadPct: mid > 0 ? (bestAsk - bestBid) / mid : Infinity,\n levelsUsed: Math.min(bids.length, asks.length),\n };\n}\n",[],[186],"8c74b921-9962-4241-a676-c538cb281566","main.ts",12,["D",1788731350510],"http","// ============================================================\n// HTTP TRIGGER + STATUS API\n//\n// GET / → status JSON (config, equity, positions, stats)\n// GET /signals → analyze every symbol, never trades\n// POST /run → run one full cycle (needs TRIGGER_SECRET when live)\n//\n// Point an external scheduler (cron-job.org, GitHub Actions, UptimeRobot)\n// at POST /run to get sub-15-minute cadence.\n// ============================================================\nimport { runCycle } from \"./cycle.ts\";\nimport { scanSymbols } from \"./strategy.ts\";\nimport { describeConfig, DRY_RUN, SYMBOLS, TRIGGER_SECRET } from \"./config.ts\";\nimport { getEquity } from \"./exchange.ts\";\nimport { getOpenPositions, getRecentTrades, getStats, initDB } from \"./database.ts\";\n\nconst json = (body: unknown, status = 200) =>\n new Response(JSON.stringify(body, null, 2), {\n status,\n headers: { \"Content-Type\": \"application/json; charset=utf-8\" },\n });\n\n/** The /run route mutates real money — require the shared secret unless dry running. */\nfunction authorize(req: Request, url: URL): string | null {\n if (!TRIGGER_SECRET) {\n return DRY_RUN\n ? null\n : \"TRIGGER_SECRET is not set — refusing to run live trading from an unauthenticated request\";\n }\n const provided = req.headers.get(\"x-trigger-secret\") ?? url.searchParams.get(\"secret\") ?? \"\";\n return provided === TRIGGER_SECRET ? null : \"invalid or missing trigger secret\";\n}\n\nexport default async function (req: Request): Promise {\n const url = new URL(req.url);\n const path = url.pathname.replace(/\\/+$/, \"\") || \"/\";\n\n try {\n // --- Trigger a trading cycle ---\n if (path === \"/run\") {\n if (req.method !== \"POST\") {\n return json({ error: \"use POST /run\" }, 405);\n }\n const denied = authorize(req, url);\n if (denied) {\n console.warn(`🚫 /run denied: ${denied}`);\n return json({ error: denied }, 403);\n }\n const summary = await runCycle();\n return json(summary, summary.ok ? 200 : 500);\n }\n\n // --- Read-only signal preview ---\n if (path === \"/signals\") {\n const scanned = await scanSymbols(SYMBOLS);\n return json({\n config: describeConfig(),\n checkedAt: new Date().toISOString(),\n signals: scanned,\n });\n }\n\n // --- Status dashboard (JSON) ---\n if (path === \"/\") {\n await initDB();\n const [positions, trades, stats] = await Promise.all([\n getOpenPositions(),\n getRecentTrades(10),\n getStats(),\n ]);\n\n let equity: unknown = null;\n let equityError: string | null = null;\n try {\n equity = await getEquity();\n } catch (err: any) {\n equityError = String(err?.message ?? err);\n }\n\n return json({\n bot: \"vwap-obi-scalper\",\n mode: DRY_RUN ? \"DRY_RUN\" : \"LIVE\",\n config: describeConfig(),\n symbols: SYMBOLS,\n equity,\n equityError,\n openPositions: positions,\n stats,\n recentTrades: trades,\n routes: {\n status: \"GET /\",\n signals: \"GET /signals\",\n run: \"POST /run (header: x-trigger-secret)\",\n },\n now: new Date().toISOString(),\n });\n }\n\n return json({ error: `unknown route ${path}` }, 404);\n } catch (err: any) {\n console.error(`🔥 HTTP error on ${path}: ${err?.message}`);\n return json({ error: String(err?.message ?? err) }, 500);\n }\n}\n",[],[194],"12943653-7b90-4ad9-947e-80f028014c9f","indicators.ts","6ec96d80-aa3c-11f1-add8-1607ee4eb77e",5,["D",1788731195828],"// ============================================================\n// INDICATORS — VWAP (pure functions, no dependencies)\n// ============================================================\n\n/** ccxt OHLCV tuple: [timestamp, open, high, low, close, volume] */\nexport type OHLCV = [number, number, number, number, number, number];\n\n/** Typical price of a candle: (high + low + close) / 3 */\nexport function typicalPrice(c: OHLCV): number {\n return (c[2] + c[3] + c[4]) / 3;\n}\n\n/**\n * Volume Weighted Average Price over the supplied candles.\n * VWAP = Σ(typicalPrice × volume) / Σ(volume)\n * Returns NaN when there is no traded volume (caller must guard).\n */\nexport function vwap(candles: OHLCV[]): number {\n let pv = 0;\n let volume = 0;\n for (const c of candles) {\n const v = c[5];\n if (!Number.isFinite(v) || v <= 0) continue;\n pv += typicalPrice(c) * v;\n volume += v;\n }\n return volume > 0 ? pv / volume : NaN;\n}\n\n/** VWAP over the last `window` candles (a rolling / moving VWAP). */\nexport function rollingVwap(candles: OHLCV[], window: number): number {\n if (candles.length === 0) return NaN;\n const slice = window > 0 && window < candles.length ? candles.slice(-window) : candles;\n return vwap(slice);\n}\n\n/**\n * VWAP anchored to the start of the current UTC day — the \"true\" intraday\n * VWAP most desks quote. Falls back to a rolling calc right after midnight\n * when too few candles exist yet.\n */\nexport function sessionVwap(candles: OHLCV[], minCandles = 5): number {\n if (candles.length === 0) return NaN;\n const lastTs = candles[candles.length - 1][0];\n const dayStart = Date.UTC(\n new Date(lastTs).getUTCFullYear(),\n new Date(lastTs).getUTCMonth(),\n new Date(lastTs).getUTCDate(),\n );\n const session = candles.filter((c) => c[0] >= dayStart);\n if (session.length < minCandles) return vwap(candles.slice(-minCandles));\n return vwap(session);\n}\n\n/** Signed distance of price from VWAP as a fraction (positive = above VWAP). */\nexport function distanceFromVwap(price: number, vwapValue: number): number {\n if (!Number.isFinite(vwapValue) || vwapValue === 0) return NaN;\n return (price - vwapValue) / vwapValue;\n}\n",[],[202],["D",1788731301317],[],[18],"fe581679-ef7a-4160-8ec5-752f6b58689b","exchange.ts","01a078af-22f6-76de-a270-4e693b7f8cb8",15,["D",1788731389484],4,"// ============================================================\n// EXCHANGE — CCXT Binance USDT-M Futures connection\n// ============================================================\nimport ccxt from \"npm:ccxt@4\";\nimport { USE_TESTNET } from \"./config.ts\";\n\nlet _exchange: ccxt.binanceusdm | null = null;\nlet _marketsLoaded = false;\nlet _hasCredentials = false;\n\n/** True once a client has been built with a usable key/secret pair. */\nexport function hasCredentials(): boolean {\n getExchange();\n return _hasCredentials;\n}\n\n/** Guard for every private (account/trading) call. */\nexport function requireCredentials(): void {\n if (!hasCredentials()) {\n throw new Error(\n \"Missing credentials: set BINANCE_API_KEY and BINANCE_API_SECRET in this val's environment variables\",\n );\n }\n}\n\n/**\n * Get (or lazily create) the Binance USDM Futures client.\n * Credentials come from Val Town environment variables — never hardcode them.\n */\nexport function getExchange(): ccxt.binanceusdm {\n if (_exchange) return _exchange;\n\n const apiKey = Deno.env.get(\"BINANCE_API_KEY\");\n // Accept either name so this works alongside existing vals.\n const secret = Deno.env.get(\"BINANCE_API_SECRET\") ?? Deno.env.get(\"BINANCE_SECRET_KEY\");\n _hasCredentials = Boolean(apiKey && secret);\n\n if (!_hasCredentials) {\n // Public market data (candles, order book) needs no auth, so we still\n // build the client — anything that touches the account calls\n // requireCredentials() and fails loudly there instead.\n console.warn(\"⚠️ No API credentials — public market data only, trading disabled\");\n }\n\n _exchange = new ccxt.binanceusdm({\n apiKey,\n secret,\n enableRateLimit: true,\n options: {\n defaultType: \"future\",\n adjustForTimeDifference: true,\n },\n });\n\n // Testnet vs mainnet (real money) is controlled by BINANCE_TESTNET.\n _exchange.setSandboxMode(USE_TESTNET);\n console.log(`🔌 Binance USDM client ready (${USE_TESTNET ? \"TESTNET\" : \"MAINNET\"})`);\n\n return _exchange;\n}\n\n/** Load market metadata once per isolate — required for precision/limit helpers. */\nexport async function ensureMarkets(): Promise {\n if (_marketsLoaded) return;\n await getExchange().loadMarkets();\n _marketsLoaded = true;\n}\n\nexport interface AccountEquity {\n /** Wallet total in USDT — the base for risk sizing. */\n total: number;\n /** Free (unallocated) USDT margin. */\n free: number;\n}\n\n/** Fetch USDT futures balance. */\nexport async function getEquity(): Promise {\n requireCredentials();\n const ex = getExchange();\n const balance = await ex.fetchBalance();\n const total = Number(balance.total?.USDT ?? 0);\n const free = Number(balance.free?.USDT ?? 0);\n return { total: Number.isFinite(total) ? total : 0, free: Number.isFinite(free) ? free : 0 };\n}\n\n/** All positions with a non-zero size, keyed by unified symbol. */\nexport async function getLivePositions(): Promise> {\n const ex = getExchange();\n const positions = await ex.fetchPositions();\n const map = new Map();\n for (const p of positions) {\n if (p.contracts && Math.abs(Number(p.contracts)) > 0) map.set(p.symbol!, p);\n }\n return map;\n}\n\n/** Set leverage, tolerating \"no change needed\" responses. */\nexport async function setLeverage(symbol: string, leverage: number): Promise {\n try {\n await getExchange().setLeverage(leverage, symbol);\n } catch (e: any) {\n if (!String(e?.message).includes(\"No need to change leverage\")) {\n console.warn(`⚠️ setLeverage(${symbol}): ${e?.message}`);\n }\n }\n}\n\n/** Set margin mode (cross/isolated), tolerating \"no change needed\" responses. */\nexport async function setMarginMode(symbol: string, mode: string): Promise {\n try {\n await getExchange().setMarginMode(mode, symbol);\n } catch (e: any) {\n if (!String(e?.message).includes(\"No need to change margin type\")) {\n console.warn(`⚠️ setMarginMode(${symbol}): ${e?.message}`);\n }\n }\n}\n",[],[213],"f065db84-4a6c-4b6a-941f-b7ac06361eae","diagnose.ts","ef77652c-aa3c-11f1-add8-1607ee4eb77e",["D",1788731425459],2,"// ============================================================\n// DIAGNOSE — can this runtime actually reach Binance?\n// Binance geo-blocks many datacenter ranges with HTTP 451.\n// Run this file to see which hosts are reachable from Val Town.\n// ============================================================\n\nconst TARGETS: { name: string; url: string }[] = [\n { name: \"futures mainnet (fapi)\", url: \"https://fapi.binance.com/fapi/v1/ping\" },\n { name: \"futures testnet\", url: \"https://testnet.binancefuture.com/fapi/v1/ping\" },\n { name: \"spot mainnet (api)\", url: \"https://api.binance.com/api/v3/ping\" },\n { name: \"public data mirror\", url: \"https://data-api.binance.vision/api/v3/ping\" },\n { name: \"bybit (alternative)\", url: \"https://api.bybit.com/v5/market/time\" },\n { name: \"okx (alternative)\", url: \"https://www.okx.com/api/v5/public/time\" },\n];\n\nexport async function diagnose() {\n const results: Record = {};\n\n for (const t of TARGETS) {\n try {\n const res = await fetch(t.url, { signal: AbortSignal.timeout(10_000) });\n const body = (await res.text()).slice(0, 120);\n const verdict = res.ok ? \"✅ reachable\" : res.status === 451 ? \"⛔ geo-blocked (451)\" : `⚠️ HTTP ${res.status}`;\n results[t.name] = `${verdict} — ${body}`;\n console.log(`${verdict.padEnd(24)} ${t.name} (${t.url})`);\n } catch (err: any) {\n results[t.name] = `❌ ${err?.message}`;\n console.log(`❌ error ${t.name}: ${err?.message}`);\n }\n }\n\n return results;\n}\n\n// Runs immediately when you hit \"Run\" on this file (top-level await).\nexport const report = await diagnose();\n",[],[222],"1452365e-407c-439c-a0e2-54947deba4e0","database.ts","904a2922-aa3c-11f1-8048-1607ee4eb77e",8,["D",1788731252022],"// ============================================================\n// DATABASE — SQLite state: open positions, closed trades, cooldowns\n// ============================================================\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\n\nexport interface PositionRow {\n id: number;\n symbol: string;\n side: \"LONG\" | \"SHORT\";\n entry_price: number;\n quantity: number;\n notional: number;\n sl_price: number;\n tp_price: number;\n risk_amount: number;\n sl_order_id: string | null;\n tp_order_id: string | null;\n status: string;\n opened_at: string;\n}\n\n/** Create tables if they don't exist. Safe to call every cycle. */\nexport async function initDB(): Promise {\n await sqlite.batch([\n {\n sql: `CREATE TABLE IF NOT EXISTS positions (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n side TEXT NOT NULL,\n entry_price REAL NOT NULL,\n quantity REAL NOT NULL,\n notional REAL NOT NULL,\n sl_price REAL NOT NULL,\n tp_price REAL NOT NULL,\n risk_amount REAL NOT NULL,\n sl_order_id TEXT,\n tp_order_id TEXT,\n signal_reason TEXT,\n status TEXT NOT NULL DEFAULT 'OPEN',\n opened_at TEXT NOT NULL DEFAULT (datetime('now'))\n )`,\n },\n {\n sql: `CREATE TABLE IF NOT EXISTS trades (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n side TEXT NOT NULL,\n entry_price REAL,\n exit_price REAL,\n quantity REAL,\n pnl REAL,\n result TEXT,\n closed_at TEXT NOT NULL DEFAULT (datetime('now'))\n )`,\n },\n { sql: `CREATE INDEX IF NOT EXISTS idx_positions_status ON positions(status)` },\n { sql: `CREATE INDEX IF NOT EXISTS idx_trades_closed ON trades(closed_at)` },\n ]);\n}\n\nexport async function getOpenPositions(): Promise {\n const res = await sqlite.execute(\"SELECT * FROM positions WHERE status = 'OPEN' ORDER BY id\");\n return res.rows as unknown as PositionRow[];\n}\n\nexport async function countOpenPositions(): Promise {\n const res = await sqlite.execute(\"SELECT COUNT(*) AS cnt FROM positions WHERE status = 'OPEN'\");\n return Number((res.rows[0] as any).cnt ?? 0);\n}\n\nexport async function hasOpenPosition(symbol: string): Promise {\n const res = await sqlite.execute({\n sql: \"SELECT COUNT(*) AS cnt FROM positions WHERE symbol = ? AND status = 'OPEN'\",\n args: [symbol],\n });\n return Number((res.rows[0] as any).cnt ?? 0) > 0;\n}\n\n/** True if this symbol closed a trade within the last `minutes` (cooldown active). */\nexport async function isInCooldown(symbol: string, minutes: number): Promise {\n if (minutes <= 0) return false;\n const res = await sqlite.execute({\n sql: `SELECT COUNT(*) AS cnt FROM trades\n WHERE symbol = ? AND closed_at > datetime('now', ?)`,\n args: [symbol, `-${Math.round(minutes)} minutes`],\n });\n return Number((res.rows[0] as any).cnt ?? 0) > 0;\n}\n\n/** Realized PnL booked since the start of the current UTC day. */\nexport async function getTodayPnl(): Promise {\n const res = await sqlite.execute(\n `SELECT COALESCE(SUM(pnl), 0) AS pnl FROM trades WHERE date(closed_at) = date('now')`,\n );\n return Number((res.rows[0] as any).pnl ?? 0);\n}\n\nexport async function insertPosition(p: {\n symbol: string;\n side: \"LONG\" | \"SHORT\";\n entry_price: number;\n quantity: number;\n notional: number;\n sl_price: number;\n tp_price: number;\n risk_amount: number;\n sl_order_id?: string | null;\n tp_order_id?: string | null;\n signal_reason?: string;\n}): Promise {\n await sqlite.execute({\n sql: `INSERT INTO positions\n (symbol, side, entry_price, quantity, notional, sl_price, tp_price,\n risk_amount, sl_order_id, tp_order_id, signal_reason)\n VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`,\n args: [\n p.symbol,\n p.side,\n p.entry_price,\n p.quantity,\n p.notional,\n p.sl_price,\n p.tp_price,\n p.risk_amount,\n p.sl_order_id ?? null,\n p.tp_order_id ?? null,\n p.signal_reason ?? \"\",\n ],\n });\n}\n\n/** Mark a position closed and append it to the trade log. */\nexport async function closePosition(\n positionId: number,\n exitPrice: number,\n pnl: number,\n): Promise {\n const res = await sqlite.execute({\n sql: \"SELECT * FROM positions WHERE id = ?\",\n args: [positionId],\n });\n if (res.rows.length === 0) return;\n const pos = res.rows[0] as any;\n\n await sqlite.batch([\n {\n sql: \"UPDATE positions SET status = 'CLOSED' WHERE id = ?\",\n args: [positionId],\n },\n {\n sql: `INSERT INTO trades (symbol, side, entry_price, exit_price, quantity, pnl, result)\n VALUES (?, ?, ?, ?, ?, ?, ?)`,\n args: [\n pos.symbol,\n pos.side,\n pos.entry_price,\n exitPrice,\n pos.quantity,\n pnl,\n pnl >= 0 ? \"WIN\" : \"LOSS\",\n ],\n },\n ]);\n}\n\nexport async function getRecentTrades(limit = 20) {\n const res = await sqlite.execute({\n sql: \"SELECT * FROM trades ORDER BY id DESC LIMIT ?\",\n args: [limit],\n });\n return res.rows;\n}\n\n/** Aggregate stats for the status endpoint. */\nexport async function getStats() {\n const res = await sqlite.execute(\n `SELECT COUNT(*) AS trades,\n COALESCE(SUM(pnl), 0) AS total_pnl,\n COALESCE(SUM(CASE WHEN result = 'WIN' THEN 1 ELSE 0 END), 0) AS wins\n FROM trades`,\n );\n const row = res.rows[0] as any;\n const trades = Number(row.trades ?? 0);\n const wins = Number(row.wins ?? 0);\n return {\n trades,\n wins,\n losses: trades - wins,\n winRate: trades > 0 ? wins / trades : 0,\n totalPnl: Number(row.total_pnl ?? 0),\n };\n}\n",[],[230],"da5e14a3-79ed-4321-9544-d3fbadf1adc8","cycle.ts","bbbb0c3e-aa3c-11f1-a7b3-1607ee4eb77e",10,["D",1788731324944],"// ============================================================\n// CYCLE — one full pass of the bot, shared by the cron and the\n// HTTP trigger so both behave identically.\n// ============================================================\nimport {\n BOT_ENABLED,\n COOLDOWN_MINUTES,\n describeConfig,\n DRY_RUN,\n MAX_CONCURRENT_POSITIONS,\n MAX_DAILY_LOSS_PCT,\n SYMBOLS,\n} from \"./config.ts\";\nimport { ensureMarkets, getEquity } from \"./exchange.ts\";\nimport {\n countOpenPositions,\n getOpenPositions,\n getTodayPnl,\n hasOpenPosition,\n initDB,\n isInCooldown,\n} from \"./database.ts\";\nimport { scanSymbols } from \"./strategy.ts\";\nimport { EntryResult, openPosition, syncPositions } from \"./execution.ts\";\nimport { Analysis } from \"./strategy.ts\";\n\nexport interface CycleSummary {\n ok: boolean;\n startedAt: string;\n durationMs: number;\n dryRun: boolean;\n halted?: string;\n equity?: { total: number; free: number };\n dailyPnl?: number;\n closedPositions?: number;\n openPositions?: number;\n scanned?: Analysis[];\n entries?: EntryResult[];\n skipped?: { symbol: string; reason: string }[];\n error?: string;\n}\n\n/** Run one complete scan → risk-check → execute pass. Never throws. */\nexport async function runCycle(): Promise {\n const started = Date.now();\n const summary: CycleSummary = {\n ok: true,\n startedAt: new Date(started).toISOString(),\n durationMs: 0,\n dryRun: DRY_RUN,\n };\n\n try {\n console.log(`\\n🔄 Cycle ${summary.startedAt} — ${describeConfig()}`);\n\n await initDB();\n\n if (!BOT_ENABLED) {\n console.log(\"⏸️ BOT_ENABLED=false — cycle skipped\");\n summary.halted = \"BOT_ENABLED=false\";\n return summary;\n }\n\n await ensureMarkets();\n\n // 1. Reconcile with the exchange: book any SL/TP closes from last cycle.\n const stored = await getOpenPositions();\n summary.closedPositions = await syncPositions(stored);\n\n // 2. Account snapshot + daily loss circuit breaker.\n const equity = await getEquity();\n summary.equity = equity;\n const dailyPnl = await getTodayPnl();\n summary.dailyPnl = dailyPnl;\n console.log(\n `💰 equity $${equity.total.toFixed(2)} (free $${equity.free.toFixed(2)}) | today PnL $${dailyPnl.toFixed(2)}`,\n );\n\n const lossLimit = -Math.abs(equity.total * MAX_DAILY_LOSS_PCT);\n if (equity.total > 0 && dailyPnl < lossLimit) {\n console.warn(\n `🛑 daily loss limit hit: $${dailyPnl.toFixed(2)} < $${lossLimit.toFixed(2)} — no new entries today`,\n );\n summary.halted = \"daily loss limit\";\n summary.openPositions = await countOpenPositions();\n return summary;\n }\n\n // 3. Scan the universe.\n const analyses = await scanSymbols(SYMBOLS);\n summary.scanned = analyses;\n\n // 4. Act on signals, respecting the portfolio-level guards.\n const entries: EntryResult[] = [];\n const skipped: { symbol: string; reason: string }[] = [];\n let openCount = await countOpenPositions();\n\n for (const analysis of analyses) {\n if (!analysis.signal) continue;\n\n if (openCount >= MAX_CONCURRENT_POSITIONS) {\n skipped.push({ symbol: analysis.symbol, reason: `max ${MAX_CONCURRENT_POSITIONS} positions open` });\n continue;\n }\n if (await hasOpenPosition(analysis.symbol)) {\n skipped.push({ symbol: analysis.symbol, reason: \"position already open\" });\n continue;\n }\n if (await isInCooldown(analysis.symbol, COOLDOWN_MINUTES)) {\n skipped.push({ symbol: analysis.symbol, reason: `cooldown ${COOLDOWN_MINUTES}m` });\n continue;\n }\n\n console.log(`\\n📡 ${analysis.signal} ${analysis.symbol} — ${analysis.reason}`);\n try {\n const entry = await openPosition(analysis);\n if (entry) {\n entries.push(entry);\n openCount++;\n } else {\n skipped.push({ symbol: analysis.symbol, reason: \"sizing rejected\" });\n }\n } catch (err: any) {\n // A failed entry must not kill the cycle — other symbols still matter.\n console.error(`❌ entry failed for ${analysis.symbol}: ${err?.message}`);\n skipped.push({ symbol: analysis.symbol, reason: `error: ${err?.message}` });\n }\n }\n\n summary.entries = entries;\n summary.skipped = skipped;\n summary.openPositions = await countOpenPositions();\n\n console.log(\n `\\n✅ cycle done — scanned ${analyses.length}, entered ${entries.length}, ` +\n `skipped ${skipped.length}, open ${summary.openPositions}`,\n );\n } catch (err: any) {\n summary.ok = false;\n summary.error = String(err?.message ?? err);\n console.error(`🔥 cycle error: ${summary.error}`);\n if (err?.stack) console.error(err.stack);\n } finally {\n summary.durationMs = Date.now() - started;\n console.log(`⏱️ ${summary.durationMs}ms`);\n }\n\n return summary;\n}\n",[],[238],"43ebfe5b-8330-43e7-a639-3a7f29ecf181","config.ts","4ad2c390-aa3c-11f1-b141-1607ee4eb77e",3,["D",1788731160104],"// ============================================================\n// CONFIG — every knob in one place.\n// Each value can be overridden with an environment variable so\n// you can re-tune the bot without editing (and redeploying) code.\n// ============================================================\n\nfunction envNum(key: string, fallback: number): number {\n const raw = Deno.env.get(key);\n if (raw === undefined || raw.trim() === \"\") return fallback;\n const parsed = Number(raw);\n if (!Number.isFinite(parsed)) {\n console.warn(`⚠️ ${key}=\"${raw}\" is not a number — using default ${fallback}`);\n return fallback;\n }\n return parsed;\n}\n\nfunction envBool(key: string, fallback: boolean): boolean {\n const raw = Deno.env.get(key);\n if (raw === undefined || raw.trim() === \"\") return fallback;\n return [\"1\", \"true\", \"yes\", \"on\"].includes(raw.trim().toLowerCase());\n}\n\nfunction envList(key: string, fallback: string[]): string[] {\n const raw = Deno.env.get(key);\n if (!raw) return fallback;\n return raw.split(\",\").map((s) => s.trim()).filter(Boolean);\n}\n\n// --- Safety switches -----------------------------------------\n/** DRY_RUN=true evaluates signals and logs intended orders WITHOUT sending them. */\nexport const DRY_RUN = envBool(\"DRY_RUN\", true);\n/** Master kill switch. Set BOT_ENABLED=false to pause without deleting the cron. */\nexport const BOT_ENABLED = envBool(\"BOT_ENABLED\", true);\n/** Route to the Binance futures testnet (needs testnet API keys). */\nexport const USE_TESTNET = envBool(\"BINANCE_TESTNET\", false);\n\n// --- Universe ------------------------------------------------\n/** ccxt unified symbols for USDT-M perpetuals: BASE/QUOTE:SETTLE */\nexport const SYMBOLS = envList(\"SYMBOLS\", [\n \"BTC/USDT:USDT\",\n \"ETH/USDT:USDT\",\n \"SOL/USDT:USDT\",\n]);\n\n// --- Signal --------------------------------------------------\nexport const TIMEFRAME = \"1m\";\n/** How many 1m candles to pull (must exceed VWAP_WINDOW). */\nexport const CANDLE_LIMIT = envNum(\"CANDLE_LIMIT\", 200);\n/** Rolling VWAP lookback in candles. Ignored when VWAP_SESSION_ANCHORED=true. */\nexport const VWAP_WINDOW = envNum(\"VWAP_WINDOW\", 60);\n/** true = anchor VWAP to the start of the UTC day instead of a rolling window. */\nexport const VWAP_SESSION_ANCHORED = envBool(\"VWAP_SESSION_ANCHORED\", false);\n/** Order book levels aggregated per side for the imbalance calc. */\nexport const ORDERBOOK_DEPTH = envNum(\"ORDERBOOK_DEPTH\", 20);\n/** |OBI| must exceed this to trade. Spec default: 0.35 */\nexport const OBI_THRESHOLD = envNum(\"OBI_THRESHOLD\", 0.35);\n/** Price must be at least this far from VWAP (fraction) — filters chop on the line. */\nexport const VWAP_MIN_DISTANCE_PCT = envNum(\"VWAP_MIN_DISTANCE_PCT\", 0.0002);\n/** Skip the symbol if the book is wider than this (fraction of mid) — bad fills. */\nexport const MAX_SPREAD_PCT = envNum(\"MAX_SPREAD_PCT\", 0.0006);\n\n// --- Risk & sizing -------------------------------------------\n/** Fraction of account equity risked per trade (0.005 = 0.5%). Sizing is derived from this. */\nexport const RISK_PCT = envNum(\"RISK_PCT\", 0.005);\n/** Stop distance from entry as a fraction of price (0.003 = 0.3%). */\nexport const SL_PCT = envNum(\"SL_PCT\", 0.003);\n/** Take profit distance = SL distance × this ratio. */\nexport const RISK_REWARD = envNum(\"RISK_REWARD\", 1.5);\nexport const LEVERAGE = envNum(\"LEVERAGE\", 5);\nexport const MARGIN_MODE = Deno.env.get(\"MARGIN_MODE\") ?? \"cross\";\n/** Hard cap on a single position's notional, as a fraction of equity × leverage. */\nexport const MAX_NOTIONAL_PCT = envNum(\"MAX_NOTIONAL_PCT\", 0.5);\nexport const MAX_CONCURRENT_POSITIONS = envNum(\"MAX_CONCURRENT_POSITIONS\", 2);\n/** Minutes to wait before re-entering a symbol after a trade closes. */\nexport const COOLDOWN_MINUTES = envNum(\"COOLDOWN_MINUTES\", 15);\n/** Stop opening new trades once realized PnL for the UTC day is below -this × equity. */\nexport const MAX_DAILY_LOSS_PCT = envNum(\"MAX_DAILY_LOSS_PCT\", 0.05);\n\n/** Shared secret required by the /run HTTP trigger (optional but recommended). */\nexport const TRIGGER_SECRET = Deno.env.get(\"TRIGGER_SECRET\") ?? \"\";\n\n/** One-line snapshot of the active config, printed at the top of every cycle. */\nexport function describeConfig(): string {\n return [\n `mode=${DRY_RUN ? \"DRY_RUN\" : \"LIVE\"}`,\n USE_TESTNET ? \"net=testnet\" : \"net=mainnet\",\n `symbols=${SYMBOLS.length}`,\n `vwap=${VWAP_SESSION_ANCHORED ? \"session\" : `${VWAP_WINDOW}m`}`,\n `obi>${OBI_THRESHOLD}`,\n `risk=${(RISK_PCT * 100).toFixed(2)}%`,\n `sl=${(SL_PCT * 100).toFixed(2)}%`,\n `rr=1:${RISK_REWARD}`,\n `lev=${LEVERAGE}x`,\n ].join(\" | \");\n}\n",[],[246],"2131b7e8-8f05-4033-ab6c-90e6e6bef2a1","bot-loop.ts","bdde3ca2-aa3c-11f1-8337-1607ee4eb77e",11,["D",1788731328525],"interval","// ============================================================\n// CRON TRIGGER — runs the bot on Val Town's scheduler.\n//\n// NOTE: the free plan enforces a 15-minute minimum interval. For a\n// 1-minute scalper you'll want to drive `main.ts` from an external\n// scheduler instead (see the README).\n// ============================================================\nimport { runCycle } from \"./cycle.ts\";\n\nexport default async function (interval: Interval) {\n if (interval?.lastRunAt) {\n console.log(`⏮️ last run: ${interval.lastRunAt.toISOString()}`);\n }\n const summary = await runCycle();\n // Throwing here surfaces the failure in Val Town's error reporting.\n if (!summary.ok) throw new Error(summary.error ?? \"cycle failed\");\n}\n",[],[254],["D",1788731135406],["D",1789515055826],{"_11":12,"_124":70},{"_11":12,"_120":70,"_69":70,"_30":68,"_121":122,"_123":24},{"_38":111,"_13":16,"_32":35,"_112":72,"_113":-5,"_114":-5,"_115":-5,"_116":-5,"_117":-5,"_118":14,"_119":12},"ctx",{"_53":-5,"_143":300,"_301":302,"_303":304,"_305":24,"_306":24,"_307":24,"_308":85,"_309":-5,"_310":-7,"_311":-7,"_312":26,"_313":24,"_314":24,"_315":-5,"_316":24,"_317":24,"_318":24,"_319":-5},"ENV",{"_271":272,"_273":274,"_275":16,"_276":277,"_278":279,"_280":281,"_282":283,"_284":285,"_286":287,"_288":289,"_290":291,"_292":293,"_294":295,"_296":297,"_298":299},"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 · execution.ts