\n\n\n\n\n`,\n {\n headers: { \"content-type\": \"text/html\" },\n },\n );\n}",[133],"44959e56-495e-11f1-b9d4-42b51c65c3df","gpt55_kraken.tsx","16f4ff18-4955-11f1-ab0e-42b51c65c3df",149,["D",1778080465139],65,"/**\n * Kraken Risk Tensor Emitter\n *\n * Modern Val Town HTTP val.\n *\n * No webhooks.\n * No downstream POSTs.\n * Clients call this endpoint directly:\n *\n * GET /?pair=BTCUSD\n * GET /?pair=ETHUSD&interval=15&depth_levels=5\n *\n * Example Val Town URL:\n * https://-krakenRiskTensor.web.val.run?pair=BTCUSD\n */\n\ntype KrakenCandle = [\n number, // time\n string, // open\n string, // high\n string, // low\n string, // close\n string, // vwap\n string, // volume\n number, // count\n];\n\ntype KrakenDepthLevel = [\n string, // price\n string, // volume\n number, // timestamp\n];\n\ninterface RiskBracket {\n direction: \"long\" | \"short\";\n entryPrice: number;\n stopLoss: number;\n takeProfit: number;\n riskRewardRatio: number;\n rawSpreadPercent: {\n stopLossPercent: number;\n takeProfitPercent: number;\n };\n multipliers: {\n stopLossAtrMultiplier: number;\n takeProfitAtrMultiplier: number;\n };\n winProbabilityEstimate: number;\n kellyAllocationFactor: number;\n}\n\ninterface RiskTensorPayload {\n success: true;\n version: string;\n timestamp: string;\n source: {\n exchange: \"kraken\";\n transport: \"rest\";\n webhook: false;\n };\n asset: string;\n pair: {\n requested: string;\n kraken: string;\n };\n marketMetrics: {\n midPrice: number;\n bestBid: number;\n bestAsk: number;\n spreadPercent: number;\n imbalance: number;\n compressionRatio: number;\n atr: number;\n volatilityShort: number;\n volatilityLong: number;\n };\n riskTensor: {\n long: RiskBracket;\n short: RiskBracket;\n };\n parameters: {\n intervalMinutes: number;\n depthCount: number;\n depthLevels: number;\n atrPeriod: number;\n shortVolWindow: number;\n longVolWindow: number;\n baseSlAtrMultiplier: number;\n baseTpAtrMultiplier: number;\n slImbalanceSensitivity: number;\n tpImbalanceSensitivity: number;\n winProbabilityImbalanceSensitivity: number;\n };\n}\n\nconst CORS_HEADERS = {\n \"Access-Control-Allow-Origin\": \"*\",\n \"Access-Control-Allow-Methods\": \"GET, OPTIONS\",\n \"Access-Control-Allow-Headers\": \"Content-Type, Authorization\",\n};\n\nexport default async function handler(req: Request): Promise {\n if (req.method === \"OPTIONS\") {\n return new Response(null, {\n status: 204,\n headers: CORS_HEADERS,\n });\n }\n\n if (req.method !== \"GET\") {\n return json(\n {\n success: false,\n error: \"Method not allowed. 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 - mean, 2), 0) /\n values.length;\n\n return Math.sqrt(variance);\n}\n\nfunction average(values: number[]): number {\n if (values.length === 0) return 0;\n\n return values.reduce((sum, value) => sum + value, 0) / values.length;\n}\n\nfunction clamp(value: number, min: number, max: number): number {\n return Math.min(Math.max(value, min), max);\n}\n\nfunction round(value: number, decimals = 4): number {\n return Number(value.toFixed(decimals));\n}\n\nfunction roundByPrice(value: number, referencePrice: number): number {\n let decimals = 2;\n\n if (referencePrice < 1) decimals = 8;\n else if (referencePrice < 10) decimals = 5;\n else if (referencePrice < 1000) decimals = 4;\n else decimals = 2;\n\n return round(value, decimals);\n}\n\nfunction isFinitePositive(value: number): boolean {\n return Number.isFinite(value) && value > 0;\n}\n\nfunction json(\n body: unknown,\n status = 200,\n headers: Record = {},\n): Response {\n return Response.json(body, {\n status,\n headers: {\n ...CORS_HEADERS,\n \"Content-Type\": \"application/json\",\n ...headers,\n },\n });\n}","btckraken",[142],"5f825dc0-495f-11f1-9c29-42b51c65c3df","gemini31_kraken.tsx","47f57fbc-495e-11f1-a4ba-42b51c65c3df",167,["D",1778080939807],17,"// val: kraken-risk-tensor\n// @version 1.0.0\n// @description Dynamic TP/SL engine with volatility-compressed imbalance tensor\n\ninterface RiskTensor {\n asset: string;\n timestamp: string;\n market: {\n mid: number;\n imbalance: number;\n compression: number;\n atr: number;\n vol10: number;\n vol30: number;\n };\n long: {\n sl: number;\n tp: number;\n rr: number;\n kelly: number;\n };\n short: {\n sl: number;\n tp: number;\n rr: number;\n kelly: number;\n };\n}\n\n// Configuration with sensible defaults\nconst CONFIG = {\n baseSlMult: 1.5,\n baseTpMult: 2.5,\n alpha: 0.25, // imbalance sensitivity for SL\n beta: 0.35, // imbalance sensitivity for TP\n depth: 5, // order book depth levels\n atrPeriod: 14,\n volShortPeriod: 10,\n volLongPeriod: 30,\n cacheTtl: 3000, // 3 seconds cache\n} as const;\n\n// Simple in-memory cache (Val Town Edge runtime has ~128MB memory)\nconst cache = new Map();\n\nexport default async function fetch(req: Request): Promise {\n const url = new URL(req.url);\n const pair = url.searchParams.get(\"pair\")?.toUpperCase() || \"BTCUSD\";\n\n // Check cache first\n const cacheKey = `risk:${pair}`;\n const cached = cache.get(cacheKey);\n if (cached && cached.expires > Date.now()) {\n return jsonResponse(cached.data, true);\n }\n\n try {\n const [ohlc, depth] = await Promise.all([\n fetchKrakenOHLC(pair),\n fetchKrakenDepth(pair),\n ]);\n\n const tensor = computeRiskTensor(pair, ohlc, depth);\n\n // Cache result\n cache.set(cacheKey, {\n data: tensor,\n expires: Date.now() + CONFIG.cacheTtl,\n });\n\n return jsonResponse(tensor, false);\n } catch (error) {\n return errorResponse(error);\n }\n}\n\nasync function fetchKrakenOHLC(pair: string): Promise {\n const krakenPair = normalizePair(pair);\n const res = await fetch(\n new Request(\n `https://api.kraken.com/0/public/OHLC?pair=${krakenPair}&interval=15`,\n { headers: { \"User-Agent\": \"ValTown-RiskTensor/1.0\" } },\n ),\n );\n\n if (!res.ok) throw new Error(`Kraken OHLC failed: ${res.status}`);\n const data = await res.json();\n\n if (data.error?.length) {\n throw new Error(`Kraken error: ${data.error.join(\", \")}`);\n }\n\n const resultKey = Object.keys(data.result).find((k) => k !== \"last\")!;\n return data.result[resultKey] as number[][];\n}\n\nasync function fetchKrakenDepth(\n pair: string,\n): Promise<{ bids: [string, string][]; asks: [string, string][] }> {\n const krakenPair = normalizePair(pair);\n const res = await fetch(\n new Request(\n `https://api.kraken.com/0/public/Depth?pair=${krakenPair}&count=20`,\n { headers: { \"User-Agent\": \"ValTown-RiskTensor/1.0\" } },\n ),\n );\n\n if (!res.ok) throw new Error(`Kraken Depth failed: ${res.status}`);\n const data = await res.json();\n\n if (data.error?.length) {\n throw new Error(`Kraken error: ${data.error.join(\", \")}`);\n }\n\n const resultKey = Object.keys(data.result)[0];\n return {\n bids: data.result[resultKey].bids as [string, string][],\n asks: data.result[resultKey].asks as [string, string][],\n };\n}\n\nfunction normalizePair(pair: string): string {\n const map: Record = {\n \"BTCUSD\": \"XXBTZUSD\",\n \"XBTUSD\": \"XXBTZUSD\",\n \"ETHUSD\": \"XETHZUSD\",\n \"SOLUSD\": \"SOLUSD\",\n \"SOLUSDT\": \"SOLUSD\",\n };\n return map[pair.toUpperCase()] || pair.toUpperCase();\n}\n\nfunction computeRiskTensor(\n asset: string,\n ohlc: number[][],\n depth: { bids: [string, string][]; asks: [string, string][] },\n): RiskTensor {\n const mid = calculateMidPrice(depth);\n const imbalance = calculateImbalance(depth.bids, depth.asks, CONFIG.depth);\n const { atr, compression, vol10, vol30 } = calculateVolatility(ohlc);\n\n // Dynamic multipliers\n const phi = clamp(compression, 0.7, 1.3);\n const psi = clamp(1 / (compression + 1e-8), 0.8, 1.8);\n\n // LONG configuration\n const longSlMult = CONFIG.baseSlMult * (1 - CONFIG.alpha * imbalance) * phi;\n const longTpMult = CONFIG.baseTpMult * (1 + CONFIG.beta * imbalance) * psi;\n const longSl = roundToTicks(mid - longSlMult * atr, mid);\n const longTp = roundToTicks(mid + longTpMult * atr, mid);\n const longRr = Math.abs(longTp - mid) /\n Math.max(1e-8, Math.abs(mid - longSl));\n const longWinProb = clamp(0.5 + 0.15 * imbalance, 0.35, 0.65);\n const longKelly = clamp(\n (longWinProb * longRr - (1 - longWinProb)) / Math.max(1e-8, longRr),\n 0.01,\n 0.15,\n );\n\n // SHORT configuration\n const shortSlMult = CONFIG.baseSlMult * (1 + CONFIG.alpha * imbalance) * phi;\n const shortTpMult = CONFIG.baseTpMult * (1 - CONFIG.beta * imbalance) * psi;\n const shortSl = roundToTicks(mid + shortSlMult * atr, mid);\n const shortTp = roundToTicks(mid - shortTpMult * atr, mid);\n const shortRr = Math.abs(mid - shortTp) /\n Math.max(1e-8, Math.abs(shortSl - mid));\n const shortWinProb = clamp(0.5 - 0.15 * imbalance, 0.35, 0.65);\n const shortKelly = clamp(\n (shortWinProb * shortRr - (1 - shortWinProb)) / Math.max(1e-8, shortRr),\n 0.01,\n 0.15,\n );\n\n return {\n asset: formatAssetName(asset),\n timestamp: new Date().toISOString(),\n market: {\n mid,\n imbalance,\n compression,\n atr,\n vol10,\n vol30,\n },\n long: {\n sl: longSl,\n tp: longTp,\n rr: parseFloat(longRr.toFixed(3)),\n kelly: parseFloat(longKelly.toFixed(4)),\n },\n short: {\n sl: shortSl,\n tp: shortTp,\n rr: parseFloat(shortRr.toFixed(3)),\n kelly: parseFloat(shortKelly.toFixed(4)),\n },\n };\n}\n\nfunction calculateMidPrice(\n depth: { bids: [string, string][]; asks: [string, string][] },\n): number {\n const bestBid = parseFloat(depth.bids[0]?.[0] || \"0\");\n const bestAsk = parseFloat(depth.asks[0]?.[0] || \"0\");\n return (bestBid + bestAsk) / 2;\n}\n\nfunction calculateImbalance(\n bids: [string, string][],\n asks: [string, string][],\n depth: number,\n): number {\n let bidVol = 0, askVol = 0;\n const limit = Math.min(depth, bids.length, asks.length);\n\n for (let i = 0; i < limit; i++) {\n bidVol += parseFloat(bids[i][1]);\n askVol += parseFloat(asks[i][1]);\n }\n\n const total = bidVol + askVol;\n return total > 0 ? (bidVol - askVol) / total : 0;\n}\n\nfunction calculateVolatility(\n ohlc: number[][],\n): { atr: number; compression: number; vol10: number; vol30: number } {\n // Extract OHLC data (Kraken format: [time, open, high, low, close, ...])\n const closes = ohlc.slice(-30).map((c) => c[4]);\n const highs = ohlc.slice(-30).map((c) => c[2]);\n const lows = ohlc.slice(-30).map((c) => c[3]);\n\n if (closes.length < CONFIG.atrPeriod) {\n return { atr: 0, compression: 1, vol10: 0, vol30: 0 };\n }\n\n // Calculate ATR\n const trs: number[] = [];\n for (let i = 1; i < closes.length; i++) {\n const h = highs[i];\n const l = lows[i];\n const pc = closes[i - 1];\n trs.push(Math.max(h - l, Math.abs(h - pc), Math.abs(l - pc)));\n }\n const atr = trs.slice(-CONFIG.atrPeriod).reduce((a, b) => a + b, 0) /\n CONFIG.atrPeriod;\n\n // Calculate log returns for volatility\n const logReturns: number[] = [];\n for (let i = 1; i < closes.length; i++) {\n logReturns.push(Math.log(closes[i] / closes[i - 1]));\n }\n\n const vol10 = stdDev(logReturns.slice(-CONFIG.volShortPeriod));\n const vol30 = stdDev(logReturns.slice(-CONFIG.volLongPeriod));\n const compression = vol30 > 0 ? vol10 / vol30 : 1;\n\n return { atr, compression, vol10, vol30 };\n}\n\nfunction stdDev(values: number[]): number {\n if (values.length === 0) return 0;\n const mean = values.reduce((a, b) => a + b, 0) / values.length;\n const squareDiffs = values.map((v) => Math.pow(v - mean, 2));\n return Math.sqrt(squareDiffs.reduce((a, b) => a + b, 0) / values.length);\n}\n\nfunction roundToTicks(price: number, reference: number): number {\n // Kraken tick sizes vary by pair\n const tickMap: Record = {\n \"XXBTZUSD\": 0.5, // BTC/USD: 0.5\n \"XETHZUSD\": 0.01, // ETH/USD: 0.01\n \"SOLUSD\": 0.01, // SOL/USD: 0.01\n };\n\n const krakenPair = normalizePair(\n Object.keys(tickMap).find((k) =>\n formatAssetName(k).includes(formatAssetName(reference.toString())) ||\n false\n ) || \"XXBTZUSD\",\n );\n\n const tick = tickMap[krakenPair] || (reference > 100 ? 0.5 : 0.01);\n return Math.round(price / tick) * tick;\n}\n\nfunction formatAssetName(pair: string): string {\n const map: Record = {\n \"XXBTZUSD\": \"BTC/USD\",\n \"XETHZUSD\": \"ETH/USD\",\n \"SOLUSD\": \"SOL/USD\",\n };\n return map[pair] || pair.replace(/[^A-Z0-9]/g, \"\");\n}\n\nfunction clamp(value: number, min: number, max: number): number {\n return Math.min(Math.max(value, min), max);\n}\n\nfunction jsonResponse(data: any, cached: boolean): Response {\n return new Response(\n JSON.stringify({\n success: true,\n cached,\n data,\n }),\n {\n headers: {\n \"Content-Type\": \"application/json\",\n \"Access-Control-Allow-Origin\": \"*\",\n \"Cache-Control\": `public, max-age=${\n CONFIG.cacheTtl / 1000\n }, stale-while-revalidate=2`,\n \"X-Val-Town-Cache\": cached ? 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Diff · v168