Paragon MM

[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8,"_9":10},"actionData","errors","root",{"_152":153,"_154":155},"routes/_app.x.$handle.$name",{"_94":93,"_32":44,"_102":84,"_27":103,"_13":14,"_104":-5,"_11":105,"_106":107,"_108":109,"_110":111,"_112":113,"_20":-5,"_114":-5,"_115":-5,"_116":25,"_117":118,"_119":25,"_120":-5,"_121":-5,"_122":123},"routes/_app.x.$handle.$name.branch.$branch.version.$version.diff",{"_11":12,"_13":14,"_15":16,"_17":-5,"_18":-5},"project",{"_42":43,"_32":44,"_37":45,"_46":-5,"_47":25,"_48":49,"_50":49,"_51":52,"_53":-5,"_18":54,"_55":-5,"_56":25,"_57":-5,"_58":-5,"_59":60,"_61":62,"_63":-5,"_64":-5,"_65":-5,"_66":-5,"_67":68,"_69":68,"_70":71,"_72":71,"_73":71,"_74":68,"_75":68,"_76":77,"_78":79,"_80":81,"_82":25},"version",5,"changes",[19],"aiChatInfo","userId",{"_20":21,"_22":23,"_24":25,"_26":25,"_27":28,"_29":28},"file",{"_30":31,"_32":28,"_33":34,"_35":36,"_37":38,"_39":14,"_40":41,"_24":25},"previous",{"_30":31,"_32":28,"_33":34,"_35":36},"deleted",false,"deletedHere","path","main.ts","latestPath","fileId","3d904b6e-256f-11f1-ba65-42dde27851f2","name","fileType","script","content","/*\n * PARAGON MM — Gemini Market Maker\n * Single-file Val Town deployment\n *\n * SETUP:\n * 1. Create a new val on val.town\n * 2. Set type to HTTP\n * 3. Paste this entire file\n * 4. Open the val URL in your browser\n * 5. Enter Gemini API key/secret in the Config tab\n * 6. Click Start or Single Cycle\n *\n * Strategy: Avellaneda-Stoikov passive market making\n * - maker-or-cancel limits on both sides of mid (0.1% maker fee)\n * - inventory skew to mean-revert position\n * - volatility-adaptive spread widening\n * - fee floor: never tighter than 2x maker fee\n * - kill switch on 5 consecutive errors\n */\n\n// ============================================================\n// GEMINI CLIENT (factory, no class)\n// ============================================================\n\nconst GEMINI_PROD = \"https://api.gemini.com\";\nconst GEMINI_SANDBOX = \"https://api.sandbox.gemini.com\";\n\nfunction createGeminiClient(apiKey: string, apiSecret: string, sandbox: boolean) {\n const base = sandbox ? GEMINI_SANDBOX : GEMINI_PROD;\n\n async function signed(endpoint: string, extra: Record = {}) {\n const payload = JSON.stringify({ request: endpoint, nonce: Date.now().toString(), ...extra });\n const b64 = btoa(payload);\n const enc = new TextEncoder();\n const key = await crypto.subtle.importKey(\"raw\", enc.encode(apiSecret), { name: \"HMAC\", hash: \"SHA-384\" }, false, [\"sign\"]);\n const sig = await crypto.subtle.sign(\"HMAC\", key, enc.encode(b64));\n const hex = Array.from(new Uint8Array(sig)).map(b => b.toString(16).padStart(2, \"0\")).join(\"\");\n\n const r = await fetch(`${base}${endpoint}`, {\n method: \"POST\",\n headers: {\n \"Content-Type\": \"text/plain\",\n \"X-GEMINI-APIKEY\": apiKey,\n \"X-GEMINI-PAYLOAD\": b64,\n \"X-GEMINI-SIGNATURE\": hex,\n \"Cache-Control\": \"no-cache\",\n },\n });\n if (!r.ok) throw new Error(`Gemini ${endpoint} [${r.status}]: ${await r.text()}`);\n return r.json();\n }\n\n return {\n ticker: async (sym: string) => { const r = await fetch(`${base}/v1/pubticker/${sym}`); if (!r.ok) throw new Error(`${r.status}`); return r.json(); },\n book: async (sym: string, n = 5) => { const r = await fetch(`${base}/v1/book/${sym}?limit_bids=${n}&limit_asks=${n}`); if (!r.ok) throw new Error(`${r.status}`); return r.json(); },\n balances: () => signed(\"/v1/balances\"),\n orders: () => signed(\"/v1/orders\"),\n newOrder: (sym: string, amt: string, price: string, side: \"buy\" | \"sell\", opts = [\"maker-or-cancel\"]) =>\n signed(\"/v1/order/new\", { symbol: sym, amount: amt, price, side, type: \"exchange limit\", options: opts }),\n cancelAll: () => signed(\"/v1/order/cancel/all\"),\n };\n}\n\n// ============================================================\n// STATE (module-level singleton)\n// ============================================================\n\ninterface Cfg { apiKey: string; apiSecret: string; sandbox: boolean; symbol: string; orderSize: string; spreadBps: number; maxInv: number; skewFactor: number; intervalSec: number; }\ninterface LogE { ts: number; msg: string; }\ninterface Cycle { ts: number; mid: number; spread: number; bp: number; ap: number; inv: number; vol: number; bs: string; as: string; }\n\nconst cfg: Cfg = { apiKey: \"\", apiSecret: \"\", sandbox: true, symbol: \"btcusd\", orderSize: \"0.0001\", spreadBps: 20, maxInv: 0.005, skewFactor: 0.5, intervalSec: 15 };\nconst logs: LogE[] = [];\nconst cycles: Cycle[] = [];\nconst mids: number[] = [];\nlet running = false;\nlet timer: any = null;\nlet errCount = 0;\n\nfunction log(msg: string) { logs.push({ ts: Date.now(), msg }); if (logs.length > 200) logs.shift(); }\n\n// ============================================================\n// MARKET MAKER\n// ============================================================\n\nfunction qd(sym: string) { return ({ btcusd: 2, ethusd: 2, solusd: 2, dogeusd: 5, ltcusd: 2 } as any)[sym] ?? 2; }\nfunction bd(sym: string) { return ({ btcusd: 6, ethusd: 6, solusd: 4, dogeusd: 0, ltcusd: 5 } as any)[sym] ?? 6; }\n\nfunction volMult(): number {\n if (mids.length < 5) return 1;\n const ret: number[] = [];\n for (let i = 1; i < mids.length; i++) ret.push(Math.log(mids[i] / mids[i - 1]));\n const m = ret.reduce((a, b) => a + b, 0) / ret.length;\n const v = ret.reduce((a, r) => a + (r - m) ** 2, 0) / ret.length;\n return Math.max(0.8, Math.min(3, Math.sqrt(v) / 0.001));\n}\n\nasync function cycle() {\n const c = createGeminiClient(cfg.apiKey, cfg.apiSecret, cfg.sandbox);\n const [bk, tk] = await Promise.all([c.book(cfg.symbol, 3), c.ticker(cfg.symbol)]);\n const bb = parseFloat(bk.bids?.[0]?.price || \"0\");\n const ba = parseFloat(bk.asks?.[0]?.price || \"0\");\n const mid = (bb + ba) / 2;\n if (mid <= 0) { log(\"Invalid mid, skip.\"); return; }\n\n mids.push(mid); if (mids.length > 30) mids.shift();\n const vm = volMult();\n\n let inv = 0;\n try {\n const bals = await c.balances();\n const base = cfg.symbol.replace(/usd$/i, \"\").toUpperCase();\n const f = bals.find((b: any) => b.currency.toUpperCase() === base);\n inv = parseFloat(f?.available || \"0\");\n } catch { log(\"Balance fetch failed.\"); }\n\n const ir = cfg.maxInv > 0 ? inv / cfg.maxInv : 0;\n const skew = ir * cfg.skewFactor * (cfg.spreadBps / 10000) * mid;\n const hs = (cfg.spreadBps / 10000 / 2) * mid * vm;\n\n let bp = mid - hs - skew;\n let ap = mid + hs - skew;\n const floor = mid * 0.002;\n if ((ap - bp) < floor) { const w = (floor - (ap - bp)) / 2; bp -= w; ap += w; log(\"Widened to fee floor.\"); }\n\n try { await c.cancelAll(); } catch (e: any) { log(`Cancel: ${e.message}`); }\n\n const amt = parseFloat(cfg.orderSize).toFixed(bd(cfg.symbol));\n const bps = bp.toFixed(qd(cfg.symbol));\n const aps = ap.toFixed(qd(cfg.symbol));\n\n let bs = \"—\", as_ = \"—\";\n\n if (inv < cfg.maxInv) {\n try {\n const o = await c.newOrder(cfg.symbol, amt, bps, \"buy\");\n bs = o.is_live ? \"live\" : o.is_cancelled ? \"moc-rej\" : \"filled\";\n log(`BID ${amt} @ ${bps} → ${bs}`);\n } catch (e: any) { bs = \"err\"; log(`BID err: ${e.message}`); }\n }\n\n if (inv > 0) {\n const sa = Math.min(parseFloat(cfg.orderSize), inv).toFixed(bd(cfg.symbol));\n try {\n const o = await c.newOrder(cfg.symbol, sa, aps, \"sell\");\n as_ = o.is_live ? \"live\" : o.is_cancelled ? \"moc-rej\" : \"filled\";\n log(`ASK ${sa} @ ${aps} → ${as_}`);\n } catch (e: any) { as_ = \"err\"; log(`ASK err: ${e.message}`); }\n } else { log(\"No base to sell.\"); }\n\n cycles.push({ ts: Date.now(), mid, spread: ap - bp, bp, ap, inv, vol: vm, bs, as: as_ });\n if (cycles.length > 100) cycles.shift();\n}\n\nasync function safeCycle() {\n try { await cycle(); errCount = 0; }\n catch (e: any) {\n errCount++;\n log(`Cycle err #${errCount}: ${e.message}`);\n if (errCount >= 5) { log(\"KILL SWITCH.\"); stopEngine(); try { const c = createGeminiClient(cfg.apiKey, cfg.apiSecret, cfg.sandbox); await c.cancelAll(); } catch {} }\n }\n}\n\nfunction startEngine() { running = true; errCount = 0; log(`Engine ON — ${cfg.intervalSec}s`); safeCycle(); timer = setInterval(safeCycle, cfg.intervalSec * 1000); }\nfunction stopEngine() { if (timer) { clearInterval(timer); timer = null; } running = false; log(\"Engine OFF.\"); }\n\n// ============================================================\n// HTTP HANDLER\n// ============================================================\n\nexport default async function(req: Request): Promise {\n const url = new URL(req.url);\n const p = url.pathname;\n\n // API routes\n if (p === \"/api/state\") return Response.json({ cfg: { ...cfg, apiKey: cfg.apiKey ? \"***\" : \"\", apiSecret: cfg.apiSecret ? \"***\" : \"\" }, running, logs, cycles });\n if (p === \"/api/config\" && req.method === \"POST\") { const b = await req.json(); Object.assign(cfg, b); return Response.json({ ok: true }); }\n if (p === \"/api/start\" && req.method === \"POST\") {\n if (!cfg.apiKey || !cfg.apiSecret) return Response.json({ error: \"API credentials required\" }, { status: 400 });\n startEngine(); return Response.json({ ok: true });\n }\n if (p === \"/api/stop\" && req.method === \"POST\") { stopEngine(); return Response.json({ ok: true }); }\n if (p === \"/api/cycle\" && req.method === \"POST\") {\n if (!cfg.apiKey || !cfg.apiSecret) return Response.json({ error: \"API credentials required\" }, { status: 400 });\n try { await cycle(); return Response.json({ ok: true, last: cycles[cycles.length - 1] }); }\n catch (e: any) { return Response.json({ error: e.message }, { status: 500 }); }\n }\n if (p === \"/api/cancel\" && req.method === \"POST\") {\n if (!cfg.apiKey || !cfg.apiSecret) return Response.json({ error: \"Creds required\" }, { status: 400 });\n try { const c = createGeminiClient(cfg.apiKey, cfg.apiSecret, cfg.sandbox); return Response.json(await c.cancelAll()); }\n catch (e: any) { return Response.json({ error: e.message }, { status: 500 }); }\n }\n if (p === \"/api/balances\") {\n if (!cfg.apiKey || !cfg.apiSecret) return Response.json({ error: \"Creds required\" }, { status: 400 });\n try { const c = createGeminiClient(cfg.apiKey, cfg.apiSecret, cfg.sandbox); return Response.json(await c.balances()); }\n catch (e: any) { return Response.json({ error: e.message }, { status: 500 }); }\n }\n if (p.startsWith(\"/api/ticker/\")) {\n const sym = p.split(\"/\").pop()!;\n try { const c = createGeminiClient(\"\", \"\", cfg.sandbox); return Response.json(await c.ticker(sym)); }\n catch (e: any) { return Response.json({ error: e.message }, { status: 500 }); }\n }\n if (p.startsWith(\"/api/book/\")) {\n const sym = p.split(\"/\").pop()!;\n try { const c = createGeminiClient(\"\", \"\", cfg.sandbox); return Response.json(await c.book(sym)); }\n catch (e: any) { return Response.json({ error: e.message }, { status: 500 }); }\n }\n\n // Serve the SPA\n return new Response(HTML, { headers: { \"Content-Type\": \"text/html; charset=utf-8\" } });\n}\n\n// ============================================================\n// INLINE HTML + VANILLA JS DASHBOARD\n// ============================================================\n\nconst HTML = `\n\n\n\nParagon MM\n\n\n\n\n

◆PARAGON MMGemini Market Maker

\n IDLE\n \n

\n \n

Market

Book (Top 3)

—

Controls

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

\n \n

Last Cycle

No cycles yet

History

—

Log

—

\n \n \n \n \n

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Diff · v5