[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_187":188,"_189":190},"routes/_app.x.$handle.$name",{"_11":12,"_13":14,"_15":16,"_18":19,"_17":-7,"_140":-5,"_20":141,"_22":142,"_143":144,"_145":146,"_25":147,"_24":-5,"_148":-5,"_149":-5,"_150":55,"_151":152,"_153":46,"_154":-5,"_155":-5,"_156":157},"routes/_app.x.$handle.$name.branch.$branch.code.$",{"_11":12,"_13":14,"_15":16,"_17":-7,"_18":19,"_20":21,"_22":23,"_24":-7,"_25":26,"_27":-5,"_28":-5,"_29":-5,"_30":-5,"_31":-5},"handle","nipptrader","name","untitled-6182","branchName","main","version","path","","project",{"_35":87,"_13":14,"_47":88,"_89":-5,"_90":55,"_91":92,"_93":92,"_94":-5,"_95":-5,"_96":97,"_98":-5,"_99":55,"_100":-5,"_101":-5,"_102":103,"_104":105,"_106":-5,"_107":-5,"_108":-5,"_109":-5,"_110":111,"_112":111,"_113":114,"_115":114,"_116":114,"_117":111,"_118":111,"_119":120,"_121":122,"_123":124,"_125":55},"tree",[74,75,76],"file","contents",[32,33,34],"upstream","pull","ahead","behind","envVars",{"_35":66,"_13":67,"_38":68,"_40":-5,"_41":42,"_43":69,"_45":46,"_47":70,"_17":71,"_50":51,"_52":72,"_54":55,"_56":-5,"_18":73},{"_35":58,"_13":59,"_38":60,"_40":-5,"_41":42,"_43":61,"_45":46,"_47":62,"_17":49,"_50":63,"_52":64,"_54":55,"_56":-5,"_18":65},{"_35":36,"_13":37,"_38":39,"_40":-5,"_41":42,"_43":44,"_45":46,"_47":48,"_17":49,"_50":51,"_52":53,"_54":55,"_56":-5,"_18":57},"id","536678d2-4171-11f1-b56b-42b51c65c3df","test.ts","fileId","f13d44a6-4170-11f1-9591-42b51c65c3df","parentId","branchId","08314c8e-416c-11f1-b37e-42b51c65c3df","branchVersion",17,"latest",true,"createdAt",["D",1777209041134],5,"fileType","http","content","// ============================================================\n// DIAGNOSTIC — paste into a NEW HTTP val\n// Name it: massiveDiagnostic\n// Then open the URL it gives you in your browser\n// Copy everything you see and send to Claude\n// ============================================================\n\nconst KEY = Deno.env.get(\"POLYGON_API_KEY\") ?? \"\";\n\nexport default async function (req: Request): Promise {\n const today = new Date().toISOString().split(\"T\")[0];\n const expTo = new Date(Date.now() + 5 * 864e5).toISOString().split(\"T\")[0];\n\n const url = `https://api.massive.com/v3/snapshot/options/NDX` +\n `?expiration_date.gte=${today}` +\n `&expiration_date.lte=${expTo}` +\n `&strike_price.gte=26500` +\n `&strike_price.lte=27500` +\n `&limit=3` +\n `&apiKey=${KEY}`;\n\n const res = await fetch(url);\n const json = await res.json();\n\n const output = {\n status: json.status,\n totalReturned: json.results?.length ?? 0,\n topLevelKeys: Object.keys(json),\n firstContract: json.results?.[0] ?? null,\n secondContract: json.results?.[1] ?? null,\n };\n\n return new Response(JSON.stringify(output, null, 2), {\n headers: { \"Content-Type\": \"application/json\" },\n });\n}","deleted",false,"label",[37],"ea4470ce-4171-11f1-8f3c-42b51c65c3df","NQRefreshData.ts","12259204-416c-11f1-a549-42b51c65c3df",18,["D",1777209294243],"interval","// ============================================================\n// VAL 1 — nqDataRefresh (v3 — self-computed greeks)\n// Type: Cron | Schedule: */15 * * * *\n//\n// Massive/Polygon Starter doesn't include greeks for NDX index\n// options. This version backs out implied volatility from the\n// real option mid-price and computes delta + gamma using\n// Black-Scholes from first principles.\n// ============================================================\n\nimport { blob } from \"https://esm.town/v/std/blob\";\n\nconst POLYGON_KEY = Deno.env.get(\"POLYGON_API_KEY\") ?? \"\";\nconst NDX_SYMBOL = \"NDX\";\nconst NQ_TICKER = \"NQ=F\";\nconst MULTIPLIER = 100;\nconst RISK_FREE = 0.045; // current approximate risk-free rate\n\n// ── ENTRY POINT ─────────────────────────────────────────────\n\nexport default async function () {\n const ts = new Date().toLocaleString(\"en-US\", {\n timeZone: \"America/New_York\",\n });\n console.log(`[${ts}] nqDataRefresh v3 running...`);\n\n try {\n const price = await getNQPrice();\n console.log(\n `Price: ${price.last} | Gap: ${\n price.gap > 0 ? \"+\" : \"\"\n }${price.gap} (${price.gapPct}%)`,\n );\n\n let gexData: any = null;\n\n if (POLYGON_KEY) {\n const rawChain = await fetchOptionsChain(price.last);\n console.log(`Raw contracts fetched: ${rawChain.length}`);\n\n // Compute greeks ourselves from Black-Scholes\n const enrichedChain = enrichWithGreeks(rawChain, price.last);\n const validContracts = enrichedChain.filter((c) => c._gamma > 0);\n console.log(\n `Contracts with valid computed greeks: ${validContracts.length}`,\n );\n\n if (validContracts.length > 0) {\n gexData = computeGEXAnalysis(enrichedChain, price.last);\n console.log(\n `GEX done. Call wall: ${gexData.callWall.strike} ($${gexData.callWall.gex_M}M) | ` +\n `Put wall: ${gexData.putWall.strike} ($${gexData.putWall.gex_M}M) | ` +\n `HVL: ${gexData.hvl} | Net: $${gexData.netGEX}M`,\n );\n } else {\n console.log(\n \"No valid greeks computed — option prices may all be stale or zero.\",\n );\n gexData = {\n error:\n \"Could not compute greeks. Option prices may be stale (market closed).\",\n };\n }\n } else {\n gexData = { error: \"No POLYGON_API_KEY in Environment Variables.\" };\n }\n\n await blob.setJSON(\"nq_live_data\", {\n meta: {\n updatedAt: ts,\n updatedUtc: new Date().toISOString(),\n hasOptions: !!POLYGON_KEY && !gexData?.error,\n priceSource: POLYGON_KEY\n ? \"Massive (real-time)\"\n : \"Yahoo Finance (15-min delay)\",\n greeksSource: \"Black-Scholes (computed from option prices)\",\n },\n price,\n gex: gexData,\n });\n\n console.log(\"Saved to blob successfully.\");\n } catch (err) {\n console.error(\"FATAL ERROR:\", err);\n await blob.setJSON(\"nq_live_data\", {\n error: String(err),\n updatedAt: new Date().toLocaleString(\"en-US\", {\n timeZone: \"America/New_York\",\n }),\n });\n }\n}\n\n// ── NQ PRICE ────────────────────────────────────────────────\n\nasync function getNQPrice() {\n // Yahoo Finance fallback (free, 15-min delay) — reliable for planning\n try {\n const url =\n `https://query1.finance.yahoo.com/v8/finance/chart/${NQ_TICKER}?interval=5m&range=1d`;\n const res = await fetch(url, { headers: { \"User-Agent\": \"Mozilla/5.0\" } });\n const json = await res.json();\n const meta = json.chart?.result?.[0]?.meta ?? {};\n const quotes = json.chart?.result?.[0]?.indicators?.quote?.[0] ?? {};\n const last = meta.regularMarketPrice ?? meta.previousClose ?? 0;\n const priorClose = meta.chartPreviousClose ?? meta.previousClose ?? last;\n const gap = last - priorClose;\n const highs = (quotes.high ?? []).filter(Boolean);\n const lows = (quotes.low ?? []).filter(Boolean);\n return {\n last,\n priorClose,\n gap: +gap.toFixed(2),\n gapPct: priorClose ? +((gap / priorClose) * 100).toFixed(2) : 0,\n open: quotes.open?.[0] ?? last,\n high: highs.length ? Math.max(...highs) : last,\n low: lows.length ? Math.min(...lows) : last,\n volume: meta.regularMarketVolume ?? 0,\n source: \"Yahoo Finance (15-min delay)\",\n };\n } catch (e) {\n throw new Error(\"Price fetch failed: \" + e);\n }\n}\n\n// ── FETCH RAW CHAIN ──────────────────────────────────────────\n\nasync function fetchOptionsChain(spot: number) {\n const today = new Date().toISOString().split(\"T\")[0];\n const expTo = new Date(Date.now() + 8 * 864e5).toISOString().split(\"T\")[0];\n const sMin = Math.floor(spot * 0.88 / 50) * 50;\n const sMax = Math.ceil(spot * 1.12 / 50) * 50;\n\n let results: any[] = [];\n let url: string | null =\n `https://api.massive.com/v3/snapshot/options/${NDX_SYMBOL}` +\n `?expiration_date.gte=${today}` +\n `&expiration_date.lte=${expTo}` +\n `&strike_price.gte=${sMin}` +\n `&strike_price.lte=${sMax}` +\n `&limit=250` +\n `&apiKey=${POLYGON_KEY}`;\n\n let pages = 0;\n while (url && pages < 6) {\n const res = await fetch(url);\n const json = await res.json();\n if (!Array.isArray(json.results)) {\n console.log(\"Unexpected response:\", JSON.stringify(json).slice(0, 200));\n break;\n }\n results = results.concat(json.results);\n url = json.next_url ? json.next_url + `&apiKey=${POLYGON_KEY}` : null;\n pages++;\n }\n\n return results;\n}\n\n// ── BLACK-SCHOLES GREEKS (computed from option prices) ───────\n\nfunction normPDF(x: number): number {\n return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);\n}\n\nfunction normCDF(x: number): number {\n const a = [0.254829592, -0.284496736, 1.421413741, -1.453152027, 1.061405429];\n const p = 0.3275911;\n const sign = x < 0 ? -1 : 1;\n x = Math.abs(x) / Math.sqrt(2);\n const t = 1 / (1 + p * x);\n const poly = ((((a[4] * t + a[3]) * t + a[2]) * t + a[1]) * t + a[0]) * t;\n return 0.5 * (1 + sign * (1 - poly * Math.exp(-x * x)));\n}\n\nfunction bsD1(\n S: number,\n K: number,\n T: number,\n r: number,\n sigma: number,\n): number {\n return (Math.log(S / K) + (r + 0.5 * sigma * sigma) * T) /\n (sigma * Math.sqrt(T));\n}\n\nfunction bsPrice(\n S: number,\n K: number,\n T: number,\n r: number,\n sigma: number,\n type: string,\n): number {\n const d1 = bsD1(S, K, T, r, sigma);\n const d2 = d1 - sigma * Math.sqrt(T);\n if (type === \"call\") {\n return S * normCDF(d1) - K * Math.exp(-r * T) * normCDF(d2);\n }\n return K * Math.exp(-r * T) * normCDF(-d2) - S * normCDF(-d1);\n}\n\nfunction bsDelta(\n S: number,\n K: number,\n T: number,\n r: number,\n sigma: number,\n type: string,\n): number {\n const d1 = bsD1(S, K, T, r, sigma);\n return type === \"call\" ? normCDF(d1) : normCDF(d1) - 1;\n}\n\nfunction bsGamma(\n S: number,\n K: number,\n T: number,\n r: number,\n sigma: number,\n): number {\n const d1 = bsD1(S, K, T, r, sigma);\n return normPDF(d1) / (S * sigma * Math.sqrt(T));\n}\n\nfunction impliedVol(\n price: number,\n S: number,\n K: number,\n T: number,\n r: number,\n type: string,\n): number {\n // Newton-Raphson IV solver\n if (price <= 0 || T <= 0) return 0;\n\n // Price must exceed intrinsic value\n const intrinsic = type === \"call\"\n ? Math.max(S - K * Math.exp(-r * T), 0)\n : Math.max(K * Math.exp(-r * T) - S, 0);\n if (price <= intrinsic + 0.01) return 0;\n\n let sigma = 0.30; // initial guess: 30% vol\n\n for (let i = 0; i < 100; i++) {\n const theoretical = bsPrice(S, K, T, r, sigma, type);\n const vega = S * Math.sqrt(T) * normPDF(bsD1(S, K, T, r, sigma));\n if (vega < 1e-8) break;\n const diff = theoretical - price;\n if (Math.abs(diff) < 0.01) break;\n sigma -= diff / vega;\n if (sigma <= 0.001) sigma = 0.001;\n if (sigma > 5.0) sigma = 5.0; // cap at 500% — something is wrong if higher\n }\n\n // Sanity check: return 0 if result is unreasonable\n return (sigma > 0.01 && sigma < 5.0) ? sigma : 0;\n}\n\nfunction getDTE(expiryStr: string): number {\n if (!expiryStr) return 0;\n // Add 4pm ET (close of expiry day) as the exact expiry moment\n const expiry = new Date(expiryStr + \"T21:00:00Z\"); // 4pm ET = 21:00 UTC\n const T = (expiry.getTime() - Date.now()) / (365.25 * 24 * 3600 * 1000);\n return Math.max(T, 1 / (365 * 24)); // minimum 1 hour\n}\n\n// ── ENRICH CHAIN WITH COMPUTED GREEKS ────────────────────────\n\nfunction enrichWithGreeks(chain: any[], spot: number): any[] {\n return chain.map((c) => {\n const d = c.details;\n const type = d?.contract_type; // \"call\" | \"put\"\n const K = d?.strike_price;\n const T = getDTE(d?.expiration_date);\n const oi = c.open_interest ?? 0;\n\n // Use mid-price from day data. Prefer close, fallback to vwap, fallback to 0\n const price = c.day?.close || c.day?.vwap || 0;\n\n let gamma = 0, delta = 0, iv = 0;\n\n if (price > 0 && K > 0 && T > 0 && spot > 0) {\n iv = impliedVol(price, spot, K, T, RISK_FREE, type);\n if (iv > 0) {\n delta = bsDelta(spot, K, T, RISK_FREE, iv, type);\n gamma = bsGamma(spot, K, T, RISK_FREE, iv);\n }\n }\n\n return {\n ...c,\n _gamma: gamma,\n _delta: delta,\n _iv: iv,\n _oi: oi,\n _type: type,\n _strike: K,\n };\n });\n}\n\n// ── GEX COMPUTATION ─────────────────────────────────────────\n\nfunction computeGEXAnalysis(chain: any[], spot: number) {\n const byStrike: Record = {};\n\n for (const c of chain) {\n const strike = c._strike;\n const type = c._type;\n const oi = c._oi;\n const gamma = c._gamma;\n const delta = c._delta;\n const iv = c._iv;\n\n if (!strike || !type || gamma === 0) continue;\n\n // GEX = gamma × OI × multiplier × spot² × 0.01\n const rawGEX = gamma * oi * MULTIPLIER * spot * spot * 0.01;\n const gex = type === \"call\" ? rawGEX : -rawGEX;\n\n // DEX = |delta| × OI × multiplier × spot\n const rawDEX = Math.abs(delta) * oi * MULTIPLIER * spot;\n const dex = type === \"call\" ? rawDEX : -rawDEX;\n\n if (!byStrike[strike]) {\n byStrike[strike] = {\n strike,\n callGEX: 0,\n putGEX: 0,\n netGEX: 0,\n callDEX: 0,\n putDEX: 0,\n callOI: 0,\n putOI: 0,\n peakGamma: 0,\n atmIV: 0,\n expiry: c.details?.expiration_date,\n };\n }\n\n const s = byStrike[strike];\n if (type === \"call\") {\n s.callGEX += gex;\n s.callDEX += rawDEX;\n s.callOI += oi;\n } else {\n s.putGEX += gex;\n s.putDEX -= rawDEX;\n s.putOI += oi;\n }\n s.netGEX = s.callGEX + s.putGEX;\n s.peakGamma = Math.max(s.peakGamma, gamma);\n if (Math.abs(strike - spot) < 75 && iv > 0) s.atmIV = iv;\n }\n\n const strikes = Object.values(byStrike).sort((a, b) => a.strike - b.strike);\n\n if (strikes.length === 0) {\n return {\n error: \"No valid strikes after GEX computation. Market may be closed.\",\n };\n }\n\n const callWall = maxByKey(strikes, \"callGEX\");\n const putWall = minByKey(strikes, \"putGEX\");\n const hvl = findHVL(strikes);\n const maxGamma = maxByKey(strikes, \"peakGamma\");\n const netGEX = strikes.reduce((s, r) => s + r.netGEX, 0);\n const atmIV = getATMIV(chain, spot);\n const nearExpiry =\n chain.map((c) => c.details?.expiration_date).filter(Boolean).sort()[0] ??\n \"unknown\";\n const dte = getDTE(nearExpiry) * 365; // convert back to days for display\n const em = computeEM(spot, atmIV, dte);\n const probDist = computeProbDist(spot, atmIV, dte, strikes);\n const bayesian = computeBayesian(probDist, callWall, putWall);\n const dexFlags = strikes.filter((s) => s.callDEX > 150e6);\n\n const nearStrikes = strikes\n .filter((s) => s.strike >= spot - 600 && s.strike <= spot + 400)\n .sort((a, b) => b.strike - a.strike)\n .map((s) => ({\n strike: s.strike,\n callGEX: +(s.callGEX / 1e6).toFixed(1),\n putGEX: +(s.putGEX / 1e6).toFixed(1),\n netGEX: +(s.netGEX / 1e6).toFixed(1),\n callDEX: +(s.callDEX / 1e6).toFixed(1),\n callOI: s.callOI,\n putOI: s.putOI,\n role: getRole(s, callWall, putWall, hvl, maxGamma, spot),\n }));\n\n return {\n callWall: fmt(callWall, \"callGEX\"),\n putWall: fmt(putWall, \"putGEX\"),\n hvl,\n maxGamma: { strike: maxGamma?.strike ?? 0 },\n netGEX: +(netGEX / 1e6).toFixed(0),\n regime: netGEX > 0\n ? \"POSITIVE — stabilizing / mean-reverting\"\n : \"NEGATIVE — amplifying / momentum\",\n atmIV: +((atmIV ?? 0) * 100).toFixed(1),\n dte: +dte.toFixed(2),\n nearExpiry,\n em,\n probDist,\n bayesian,\n dexFlags: dexFlags.map((s) => ({\n strike: s.strike,\n callDEX_M: +(s.callDEX / 1e6).toFixed(0),\n })),\n baltussen: netGEX < 0\n ? \"ACTIVE — Negative GEX. If trending 3+ hours, hold into final 30 min.\"\n : \"INACTIVE — Positive GEX. Fade setups. Exit by 3:30 PM.\",\n nearStrikes,\n };\n}\n\n// ── HELPERS ──────────────────────────────────────────────────\n\nfunction maxByKey(arr: any[], key: string) {\n return arr.reduce((b, c) => (c[key] > (b?.[key] ?? -Infinity) ? c : b), null);\n}\nfunction minByKey(arr: any[], key: string) {\n return arr.reduce((b, c) => (c[key] < (b?.[key] ?? Infinity) ? c : b), null);\n}\nfunction fmt(s: any, k: string) {\n if (!s) return { strike: 0, gex_M: 0 };\n return {\n strike: s.strike,\n gex_M: +(s[k] / 1e6).toFixed(1),\n expiry: s.expiry,\n };\n}\nfunction findHVL(strikes: any[]): number {\n let cum = 0;\n for (const s of strikes) {\n const prev = cum;\n cum += s.netGEX;\n if (prev < 0 && cum >= 0) return s.strike;\n }\n return strikes[0]?.strike ?? 0;\n}\nfunction getATMIV(chain: any[], spot: number): number {\n let best = Infinity, iv = 0;\n for (const c of chain) {\n const dist = Math.abs((c._strike ?? 0) - spot);\n if (dist < best && c._iv > 0) {\n best = dist;\n iv = c._iv;\n }\n }\n return iv;\n}\nfunction computeEM(spot: number, iv: number, dte: number) {\n if (!iv || dte <= 0) {\n return { amount: 0, pct: \"0%\", upper: spot, lower: spot, center: spot };\n }\n const amt = spot * iv * Math.sqrt(dte / 365);\n return {\n amount: +amt.toFixed(0),\n pct: (amt / spot * 100).toFixed(2) + \"%\",\n upper: Math.round(spot + amt),\n lower: Math.round(spot - amt),\n center: Math.round(spot),\n };\n}\nfunction computeProbDist(\n spot: number,\n iv: number,\n dte: number,\n strikes: any[],\n) {\n if (!iv || dte <= 0) return {};\n const T = dte / 365;\n const dist: Record = {};\n for (const s of strikes) {\n if (s.strike < spot - 600 || s.strike > spot + 400) continue;\n const d2 = (Math.log(spot / s.strike) - 0.5 * iv * iv * T) /\n (iv * Math.sqrt(T));\n dist[s.strike] = (normCDF(d2) * 100).toFixed(1) + \"%\";\n }\n return dist;\n}\nfunction computeBayesian(\n probDist: Record,\n callWall: any,\n putWall: any,\n) {\n const priors: Record = {};\n function add(\n key: string,\n label: string,\n pStr: string | undefined,\n dir: string,\n ) {\n if (!pStr) return;\n const p = parseFloat(pStr) / 100, odds = p / (1 - p);\n priors[key] = {\n label,\n dir,\n p: (p * 100).toFixed(1) + \"%\",\n priorOdds: +odds.toFixed(2),\n sizeHint: p > .80\n ? \"100% size\"\n : p > .70\n ? \"85% size\"\n : p > .60\n ? \"70% size\"\n : p > .55\n ? \"50% size\"\n : \"NO TRADE\",\n };\n }\n const cw = callWall?.strike ?? 0, pw = putWall?.strike ?? 0;\n const cwP = probDist[cw], pwP = probDist[pw], pw50P = probDist[pw + 50];\n if (cwP) {\n add(\n \"shortCallWall\",\n `SHORT above ${cw} call wall`,\n (100 - parseFloat(cwP)).toFixed(1) + \"%\",\n \"short\",\n );\n }\n if (pw50P) {\n add(\n \"shortToPutWall\",\n `SHORT to ~${pw} put wall`,\n (100 - parseFloat(pw50P)).toFixed(1) + \"%\",\n \"short\",\n );\n }\n if (pwP) add(\"longPutWall\", `LONG from ${pw} put wall`, pwP, \"long\");\n if (cwP) {\n add(\"longCallWallFloor\", `LONG if ${cw} holds as floor`, cwP, \"long\");\n }\n return {\n priors,\n ibLR: {\n bothBearish: {\n lr: 1.358,\n hit: \"67.9%\",\n desc: \"IB below mid + high first\",\n },\n belowMidOnly: { lr: 1.316, hit: \"65.8%\", desc: \"IB below mid only\" },\n bothBullish: {\n lr: 1.480,\n hit: \"74.0%\",\n desc: \"IB above mid + low first\",\n },\n aboveMidOnly: { lr: 1.402, hit: \"70.1%\", desc: \"IB above mid only\" },\n ibOpposes: {\n lr: 0.642,\n hit: \"—\",\n desc: \"Dilutes prior — likely no trade\",\n },\n },\n formula:\n \"Post Odds = Prior Odds × LR → Posterior = Post Odds / (1 + Post Odds)\",\n };\n}\nfunction getRole(\n s: any,\n cw: any,\n pw: any,\n hvl: number,\n mg: any,\n spot: number,\n): string {\n const r: string[] = [];\n if (s.strike === cw?.strike) r.push(\"CALL WALL\");\n if (s.strike === pw?.strike) r.push(\"PUT WALL\");\n if (s.strike === hvl) r.push(\"HVL/GAMMA FLIP\");\n if (s.strike === mg?.strike) r.push(\"MAX GAMMA\");\n if (s.callDEX > 150e6) r.push(\"DEX OVEREXTENSION\");\n if (Math.abs(s.strike - spot) < 30) r.push(\"NEAR SPOT\");\n return r.join(\" | \");\n}",[59],"58b00b0e-41c2-11f1-b66a-42b51c65c3df","NQDataServe.ts","083450be-416c-11f1-b37e-42b51c65c3df",20,["D",1777243839212],7,"// ============================================================\n// VAL 2 — nqDataServe (v4 — cache-busting fix)\n// Type: HTTP\n//\n// CHANGE FROM v3: Added aggressive cache-control headers\n// and accepts any query params (for cache busting).\n//\n// Claude fetches: https://YOUR_URL.web.val.run?t=1\n// Add any query param to bust Claude's internal cache.\n// The val ignores the param but the unique URL defeats caching.\n// ============================================================\n\nimport { blob } from \"https://esm.town/v/std/blob\";\n\nexport default async function (req: Request): Promise {\n try {\n const data = await blob.getJSON(\"nq_live_data\");\n\n if (!data) {\n return respond({\n error: \"No data in blob yet. Run nqDataRefresh (Val 1) first.\",\n }, 503);\n }\n\n if (data.error && !data.price) {\n return respond({ error: data.error, updatedAt: data.updatedAt }, 500);\n }\n\n const ageMinutes = data.meta?.updatedUtc\n ? (Date.now() - new Date(data.meta.updatedUtc).getTime()) / 60000\n : 999;\n\n const stale = ageMinutes > 20;\n\n return respond({\n meta: {\n ...data.meta,\n ageMinutes: +ageMinutes.toFixed(1),\n stale,\n stalenessWarning: stale\n ? `Data is ${\n ageMinutes.toFixed(0)\n } min old. Val 1 may have failed — check its logs.`\n : null,\n },\n summary: buildSummary(data, ageMinutes),\n price: data.price,\n gex: data.gex,\n });\n } catch (err) {\n return respond({ error: String(err) }, 500);\n }\n}\n\nfunction respond(body: any, status = 200): Response {\n return new Response(JSON.stringify(body, null, 2), {\n status,\n headers: {\n \"Content-Type\": \"application/json\",\n \"Access-Control-Allow-Origin\": \"*\",\n // Aggressive cache prevention — forces fresh fetch every time\n \"Cache-Control\":\n \"no-store, no-cache, must-revalidate, proxy-revalidate, max-age=0\",\n \"Pragma\": \"no-cache\",\n \"Expires\": \"0\",\n \"Surrogate-Control\": \"no-store\",\n // Unique timestamp so every response looks different to caches\n \"X-Served-At\": new Date().toISOString(),\n },\n });\n}\n\nfunction buildSummary(data: any, ageMinutes: number): Record {\n const p = data.price;\n const g = data.gex;\n\n if (!g || g.error) {\n return {\n status: \"PRICE ONLY — \" + (g?.error ?? \"options chain unavailable\"),\n nqPrice: p?.last,\n gap: p ? `${p.gap > 0 ? \"+\" : \"\"}${p.gap} pts (${p.gapPct}%)` : \"—\",\n dataAge: ageMinutes.toFixed(1) + \" min\",\n };\n }\n\n const spot = p?.last ?? 0;\n const cw = g.callWall ?? {};\n const pw = g.putWall ?? {};\n const em = g.em ?? {};\n const priors = g.bayesian?.priors ?? {};\n\n const roughATR = spot * 0.008;\n const gapAbs = Math.abs(p?.gap ?? 0);\n const gapRatio = roughATR > 0 ? gapAbs / roughATR : 0;\n const gapClass = gapRatio >= 1.2\n ? \"LARGE (>1.2x ATR) — 8.2% fill. DO NOT FADE.\"\n : gapRatio >= 0.7\n ? \"MEDIUM (0.7-1.2x ATR) — 25% fill expected\"\n : gapRatio >= 0.3\n ? \"SMALL (0.3-0.7x ATR) — 42% fill expected\"\n : \"TINY (<0.3x ATR) — 77.8% fill expected\";\n\n const spotVsCenter = em.center\n ? `${(spot - em.center) > 0 ? \"+\" : \"\"}${(spot - em.center).toFixed(0)} pts`\n : \"—\";\n const spotVsUpper = em.upper\n ? `${(spot - em.upper) > 0 ? \"+\" : \"\"}${(spot - em.upper).toFixed(0)} pts ${\n spot > em.upper\n ? \"— ABOVE EM UPPER (statistically overextended)\"\n : \"— inside EM\"\n }`\n : \"—\";\n\n const pAboveCW = g.probDist?.[cw.strike];\n const pBelowCW = pAboveCW\n ? (100 - parseFloat(pAboveCW)).toFixed(1) + \"%\"\n : \"—\";\n\n const dexWarnings = (g.dexFlags ?? []).length > 0\n ? g.dexFlags.map((d: any) =>\n `Strike ${d.strike}: $${d.callDEX_M}M call DEX — persistent mechanical selling all session`\n )\n : [\"None\"];\n\n const etNow = new Date(\n new Date().toLocaleString(\"en-US\", { timeZone: \"America/New_York\" }),\n );\n const dayName =\n [\"Sun\", \"Mon\", \"Tue\", \"Wed\", \"Thu\", \"Fri\", \"Sat\"][etNow.getDay()];\n const is0DTE = g.dte !== undefined && g.dte < 1.5;\n\n // Spot vs HVL regime read\n const hvl = g.hvl ?? 0;\n const hvlRegime = spot > hvl\n ? `ABOVE HVL ${hvl} — POSITIVE GEX regime. Stabilizing/mean-reverting. Fade setups.`\n : `BELOW HVL ${hvl} — NEGATIVE GEX regime. Amplifying/momentum. Baltussen Rule may activate.`;\n\n return {\n // Data freshness\n dataAge: ageMinutes.toFixed(1) + \" min\",\n stale: ageMinutes > 20 ? \"YES — check Val 1 logs\" : \"No\",\n greeksSource: data.meta?.greeksSource ?? \"computed\",\n\n // Price\n nqPrice: spot,\n priorClose: p?.priorClose,\n gap: `${(p?.gap ?? 0) > 0 ? \"+\" : \"\"}${p?.gap} pts (${p?.gapPct}%)`,\n gapClassification: gapClass,\n gapATRRatio: gapRatio.toFixed(2) + \"x ATR\",\n priceSource: data.meta?.priceSource,\n\n // Weekday / expiry context\n dayOfWeek: dayName,\n is0DTEExpiry: is0DTE\n ? `YES — DTE ${g.dte?.toFixed(2)} — 0DTE mechanics active`\n : \"NO — multi-day chain\",\n opexFridayDrift: dayName === \"Fri\" && is0DTE\n ? \"YES — structural negative drift (-23.55% compounded, 30yr). Corroborates short/pin bias.\"\n : \"NO\",\n tuesdayGapRisk: dayName === \"Tue\"\n ? \"HIGH — 70% gap fill probability both directions\"\n : \"N/A\",\n\n // GEX structural levels\n callWall: `${cw.strike} ($${cw.gex_M}M)`,\n putWall: `${pw.strike} ($${pw.gex_M}M)`,\n hvl: hvl,\n hvlRegime: hvlRegime,\n spotVsHVL: `${(spot - hvl) > 0 ? \"+\" : \"\"}${(spot - hvl).toFixed(0)} pts ${\n spot > hvl ? \"above\" : \"BELOW\"\n } HVL`,\n maxGammaStrike: g.maxGamma?.strike,\n netGEX: `$${g.netGEX}M`,\n regime: g.regime,\n atmIV: g.atmIV + \"%\",\n dte: g.dte,\n nearExpiry: g.nearExpiry,\n\n // Expected move\n expectedMove: `±${em.amount} pts (${em.pct})`,\n emUpper: em.upper,\n emLower: em.lower,\n emCenter: em.center,\n spotVsEMCenter: spotVsCenter,\n spotVsEMUpper: spotVsUpper,\n\n // Probability\n pAboveCallWall: pAboveCW ? pAboveCW + \"%\" : \"—\",\n pBelowCallWall: pBelowCW,\n\n // Bayesian priors\n bayesianPriors: Object.fromEntries(\n Object.entries(priors).map(([k, v]: [string, any]) => [\n k,\n `${v.label} | Prior P: ${v.p} | Odds: ${v.priorOdds} | Size hint: ${v.sizeHint}`,\n ]),\n ),\n bayesianFormula: g.bayesian?.formula,\n ibLR: {\n bothBearish: \"LR 1.358 — IB below mid + high first (hit 67.9%)\",\n belowMidOnly: \"LR 1.316 — IB below mid only (hit 65.8%)\",\n bothBullish: \"LR 1.480 — IB above mid + low first (hit 74.0%)\",\n aboveMidOnly: \"LR 1.402 — IB above mid only (hit 70.1%)\",\n ibOpposes: \"LR 0.642 — IB opposes GEX (dilutes prior — likely no trade)\",\n },\n\n // Regime\n baltussen: g.baltussen,\n dexWarnings,\n\n // Level map\n levelMap: (g.nearStrikes ?? 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Code