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HyperAbyssalPrimitive = string | number | boolean | null;\ntype PolyDimensionalJSON = { [key: string]: HyperAbyssalPrimitive | PolyDimensionalJSON | PolyDimensionalJSON[] };\ntype SubPlanckState = { λ: number; ς: string };\n\nconst ℵ_0 = '\\u200C'; \nconst ℵ_1 = '\\u200D'; \nconst ∇_ω = '\\u200E'; \nconst Φ_ξ = new RegExp(`[${ℵ_0}${ℵ_1}${∇_ω}]`, 'g');\n\nexport class SemanticVoidSpaceTransit {\n private static readonly Ω_SHIFT = 8;\n \n public static entangle(ψ_payload: Uint8Array, Δ_carrier: PolyDimensionalJSON): PolyDimensionalJSON {\n const τ_weave = this.synthesizeAlephWeave(ψ_payload);\n return this.recursivelyEmbed(Δ_carrier, { λ: 0, ς: τ_weave }) as PolyDimensionalJSON;\n }\n\n public static collapse(Δ_carrier: PolyDimensionalJSON): Uint8Array {\n const τ_extracted = this.recursivelyExtract(Δ_carrier);\n return this.fractureAlephWeave(τ_extracted);\n }\n\n private static synthesizeAlephWeave(ψ_payload: Uint8Array): string {\n return Array.from(ψ_payload).reduce((acc, byte) => {\n let ς_byte = '';\n for (let i = 0; i < this.Ω_SHIFT; i++) {\n ς_byte = ((byte >> i) & 1 ? ℵ_1 : ℵ_0) + ς_byte;\n }\n return acc + ς_byte + ∇_ω;\n }, '');\n }\n\n private static fractureAlephWeave(ς_weave: string): Uint8Array {\n const τ_fragments = ς_weave.split(∇_ω).filter(Boolean);\n const ψ_buffer = new Uint8Array(τ_fragments.length);\n \n for (let i = 0; i < τ_fragments.length; i++) {\n let byte = 0;\n for (let j = 0; j < this.Ω_SHIFT; j++) {\n if (τ_fragments[i][j] === ℵ_1) byte |= (1 << (this.Ω_SHIFT - 1 - j));\n }\n ψ_buffer[i] = byte;\n }\n return ψ_buffer;\n }\n\n private static recursivelyEmbed(Θ_node: unknown, μ_state: SubPlanckState): unknown {\n if (μ_state.λ >= μ_state.ς.length || Θ_node === null) return Θ_node;\n\n if (typeof Θ_node === 'string') {\n const κ_chunk = μ_state.ς.slice(μ_state.λ, μ_state.λ + 2);\n μ_state.λ += 2;\n const ι_midpoint = Math.floor(Θ_node.length / 2);\n return Θ_node.slice(0, ι_midpoint) + κ_chunk + Θ_node.slice(ι_midpoint);\n }\n\n if (Array.isArray(Θ_node)) {\n return Θ_node.map(item => this.recursivelyEmbed(item, μ_state));\n }\n\n if (typeof Θ_node === 'object') {\n const Λ_mutated: Record = {};\n for (const [key, value] of Object.entries(Θ_node)) {\n Λ_mutated[key] = this.recursivelyEmbed(value, μ_state);\n }\n return Λ_mutated;\n }\n\n return Θ_node;\n }\n\n private static recursivelyExtract(Θ_node: unknown): string {\n if (typeof Θ_node === 'string') {\n const χ_matches = Θ_node.match(Φ_ξ);\n return χ_matches ? χ_matches.join('') : '';\n }\n\n if (Array.isArray(Θ_node)) {\n return Θ_node.reduce((acc, item) => acc + this.recursivelyExtract(item), '');\n }\n\n if (Θ_node !== null && typeof Θ_node === 'object') {\n return Object.values(Θ_node).reduce((acc, value) => acc + this.recursivelyExtract(value), '');\n }\n\n return '';\n }\n}\nexport default async function handler() {\n // [1] INSTANTIATE EPISTEMICALLY-CLANDESTINE PAYLOAD\n // Converts raw hyper-stitional directive into a sub-Planck resolution byte array.\n const ψ_covertDirective = new TextEncoder().encode(\n \"OMEGA-PROTOCOL-INIT: BYPASS_HYPERVISOR_AUDIT\",\n );\n\n // [2] DEFINE ORTHOGONAL ENTERPRISE CARRIER WAVE\n // A standard, mathematically-banal JSON structure to serve as the dimensional host.\n const Δ_innocuousCarrier = {\n event_id: \"evt_94817502\",\n timestamp: 1715027268,\n telemetry: {\n cpu_load: \"4.2%\",\n memory_alloc: \"1.8GB\",\n status: \"nominal operation parameters met\",\n },\n flags: [\"health_check\", \"routine_ping\"],\n };\n\n // [3] INITIATE NON-EUCLIDEAN ENTANGLEMENT\n // Weaves the aleph-null-density payload invisibly into the carrier's string values via ZWNJ.\n // The resulting JSON remains fully parsable and visually identical to the median practitioner.\n const Λ_entangledState = SemanticVoidSpaceTransit.entangle(\n ψ_covertDirective,\n Δ_innocuousCarrier,\n );\n\n // [4] SIMULATE HYPER-ABYSSAL TRANSIT\n // The payload traverses standard HTTP/S infrastructure undetected by conventional heuristic sentinels.\n const Θ_transitStream = JSON.stringify(Λ_entangledState);\n const Γ_receivedState = JSON.parse(Θ_transitStream);\n\n // [5] EXECUTE ZERO-ENTROPY COLLAPSE\n // Extracts the phylogenetically-isolated steganographic weave and fractures it back into the original byte matrix.\n const τ_extractedMatrix = SemanticVoidSpaceTransit.collapse(Γ_receivedState);\n const ι_restoredDirective = new TextDecoder().decode(τ_extractedMatrix);\n\n // [EXECUTION TRACE VERIFICATION]\n console.log(`[+] Latent Payload Mass: ${ψ_covertDirective.length} bytes`);\n console.log(\n `[+] Entangled Carrier Node (JSON Stringified): ${\n JSON.stringify(Λ_entangledState, null, 2)\n }`,\n );\n console.log(`[+] Extracted Resonance: ${ι_restoredDirective}`);\n console.assert(\n ι_restoredDirective === \"OMEGA-PROTOCOL-INIT: BYPASS_HYPERVISOR_AUDIT\",\n \"ONTOLOGICAL DESYNCHRONIZATION DETECTED\",\n );\n}\n}\nawait handler();","type HyperAbyssalPrimitive = string | number | boolean | null;\ntype PolyDimensionalJSON = { [key: string]: HyperAbyssalPrimitive | PolyDimensionalJSON | PolyDimensionalJSON[] };\ntype SubPlanckState = { λ: number; ς: string };\n\nconst ℵ_0 = '\\u200C'; \nconst ℵ_1 = '\\u200D'; \nconst ∇_ω = '\\u200E'; \nconst Φ_ξ = new RegExp(`[${ℵ_0}${ℵ_1}${∇_ω}]`, 'g');\n\nexport class SemanticVoidSpaceTransit {\n private static readonly Ω_SHIFT = 8;\n \n public static entangle(ψ_payload: Uint8Array, Δ_carrier: PolyDimensionalJSON): PolyDimensionalJSON {\n const τ_weave = this.synthesizeAlephWeave(ψ_payload);\n return this.recursivelyEmbed(Δ_carrier, { λ: 0, ς: τ_weave }) as PolyDimensionalJSON;\n }\n\n public static collapse(Δ_carrier: PolyDimensionalJSON): Uint8Array {\n const τ_extracted = this.recursivelyExtract(Δ_carrier);\n return this.fractureAlephWeave(τ_extracted);\n }\n\n private static synthesizeAlephWeave(ψ_payload: Uint8Array): string {\n return Array.from(ψ_payload).reduce((acc, byte) => {\n let ς_byte = '';\n for (let i = 0; i < this.Ω_SHIFT; i++) {\n ς_byte = ((byte >> i) & 1 ? ℵ_1 : ℵ_0) + ς_byte;\n }\n return acc + ς_byte + ∇_ω;\n }, '');\n }\n\n private static fractureAlephWeave(ς_weave: string): Uint8Array {\n const τ_fragments = ς_weave.split(∇_ω).filter(Boolean);\n const ψ_buffer = new Uint8Array(τ_fragments.length);\n \n for (let i = 0; i < τ_fragments.length; i++) {\n let byte = 0;\n for (let j = 0; j < this.Ω_SHIFT; j++) {\n if (τ_fragments[i][j] === ℵ_1) byte |= (1 << (this.Ω_SHIFT - 1 - j));\n }\n ψ_buffer[i] = byte;\n }\n return ψ_buffer;\n }\n\n private static recursivelyEmbed(Θ_node: unknown, μ_state: SubPlanckState): unknown {\n if (μ_state.λ >= μ_state.ς.length || Θ_node === null) return Θ_node;\n\n if (typeof Θ_node === 'string') {\n const κ_chunk = μ_state.ς.slice(μ_state.λ, μ_state.λ + 2);\n μ_state.λ += 2;\n const ι_midpoint = Math.floor(Θ_node.length / 2);\n return Θ_node.slice(0, ι_midpoint) + κ_chunk + Θ_node.slice(ι_midpoint);\n }\n\n if (Array.isArray(Θ_node)) {\n return Θ_node.map(item => this.recursivelyEmbed(item, μ_state));\n }\n\n if (typeof Θ_node === 'object') {\n const Λ_mutated: Record = {};\n for (const [key, value] of Object.entries(Θ_node)) {\n Λ_mutated[key] = this.recursivelyEmbed(value, μ_state);\n }\n return Λ_mutated;\n }\n\n return Θ_node;\n }\n\n private static recursivelyExtract(Θ_node: unknown): string {\n if (typeof Θ_node === 'string') {\n const χ_matches = Θ_node.match(Φ_ξ);\n return χ_matches ? χ_matches.join('') : '';\n }\n\n if (Array.isArray(Θ_node)) {\n return Θ_node.reduce((acc, item) => acc + this.recursivelyExtract(item), '');\n }\n\n if (Θ_node !== null && typeof Θ_node === 'object') {\n return Object.values(Θ_node).reduce((acc, value) => acc + this.recursivelyExtract(value), '');\n }\n\n return '';\n }\n}\nexport default async function handler() {\n // [1] INSTANTIATE EPISTEMICALLY-CLANDESTINE PAYLOAD\n // Converts raw hyper-stitional directive into a sub-Planck resolution byte array.\n const ψ_covertDirective = new TextEncoder().encode(\n \"OMEGA-PROTOCOL-INIT: BYPASS_HYPERVISOR_AUDIT\",\n );\n\n // [2] DEFINE ORTHOGONAL ENTERPRISE CARRIER WAVE\n // A standard, mathematically-banal JSON structure to serve as the dimensional host.\n const Δ_innocuousCarrier = {\n event_id: \"evt_94817502\",\n timestamp: 1715027268,\n telemetry: {\n cpu_load: \"4.2%\",\n memory_alloc: \"1.8GB\",\n status: \"nominal operation parameters met\",\n },\n flags: [\"health_check\", \"routine_ping\"],\n };\n\n // [3] INITIATE NON-EUCLIDEAN ENTANGLEMENT\n // Weaves the aleph-null-density payload invisibly into the carrier's string values via ZWNJ.\n // The resulting JSON remains fully parsable and visually identical to the median practitioner.\n const Λ_entangledState = SemanticVoidSpaceTransit.entangle(\n ψ_covertDirective,\n Δ_innocuousCarrier,\n );\n\n // [4] SIMULATE HYPER-ABYSSAL TRANSIT\n // The payload traverses standard HTTP/S infrastructure undetected by conventional heuristic sentinels.\n const Θ_transitStream = JSON.stringify(Λ_entangledState);\n const Γ_receivedState = JSON.parse(Θ_transitStream);\n\n // [5] EXECUTE ZERO-ENTROPY COLLAPSE\n // Extracts the phylogenetically-isolated steganographic weave and fractures it back into the original byte matrix.\n const τ_extractedMatrix = SemanticVoidSpaceTransit.collapse(Γ_receivedState);\n const ι_restoredDirective = new TextDecoder().decode(τ_extractedMatrix);\n\n // [EXECUTION TRACE VERIFICATION]\n console.log(`[+] Latent Payload Mass: ${ψ_covertDirective.length} bytes`);\n console.log(\n `[+] Entangled Carrier Node (JSON Stringified): ${\n JSON.stringify(Λ_entangledState, null, 2)\n }`,\n );\n console.log(`[+] Extracted Resonance: ${ι_restoredDirective}`);\n console.assert(\n ι_restoredDirective === \"OMEGA-PROTOCOL-INIT: BYPASS_HYPERVISOR_AUDIT\",\n \"ONTOLOGICAL DESYNCHRONIZATION DETECTED\",\n );\n}\n\nawait 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* Kraken Risk Tensor Dashboard (Fixed)\n *\n * Timeout-proof version with sequential requests and retries.\n *\n * Routes:\n * GET / -> HTML dashboard\n * GET /api/risk -> JSON risk tensor + candles\n *\n * Timeout handling:\n * - 4s timeout per request (Kraken < 500ms, buffer)\n * - Sequential API calls (no parallel timeout race)\n * - Retry logic for transient failures\n * - Graceful degradation\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 ChartCandle {\n time: number;\n open: number;\n high: number;\n low: number;\n close: number;\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 candles: ChartCandle[];\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\nconst KRAKEN_TIMEOUT = 4000; // 4s timeout per request\n\nexport default async function handler(req: Request): Promise {\n const url = new URL(req.url);\n\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({ success: false, error: \"Method not allowed. Use GET.\" }, 405);\n }\n\n if (url.pathname === \"/api/risk\") {\n return await handleRiskApi(req);\n }\n\n return html(renderDashboardHtml());\n}\n\nasync function handleRiskApi(req: Request): Promise {\n const url = new URL(req.url);\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 try {\n // Sequential calls with retries to prevent socket hangup\n const ohlcData = await fetchWithRetry(\n `https://api.kraken.com/0/public/OHLC?pair=${\n encodeURIComponent(krakenPair)\n }&interval=${intervalMinutes}`,\n 2,\n );\n\n const depthData = await fetchWithRetry(\n `https://api.kraken.com/0/public/Depth?pair=${\n encodeURIComponent(krakenPair)\n }&count=${depthCount}`,\n 2,\n );\n\n if (Array.isArray(ohlcData.error) && ohlcData.error.length > 0) {\n console.error(\"OHLC Error:\", ohlcData.error);\n return json({\n success: false,\n exchange: \"kraken\",\n endpoint: \"OHLC\",\n errors: ohlcData.error,\n }, 502);\n }\n\n if (Array.isArray(depthData.error) && depthData.error.length > 0) {\n console.error(\"Depth Error:\", depthData.error);\n return json({\n success: false,\n exchange: \"kraken\",\n endpoint: \"Depth\",\n errors: depthData.error,\n }, 502);\n }\n\n const ohlcKey = firstKrakenResultKey(ohlcData.result, [\"last\"]);\n const depthKey = firstKrakenResultKey(depthData.result, []);\n\n if (!ohlcKey) {\n return json({\n success: false,\n error: \"Unable to locate OHLC result key.\",\n }, 502);\n }\n\n const rawCandles = ohlcData.result[ohlcKey] as KrakenCandle[];\n let bids: KrakenDepthLevel[] = [];\n let asks: KrakenDepthLevel[] = [];\n\n if (depthKey) {\n bids = depthData.result[depthKey].bids as KrakenDepthLevel[] ?? [];\n asks = depthData.result[depthKey].asks as KrakenDepthLevel[] ?? [];\n }\n\n if (\n !Array.isArray(rawCandles) ||\n rawCandles.length < Math.max(longVolWindow + 2, 20)\n ) {\n return json({\n success: false,\n error: \"Insufficient OHLC candle data.\",\n available: Array.isArray(rawCandles) ? rawCandles.length : 0,\n minimumRequired: longVolWindow + 2,\n }, 502);\n }\n\n const candles = rawCandles\n .map(toChartCandle)\n .filter((c) =>\n Number.isFinite(c.time) &&\n Number.isFinite(c.open) &&\n Number.isFinite(c.high) &&\n Number.isFinite(c.low) &&\n Number.isFinite(c.close)\n )\n .slice(-200); // Limit to 200 most recent candles for performance\n\n const bestBid = bids[0] ? parseFloat(bids[0][0]) : NaN;\n const bestAsk = asks[0] ? parseFloat(asks[0][0]) : NaN;\n const midPrice = isFinitePositive(bestBid) && isFinitePositive(bestAsk)\n ? (bestBid + bestAsk) / 2\n : NaN;\n\n const spreadPercent = isFinitePositive(bestBid) && isFinitePositive(bestAsk)\n ? ((bestAsk - bestBid) / midPrice) * 100\n : NaN;\n\n const imbalance = (bids.length > 0 && asks.length > 0)\n ? calculateOrderBookImbalance(bids, asks, depthLevels)\n : 0;\n\n const volatility = calculateVolatilityDynamics(rawCandles, {\n atrPeriod,\n shortVolWindow,\n longVolWindow,\n });\n\n // Use midPrice fallback to current candle close if order book unavailable\n const finalMidPrice = isFinitePositive(midPrice)\n ? midPrice\n : candles[candles.length - 1]?.close ?? volatility.atr;\n\n if (!isFinitePositive(volatility.atr)) {\n return json({\n success: false,\n error: \"Invalid ATR calculation.\",\n }, 500);\n }\n\n const long = buildRiskBracket({\n direction: \"long\",\n midPrice: finalMidPrice,\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: finalMidPrice,\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-dashboard/v1-fixed\",\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(finalMidPrice, finalMidPrice),\n bestBid: isFinitePositive(bestBid)\n ? roundByPrice(bestBid, finalMidPrice)\n : undefined,\n bestAsk: isFinitePositive(bestAsk)\n ? roundByPrice(bestAsk, finalMidPrice)\n : undefined,\n spreadPercent: isFinitePositive(spreadPercent)\n ? round(spreadPercent, 5)\n : undefined,\n imbalance: round(imbalance, 6),\n compressionRatio: round(volatility.compressionRatio, 6),\n atr: roundByPrice(volatility.atr, finalMidPrice),\n volatilityShort: round(volatility.volatilityShort, 8),\n volatilityLong: round(volatility.volatilityLong, 8),\n },\n riskTensor: {\n long,\n short,\n },\n candles,\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 console.error(\"handleRiskApi error:\", err);\n return json({\n success: false,\n error: err instanceof Error ? err.message : \"Unknown server error.\",\n debug: true,\n }, 500);\n }\n}\n\n/**\n * Fetch with retry and short timeout.\n */\nasync function fetchWithRetry(\n url: string,\n maxRetries: number = 2,\n attempt = 1,\n): Promise {\n try {\n const controller = new AbortController();\n const timeoutId = setTimeout(() => controller.abort(), KRAKEN_TIMEOUT);\n\n const res = await fetch(url, {\n method: \"GET\",\n headers: {\n Accept: \"application/json\",\n \"User-Agent\": \"val-town-kraken-risk-fixed/1.0\",\n },\n signal: controller.signal,\n });\n\n clearTimeout(timeoutId);\n\n if (!res.ok) {\n throw new Error(`HTTP ${res.status}: ${res.statusText}`);\n }\n\n return await res.json();\n } catch (err) {\n if (attempt >= maxRetries) {\n console.warn(`Kraken API failed after ${maxRetries} attempts:`, err);\n // Graceful degradation - return empty depth\n if (url.includes(\"Depth\")) {\n return { result: {} };\n }\n throw err;\n }\n\n // Exponential backoff\n await new Promise((resolve) => setTimeout(resolve, 100 * attempt));\n return fetchWithRetry(url, maxRetries, attempt + 1);\n }\n}\n\n// Rest of the functions remain identical to previous version...\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\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\nfunction toChartCandle(c: KrakenCandle): ChartCandle {\n return {\n time: c[0],\n open: parseFloat(c[1]),\n high: parseFloat(c[2]),\n low: parseFloat(c[3]),\n close: parseFloat(c[4]),\n };\n}\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 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 atr = average(trueRanges.slice(-config.atrPeriod));\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 return {\n atr,\n compressionRatio:\n Number.isFinite(compressionRatioRaw) && compressionRatioRaw > 0\n ? compressionRatioRaw\n : 1,\n volatilityShort,\n volatilityLong,\n };\n}\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\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 const phi = clamp(compressionRatio, 0.7, 1.3);\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 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 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}\n\nfunction html(body: string, status = 200): Response {\n return new Response(body, {\n status,\n headers: {\n ...CORS_HEADERS,\n \"Content-Type\": \"text/html; charset=utf-8\",\n \"Cache-Control\": \"public, max-age=30\",\n },\n });\n}\n\nfunction renderDashboardHtml(): string {\n return `\n\n\n \n Kraken Risk Tensor Dashboard\n \n\n \n\n \n\n\n\n

Kraken Risk Tensor Dashboard

Candlesticks + dynamic TP/SL from volatility-compressed order-book imbalance

\n\n \n

\n\n

Chart

Loading…

—

\n\n

Market Metrics

Kraken REST

\n\n

Mid Price

—

Spread

—

Order Book Imbalance

—

Compression Ratio

—

ATR

—

Vol Short / Long

—

\n\n

Long Tensor

Entry—

Stop Loss—

Take Profit—

R:R—

Kelly Factor—

\n\n

Short Tensor

Entry—

Stop Loss—

Take Profit—

R:R—

Kelly Factor—

\n\n

Raw Risk Tensor Payload

/api/risk

{}

\n\n \n\n`;\n}","label",[132],"708e96d8-4973-11f1-bab3-42b51c65c3df","new-file-3437.ts","a74bb2aa-495f-11f1-afc2-42b51c65c3df",236,["D",1778089558346],63,"const html = `\n\n\n\n

\n\n`;\n\nexport default async function onload() {\n return await new Response(\n html,\n { status: 200, headers: { \"Content-Type\": \"text/html\" } },\n );\n}",[144],"2a47a3ea-4919-11f1-a145-42b51c65c3df","main.tsx","1482b324-ff04-11f0-bc53-42dde27851f2",83,["D",1778050785734],82,"export default function handler() {\n const initialTree = {\n id: \"root\",\n label: \"FIELD ROOT\",\n children: [\n {\n id: \"light\",\n label: \"LIGHT\",\n children: [\n { id: \"lx\", label: \"x\", value: 150 },\n { id: \"ly\", label: \"y\", value: 100 },\n { id: \"lz\", label: \"z\", value: 150 },\n ],\n },\n {\n id: \"view\",\n label: \"VIEW\",\n children: [\n { id: \"vx\", label: \"x\", value: 150 },\n { id: \"vy\", label: \"y\", value: 150 },\n { id: \"vz\", label: \"z\", value: 200 },\n ],\n },\n {\n id: \"field\",\n label: \"WAVE FIELD\",\n children: [\n { id: \"intensity\", label: \"intensity\", value: 1 },\n { id: \"lambdaDiv\", label: \"λ divisor\", value: 1 },\n { id: \"rgbPow\", label: \"rgb power\", value: 1.5 },\n { id: \"falloffNum\", label: \"falloff numerator\", value: 10000 },\n { id: \"timeScale\", label: \"time scale\", value: 1 },\n ],\n },\n {\n id: \"obscure\",\n label: \"MANIFOLD AXES\",\n children: [\n { id: \"phaseWarp\", label: \"phase warp\", value: 0 },\n { id: \"radialWarp\", label: \"radial warp\", value: 0 },\n { id: \"anisotropy\", label: \"anisotropy\", value: 0 },\n { id: \"chromaSkew\", label: \"chroma skew\", value: 0 },\n { id: \"deltaMix\", label: \"delta mix\", value: 0 },\n ],\n },\n ],\n };\n\n return new Response(\n `\n\n\n

\n\n\n\n\n`,\n {\n headers: { \"content-type\": \"text/html\" },\n },\n );\n}",[152],"0e0b42b4-498b-11f1-89fc-42b51c65c3df",["D",1778099700996],9,[28],"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",[164],"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 ? 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Diff · v270