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Get NQ price\n const price = await getNQPrice();\n console.log(`Price: ${price.last}`);\n\n // 2. Get NDX options chain + compute GEX\n let gexData = null;\n if (POLYGON_KEY) {\n const chain = await fetchOptionsChain(price.last);\n gexData = computeGEXAnalysis(chain, price.last);\n console.log(\n `GEX computed. Call wall: ${gexData.callWall.strike} ($${\n (gexData.callWall.callGEX / 1e6).toFixed(0)\n }M)`,\n );\n } else {\n console.log(\"No Polygon key — skipping options chain.\");\n gexData = {\n error:\n \"No POLYGON_API_KEY set. Add it in Val.town Settings → Environment Variables.\",\n };\n }\n\n // 3. Build the payload Claude will read\n const payload = {\n meta: {\n updatedAt: timestamp,\n updatedUtc: new Date().toISOString(),\n hasOptions: !!POLYGON_KEY,\n priceSource: POLYGON_KEY\n ? \"Polygon (real-time)\"\n : \"Yahoo Finance (15-min delay)\",\n },\n price,\n gex: gexData,\n };\n\n // 4. Store to Val.town blob (persists between runs)\n await blob.setJSON(\"nq_live_data\", payload);\n console.log(\"Stored to blob. Done.\");\n } catch (err) {\n const errPayload = { error: String(err), updatedAt: timestamp };\n await blob.setJSON(\"nq_live_data\", errPayload);\n console.error(\"Error:\", err);\n }\n}\n\n// ── NQ PRICE ────────────────────────────────────────────────\n\nasync function getNQPrice() {\n // Try Polygon first (real-time, requires key)\n if (POLYGON_KEY) {\n try {\n const res = await fetch(\n `https://api.polygon.io/v2/snapshot/locale/us/markets/futures/tickers/${NQ_POLYGON}?apiKey=${POLYGON_KEY}`,\n );\n const json = await res.json();\n const t = json.tickers?.[0];\n if (t) {\n const day = t.day ?? {};\n const prev = t.prevDay ?? {};\n const last = t.lastTrade?.p ?? day.c ?? 0;\n const priorClose = prev.c ?? day.o ?? last;\n const gap = last - priorClose;\n return {\n last,\n priorClose,\n gap: +gap.toFixed(2),\n gapPct: priorClose ? +((gap / priorClose) * 100).toFixed(2) : 0,\n open: day.o ?? last,\n high: day.h ?? last,\n low: day.l ?? last,\n volume: day.v ?? 0,\n source: \"Polygon real-time\",\n };\n }\n } catch (_) { /* fall through */ }\n }\n\n // Fallback: Yahoo Finance (free, 15-min delay)\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\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\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}\n\n// ── OPTIONS CHAIN FETCH ──────────────────────────────────────\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.polygon.io/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 (!json.results) {\n throw new Error(\n \"Polygon chain error: \" + JSON.stringify(json).slice(0, 200),\n );\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// ── GEX COMPUTATION ─────────────────────────────────────────\n\nfunction computeGEXAnalysis(chain: any[], spot: number) {\n // ── Per-strike GEX map\n const byStrike: Record = {};\n\n for (const c of chain) {\n const d = c.details;\n const g = c.greeks;\n if (!d || !g || g.gamma == null) continue;\n\n const strike = d.strike_price;\n const type = d.contract_type; // \"call\" | \"put\"\n const oi = c.open_interest ?? 0;\n const gamma = Math.abs(g.gamma);\n const delta = g.delta ?? 0;\n const iv = g.implied_volatility ?? 0;\n\n // GEX: dollars of delta change per 1% spot move\n // = 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: total dollar delta exposure\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: d.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) s.atmIV = iv;\n }\n\n const strikes = Object.values(byStrike).sort((a, b) => a.strike - b.strike);\n\n // ── Key levels\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 = getNearestExpiry(chain);\n const dte = getDTE(nearExpiry);\n const em = computeEM(spot, atmIV, dte);\n const probDist = computeProbDist(spot, atmIV, dte, strikes);\n const bayesian = computeBayesian(probDist, callWall, putWall, spot);\n const dexFlags = strikes.filter((s) => s.callDEX > 150e6);\n const gapATR = estimateATR(strikes, spot);\n const gapVsATR = gapATR > 0\n ? Math.abs(spot - (em.center ?? spot)) / gapATR\n : 0;\n\n // ── Nearest 25 strikes for Claude's level map\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: {\n strike: maxGamma?.strike ?? 0,\n gamma: maxGamma?.peakGamma ?? 0,\n },\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(\n (best, cur) => (cur[key] > (best?.[key] ?? -Infinity) ? cur : best),\n null,\n );\n}\nfunction minByKey(arr: any[], key: string) {\n return arr.reduce(\n (best, cur) => (cur[key] < (best?.[key] ?? Infinity) ? cur : best),\n null,\n );\n}\nfunction fmt(s: any, gexKey: string) {\n if (!s) return { strike: 0, gex_M: 0 };\n return {\n strike: s.strike,\n gex_M: +(s[gexKey] / 1e6).toFixed(1),\n expiry: s.expiry,\n };\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}\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.details?.strike_price ?? 0) - spot);\n const civ = c.greeks?.implied_volatility ?? 0;\n if (dist < best && civ > 0) {\n best = dist;\n iv = civ;\n }\n }\n return iv;\n}\n\nfunction getNearestExpiry(chain: any[]): string {\n const dates = chain.map((c) => c.details?.expiration_date).filter(Boolean)\n .sort();\n return dates[0] ?? \"unknown\";\n}\n\nfunction getDTE(expiry: string): number {\n if (!expiry || expiry === \"unknown\") return 1;\n const diff = (new Date(expiry).getTime() - Date.now()) / 864e5;\n return Math.max(diff, 0.001);\n}\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}\n\nfunction normalCDF(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 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 sig = iv;\n const dist: Record = {};\n\n // Key strikes from the chain + EM levels\n const keyStrikes = new Set();\n for (const s of strikes) {\n if (s.strike >= spot - 600 && s.strike <= spot + 400) {\n keyStrikes.add(s.strike);\n }\n }\n\n for (const X of keyStrikes) {\n const d2 = (Math.log(spot / X) - 0.5 * sig * sig * T) /\n (sig * Math.sqrt(T));\n const pct = (normalCDF(d2) * 100).toFixed(1);\n dist[X] = pct + \"%\";\n }\n return dist;\n}\n\nfunction computeBayesian(\n probDist: Record,\n callWall: any,\n putWall: any,\n spot: number,\n) {\n // Pre-compute prior odds for standard setups\n const cwStrike = callWall?.strike ?? 0;\n const pwStrike = putWall?.strike ?? 0;\n\n const priors: Record = {};\n\n function addPrior(\n key: string,\n label: string,\n pStr: string | undefined,\n dir: \"short\" | \"long\",\n ) {\n if (!pStr) return;\n const p = parseFloat(pStr) / 100;\n const odds = p / (1 - p);\n const sizeHint = p > 0.80\n ? \"100% size\"\n : p > 0.70\n ? \"85% size\"\n : p > 0.60\n ? \"70% size\"\n : p > 0.55\n ? \"50% size\"\n : \"NO TRADE\";\n priors[key] = {\n label,\n p: +(p * 100).toFixed(1) + \"%\",\n priorOdds: +odds.toFixed(2),\n sizeHint,\n dir,\n };\n }\n\n // SHORT above call wall → P(close < call wall)\n const cwProb = probDist[cwStrike];\n if (cwProb) {\n const p = 100 - parseFloat(cwProb);\n addPrior(\n \"shortCallWall\",\n `SHORT above ${cwStrike} call wall`,\n p.toFixed(1) + \"%\",\n \"short\",\n );\n }\n\n // SHORT targeting put wall → P(close < putWall+50)\n if (pwStrike && probDist[pwStrike + 50]) {\n const p = 100 - parseFloat(probDist[pwStrike + 50]);\n addPrior(\n \"shortToPutWall\",\n `SHORT to ~${pwStrike} put wall`,\n p.toFixed(1) + \"%\",\n \"short\",\n );\n }\n\n // LONG from put wall → P(close > put wall)\n if (pwStrike && probDist[pwStrike]) {\n addPrior(\n \"longPutWall\",\n `LONG from ${pwStrike} put wall`,\n probDist[pwStrike],\n \"long\",\n );\n }\n\n // LONG if call wall holds as floor\n if (cwProb) {\n addPrior(\n \"longCallWallFloor\",\n `LONG if ${cwStrike} holds as floor`,\n cwProb,\n \"long\",\n );\n }\n\n return {\n priors,\n ibLikelihoodRatios: {\n bothBearish: {\n lr: 1.358,\n hitRate: \"67.9%\",\n desc: \"IB below mid + high first\",\n },\n belowMidOnly: { lr: 1.316, hitRate: \"65.8%\", desc: \"IB below mid only\" },\n bothBullish: {\n lr: 1.480,\n hitRate: \"74.0%\",\n desc: \"IB above mid + low first\",\n },\n aboveMidOnly: { lr: 1.402, hitRate: \"70.1%\", desc: \"IB above mid only\" },\n ibOpposes: {\n lr: 0.642,\n hitRate: \"—\",\n desc: \"IB opposes GEX direction — dilutes prior\",\n },\n },\n formula:\n \"Post Odds = Prior Odds × LR → Posterior = Post Odds / (1 + Post Odds)\",\n sizeTable: {\n \"above 85%\": \"100% size\",\n \"75-85%\": \"85% size\",\n \"65-75%\": \"70% size\",\n \"55-65%\": \"50% size\",\n \"below 55%\": \"NO TRADE\",\n },\n };\n}\n\nfunction estimateATR(_strikes: any[], spot: number): number {\n // Rough ATR estimate from expected move (used for gap classification)\n return spot * 0.008; // ~0.8% daily ATR as a baseline\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 roles: string[] = [];\n if (s.strike === cw?.strike) roles.push(\"CALL WALL\");\n if (s.strike === pw?.strike) roles.push(\"PUT WALL\");\n if (s.strike === hvl) roles.push(\"HVL/GAMMA FLIP\");\n if (s.strike === mg?.strike) roles.push(\"MAX GAMMA\");\n if (s.callDEX > 150e6) roles.push(\"DEX OVEREXTENSION\");\n if (Math.abs(s.strike - spot) < 30) roles.push(\"NEAR SPOT\");\n return roles.join(\" | \");\n}","// ============================================================\n// VAL 1 — nqDataRefresh\n// Type: Cron | Schedule: */15 * * * *\n// Paste this entire file into Val 1. Delete old code first.\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 NQ_POLYGON = \"NQM26:XCME\";\nconst MULTIPLIER = 100;\n\n// ── ENTRY POINT ─────────────────────────────────────────────\n\nexport default async function () {\n const timestamp = new Date().toLocaleString(\"en-US\", {\n timeZone: \"America/New_York\",\n });\n console.log(`[${timestamp}] nqDataRefresh running...`);\n\n try {\n const price = await getNQPrice();\n console.log(\n `Price: ${price.last} | Gap: ${price.gap > 0 ? \"+\" : \"\"}${price.gap} pts`,\n );\n\n let gexData: any = null;\n\n if (POLYGON_KEY) {\n const chain = await fetchOptionsChain(price.last);\n console.log(`Chain contracts fetched: ${chain.length}`);\n if (chain.length > 0) {\n gexData = computeGEXAnalysis(chain, price.last);\n console.log(\n `GEX computed. Call wall: ${gexData.callWall.strike} ($${gexData.callWall.gex_M}M) | Net GEX: $${gexData.netGEX}M`,\n );\n } else {\n console.log(\n \"WARNING: Chain returned 0 contracts. Check symbol or plan access.\",\n );\n gexData = {\n error:\n \"Chain returned 0 contracts. NDX options may require a higher plan tier. Try QQQ as backup.\",\n };\n }\n } else {\n console.log(\"No POLYGON_API_KEY found. Price only mode.\");\n gexData = { error: \"No POLYGON_API_KEY set in Environment Variables.\" };\n }\n\n const payload = {\n meta: {\n updatedAt: timestamp,\n updatedUtc: new Date().toISOString(),\n hasOptions: !!POLYGON_KEY && !gexData?.error,\n priceSource: POLYGON_KEY\n ? \"Massive/Polygon (real-time)\"\n : \"Yahoo Finance (15-min delay)\",\n },\n price,\n gex: gexData,\n };\n\n await blob.setJSON(\"nq_live_data\", payload);\n console.log(\"Saved to blob. Done.\");\n } catch (err) {\n console.error(\"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 // Try Massive/Polygon first (real-time)\n if (POLYGON_KEY) {\n try {\n const url =\n `https://api.massive.com/v2/snapshot/locale/us/markets/futures/tickers/${NQ_POLYGON}?apiKey=${POLYGON_KEY}`;\n const res = await fetch(url);\n const json = await res.json();\n const t = json.tickers?.[0];\n if (t?.lastTrade?.p) {\n const day = t.day ?? {};\n const prev = t.prevDay ?? {};\n const last = t.lastTrade.p;\n const priorClose = prev.c ?? day.o ?? last;\n const gap = last - priorClose;\n return {\n last,\n priorClose,\n gap: +gap.toFixed(2),\n gapPct: priorClose ? +((gap / priorClose) * 100).toFixed(2) : 0,\n open: day.o ?? last,\n high: day.h ?? last,\n low: day.l ?? last,\n volume: day.v ?? 0,\n source: \"Massive real-time\",\n };\n }\n } catch (_) { /* fall through to Yahoo */ }\n }\n\n // Fallback: Yahoo Finance (free, 15-min delay)\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\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}\n\n// ── OPTIONS CHAIN FETCH ──────────────────────────────────────\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(\n \"Polygon/Massive response:\",\n JSON.stringify(json).slice(0, 300),\n );\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// ── GEX COMPUTATION ─────────────────────────────────────────\n\nfunction computeGEXAnalysis(chain: any[], spot: number) {\n const byStrike: Record = {};\n\n for (const c of chain) {\n const d = c.details;\n const g = c.greeks;\n if (!d || !g || g.gamma == null) continue;\n\n const strike = d.strike_price;\n const type = d.contract_type;\n const oi = c.open_interest ?? 0;\n const gamma = Math.abs(g.gamma);\n const delta = g.delta ?? 0;\n const iv = g.implied_volatility ?? 0;\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 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: d.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) s.atmIV = iv;\n }\n\n const strikes = Object.values(byStrike).sort((a, b) => a.strike - b.strike);\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 = getNearestExpiry(chain);\n const dte = getDTE(nearExpiry);\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 return s\n ? { strike: s.strike, gex_M: +(s[k] / 1e6).toFixed(1), expiry: s.expiry }\n : { strike: 0, gex_M: 0 };\n}\nfunction findHVL(strikes: any[]): number {\n let cum = 0;\n for (const s of strikes) {\n const p = cum;\n cum += s.netGEX;\n if (p < 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.details?.strike_price ?? 0) - spot);\n const civ = c.greeks?.implied_volatility ?? 0;\n if (dist < best && civ > 0) {\n best = dist;\n iv = civ;\n }\n }\n return iv;\n}\nfunction getNearestExpiry(chain: any[]): string {\n return chain.map((c) => c.details?.expiration_date).filter(Boolean)\n .sort()[0] ?? \"unknown\";\n}\nfunction getDTE(expiry: string): number {\n if (!expiry || expiry === \"unknown\") return 1;\n return Math.max((new Date(expiry).getTime() - Date.now()) / 864e5, 0.001);\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 normalCDF(x: number): number {\n const a = [0.254829592, -0.284496736, 1.421413741, -1.453152027, 1.061405429],\n 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 return 0.5 *\n (1 +\n sign *\n (1 -\n ((((a[4] * t + a[3]) * t + a[2]) * t + a[1]) * t + a[0]) * t *\n Math.exp(-x * x)));\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, 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] = (normalCDF(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 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 dir,\n };\n }\n const cw = callWall?.strike ?? 0, pw = putWall?.strike ?? 0;\n const cwP = probDist[cw], pwP = probDist[pw];\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 (pwP) {\n add(\n \"shortToPutWall\",\n `SHORT to ~${pw} put wall`,\n (100 - parseFloat(probDist[pw + 50] ?? cwP)).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}","createdAt",["D",1777208664567],"branchVersion","branchId","08314c8e-416c-11f1-b37e-42b51c65c3df","id","08300e00-416c-11f1-b37e-42b51c65c3df","untitled-6182",["D",1777206767482],"deletedAt","legacyEnvVars","privacy","public","httpPrivacy","description","imageUrl","5b4cc4ee-5b62-4345-b614-62d191392889","pinnedFileId","pinPreview","pinMigrated","screenshotVersion","likeCount",0,"orgId","019dc9b6-e4e5-724d-a7e0-e0a4c06567bb","tursoName","tursoHostname","tursoMeasuredAt","pinned","userPerm","r","valPerm","blobPerm","rw","emailPerm","sqlitePerm","projectPerm","telemetryPerm","user",{"_94":93,"_101":97},"org",{"_94":93,"_95":-5,"_96":97,"_18":54,"_98":99,"_100":25},"branch",{"_13":83,"_32":84,"_43":42,"_85":44,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":45,"_92":93},"isOwned",20,"main","projectId","forkedBranchId","forkedBranchVersion","forkedProjectPrivacy","forkedProjectId","forkedProjectOrgId","projectName","userHandle","nipptrader","handle","displayName","avatar","","tier","free","canRestrictVals","profileImageUrl","branchName","adoptOrgId",{"_43":44,"_32":45,"_38":161,"_47":-5,"_48":25,"_49":50,"_51":50,"_52":-5,"_53":-5,"_18":54,"_55":-5,"_56":25,"_57":-5,"_58":-5,"_59":60,"_61":62,"_63":-5,"_64":-5,"_65":-5,"_66":-5,"_67":68,"_69":68,"_70":71,"_72":71,"_73":71,"_74":68,"_75":68,"_76":162,"_78":163,"_80":164,"_82":25},"tree",[152,153],"files",[152,153],"counts",{"_141":60,"_142":143,"_144":60,"_145":146,"_147":148},"contents",[124,125],"upstreamProject","upstreamBranch","emptyEnvVars","flags",[],"hasHttpFiles",true,"grants","orgs","customDomains",{},{"_43":133,"_32":134,"_30":135,"_127":-5,"_41":42,"_40":136,"_128":25,"_38":137,"_13":130,"_33":138,"_35":139,"_24":25,"_131":-5,"_27":140},{"_43":126,"_32":28,"_30":31,"_127":-5,"_41":42,"_40":14,"_128":25,"_38":129,"_13":130,"_33":34,"_35":37,"_24":25,"_131":-5,"_27":132},"72f39b22-4170-11f1-95dd-42b51c65c3df","parentId","latest",["D",1777208664567],4,"label",[28],"f7ea61b6-416c-11f1-a8b3-42b51c65c3df","NQDataServe.ts","083450be-416c-11f1-b37e-42b51c65c3df",9,["D",1777207169665],"http","// ============================================================\n// VAL 2 — nqDataServe\n// Type: HTTP\n// URL: https://YOUR_USERNAME.val.run/nqDataServe\n//\n// Paste this entire file into Val 2.\n// Set type to \"HTTP\"\n// Claude calls this URL via web_fetch to get live data.\n//\n// No API keys needed here — it just reads from blob storage\n// that Val 1 writes to.\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 new Response(\n JSON.stringify({\n error: \"No data yet. Run nqDataRefresh first.\",\n hint: \"Make sure Val 1 (nqDataRefresh) has run at least once.\",\n }),\n {\n status: 503,\n headers: { \"Content-Type\": \"application/json\" },\n },\n );\n }\n\n // Add a staleness warning if data is old\n const updatedAt = data.meta?.updatedUtc;\n const ageMinutes = updatedAt\n ? (Date.now() - new Date(updatedAt).getTime()) / 60000\n : 999;\n\n const response = {\n ...data,\n meta: {\n ...data.meta,\n ageMinutes: +ageMinutes.toFixed(1),\n stale: ageMinutes > 20,\n stalenessWarning: ageMinutes > 20\n ? `Data is ${\n ageMinutes.toFixed(0)\n } minutes old — refresh may have failed. Check Val 1 logs.`\n : null,\n },\n // Quick-read summary at the top for Claude\n summary: buildSummary(data),\n };\n\n return new Response(JSON.stringify(response, null, 2), {\n headers: {\n \"Content-Type\": \"application/json\",\n \"Access-Control-Allow-Origin\": \"*\",\n },\n });\n } catch (err) {\n return new Response(JSON.stringify({ error: String(err) }), {\n status: 500,\n headers: { \"Content-Type\": \"application/json\" },\n });\n }\n}\n\nfunction buildSummary(data: any): Record {\n const p = data.price;\n const g = data.gex;\n\n if (!p || !g || g.error) {\n return {\n status: \"PRICE ONLY — options chain not yet configured\",\n nqPrice: p?.last ?? \"unavailable\",\n note: g?.error ?? \"Unknown error\",\n };\n }\n\n // Gap classification (matches our research filter)\n const gapAbs = Math.abs(p.gap ?? 0);\n const roughATR = (p.last ?? 0) * 0.008;\n const gapVsATR = roughATR > 0 ? gapAbs / roughATR : 0;\n let gapClass = \"TINY (<0.3x ATR) — 77.8% fill expected\";\n if (gapVsATR >= 1.2) gapClass = \"LARGE (>1.2x ATR) — 8.2% fill. DO NOT FADE.\";\n else if (gapVsATR >= 0.7) {\n gapClass = \"MEDIUM (0.7-1.2x ATR) — 25% fill expected\";\n } else if (gapVsATR >= 0.3) {\n gapClass = \"SMALL (0.3-0.7x ATR) — 42% fill expected\";\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 pAboveCW = g.probDist?.[cw.strike];\n const regime = g.regime ?? \"unknown\";\n\n return {\n // ── Price context\n nqPrice: spot,\n priorClose: p.priorClose,\n gap: `${p.gap > 0 ? \"+\" : \"\"}${p.gap} pts (${p.gapPct}%)`,\n gapClassification: gapClass,\n gapATRRatio: gapVsATR.toFixed(2) + \"x\",\n priceSource: data.meta?.priceSource,\n\n // ── GEX structural levels\n callWall: `${cw.strike} ($${cw.gex_M}M)`,\n putWall: `${pw.strike} ($${pw.gex_M}M)`,\n hvl: g.hvl,\n maxGammaStrike: g.maxGamma?.strike,\n netGEX: `$${g.netGEX}M`,\n regime,\n\n // ── Expected move\n expectedMove: `±${em.amount} pts (${em.pct})`,\n emUpper: em.upper,\n emLower: em.lower,\n emCenter: em.center,\n spotVsCenter: spot && em.center\n ? `${(spot - em.center > 0 ? \"+\" : \"\")}${\n (spot - em.center).toFixed(0)\n } pts`\n : \"—\",\n spotVsUpper: spot && em.upper\n ? `${(spot - em.upper > 0 ? \"+\" : \"\")}${\n (spot - em.upper).toFixed(0)\n } pts (${spot > em.upper ? \"ABOVE EM — overextended\" : \"inside EM\"})`\n : \"—\",\n\n // ── Probability\n pAboveCallWall: pAboveCW ? pAboveCW : \"not computed\",\n pBelowCallWall: pAboveCW\n ? (100 - parseFloat(pAboveCW)).toFixed(1) + \"%\"\n : \"not computed\",\n\n // ── Regime rules\n baltussen: g.baltussen,\n dexWarnings: g.dexFlags?.length > 0\n ? g.dexFlags.map((d: any) =>\n `${d.strike}: $${d.callDEX_M}M call DEX — persistent mechanical selling`\n )\n : [\"None\"],\n\n // ── ATM IV\n atmIV: g.atmIV + \"%\",\n dte: g.dte,\n nearExpiry: g.nearExpiry,\n\n // ── Data freshness\n dataAge: `${data.meta?.ageMinutes} minutes`,\n stale: data.meta?.stale ? \"YES — check Val 1 logs\" : \"No\",\n };\n}",[134],"pulls","branches",1,"forks","envVars",{"_149":143,"_151":60},"connections",{"_149":60,"_150":60},"count","unfilledCount","emptyCount",{"_43":133,"_32":134,"_30":135,"_127":-5,"_41":42,"_40":136,"_128":25,"_38":158,"_13":130,"_33":138,"_35":139,"_24":25,"_131":-5,"_155":159,"_27":160},{"_43":126,"_32":28,"_30":31,"_127":-5,"_41":42,"_40":14,"_128":25,"_38":154,"_13":130,"_33":34,"_35":37,"_24":25,"_131":-5,"_155":156,"_27":157},["D",1777208664567],"children",[],[28],["D",1777207169665],[],[134],["D",1777206767482],{"_94":93,"_101":97},{"_94":93,"_95":-5,"_96":97,"_18":54,"_98":99,"_100":25},{"_13":83,"_32":84,"_43":42,"_85":44,"_86":-5,"_87":-5,"_88":-5,"_89":-5,"_90":-5,"_91":45,"_92":93},"ctx",{"_76":-5,"_121":198,"_199":200,"_201":202,"_203":25,"_204":25,"_205":25,"_206":119,"_207":-5,"_208":-7,"_209":-7,"_210":60,"_211":25,"_212":25,"_213":-5,"_214":25,"_215":25,"_216":25,"_217":-5},"ENV",{"_169":170,"_171":172,"_173":84,"_174":175,"_176":177,"_178":179,"_180":181,"_182":183,"_184":185,"_186":187,"_188":189,"_190":191,"_192":193,"_194":195,"_196":197},"REACT_APP_SENTRY_DSN","https://586020d86f05489db63a554690acf1e9@o1398359.ingest.sentry.io/6724499","RENDER_GIT_COMMIT","fdb67791413f4386b4dbf18f354029a617f6160f","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"]

Diff · v10