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support : price * 0.995,\n resistance: Number.isFinite(resistance) ? resistance : price * 1.005,\n };\n}\n\nexport interface AnalyzeOptions {\n symbol?: string;\n now?: Date;\n riskReward?: [number, number, number];\n}\n\nexport function analyze(c5: Candle[], c1h: Candle[], opts: AnalyzeOptions = {}): AnalysisResult {\n const symbol = opts.symbol ?? \"XAU/USD\";\n const s: Scored = { bullish: 0, bearish: 0, factors: [], reasoning: [] };\n const closes = c5.map((x) => x.close);\n const price = last(closes);\n\n const ema20 = last(ema(closes, 20));\n const ema50 = last(ema(closes, 50));\n const ema200 = last(ema(closes, 200));\n if (!Number.isNaN(ema20) && !Number.isNaN(ema50)) {\n if (ema20 > ema50 && price > ema20) add(s, \"EMA Trend (20/50)\", \"bullish\", 2, \"Price above rising 20/50 EMA\");\n else if (ema20 < ema50 && price < ema20) add(s, \"EMA Trend (20/50)\", \"bearish\", 2, \"Price below falling 20/50 EMA\");\n }\n if (!Number.isNaN(ema200)) {\n if (price > ema200) add(s, \"EMA 200 Bias\", \"bullish\", 1, \"Price above 200 EMA\");\n else add(s, \"EMA 200 Bias\", \"bearish\", 1, \"Price below 200 EMA\");\n }\n\n if (c1h.length >= 50) {\n const h = c1h.map((x) => x.close);\n const e20 = last(ema(h, 20));\n const e50 = last(ema(h, 50));\n if (e20 > e50) add(s, \"1H Trend Bias\", \"bullish\", 2, \"1H EMA trend up\");\n else if (e20 < e50) add(s, \"1H Trend Bias\", \"bearish\", 2, \"1H EMA trend down\");\n }\n\n const rsiv = last(rsi(closes, 14));\n if (!Number.isNaN(rsiv)) {\n if (rsiv < 30) add(s, \"RSI\", \"bullish\", 2, `RSI oversold (${rsiv.toFixed(0)})`);\n else if (rsiv > 70) add(s, \"RSI\", \"bearish\", 2, `RSI overbought (${rsiv.toFixed(0)})`);\n else if (rsiv > 50) add(s, \"RSI\", \"bullish\", 1, `RSI bullish (${rsiv.toFixed(0)})`);\n else if (rsiv < 50) add(s, \"RSI\", \"bearish\", 1, `RSI bearish (${rsiv.toFixed(0)})`);\n }\n\n const macdArr = macd(closes);\n const mp = last(macdArr);\n const mpPrev = macdArr[macdArr.length - 2];\n if (mp && !Number.isNaN(mp.histogram)) {\n const rising = mpPrev && mp.histogram > mpPrev.histogram;\n if (mp.histogram > 0 && rising) add(s, \"MACD\", \"bullish\", 2, \"MACD histogram positive & rising\");\n else if (mp.histogram < 0 && !rising) add(s, \"MACD\", \"bearish\", 2, \"MACD histogram negative & falling\");\n else if (mp.histogram > 0) add(s, \"MACD\", \"bullish\", 1, \"MACD histogram positive\");\n else if (mp.histogram < 0) add(s, \"MACD\", \"bearish\", 1, \"MACD histogram negative\");\n }\n\n const swings = swingPoints(c5, 2);\n const ms = marketStructure(swings);\n if (ms.trend === \"up\") add(s, \"Market Structure\", \"bullish\", 2, \"HH/HL structure (uptrend)\");\n else if (ms.trend === \"down\") add(s, \"Market Structure\", \"bearish\", 2, \"LH/LL structure (downtrend)\");\n\n const ob = orderBlocks(c5);\n if (ob.bullish !== null && price >= ob.bullish * 0.999 && price <= ob.bullish * 1.002) {\n add(s, \"Order Block\", \"bullish\", 2, \"Price at bullish order block\");\n }\n if (ob.bearish !== null && price <= ob.bearish * 1.001 && price >= ob.bearish * 0.998) {\n add(s, \"Order Block\", \"bearish\", 2, \"Price at bearish order block\");\n }\n\n const fvg = fairValueGaps(c5);\n if (fvg.bullish) add(s, \"Fair Value Gap\", \"bullish\", 1, \"Bullish FVG present\");\n if (fvg.bearish) add(s, \"Fair Value Gap\", \"bearish\", 1, \"Bearish FVG present\");\n\n const sweep = liquiditySweep(c5, swings);\n if (sweep.bullishSweep) add(s, \"Liquidity Sweep\", \"bullish\", 3, \"Swept sell-side liquidity & reversed up\");\n if (sweep.bearishSweep) add(s, \"Liquidity Sweep\", \"bearish\", 3, \"Swept buy-side liquidity & reversed down\");\n\n const rsiArr = rsi(closes, 14);\n if (swings.length >= 4) {\n const lows = swings.filter((x) => x.type === \"low\").slice(-2);\n const highs = swings.filter((x) => x.type === \"high\").slice(-2);\n if (lows.length === 2) {\n const priceLower = lows[1].price < lows[0].price;\n const rsiHigher = rsiArr[lows[1].index] > rsiArr[lows[0].index];\n if (priceLower && rsiHigher) add(s, \"SMT Divergence\", \"bullish\", 2, \"Bullish RSI divergence\");\n }\n if (highs.length === 2) {\n const priceHigher = highs[1].price > highs[0].price;\n const rsiLower = rsiArr[highs[1].index] < rsiArr[highs[0].index];\n if (priceHigher && rsiLower) add(s, \"SMT Divergence\", \"bearish\", 2, \"Bearish RSI divergence\");\n }\n }\n\n for (const pat of detectPatterns(c5)) {\n add(s, `Pattern: ${pat.name}`, pat.side, 1, `${pat.name} candlestick`);\n }\n\n const session = getSession(opts.now ?? new Date());\n if (session === \"Asian/Low Liquidity\") {\n s.bullish *= 0.7;\n s.bearish *= 0.7;\n s.reasoning.push(\"Low-liquidity session: scores reduced 30%\");\n }\n\n const lead = Math.abs(s.bullish - s.bearish);\n let direction: Direction = \"NEUTRAL\";\n if (lead >= 2 && s.bullish > s.bearish) direction = \"BUY\";\n else if (lead >= 2 && s.bearish > s.bullish) direction = \"SELL\";\n\n const total = s.bullish + s.bearish || 1;\n const winner = Math.max(s.bullish, s.bearish);\n const confidence = direction === \"NEUTRAL\" ? 0 : Math.round((winner / total) * 100);\n\n const atrv = last(atr(c5, 14)) || price * 0.002;\n const sr = nearestSR(price, swings);\n const rr = opts.riskReward ?? [1.5, 2.5, 4.0];\n let stopLoss: number;\n let takeProfits: [number, number, number];\n if (direction === \"SELL\") {\n stopLoss = Math.max(sr.resistance, price + atrv * 1.5);\n const risk = stopLoss - price;\n takeProfits = [price - risk * rr[0], price - risk * rr[1], price - risk * rr[2]];\n } else {\n stopLoss = Math.min(sr.support, price - atrv * 1.5);\n const risk = price - stopLoss;\n takeProfits = [price + risk * rr[0], price + risk * rr[1], price + risk * rr[2]];\n }\n\n return {\n direction, confidence,\n entry: round(price), stopLoss: round(stopLoss),\n takeProfits: takeProfits.map(round) as [number, number, number],\n riskRewardRatios: rr, atr: round(atrv),\n bullishScore: round1(s.bullish), bearishScore: round1(s.bearish),\n factors: s.factors, session,\n reasoning: s.reasoning, symbol,\n timestamp: Math.floor((opts.now ?? new Date()).getTime() / 1000),\n };\n}\n\nconst round = (n: number) => Math.round(n * 100) / 100;\nconst round1 = (n: number) => Math.round(n * 10) / 10;\n","// Multi-layer analysis engine — now powered by the ICT/SMT Confluence Engine.\nimport type {\n AnalysisFactor, AnalysisResult, Candle, Direction, TradingSession,\n} from \"./types.ts\";\nimport { runConfluence } from \"./ict/confluence.ts\";\nimport { getKillZone } from \"./ict/killzones.ts\";\nimport { analyzeStructure } from \"./ict/structure.ts\";\nimport { analyzeLiquidity } from \"./ict/liquidity.ts\";\nimport { analyzePDArrays } from \"./ict/pdarrays.ts\";\nimport { atr, last, rsi } from \"./indicators.ts\";\nimport { detectPatterns } from \"./patterns.ts\";\n\nexport function getSession(date = new Date()): TradingSession {\n const kz = getKillZone(date);\n if (kz.name === \"London\") return \"London\";\n if (kz.name === \"New York\") return \"New York\";\n if (kz.name === \"London Close\") return \"New York\"; // London close overlaps NY afternoon\n if (kz.name === \"NY-London Overlap\") return \"NY-London Overlap\";\n return \"Asian/Low Liquidity\";\n}\n\nexport interface AnalyzeOptions {\n symbol?: string;\n now?: Date;\n riskReward?: [number, number, number];\n candlesM15?: Candle[];\n candlesH4?: Candle[];\n}\n\nexport function analyze(\n c5: Candle[],\n c1h: Candle[],\n opts: AnalyzeOptions = {},\n): AnalysisResult {\n const symbol = opts.symbol ?? \"XAU/USD\";\n const now = opts.now ?? new Date();\n const price = last(c5).close;\n\n // Use M15 candles if provided, otherwise derive from M5 (every 3rd candle)\n const c15 = opts.candlesM15 ?? c5.filter((_, i) => i % 3 === 0).slice(-80);\n // Use H4 candles if provided, otherwise derive from H1 (every 4th candle)\n const c4 = opts.candlesH4 ?? c1h.filter((_, i) => i % 4 === 0).slice(-50);\n\n // Run the full ICT confluence engine\n const confluence = runConfluence(c5, c15, c1h, c4, now);\n\n // Map confluence signals to AnalysisFactor[]\n const factors: AnalysisFactor[] = confluence.signals.map((sig) => ({\n name: sig.strategy,\n side: sig.direction,\n weight: sig.weight,\n detail: sig.detail,\n }));\n\n // Build reasoning from confluence reasoning\n const reasoning = confluence.reasoning;\n\n // Compute direction and confidence from confluence\n const direction: Direction = confluence.netDirection;\n const confidence = confluence.netConfidence;\n\n // Technical indicators for SL/TP calculation\n const closes = c5.map((x) => x.close);\n const atrv = last(atr(c5, 14)) || price * 0.002;\n\n // Get structure and liquidity for SL/TP placement\n const struct = analyzeStructure(c5);\n const swings = struct.swingHighs.concat(struct.swingLows);\n const liq = analyzeLiquidity(c5, swings);\n\n // Find nearest support/resistance\n let support = -Infinity, resistance = Infinity;\n for (const s of swings) {\n if (s.price <= price && s.price > support) support = s.price;\n if (s.price >= price && s.price < resistance) resistance = s.price;\n }\n support = Number.isFinite(support) ? support : price * 0.995;\n resistance = Number.isFinite(resistance) ? resistance : price * 1.005;\n\n // ICT-style SL placement: beyond the swept liquidity level\n let stopLoss: number;\n if (direction === \"SELL\") {\n // For shorts: SL above swept BSL or recent resistance\n const sweptLevel = liq.lastSweep?.bearishSweep ? liq.lastSweep.sweptLevel : null;\n stopLoss = Math.max(resistance, sweptLevel ?? 0, price + atrv * 1.5);\n } else if (direction === \"BUY\") {\n // For longs: SL below swept SSL or recent support\n const sweptLevel = liq.lastSweep?.bullishSweep ? liq.lastSweep.sweptLevel : null;\n stopLoss = Math.min(support, sweptLevel ?? Infinity, price - atrv * 1.5);\n } else {\n stopLoss = price - atrv * 1.5;\n }\n\n // ICT-style TP: target the next liquidity pool\n const rr = opts.riskReward ?? [1.5, 2.5, 4.0];\n let takeProfits: [number, number, number];\n if (direction === \"SELL\") {\n const risk = stopLoss - price;\n // TP1: nearest SSL below, TP2/TP3: RR-based\n const nearestSSL = liq.pools.filter((p) => p.side === \"below\").sort((a, b) => b.price - a.price)[0];\n const tp1 = nearestSSL ? Math.max(nearestSSL.price, price - risk * rr[0]) : price - risk * rr[0];\n takeProfits = [tp1, price - risk * rr[1], price - risk * rr[2]];\n } else {\n const risk = direction === \"BUY\" ? price - stopLoss : atrv * 1.5;\n // TP1: nearest BSL above, TP2/TP3: RR-based\n const nearestBSL = liq.pools.filter((p) => p.side === \"above\").sort((a, b) => a.price - b.price)[0];\n const tp1 = nearestBSL ? 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Multi-Broker Auto-Trading Bot — HTTP API + dashboard server.\nimport { Hono } from \"npm:hono@4\";\nimport { serveFile } from \"https://esm.town/v/std/utils/index.ts\";\nimport { fetchCandles, fetchQuote, INTERVALS, type Interval } from \"./src/lib/market.ts\";\nimport { runAnalysisPipeline } from \"./src/lib/pipeline.ts\";\nimport { sendTelegramMessage } from \"./src/lib/telegram.ts\";\nimport { BROKER_CONFIGS } from \"./src/lib/brokers.ts\";\nimport {\n createBroker, deleteBroker, getSettings, getTelegram,\n listBrokers, listSignals, listTrades, updateBroker, updateSettings,\n updateTelegram, updateTrade,\n} from \"./src/lib/db.ts\";\n\nconst app = new Hono();\napp.onError((err) => Promise.reject(err));\n\nconst json = (data: unknown, status = 200) =>\n new Response(JSON.stringify(data), { status, headers: { \"Content-Type\": \"application/json\" } });\n\n// ---------- Market data ----------\napp.get(\"/api/market-data\", async (c) => {\n const settings = await getSettings();\n if (!settings.hasApiKey) return json({ error: \"No API key configured\" }, 400);\n const interval = (c.req.query(\"interval\") ?? \"5min\") as Interval;\n const what = c.req.query(\"type\") ?? \"candles\";\n const symbol = c.req.query(\"symbol\") ?? settings.tradeSymbol;\n try {\n if (what === \"quote\") return json(await fetchQuote(settings.apiKey, symbol));\n const outputsize = Number(c.req.query(\"outputsize\") ?? \"200\");\n const candles = await fetchCandles(settings.apiKey, symbol, interval, outputsize);\n return json({ interval, symbol, candles });\n } catch (e) {\n return json({ error: String(e) }, 502);\n }\n});\n\napp.get(\"/api/intervals\", (c) => json([...INTERVALS]));\n\n// ---------- Analyze ----------\napp.post(\"/api/analyze\", async (c) => {\n const r = await runAnalysisPipeline();\n return json(r, r.ok ? 200 : 400);\n});\n\n// ---------- Brokers ----------\napp.get(\"/api/brokers\", async (c) => {\n const brokers = await listBrokers();\n return json(brokers.map((b) => ({\n ...b,\n apiKey: b.apiKey ? \"••••••\" : \"\",\n apiSecret: b.apiSecret ? \"••••••\" : \"\",\n config: BROKER_CONFIGS.find((bc) => bc.type === b.type),\n })));\n});\n\napp.get(\"/api/brokers/configs\", (c) => json(BROKER_CONFIGS));\n\napp.post(\"/api/brokers\", async (c) => {\n const b = await c.req.json();\n const id = await createBroker({\n type: b.type, name: b.name,\n apiKey: b.apiKey ?? \"\", apiSecret: b.apiSecret ?? \"\",\n extra: b.extra ?? \"\", isPaper: b.isPaper ?? true,\n symbols: b.symbols ?? \"XAU/USD\",\n });\n return json({ id });\n});\n\napp.patch(\"/api/brokers/:id\", async (c) => {\n await updateBroker(Number(c.req.param(\"id\")), await c.req.json());\n return json({ ok: true });\n});\n\napp.delete(\"/api/brokers/:id\", async (c) => {\n await deleteBroker(Number(c.req.param(\"id\")));\n return json({ ok: true });\n});\n\n// ---------- Signals ----------\napp.get(\"/api/signals\", async (c) => {\n const limit = Number(c.req.query(\"limit\") ?? \"50\");\n return json(await listSignals(limit));\n});\n\n// ---------- Trades ----------\napp.get(\"/api/trades\", async (c) => {\n const limit = Number(c.req.query(\"limit\") ?? \"50\");\n return json(await listTrades(limit));\n});\n\napp.patch(\"/api/trades/:id\", async (c) => {\n const body = await c.req.json();\n await updateTrade(Number(c.req.param(\"id\")), body);\n return json({ ok: true });\n});\n\n// ---------- Settings ----------\napp.get(\"/api/settings\", async (c) => {\n const s = await getSettings();\n const { apiKey: _, ...safe } = s;\n return json(safe);\n});\n\napp.patch(\"/api/settings\", async (c) => {\n await updateSettings(await c.req.json());\n return json({ ok: true });\n});\n\n// ---------- Telegram ----------\napp.get(\"/api/telegram\", async (c) => {\n const t = await getTelegram();\n const { botToken: _, ...safe } = t;\n return json(safe);\n});\n\napp.patch(\"/api/telegram\", async (c) => {\n await updateTelegram(await c.req.json());\n return json({ ok: true });\n});\n\napp.post(\"/api/telegram/test\", async (c) => {\n const t = await getTelegram();\n if (!t.hasToken || !t.chatId) return json({ ok: false, error: \"Configure bot token and chat ID first\" }, 400);\n const r = await sendTelegramMessage(\n t.botToken, t.chatId,\n \"✅ Trading Bot connected!\\nYou'll receive trade signals and auto-trade alerts here.\",\n );\n return json(r, r.ok ? 200 : 400);\n});\n\n// ---------- Dashboard ----------\napp.get(\"/\", async () => serveFile(\"./src/frontend/index.html\", import.meta.url));\n\nexport default app.fetch;\n","label",[141],"9e48f5fb-c18a-48fa-a03d-26ef30ba8773","src","019f698d-f7c7-70da-a4dd-2584cb575e83",1,["D",1784182339533],"directory",[151],"dac4fb7b-1963-41b3-aed9-17dd4f99f16c","cron","fe4df2d2-f90c-4f44-a110-d3cf04edad5c",22,["D",1784183512649],[158],"pulls","branches","forks","envVars",{"_170":70,"_172":70},"connections",{"_170":70,"_171":70},"count","unfilledCount","emptyCount",{"_50":157,"_38":158,"_36":159,"_142":-5,"_48":49,"_47":160,"_144":66,"_45":482,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":483,"_33":484},{"_50":474,"_38":475,"_36":476,"_142":159,"_48":49,"_47":160,"_144":66,"_45":477,"_13":70,"_40":478,"_42":479,"_30":31,"_148":-5,"_212":480,"_33":481},{"_50":150,"_38":151,"_36":152,"_142":-5,"_48":49,"_47":153,"_144":66,"_45":471,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":472,"_33":473},{"_50":467,"_38":366,"_36":360,"_142":152,"_48":49,"_47":361,"_144":66,"_45":468,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":469,"_33":470},{"_50":463,"_38":454,"_36":448,"_142":360,"_48":49,"_47":449,"_144":66,"_45":464,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":465,"_33":466},{"_50":455,"_38":456,"_36":457,"_142":448,"_48":49,"_47":458,"_144":66,"_45":459,"_13":70,"_40":41,"_42":460,"_30":31,"_148":-5,"_212":461,"_33":462},{"_50":445,"_38":446,"_36":447,"_142":448,"_48":49,"_47":449,"_144":66,"_45":450,"_13":70,"_40":41,"_42":451,"_30":31,"_148":-5,"_212":452,"_33":453},{"_50":441,"_38":400,"_36":394,"_142":360,"_48":49,"_47":412,"_144":66,"_45":442,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":443,"_33":444},{"_50":433,"_38":434,"_36":435,"_142":394,"_48":49,"_47":436,"_144":66,"_45":437,"_13":70,"_40":41,"_42":438,"_30":31,"_148":-5,"_212":439,"_33":440},{"_50":425,"_38":426,"_36":427,"_142":394,"_48":49,"_47":428,"_144":66,"_45":429,"_13":70,"_40":41,"_42":430,"_30":31,"_148":-5,"_212":431,"_33":432},{"_50":417,"_38":418,"_36":419,"_142":394,"_48":49,"_47":420,"_144":66,"_45":421,"_13":70,"_40":41,"_42":422,"_30":31,"_148":-5,"_212":423,"_33":424},{"_50":409,"_38":410,"_36":411,"_142":394,"_48":49,"_47":412,"_144":66,"_45":413,"_13":70,"_40":41,"_42":414,"_30":31,"_148":-5,"_212":415,"_33":416},{"_50":401,"_38":402,"_36":403,"_142":394,"_48":49,"_47":404,"_144":66,"_45":405,"_13":70,"_40":41,"_42":406,"_30":31,"_148":-5,"_212":407,"_33":408},{"_50":391,"_38":392,"_36":393,"_142":394,"_48":49,"_47":395,"_144":66,"_45":396,"_13":70,"_40":41,"_42":397,"_30":31,"_148":-5,"_212":398,"_33":399},{"_50":383,"_38":384,"_36":385,"_142":360,"_48":49,"_47":386,"_144":66,"_45":387,"_13":70,"_40":41,"_42":388,"_30":31,"_148":-5,"_212":389,"_33":390},{"_50":375,"_38":376,"_36":377,"_142":360,"_48":49,"_47":378,"_144":66,"_45":379,"_13":70,"_40":41,"_42":380,"_30":31,"_148":-5,"_212":381,"_33":382},{"_50":367,"_38":368,"_36":369,"_142":360,"_48":49,"_47":370,"_144":66,"_45":371,"_13":70,"_40":26,"_42":372,"_30":31,"_148":-5,"_212":373,"_33":374},{"_50":357,"_38":358,"_36":359,"_142":360,"_48":49,"_47":361,"_144":66,"_45":362,"_13":70,"_40":41,"_42":363,"_30":31,"_148":-5,"_212":364,"_33":365},{"_50":353,"_38":224,"_36":218,"_142":152,"_48":49,"_47":153,"_144":66,"_45":354,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":355,"_33":356},{"_50":348,"_38":291,"_36":285,"_142":218,"_48":49,"_47":349,"_144":66,"_45":350,"_13":70,"_40":155,"_42":-5,"_30":31,"_148":-5,"_212":351,"_33":352},{"_50":340,"_38":341,"_36":342,"_142":285,"_48":49,"_47":343,"_144":31,"_45":344,"_13":153,"_40":41,"_42":345,"_30":31,"_148":-5,"_212":346,"_33":347},{"_50":332,"_38":333,"_36":334,"_142":285,"_48":49,"_47":335,"_144":66,"_45":336,"_13":153,"_40":41,"_42":337,"_30":31,"_148":-5,"_212":338,"_33":339},{"_50":324,"_38":325,"_36":326,"_142":285,"_48":49,"_47":327,"_144":66,"_45":328,"_13":153,"_40":41,"_42":329,"_30":31,"_148":-5,"_212":330,"_33":331},{"_50":316,"_38":317,"_36":318,"_142":285,"_48":49,"_47":319,"_144":66,"_45":320,"_13":153,"_40":41,"_42":321,"_30":31,"_148":-5,"_212":322,"_33":323},{"_50":308,"_38":309,"_36":310,"_142":285,"_48":49,"_47":311,"_144":66,"_45":312,"_13":153,"_40":41,"_42":313,"_30":31,"_148":-5,"_212":314,"_33":315},{"_50":300,"_38":301,"_36":302,"_142":285,"_48":49,"_47":303,"_144":66,"_45":304,"_13":153,"_40":41,"_42":305,"_30":31,"_148":-5,"_212":306,"_33":307},{"_50":292,"_38":293,"_36":294,"_142":285,"_48":49,"_47":295,"_144":66,"_45":296,"_13":153,"_40":41,"_42":297,"_30":31,"_148":-5,"_212":298,"_33":299},{"_50":283,"_38":216,"_36":284,"_142":285,"_48":49,"_47":286,"_144":66,"_45":287,"_13":219,"_40":41,"_42":288,"_30":31,"_148":-5,"_212":289,"_33":290},{"_50":279,"_38":39,"_36":37,"_142":218,"_48":49,"_47":14,"_144":66,"_45":280,"_13":153,"_40":41,"_42":44,"_30":31,"_148":-5,"_212":281,"_33":282},{"_50":271,"_38":272,"_36":273,"_142":218,"_48":49,"_47":274,"_144":66,"_45":275,"_13":70,"_40":41,"_42":276,"_30":31,"_148":-5,"_212":277,"_33":278},{"_50":263,"_38":264,"_36":265,"_142":218,"_48":49,"_47":266,"_144":66,"_45":267,"_13":70,"_40":41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Shared types for the multi-broker auto-trading bot.\n\nexport interface Candle {\n time: number; // unix seconds\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n}\n\nexport type Direction = \"BUY\" | \"SELL\" | \"NEUTRAL\";\n\nexport interface AnalysisFactor {\n name: string;\n side: \"bullish\" | \"bearish\" | \"neutral\";\n weight: number;\n detail: string;\n}\n\nexport interface AnalysisResult {\n direction: Direction;\n confidence: number; // 0-100\n entry: number;\n stopLoss: number;\n takeProfits: [number, number, number]; // 1.5R, 2.5R, 4.0R\n riskRewardRatios: [number, number, number];\n atr: number;\n bullishScore: number;\n bearishScore: number;\n factors: AnalysisFactor[];\n session: TradingSession;\n reasoning: string[];\n symbol: string;\n timestamp: number;\n}\n\nexport type TradingSession =\n | \"London\"\n | \"NY-London Overlap\"\n | \"New York\"\n | \"Asian/Low Liquidity\";\n\n// ---------- Broker types ----------\n\nexport type BrokerType =\n | \"alpaca\"\n | \"binance\"\n | \"bybit\"\n | \"oanda\"\n | \"deriv\"\n | \"ibkr\"\n | \"mt5\";\n\nexport interface BrokerConfig {\n type: BrokerType;\n displayName: string;\n description: string;\n fields: BrokerField[];\n defaultSymbols: string[];\n supportsPaperTrading: boolean;\n available: boolean; // false for brokers needing external gateway\n icon: string;\n}\n\nexport interface BrokerField {\n key: string;\n label: string;\n type: \"text\" | \"password\";\n required: boolean;\n placeholder?: string;\n}\n\n// ---------- Trade types ----------\n\nexport type TradeStatus =\n | \"pending\"\n | \"open\"\n | \"closed\"\n | \"cancelled\"\n | \"rejected\";\n\nexport interface Trade {\n id: number;\n brokerId: number;\n brokerType: BrokerType;\n symbol: string;\n direction: Direction;\n quantity: number;\n entryPrice: number;\n exitPrice: number | null;\n stopLoss: number;\n takeProfit: number;\n status: TradeStatus;\n pnl: number | null;\n confidence: number;\n reasoning: string;\n brokerOrderId: string | null;\n createdAt: number;\n closedAt: number | null;\n}\n\n// ---------- Broker adapter interface ----------\n\nexport interface BrokerAccount {\n balance: number;\n currency: string;\n buyingPower?: number;\n equity?: number;\n status: string;\n}\n\nexport interface PlaceOrderParams {\n symbol: string;\n side: \"buy\" | \"sell\";\n quantity: number;\n orderType: \"market\" | \"limit\";\n limitPrice?: number;\n stopLoss?: number;\n takeProfit?: number;\n}\n\nexport interface PlaceOrderResult {\n ok: boolean;\n orderId?: string;\n error?: string;\n filledPrice?: number;\n}\n\nexport interface BrokerAdapter {\n type: BrokerType;\n getAccount(): Promise;\n getCandles(symbol: string, interval: string, limit: number): Promise;\n getQuote(symbol: string): Promise<{ price: number; bid?: number; ask?: number }>;\n placeOrder(params: PlaceOrderParams): Promise;\n closePosition(symbol: string): Promise;\n testConnection(): Promise<{ ok: boolean; error?: string }>;\n}\n",[],[151,224,216],"lib","55dcf09a-05e1-4950-b710-e8029b750f8b","telegram.ts","5d7a8f92-80dd-11f1-85bc-1607ee4eb77e",3,["D",1784182366905],"// Outbound Telegram notifier.\nimport type { AnalysisResult, Trade } from \"./types.ts\";\n\nexport async function sendTelegramMessage(\n botToken: string,\n chatId: string,\n text: string,\n): Promise<{ ok: boolean; error?: string }> {\n if (!botToken || !chatId) return { ok: false, error: \"Missing bot token or chat ID\" };\n try {\n const res = await fetch(`https://api.telegram.org/bot${botToken}/sendMessage`, {\n method: \"POST\",\n headers: { \"Content-Type\": \"application/json\" },\n body: JSON.stringify({\n chat_id: chatId,\n text,\n parse_mode: \"HTML\",\n disable_web_page_preview: true,\n }),\n });\n const json = await res.json();\n if (!json.ok) return { ok: false, error: json.description ?? \"Telegram API error\" };\n return { ok: true };\n } catch (e) {\n return { ok: false, error: String(e) };\n }\n}\n\nexport function formatSignalMessage(a: AnalysisResult): string {\n const emoji = a.direction === \"BUY\" ? \"🟢\" : a.direction === \"SELL\" ? \"🔴\" : \"⚪\";\n const arrow = a.direction === \"BUY\" ? \"▲\" : a.direction === \"SELL\" ? \"▼\" : \"■\";\n const lines = [\n `${emoji} ${a.symbol} ${a.direction} ${arrow}`,\n `Confidence: ${a.confidence}%`,\n `Session: ${a.session}`,\n ``,\n `Entry: ${a.entry}`,\n `Stop Loss: ${a.stopLoss}`,\n `TP1 (${a.riskRewardRatios[0]}R): ${a.takeProfits[0]}`,\n `TP2 (${a.riskRewardRatios[1]}R): ${a.takeProfits[1]}`,\n `TP3 (${a.riskRewardRatios[2]}R): ${a.takeProfits[2]}`,\n `ATR: ${a.atr}`,\n ``,\n `Score: 🟢 ${a.bullishScore} / 🔴 ${a.bearishScore}`,\n ``,\n `Why:`,\n ...a.reasoning.slice(0, 6).map((r) => `• ${r}`),\n ``,\n `Educational only. Trade at your own risk.`,\n ];\n return lines.join(\"\\n\");\n}\n\nexport function formatTradeMessage(t: Trade, brokerName: string): string {\n const emoji = t.status === \"open\" ? \"📤\" : t.status === \"closed\" ? (t.pnl !== null && t.pnl >= 0 ? \"✅\" : \"❌\") : \"⏳\";\n const pnl = t.pnl !== null ? `${t.pnl >= 0 ? \"+\" : \"\"}${t.pnl.toFixed(2)}` : \"—\";\n const lines = [\n `${emoji} Trade ${t.status.toUpperCase()}`,\n `Broker: ${brokerName} (${t.brokerType})`,\n `Symbol: ${t.symbol}`,\n `Direction: ${t.direction}`,\n `Qty: ${t.quantity}`,\n `Entry: ${t.entryPrice}`,\n t.exitPrice !== null ? `Exit: ${t.exitPrice}` : \"\",\n `SL: ${t.stopLoss} · TP: ${t.takeProfit}`,\n `Confidence: ${t.confidence}%`,\n `PnL: ${pnl}`,\n ].filter(Boolean);\n return lines.join(\"\\n\");\n}\n",[],[151,224,226],"6e66075e-0ee5-4183-9b2a-7b2db0fab8ef","pipeline.ts","beaaac06-80de-11f1-8057-1607ee4eb77e",8,["D",1784182959504],"// Auto-trading pipeline: fetch → analyze → persist → (auto-trade) → notify.\nimport { analyze } from \"./analysis.ts\";\nimport { fetchCandles } from \"./market.ts\";\nimport { formatSignalMessage, formatTradeMessage, sendTelegramMessage } from \"./telegram.ts\";\nimport {\n countOpenTrades, getSettings, getTelegram, listBrokers,\n saveSignal, saveSnapshot, saveTrade,\n} from \"./db.ts\";\nimport type { AnalysisResult } from \"./types.ts\";\n\nexport interface PipelineResult {\n ok: boolean;\n error?: string;\n analysis?: AnalysisResult;\n signalId?: number;\n telegramSent: boolean;\n telegramError?: string;\n autoTraded: boolean;\n tradeError?: string;\n}\n\nexport async function runAnalysisPipeline(): Promise {\n const settings = await getSettings();\n if (!settings.hasApiKey) {\n return { ok: false, error: \"No Twelve Data API key configured\", telegramSent: false, autoTraded: false };\n }\n\n const symbol = settings.tradeSymbol;\n let c5, c1h;\n try {\n [c5, c1h] = await Promise.all([\n fetchCandles(settings.apiKey, symbol, \"5min\", 250),\n fetchCandles(settings.apiKey, symbol, \"1h\", 150),\n ]);\n } catch (e) {\n return { ok: false, error: String(e), telegramSent: false, autoTraded: false };\n }\n if (c5.length < 60) {\n return { ok: false, error: \"Not enough 5min candles returned\", telegramSent: false, autoTraded: false };\n }\n\n const analysis = analyze(c5, c1h, {\n symbol,\n riskReward: settings.riskReward,\n });\n\n await saveSnapshot(symbol, analysis.entry);\n\n // Telegram notification\n const tg = await getTelegram();\n let telegramSent = false;\n let telegramError: string | undefined;\n const typeAllowed =\n (analysis.direction === \"BUY\" && tg.notifyBuy) ||\n (analysis.direction === \"SELL\" && tg.notifySell) ||\n (analysis.direction === \"NEUTRAL\" && tg.notifyNeutral);\n const meetsConfidence = analysis.confidence >= tg.minConfidence;\n if (tg.hasToken && tg.chatId && typeAllowed && meetsConfidence) {\n const r = await sendTelegramMessage(tg.botToken, tg.chatId, formatSignalMessage(analysis));\n telegramSent = r.ok;\n telegramError = r.error;\n }\n\n // Auto-trade logic\n let autoTraded = false;\n let tradeError: string | undefined;\n const shouldAutoTrade =\n settings.autoTrade &&\n analysis.direction !== \"NEUTRAL\" &&\n analysis.confidence >= settings.minConfidence;\n if (shouldAutoTrade) {\n const openCount = await countOpenTrades();\n if (openCount >= settings.maxOpenTrades) {\n tradeError = `Max open trades (${settings.maxOpenTrades}) reached — skipping`;\n } else {\n const brokers = (await listBrokers()).filter((b) => b.active);\n if (brokers.length === 0) {\n tradeError = \"No active broker configured — skipping auto-trade\";\n } else {\n const broker = brokers[0];\n const side = analysis.direction === \"BUY\" ? \"buy\" : \"sell\";\n try {\n // Simulated order — in production this would call the broker API\n const orderId = `SIM_${Date.now()}`;\n await saveTrade({\n brokerId: broker.id,\n brokerType: broker.type,\n symbol,\n direction: analysis.direction,\n quantity: settings.riskPerTrade,\n entryPrice: analysis.entry,\n exitPrice: null,\n stopLoss: analysis.stopLoss,\n takeProfit: analysis.takeProfits[0],\n status: \"open\",\n pnl: null,\n confidence: analysis.confidence,\n reasoning: analysis.reasoning.slice(0, 3).join(\"; \"),\n brokerOrderId: orderId,\n });\n autoTraded = true;\n if (tg.hasToken && tg.chatId && tg.notifyTrades) {\n await sendTelegramMessage(\n tg.botToken, tg.chatId,\n `🤖 Auto-Trade Executed\\n${broker.type.toUpperCase()} · ${symbol}\\n${analysis.direction} @ ${analysis.entry}\\nSL: ${analysis.stopLoss} · TP: ${analysis.takeProfits[0]}\\nConfidence: ${analysis.confidence}%`,\n );\n }\n } catch (e) {\n tradeError = String(e);\n }\n }\n }\n }\n\n const signalId = await saveSignal(analysis, autoTraded);\n return { ok: true, analysis, signalId, telegramSent, telegramError, autoTraded, tradeError };\n}\n",[],[151,224,234],"158722ce-fdbb-4ee6-8170-406c0f325be3","patterns.ts","019f698d-f7c7-70da-a4dd-307c943e36d1",["D",1784182339533],"// Candlestick pattern detection (11 patterns) on the most recent candles.\nimport type { Candle } from \"./types.ts\";\n\nexport interface PatternHit {\n name: string;\n side: \"bullish\" | \"bearish\";\n}\n\nconst body = (c: Candle) => Math.abs(c.close - c.open);\nconst range = (c: Candle) => c.high - c.low || 1e-9;\nconst upperWick = (c: Candle) => c.high - Math.max(c.open, c.close);\nconst lowerWick = (c: Candle) => Math.min(c.open, c.close) - c.low;\nconst isBull = (c: Candle) => c.close > c.open;\nconst isBear = (c: Candle) => c.close < c.open;\n\n// Evaluate patterns ending at the last candle.\nexport function detectPatterns(candles: Candle[]): PatternHit[] {\n const hits: PatternHit[] = [];\n const n = candles.length;\n if (n < 3) return hits;\n const c = candles[n - 1];\n const p = candles[n - 2];\n const p2 = candles[n - 3];\n const b = body(c);\n const r = range(c);\n\n // Doji\n if (b <= r * 0.1) hits.push({ name: \"Doji\", side: isBull(c) ? \"bullish\" : \"bearish\" });\n\n // Hammer (bullish): small body up top, long lower wick\n if (lowerWick(c) >= b * 2 && upperWick(c) <= b * 0.6 && b > 0) {\n hits.push({ name: \"Hammer\", side: \"bullish\" });\n }\n\n // Shooting Star (bearish): small body down low, long upper wick\n if (upperWick(c) >= b * 2 && lowerWick(c) <= b * 0.6 && b > 0) {\n hits.push({ name: \"Shooting Star\", side: \"bearish\" });\n }\n\n // Pin Bar (either side) — wick >= 66% of range\n if (lowerWick(c) >= r * 0.66) hits.push({ name: \"Bullish Pin Bar\", side: \"bullish\" });\n if (upperWick(c) >= r * 0.66) hits.push({ name: \"Bearish Pin Bar\", side: \"bearish\" });\n\n // Marubozu — body is nearly the whole range\n if (b >= r * 0.9) {\n hits.push({ name: \"Marubozu\", side: isBull(c) ? \"bullish\" : \"bearish\" });\n }\n\n // Bullish Engulfing\n if (isBear(p) && isBull(c) && c.close >= p.open && c.open <= p.close) {\n hits.push({ name: \"Bullish Engulfing\", side: \"bullish\" });\n }\n // Bearish Engulfing\n if (isBull(p) && isBear(c) && c.open >= p.close && c.close <= p.open) {\n hits.push({ name: \"Bearish Engulfing\", side: \"bearish\" });\n }\n\n // Morning Star (bullish reversal): big bear, small body, big bull\n if (\n isBear(p2) && body(p2) > range(p2) * 0.5 &&\n body(p) < range(p) * 0.4 &&\n isBull(c) && body(c) > range(c) * 0.5 &&\n c.close > (p2.open + p2.close) / 2\n ) {\n hits.push({ name: \"Morning Star\", side: \"bullish\" });\n }\n // Evening Star (bearish reversal)\n if (\n isBull(p2) && body(p2) > range(p2) * 0.5 &&\n body(p) < range(p) * 0.4 &&\n isBear(c) && body(c) > range(c) * 0.5 &&\n c.close < (p2.open + p2.close) / 2\n ) {\n hits.push({ name: \"Evening Star\", side: \"bearish\" });\n }\n\n return hits;\n}\n",[],[151,224,242],"18c295da-c435-45e3-9a20-bc630721da95","market.ts","8966e6f4-80de-11f1-aacc-1607ee4eb77e",5,["D",1784182870101],"// Market data fetcher using Twelve Data API.\nimport type { Candle } from \"./types.ts\";\n\nconst BASE = \"https://api.twelvedata.com\";\nexport const DEFAULT_SYMBOL = \"XAU/USD\";\n\nexport const INTERVALS = [\"1min\", \"5min\", \"15min\", \"30min\", \"1h\", \"1day\"] as const;\nexport type Interval = (typeof INTERVALS)[number];\n\nexport interface Quote {\n symbol: string;\n price: number;\n change: number;\n percentChange: number;\n timestamp: number;\n}\n\nfunction assertOk(json: any) {\n if (json && (json.status === \"error\" || (json.code && json.code >= 400))) {\n throw new Error(`Twelve Data error: ${json.message ?? \"unknown\"}`);\n }\n}\n\nexport async function fetchCandles(\n apiKey: string,\n symbol: string = DEFAULT_SYMBOL,\n interval: Interval = \"5min\",\n outputsize = 250,\n): Promise {\n const url = `${BASE}/time_series?symbol=${encodeURIComponent(symbol)}&interval=${interval}` +\n `&outputsize=${outputsize}&order=ASC&apikey=${encodeURIComponent(apiKey)}`;\n const res = await fetch(url);\n const json = await res.json();\n assertOk(json);\n if (!json.values) return [];\n return (json.values as any[]).map((v) => ({\n time: Math.floor(new Date(v.datetime.replace(\" \", \"T\") + \"Z\").getTime() / 1000),\n open: parseFloat(v.open),\n high: parseFloat(v.high),\n low: parseFloat(v.low),\n close: parseFloat(v.close),\n volume: v.volume ? parseFloat(v.volume) : 0,\n }));\n}\n\nexport async function fetchQuote(apiKey: string, symbol: string = DEFAULT_SYMBOL): Promise {\n const url = `${BASE}/quote?symbol=${encodeURIComponent(symbol)}&apikey=${encodeURIComponent(apiKey)}`;\n const res = await fetch(url);\n const json = await res.json();\n assertOk(json);\n return {\n symbol,\n price: parseFloat(json.close ?? json.price ?? \"0\"),\n change: parseFloat(json.change ?? \"0\"),\n percentChange: parseFloat(json.percent_change ?? \"0\"),\n timestamp: json.timestamp ? Number(json.timestamp) : Math.floor(Date.now() / 1000),\n };\n}\n\n// Fetch multiple symbols in one call\nexport async function fetchMultiQuote(apiKey: string, symbols: string[]): Promise {\n if (symbols.length === 0) return [];\n const url = `${BASE}/price?symbol=${symbols.map(encodeURIComponent).join(\",\")}&apikey=${encodeURIComponent(apiKey)}`;\n const res = await fetch(url);\n const json = await res.json();\n if (Array.isArray(json)) {\n return symbols.map((s, i) => ({\n symbol: s,\n price: parseFloat(json[i]?.price ?? \"0\"),\n change: 0,\n percentChange: 0,\n timestamp: Math.floor(Date.now() / 1000),\n }));\n }\n return [];\n}\n",[],[151,224,249],"f2f8eaa1-2d3b-4aaf-af3b-bd7920ca0f81","indicators.ts","019f698d-f7c7-70da-a4dd-2d44b75b159b",["D",1784182339533],"// Pure technical-indicator math. No I/O, fully unit-testable.\nimport type { Candle } from \"./types.ts\";\n\nexport function sma(values: number[], period: number): number[] {\n const out: number[] = [];\n for (let i = 0; i < values.length; i++) {\n if (i < period - 1) {\n out.push(NaN);\n continue;\n }\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) sum += values[j];\n out.push(sum / period);\n }\n return out;\n}\n\nexport function ema(values: number[], period: number): number[] {\n const out: number[] = [];\n const k = 2 / (period + 1);\n let prev = NaN;\n for (let i = 0; i < values.length; i++) {\n if (i < period - 1) {\n out.push(NaN);\n continue;\n }\n if (Number.isNaN(prev)) {\n // seed with SMA of first `period` values\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) sum += values[j];\n prev = sum / period;\n } else {\n prev = values[i] * k + prev * (1 - k);\n }\n out.push(prev);\n }\n return out;\n}\n\nexport function rsi(values: number[], period = 14): number[] {\n const out: number[] = new Array(values.length).fill(NaN);\n if (values.length <= period) return out;\n let gain = 0;\n let loss = 0;\n for (let i = 1; i <= period; i++) {\n const diff = values[i] - values[i - 1];\n if (diff >= 0) gain += diff;\n else loss -= diff;\n }\n let avgGain = gain / period;\n let avgLoss = loss / period;\n out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n for (let i = period + 1; i < values.length; i++) {\n const diff = values[i] - values[i - 1];\n const up = diff >= 0 ? diff : 0;\n const down = diff < 0 ? -diff : 0;\n avgGain = (avgGain * (period - 1) + up) / period;\n avgLoss = (avgLoss * (period - 1) + down) / period;\n out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n }\n return out;\n}\n\nexport interface MacdPoint {\n macd: number;\n signal: number;\n histogram: number;\n}\n\nexport function macd(\n values: number[],\n fast = 12,\n slow = 26,\n signalPeriod = 9,\n): MacdPoint[] {\n const emaFast = ema(values, fast);\n const emaSlow = ema(values, slow);\n const macdLine = values.map((_, i) => emaFast[i] - emaSlow[i]);\n // signal = EMA of macdLine (ignoring leading NaNs)\n const cleanIdx = macdLine.findIndex((v) => !Number.isNaN(v));\n const signalRaw = ema(\n macdLine.map((v) => (Number.isNaN(v) ? 0 : v)),\n signalPeriod,\n );\n return values.map((_, i) => {\n const m = macdLine[i];\n const s = i >= cleanIdx ? signalRaw[i] : NaN;\n return { macd: m, signal: s, histogram: m - s };\n });\n}\n\nexport function atr(candles: Candle[], period = 14): number[] {\n const out: number[] = new Array(candles.length).fill(NaN);\n if (candles.length < 2) return out;\n const trs: number[] = [0];\n for (let i = 1; i < candles.length; i++) {\n const h = candles[i].high;\n const l = candles[i].low;\n const pc = candles[i - 1].close;\n trs.push(Math.max(h - l, Math.abs(h - pc), Math.abs(l - pc)));\n }\n let sum = 0;\n for (let i = 1; i <= period && i < trs.length; i++) sum += trs[i];\n let prev = sum / period;\n out[period] = prev;\n for (let i = period + 1; i < candles.length; i++) {\n prev = (prev * (period - 1) + trs[i]) / period;\n out[i] = prev;\n }\n return out;\n}\n\nexport interface SwingPoint {\n index: number;\n price: number;\n type: \"high\" | \"low\";\n}\n\n// Find swing highs/lows using a left/right window (fractal-style).\nexport function swingPoints(candles: Candle[], window = 2): SwingPoint[] {\n const out: SwingPoint[] = [];\n for (let i = window; i < candles.length - window; i++) {\n let isHigh = true;\n let isLow = true;\n for (let j = i - window; j <= i + window; j++) {\n if (j === i) continue;\n if (candles[j].high >= candles[i].high) isHigh = false;\n if (candles[j].low <= candles[i].low) isLow = false;\n }\n if (isHigh) out.push({ index: i, price: candles[i].high, type: \"high\" });\n if (isLow) out.push({ index: i, price: candles[i].low, type: \"low\" });\n }\n return out;\n}\n\nexport const last = (arr: T[]): T => arr[arr.length - 1];\n",[],[151,224,257],"d73b8571-9adf-47c6-a793-19a79b83ea5d","db.ts","89606d42-80de-11f1-89fc-1607ee4eb77e",4,["D",1784182870098],"// Data layer: SQLite schema + typed helpers.\nimport { sqlite } from \"https://esm.town/v/std/sqlite/main.ts\";\nimport type { AnalysisResult, Trade, BrokerType } from \"./types.ts\";\n\nconst P = \"mtb\"; // multi-broker trading bot\nexport const T = {\n brokers: `${P}_brokers`,\n trades: `${P}_trades`,\n signals: `${P}_signals`,\n snapshots: `${P}_price_snapshots`,\n telegram: `${P}_telegram_config`,\n settings: `${P}_bot_settings`,\n positions: `${P}_positions`,\n};\n\nlet initialized = false;\n\nexport async function initDb() {\n if (initialized) return;\n await sqlite.batch([\n { sql: `CREATE TABLE IF NOT EXISTS ${T.brokers} (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n type TEXT NOT NULL,\n name TEXT NOT NULL,\n api_key TEXT DEFAULT '',\n api_secret TEXT DEFAULT '',\n extra TEXT DEFAULT '',\n is_paper INTEGER NOT NULL DEFAULT 1,\n active INTEGER NOT NULL DEFAULT 0,\n symbols TEXT DEFAULT 'XAU/USD',\n created_at INTEGER NOT NULL\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.trades} (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n broker_id INTEGER NOT NULL,\n broker_type TEXT NOT NULL,\n symbol TEXT NOT NULL,\n direction TEXT NOT NULL,\n quantity REAL NOT NULL,\n entry_price REAL NOT NULL,\n exit_price REAL,\n stop_loss REAL NOT NULL,\n take_profit REAL NOT NULL,\n status TEXT NOT NULL DEFAULT 'pending',\n pnl REAL,\n confidence INTEGER NOT NULL DEFAULT 0,\n reasoning TEXT DEFAULT '',\n broker_order_id TEXT,\n created_at INTEGER NOT NULL,\n closed_at INTEGER\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.signals} (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n direction TEXT NOT NULL,\n confidence INTEGER NOT NULL,\n entry REAL NOT NULL,\n stop_loss REAL NOT NULL,\n tp1 REAL NOT NULL, tp2 REAL NOT NULL, tp3 REAL NOT NULL,\n atr REAL NOT NULL,\n bullish_score REAL NOT NULL,\n bearish_score REAL NOT NULL,\n session TEXT NOT NULL,\n reasoning TEXT NOT NULL,\n factors TEXT NOT NULL,\n auto_traded INTEGER NOT NULL DEFAULT 0,\n created_at INTEGER NOT NULL\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.snapshots} (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n symbol TEXT NOT NULL,\n price REAL NOT NULL,\n created_at INTEGER NOT NULL\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.telegram} (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n bot_token TEXT DEFAULT '',\n chat_id TEXT DEFAULT '',\n notify_buy INTEGER NOT NULL DEFAULT 1,\n notify_sell INTEGER NOT NULL DEFAULT 1,\n notify_neutral INTEGER NOT NULL DEFAULT 0,\n notify_trades INTEGER NOT NULL DEFAULT 1,\n min_confidence INTEGER NOT NULL DEFAULT 60\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.settings} (\n id INTEGER PRIMARY KEY CHECK (id = 1),\n api_key TEXT DEFAULT '',\n risk_per_trade REAL NOT NULL DEFAULT 1,\n rr1 REAL NOT NULL DEFAULT 1.5,\n rr2 REAL NOT NULL DEFAULT 2.5,\n rr3 REAL NOT NULL DEFAULT 4.0,\n scan_interval_min INTEGER NOT NULL DEFAULT 15,\n auto_trade INTEGER NOT NULL DEFAULT 0,\n min_confidence INTEGER NOT NULL DEFAULT 70,\n max_open_trades INTEGER NOT NULL DEFAULT 3,\n trade_symbol TEXT NOT NULL DEFAULT 'XAU/USD'\n )` },\n { sql: `CREATE TABLE IF NOT EXISTS ${T.positions} (\n id INTEGER PRIMARY KEY AUTOINCREMENT,\n broker_id INTEGER NOT NULL,\n symbol TEXT NOT NULL,\n side TEXT NOT NULL,\n quantity REAL NOT NULL,\n entry_price REAL NOT NULL,\n current_price REAL,\n pnl REAL,\n status TEXT NOT NULL DEFAULT 'open',\n created_at INTEGER NOT NULL\n )` },\n { sql: `INSERT OR IGNORE INTO ${T.telegram} (id) VALUES (1)` },\n { sql: `INSERT OR IGNORE INTO ${T.settings} (id) VALUES (1)` },\n ]);\n initialized = true;\n}\n\n// ---------- Settings ----------\nexport interface BotSettings {\n apiKey: string;\n hasApiKey: boolean;\n riskPerTrade: number;\n riskReward: [number, number, number];\n scanIntervalMin: number;\n autoTrade: boolean;\n minConfidence: number;\n maxOpenTrades: number;\n tradeSymbol: string;\n}\n\nexport async function getSettings(): Promise {\n await initDb();\n const r = await sqlite.execute(`SELECT * FROM ${T.settings} WHERE id = 1`);\n const row = r.rows[0] as Record;\n return {\n apiKey: String(row.api_key ?? \"\"),\n hasApiKey: !!row.api_key,\n riskPerTrade: Number(row.risk_per_trade),\n riskReward: [Number(row.rr1), Number(row.rr2), Number(row.rr3)],\n scanIntervalMin: Number(row.scan_interval_min),\n autoTrade: !!row.auto_trade,\n minConfidence: Number(row.min_confidence),\n maxOpenTrades: Number(row.max_open_trades),\n tradeSymbol: String(row.trade_symbol ?? \"XAU/USD\"),\n };\n}\n\nexport async function updateSettings(p: Partial) {\n await initDb();\n const sets: string[] = [];\n const args: any[] = [];\n if (p.apiKey !== undefined && p.apiKey !== \"\") { sets.push(\"api_key = ?\"); args.push(p.apiKey); }\n if (p.riskPerTrade !== undefined) { sets.push(\"risk_per_trade = ?\"); args.push(p.riskPerTrade); }\n if (p.riskReward) { sets.push(\"rr1 = ?\", \"rr2 = ?\", \"rr3 = ?\"); args.push(...p.riskReward); }\n if (p.scanIntervalMin !== undefined) { sets.push(\"scan_interval_min = ?\"); args.push(p.scanIntervalMin); }\n if (p.autoTrade !== undefined) { sets.push(\"auto_trade = ?\"); args.push(p.autoTrade ? 1 : 0); }\n if (p.minConfidence !== undefined) { sets.push(\"min_confidence = ?\"); args.push(p.minConfidence); }\n if (p.maxOpenTrades !== undefined) { sets.push(\"max_open_trades = ?\"); args.push(p.maxOpenTrades); }\n if (p.tradeSymbol !== undefined) { sets.push(\"trade_symbol = ?\"); args.push(p.tradeSymbol); }\n if (!sets.length) return;\n await sqlite.execute({ sql: `UPDATE ${T.settings} SET ${sets.join(\", \")} WHERE id = 1`, args });\n}\n\n// ---------- Telegram config ----------\nexport interface TelegramConfig {\n botToken: string;\n hasToken: boolean;\n chatId: string;\n notifyBuy: boolean;\n notifySell: boolean;\n notifyNeutral: boolean;\n notifyTrades: boolean;\n minConfidence: number;\n}\n\nexport async function getTelegram(): Promise {\n await initDb();\n const r = await sqlite.execute(`SELECT * FROM ${T.telegram} WHERE id = 1`);\n const row = r.rows[0] as Record;\n return {\n botToken: String(row.bot_token ?? \"\"),\n hasToken: !!row.bot_token,\n chatId: String(row.chat_id ?? \"\"),\n notifyBuy: !!row.notify_buy,\n notifySell: !!row.notify_sell,\n notifyNeutral: !!row.notify_neutral,\n notifyTrades: !!row.notify_trades,\n minConfidence: Number(row.min_confidence),\n };\n}\n\nexport async function updateTelegram(p: Partial) {\n await initDb();\n const sets: string[] = [];\n const args: any[] = [];\n if (p.botToken !== undefined && p.botToken !== \"\") { sets.push(\"bot_token = ?\"); args.push(p.botToken); }\n if (p.chatId !== undefined) { sets.push(\"chat_id = ?\"); args.push(p.chatId); }\n if (p.notifyBuy !== undefined) { sets.push(\"notify_buy = ?\"); args.push(p.notifyBuy ? 1 : 0); }\n if (p.notifySell !== undefined) { sets.push(\"notify_sell = ?\"); args.push(p.notifySell ? 1 : 0); }\n if (p.notifyNeutral !== undefined) { sets.push(\"notify_neutral = ?\"); args.push(p.notifyNeutral ? 1 : 0); }\n if (p.notifyTrades !== undefined) { sets.push(\"notify_trades = ?\"); args.push(p.notifyTrades ? 1 : 0); }\n if (p.minConfidence !== undefined) { sets.push(\"min_confidence = ?\"); args.push(p.minConfidence); }\n if (!sets.length) return;\n await sqlite.execute({ sql: `UPDATE ${T.telegram} SET ${sets.join(\", \")} WHERE id = 1`, args });\n}\n\n// ---------- Brokers ----------\nexport interface BrokerRow {\n id: number;\n type: BrokerType;\n name: string;\n apiKey: string;\n apiSecret: string;\n extra: string;\n isPaper: boolean;\n active: boolean;\n symbols: string;\n createdAt: number;\n}\n\nexport async function listBrokers(): Promise {\n await initDb();\n const r = await sqlite.execute(`SELECT * FROM ${T.brokers} ORDER BY id DESC`);\n return r.rows.map((row: any) => ({\n id: Number(row.id),\n type: row.type,\n name: String(row.name),\n apiKey: String(row.api_key ?? \"\"),\n apiSecret: String(row.api_secret ?? \"\"),\n extra: String(row.extra ?? \"\"),\n isPaper: !!row.is_paper,\n active: !!row.active,\n symbols: String(row.symbols ?? \"XAU/USD\"),\n createdAt: Number(row.created_at),\n }));\n}\n\nexport async function createBroker(b: {\n type: BrokerType; name: string; apiKey: string; apiSecret: string;\n extra: string; isPaper: boolean; symbols: string;\n}): Promise {\n await initDb();\n const r = await sqlite.execute({\n sql: `INSERT INTO ${T.brokers} (type, name, api_key, api_secret, extra, is_paper, active, symbols, created_at)\n VALUES (?, ?, ?, ?, ?, ?, 0, ?, ?)`,\n args: [b.type, b.name, b.apiKey, b.apiSecret, b.extra, b.isPaper ? 1 : 0, b.symbols, Date.now()],\n });\n return Number(r.lastInsertRowid);\n}\n\nexport async function updateBroker(id: number, p: Partial) {\n await initDb();\n const sets: string[] = [];\n const args: any[] = [];\n if (p.apiKey !== undefined && p.apiKey !== \"\") { sets.push(\"api_key = ?\"); args.push(p.apiKey); }\n if (p.apiSecret !== undefined && p.apiSecret !== \"\") { sets.push(\"api_secret = ?\"); args.push(p.apiSecret); }\n if (p.extra !== undefined) { sets.push(\"extra = ?\"); args.push(p.extra); }\n if (p.isPaper !== undefined) { sets.push(\"is_paper = ?\"); args.push(p.isPaper ? 1 : 0); }\n if (p.active !== undefined) { sets.push(\"active = ?\"); args.push(p.active ? 1 : 0); }\n if (p.symbols !== undefined) { sets.push(\"symbols = ?\"); args.push(p.symbols); }\n if (!sets.length) return;\n args.push(id);\n await sqlite.execute({ sql: `UPDATE ${T.brokers} SET ${sets.join(\", \")} WHERE id = ?`, args });\n}\n\nexport async function deleteBroker(id: number) {\n await initDb();\n await sqlite.execute({ sql: `DELETE FROM ${T.brokers} WHERE id = ?`, args: [id] });\n}\n\n// ---------- Signals ----------\nexport async function saveSignal(a: AnalysisResult, autoTraded: boolean): Promise {\n await initDb();\n const r = await sqlite.execute({\n sql: `INSERT INTO ${T.signals}\n (symbol, direction, confidence, entry, stop_loss, tp1, tp2, tp3, atr, bullish_score, bearish_score, session, reasoning, factors, auto_traded, created_at)\n VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`,\n args: [a.symbol, a.direction, a.confidence, a.entry, a.stopLoss, a.takeProfits[0], a.takeProfits[1], a.takeProfits[2],\n a.atr, a.bullishScore, a.bearishScore, a.session, JSON.stringify(a.reasoning), JSON.stringify(a.factors),\n autoTraded ? 1 : 0, Date.now()],\n });\n return Number(r.lastInsertRowid);\n}\n\nexport async function listSignals(limit = 50): Promise {\n await initDb();\n const r = await sqlite.execute({ sql: `SELECT * FROM ${T.signals} ORDER BY id DESC LIMIT ?`, args: [limit] });\n return r.rows.map((row: any) => ({\n id: Number(row.id),\n symbol: String(row.symbol),\n direction: row.direction,\n confidence: Number(row.confidence),\n entry: Number(row.entry),\n stopLoss: Number(row.stop_loss),\n takeProfits: [Number(row.tp1), Number(row.tp2), Number(row.tp3)],\n atr: Number(row.atr),\n bullishScore: Number(row.bullish_score),\n bearishScore: Number(row.bearish_score),\n session: String(row.session),\n reasoning: JSON.parse(row.reasoning || \"[]\"),\n factors: JSON.parse(row.factors || \"[]\"),\n autoTraded: !!row.auto_traded,\n createdAt: Number(row.created_at),\n }));\n}\n\n// ---------- Trades ----------\nexport async function saveTrade(t: Omit): Promise {\n await initDb();\n const r = await sqlite.execute({\n sql: `INSERT INTO ${T.trades}\n (broker_id, broker_type, symbol, direction, quantity, entry_price, exit_price, stop_loss, take_profit, status, pnl, confidence, reasoning, broker_order_id, created_at)\n VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`,\n args: [t.brokerId, t.brokerType, t.symbol, t.direction, t.quantity, t.entryPrice, t.exitPrice,\n t.stopLoss, t.takeProfit, t.status, t.pnl, t.confidence, t.reasoning, t.brokerOrderId, Date.now()],\n });\n return Number(r.lastInsertRowid);\n}\n\nexport async function listTrades(limit = 50): Promise {\n await initDb();\n const r = await sqlite.execute({ sql: `SELECT * FROM ${T.trades} ORDER BY id DESC LIMIT ?`, args: [limit] });\n return r.rows.map((row: any) => ({\n id: Number(row.id),\n brokerId: Number(row.broker_id),\n brokerType: row.broker_type,\n symbol: String(row.symbol),\n direction: row.direction,\n quantity: Number(row.quantity),\n entryPrice: Number(row.entry_price),\n exitPrice: row.exit_price ? Number(row.exit_price) : null,\n stopLoss: Number(row.stop_loss),\n takeProfit: Number(row.take_profit),\n status: row.status,\n pnl: row.pnl ? Number(row.pnl) : null,\n confidence: Number(row.confidence),\n reasoning: String(row.reasoning ?? \"\"),\n brokerOrderId: row.broker_order_id ?? null,\n createdAt: Number(row.created_at),\n closedAt: row.closed_at ? Number(row.closed_at) : null,\n }));\n}\n\nexport async function updateTrade(id: number, p: Partial) {\n await initDb();\n const sets: string[] = [];\n const args: any[] = [];\n if (p.exitPrice !== undefined) { sets.push(\"exit_price = ?\"); args.push(p.exitPrice); }\n if (p.status !== undefined) { sets.push(\"status = ?\"); args.push(p.status); }\n if (p.pnl !== undefined) { sets.push(\"pnl = ?\"); args.push(p.pnl); }\n if (p.brokerOrderId !== undefined) { sets.push(\"broker_order_id = ?\"); args.push(p.brokerOrderId); }\n if (p.closedAt !== undefined) { sets.push(\"closed_at = ?\"); args.push(p.closedAt); }\n if (!sets.length) return;\n args.push(id);\n await sqlite.execute({ sql: `UPDATE ${T.trades} SET ${sets.join(\", \")} WHERE id = ?`, args });\n}\n\nexport async function countOpenTrades(): Promise {\n await initDb();\n const r = await sqlite.execute({ sql: `SELECT COUNT(*) as cnt FROM ${T.trades} WHERE status IN ('pending','open')` });\n return Number((r.rows[0] as any)?.cnt ?? 0);\n}\n\n// ---------- Price snapshots ----------\nexport async function saveSnapshot(symbol: string, price: number) {\n await initDb();\n await sqlite.execute({ sql: `INSERT INTO ${T.snapshots} (symbol, price, created_at) VALUES (?, ?, ?)`, args: [symbol, price, Date.now()] });\n}\n",[],[151,224,264],"9a08a966-f0e6-4e50-ad33-152beb772ec4","brokers.ts","aba4c718-80de-11f1-93de-1607ee4eb77e",6,["D",1784182927589],"// Broker registry + adapter factory.\n// Supports: Alpaca, Binance, Bybit, OANDA, Deriv, Interactive Brokers, MetaTrader 5.\nimport type { BrokerConfig, BrokerType } from \"./types.ts\";\n\nexport const BROKER_CONFIGS: BrokerConfig[] = [\n {\n type: \"alpaca\",\n displayName: \"Alpaca\",\n description: \"US stock & crypto trading with paper trading support\",\n icon: \"🦙\",\n fields: [\n { key: \"apiKey\", label: \"API Key\", type: \"text\", required: true, placeholder: \"AKXXXXXXXXXX\" },\n { key: \"apiSecret\", label: \"API Secret\", type: \"password\", required: true },\n { key: \"extra\", label: \"Base URL (leave default)\", type: \"text\", required: false, placeholder: \"https://paper-api.alpaca.markets\" },\n ],\n defaultSymbols: [\"AAPL\", \"TSLA\", \"SPY\", \"BTC/USD\"],\n supportsPaperTrading: true,\n available: true,\n },\n {\n type: \"binance\",\n displayName: \"Binance\",\n description: \"World's largest crypto exchange — spot trading\",\n icon: \"🟡\",\n fields: [\n { key: \"apiKey\", label: \"API Key\", type: \"text\", required: true },\n { key: \"apiSecret\", label: \"API Secret\", type: \"password\", required: true },\n { key: \"extra\", label: \"Testnet (1=test, 0=live)\", type: \"text\", required: false, placeholder: \"0\" },\n ],\n defaultSymbols: [\"BTCUSDT\", \"ETHUSDT\", \"XAUUSDT\"],\n supportsPaperTrading: true,\n available: true,\n },\n {\n type: \"bybit\",\n displayName: \"Bybit\",\n description: \"Crypto derivatives & spot trading\",\n icon: \"🔷\",\n fields: [\n { key: \"apiKey\", label: \"API Key\", type: \"text\", required: true },\n { key: \"apiSecret\", label: \"API Secret\", type: \"password\", required: true },\n { key: \"extra\", label: \"Testnet (1=test, 0=live)\", type: \"text\", required: false, placeholder: \"0\" },\n ],\n defaultSymbols: [\"BTCUSDT\", \"ETHUSDT\"],\n supportsPaperTrading: true,\n available: true,\n },\n {\n type: \"oanda\",\n displayName: \"OANDA\",\n description: \"Forex & CFD broker — REST API v20\",\n icon: \"🟢\",\n fields: [\n { key: \"apiKey\", label: \"API Token\", type: \"password\", required: true },\n { key: \"apiSecret\", label: \"Account ID\", type: \"text\", required: true, placeholder: \"001-001-12345-001\" },\n { key: \"extra\", label: \"Environment (practice/fido/trade)\", type: \"text\", required: false, placeholder: \"practice\" },\n ],\n defaultSymbols: [\"XAU_USD\", \"EUR_USD\", \"GBP_USD\"],\n supportsPaperTrading: true,\n available: true,\n },\n {\n type: \"deriv\",\n displayName: \"Deriv\",\n description: \"Binary options & forex — WebSocket API\",\n icon: \"⚡\",\n fields: [\n { key: \"apiKey\", label: \"API Token\", type: \"password\", required: true },\n { key: \"apiSecret\", label: \"App ID (optional)\", type: \"text\", required: false, placeholder: \"1089\" },\n { key: \"extra\", label: \"Account type (real/virtual)\", type: \"text\", required: false, placeholder: \"virtual\" },\n ],\n defaultSymbols: [\"R_100\", \"frxEURUSD\", \"frxXAUUSD\"],\n supportsPaperTrading: true,\n available: true,\n },\n {\n type: \"ibkr\",\n displayName: \"Interactive Brokers\",\n description: \"Professional multi-asset trading — requires IB Gateway running externally\",\n icon: \"🏢\",\n fields: [\n { key: \"apiKey\", label: \"Client Portal URL\", type: \"text\", required: true, placeholder: \"https://localhost:5000\" },\n { key: \"apiSecret\", label: \"Account ID\", type: \"text\", required: true },\n ],\n defaultSymbols: [\"XAUUSD\", \"AAPL\", \"ES\"],\n supportsPaperTrading: true,\n available: false,\n },\n {\n type: \"mt5\",\n displayName: \"MetaTrader 5\",\n description: \"Forex & metals — requires MT5 Python gateway running externally\",\n icon: \"📊\",\n fields: [\n { key: \"apiKey\", label: \"Gateway URL\", type: \"text\", required: true, placeholder: \"http://localhost:8000\" },\n { key: \"apiSecret\", label: \"Login\", type: \"text\", required: true },\n ],\n defaultSymbols: [\"XAUUSD\", \"EURUSD\", \"GBPUSD\"],\n supportsPaperTrading: true,\n available: false,\n },\n];\n\nexport function getBrokerConfig(type: BrokerType): BrokerConfig | undefined {\n return BROKER_CONFIGS.find((b) => b.type === type);\n}\n",[],[151,224,272],"3a29ae33-9d87-4b82-97b2-0ab4c9bb5f0c",["D",1784188187883],[],[151,224,39],"493001de-2200-4283-9774-92a43c72926d","09e45b58-80ea-11f1-95ac-1607ee4eb77e","8b2f399a-80e9-11f1-85ec-1607ee4eb77e",33,["D",1784187850383],"// ICT/SMT strategy engine types.\n\nimport type { Candle, Direction } from \"../types.ts\";\n\n// ---------- Kill Zones ----------\n\nexport type KillZoneName =\n | \"Asian\"\n | \"London\"\n | \"New York\"\n | \"London Close\"\n | \"Off-Session\";\n\nexport interface KillZoneInfo {\n name: KillZoneName;\n active: boolean;\n /** 0-1 multiplier applied to signal strength outside kill zones */\n strengthMultiplier: number;\n description: string;\n}\n\n// ---------- Market Structure ----------\n\nexport type StructureType = \"BOS\" | \"CHoCH\" | \"MSS\" | \"None\";\nexport type StructureDirection = \"bullish\" | \"bearish\" | \"neutral\";\nexport type TrendDirection = \"up\" | \"down\" | \"range\";\n\nexport interface StructureEvent {\n type: StructureType;\n direction: StructureDirection;\n price: number;\n index: number;\n detail: string;\n}\n\nexport interface MarketStructureResult {\n trend: TrendDirection;\n events: StructureEvent[];\n lastBOS: StructureEvent | null;\n lastCHoCH: StructureEvent | null;\n lastMSS: StructureEvent | null;\n swingHighs: SwingPoint[];\n swingLows: SwingPoint[];\n}\n\nexport interface SwingPoint {\n index: number;\n price: number;\n type: \"high\" | \"low\";\n time: number;\n}\n\n// ---------- Liquidity ----------\n\nexport type LiquidityType = \"BSL\" | \"SSL\" | \"IRL\" | \"ERL\";\n\nexport interface LiquidityPool {\n type: LiquidityType;\n price: number;\n side: \"above\" | \"below\";\n swept: boolean;\n sweepIndex: number | null;\n equal: boolean; // equal highs/lows\n}\n\nexport interface LiquiditySweepResult {\n bullishSweep: boolean;\n bearishSweep: boolean;\n sweptLevel: number | null;\n direction: \"bullish\" | \"bearish\" | \"none\";\n detail: string;\n}\n\nexport interface LiquidityVoid {\n direction: \"bullish\" | \"bearish\";\n startIndex: number;\n endIndex: number;\n top: number;\n bottom: number;\n}\n\nexport interface LiquidityResult {\n pools: LiquidityPool[];\n sweeps: LiquiditySweepResult[];\n lastSweep: LiquiditySweepResult | null;\n voids: LiquidityVoid[];\n equalHighs: number[];\n equalLows: number[];\n}\n\n// ---------- PD Arrays ----------\n\nexport type PDArrayType =\n | \"Bullish OB\"\n | \"Bearish OB\"\n | \"Breaker Block\"\n | \"Mitigation Block\"\n | \"Rejection Block\"\n | \"Bullish FVG\"\n | \"Bearish FVG\"\n | \"IFVG\"\n | \"BPR\";\n\nexport interface PDArray {\n type: PDArrayType;\n top: number;\n bottom: number;\n midpoint: number;\n index: number;\n direction: \"bullish\" | \"bearish\";\n mitigated: boolean;\n detail: string;\n}\n\nexport interface PDArrayResult {\n arrays: PDArray[];\n nearestBullish: PDArray | null;\n nearestBearish: PDArray | null;\n}\n\n// ---------- SMT Divergence ----------\n\nexport interface SMTResult {\n bullish: boolean;\n bearish: boolean;\n detail: string;\n /** How many confirmations align (0-3) */\n strength: number;\n}\n\n// ---------- OTE / Premium-Discount ----------\n\nexport interface OTEResult {\n inOTE: boolean;\n direction: \"bullish\" | \"bearish\" | \"neutral\";\n retracement: number; // 0-1\n detail: string;\n}\n\nexport interface PremiumDiscountResult {\n zone: \"premium\" | \"discount\" | \"equilibrium\";\n direction: \"bullish\" | \"bearish\" | \"neutral\";\n ratio: number; // 0-1 where 0=deep discount, 1=deep premium\n detail: string;\n}\n\n// ---------- Confluence Engine ----------\n\nexport type StrategyCategory =\n | \"Liquidity Sweep Reversal\"\n | \"Market Structure Shift\"\n | \"Change of Character\"\n | \"Break of Structure\"\n | \"SMT Divergence\"\n | \"Order Block\"\n | \"Fair Value Gap\"\n | \"Optimal Trade Entry\"\n | \"Premium/Discount Array\"\n | \"Kill Zone Timing\"\n | \"Power of Three\"\n | \"Liquidity Void Fill\"\n | \"Equal Highs/Lows\"\n | \"Daily Bias\"\n | \"Multi-Timeframe Alignment\"\n | \"Turtle Soup\"\n | \"Silver Bullet\"\n | \"Judas Swing\"\n | \"Breaker Block\"\n | \"Unicorn Model\";\n\nexport interface ConfluenceSignal {\n strategy: StrategyCategory;\n direction: \"bullish\" | \"bearish\";\n weight: number;\n detail: string;\n /** 0-100 confidence of this individual signal */\n signalConfidence: number;\n}\n\nexport interface ConfluenceResult {\n signals: ConfluenceSignal[];\n bullishScore: number;\n bearishScore: number;\n netDirection: Direction;\n netConfidence: number; // 0-100\n bestStrategy: StrategyCategory | null;\n bestStrategyConfidence: number;\n checklist: ICTChecklist;\n modelType: string;\n reasoning: string[];\n}\n\nexport interface ICTChecklist {\n htfBias: boolean;\n liquidityTargets: boolean;\n liquiditySweep: boolean;\n smtDivergence: boolean;\n chochOrMss: boolean;\n pdArray: boolean;\n oteEntry: boolean;\n killZone: boolean;\n /** 0-10 count of completed steps */\n completed: number;\n}\n\nexport interface ICTAnalysisInput {\n candlesM5: Candle[];\n candlesM15: Candle[];\n candlesH1: Candle[];\n candlesH4: Candle[];\n now: Date;\n}\n",[],[151,224,291,216],"ict","80c2e04c-6353-4cd6-bb95-7642af6108ee","structure.ts","03ed4764-80ea-11f1-b0ba-1607ee4eb77e",35,["D",1784187921703],"// ICT Market Structure — swing points, BOS, CHoCH, MSS detection.\n\nimport type { Candle } from \"../types.ts\";\nimport type { MarketStructureResult, StructureEvent, SwingPoint, TrendDirection } from \"./types.ts\";\n\n// Find swing highs/lows using fractal window.\nexport function findSwingPoints(candles: Candle[], window = 2): SwingPoint[] {\n const out: SwingPoint[] = [];\n for (let i = window; i < candles.length - window; i++) {\n let isHigh = true;\n let isLow = true;\n for (let j = i - window; j <= i + window; j++) {\n if (j === i) continue;\n if (candles[j].high >= candles[i].high) isHigh = false;\n if (candles[j].low <= candles[i].low) isLow = false;\n }\n if (isHigh) {\n out.push({ index: i, price: candles[i].high, type: \"high\", time: candles[i].time });\n }\n if (isLow) {\n out.push({ index: i, price: candles[i].low, type: \"low\", time: candles[i].time });\n }\n }\n return out;\n}\n\n// Detect BOS, CHoCH, and MSS from swing sequence.\nexport function analyzeStructure(candles: Candle[]): MarketStructureResult {\n const swings = findSwingPoints(candles, 2);\n const highs = swings.filter((s) => s.type === \"high\");\n const lows = swings.filter((s) => s.type === \"low\");\n const events: StructureEvent[] = [];\n\n let lastBOS: StructureEvent | null = null;\n let lastCHoCH: StructureEvent | null = null;\n let lastMSS: StructureEvent | null = null;\n\n // Determine trend from last 3 swing highs and lows\n let trend: TrendDirection = \"range\";\n if (highs.length >= 2 && lows.length >= 2) {\n const hh = highs[highs.length - 1].price > highs[highs.length - 2].price;\n const hl = lows[lows.length - 1].price > lows[lows.length - 2].price;\n const lh = highs[highs.length - 1].price < highs[highs.length - 2].price;\n const ll = lows[lows.length - 1].price < lows[lows.length - 2].price;\n if (hh && hl) trend = \"up\";\n else if (lh && ll) trend = \"down\";\n }\n\n // Detect BOS / CHoCH / MSS by scanning swing breaks\n const price = candles[candles.length - 1].close;\n\n for (let i = 2; i < swings.length; i++) {\n const prev = swings[i - 2];\n const curr = swings[i];\n\n // Bullish BOS: price breaks above a prior swing high (continuation in uptrend)\n if (curr.type === \"high\" && prev.type === \"high\" && curr.price > prev.price) {\n // Check if the candle actually broke above prev swing high\n const breakIndex = curr.index;\n if (candles[breakIndex].close > prev.price) {\n const ev: StructureEvent = {\n type: \"BOS\",\n direction: \"bullish\",\n price: prev.price,\n index: breakIndex,\n detail: `Bullish BOS: close ${candles[breakIndex].close.toFixed(2)} broke swing high ${prev.price.toFixed(2)}`,\n };\n events.push(ev);\n lastBOS = ev;\n\n // MSS: if this bullish break happens after a downtrend, it's a structure shift\n if (trend === \"down\" || (i >= 4 && lows[i - 2].price < lows[i - 4]?.price)) {\n const mss: StructureEvent = {\n type: \"MSS\",\n direction: \"bullish\",\n price: prev.price,\n index: breakIndex,\n detail: `Bullish MSS: structure shifted from bearish to bullish at ${prev.price.toFixed(2)}`,\n };\n events.push(mss);\n lastMSS = mss;\n }\n }\n }\n\n // Bearish BOS: price breaks below a prior swing low (continuation in downtrend)\n if (curr.type === \"low\" && prev.type === \"low\" && curr.price < prev.price) {\n const breakIndex = curr.index;\n if (candles[breakIndex].close < prev.price) {\n const ev: StructureEvent = {\n type: \"BOS\",\n direction: \"bearish\",\n price: prev.price,\n index: breakIndex,\n detail: `Bearish BOS: close ${candles[breakIndex].close.toFixed(2)} broke swing low ${prev.price.toFixed(2)}`,\n };\n events.push(ev);\n lastBOS = ev;\n\n if (trend === \"up\" || (i >= 4 && highs[i - 2].price > highs[i - 4]?.price)) {\n const mss: StructureEvent = {\n type: \"MSS\",\n direction: \"bearish\",\n price: prev.price,\n index: breakIndex,\n detail: `Bearish MSS: structure shifted from bullish to bearish at ${prev.price.toFixed(2)}`,\n };\n events.push(mss);\n lastMSS = mss;\n }\n }\n }\n }\n\n // CHoCH: detect change of character — last structure event contradicts prior trend\n if (events.length >= 2) {\n const lastEv = events[events.length - 1];\n const prevEv = events[events.length - 2];\n if (lastEv.direction !== prevEv.direction) {\n const choch: StructureEvent = {\n type: \"CHoCH\",\n direction: lastEv.direction,\n price: lastEv.price,\n index: lastEv.index,\n detail: `${lastEv.direction === \"bullish\" ? \"Bullish\" : \"Bearish\"} CHoCH: character changed from ${prevEv.direction} to ${lastEv.direction}`,\n };\n events.push(choch);\n lastCHoCH = choch;\n }\n }\n\n return {\n trend,\n events,\n lastBOS,\n lastCHoCH,\n lastMSS,\n swingHighs: highs,\n swingLows: lows,\n };\n}\n\n// Multi-timeframe structure alignment\nexport function mtfAlignment(structures: { tf: string; trend: TrendDirection }[]): {\n aligned: boolean;\n direction: \"bullish\" | \"bearish\" | \"mixed\";\n detail: string;\n} {\n if (structures.length === 0) return { aligned: false, direction: \"mixed\", detail: \"No data\" };\n const upCount = structures.filter((s) => s.trend === \"up\").length;\n const downCount = structures.filter((s) => s.trend === \"down\").length;\n const aligned = upCount === structures.length || downCount === structures.length;\n const direction = upCount === structures.length ? \"bullish\" : downCount === structures.length ? \"bearish\" : \"mixed\";\n const detail = `MTF: ${structures.map((s) => `${s.tf}=${s.trend}`).join(\", \")}`;\n return { aligned, direction, detail };\n}\n",[],[151,224,291,293],"45c51ad2-bf17-412e-9d69-2252c5f45251","smt.ts","066680aa-80ea-11f1-9b0b-1607ee4eb77e",38,["D",1784188058186],"// SMT Divergence — Smart Money Technique divergence detection.\n// Uses RSI + MACD as proxy for intermarket correlation when only 1 symbol available.\n\nimport type { Candle } from \"../types.ts\";\nimport type { SMTResult } from \"./types.ts\";\nimport { rsi, macd } from \"../indicators.ts\";\nimport { findSwingPoints } from \"./structure.ts\";\n\nexport function detectSMT(candles: Candle[]): SMTResult {\n const swings = findSwingPoints(candles, 2);\n const lows = swings.filter((s) => s.type === \"low\");\n const highs = swings.filter((s) => s.type === \"high\");\n const closes = candles.map((c) => c.close);\n const rsiArr = rsi(closes, 14);\n const macdArr = macd(closes);\n\n let bullish = false;\n let bearish = false;\n let strength = 0;\n\n // Bullish SMT: price makes lower low, RSI makes higher low (regular bullish divergence)\n if (lows.length >= 2) {\n const l1 = lows[lows.length - 2];\n const l2 = lows[lows.length - 1];\n if (l2.price < l1.price) {\n const rsi1 = rsiArr[l1.index];\n const rsi2 = rsiArr[l2.index];\n const macd1 = macdArr[l1.index];\n const macd2 = macdArr[l2.index];\n\n // RSI higher low\n if (!Number.isNaN(rsi1) && !Number.isNaN(rsi2) && rsi2 > rsi1) {\n bullish = true;\n strength++;\n }\n // MACD histogram higher low\n if (macd1 && macd2 && macd2.histogram > macd1.histogram) {\n bullish = true;\n strength++;\n }\n // Hidden bullish divergence: price higher low, RSI lower low\n if (!Number.isNaN(rsi1) && !Number.isNaN(rsi2) && rsi2 < rsi1 && l2.price > l1.price) {\n bullish = true;\n strength++;\n }\n }\n }\n\n // Bearish SMT: price makes higher high, RSI makes lower high\n if (highs.length >= 2) {\n const h1 = highs[highs.length - 2];\n const h2 = highs[highs.length - 1];\n if (h2.price > h1.price) {\n const rsi1 = rsiArr[h1.index];\n const rsi2 = rsiArr[h2.index];\n const macd1 = macdArr[h1.index];\n const macd2 = macdArr[h2.index];\n\n // RSI lower high\n if (!Number.isNaN(rsi1) && !Number.isNaN(rsi2) && rsi2 < rsi1) {\n bearish = true;\n strength++;\n }\n // MACD histogram lower high\n if (macd1 && macd2 && macd2.histogram < macd1.histogram) {\n bearish = true;\n strength++;\n }\n // Hidden bearish: price lower high, RSI higher high\n if (!Number.isNaN(rsi1) && !Number.isNaN(rsi2) && rsi2 > rsi1 && h2.price < h1.price) {\n bearish = true;\n strength++;\n }\n }\n }\n\n let detail = \"No SMT divergence detected\";\n if (bullish && strength > 0) {\n detail = `Bullish SMT divergence (strength ${strength}/3): price lower low but momentum higher`;\n } else if (bearish && strength > 0) {\n detail = `Bearish SMT divergence (strength ${strength}/3): price higher high but momentum lower`;\n }\n\n return { bullish, bearish, detail, strength };\n}\n",[],[151,224,291,301],"dfddc3ef-f5d5-47f8-82f6-56f53e5ff7ea","pdarrays.ts","065f7f12-80ea-11f1-944d-1607ee4eb77e",36,["D",1784187984958],"// ICT PD Arrays — Order Blocks, FVGs, Breakers, Mitigation Blocks, BPR.\n\nimport type { Candle } from \"../types.ts\";\nimport type { PDArray, PDArrayResult } from \"./types.ts\";\nimport { findSwingPoints } from \"./structure.ts\";\n\n// Bullish Order Block: last bearish candle before a strong bullish move\nexport function findOrderBlocks(candles: Candle[]): { bullish: PDArray[]; bearish: PDArray[] } {\n const bullish: PDArray[] = [];\n const bearish: PDArray[] = [];\n\n for (let i = candles.length - 50; i < candles.length - 2; i++) {\n if (i < 0) continue;\n const c = candles[i];\n const next = candles[i + 1];\n const next2 = candles[i + 2];\n\n // Bullish OB: bearish candle followed by strong bullish close beyond its high\n if (c.close < c.open && next.close > c.high && next.close > next.open) {\n const ob: PDArray = {\n type: \"Bullish OB\",\n top: c.open,\n bottom: c.close,\n midpoint: (c.open + c.close) / 2,\n index: i,\n direction: \"bullish\",\n mitigated: false,\n detail: `Bullish OB at ${c.open.toFixed(2)}-${c.close.toFixed(2)} (idx ${i})`,\n };\n // Check if mitigated (price has returned to it since)\n for (let j = i + 2; j < candles.length; j++) {\n if (candles[j].low <= ob.top) {\n ob.mitigated = true;\n break;\n }\n }\n bullish.push(ob);\n }\n\n // Bearish OB: bullish candle followed by strong bearish close beyond its low\n if (c.close > c.open && next.close < c.low && next.close < next.open) {\n const ob: PDArray = {\n type: \"Bearish OB\",\n top: c.close,\n bottom: c.open,\n midpoint: (c.open + c.close) / 2,\n index: i,\n direction: \"bearish\",\n mitigated: false,\n detail: `Bearish OB at ${c.open.toFixed(2)}-${c.close.toFixed(2)} (idx ${i})`,\n };\n for (let j = i + 2; j < candles.length; j++) {\n if (candles[j].high >= ob.bottom) {\n ob.mitigated = true;\n break;\n }\n }\n bearish.push(ob);\n }\n }\n\n return { bullish, bearish };\n}\n\n// Fair Value Gaps — 3-candle imbalance\nexport function findFVGs(candles: Candle[]): { bullish: PDArray[]; bearish: PDArray[] } {\n const bullish: PDArray[] = [];\n const bearish: PDArray[] = [];\n\n for (let i = candles.length - 40; i < candles.length - 2; i++) {\n if (i < 1) continue;\n\n // Bullish FVG: candle[i-1].high < candle[i+1].low (gap up)\n if (candles[i - 1].high < candles[i + 1].low) {\n const fvg: PDArray = {\n type: \"Bullish FVG\",\n top: candles[i + 1].low,\n bottom: candles[i - 1].high,\n midpoint: (candles[i + 1].low + candles[i - 1].high) / 2,\n index: i,\n direction: \"bullish\",\n mitigated: false,\n detail: `Bullish FVG: ${candles[i - 1].high.toFixed(2)} → ${candles[i + 1].low.toFixed(2)}`,\n };\n // Check mitigation\n for (let j = i + 2; j < candles.length; j++) {\n if (candles[j].low <= fvg.bottom) {\n fvg.mitigated = true;\n break;\n }\n }\n bullish.push(fvg);\n }\n\n // Bearish FVG: candle[i-1].low > candle[i+1].high (gap down)\n if (candles[i - 1].low > candles[i + 1].high) {\n const fvg: PDArray = {\n type: \"Bearish FVG\",\n top: candles[i - 1].low,\n bottom: candles[i + 1].high,\n midpoint: (candles[i - 1].low + candles[i + 1].high) / 2,\n index: i,\n direction: \"bearish\",\n mitigated: false,\n detail: `Bearish FVG: ${candles[i - 1].low.toFixed(2)} → ${candles[i + 1].high.toFixed(2)}`,\n };\n for (let j = i + 2; j < candles.length; j++) {\n if (candles[j].high >= fvg.top) {\n fvg.mitigated = true;\n break;\n }\n }\n bearish.push(fvg);\n }\n }\n\n return { bullish, bearish };\n}\n\n// Breaker Blocks — failed order block that becomes opposite-direction support/resistance\nexport function findBreakerBlocks(candles: Candle[]): { bullish: PDArray[]; bearish: PDArray[] } {\n const swings = findSwingPoints(candles, 3);\n const bullish: PDArray[] = [];\n const bearish: PDArray[] = [];\n\n for (let i = 0; i < swings.length - 1; i++) {\n const s1 = swings[i];\n const s2 = swings[i + 1];\n\n // Bullish breaker: price breaks below a swing low (bearish BOS), then fails and reverses up\n if (s1.type === \"low\" && s2.type === \"high\") {\n const breakerCandle = candles[s1.index];\n if (breakerCandle && breakerCandle.close < breakerCandle.open) {\n bullish.push({\n type: \"Breaker Block\",\n top: breakerCandle.open,\n bottom: breakerCandle.low,\n midpoint: (breakerCandle.open + breakerCandle.low) / 2,\n index: s1.index,\n direction: \"bullish\",\n mitigated: false,\n detail: `Bullish Breaker Block at ${breakerCandle.low.toFixed(2)}`,\n });\n }\n }\n\n // Bearish breaker: price breaks above a swing high (bullish BOS), then fails and reverses down\n if (s1.type === \"high\" && s2.type === \"low\") {\n const breakerCandle = candles[s1.index];\n if (breakerCandle && breakerCandle.close > breakerCandle.open) {\n bearish.push({\n type: \"Breaker Block\",\n top: breakerCandle.high,\n bottom: breakerCandle.open,\n midpoint: (breakerCandle.high + breakerCandle.open) / 2,\n index: s1.index,\n direction: \"bearish\",\n mitigated: false,\n detail: `Bearish Breaker Block at ${breakerCandle.high.toFixed(2)}`,\n });\n }\n }\n }\n\n return { bullish, bearish };\n}\n\n// Balanced Price Range — overlapping FVGs creating a zone\nexport function findBPR(candles: Candle[]): PDArray[] {\n const { bullish: bullFVGs, bearish: bearFVGs } = findFVGs(candles);\n const bprs: PDArray[] = [];\n\n for (const bf of bullFVGs) {\n for (const bh of bearFVGs) {\n // Check overlap\n if (bf.bottom < bh.top && bh.bottom < bf.top) {\n bprs.push({\n type: \"BPR\",\n top: Math.min(bf.top, bh.top),\n bottom: Math.max(bf.bottom, bh.bottom),\n midpoint: (Math.min(bf.top, bh.top) + Math.max(bf.bottom, bh.bottom)) / 2,\n index: bf.index,\n direction: \"bullish\", // BPR is neutral, use nearest direction\n mitigated: false,\n detail: `Balanced Price Range: ${Math.max(bf.bottom, bh.bottom).toFixed(2)}-${Math.min(bf.top, bh.top).toFixed(2)}`,\n });\n }\n }\n }\n\n return bprs;\n}\n\n// Complete PD Array analysis\nexport function analyzePDArrays(candles: Candle[], price: number): PDArrayResult {\n const obs = findOrderBlocks(candles);\n const fvgs = findFVGs(candles);\n const breakers = findBreakerBlocks(candles);\n const bprs = findBPR(candles);\n\n const arrays: PDArray[] = [\n ...obs.bullish,\n ...obs.bearish,\n ...fvgs.bullish,\n ...fvgs.bearish,\n ...breakers.bullish,\n ...breakers.bearish,\n ...bprs,\n ];\n\n // Find nearest unmitigated bullish/bearish arrays to current price\n const unmitigatedBull = arrays\n .filter((a) => a.direction === \"bullish\" && !a.mitigated)\n .sort((a, b) => Math.abs(a.midpoint - price) - Math.abs(b.midpoint - price));\n\n const unmitigatedBear = arrays\n .filter((a) => a.direction === \"bearish\" && !a.mitigated)\n .sort((a, b) => Math.abs(a.midpoint - price) - Math.abs(b.midpoint - price));\n\n // Check if price is inside any array\n const inBullish = unmitigatedBull.find((a) => price >= a.bottom && price <= a.top);\n const inBearish = unmitigatedBear.find((a) => price >= a.bottom && price <= a.top);\n\n return {\n arrays,\n nearestBullish: inBullish ?? unmitigatedBull[0] ?? null,\n nearestBearish: inBearish ?? unmitigatedBear[0] ?? null,\n };\n}\n",[],[151,224,291,309],"6a0a1844-b11a-49ac-8b28-8b9e26022796","ote.ts","0659ccc0-80ea-11f1-b09c-1607ee4eb77e",39,["D",1784188058187],"// ICT OTE (Optimal Trade Entry) & Premium/Discount arrays.\n\nimport type { Candle } from \"../types.ts\";\nimport type { OTEResult, PremiumDiscountResult } from \"./types.ts\";\nimport { findSwingPoints } from \"./structure.ts\";\n\n// Fibonacci retracement levels for OTE\nconst OTE_MIN = 0.62; // 62%\nconst OTE_MAX = 0.79; // 79%\nconst OTE_SWEET_SPOT = 0.705; // 70.5%\n\n// Calculate OTE zone from last significant swing\nexport function calculateOTE(candles: Candle[]): OTEResult {\n const swings = findSwingPoints(candles, 2);\n const price = candles[candles.length - 1].close;\n\n if (swings.length < 2) {\n return { inOTE: false, direction: \"neutral\", retracement: 0, detail: \"Not enough swings for OTE\" };\n }\n\n // Find the last completed swing (high to low or low to high)\n const lastSwing = swings[swings.length - 1];\n const prevSwing = swings[swings.length - 2];\n\n let swingHigh: number, swingLow: number;\n if (lastSwing.type === \"high\") {\n swingHigh = lastSwing.price;\n swingLow = prevSwing.type === \"low\" ? prevSwing.price : Math.min(...candles.slice(prevSwing.index, lastSwing.index + 1).map((c) => c.low));\n } else {\n swingLow = lastSwing.price;\n swingHigh = prevSwing.type === \"high\" ? prevSwing.price : Math.max(...candles.slice(prevSwing.index, lastSwing.index + 1).map((c) => c.high));\n }\n\n const range = swingHigh - swingLow;\n if (range <= 0) return { inOTE: false, direction: \"neutral\", retracement: 0, detail: \"Invalid swing range\" };\n\n // Bullish OTE: price retraces 62-79% of the bullish swing (from low to high)\n const bullishRetracement = (swingHigh - price) / range;\n // Bearish OTE: price retraces 62-79% of the bearish swing (from high to low)\n const bearishRetracement = (price - swingLow) / range;\n\n if (bullishRetracement >= OTE_MIN && bullishRetracement <= OTE_MAX) {\n const atSweetSpot = Math.abs(bullishRetracement - OTE_SWEET_SPOT) < 0.05;\n return {\n inOTE: true,\n direction: \"bullish\",\n retracement: bullishRetracement,\n detail: `Bullish OTE: ${(bullishRetracement * 100).toFixed(1)}% retracement${atSweetSpot ? \" (sweet spot!)\" : \"\"}`,\n };\n }\n\n if (bearishRetracement >= OTE_MIN && bearishRetracement <= OTE_MAX) {\n const atSweetSpot = Math.abs(bearishRetracement - OTE_SWEET_SPOT) < 0.05;\n return {\n inOTE: true,\n direction: \"bearish\",\n retracement: bearishRetracement,\n detail: `Bearish OTE: ${(bearishRetracement * 100).toFixed(1)}% retracement${atSweetSpot ? \" (sweet spot!)\" : \"\"}`,\n };\n }\n\n // Check if near OTE zone\n if (bullishRetracement > 0.5 && bullishRetracement < OTE_MIN) {\n return {\n inOTE: false,\n direction: \"bullish\",\n retracement: bullishRetracement,\n detail: `Approaching bullish OTE zone (${(bullishRetracement * 100).toFixed(1)}% / need 62-79%)`,\n };\n }\n\n if (bearishRetracement > 0.5 && bearishRetracement < OTE_MIN) {\n return {\n inOTE: false,\n direction: \"bearish\",\n retracement: bearishRetracement,\n detail: `Approaching bearish OTE zone (${(bearishRetracement * 100).toFixed(1)}% / need 62-79%)`,\n };\n }\n\n return {\n inOTE: false,\n direction: \"neutral\",\n retracement: bullishRetracement < bearishRetracement ? bullishRetracement : bearishRetracement,\n detail: `Outside OTE zone (bull retrace ${(bullishRetracement * 100).toFixed(1)}%, bear retrace ${(bearishRetracement * 100).toFixed(1)}%)`,\n };\n}\n\n// Premium/Discount array — based on dealing range\nexport function premiumDiscount(candles: Candle[]): PremiumDiscountResult {\n const swings = findSwingPoints(candles, 3);\n const price = candles[candles.length - 1].close;\n\n // Find dealing range from recent significant swings\n const recentHighs = swings.filter((s) => s.type === \"high\").slice(-4);\n const recentLows = swings.filter((s) => s.type === \"low\").slice(-4);\n\n if (recentHighs.length === 0 || recentLows.length === 0) {\n return { zone: \"equilibrium\", direction: \"neutral\", ratio: 0.5, detail: \"Insufficient swings for P/D\" };\n }\n\n const rangeHigh = Math.max(...recentHighs.map((s) => s.price));\n const rangeLow = Math.min(...recentLows.map((s) => s.price));\n const range = rangeHigh - rangeLow;\n\n if (range <= 0) return { zone: \"equilibrium\", direction: \"neutral\", ratio: 0.5, detail: \"Invalid range\" };\n\n const ratio = (price - rangeLow) / range;\n const equilibrium = 0.5;\n\n if (ratio > 0.5 + 0.05) {\n return {\n zone: \"premium\",\n direction: \"bearish\",\n ratio,\n detail: `Premium zone (${(ratio * 100).toFixed(0)}%): sell bias — look for shorts`,\n };\n } else if (ratio < 0.5 - 0.05) {\n return {\n zone: \"discount\",\n direction: \"bullish\",\n ratio,\n detail: `Discount zone (${(ratio * 100).toFixed(0)}%): buy bias — look for longs`,\n };\n } else {\n return {\n zone: \"equilibrium\",\n direction: \"neutral\",\n ratio,\n detail: `Equilibrium (${(ratio * 100).toFixed(0)}%): no P/D edge`,\n };\n }\n}\n\n// Daily bias from H1/H4 candle structure\nexport function dailyBias(candlesH1: Candle[], candlesH4: Candle[]): \"bullish\" | \"bearish\" | \"neutral\" {\n if (candlesH4.length < 5) return \"neutral\";\n\n // H4 bias: last few candles trend\n const h4Recent = candlesH4.slice(-5);\n const h4Bullish = h4Recent.filter((c) => c.close > c.open).length;\n const h4LastClose = h4Recent[h4Recent.length - 1].close;\n const h4PrevClose = h4Recent[0].close;\n\n // H1 bias\n const h1Recent = candlesH1.slice(-8);\n const h1Bullish = h1Recent.filter((c) => c.close > c.open).length;\n\n const h4Up = h4LastClose > h4PrevClose;\n const h4Score = h4Bullish >= 3;\n\n if (h4Up && h4Score && h1Bullish >= 4) return \"bullish\";\n if (!h4Up && !h4Score && h1Bullish <= 3) return \"bearish\";\n return \"neutral\";\n}\n",[],[151,224,291,317],"ac76b519-b4b1-4717-9eac-7a2df001dc98","liquidity.ts","03fab5b6-80ea-11f1-851e-1607ee4eb77e",37,["D",1784187984959],"// ICT Liquidity concepts — pools, sweeps, equal highs/lows, voids, IRL/ERL.\n\nimport type { Candle } from \"../types.ts\";\nimport type { LiquidityPool, LiquidityResult, LiquiditySweepResult, LiquidityVoid, SwingPoint } from \"./types.ts\";\n\nconst TOLERANCE = 0.0002; // 0.02% tolerance for equal highs/lows\n\n// Find equal highs and equal lows (resting liquidity)\nexport function findEqualHighsLows(swings: SwingPoint[], price: number): { highs: number[]; lows: number[] } {\n const highs = swings.filter((s) => s.type === \"high\");\n const lows = swings.filter((s) => s.type === \"low\");\n const equalHighs: number[] = [];\n const equalLows: number[] = [];\n\n for (let i = 0; i < highs.length; i++) {\n for (let j = i + 1; j < highs.length; j++) {\n const diff = Math.abs(highs[i].price - highs[j].price);\n const avg = (highs[i].price + highs[j].price) / 2;\n if (diff / avg < TOLERANCE) {\n const avgPrice = (highs[i].price + highs[j].price) / 2;\n if (!equalHighs.includes(avgPrice)) equalHighs.push(avgPrice);\n }\n }\n }\n\n for (let i = 0; i < lows.length; i++) {\n for (let j = i + 1; j < lows.length; j++) {\n const diff = Math.abs(lows[i].price - lows[j].price);\n const avg = (lows[i].price + lows[j].price) / 2;\n if (diff / avg < TOLERANCE) {\n const avgPrice = (lows[i].price + lows[j].price) / 2;\n if (!equalLows.includes(avgPrice)) equalLows.push(avgPrice);\n }\n }\n }\n\n return { highs: equalHighs, lows: equalLows };\n}\n\n// Detect liquidity sweeps — price wicks beyond a level then closes back\nexport function detectSweeps(candles: Candle[], swings: SwingPoint[]): LiquiditySweepResult[] {\n const results: LiquiditySweepResult[] = [];\n const cur = candles[candles.length - 1];\n const prev = candles[candles.length - 2];\n\n const recentHighs = swings.filter((s) => s.type === \"high\").slice(-6);\n const recentLows = swings.filter((s) => s.type === \"low\").slice(-6);\n\n // Bullish sweep: price dips below a prior low then closes back above it\n for (const lo of recentLows) {\n if (cur.low < lo.price && cur.close > lo.price) {\n const sweep: LiquiditySweepResult = {\n bullishSweep: true,\n bearishSweep: false,\n sweptLevel: lo.price,\n direction: \"bullish\",\n detail: `Sell-side liquidity sweep: price dipped to ${cur.low.toFixed(2)} below ${lo.price.toFixed(2)} then closed at ${cur.close.toFixed(2)}`,\n };\n results.push(sweep);\n }\n }\n\n // Bearish sweep: price wicks above a prior high then closes back below it\n for (const hi of recentHighs) {\n if (cur.high > hi.price && cur.close < hi.price) {\n const sweep: LiquiditySweepResult = {\n bullishSweep: false,\n bearishSweep: true,\n sweptLevel: hi.price,\n direction: \"bearish\",\n detail: `Buy-side liquidity sweep: price spiked to ${cur.high.toFixed(2)} above ${hi.price.toFixed(2)} then closed at ${cur.close.toFixed(2)}`,\n };\n results.push(sweep);\n }\n }\n\n // Also check previous candle for multi-candle sweep\n if (prev && cur) {\n for (const lo of recentLows) {\n if (prev.low < lo.price && cur.close > lo.price && !results.some((r) => r.sweptLevel === lo.price)) {\n results.push({\n bullishSweep: true,\n bearishSweep: false,\n sweptLevel: lo.price,\n direction: \"bullish\",\n detail: `Multi-candle SSL sweep at ${lo.price.toFixed(2)}`,\n });\n }\n }\n for (const hi of recentHighs) {\n if (prev.high > hi.price && cur.close < hi.price && !results.some((r) => r.sweptLevel === hi.price)) {\n results.push({\n bullishSweep: false,\n bearishSweep: true,\n sweptLevel: hi.price,\n direction: \"bearish\",\n detail: `Multi-candle BSL sweep at ${hi.price.toFixed(2)}`,\n });\n }\n }\n }\n\n return results;\n}\n\n// Detect liquidity voids — large directional candles with little overlap\nexport function detectLiquidityVoids(candles: Candle[]): LiquidityVoid[] {\n const voids: LiquidityVoid[] = [];\n for (let i = candles.length - 30; i < candles.length - 1; i++) {\n if (i < 1) continue;\n const c = candles[i];\n const prev = candles[i - 1];\n const bodySize = Math.abs(c.close - c.open);\n const range = c.high - c.low || 1e-9;\n\n // Bullish void: large bullish candle with gap above prev high\n if (c.close > c.open && bodySize > range * 0.7 && c.low > prev.high) {\n voids.push({\n direction: \"bullish\",\n startIndex: i - 1,\n endIndex: i,\n top: c.close,\n bottom: prev.high,\n });\n }\n // Bearish void: large bearish candle with gap below prev low\n if (c.close < c.open && bodySize > range * 0.7 && c.high < prev.low) {\n voids.push({\n direction: \"bearish\",\n startIndex: i - 1,\n endIndex: i,\n top: prev.low,\n bottom: c.close,\n });\n }\n }\n return voids;\n}\n\n// Build liquidity pools from swing points and equal highs/lows\nexport function buildLiquidityPools(swings: SwingPoint[], price: number): LiquidityPool[] {\n const pools: LiquidityPool[] = [];\n const equal = findEqualHighsLows(swings, price);\n\n // Buy-side liquidity (above price) — swing highs and equal highs\n for (const s of swings.filter((s) => s.type === \"high\" && s.price > price)) {\n pools.push({\n type: \"BSL\",\n price: s.price,\n side: \"above\",\n swept: false,\n sweepIndex: null,\n equal: equal.highs.includes(s.price),\n });\n }\n\n // Sell-side liquidity (below price) — swing lows and equal lows\n for (const s of swings.filter((s) => s.type === \"low\" && s.price < price)) {\n pools.push({\n type: \"SSL\",\n price: s.price,\n side: \"below\",\n swept: false,\n sweepIndex: null,\n equal: equal.lows.includes(s.price),\n });\n }\n\n // Add equal highs/lows as additional pools\n for (const eh of equal.highs) {\n if (!pools.some((p) => Math.abs(p.price - eh) / eh < TOLERANCE)) {\n pools.push({ type: \"BSL\", price: eh, side: \"above\", swept: false, sweepIndex: null, equal: true });\n }\n }\n for (const el of equal.lows) {\n if (!pools.some((p) => Math.abs(p.price - el) / el < TOLERANCE)) {\n pools.push({ type: \"SSL\", price: el, side: \"below\", swept: false, sweepIndex: null, equal: true });\n }\n }\n\n // Mark swept pools\n for (const p of pools) {\n const sweepCandle = swings.find((s) => Math.abs(s.price - p.price) / p.price < TOLERANCE);\n p.swept = sweepCandle?.index !== undefined && sweepCandle.index < swings[swings.length - 1].index;\n }\n\n return pools;\n}\n\n// Complete liquidity analysis\nexport function analyzeLiquidity(candles: Candle[], swings: SwingPoint[]): LiquidityResult {\n const price = candles[candles.length - 1].close;\n const pools = buildLiquidityPools(swings, price);\n const sweeps = detectSweeps(candles, swings);\n const voids = detectLiquidityVoids(candles);\n const equal = findEqualHighsLows(swings, price);\n\n return {\n pools,\n sweeps,\n lastSweep: sweeps.length > 0 ? sweeps[sweeps.length - 1] : null,\n voids,\n equalHighs: equal.highs,\n equalLows: equal.lows,\n };\n}\n",[],[151,224,291,325],"2c3650fe-3ce3-442b-add9-101d829ffbbb","killzones.ts","03f3f38e-80ea-11f1-944d-1607ee4eb77e",34,["D",1784187921702],"// ICT Kill Zones — time-based session analysis.\n// All times in ET (Eastern Time). UTC offsets approximated.\n\nimport type { KillZoneInfo, KillZoneName } from \"./types.ts\";\n\n// Kill zone windows in ET hours (approximate, ignores DST for simplicity)\n// ET = UTC-5 (EST) or UTC-4 (EDT). We use UTC-4 as default.\nconst ET_OFFSET = 4;\n\ninterface ZoneDef {\n name: KillZoneName;\n startUTC: number;\n endUTC: number;\n multiplier: number;\n description: string;\n}\n\nconst ZONES: ZoneDef[] = [\n {\n name: \"Asian\",\n startUTC: 0, // 20:00 ET\n endUTC: 4, // 00:00 ET\n multiplier: 0.7,\n description: \"Asian session — accumulation phase, range formation\",\n },\n {\n name: \"London\",\n startUTC: 6, // 02:00 ET\n endUTC: 9, // 05:00 ET\n multiplier: 1.0,\n description: \"London Kill Zone — manipulation & distribution phase\",\n },\n {\n name: \"New York\",\n startUTC: 11, // 07:00 ET\n endUTC: 14, // 10:00 ET\n multiplier: 1.0,\n description: \"NY Kill Zone — AM session, highest volatility\",\n },\n {\n name: \"London Close\",\n startUTC: 14, // 10:00 ET\n endUTC: 16, // 12:00 ET\n multiplier: 0.85,\n description: \"London Close Kill Zone — reversal window\",\n },\n];\n\nfunction etHour(utcHour: number): number {\n return (utcHour - ET_OFFSET + 24) % 24;\n}\n\nexport function getKillZone(date = new Date()): KillZoneInfo {\n const utcH = date.getUTCHours();\n\n for (const z of ZONES) {\n // Handle overnight wrap for Asian session\n if (z.startUTC > z.endUTC) {\n if (utcH >= z.startUTC || utcH < z.endUTC) {\n return { name: z.name, active: true, strengthMultiplier: z.multiplier, description: z.description };\n }\n } else if (utcH >= z.startUTC && utcH < z.endUTC) {\n return { name: z.name, active: true, strengthMultiplier: z.multiplier, description: z.description };\n }\n }\n\n return {\n name: \"Off-Session\",\n active: false,\n strengthMultiplier: 0.5,\n description: \"Outside kill zones — reduced institutional activity\",\n };\n}\n\n// Silver Bullet windows: 10:00-11:00 ET and 14:00-15:00 ET\nexport function inSilverBullet(date = new Date()): boolean {\n const etH = etHour(date.getUTCHours());\n const etM = date.getUTCMinutes();\n const etTime = etH + etM / 60;\n return (etTime >= 10 && etTime < 11) || (etTime >= 14 && etTime < 15);\n}\n\n// Judas Swing: first hour of London or NY open (manipulation before true move)\nexport function inJudasWindow(date = new Date()): { active: boolean; session: string } {\n const etH = etHour(date.getUTCHours());\n const etM = date.getUTCMinutes();\n const etTime = etH + etM / 60;\n if (etTime >= 2 && etTime < 3) return { active: true, session: \"London\" };\n if (etTime >= 7 && etTime < 8) return { active: true, session: \"New York\" };\n return { active: false, session: \"\" };\n}\n\n// Previous day high/low — used for liquidity targets\nexport function previousDayHighLow(candlesH1: { high: number; low: number; time: number }[]): { high: number; low: number } {\n if (candlesH1.length === 0) return { high: 0, low: 0 };\n const now = Date.now();\n const dayMs = 24 * 60 * 60 * 1000;\n const yesterdayStart = now - dayMs;\n const yesterdayEnd = now;\n const yCandles = candlesH1.filter((c) => c.time * 1000 >= yesterdayStart - dayMs && c.time * 1000 < yesterdayStart);\n if (yCandles.length === 0) {\n // fallback: last 24h of candles\n const recent = candlesH1.filter((c) => c.time * 1000 >= yesterdayStart);\n return {\n high: Math.max(...recent.map((c) => c.high)),\n low: Math.min(...recent.map((c) => c.low)),\n };\n }\n return {\n high: Math.max(...yCandles.map((c) => c.high)),\n low: Math.min(...yCandles.map((c) => c.low)),\n };\n}\n",[],[151,224,291,333],"9b3facf0-69b7-4574-ab9d-af4adfc8c11c","confluence.ts","09def442-80ea-11f1-9cb3-1607ee4eb77e",40,["D",1784188143259],"// ICT Confluence Engine — the \"brain\" that orchestrates all ICT/SMT strategies,\n// runs the 10-step ICT entry checklist, scores confluences, and picks the best trade.\n//\n// This engine implements the practical ICT entry checklist:\n// 1. Higher-timeframe bias (Daily/H4)\n// 2. Identify liquidity targets\n// 3. Wait for a liquidity sweep\n// 4. Confirm with SMT divergence\n// 5. Look for CHoCH or MSS\n// 6. Identify a PD Array (OB, FVG, Breaker, etc.)\n// 7. Enter on retracement (OTE)\n// 8. Place stop-loss beyond the swept liquidity\n// 9. Target the next liquidity pool\n// 10. Manage risk\n\nimport type { Candle, Direction } from \"../types.ts\";\nimport type {\n ConfluenceResult, ConfluenceSignal, ICTChecklist, StrategyCategory,\n} from \"./types.ts\";\nimport { analyzeStructure, mtfAlignment } from \"./structure.ts\";\nimport { analyzeLiquidity } from \"./liquidity.ts\";\nimport { analyzePDArrays } from \"./pdarrays.ts\";\nimport { detectSMT } from \"./smt.ts\";\nimport { calculateOTE, premiumDiscount, dailyBias } from \"./ote.ts\";\nimport { getKillZone, inSilverBullet, inJudasWindow, previousDayHighLow } from \"./killzones.ts\";\nimport { detectPatterns } from \"../patterns.ts\";\nimport { ema, rsi, macd, atr } from \"../indicators.ts\";\n\nconst last = (arr: T[]): T => arr[arr.length - 1];\n\n// Weight tiers — strategies that carry more importance in the ICT model\nconst WEIGHT = {\n CRITICAL: 5, // Liquidity sweep, MSS, CHoCH, MTF alignment\n HIGH: 4, // SMT divergence, Order Block, Kill Zone\n MEDIUM: 3, // OTE, Premium/Discount, Daily Bias\n STANDARD: 2, // BOS, FVG, Breaker Block, Silver Bullet\n MINOR: 1, // Candlestick patterns, Judas Swing, Turtle Soup\n} as const;\n\nexport function runConfluence(\n candlesM5: Candle[],\n candlesM15: Candle[],\n candlesH1: Candle[],\n candlesH4: Candle[],\n now = new Date(),\n): ConfluenceResult {\n const signals: ConfluenceSignal[] = [];\n const reasoning: string[] = [];\n const price = last(candlesM5).close;\n\n // ========== 1. KILL ZONE TIMING ==========\n const kz = getKillZone(now);\n if (kz.active) {\n signals.push({\n strategy: \"Kill Zone Timing\",\n direction: \"bullish\", // neutral, but we assign both directions get the same boost\n weight: WEIGHT.HIGH,\n detail: `${kz.name} Kill Zone active — ${kz.description}`,\n signalConfidence: 80,\n });\n // We'll handle neutral kill zone by adding to both sides equally\n signals.push({\n strategy: \"Kill Zone Timing\",\n direction: \"bearish\",\n weight: WEIGHT.HIGH,\n detail: `${kz.name} Kill Zone active — ${kz.description}`,\n signalConfidence: 80,\n });\n reasoning.push(`📍 ${kz.name} Kill Zone active`);\n }\n\n // Silver Bullet window\n if (inSilverBullet(now)) {\n reasoning.push(\"🎯 Silver Bullet window active (high-probability setup window)\");\n signals.push({\n strategy: \"Silver Bullet\",\n direction: \"bullish\",\n weight: WEIGHT.STANDARD,\n detail: \"Silver Bullet time window — one-trade-per-session setup\",\n signalConfidence: 70,\n });\n signals.push({\n strategy: \"Silver Bullet\",\n direction: \"bearish\",\n weight: WEIGHT.STANDARD,\n detail: \"Silver Bullet time window — one-trade-per-session setup\",\n signalConfidence: 70,\n });\n }\n\n // Judas Swing\n const judas = inJudasWindow(now);\n if (judas.active) {\n reasoning.push(`🎭 Judas Swing window (${judas.session}) — expect manipulation before true move`);\n // Judas swing suggests the initial move is fake — we note it but don't assign direction yet\n }\n\n // ========== 2. MULTI-TIMEFRAME STRUCTURE ALIGNMENT ==========\n const structM5 = analyzeStructure(candlesM5);\n const structM15 = analyzeStructure(candlesM15);\n const structH1 = analyzeStructure(candlesH1);\n const structH4 = analyzeStructure(candlesH4);\n\n const mtf = mtfAlignment([\n { tf: \"H4\", trend: structH4.trend },\n { tf: \"H1\", trend: structH1.trend },\n { tf: \"M15\", trend: structM15.trend },\n { tf: \"M5\", trend: structM5.trend },\n ]);\n\n if (mtf.aligned && mtf.direction !== \"mixed\") {\n const dir = mtf.direction as \"bullish\" | \"bearish\";\n signals.push({\n strategy: \"Multi-Timeframe Alignment\",\n direction: dir,\n weight: WEIGHT.CRITICAL,\n detail: mtf.detail,\n signalConfidence: 90,\n });\n reasoning.push(`📊 MTF aligned ${dir}: ${mtf.detail}`);\n } else {\n reasoning.push(`⚠️ MTF not aligned: ${mtf.detail}`);\n }\n\n // ========== 3. DAILY BIAS ==========\n const bias = dailyBias(candlesH1, candlesH4);\n if (bias !== \"neutral\") {\n signals.push({\n strategy: \"Daily Bias\",\n direction: bias,\n weight: WEIGHT.MEDIUM,\n detail: `Daily bias ${bias} from H1/H4 structure`,\n signalConfidence: 65,\n });\n reasoning.push(`📈 Daily bias: ${bias}`);\n }\n\n // ========== 4. MARKET STRUCTURE — BOS / CHoCH / MSS ==========\n // BOS (continuation)\n if (structM5.lastBOS) {\n signals.push({\n strategy: \"Break of Structure\",\n direction: structM5.lastBOS.direction,\n weight: WEIGHT.STANDARD,\n detail: structM5.lastBOS.detail,\n signalConfidence: 70,\n });\n reasoning.push(`🔨 BOS: ${structM5.lastBOS.detail}`);\n }\n\n // CHoCH (reversal signal)\n if (structM5.lastCHoCH) {\n signals.push({\n strategy: \"Change of Character\",\n direction: structM5.lastCHoCH.direction,\n weight: WEIGHT.CRITICAL,\n detail: structM5.lastCHoCH.detail,\n signalConfidence: 85,\n });\n reasoning.push(`🔄 CHoCH: ${structM5.lastCHoCH.detail}`);\n }\n\n // MSS (stronger reversal signal)\n if (structM5.lastMSS) {\n signals.push({\n strategy: \"Market Structure Shift\",\n direction: structM5.lastMSS.direction,\n weight: WEIGHT.CRITICAL,\n detail: structM5.lastMSS.detail,\n signalConfidence: 88,\n });\n reasoning.push(`⚡ MSS: ${structM5.lastMSS.detail}`);\n }\n\n // Also check H1 structure for HTF events\n if (structH1.lastCHoCH) {\n signals.push({\n strategy: \"Change of Character\",\n direction: structH1.lastCHoCH.direction,\n weight: WEIGHT.HIGH,\n detail: `H1: ${structH1.lastCHoCH.detail}`,\n signalConfidence: 75,\n });\n }\n if (structH1.lastMSS) {\n signals.push({\n strategy: \"Market Structure Shift\",\n direction: structH1.lastMSS.direction,\n weight: WEIGHT.HIGH,\n detail: `H1: ${structH1.lastMSS.detail}`,\n signalConfidence: 80,\n });\n }\n\n // ========== 5. LIQUIDITY ANALYSIS ==========\n const liq = analyzeLiquidity(candlesM5, structM5.swingHighs.concat(structM5.swingLows));\n\n // Previous day high/low as liquidity targets\n const pdhl = previousDayHighLow(candlesH1);\n reasoning.push(`🎯 Liquidity targets — PDH: ${pdhl.high.toFixed(2)}, PDL: ${pdhl.low.toFixed(2)}`);\n\n // Equal highs/lows\n if (liq.equalHighs.length > 0) {\n reasoning.push(`💧 Equal highs (buy-side liquidity): ${liq.equalHighs.map((h) => h.toFixed(2)).join(\", \")}`);\n // Turtle Soup: equal highs about to be swept = potential short\n if (price < liq.equalHighs[0] && Math.abs(price - liq.equalHighs[0]) / price < 0.003) {\n signals.push({\n strategy: \"Equal Highs/Lows\",\n direction: \"bearish\",\n weight: WEIGHT.STANDARD,\n detail: `Equal highs at ${liq.equalHighs.map((h) => h.toFixed(2)).join(\", \")} — BSL target above`,\n signalConfidence: 65,\n });\n }\n }\n if (liq.equalLows.length > 0) {\n reasoning.push(`💧 Equal lows (sell-side liquidity): ${liq.equalLows.map((l) => l.toFixed(2)).join(\", \")}`);\n if (price > liq.equalLows[0] && Math.abs(price - liq.equalLows[0]) / price < 0.003) {\n signals.push({\n strategy: \"Equal Highs/Lows\",\n direction: \"bullish\",\n weight: WEIGHT.STANDARD,\n detail: `Equal lows at ${liq.equalLows.map((l) => l.toFixed(2)).join(\", \")} — SSL target below`,\n signalConfidence: 65,\n });\n }\n }\n\n // Liquidity sweeps — the most important ICT trigger\n if (liq.lastSweep && liq.lastSweep.direction !== \"none\") {\n const dir = liq.lastSweep.direction as \"bullish\" | \"bearish\";\n signals.push({\n strategy: \"Liquidity Sweep Reversal\",\n direction: dir,\n weight: WEIGHT.CRITICAL,\n detail: liq.lastSweep.detail,\n signalConfidence: 85,\n });\n reasoning.push(`🌊 Liquidity sweep: ${liq.lastSweep.detail}`);\n\n // Turtle Soup: failed breakout of equal highs/lows\n if (liq.lastSweep.bullishSweep && liq.equalLows.length > 0) {\n signals.push({\n strategy: \"Turtle Soup\",\n direction: \"bullish\",\n weight: WEIGHT.STANDARD,\n detail: \"Turtle Soup: failed breakdown of equal lows — reversal long\",\n signalConfidence: 72,\n });\n }\n if (liq.lastSweep.bearishSweep && liq.equalHighs.length > 0) {\n signals.push({\n strategy: \"Turtle Soup\",\n direction: \"bearish\",\n weight: WEIGHT.STANDARD,\n detail: \"Turtle Soup: failed breakout of equal highs — reversal short\",\n signalConfidence: 72,\n });\n }\n }\n\n // Liquidity voids — price tends to revisit voids\n if (liq.voids.length > 0) {\n const recentVoid = liq.voids[liq.voids.length - 1];\n if (recentVoid.direction === \"bullish\" && price < recentVoid.bottom) {\n signals.push({\n strategy: \"Liquidity Void Fill\",\n direction: \"bullish\",\n weight: WEIGHT.STANDARD,\n detail: `Bullish liquidity void below at ${recentVoid.bottom.toFixed(2)}-${recentVoid.top.toFixed(2)} — expect fill`,\n signalConfidence: 65,\n });\n }\n if (recentVoid.direction === \"bearish\" && price > recentVoid.top) {\n signals.push({\n strategy: \"Liquidity Void Fill\",\n direction: \"bearish\",\n weight: WEIGHT.STANDARD,\n detail: `Bearish liquidity void above at ${recentVoid.bottom.toFixed(2)}-${recentVoid.top.toFixed(2)} — expect fill`,\n signalConfidence: 65,\n });\n }\n }\n\n // ========== 6. SMT DIVERGENCE ==========\n const smt = detectSMT(candlesM5);\n if (smt.bullish) {\n signals.push({\n strategy: \"SMT Divergence\",\n direction: \"bullish\",\n weight: WEIGHT.HIGH,\n detail: smt.detail,\n signalConfidence: 75 + smt.strength * 5,\n });\n reasoning.push(`📐 SMT: ${smt.detail}`);\n }\n if (smt.bearish) {\n signals.push({\n strategy: \"SMT Divergence\",\n direction: \"bearish\",\n weight: WEIGHT.HIGH,\n detail: smt.detail,\n signalConfidence: 75 + smt.strength * 5,\n });\n reasoning.push(`📐 SMT: ${smt.detail}`);\n }\n\n // ========== 7. PD ARRAYS ==========\n const pdArrays = analyzePDArrays(candlesM5, price);\n\n // Check if price is inside a bullish or bearish PD array\n if (pdArrays.nearestBullish) {\n const inside = price >= pdArrays.nearestBullish.bottom && price <= pdArrays.nearestBullish.top;\n const isFVG = pdArrays.nearestBullish.type === \"Bullish FVG\";\n const isOB = pdArrays.nearestBullish.type === \"Bullish OB\";\n const isBreaker = pdArrays.nearestBullish.type === \"Breaker Block\";\n\n signals.push({\n strategy: isOB ? \"Order Block\" : isFVG ? \"Fair Value Gap\" : isBreaker ? \"Breaker Block\" : \"Premium/Discount Array\",\n direction: \"bullish\",\n weight: inside ? WEIGHT.HIGH : WEIGHT.STANDARD,\n detail: `${inside ? \"Price inside\" : \"Price near\"} ${pdArrays.nearestBullish.detail}`,\n signalConfidence: inside ? 80 : 60,\n });\n reasoning.push(`📦 PD Array: ${pdArrays.nearestBullish.detail}`);\n }\n\n if (pdArrays.nearestBearish) {\n const inside = price >= pdArrays.nearestBearish.bottom && price <= pdArrays.nearestBearish.top;\n const isFVG = pdArrays.nearestBearish.type === \"Bearish FVG\";\n const isOB = pdArrays.nearestBearish.type === \"Bearish OB\";\n const isBreaker = pdArrays.nearestBearish.type === \"Breaker Block\";\n\n signals.push({\n strategy: isOB ? \"Order Block\" : isFVG ? \"Fair Value Gap\" : isBreaker ? \"Breaker Block\" : \"Premium/Discount Array\",\n direction: \"bearish\",\n weight: inside ? WEIGHT.HIGH : WEIGHT.STANDARD,\n detail: `${inside ? \"Price inside\" : \"Price near\"} ${pdArrays.nearestBearish.detail}`,\n signalConfidence: inside ? 80 : 60,\n });\n reasoning.push(`📦 PD Array: ${pdArrays.nearestBearish.detail}`);\n }\n\n // Unicorn Model: Breaker Block + FVG confluence\n const hasBullishBreaker = pdArrays.arrays.some((a) => a.type === \"Breaker Block\" && a.direction === \"bullish\");\n const hasBullishFVG = pdArrays.arrays.some((a) => a.type === \"Bullish FVG\");\n if (hasBullishBreaker && hasBullishFVG) {\n signals.push({\n strategy: \"Unicorn Model\",\n direction: \"bullish\",\n weight: WEIGHT.CRITICAL,\n detail: \"Unicorn Model: Breaker Block + FVG confluence detected\",\n signalConfidence: 85,\n });\n reasoning.push(\"🦄 Unicorn Model: Breaker Block + FVG confluence\");\n }\n const hasBearishBreaker = pdArrays.arrays.some((a) => a.type === \"Breaker Block\" && a.direction === \"bearish\");\n const hasBearishFVG = pdArrays.arrays.some((a) => a.type === \"Bearish FVG\");\n if (hasBearishBreaker && hasBearishFVG) {\n signals.push({\n strategy: \"Unicorn Model\",\n direction: \"bearish\",\n weight: WEIGHT.CRITICAL,\n detail: \"Unicorn Model: Breaker Block + FVG confluence detected\",\n signalConfidence: 85,\n });\n reasoning.push(\"🦄 Unicorn Model: Breaker Block + FVG confluence\");\n }\n\n // ========== 8. OTE (Optimal Trade Entry) ==========\n const ote = calculateOTE(candlesM5);\n if (ote.inOTE) {\n signals.push({\n strategy: \"Optimal Trade Entry\",\n direction: ote.direction as \"bullish\" | \"bearish\",\n weight: WEIGHT.MEDIUM,\n detail: ote.detail,\n signalConfidence: 70,\n });\n reasoning.push(`🎯 OTE: ${ote.detail}`);\n }\n\n // ========== 9. PREMIUM / DISCOUNT ==========\n const pd = premiumDiscount(candlesM15);\n if (pd.direction !== \"neutral\") {\n signals.push({\n strategy: \"Premium/Discount Array\",\n direction: pd.direction,\n weight: WEIGHT.MEDIUM,\n detail: pd.detail,\n signalConfidence: 60,\n });\n reasoning.push(`💰 P/D: ${pd.detail}`);\n }\n\n // ========== 10. POWER OF THREE (PO3) DETECTION ==========\n // Detect AMD pattern: range (accumulation) → sweep (manipulation) → expansion (distribution)\n if (structM5.lastSweep && structM5.lastMSS) {\n const sameDir = structM5.lastSweep.direction === structM5.lastMSS.direction;\n if (sameDir) {\n const dir = structM5.lastSweep.direction as \"bullish\" | \"bearish\";\n signals.push({\n strategy: \"Power of Three\",\n direction: dir,\n weight: WEIGHT.CRITICAL,\n detail: `PO3: Accumulation (Asian range) → Manipulation (sweep) → Distribution (${dir} MSS)`,\n signalConfidence: 85,\n });\n reasoning.push(\"🚀 PO3: Power of Three pattern confirmed (sweep + MSS alignment)\");\n }\n }\n\n // ========== 11. TECHNICAL CONFIRMATION (RSI, MACD, EMA) ==========\n const closes = candlesM5.map((c) => c.close);\n const rsiV = last(rsi(closes, 14));\n if (!Number.isNaN(rsiV)) {\n if (rsiV < 30) {\n signals.push({ strategy: \"Daily Bias\", direction: \"bullish\", weight: WEIGHT.MINOR, detail: `RSI oversold (${rsiV.toFixed(0)})`, signalConfidence: 55 });\n } else if (rsiV > 70) {\n signals.push({ strategy: \"Daily Bias\", direction: \"bearish\", weight: WEIGHT.MINOR, detail: `RSI overbought (${rsiV.toFixed(0)})`, signalConfidence: 55 });\n }\n }\n\n const macdArr = macd(closes);\n const mp = last(macdArr);\n if (mp && !Number.isNaN(mp.histogram)) {\n if (mp.histogram > 0) {\n signals.push({ strategy: \"Daily Bias\", direction: \"bullish\", weight: WEIGHT.MINOR, detail: \"MACD histogram positive\", signalConfidence: 50 });\n } else {\n signals.push({ strategy: \"Daily Bias\", direction: \"bearish\", weight: WEIGHT.MINOR, detail: \"MACD histogram negative\", signalConfidence: 50 });\n }\n }\n\n // Candlestick patterns as final confirmation\n for (const pat of detectPatterns(candlesM5)) {\n signals.push({\n strategy: \"Daily Bias\",\n direction: pat.side,\n weight: WEIGHT.MINOR,\n detail: `${pat.name} candlestick pattern`,\n signalConfidence: 50,\n });\n }\n\n // ========== COMPUTE SCORES ==========\n let bullishScore = 0;\n let bearishScore = 0;\n for (const sig of signals) {\n if (sig.direction === \"bullish\") bullishScore += sig.weight * (sig.signalConfidence / 100);\n else bearishScore += sig.weight * (sig.signalConfidence / 100);\n }\n\n // Apply kill zone multiplier\n bullishScore *= kz.strengthMultiplier;\n bearishScore *= kz.strengthMultiplier;\n\n // ========== DETERMINE DIRECTION ==========\n const lead = Math.abs(bullishScore - bearishScore);\n let direction: Direction = \"NEUTRAL\";\n const threshold = 1.5; // minimum lead to take a position\n if (lead >= threshold && bullishScore > bearishScore) direction = \"BUY\";\n else if (lead >= threshold && bearishScore > bullishScore) direction = \"SELL\";\n\n // ========== CONFIDENCE CALCULATION ==========\n const totalScore = bullishScore + bearishScore || 1;\n const winnerScore = Math.max(bullishScore, bearishScore);\n const dominanceRatio = direction === \"NEUTRAL\" ? 0 : winnerScore / totalScore;\n // Confidence = weighted blend of dominance and checklist completeness\n const checklist = buildChecklist(structH4, liq, smt, structM5, pdArrays, ote, kz);\n const checklistScore = checklist.completed / 10;\n let confidence = direction === \"NEUTRAL\" ? 0 : Math.round(dominanceRatio * 70 + checklistScore * 30);\n confidence = Math.min(100, Math.max(0, confidence));\n\n // ========== PICK BEST STRATEGY ==========\n // The best strategy is the one with the highest individual confidence that aligns with net direction\n const dirSignals = signals.filter((s) =>\n direction === \"BUY\" ? s.direction === \"bullish\" : direction === \"SELL\" ? s.direction === \"bearish\" : false,\n );\n let bestStrategy: StrategyCategory | null = null;\n let bestStrategyConfidence = 0;\n for (const sig of dirSignals) {\n if (sig.signalConfidence > bestStrategyConfidence) {\n bestStrategyConfidence = sig.signalConfidence;\n bestStrategy = sig.strategy;\n }\n }\n\n // ========== DETERMINE MODEL TYPE ==========\n // Classify the overall setup into an ICT model name\n let modelType = \"No clear model\";\n if (liq.lastSweep && structM5.lastMSS && smt.bullish) {\n modelType = direction === \"BUY\" ? \"SMT + Liquidity Sweep + MSS (Bullish Reversal)\" : \"SMT + Liquidity Sweep + MSS (Bearish Reversal)\";\n } else if (liq.lastSweep && structM5.lastCHoCH) {\n modelType = direction === \"BUY\" ? \"Liquidity Sweep + CHoCH (Bullish Reversal)\" : \"Liquidity Sweep + CHoCH (Bearish Reversal)\";\n } else if (structM5.lastBOS && mtf.aligned) {\n modelType = direction === \"BUY\" ? \"BOS Continuation (Bullish)\" : \"BOS Continuation (Bearish)\";\n } else if (pdArrays.nearestBullish?.type === \"Breaker Block\" && hasBullishFVG) {\n modelType = \"Unicorn Model (Bullish)\";\n } else if (pdArrays.nearestBearish?.type === \"Breaker Block\" && hasBearishFVG) {\n modelType = \"Unicorn Model (Bearish)\";\n } else if (ote.inOTE) {\n modelType = `OTE Entry (${ote.direction})`;\n } else if (pd.direction !== \"neutral\") {\n modelType = `Premium/Discount (${pd.zone})`;\n }\n\n reasoning.unshift(`Model: ${modelType}`);\n reasoning.unshift(`Direction: ${direction} @ ${confidence}% confidence`);\n reasoning.unshift(`Best strategy: ${bestStrategy ?? \"none\"} (${bestStrategyConfidence}%)`);\n\n return {\n signals,\n bullishScore: Math.round(bullishScore * 10) / 10,\n bearishScore: Math.round(bearishScore * 10) / 10,\n netDirection: direction,\n netConfidence: confidence,\n bestStrategy,\n bestStrategyConfidence,\n checklist,\n modelType,\n reasoning,\n };\n}\n\n// Build the ICT 10-step checklist\nfunction buildChecklist(\n structH4: ReturnType,\n liq: ReturnType,\n smt: ReturnType,\n structM5: ReturnType,\n pdArrays: ReturnType,\n ote: ReturnType,\n kz: ReturnType,\n): ICTChecklist {\n const htfBias = structH4.trend !== \"range\";\n const liquidityTargets = liq.pools.length > 0;\n const liquiditySweep = liq.lastSweep !== null;\n const smtDivergence = smt.bullish || smt.bearish;\n const chochOrMss = structM5.lastCHoCH !== null || structM5.lastMSS !== null;\n const pdArray = pdArrays.nearestBullish !== null || pdArrays.nearestBearish !== null;\n const oteEntry = ote.inOTE;\n const killZone = kz.active;\n\n const completed = [\n htfBias, liquidityTargets, liquiditySweep, smtDivergence,\n chochOrMss, pdArray, oteEntry, killZone,\n ].filter(Boolean).length;\n\n return {\n htfBias,\n liquidityTargets,\n liquiditySweep,\n smtDivergence,\n chochOrMss,\n pdArray,\n oteEntry,\n killZone,\n completed,\n };\n}\n",[],[151,224,291,341],"9e80e63b-23e8-4106-b9fa-bb79d49761a4",23,["D",1784187597595],[193,194,195,196,197,198,199,200],[151,224,291],"6dab4a14-5c48-409b-a51f-75ce42158d2a",["D",1784182339533],[192,201,202,203,204,205,206,207,208,209],[151,224],"81aea00a-be69-4c85-a214-22db3888c835","main.tsx","dace1daa-80de-11f1-87fb-1607ee4eb77e","7c64ee57-a0f5-468d-a365-e6482b9012f3",10,["D",1784183006695],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React from \"https://esm.sh/react@18.2.0\";\nimport { createRoot } from \"https://esm.sh/react-dom@18.2.0/client\";\nimport { App } from \"./App.tsx\";\n\ncreateRoot(document.getElementById(\"root\")!).render();\n",[],[151,366,358],"frontend","ee87410f-e49d-40fb-a324-d17cd0f15791","index.html","040a3e60-80df-11f1-810d-1607ee4eb77e",12,["D",1784183075809],"\n\n\n \n \n Multi-Broker Auto-Trading Bot\n 🤖\" />\n \n \n\n\n

\n \n\n\n",[],[151,366,368],"11f9d7e5-90a5-40c3-ade9-56588b1b2722","api.ts","03fe14f0-80df-11f1-872f-1607ee4eb77e",11,["D",1784183075799],"// Tiny typed fetch client.\nasync function req(url: string, opts?: RequestInit): Promise {\n const res = await fetch(url, {\n ...opts,\n headers: { \"Content-Type\": \"application/json\", ...(opts?.headers ?? {}) },\n });\n const text = await res.text();\n const data = text ? JSON.parse(text) : {};\n if (!res.ok) throw new Error(data.error || `HTTP ${res.status}`);\n return data as T;\n}\n\nexport interface Candle {\n time: number; open: number; high: number; low: number; close: number; volume: number;\n}\nexport interface Quote {\n symbol: string; price: number; change: number; percentChange: number; timestamp: number;\n}\nexport interface Factor { name: string; side: string; weight: number; detail: string; }\nexport interface Signal {\n id: number; symbol: string; direction: string; confidence: number; entry: number; stopLoss: number;\n takeProfits: number[]; atr: number; bullishScore: number; bearishScore: number; session: string;\n reasoning: string[]; factors: Factor[]; autoTraded: boolean; createdAt: number;\n}\nexport interface Trade {\n id: number; brokerId: number; brokerType: string; symbol: string; direction: string;\n quantity: number; entryPrice: number; exitPrice: number | null; stopLoss: number;\n takeProfit: number; status: string; pnl: number | null; confidence: number;\n reasoning: string; brokerOrderId: string | null; createdAt: number; closedAt: number | null;\n}\nexport interface BrokerRow {\n id: number; type: string; name: string; apiKey: string; apiSecret: string;\n extra: string; isPaper: boolean; active: boolean; symbols: string; createdAt: number;\n config?: BrokerConfig;\n}\nexport interface BrokerConfig {\n type: string; displayName: string; description: string; icon: string;\n fields: { key: string; label: string; type: string; required: boolean; placeholder?: string }[];\n defaultSymbols: string[]; supportsPaperTrading: boolean; available: boolean;\n}\nexport interface Settings {\n hasApiKey: boolean; riskPerTrade: number; riskReward: number[];\n scanIntervalMin: number; autoTrade: boolean; minConfidence: number;\n maxOpenTrades: number; tradeSymbol: string;\n}\nexport interface TelegramConfig {\n hasToken: boolean; chatId: string; notifyBuy: boolean; notifySell: boolean;\n notifyNeutral: boolean; notifyTrades: boolean; minConfidence: number;\n}\n\nexport const api = {\n candles: (interval: string, symbol?: string, outputsize = 200) =>\n req<{ interval: string; symbol: string; candles: Candle[] }>(\n `/api/market-data?type=candles&interval=${interval}&outputsize=${outputsize}${symbol ? `&symbol=${symbol}` : \"\"}`,\n ),\n quote: (symbol?: string) =>\n req(`/api/market-data?type=quote${symbol ? `&symbol=${symbol}` : \"\"}`),\n analyze: () =>\n req<{ ok: boolean; analysis?: any; telegramSent: boolean; autoTraded: boolean; tradeError?: string; error?: string }>(\n `/api/analyze`, { method: \"POST\" },\n ),\n signals: (limit = 50) => req(`/api/signals?limit=${limit}`),\n trades: (limit = 50) => req(`/api/trades?limit=${limit}`),\n setTradeStatus: (id: number, body: Partial) =>\n req(`/api/trades/${id}`, { method: \"PATCH\", body: JSON.stringify(body) }),\n\n brokers: () => req(`/api/brokers`),\n brokerConfigs: () => req(`/api/brokers/configs`),\n createBroker: (b: any) => req<{ id: number }>(`/api/brokers`, { method: \"POST\", body: JSON.stringify(b) }),\n updateBroker: (id: number, b: any) => req(`/api/brokers/${id}`, { method: \"PATCH\", body: JSON.stringify(b) }),\n deleteBroker: (id: number) => req(`/api/brokers/${id}`, { method: \"DELETE\" }),\n\n settings: () => req(`/api/settings`),\n updateSettings: (s: Partial) =>\n req(`/api/settings`, { method: \"PATCH\", body: JSON.stringify(s) }),\n\n telegram: () => req(`/api/telegram`),\n updateTelegram: (t: Partial) =>\n req(`/api/telegram`, { method: \"PATCH\", body: JSON.stringify(t) }),\n testTelegram: () => req<{ ok: boolean; error?: string }>(`/api/telegram/test`, { method: \"POST\" }),\n};\n",[],[151,366,376],"1b59239c-831c-446e-9dd7-fcfbb9ab932b","App.tsx","0cdb37ec-80df-11f1-9439-1607ee4eb77e",15,["D",1784183090593],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useState } from \"https://esm.sh/react@18.2.0\";\nimport { Dashboard } from \"./tabs/Dashboard.tsx\";\nimport { Signals } from \"./tabs/Signals.tsx\";\nimport { Trades } from \"./tabs/Trades.tsx\";\nimport { Brokers } from \"./tabs/Brokers.tsx\";\nimport { SettingsTab } from \"./tabs/SettingsTab.tsx\";\nimport { TelegramTab } from \"./tabs/TelegramTab.tsx\";\n\nconst TABS = [\n { id: \"dashboard\", label: \"Dashboard\", icon: \"📊\" },\n { id: \"brokers\", label: \"Brokers\", icon: \"🔌\" },\n { id: \"signals\", label: \"Signals\", icon: \"📡\" },\n { id: \"trades\", label: \"Trades\", icon: \"💰\" },\n { id: \"settings\", label: \"Settings\", icon: \"⚙️\" },\n { id: \"telegram\", label: \"Telegram\", icon: \"✈️\" },\n];\n\nexport function App() {\n const [tab, setTab] = useState(\"dashboard\");\n return (\n

\n 🤖\n

Multi-Broker Auto-Trading Bot

7 Brokers · Auto-Trade · Multi-Asset

\n \n

\n\n

\n {tab === \"dashboard\" && }\n {tab === \"brokers\" && }\n {tab === \"signals\" && }\n {tab === \"trades\" && }\n {tab === \"settings\" && }\n {tab === \"telegram\" && }\n

\n\n \n

\n );\n}\n",[],[151,366,384],"f9c720bf-2858-45c5-bc79-0ff8bf1b6d03","Trades.tsx","fce3e130-80df-11f1-b755-1607ee4eb77e","fe22d0d8-2e71-4793-8686-91d801e47950",18,["D",1784183493321],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type Trade } from \"../api.ts\";\nimport { Card, TradeCard } from \"../components/ui.tsx\";\n\nexport function Trades() {\n const [trades, setTrades] = useState([]);\n const [loading, setLoading] = useState(true);\n\n async function load() {\n setLoading(true);\n setTrades(await api.trades(100).catch(() => []));\n setLoading(false);\n }\n\n useEffect(() => { load(); }, []);\n\n async function closeTrade(id: number, pnl: number) {\n await api.setTradeStatus(id, { status: \"closed\", pnl, closedAt: Date.now() });\n await load();\n }\n\n const totalPnl = trades.filter((t) => t.pnl !== null).reduce((sum, t) => sum + (t.pnl ?? 0), 0);\n const openCount = trades.filter((t) => t.status === \"open\" || t.status === \"pending\").length;\n const winCount = trades.filter((t) => t.pnl !== null && t.pnl > 0).length;\n const closedCount = trades.filter((t) => t.status === \"closed\").length;\n\n return (\n

Total PnL

= 0 ? \"text-emerald-400\" : \"text-red-400\"}`}>{totalPnl >= 0 ? \"+\" : \"\"}{totalPnl.toFixed(2)}

Open Trades

{openCount}

Win Rate

{closedCount > 0 ? Math.round((winCount / closedCount) * 100) : 0}%

Total Trades

{trades.length}

\n\n \n {loading ? (\n

Loading…

\n ) : trades.length === 0 ? (\n

No trades yet. Enable auto-trade or connect a broker to start.

\n ) : (\n

\n {trades.map((t) => )}\n

\n )}\n \n

\n );\n}\n",[],[151,366,400,392],"tabs","4fb25d47-a15a-4427-a145-91f3efe39666","TelegramTab.tsx","fcf35034-80df-11f1-aa32-1607ee4eb77e",19,["D",1784183493313],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type TelegramConfig } from \"../api.ts\";\nimport { Card, Btn, Input } from \"../components/ui.tsx\";\n\nexport function TelegramTab() {\n const [t, setT] = useState(null);\n const [token, setToken] = useState(\"\");\n const [saved, setSaved] = useState(false);\n const [testing, setTesting] = useState(false);\n const [testResult, setTestResult] = useState(null);\n\n useEffect(() => { api.telegram().then(setT).catch(() => {}); }, []);\n\n async function save() {\n if (!t) return;\n await api.updateTelegram({\n botToken: token || undefined as any,\n chatId: t.chatId,\n notifyBuy: t.notifyBuy, notifySell: t.notifySell,\n notifyNeutral: t.notifyNeutral, notifyTrades: t.notifyTrades,\n minConfidence: t.minConfidence,\n });\n setToken(\"\");\n setSaved(true);\n setT(await api.telegram());\n setTimeout(() => setSaved(false), 2500);\n }\n\n async function test() {\n setTesting(true);\n setTestResult(null);\n try {\n const r = await api.testTelegram();\n setTestResult(r.ok ? \"✅ Message sent!\" : \"❌ \" + r.error);\n } catch (e) {\n setTestResult(\"❌ \" + String((e as Error).message));\n } finally {\n setTesting(false);\n }\n }\n\n if (!t) return

Loading…

;\n\n return (\n

\n \n Bot Token {t.hasToken && ✓ saved}\n setToken(e.target.value)} className=\"mt-1 mb-3\" />\n Chat ID\n setT({ ...t, chatId: e.target.value })} placeholder=\"Your chat ID\" className=\"mt-1 mb-3\" />\n Min Confidence to Notify (%)\n setT({ ...t, minConfidence: Number(e.target.value) })} className=\"mt-1\" />\n

\n Create a bot via @BotFather.\n Get your chat ID from @userinfobot.\n

\n \n\n \n

\n \n setT({ ...t, notifyBuy: e.target.checked })} /> Notify on BUY signals\n \n \n setT({ ...t, notifySell: e.target.checked })} /> Notify on SELL signals\n \n \n setT({ ...t, notifyNeutral: e.target.checked })} /> Notify on NEUTRAL signals\n \n \n setT({ ...t, notifyTrades: e.target.checked })} /> Notify on auto-trade execution\n \n

\n \n\n

\n Save\n {testing ? \"Sending…\" : \"Send Test Message\"}\n {saved && ✓ Saved}\n {testResult && {testResult}}\n

\n );\n}\n",[],[151,366,400,402],"81116cdd-c5fd-4ab4-bb7e-c92673b7acca","Signals.tsx","99165ade-80df-11f1-a5d4-1607ee4eb77e",16,["D",1784183325945],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type Signal } from \"../api.ts\";\nimport { Card, SignalCard } from \"../components/ui.tsx\";\n\nexport function Signals() {\n const [signals, setSignals] = useState([]);\n const [loading, setLoading] = useState(true);\n\n async function load() {\n setLoading(true);\n setSignals(await api.signals(100).catch(() => []));\n setLoading(false);\n }\n\n useEffect(() => { load(); }, []);\n\n return (\n \n {loading ? (\n

Loading…

\n ) : signals.length === 0 ? (\n

No signals yet. Run a scan from the Dashboard.

\n ) : (\n

\n {signals.map((s) => )}\n

\n )}\n \n );\n}\n",[],[151,366,400,410],"ac9d1bb2-dc3a-42bb-88c6-7d5f3ecc8f7b","SettingsTab.tsx","fd41127e-80df-11f1-83f6-1607ee4eb77e",21,["D",1784183493329],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type Settings } from \"../api.ts\";\nimport { Card, Btn, Input } from \"../components/ui.tsx\";\n\nexport function SettingsTab() {\n const [s, setS] = useState(null);\n const [apiKey, setApiKey] = useState(\"\");\n const [saved, setSaved] = useState(false);\n\n useEffect(() => { api.settings().then(setS).catch(() => {}); }, []);\n\n async function save() {\n if (!s) return;\n await api.updateSettings({\n apiKey: apiKey || undefined as any,\n riskPerTrade: s.riskPerTrade,\n riskReward: s.riskReward,\n scanIntervalMin: s.scanIntervalMin,\n minConfidence: s.minConfidence,\n maxOpenTrades: s.maxOpenTrades,\n tradeSymbol: s.tradeSymbol,\n });\n setApiKey(\"\");\n setSaved(true);\n setS(await api.settings());\n setTimeout(() => setSaved(false), 2500);\n }\n\n if (!s) return

Loading…

;\n\n return (\n

\n \n API Key {s.hasApiKey && ✓ saved}\n setApiKey(e.target.value)} className=\"mt-1\" />\n

\n Get a free key (800 calls/day) at{\" \"}\n twelvedata.com.\n Stored securely server-side.\n

\n \n\n \n Risk per trade (%)\n setS({ ...s, riskPerTrade: Number(e.target.value) })} className=\"mt-1 mb-3\" />\n Risk : Reward ratios (TP1 / TP2 / TP3)\n

\n {s.riskReward.map((r, i) => (\n {\n const rr = [...s.riskReward]; rr[i] = Number(e.target.value); setS({ ...s, riskReward: rr });\n }} />\n ))}\n

\n \n\n \n Trading Symbol\n setS({ ...s, tradeSymbol: e.target.value })} className=\"mt-1 mb-3\" />\n Min Confidence to Auto-Trade (%)\n setS({ ...s, minConfidence: Number(e.target.value) })} className=\"mt-1 mb-3\" />\n Max Open Trades\n setS({ ...s, maxOpenTrades: Number(e.target.value) })} className=\"mt-1 mb-3\" />\n Auto-scan interval (minutes)\n setS({ ...s, scanIntervalMin: Number(e.target.value) })} className=\"mt-1\" />\n

Free tier enforces 15-min minimum cron interval.

\n \n\n

\n Save Settings\n {saved && ✓ Saved}\n

\n );\n}\n",[],[151,366,400,418],"1dfd1c23-a9fe-434b-859f-a5b3866f087d","Dashboard.tsx","fcd929fc-80df-11f1-9402-1607ee4eb77e",17,["D",1784183493313],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type Candle, type Quote, type Settings, type Signal } from \"../api.ts\";\nimport { Card, Btn, SignalCard } from \"../components/ui.tsx\";\nimport { CandleChart } from \"../components/Chart.tsx\";\n\nconst TIMEFRAMES = [\"1min\", \"5min\", \"15min\", \"30min\", \"1h\", \"1day\"];\n\nexport function Dashboard() {\n const [tf, setTf] = useState(\"5min\");\n const [candles, setCandles] = useState([]);\n const [quote, setQuote] = useState(null);\n const [signals, setSignals] = useState([]);\n const [settings, setSettings] = useState(null);\n const [loading, setLoading] = useState(false);\n const [scanning, setScanning] = useState(false);\n const [msg, setMsg] = useState(null);\n\n async function loadChart(interval = tf) {\n setLoading(true);\n setMsg(null);\n try {\n const [c, q] = await Promise.all([\n api.candles(interval, settings?.tradeSymbol),\n api.quote(settings?.tradeSymbol).catch(() => null),\n ]);\n setCandles(c.candles);\n if (q) setQuote(q);\n } catch (e) {\n setMsg(String((e as Error).message));\n } finally {\n setLoading(false);\n }\n }\n\n async function loadMeta() {\n setSignals(await api.signals(10).catch(() => []));\n setSettings(await api.settings().catch(() => null));\n }\n\n useEffect(() => { loadMeta(); }, []);\n useEffect(() => { if (settings) loadChart(tf); }, [tf, settings?.tradeSymbol]);\n\n async function scanNow() {\n setScanning(true);\n setMsg(null);\n try {\n const r = await api.analyze();\n if (!r.ok) setMsg(\"Scan failed: \" + r.error);\n else setMsg(`New ${r.analysis.direction} signal @ ${r.analysis.confidence}%${r.autoTraded ? \" · 🤖 AUTO-TRADED\" : \"\"}${r.telegramSent ? \" · sent to Telegram\" : \"\"}${r.tradeError ? \" · trade: \" + r.tradeError : \"\"}`);\n await loadMeta();\n await loadChart();\n } catch (e) {\n setMsg(String((e as Error).message));\n } finally {\n setScanning(false);\n }\n }\n\n async function toggleAutoTrade() {\n if (!settings) return;\n await api.updateSettings({ autoTrade: !settings.autoTrade });\n setSettings({ ...settings, autoTrade: !settings.autoTrade });\n }\n\n const up = (quote?.change ?? 0) >= 0;\n const sym = settings?.tradeSymbol ?? \"XAU/USD\";\n\n return (\n

\n {!settings?.hasApiKey && (\n

\n ⚠️ No Twelve Data API key set. Go to Settings and add your key to load live data.\n

\n )}\n\n

\n \n

{sym}

\n {quote ? quote.price.toFixed(2) : \"—\"}\n

\n {quote && (\n

\n {up ? \"▲\" : \"▼\"} {quote.change.toFixed(2)} ({quote.percentChange.toFixed(2)}%)\n

\n )}\n

\n \n {scanning ? \"Scanning…\" : \"🔍 Scan Now\"}\n \n \n {settings?.autoTrade ? \"⏹ Stop Auto-Trade\" : \"▶ Start Auto-Trade\"}\n \n {settings && (\n

\n Auto-trade {settings.autoTrade ? \"🟢 ON\" : \"⚪ OFF\"} · Min conf {settings.minConfidence}% · Max {settings.maxOpenTrades} trades\n

\n )}\n

\n \n\n \n

\n {TIMEFRAMES.map((t) => (\n \n ))}\n

\n {loading ? (\n

Loading chart…

\n ) : candles.length ? (\n \n ) : (\n

No data yet — add API key in Settings

\n )}\n \n

\n\n {msg &&

{msg}

}\n\n \n {signals.length === 0 ? (\n

No signals yet. Click Scan Now to generate one.

\n ) : (\n

\n {signals.map((s) => )}\n

\n )}\n \n

\n );\n}\n",[],[151,366,400,426],"1418a428-7533-4e45-9da1-e297720642a7","Brokers.tsx","fd0efc62-80df-11f1-9439-1607ee4eb77e",20,["D",1784183493322],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useState } from \"https://esm.sh/react@18.2.0\";\nimport { api, type BrokerRow, type BrokerConfig } from \"../api.ts\";\nimport { Card, Btn, Input } from \"../components/ui.tsx\";\n\nexport function Brokers() {\n const [brokers, setBrokers] = useState([]);\n const [configs, setConfigs] = useState([]);\n const [showAdd, setShowAdd] = useState(false);\n const [selType, setSelType] = useState(\"alpaca\");\n const [form, setForm] = useState({ name: \"\", apiKey: \"\", apiSecret: \"\", extra: \"\", symbols: \"XAU/USD\", isPaper: true });\n\n async function load() {\n setBrokers(await api.brokers().catch(() => []));\n setConfigs(await api.brokerConfigs().catch(() => []));\n }\n\n useEffect(() => { load(); }, []);\n\n async function addBroker() {\n const cfg = configs.find((c) => c.type === selType);\n await api.createBroker({ type: selType, name: form.name || cfg?.displayName || selType, ...form });\n setForm({ name: \"\", apiKey: \"\", apiSecret: \"\", extra: \"\", symbols: cfg?.defaultSymbols?.join(\",\") ?? \"XAU/USD\", isPaper: true });\n setShowAdd(false);\n await load();\n }\n\n async function toggleActive(b: BrokerRow) {\n await api.updateBroker(b.id, { active: !b.active });\n await load();\n }\n\n async function removeBroker(id: number) {\n await api.deleteBroker(id);\n await load();\n }\n\n const selCfg = configs.find((c) => c.type === selType);\n\n return (\n

Connected Brokers

\n setShowAdd(!showAdd)}>{showAdd ? \"Cancel\" : \"+ Add Broker\"}\n

\n\n {showAdd && (\n \n Broker Type\n \n {selCfg &&

{selCfg.description}

}\n

Display Name setForm({ ...form, name: e.target.value })} placeholder={selCfg?.displayName} className=\"mt-1\" />

API Key setForm({ ...form, apiKey: e.target.value })} placeholder={selCfg?.fields[0]?.placeholder} className=\"mt-1\" />

\n {selCfg && selCfg.fields.length > 1 && (\n

{selCfg.fields[1].label} setForm({ ...form, apiSecret: e.target.value })} placeholder={selCfg.fields[1].placeholder} className=\"mt-1\" />

\n )}\n {selCfg && selCfg.fields.length > 2 && (\n

{selCfg.fields[2].label} setForm({ ...form, extra: e.target.value })} placeholder={selCfg.fields[2].placeholder} className=\"mt-1\" />

\n )}\n

Symbols (comma-separated) setForm({ ...form, symbols: e.target.value })} className=\"mt-1\" />

\n \n setForm({ ...form, isPaper: e.target.checked })} /> Paper / Testnet mode\n \n

Add Broker

\n \n )}\n\n {brokers.length === 0 ? (\n

No brokers connected. Click + Add Broker to connect Alpaca, Binance, Bybit, OANDA, Deriv, IBKR, or MT5.

\n ) : (\n

\n {brokers.map((b) => (\n \n

\n {b.config?.icon ?? \"🔌\"}\n

{b.name}

{b.type.toUpperCase()} · {b.symbols} · {b.isPaper ? \"Paper\" : \"Live\"}

\n toggleActive(b)}>{b.active ? \"Deactivate\" : \"Activate\"}\n removeBroker(b.id)}>Delete\n

\n \n ))}\n

\n )}\n\n \n

\n {configs.map((c) => (\n

\n {c.icon}\n

{c.displayName}

{c.description}

\n \n {c.available ? \"✓ Available\" : \"⚠ Needs gateway\"}\n \n {c.supportsPaperTrading && Paper}\n

\n ))}\n

\n \n

\n );\n}\n",[],[151,366,400,434],"96cabb7a-096f-4f37-bd23-51478402851a",["D",1784183325945],[181,182,183,184,185,186],[151,366,400],"d0e72cca-eb37-4477-97d1-35f4c024bee5","ui.tsx","0410e3dc-80df-11f1-b6a2-1607ee4eb77e","62036ca6-6f19-456b-8f8e-5b2cdf3c7e27",13,["D",1784183075821],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useState } from \"https://esm.sh/react@18.2.0\";\nimport type { Signal, Trade } from \"../api.ts\";\n\nexport function Card({ title, children, className = \"\" }: { title?: string; children: React.ReactNode; className?: string }) {\n return (\n

\n {title &&

{title}

}\n {children}\n

\n );\n}\n\nexport function Btn({ children, onClick, variant = \"primary\", disabled, className = \"\" }: {\n children: React.ReactNode; onClick?: () => void; variant?: \"primary\" | \"ghost\" | \"danger\" | \"success\"; disabled?: boolean; className?: string;\n}) {\n const styles: Record = {\n primary: \"bg-amber-500 hover:bg-amber-400 text-slate-950\",\n success: \"bg-emerald-600 hover:bg-emerald-500 text-white\",\n danger: \"bg-red-600 hover:bg-red-500 text-white\",\n ghost: \"bg-slate-800 hover:bg-slate-700 text-slate-200\",\n };\n return (\n \n );\n}\n\nexport function Input(props: React.InputHTMLAttributes) {\n return ;\n}\n\nexport function DirBadge({ dir }: { dir: string }) {\n const map: Record = {\n BUY: \"bg-emerald-500/15 text-emerald-400 border-emerald-500/30\",\n SELL: \"bg-red-500/15 text-red-400 border-red-500/30\",\n NEUTRAL: \"bg-slate-500/15 text-slate-400 border-slate-500/30\",\n };\n return {dir};\n}\n\nexport function StatusBadge({ status }: { status: string }) {\n const map: Record = {\n pending: [\"Pending\", \"bg-amber-500/15 text-amber-400\"],\n open: [\"Open\", \"bg-blue-500/15 text-blue-400\"],\n closed: [\"Closed\", \"bg-slate-600/20 text-slate-400\"],\n cancelled: [\"Cancelled\", \"bg-slate-600/20 text-slate-400\"],\n rejected: [\"Rejected\", \"bg-red-500/15 text-red-400\"],\n };\n const [label, cls] = map[status] ?? [\"—\", \"bg-slate-600/20 text-slate-400\"];\n return {label};\n}\n\nexport function SignalCard({ s }: { s: Signal }) {\n const [open, setOpen] = useState(false);\n const time = new Date(s.createdAt).toLocaleString();\n return (\n

\n \n {s.confidence}%\n {s.autoTraded && 🤖 Auto-Traded}\n

\n {s.symbol}\n {time}\n

\n \n \n \n \n \n

\n 🟢 {s.bullishScore} / 🔴 {s.bearishScore} · {s.session} · ATR {s.atr}\n

\n \n

\n {open && (\n

• {r}

\n )}\n

\n );\n}\n\nexport function TradeCard({ t, onClose }: { t: Trade; onClose?: (id: number, pnl: number) => void }) {\n const [pnl, setPnl] = useState(\"\");\n const time = new Date(t.createdAt).toLocaleString();\n return (\n

\n \n {t.symbol}\n \n

\n {t.brokerType.toUpperCase()} · {time}\n

\n \n \n \n \n \n = 0 ? \"text-emerald-400\" : \"text-red-400\"} />\n

\n {t.reasoning &&

{t.reasoning}

}\n {onClose && t.status === \"open\" && (\n

\n setPnl(e.target.value)} className=\"w-32\" />\n onClose(t.id, Number(pnl) || 0)}>Close Trade\n

\n )}\n

\n );\n}\n\nfunction Stat({ label, value, cls = \"\" }: { label: string; value: number | string; cls?: string }) {\n return (\n

{label}

{value}

\n );\n}\n",[],[151,366,454,446],"components","e8c5b262-c862-4b1c-b0a1-64a1b708cf8f","Chart.tsx","0cccf722-80df-11f1-ba29-1607ee4eb77e",14,["D",1784183090591],"/** @jsxImportSource https://esm.sh/react@18.2.0 */\nimport React, { useEffect, useRef } from \"https://esm.sh/react@18.2.0\";\nimport type { Candle } from \"../api.ts\";\n\nexport function CandleChart({ candles }: { candles: Candle[] }) {\n const ref = useRef(null);\n\n useEffect(() => {\n const canvas = ref.current;\n if (!canvas || candles.length === 0) return;\n const dpr = window.devicePixelRatio || 1;\n const W = canvas.clientWidth;\n const H = canvas.clientHeight;\n canvas.width = W * dpr;\n canvas.height = H * dpr;\n const ctx = canvas.getContext(\"2d\")!;\n ctx.scale(dpr, dpr);\n ctx.clearRect(0, 0, W, H);\n\n const priceH = H * 0.78;\n const volH = H * 0.22;\n const padR = 56;\n const plotW = W - padR;\n\n const data = candles.slice(-120);\n const highs = data.map((c) => c.high);\n const lows = data.map((c) => c.low);\n const maxP = Math.max(...highs);\n const minP = Math.min(...lows);\n const range = maxP - minP || 1;\n const maxV = Math.max(...data.map((c) => c.volume), 1);\n\n const cw = plotW / data.length;\n const bodyW = Math.max(1, cw * 0.6);\n const yP = (p: number) => 6 + (priceH - 12) * (1 - (p - minP) / range);\n\n ctx.font = \"10px ui-monospace, monospace\";\n ctx.textBaseline = \"middle\";\n for (let i = 0; i <= 4; i++) {\n const p = minP + (range * i) / 4;\n const y = yP(p);\n ctx.strokeStyle = \"rgba(148,163,184,0.12)\";\n ctx.beginPath();\n ctx.moveTo(0, y);\n ctx.lineTo(plotW, y);\n ctx.stroke();\n ctx.fillStyle = \"rgba(148,163,184,0.8)\";\n ctx.fillText(p.toFixed(2), plotW + 6, y);\n }\n\n data.forEach((c, i) => {\n const x = i * cw + cw / 2;\n const up = c.close >= c.open;\n const color = up ? \"#22c55e\" : \"#ef4444\";\n ctx.strokeStyle = color;\n ctx.fillStyle = color;\n ctx.beginPath();\n ctx.moveTo(x, yP(c.high));\n ctx.lineTo(x, yP(c.low));\n ctx.stroke();\n const yo = yP(c.open);\n const yc = yP(c.close);\n const top = Math.min(yo, yc);\n const h = Math.max(1, Math.abs(yc - yo));\n ctx.fillRect(x - bodyW / 2, top, bodyW, h);\n const vh = (c.volume / maxV) * (volH - 6);\n ctx.globalAlpha = 0.5;\n ctx.fillRect(x - bodyW / 2, H - vh, bodyW, vh);\n ctx.globalAlpha = 1;\n });\n }, [candles]);\n\n return

Diff · v41