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Use GET.\",\n },\n 405,\n );\n }\n\n const url = new URL(req.url);\n\n const requestedPair = url.searchParams.get(\"pair\") ?? \"BTCUSD\";\n const { krakenPair, standardPair } = normalizeKrakenPair(requestedPair);\n\n const intervalMinutes = numberParam(url, \"interval\", 15, 1, 1440);\n const depthCount = numberParam(url, \"depth_count\", 25, 5, 500);\n const depthLevels = numberParam(url, \"depth_levels\", 5, 1, depthCount);\n\n const atrPeriod = numberParam(url, \"atr_period\", 14, 2, 100);\n const shortVolWindow = numberParam(url, \"short_vol_window\", 10, 2, 200);\n const longVolWindow = numberParam(\n url,\n \"long_vol_window\",\n 30,\n shortVolWindow + 1,\n 500,\n );\n\n const baseSlAtrMultiplier = numberParam(url, \"base_sl_mult\", 1.5, 0.1, 20);\n const baseTpAtrMultiplier = numberParam(url, \"base_tp_mult\", 2.5, 0.1, 50);\n\n const slImbalanceSensitivity = numberParam(url, \"alpha\", 0.25, 0, 2);\n const tpImbalanceSensitivity = numberParam(url, \"beta\", 0.35, 0, 2);\n const winProbabilityImbalanceSensitivity = numberParam(\n url,\n \"kappa\",\n 0.15,\n 0,\n 0.45,\n );\n\n const ohlcUrl = `https://api.kraken.com/0/public/OHLC?pair=${\n encodeURIComponent(krakenPair)\n }&interval=${intervalMinutes}`;\n\n const depthUrl = `https://api.kraken.com/0/public/Depth?pair=${\n encodeURIComponent(krakenPair)\n }&count=${depthCount}`;\n\n try {\n const [ohlcJson, depthJson] = await Promise.all([\n fetchKrakenJson(ohlcUrl),\n fetchKrakenJson(depthUrl),\n ]);\n\n if (Array.isArray(ohlcJson.error) && ohlcJson.error.length > 0) {\n return json(\n {\n success: false,\n exchange: \"kraken\",\n endpoint: \"OHLC\",\n errors: ohlcJson.error,\n },\n 502,\n );\n }\n\n if (Array.isArray(depthJson.error) && depthJson.error.length > 0) {\n return json(\n {\n success: false,\n exchange: \"kraken\",\n endpoint: \"Depth\",\n errors: depthJson.error,\n },\n 502,\n );\n }\n\n const ohlcKey = firstKrakenResultKey(ohlcJson.result, [\"last\"]);\n const depthKey = firstKrakenResultKey(depthJson.result, []);\n\n if (!ohlcKey || !depthKey) {\n return json(\n {\n success: false,\n error: \"Unable to locate Kraken result keys.\",\n },\n 502,\n );\n }\n\n const candles = ohlcJson.result[ohlcKey] as KrakenCandle[];\n const bids = depthJson.result[depthKey].bids as KrakenDepthLevel[];\n const asks = depthJson.result[depthKey].asks as KrakenDepthLevel[];\n\n if (!Array.isArray(candles) || candles.length < longVolWindow + 2) {\n return json(\n {\n success: false,\n error: \"Insufficient OHLC candle data returned by Kraken.\",\n requiredMinimumCandles: longVolWindow + 2,\n actualCandles: Array.isArray(candles) ? candles.length : 0,\n },\n 502,\n );\n }\n\n if (\n !Array.isArray(bids) || !Array.isArray(asks) || bids.length === 0 ||\n asks.length === 0\n ) {\n return json(\n {\n success: false,\n error: \"Insufficient order book depth returned by Kraken.\",\n },\n 502,\n );\n }\n\n const bestBid = parseFloat(bids[0][0]);\n const bestAsk = parseFloat(asks[0][0]);\n const midPrice = (bestBid + bestAsk) / 2;\n\n if (\n !isFinitePositive(bestBid) || !isFinitePositive(bestAsk) ||\n !isFinitePositive(midPrice)\n ) {\n return json(\n {\n success: false,\n error: \"Invalid best bid / ask data returned by Kraken.\",\n },\n 502,\n );\n }\n\n const spreadPercent = ((bestAsk - bestBid) / midPrice) * 100;\n\n const imbalance = calculateOrderBookImbalance(bids, asks, depthLevels);\n\n const volatility = calculateVolatilityDynamics(candles, {\n atrPeriod,\n shortVolWindow,\n longVolWindow,\n });\n\n if (!isFinitePositive(volatility.atr)) {\n return json(\n {\n success: false,\n error: \"Invalid ATR calculation.\",\n },\n 500,\n );\n }\n\n const long = buildRiskBracket({\n direction: \"long\",\n midPrice,\n atr: volatility.atr,\n imbalance,\n compressionRatio: volatility.compressionRatio,\n baseSlAtrMultiplier,\n baseTpAtrMultiplier,\n slImbalanceSensitivity,\n tpImbalanceSensitivity,\n winProbabilityImbalanceSensitivity,\n });\n\n const short = buildRiskBracket({\n direction: \"short\",\n midPrice,\n atr: volatility.atr,\n imbalance,\n compressionRatio: volatility.compressionRatio,\n baseSlAtrMultiplier,\n baseTpAtrMultiplier,\n slImbalanceSensitivity,\n tpImbalanceSensitivity,\n winProbabilityImbalanceSensitivity,\n });\n\n const payload: RiskTensorPayload = {\n success: true,\n version: \"kraken-risk-tensor/v2\",\n timestamp: new Date().toISOString(),\n source: {\n exchange: \"kraken\",\n transport: \"rest\",\n webhook: false,\n },\n asset: standardPair,\n pair: {\n requested: requestedPair,\n kraken: krakenPair,\n },\n marketMetrics: {\n midPrice: roundByPrice(midPrice, midPrice),\n bestBid: roundByPrice(bestBid, midPrice),\n bestAsk: roundByPrice(bestAsk, midPrice),\n spreadPercent: round(spreadPercent, 5),\n imbalance: round(imbalance, 6),\n compressionRatio: round(volatility.compressionRatio, 6),\n atr: roundByPrice(volatility.atr, midPrice),\n volatilityShort: round(volatility.volatilityShort, 8),\n volatilityLong: round(volatility.volatilityLong, 8),\n },\n riskTensor: {\n long,\n short,\n },\n parameters: {\n intervalMinutes,\n depthCount,\n depthLevels,\n atrPeriod,\n shortVolWindow,\n longVolWindow,\n baseSlAtrMultiplier,\n baseTpAtrMultiplier,\n slImbalanceSensitivity,\n tpImbalanceSensitivity,\n winProbabilityImbalanceSensitivity,\n },\n };\n\n return json(payload, 200, {\n \"Cache-Control\":\n \"public, max-age=0, s-maxage=3, stale-while-revalidate=2\",\n });\n } catch (err) {\n return json(\n {\n success: false,\n error: err instanceof Error ? err.message : \"Unknown server error.\",\n },\n 500,\n );\n }\n}\n\n/**\n * Normalizes common symbols to Kraken's preferred REST pair names.\n */\nfunction normalizeKrakenPair(input: string): {\n krakenPair: string;\n standardPair: string;\n} {\n const sanitized = input.toUpperCase().replace(/[^A-Z0-9]/g, \"\");\n\n const map: Record = {\n BTCUSD: { krakenPair: \"XXBTZUSD\", standardPair: \"BTC/USD\" },\n XBTUSD: { krakenPair: \"XXBTZUSD\", standardPair: \"BTC/USD\" },\n ETHUSD: { krakenPair: \"XETHZUSD\", standardPair: \"ETH/USD\" },\n SOLUSD: { krakenPair: \"SOLUSD\", standardPair: \"SOL/USD\" },\n ADAUSD: { krakenPair: \"ADAUSD\", standardPair: \"ADA/USD\" },\n XRPUSD: { krakenPair: \"XXRPZUSD\", standardPair: \"XRP/USD\" },\n DOTUSD: { krakenPair: \"DOTUSD\", standardPair: \"DOT/USD\" },\n LTCUSD: { krakenPair: \"XLTCZUSD\", standardPair: \"LTC/USD\" },\n DOGEUSD: { krakenPair: \"XDGUSD\", standardPair: \"DOGE/USD\" },\n AVAXUSD: { krakenPair: \"AVAXUSD\", standardPair: \"AVAX/USD\" },\n };\n\n if (map[sanitized]) return map[sanitized];\n\n return {\n krakenPair: sanitized,\n standardPair: input,\n };\n}\n\n/**\n * Fetch wrapper for Kraken REST.\n */\nasync function fetchKrakenJson(url: string): Promise {\n const res = await fetch(url, {\n method: \"GET\",\n headers: {\n Accept: \"application/json\",\n \"User-Agent\": \"val-town-kraken-risk-tensor\",\n },\n signal: AbortSignal.timeout(7000),\n });\n\n if (!res.ok) {\n throw new Error(`Kraken request failed with HTTP ${res.status}`);\n }\n\n return await res.json();\n}\n\n/**\n * Kraken result keys are dynamic because returned asset-pair names may differ\n * from requested names.\n */\nfunction firstKrakenResultKey(\n result: Record,\n exclude: string[],\n): string | undefined {\n if (!result || typeof result !== \"object\") return undefined;\n\n return Object.keys(result).find((key) => !exclude.includes(key));\n}\n\n/**\n * Computes volatility compression and ATR.\n *\n * compressionRatio = short-window stdev(log returns) / long-window stdev(log returns)\n *\n * Low compressionRatio means volatility is compressed relative to the longer window.\n */\nfunction calculateVolatilityDynamics(\n candles: KrakenCandle[],\n config: {\n atrPeriod: number;\n shortVolWindow: number;\n longVolWindow: number;\n },\n): {\n atr: number;\n compressionRatio: number;\n volatilityShort: number;\n volatilityLong: number;\n} {\n // Use all returned candles. Kraken's latest candle may be open, which is acceptable\n // for live risk emission. If you want only closed candles, use candles.slice(0, -1).\n const closes = candles.map((c) => parseFloat(c[4]));\n const highs = candles.map((c) => parseFloat(c[2]));\n const lows = candles.map((c) => parseFloat(c[3]));\n\n const trueRanges: number[] = [];\n\n for (let i = 1; i < candles.length; i++) {\n const highLow = highs[i] - lows[i];\n const highPrevClose = Math.abs(highs[i] - closes[i - 1]);\n const lowPrevClose = Math.abs(lows[i] - closes[i - 1]);\n\n trueRanges.push(Math.max(highLow, highPrevClose, lowPrevClose));\n }\n\n const atrValues = trueRanges.slice(-config.atrPeriod);\n const atr = average(atrValues);\n\n const logReturns: number[] = [];\n\n for (let i = 1; i < closes.length; i++) {\n if (isFinitePositive(closes[i]) && isFinitePositive(closes[i - 1])) {\n logReturns.push(Math.log(closes[i] / closes[i - 1]));\n }\n }\n\n const volatilityShort = standardDeviation(\n logReturns.slice(-config.shortVolWindow),\n );\n const volatilityLong = standardDeviation(\n logReturns.slice(-config.longVolWindow),\n );\n\n const compressionRatioRaw = volatilityShort / Math.max(volatilityLong, 1e-12);\n\n const compressionRatio =\n Number.isFinite(compressionRatioRaw) && compressionRatioRaw > 0\n ? compressionRatioRaw\n : 1;\n\n return {\n atr,\n compressionRatio,\n volatilityShort,\n volatilityLong,\n };\n}\n\n/**\n * Order book imbalance:\n *\n * I = (bidVolume - askVolume) / (bidVolume + askVolume)\n *\n * Range: [-1, 1]\n *\n * Positive means bid-side support dominates.\n * Negative means ask-side pressure dominates.\n */\nfunction calculateOrderBookImbalance(\n bids: KrakenDepthLevel[],\n asks: KrakenDepthLevel[],\n depthLevels: number,\n): number {\n const levels = Math.min(depthLevels, bids.length, asks.length);\n\n let bidVolume = 0;\n let askVolume = 0;\n\n for (let i = 0; i < levels; i++) {\n bidVolume += parseFloat(bids[i][1]);\n askVolume += parseFloat(asks[i][1]);\n }\n\n const denominator = bidVolume + askVolume;\n\n if (!isFinitePositive(denominator)) return 0;\n\n return clamp((bidVolume - askVolume) / denominator, -1, 1);\n}\n\n/**\n * Builds asymmetric TP/SL for long or short.\n *\n * Stop-loss:\n * - Adjusted by ATR.\n * - Adjusted by directional imbalance.\n * - Adjusted by volatility compression via phi.\n *\n * Take-profit:\n * - Adjusted by ATR.\n * - Expanded when volatility is compressed via psi.\n * - Adjusted by directional imbalance.\n */\nfunction buildRiskBracket(input: {\n direction: \"long\" | \"short\";\n midPrice: number;\n atr: number;\n imbalance: number;\n compressionRatio: number;\n baseSlAtrMultiplier: number;\n baseTpAtrMultiplier: number;\n slImbalanceSensitivity: number;\n tpImbalanceSensitivity: number;\n winProbabilityImbalanceSensitivity: number;\n}): RiskBracket {\n const {\n direction,\n midPrice,\n atr,\n imbalance,\n compressionRatio,\n baseSlAtrMultiplier,\n baseTpAtrMultiplier,\n slImbalanceSensitivity,\n tpImbalanceSensitivity,\n winProbabilityImbalanceSensitivity,\n } = input;\n\n const isLong = direction === \"long\";\n const directionalSign = isLong ? 1 : -1;\n\n /**\n * SL compression factor.\n *\n * If compressionRatio > 1, short-term vol exceeds long-term vol,\n * so stops are allowed to widen slightly.\n *\n * If compressionRatio < 1, stops compress slightly.\n */\n const phi = clamp(compressionRatio, 0.7, 1.3);\n\n /**\n * TP compression factor.\n *\n * If volatility is compressed, 1 / compressionRatio increases TP distance.\n */\n const psi = clamp(1 / Math.max(compressionRatio, 1e-8), 0.8, 1.8);\n\n const slImbalanceTerm = clamp(\n 1 - directionalSign * slImbalanceSensitivity * imbalance,\n 0.25,\n 2.5,\n );\n\n const tpImbalanceTerm = clamp(\n 1 + directionalSign * tpImbalanceSensitivity * imbalance,\n 0.25,\n 3,\n );\n\n const stopLossAtrMultiplier = baseSlAtrMultiplier * slImbalanceTerm * phi;\n const takeProfitAtrMultiplier = baseTpAtrMultiplier * tpImbalanceTerm * psi;\n\n const stopDistance = stopLossAtrMultiplier * atr;\n const targetDistance = takeProfitAtrMultiplier * atr;\n\n const stopLoss = isLong\n ? Math.max(0.00000001, midPrice - stopDistance)\n : midPrice + stopDistance;\n\n const takeProfit = isLong\n ? midPrice + targetDistance\n : Math.max(0.00000001, midPrice - targetDistance);\n\n const risk = Math.abs(midPrice - stopLoss);\n const reward = Math.abs(takeProfit - midPrice);\n\n const riskRewardRatio = reward / Math.max(risk, 1e-12);\n\n const winProbabilityEstimate = clamp(\n 0.5 + directionalSign * winProbabilityImbalanceSensitivity * imbalance,\n 0.35,\n 0.65,\n );\n\n const rawKelly =\n (winProbabilityEstimate * riskRewardRatio - (1 - winProbabilityEstimate)) /\n Math.max(riskRewardRatio, 1e-12);\n\n /**\n * This is an allocation factor, not a guaranteed recommended position size.\n * Kept tightly capped for safety.\n */\n const kellyAllocationFactor = clamp(rawKelly, 0.01, 0.15);\n\n return {\n direction,\n entryPrice: roundByPrice(midPrice, midPrice),\n stopLoss: roundByPrice(stopLoss, midPrice),\n takeProfit: roundByPrice(takeProfit, midPrice),\n riskRewardRatio: round(riskRewardRatio, 4),\n rawSpreadPercent: {\n stopLossPercent: round((risk / midPrice) * 100, 5),\n takeProfitPercent: round((reward / midPrice) * 100, 5),\n },\n multipliers: {\n stopLossAtrMultiplier: round(stopLossAtrMultiplier, 5),\n takeProfitAtrMultiplier: round(takeProfitAtrMultiplier, 5),\n },\n winProbabilityEstimate: round(winProbabilityEstimate, 4),\n kellyAllocationFactor: round(kellyAllocationFactor, 4),\n };\n}\n\nfunction numberParam(\n url: URL,\n name: string,\n fallback: number,\n min: number,\n max: number,\n): number {\n const raw = url.searchParams.get(name);\n\n if (raw === null || raw.trim() === \"\") return fallback;\n\n const parsed = Number(raw);\n\n if (!Number.isFinite(parsed)) return fallback;\n\n return clamp(parsed, min, max);\n}\n\nfunction standardDeviation(values: number[]): number {\n if (values.length === 0) return 0;\n\n const mean = average(values);\n\n const variance =\n values.reduce((sum, value) => sum + Math.pow(value - 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