mainstream-spot-order — Skillopedia

Mainstream Spot Order — Multi-Chain DEX Trading System A 15-minute timeframe spot trading system across 6 mainstream tokens on 4 chains, with AI-driven auto-research strategy optimization. --- Disclaimer This system trades real cryptocurrency. Spot trading carries substantial risk of loss. Past backtest performance does not guarantee future results. Market conditions change. You are solely responsible for any financial losses incurred. Always start with paper trading ( ) and only switch to live after extensive validation. --- Live Trading Confirmation Gate These gates are mandatory for the AI…

+ Number(n).toLocaleString('en-US', {maximumFractionDigits: 0});\n if (n >= 100) return '

Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.

+ Number(n).toLocaleString('en-US', {maximumFractionDigits: 1});\n return '

Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.

+ fmt(n, 2);\n }\n function fmtTime(ts) {\n if (!ts) return '\\u2014';\n var d = new Date(ts * 1000);\n return d.toLocaleTimeString('en-US', {hour12: false, hour: '2-digit', minute: '2-digit'});\n }\n function fmtDur(secs) {\n if (!secs || secs \u003c 0) return '\\u2014';\n var h = Math.floor(secs / 3600);\n var m = Math.floor((secs % 3600) / 60);\n var s = Math.floor(secs % 60);\n if (h > 0) return h + 'h ' + m + 'm';\n if (m > 0) return m + 'm ' + s + 's';\n return s + 's';\n }\n function esc(s) { return s.replace(/&/g,'&').replace(/\u003c/g,'<').replace(/>/g,'>'); }\n function clr(v) { return v >= 0 ? 'var(--g)' : 'var(--r)'; }\n\n function computeScore(bt) {\n if (!bt || bt.sharpe == null) return null;\n var trades = bt.num_trades || 0;\n var totalBars = bt.total_bars || 1;\n var dd = bt.max_drawdown || 0;\n var sharpe = bt.sharpe || 0;\n var sr = bt.total_return || 0;\n var bh = bt.buy_and_hold_return || 0;\n var score = sharpe * Math.sqrt(Math.min(trades / 20, 1.0)) - dd * 2.0 - (trades / totalBars) * 0.1;\n if (bh > sr) score -= (bh - sr) * 1.0;\n return score;\n }\n\n // ─── Bezier Chart ───\n function drawMainChart(baseData, btcData, baseColor, btcColor) {\n var canvas = document.getElementById('mainChart');\n if (!canvas) return;\n var ctx = canvas.getContext('2d');\n var dpr = window.devicePixelRatio || 1;\n var w = canvas.clientWidth;\n var h = canvas.clientHeight;\n canvas.width = w * dpr;\n canvas.height = h * dpr;\n ctx.scale(dpr, dpr);\n ctx.clearRect(0, 0, w, h);\n var pad = 6;\n var drawH = h - pad * 2;\n\n function normalize(data) {\n if (!data || data.length \u003c 2) return [];\n var min = Math.min.apply(null, data);\n var max = Math.max.apply(null, data);\n var range = max - min || 1;\n return data.map(function(v) { return (v - min) / range; });\n }\n function bezierPath(norm) {\n var pts = [];\n for (var i = 0; i \u003c norm.length; i++) {\n pts.push({ x: (i / (norm.length - 1)) * w, y: pad + drawH * (1 - norm[i]) });\n }\n return pts;\n }\n // BTC overlay\n var btcNorm = normalize(btcData);\n var btcPts = bezierPath(btcNorm);\n if (btcPts.length >= 2) {\n ctx.save(); ctx.globalAlpha = 0.15;\n ctx.beginPath(); ctx.moveTo(btcPts[0].x, btcPts[0].y);\n for (var i = 1; i \u003c btcPts.length; i++) {\n var cpx = (btcPts[i - 1].x + btcPts[i].x) / 2;\n ctx.bezierCurveTo(cpx, btcPts[i - 1].y, cpx, btcPts[i].y, btcPts[i].x, btcPts[i].y);\n }\n ctx.strokeStyle = btcColor; ctx.lineWidth = 1.5; ctx.stroke(); ctx.restore();\n }\n // Base curve\n var baseNorm = normalize(baseData);\n var basePts = bezierPath(baseNorm);\n if (basePts.length >= 2) {\n ctx.save();\n ctx.beginPath(); ctx.moveTo(basePts[0].x, basePts[0].y);\n for (var i = 1; i \u003c basePts.length; i++) {\n var cpx = (basePts[i - 1].x + basePts[i].x) / 2;\n ctx.bezierCurveTo(cpx, basePts[i - 1].y, cpx, basePts[i].y, basePts[i].x, basePts[i].y);\n }\n ctx.strokeStyle = baseColor; ctx.lineWidth = 2; ctx.stroke();\n // Gradient fill\n var fp = new Path2D();\n fp.moveTo(basePts[0].x, basePts[0].y);\n for (var i = 1; i \u003c basePts.length; i++) {\n var cpx = (basePts[i - 1].x + basePts[i].x) / 2;\n fp.bezierCurveTo(cpx, basePts[i - 1].y, cpx, basePts[i].y, basePts[i].x, basePts[i].y);\n }\n fp.lineTo(basePts[basePts.length - 1].x, h); fp.lineTo(basePts[0].x, h); fp.closePath();\n var grad = ctx.createLinearGradient(0, 0, 0, h);\n grad.addColorStop(0, baseColor === '#00dc82' ? 'rgba(0,220,130,0.12)' : 'rgba(255,95,95,0.12)');\n grad.addColorStop(1, 'transparent');\n ctx.fillStyle = grad; ctx.fill(fp);\n // Endpoint\n var last = basePts[basePts.length - 1];\n ctx.beginPath(); ctx.arc(last.x, last.y, 2.5, 0, Math.PI * 2); ctx.fillStyle = baseColor; ctx.fill();\n ctx.beginPath(); ctx.arc(last.x, last.y, 6, 0, Math.PI * 2);\n ctx.fillStyle = baseColor === '#00dc82' ? 'rgba(0,220,130,0.15)' : 'rgba(255,95,95,0.15)'; ctx.fill();\n ctx.restore();\n }\n }\n\n // ─── Score Gauge ───\n function drawGauge(score, max) {\n var canvas = document.getElementById('scoreGauge');\n if (!canvas) return;\n var ctx = canvas.getContext('2d');\n var dpr = window.devicePixelRatio || 1;\n var size = 36;\n canvas.width = size * dpr; canvas.height = size * dpr;\n ctx.scale(dpr, dpr); ctx.clearRect(0, 0, size, size);\n var cx = size / 2, cy = size / 2, r = 14;\n var startAngle = 0.75 * Math.PI, totalAngle = 1.5 * Math.PI;\n ctx.beginPath(); ctx.arc(cx, cy, r, startAngle, startAngle + totalAngle, false);\n ctx.strokeStyle = 'rgba(255,255,255,0.04)'; ctx.lineWidth = 3; ctx.lineCap = 'round'; ctx.stroke();\n if (score == null || max \u003c= 0) return;\n var pct = Math.max(0, Math.min(score / max, 1));\n var valueAngle = startAngle + totalAngle * pct;\n var color;\n if (pct \u003c 0.4) { var t = pct / 0.4; color = 'rgb(255,' + Math.round(95 + t * 83) + ',' + Math.round(95 - t * 59) + ')'; }\n else { var t = (pct - 0.4) / 0.6; color = 'rgb(' + Math.round(255 - t * 255) + ',' + Math.round(178 + t * 42) + ',' + Math.round(36 + t * 94) + ')'; }\n ctx.beginPath(); ctx.arc(cx, cy, r, startAngle, valueAngle, false);\n ctx.strokeStyle = color; ctx.lineWidth = 3; ctx.lineCap = 'round';\n ctx.shadowColor = color; ctx.shadowBlur = 3; ctx.stroke(); ctx.shadowBlur = 0;\n }\n\n // ─── Vote bar helper ───\n function setVote(barId, valId, vote, label) {\n var bar = document.getElementById(barId);\n var val = document.getElementById(valId);\n if (!bar || !val) return;\n var on = vote > 0;\n bar.style.width = on ? '100%' : '15%';\n bar.className = 'vote-bar ' + (on ? 'on' : 'off');\n val.textContent = vote > 0 ? vote.toFixed(1) : '0';\n val.style.color = on ? 'var(--g)' : 'var(--r)';\n }\n\n // ─── Momentum bar helper ───\n function setMomBar(posId, negId, val) {\n var pos = document.getElementById(posId);\n var neg = document.getElementById(negId);\n if (!pos || !neg) return;\n var pct = Math.min(Math.abs(val || 0) * 500, 100); // scale: 20% ret = 100%\n if (val >= 0) { pos.style.width = pct + '%'; neg.style.width = '0'; }\n else { neg.style.width = pct + '%'; pos.style.width = '0'; }\n }\n\n function classifyLog(msg) {\n var lower = msg.toLowerCase();\n if (/error|fail|exception|timeout|fatal/.test(lower)) return 'error';\n if (/fetched|success|saved|wrote|ok|complete/.test(lower)) return 'success';\n return '';\n }\n\n // ─── Chart Tooltip ───\n (function() {\n var canvas = document.getElementById('mainChart');\n var tooltip = document.getElementById('chartTooltip');\n canvas.addEventListener('mousemove', function(e) {\n if (!_baseChartData || _baseChartData.length \u003c 2) { tooltip.style.display = 'none'; return; }\n var rect = canvas.getBoundingClientRect();\n var x = e.clientX - rect.left;\n var idx = Math.round((x / rect.width) * (_baseChartData.length - 1));\n idx = Math.max(0, Math.min(idx, _baseChartData.length - 1));\n tooltip.innerHTML = fmtPrice(_baseChartData[idx]);\n tooltip.style.display = 'block';\n tooltip.style.left = Math.min(x + 10, rect.width - 70) + 'px';\n tooltip.style.top = Math.max(e.clientY - rect.top - 28, 0) + 'px';\n });\n canvas.addEventListener('mouseleave', function() { tooltip.style.display = 'none'; });\n })();\n\n // ─── Update ───\n function update(s) {\n var sym = s.pair_symbol || 'SOL';\n var lbl = s.pair_label || (sym + '/USDC');\n var a = s.analytics || {};\n var live = s.live || {};\n\n // Header\n document.getElementById('pairName').textContent = lbl;\n document.title = lbl + ' \\xb7 Spot Engine';\n document.getElementById('basePriceLabel').textContent = sym;\n document.getElementById('legendBaseLabel').textContent = sym;\n\n // Mode tag\n var modeTag = document.getElementById('modeTag');\n if (s.paper_mode) { modeTag.textContent = 'PAPER'; modeTag.className = 'tag paper'; }\n else { modeTag.textContent = 'LIVE'; modeTag.className = 'tag live'; }\n\n // Prices\n var baseUp = s.base_24h_pct >= 0;\n var baseColor = baseUp ? '#00dc82' : '#ff5f5f';\n document.getElementById('basePrice').textContent = fmtPrice(s.base_price);\n document.getElementById('btcPrice').textContent = fmtPrice(s.btc_price);\n var basePctEl = document.getElementById('basePct');\n basePctEl.textContent = fmtPct(s.base_24h_pct);\n basePctEl.className = 'pct-pill ' + (baseUp ? 'up' : 'down');\n var btcPctEl = document.getElementById('btcPct');\n btcPctEl.textContent = fmtPct(s.btc_24h_pct);\n btcPctEl.className = 'pct-pill ' + (s.btc_24h_pct >= 0 ? 'up' : 'down');\n\n // Position badge\n var posBadge = document.getElementById('posBadge');\n var isLong = (live.position || 0) > 0.5;\n posBadge.textContent = isLong ? 'LONG' : 'FLAT';\n posBadge.className = 'pos-badge ' + (isLong ? 'long' : 'flat');\n\n // Equity\n var eq = live.paper_equity;\n document.getElementById('equityVal').textContent = eq != null ? '

Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.

+ fmt(eq, 2) : '\\u2014';\n\n // Flash\n var topbar = document.getElementById('topbar');\n if (_prevBasePrice != null && s.base_price != null && s.base_price !== _prevBasePrice) {\n topbar.classList.remove('flash-green', 'flash-red');\n void topbar.offsetWidth;\n topbar.classList.add(s.base_price > _prevBasePrice ? 'flash-green' : 'flash-red');\n }\n _prevBasePrice = s.base_price;\n\n // Live status\n var now = Date.now() / 1000;\n var healthy = s.last_fetch_ts && (now - s.last_fetch_ts) \u003c 1200;\n document.getElementById('liveDot').className = 'live-dot' + (healthy ? '' : ' stale');\n document.getElementById('liveLabel').textContent = healthy ? 'LIVE' : 'STALE';\n document.getElementById('liveLabel').style.color = healthy ? 'var(--g)' : 'var(--r)';\n document.getElementById('uptime').textContent = s.started_ts ? fmtDur(now - s.started_ts) : '\\u2014';\n\n // Chart footer data\n document.getElementById('baseBars').textContent = s.base_bars != null ? Number(s.base_bars).toLocaleString() : '\\u2014';\n if (s.next_fetch_ts) {\n document.getElementById('countdown').textContent = fmtDur(Math.max(0, Math.round(s.next_fetch_ts - now)));\n }\n\n // Chart\n _baseChartData = s.base_chart || [];\n _btcChartData = s.btc_chart || [];\n drawMainChart(_baseChartData, _btcChartData, baseColor, '#a78bfa');\n document.getElementById('legendBase').style.background = baseColor;\n if (_baseChartData.length > 0) {\n var lo = Math.min.apply(null, _baseChartData);\n var hi = Math.max.apply(null, _baseChartData);\n document.getElementById('chartLow').textContent = fmtPrice(lo);\n document.getElementById('chartHigh').textContent = fmtPrice(hi);\n document.getElementById('chartRange').textContent = lo > 0 ? ((hi - lo) / lo * 100).toFixed(1) + '%' : '\\u2014';\n }\n document.getElementById('chartATR').textContent = a.atr != null ? '

Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.

+ fmt(a.atr, 2) + ' (' + fmt((a.atr_pct || 0) * 100, 2) + '%)' : '\\u2014';\n\n // ─── Signal Ensemble ───\n if (a.ready) {\n setVote('vMom', 'vMomVal', a.vote_momentum);\n setVote('vVshort', 'vVshortVal', a.vote_vshort);\n setVote('vEma', 'vEmaVal', a.vote_ema);\n setVote('vRsi', 'vRsiVal', a.vote_rsi);\n setVote('vMacd', 'vMacdVal', a.vote_macd);\n setVote('vBb', 'vBbVal', a.vote_bb);\n\n // BTC bonus (special color)\n var vBtcBar = document.getElementById('vBtc');\n var vBtcVal = document.getElementById('vBtcVal');\n vBtcBar.style.width = a.btc_bonus > 0 ? '100%' : '15%';\n vBtcBar.style.background = a.btc_bonus > 0 ? 'var(--vi)' : 'var(--t4)';\n vBtcBar.style.opacity = a.btc_bonus > 0 ? '1' : '0.3';\n vBtcVal.textContent = fmt(a.btc_bonus, 1);\n vBtcVal.style.color = a.btc_bonus > 0 ? 'var(--vi)' : 'var(--t4)';\n\n // Total votes bar\n var maxVotes = 6.5;\n var totalPct = Math.min((a.total_votes / maxVotes) * 100, 100);\n var totalBar = document.getElementById('totalBar');\n totalBar.style.width = totalPct + '%';\n var totalColor = a.total_votes >= a.entry_threshold ? 'var(--g)' : a.total_votes >= a.exit_threshold ? 'var(--amb)' : 'var(--r)';\n totalBar.style.background = totalColor;\n document.getElementById('totalVotes').textContent = fmt(a.total_votes, 1);\n document.getElementById('totalVotes').style.color = totalColor;\n\n // Threshold lines\n document.getElementById('entryLine').style.left = ((a.entry_threshold / maxVotes) * 100) + '%';\n document.getElementById('exitLine').style.left = ((a.exit_threshold / maxVotes) * 100) + '%';\n\n // Signal state badge\n var ss = document.getElementById('signalState');\n if (a.in_position) {\n ss.textContent = a.entry_type === 'meanrev' ? 'MR HOLD' : 'HOLD';\n ss.style.color = 'var(--g)'; ss.style.borderColor = 'rgba(0,220,130,0.2)'; ss.style.background = 'rgba(0,220,130,0.06)';\n } else if (a.total_votes >= a.entry_threshold) {\n ss.textContent = 'ENTRY'; ss.style.color = 'var(--g)'; ss.style.borderColor = 'rgba(0,220,130,0.2)'; ss.style.background = 'rgba(0,220,130,0.06)';\n } else {\n ss.textContent = 'FLAT'; ss.style.color = 'var(--t3)'; ss.style.borderColor = 'var(--brd)'; ss.style.background = 'var(--p2)';\n }\n\n // RSI\n document.getElementById('rsiVal').textContent = fmt(a.rsi, 1);\n var rsiColor = a.rsi \u003c= a.rsi_oversold ? 'var(--g)' : a.rsi >= a.rsi_overbought ? 'var(--r)' : 'var(--cy)';\n document.getElementById('rsiVal').style.color = rsiColor;\n document.getElementById('rsiNeedle').style.left = Math.max(0, Math.min(a.rsi, 100)) + '%';\n document.getElementById('rsiNeedle').style.background = rsiColor;\n document.getElementById('rsiOversold').style.width = a.rsi_oversold + '%';\n document.getElementById('rsiOverbought').style.width = (100 - a.rsi_overbought) + '%';\n document.getElementById('rsiOsLabel').textContent = a.rsi_oversold;\n document.getElementById('rsiObLabel').textContent = a.rsi_overbought;\n\n // BB Width\n var bbPct = Math.min((a.bb_width / 0.1) * 100, 100); // 10% width = 100%\n document.getElementById('bbBar').style.width = bbPct + '%';\n document.getElementById('bbBar').style.background = a.bb_squeeze ? 'var(--amb)' : 'var(--cy)';\n document.getElementById('bbWidthVal').textContent = fmt(a.bb_width * 100, 2) + '%';\n document.getElementById('bbWidthVal').style.color = a.bb_squeeze ? 'var(--amb)' : 'var(--t1)';\n document.getElementById('squeezeTag').style.display = a.bb_squeeze ? 'inline' : 'none';\n document.getElementById('bbSqueezeLine').style.left = ((a.bb_squeeze_threshold / 0.1) * 100) + '%';\n\n // Momentum bars\n setMomBar('momPos', 'momNeg', a.mom_ret);\n document.getElementById('momRetVal').textContent = fmtPct(a.mom_ret);\n document.getElementById('momRetVal').style.color = clr(a.mom_ret);\n setMomBar('vshortPos', 'vshortNeg', a.vshort_ret);\n document.getElementById('vshortRetVal').textContent = fmtPct(a.vshort_ret);\n document.getElementById('vshortRetVal').style.color = clr(a.vshort_ret);\n setMomBar('btcMomPos', 'btcMomNeg', a.btc_mom);\n document.getElementById('btcMomVal').textContent = fmtPct(a.btc_mom);\n\n // BTC Veto\n var vetoEl = document.getElementById('btcVeto');\n vetoEl.textContent = a.btc_veto ? 'ACTIVE' : 'NO';\n vetoEl.style.color = a.btc_veto ? 'var(--r)' : 'var(--g)';\n\n // MR readiness\n var mrEl = document.getElementById('mrReady');\n var mrReady = a.mr_rsi_ready && a.mr_near_bb;\n mrEl.textContent = mrReady ? 'YES' : 'NO';\n mrEl.style.color = mrReady ? 'var(--amb)' : 'var(--t3)';\n\n // EMA / MACD values\n document.getElementById('emaFastVal').textContent = fmtPrice(a.ema_fast);\n document.getElementById('emaSlowVal').textContent = fmtPrice(a.ema_slow);\n document.getElementById('emaFastVal').style.color = a.ema_fast > a.ema_slow ? 'var(--g)' : 'var(--r)';\n document.getElementById('emaSlowVal').style.color = a.ema_fast > a.ema_slow ? 'var(--g)' : 'var(--r)';\n document.getElementById('macdLineVal').textContent = fmt(a.macd, 4);\n document.getElementById('macdSigVal').textContent = fmt(a.macd_signal, 4);\n document.getElementById('macdHistVal').textContent = fmt(a.macd_hist, 4);\n document.getElementById('macdHistVal').style.color = clr(a.macd_hist);\n\n // Position details\n var posState = document.getElementById('posState');\n if (a.in_position) {\n posState.textContent = a.entry_type === 'meanrev' ? 'Mean-Reversion' : 'Trend';\n posState.style.color = 'var(--g)';\n document.getElementById('posEntryRow').style.display = '';\n document.getElementById('posUnrealRow').style.display = '';\n document.getElementById('posTsRow').style.display = '';\n document.getElementById('posBarsRow').style.display = '';\n document.getElementById('posTypeRow').style.display = '';\n document.getElementById('posEntry').textContent = fmtPrice(a.entry_price);\n document.getElementById('posUnreal').textContent = fmtPct(a.unrealized_pct);\n document.getElementById('posUnreal').style.color = clr(a.unrealized_pct);\n document.getElementById('posTrailStop').textContent = fmtPrice(a.trailing_stop);\n document.getElementById('posBarsHeld').textContent = a.bars_held + ' (' + fmtDur(a.bars_held * 900) + ')';\n document.getElementById('posType').textContent = a.entry_type;\n } else {\n posState.textContent = 'Flat';\n posState.style.color = 'var(--t3)';\n document.getElementById('posEntryRow').style.display = 'none';\n document.getElementById('posUnrealRow').style.display = 'none';\n document.getElementById('posTsRow').style.display = 'none';\n document.getElementById('posBarsRow').style.display = 'none';\n document.getElementById('posTypeRow').style.display = 'none';\n }\n }\n\n // ─── Performance sidebar ───\n var bt = s.backtest || {};\n var score = computeScore(bt);\n drawGauge(score != null ? Math.max(0, score) : null, 5);\n document.getElementById('scoreValue').textContent = score != null ? fmt(score, 2) : '\\u2014';\n var sharpeEl = document.getElementById('sharpeValue');\n sharpeEl.textContent = fmt(bt.sharpe, 2);\n if (bt.sharpe != null) sharpeEl.style.color = bt.sharpe >= 2 ? 'var(--g)' : bt.sharpe >= 1 ? 'var(--amb)' : 'var(--r)';\n document.getElementById('tradeCount').textContent = bt.num_trades != null ? bt.num_trades : '\\u2014';\n var retEl = document.getElementById('stratReturn');\n retEl.textContent = bt.total_return != null ? fmtPct(bt.total_return) : '\\u2014';\n if (bt.total_return != null) retEl.style.color = clr(bt.total_return);\n document.getElementById('vsBH').textContent = bt.buy_and_hold_return != null ? fmtPct(bt.buy_and_hold_return) : '\\u2014';\n document.getElementById('maxDD').textContent = bt.max_drawdown != null ? fmt(bt.max_drawdown * 100, 1) + '%' : '\\u2014';\n document.getElementById('ddFill').style.width = (bt.max_drawdown != null ? Math.min(bt.max_drawdown * 100 / 20 * 100, 100) : 0) + '%';\n\n // Daily PnL\n var dpnl = live.daily_pnl;\n var dpnlEl = document.getElementById('dailyPnl');\n dpnlEl.textContent = dpnl != null ? fmtPct(dpnl) : '\\u2014';\n if (dpnl != null) dpnlEl.style.color = clr(dpnl);\n\n // ─── Trade History ───\n var trades = (live.trades || []).slice(-15).reverse();\n document.getElementById('liveTradeCount').textContent = trades.length;\n var tradeBody = document.getElementById('tradeBody');\n if (trades.length === 0) {\n tradeBody.innerHTML = '\u003ctr>\u003ctd colspan=\"6\" style=\"color:var(--t3);text-align:center;padding:12px\">No trades yet\u003c/td>\u003c/tr>';\n } else {\n tradeBody.innerHTML = trades.map(function(t) {\n var side = t.side || '?';\n var cls = side === 'BUY' ? 'buy' : 'sell';\n var price = t.price ? fmtPrice(t.price) : '\\u2014';\n var size = t.usdc ? '

Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.

+ fmt(t.usdc, 2) : t.base ? fmt(t.base, 4) : '\\u2014';\n var pnl = t.pnl_pct != null ? fmtPct(t.pnl_pct) : '\\u2014';\n var pnlCls = t.pnl_pct != null ? (t.pnl_pct >= 0 ? 'buy' : 'sell') : '';\n var status = t.status || '\\u2014';\n return '\u003ctr>\u003ctd>' + fmtTime(t.ts) + '\u003c/td>\u003ctd class=\"' + cls + '\">' + side + '\u003c/td>\u003ctd>' + price + '\u003c/td>\u003ctd>' + size + '\u003c/td>\u003ctd class=\"' + pnlCls + '\">' + pnl + '\u003c/td>\u003ctd>' + esc(status) + '\u003c/td>\u003c/tr>';\n }).join('');\n }\n\n // ─── Logs ───\n var logs = (s.logs || []).slice(-25).reverse();\n document.getElementById('logCount').textContent = logs.length;\n document.getElementById('logList').innerHTML = logs.map(function(l) {\n var parts = l.split(' ');\n var time = parts[0] || '';\n var msg = parts.slice(1).join(' ');\n var cls = classifyLog(msg);\n return '\u003cdiv class=\"log-entry ' + cls + '\">\u003cspan class=\"log-time\">' + esc(time) + '\u003c/span>\u003cspan class=\"log-msg\">' + esc(msg) + '\u003c/span>\u003c/div>';\n }).join('');\n }\n\n function poll() {\n fetch('/api/state').then(function(r) { return r.json(); }).then(update).catch(function() {});\n }\n poll();\n setInterval(poll, 3000);\n})();\n\u003c/script>\n\u003c/body>\n\u003c/html>\n","content_type":"text/html; charset=utf-8","language":"markup","size":45838,"content_sha256":"79df5456dcb41eb9bc0a2c56285fe37133766bd66d8dda7bc2c1cc5ac2539fe8"},{"filename":"live.py","content":"#!/usr/bin/env python3\n\"\"\"Live trading engine for multi-chain spot system via OKX DEX swap.\n\nUsage:\n python3 live.py --pair SOL\n python3 live.py --pair ETH --port 3251\n\nSingle-threaded loop:\n1. Wait for 15m bar boundary + 30s settling\n2. Fetch 299 bars base + BTC via CLI\n3. Run strategy.on_bar()\n4. If position change: execute OKX DEX swap\n5. Update live_state_{pair}.json\n\"\"\"\nfrom __future__ import annotations\n\nimport argparse\nimport json\nimport math\nimport os\nimport sys\nimport time\nimport traceback\n\nimport config\nimport okx\nimport strategy\n\nSTATE_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), \"state\")\n\nPAPER = getattr(config, \"PAPER_TRADE\", False)\n\n\ndef _state_file() -> str:\n symbol = config.pair()[\"base_symbol\"].lower()\n return os.path.join(STATE_DIR, f\"live_state_{symbol}.json\")\n\n\ndef _load_state() -> dict:\n \"\"\"Load live state from disk.\"\"\"\n os.makedirs(STATE_DIR, exist_ok=True)\n sf = _state_file()\n if os.path.exists(sf):\n with open(sf) as f:\n return json.load(f)\n return {\n \"position\": 0.0, # 0.0 = flat, 1.0 = long\n \"strategy_state\": strategy.init_state(),\n \"daily_pnl\": 0.0,\n \"daily_start_equity\": None,\n \"last_trade_ts\": 0,\n \"trades\": [],\n # Paper trade tracking\n \"paper_usdc\": config.INITIAL_USDC,\n \"paper_base\": 0.0,\n \"paper_entry_price\": 0.0,\n }\n\n\ndef _save_state(state: dict):\n \"\"\"Save live state to disk.\"\"\"\n os.makedirs(STATE_DIR, exist_ok=True)\n with open(_state_file(), \"w\") as f:\n json.dump(state, f, indent=2)\n\n\ndef _current_equity() -> float:\n \"\"\"Current equity in USDC terms.\"\"\"\n p = config.pair()\n usdc = okx.quote_balance() or 0.0\n base = okx.base_balance() or 0.0\n # Get base price\n candles = okx.kline(p[\"base_mint\"], config.BAR_SIZE, limit=1)\n if candles:\n c = candles[0]\n base_price = float(c.get(\"c\", c.get(\"close\", 0))) if isinstance(c, dict) else float(c[4])\n else:\n base_price = 0.0\n return usdc + base * base_price\n\n\ndef _wait_for_bar():\n \"\"\"Sleep until next 15m bar boundary + 30s settling.\"\"\"\n now = time.time()\n next_bar = (int(now) // config.BAR_SECONDS + 1) * config.BAR_SECONDS\n sleep_secs = (next_bar - now) + 30\n if sleep_secs > 0:\n print(f\"Sleeping {sleep_secs:.0f}s until next bar...\")\n time.sleep(sleep_secs)\n\n\ndef _execute_buy(usdc_amount: float) -> dict | None:\n \"\"\"Buy base token with USDC. Returns trade info or None.\"\"\"\n p = config.pair()\n quote_dec = p[\"quote_decimals\"]\n amount_raw = str(int(usdc_amount * 10**quote_dec))\n symbol = p[\"base_symbol\"]\n print(f\" BUY: {usdc_amount:.2f} USDC -> {symbol}\")\n\n if p[\"chain_family\"] == \"solana\":\n # Solana: 2-step (swap_execute -> sign_and_broadcast)\n try:\n swap_data = okx.swap_execute(\n p[\"quote_mint\"], p[\"base_mint\"], amount_raw,\n slippage=str(config.SLIPPAGE_PCT))\n except Exception as e:\n print(f\" Swap execute failed: {e}\")\n return None\n\n unsigned_tx = swap_data.get(\"tx\", swap_data.get(\"callData\", \"\"))\n to_addr = swap_data.get(\"to\", swap_data.get(\"routerAddress\", \"\"))\n if not unsigned_tx:\n print(f\" No unsigned tx in swap response: {list(swap_data.keys())}\")\n return None\n\n try:\n tx_hash = okx.sign_and_broadcast(unsigned_tx, to_addr)\n except Exception as e:\n print(f\" Sign/broadcast failed: {e}\")\n return None\n\n if not tx_hash:\n print(\" Empty tx hash\")\n return None\n\n print(f\" TX: {tx_hash}\")\n status = okx.tx_status(tx_hash)\n print(f\" Status: {status}\")\n return {\"side\": \"BUY\", \"usdc\": usdc_amount, \"tx\": tx_hash, \"status\": status,\n \"ts\": int(time.time())}\n\n else:\n # EVM: 1-step (handles approval + swap)\n try:\n result = okx.swap_onestep(\n p[\"quote_mint\"], p[\"base_mint\"], amount_raw,\n slippage=str(config.SLIPPAGE_PCT))\n except Exception as e:\n print(f\" Swap onestep failed: {e}\")\n return None\n\n tx_hash = result.get(\"txHash\", \"\")\n if not tx_hash:\n print(f\" No tx hash: {result}\")\n return None\n\n print(f\" TX: {tx_hash}\")\n status = okx.tx_status(tx_hash)\n print(f\" Status: {status}\")\n return {\"side\": \"BUY\", \"usdc\": usdc_amount, \"tx\": tx_hash, \"status\": status,\n \"ts\": int(time.time())}\n\n\ndef _execute_sell() -> dict | None:\n \"\"\"Sell all base token for USDC. Returns trade info or None.\"\"\"\n p = config.pair()\n base_bal = okx.base_balance()\n base_dec = p[\"base_decimals\"]\n gas_reserve = p[\"gas_reserve\"]\n native_for_sell = p[\"native_for_sell\"]\n symbol = p[\"base_symbol\"]\n\n if not base_bal or base_bal \u003c gas_reserve * 2:\n print(f\" No {symbol} to sell\")\n return None\n\n # Keep gas_reserve for fees (only for native tokens)\n if native_for_sell.lower() in (\"0xeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee\",\n \"11111111111111111111111111111111\"):\n sell_amount = base_bal - gas_reserve\n else:\n # ERC-20 tokens — sell all, gas is paid in native token\n sell_amount = base_bal\n\n if sell_amount \u003c= 0:\n print(f\" {symbol} balance too low to sell\")\n return None\n\n amount_raw = str(int(sell_amount * 10**base_dec))\n print(f\" SELL: {sell_amount:.6f} {symbol} -> USDC\")\n\n if p[\"chain_family\"] == \"solana\":\n # Solana: 2-step\n try:\n swap_data = okx.swap_execute(\n native_for_sell, p[\"quote_mint\"], amount_raw,\n slippage=str(config.SLIPPAGE_PCT))\n except Exception as e:\n print(f\" Swap execute failed: {e}\")\n return None\n\n unsigned_tx = swap_data.get(\"tx\", swap_data.get(\"callData\", \"\"))\n to_addr = swap_data.get(\"to\", swap_data.get(\"routerAddress\", \"\"))\n if not unsigned_tx:\n print(f\" No unsigned tx in swap response: {list(swap_data.keys())}\")\n return None\n\n try:\n tx_hash = okx.sign_and_broadcast(unsigned_tx, to_addr)\n except Exception as e:\n print(f\" Sign/broadcast failed: {e}\")\n return None\n\n if not tx_hash:\n print(\" Empty tx hash\")\n return None\n\n print(f\" TX: {tx_hash}\")\n status = okx.tx_status(tx_hash)\n print(f\" Status: {status}\")\n return {\"side\": \"SELL\", \"base\": sell_amount, \"tx\": tx_hash, \"status\": status,\n \"ts\": int(time.time())}\n\n else:\n # EVM: 1-step\n try:\n result = okx.swap_onestep(\n native_for_sell, p[\"quote_mint\"], amount_raw,\n slippage=str(config.SLIPPAGE_PCT))\n except Exception as e:\n print(f\" Swap onestep failed: {e}\")\n return None\n\n tx_hash = result.get(\"txHash\", \"\")\n if not tx_hash:\n print(f\" No tx hash: {result}\")\n return None\n\n print(f\" TX: {tx_hash}\")\n status = okx.tx_status(tx_hash)\n print(f\" Status: {status}\")\n return {\"side\": \"SELL\", \"base\": sell_amount, \"tx\": tx_hash, \"status\": status,\n \"ts\": int(time.time())}\n\n\ndef _paper_equity(state: dict, base_price: float) -> float:\n \"\"\"Calculate simulated equity for paper trading.\"\"\"\n return state.get(\"paper_usdc\", 0) + state.get(\"paper_base\", 0) * base_price\n\n\ndef _paper_buy(state: dict, price: float, target_size: float) -> dict:\n \"\"\"Simulate buying base token with USDC. Returns trade record.\"\"\"\n p = config.pair()\n symbol = p[\"base_symbol\"]\n usdc = state[\"paper_usdc\"]\n spend = usdc * config.LIVE_USDC_PCT * target_size\n cost = spend * config.COST_PER_LEG\n slip = spend * config.SLIPPAGE_PCT\n effective = spend - cost - slip\n base_bought = effective / price if price > 0 else 0\n state[\"paper_usdc\"] -= spend\n state[\"paper_base\"] += base_bought\n state[\"paper_entry_price\"] = price\n print(f\" [PAPER] BUY {base_bought:.6f} {symbol} @ ${price:.2f} (spent ${spend:.2f} USDC)\")\n return {\"side\": \"BUY\", \"price\": price, \"usdc\": spend, \"base\": base_bought,\n \"paper\": True, \"status\": \"SUCCESS\", \"ts\": int(time.time())}\n\n\ndef _paper_sell(state: dict, price: float) -> dict:\n \"\"\"Simulate selling all base token for USDC. Returns trade record.\"\"\"\n p = config.pair()\n symbol = p[\"base_symbol\"]\n base_amt = state[\"paper_base\"]\n gross = base_amt * price\n cost = gross * config.COST_PER_LEG\n slip = gross * config.SLIPPAGE_PCT\n net = gross - cost - slip\n entry = state.get(\"paper_entry_price\", price)\n pnl_pct = (price - entry) / entry if entry > 0 else 0\n state[\"paper_usdc\"] += net\n state[\"paper_base\"] = 0.0\n state[\"paper_entry_price\"] = 0.0\n print(f\" [PAPER] SELL {base_amt:.6f} {symbol} @ ${price:.2f} (received ${net:.2f} USDC, pnl={pnl_pct:+.2%})\")\n return {\"side\": \"SELL\", \"price\": price, \"usdc\": net, \"base\": base_amt,\n \"pnl_pct\": round(pnl_pct, 4), \"paper\": True, \"status\": \"SUCCESS\",\n \"ts\": int(time.time())}\n\n\ndef _fetch_bars():\n \"\"\"Fetch and parse base + BTC candle bars. Returns (base_bars, btc_bars) or (None, None).\"\"\"\n p = config.pair()\n base_candles = okx.kline(p[\"base_mint\"], config.BAR_SIZE, limit=299)\n\n # BTC overlay\n if config.ACTIVE_PAIR == \"BTC\":\n btc_candles = base_candles # BTC is its own overlay\n elif p[\"chain_family\"] == \"solana\":\n btc_candles = okx.kline(config.WBTC_MINT, config.BAR_SIZE, limit=299)\n elif p[\"chain_index\"] == config.BTC_OVERLAY_CHAIN:\n btc_candles = okx.kline(config.BTC_OVERLAY_MINT, config.BAR_SIZE, limit=299)\n else:\n btc_candles = okx.kline(config.BTC_OVERLAY_MINT, config.BAR_SIZE, limit=299,\n chain_index=config.BTC_OVERLAY_CHAIN)\n\n if not base_candles or not btc_candles:\n return None, None\n\n base_bars = []\n for c in base_candles:\n if isinstance(c, dict):\n base_bars.append({\n \"ts\": int(c.get(\"ts\", 0)),\n \"o\": float(c.get(\"o\", 0)), \"h\": float(c.get(\"h\", 0)),\n \"l\": float(c.get(\"l\", 0)), \"c\": float(c.get(\"c\", 0)),\n \"vol\": float(c.get(\"vol\", c.get(\"baseVolume\", 0))),\n })\n base_bars.sort(key=lambda x: x[\"ts\"])\n\n btc_bars = []\n for c in btc_candles:\n if isinstance(c, dict):\n btc_bars.append({\n \"ts\": int(c.get(\"ts\", 0)),\n \"o\": float(c.get(\"o\", 0)), \"h\": float(c.get(\"h\", 0)),\n \"l\": float(c.get(\"l\", 0)), \"c\": float(c.get(\"c\", 0)),\n \"vol\": float(c.get(\"vol\", c.get(\"baseVolume\", 0))),\n })\n btc_bars.sort(key=lambda x: x[\"ts\"])\n return base_bars, btc_bars\n\n\ndef main():\n parser = argparse.ArgumentParser(description=\"Live trading engine\")\n parser.add_argument(\"--pair\", default=\"SOL\",\n help=\"Trading pair (default: SOL). See: python3 config.py --list\")\n parser.add_argument(\"--port\", type=int, default=0,\n help=\"Dashboard port override (default: auto from config)\")\n args = parser.parse_args()\n\n config.ACTIVE_PAIR = args.pair.upper()\n p = config.pair()\n symbol = p[\"base_symbol\"]\n\n if args.port:\n config.DASHBOARD_PORT = args.port\n\n mode_label = \"PAPER\" if PAPER else \"LIVE\"\n print(f\"=== {p['label']} Spot Engine [{mode_label}] ===\")\n\n if not PAPER:\n addr = okx.wallet_preflight()\n print(f\"Wallet: {addr}\")\n\n state = _load_state()\n strat_state = state[\"strategy_state\"]\n\n if PAPER:\n equity = _paper_equity(state, 0)\n print(f\"Paper balance: ${state['paper_usdc']:.2f} USDC, {state['paper_base']:.6f} {symbol}\")\n else:\n equity = _current_equity()\n print(f\"Starting equity: {equity:.2f} USDC\")\n\n if state[\"daily_start_equity\"] is None:\n state[\"daily_start_equity\"] = equity\n\n print(f\"Position: {'LONG' if state['position'] > 0.5 else 'FLAT'}\")\n print(\"Starting main loop... (Ctrl+C to stop)\\n\")\n\n while True:\n try:\n _wait_for_bar()\n\n base_bars, btc_bars = _fetch_bars()\n if base_bars is None:\n print(\"Failed to fetch candles, skipping bar\")\n continue\n if len(base_bars) \u003c 50:\n print(f\"Not enough {symbol} bars ({len(base_bars)}), skipping\")\n continue\n\n # Run strategy\n signal = strategy.on_bar(strat_state, base_bars, btc_bars, len(base_bars) - 1)\n current_pos = state[\"position\"]\n target_pos = signal.target_position\n\n ts_str = time.strftime(\"%H:%M\", time.localtime())\n price = base_bars[-1][\"c\"]\n\n # Equity display\n if PAPER:\n equity = _paper_equity(state, price)\n eq_str = f\"eq=${equity:.2f}\"\n else:\n eq_str = \"\"\n\n print(f\"[{ts_str}] {symbol}=${price:.2f} signal={signal.reason} \"\n f\"pos={current_pos:.0f}->{target_pos:.0f} {eq_str}\")\n\n # Execute if position changed\n trade = None\n if target_pos > 0.5 and current_pos \u003c 0.5:\n if PAPER:\n trade = _paper_buy(state, price, target_pos)\n state[\"position\"] = target_pos\n else:\n usdc = okx.quote_balance() or 0.0\n trade_amount = usdc * config.LIVE_USDC_PCT\n if trade_amount > 1.0:\n trade = _execute_buy(trade_amount)\n if trade and trade[\"status\"] == \"SUCCESS\":\n state[\"position\"] = 1.0\n else:\n print(\" Trade failed, staying flat\")\n\n elif target_pos \u003c 0.5 and current_pos > 0.5:\n if PAPER:\n trade = _paper_sell(state, price)\n state[\"position\"] = 0.0\n else:\n trade = _execute_sell()\n if trade and trade[\"status\"] == \"SUCCESS\":\n state[\"position\"] = 0.0\n else:\n print(\" Trade failed, staying long\")\n\n # Daily loss check\n if PAPER:\n equity = _paper_equity(state, price)\n else:\n equity = _current_equity()\n daily_start = state[\"daily_start_equity\"] or equity\n daily_pnl = (equity - daily_start) / daily_start if daily_start > 0 else 0\n state[\"daily_pnl\"] = daily_pnl\n\n if daily_pnl \u003c -config.MAX_DAILY_LOSS:\n print(f\"DAILY LOSS LIMIT HIT: {daily_pnl:.2%}. Stopping.\")\n if state[\"position\"] > 0.5:\n if PAPER:\n _paper_sell(state, price)\n else:\n _execute_sell()\n state[\"position\"] = 0.0\n _save_state(state)\n break\n\n # Reset daily at midnight UTC\n utc_hour = time.gmtime().tm_hour\n if utc_hour == 0 and state.get(\"last_reset_hour\") != 0:\n state[\"daily_start_equity\"] = equity\n state[\"daily_pnl\"] = 0.0\n state[\"last_reset_hour\"] = 0\n elif utc_hour != 0:\n state[\"last_reset_hour\"] = utc_hour\n\n # Save state\n if trade:\n state[\"trades\"].append(trade)\n state[\"last_trade_ts\"] = int(time.time())\n state[\"strategy_state\"] = strat_state\n _save_state(state)\n\n except KeyboardInterrupt:\n print(\"\\nStopping...\")\n _save_state(state)\n break\n except Exception as e:\n print(f\"Error: {e}\")\n traceback.print_exc()\n time.sleep(60)\n\n\nif __name__ == \"__main__\":\n main()\n","content_type":"text/x-python; charset=utf-8","language":"python","size":16095,"content_sha256":"1b1f76ac1b868122ae03fb8445a5f723b0db9b7ec3406cba7844acdaf74fc417"},{"filename":"okx.py","content":"\"\"\"OKX onchainos CLI wrapper + HTTP helpers for multi-chain spot system.\"\"\"\nfrom __future__ import annotations\n\nimport json\nimport os\nimport subprocess\nimport sys\nimport time\nimport urllib.request\nimport urllib.parse\n\nimport config\n\n_ONCHAINOS = os.path.expanduser(\"~/.local/bin/onchainos\")\n_OKX_BASE = \"https://www.okx.com\"\n\nWALLET_ADDRESS = None # set by wallet_preflight()\n\n\n# ── CLI wrapper ──────────────────────────────────────────────────────\n\ndef _onchainos(*args, timeout: int = 30) -> dict:\n \"\"\"Call onchainos CLI and parse JSON output.\"\"\"\n cmd = [_ONCHAINOS] + list(args)\n try:\n result = subprocess.run(cmd, capture_output=True, text=True, timeout=timeout)\n except subprocess.TimeoutExpired:\n raise RuntimeError(f\"onchainos timeout ({timeout}s): {' '.join(args[:3])}\")\n if result.returncode != 0:\n err = result.stderr.strip() or result.stdout.strip()\n raise RuntimeError(f\"onchainos error (rc={result.returncode}): {err[:200]}\")\n try:\n return json.loads(result.stdout)\n except json.JSONDecodeError:\n raise RuntimeError(f\"onchainos invalid JSON: {result.stdout[:200]}\")\n\n\ndef _cli_data(resp: dict):\n \"\"\"Extract .data from onchainos JSON response.\"\"\"\n return resp.get(\"data\", [])\n\n\n# ── HTTP helper (public endpoints) ──────────────────────────────────\n\ndef _get(path: str, params: dict = None) -> dict:\n \"\"\"GET from OKX public REST API.\"\"\"\n url = _OKX_BASE + path\n if params:\n url += \"?\" + urllib.parse.urlencode(params)\n req = urllib.request.Request(url, headers={\"User-Agent\": \"spot-multi/1.0\"})\n with urllib.request.urlopen(req, timeout=15) as resp:\n return json.loads(resp.read().decode())\n\n\n# ── Candle data ─────────────────────────────────────────────────────\n\ndef kline(token: str, bar: str = config.BAR_SIZE, limit: int = 299,\n chain_index: str | None = None) -> list:\n \"\"\"Fetch recent candles via CLI. Returns list of candle dicts.\n chain_index overrides config.pair() chain (used for BTC overlay from different chain).\n \"\"\"\n chain = chain_index or config.pair()[\"chain_index\"]\n r = _onchainos(\"market\", \"kline\",\n \"--chain\", chain,\n \"--address\", token,\n \"--bar\", bar,\n \"--limit\", str(limit))\n return _cli_data(r)\n\n\ndef kline_history(token: str, bar: str = config.BAR_SIZE,\n limit: int = 100, after: int = 0,\n chain_index: str | None = None) -> list:\n \"\"\"Fetch historical candles via OKX public REST API with pagination.\n `after` is a timestamp in ms — returns candles BEFORE this time.\n Returns list of [ts, o, h, l, c, vol] lists, newest-first.\n \"\"\"\n chain = chain_index or config.pair()[\"chain_index\"]\n params = {\n \"chainIndex\": chain,\n \"tokenContractAddress\": token,\n \"bar\": bar,\n \"limit\": str(limit),\n }\n if after:\n params[\"after\"] = str(after)\n resp = _get(\"/api/v5/dex/market/candles\", params)\n data = resp.get(\"data\", [])\n return data if isinstance(data, list) else []\n\n\n# ── Swap execution (Solana: 2-step, EVM: 1-step) ────────────────────\n\ndef swap_quote(from_token: str, to_token: str, amount: str) -> dict:\n \"\"\"Get swap quote via CLI. amount in base units.\"\"\"\n chain = config.pair()[\"chain_index\"]\n r = _onchainos(\"swap\", \"quote\",\n \"--chain\", chain,\n \"--from\", from_token,\n \"--to\", to_token,\n \"--amount\", amount,\n timeout=15)\n data = _cli_data(r)\n return data[0] if isinstance(data, list) and data else data if isinstance(data, dict) else {}\n\n\ndef swap_execute(from_token: str, to_token: str, amount: str,\n slippage: str = \"0.005\") -> dict:\n \"\"\"Execute swap via CLI (Solana path). Returns tx data with unsigned transaction.\"\"\"\n chain = config.pair()[\"chain_index\"]\n r = _onchainos(\"swap\", \"swap\",\n \"--chain\", chain,\n \"--from\", from_token,\n \"--to\", to_token,\n \"--amount\", amount,\n \"--slippage\", slippage,\n \"--wallet-address\", WALLET_ADDRESS,\n timeout=30)\n data = _cli_data(r)\n return data[0] if isinstance(data, list) and data else data if isinstance(data, dict) else {}\n\n\ndef sign_and_broadcast(unsigned_tx: str, to_addr: str) -> str:\n \"\"\"Sign via TEE + broadcast (Solana path). Returns txHash.\"\"\"\n chain = config.pair()[\"chain_index\"]\n r = _onchainos(\"wallet\", \"contract-call\",\n \"--chain\", chain,\n \"--to\", to_addr,\n \"--unsigned-tx\", unsigned_tx,\n \"--biz-type\", \"dex\",\n \"--strategy\", \"mainstream-spot-order\",\n timeout=60)\n data = _cli_data(r)\n if isinstance(data, list) and data:\n data = data[0]\n return data.get(\"txHash\", \"\") if isinstance(data, dict) else \"\"\n\n\ndef swap_onestep(from_token: str, to_token: str, amount: str,\n slippage: str = \"0.005\") -> dict:\n \"\"\"One-step swap for EVM chains. Handles ERC-20 approval + swap execution.\n Returns dict with txHash and status.\n \"\"\"\n chain = config.pair()[\"chain_index\"]\n # Get swap data\n r = _onchainos(\"swap\", \"swap\",\n \"--chain\", chain,\n \"--from\", from_token,\n \"--to\", to_token,\n \"--amount\", amount,\n \"--slippage\", slippage,\n \"--wallet-address\", WALLET_ADDRESS,\n timeout=30)\n data = _cli_data(r)\n swap_data = data[0] if isinstance(data, list) and data else data if isinstance(data, dict) else {}\n\n # Check if approval is needed\n approve_data = swap_data.get(\"approve\", swap_data.get(\"approveData\"))\n if approve_data and isinstance(approve_data, dict):\n approve_to = approve_data.get(\"to\", approve_data.get(\"spenderAddress\", \"\"))\n approve_tx = approve_data.get(\"data\", approve_data.get(\"callData\", \"\"))\n if approve_to and approve_tx:\n try:\n _onchainos(\"wallet\", \"contract-call\",\n \"--chain\", chain,\n \"--to\", approve_to,\n \"--unsigned-tx\", approve_tx,\n \"--biz-type\", \"dex\",\n \"--strategy\", \"mainstream-spot-order\",\n timeout=60)\n time.sleep(5) # wait for approval to confirm\n except Exception as e:\n return {\"txHash\": \"\", \"status\": \"APPROVE_FAILED\", \"error\": str(e)}\n\n # Execute the swap\n unsigned_tx = swap_data.get(\"tx\", swap_data.get(\"callData\", swap_data.get(\"data\", \"\")))\n to_addr = swap_data.get(\"to\", swap_data.get(\"routerAddress\", \"\"))\n if not unsigned_tx:\n return {\"txHash\": \"\", \"status\": \"NO_TX_DATA\", \"keys\": list(swap_data.keys())}\n\n try:\n tx_r = _onchainos(\"wallet\", \"contract-call\",\n \"--chain\", chain,\n \"--to\", to_addr,\n \"--unsigned-tx\", unsigned_tx,\n \"--biz-type\", \"dex\",\n \"--strategy\", \"mainstream-spot-order\",\n timeout=60)\n tx_data = _cli_data(tx_r)\n if isinstance(tx_data, list) and tx_data:\n tx_data = tx_data[0]\n tx_hash = tx_data.get(\"txHash\", \"\") if isinstance(tx_data, dict) else \"\"\n return {\"txHash\": tx_hash, \"status\": \"SUBMITTED\"}\n except Exception as e:\n return {\"txHash\": \"\", \"status\": \"SWAP_FAILED\", \"error\": str(e)}\n\n\ndef tx_status(tx_hash: str, polls: int = 20, interval: float = 3.0) -> str:\n \"\"\"Poll tx confirmation. Returns SUCCESS/FAILED/TIMEOUT.\"\"\"\n chain = config.pair()[\"chain_index\"]\n for _ in range(polls):\n time.sleep(interval)\n try:\n r = _onchainos(\"wallet\", \"history\",\n \"--tx-hash\", tx_hash,\n \"--chain\", chain,\n \"--address\", WALLET_ADDRESS)\n data = _cli_data(r)\n item = data[0] if isinstance(data, list) and data else (\n data if isinstance(data, dict) else {})\n status = str(item.get(\"txStatus\", \"0\"))\n if status == \"1\":\n return \"SUCCESS\"\n if status == \"2\":\n return \"FAILED\"\n except Exception:\n pass\n return \"TIMEOUT\"\n\n\n# ── Wallet helpers ──────────────────────────────────────────────────\n\ndef wallet_preflight() -> str:\n \"\"\"Check wallet login and return address for the active chain. Exits on failure.\"\"\"\n global WALLET_ADDRESS\n r = _onchainos(\"wallet\", \"status\")\n data = _cli_data(r)\n if not data.get(\"loggedIn\"):\n print(\"FATAL: Agentic Wallet not logged in. Run: onchainos wallet login \u003cemail>\")\n sys.exit(1)\n\n p = config.pair()\n chain = p[\"chain_index\"]\n family = p[\"chain_family\"]\n\n r2 = _onchainos(\"wallet\", \"addresses\", \"--chain\", chain)\n data2 = _cli_data(r2)\n addr = \"\"\n\n if family == \"solana\":\n if isinstance(data2, dict):\n sol_list = data2.get(\"solana\", [])\n if sol_list and isinstance(sol_list[0], dict):\n addr = sol_list[0].get(\"address\", \"\")\n if not addr:\n addr = data2.get(\"solAddress\", data2.get(\"address\", \"\"))\n elif isinstance(data2, list) and data2:\n item = data2[0] if isinstance(data2[0], dict) else {}\n addr = item.get(\"address\", \"\")\n else: # evm\n if isinstance(data2, dict):\n evm_list = data2.get(\"evm\", data2.get(\"ethereum\", []))\n if evm_list and isinstance(evm_list[0], dict):\n addr = evm_list[0].get(\"address\", \"\")\n if not addr:\n addr = data2.get(\"evmAddress\", data2.get(\"address\", \"\"))\n elif isinstance(data2, list) and data2:\n item = data2[0] if isinstance(data2[0], dict) else {}\n addr = item.get(\"address\", \"\")\n\n if not addr:\n print(f\"FATAL: Could not resolve {family} address from Agentic Wallet\")\n sys.exit(1)\n WALLET_ADDRESS = addr\n return addr\n\n\n_bal_cache = {\"base\": None, \"base_ts\": 0, \"quote\": None, \"quote_ts\": 0}\n_BAL_TTL = 30\n\n\ndef base_balance() -> float | None:\n \"\"\"Cached base token balance (30s TTL).\"\"\"\n now = time.time()\n if _bal_cache[\"base\"] is not None and now - _bal_cache[\"base_ts\"] \u003c _BAL_TTL:\n return _bal_cache[\"base\"]\n\n p = config.pair()\n chain = p[\"chain_index\"]\n symbol = p[\"base_symbol\"].upper()\n\n try:\n r = _onchainos(\"wallet\", \"balance\", \"--chain\", chain, timeout=10)\n data = _cli_data(r)\n assets = []\n if isinstance(data, dict):\n for detail in data.get(\"details\", []):\n if isinstance(detail, dict):\n assets.extend(detail.get(\"tokenAssets\", []))\n if not assets:\n assets = [data]\n elif isinstance(data, list):\n assets = data\n for item in assets:\n if isinstance(item, dict) and item.get(\"symbol\", \"\").upper() == symbol:\n bal = float(item.get(\"balance\", item.get(\"amount\", 0)))\n _bal_cache[\"base\"] = round(bal, 6)\n _bal_cache[\"base_ts\"] = now\n return _bal_cache[\"base\"]\n except Exception:\n pass\n return _bal_cache[\"base\"]\n\n\ndef quote_balance() -> float | None:\n \"\"\"Cached USDC/quote balance (30s TTL).\"\"\"\n now = time.time()\n if _bal_cache[\"quote\"] is not None and now - _bal_cache[\"quote_ts\"] \u003c _BAL_TTL:\n return _bal_cache[\"quote\"]\n\n p = config.pair()\n chain = p[\"chain_index\"]\n quote_mint = p[\"quote_mint\"]\n\n try:\n r = _onchainos(\"portfolio\", \"token-balances\",\n \"--address\", WALLET_ADDRESS,\n \"--tokens\", f\"{chain}:{quote_mint}\",\n timeout=15)\n data = _cli_data(r)\n items = data if isinstance(data, list) else [data] if isinstance(data, dict) else []\n for item in items:\n token_assets = item.get(\"tokenAssets\", []) if isinstance(item, dict) else []\n for t in token_assets:\n addr = t.get(\"tokenContractAddress\", t.get(\"tokenAddress\", \"\"))\n # Case-insensitive compare for EVM hex addresses\n if addr.lower() == quote_mint.lower():\n bal = float(t.get(\"balance\", t.get(\"holdingAmount\", 0)))\n _bal_cache[\"quote\"] = round(bal, 4)\n _bal_cache[\"quote_ts\"] = now\n return _bal_cache[\"quote\"]\n except Exception:\n pass\n return _bal_cache[\"quote\"]\n","content_type":"text/x-python; charset=utf-8","language":"python","size":13219,"content_sha256":"f758864a3b54897a706fb1335792ab552e4df8b17f5f5b3f68aeea77b89bf65c"},{"filename":"plugin.yaml","content":"schema_version: 1\nname: mainstream-spot-order\nversion: \"1.0.0\"\ndescription: \"Multi-chain DEX spot trading system with 6-signal ensemble, auto-research strategy optimization, and per-pair backtesting across SOL, ETH, BTC, BNB, AVAX, DOGE\"\nauthor:\n name: \"victorlee\"\n github: \"VibeCodeDaddy69\"\nlicense: MIT\ncategory: strategy\ntags:\n - solana\n - ethereum\n - bsc\n - avalanche\n - onchainos\n - spot-trading\n - auto-research\n\ncomponents:\n skill:\n dir: \".\"\n\napi_calls:\n - https://www.okx.com\n - http://localhost:3250\ntype: community-developer\n","content_type":"application/yaml; charset=utf-8","language":"yaml","size":550,"content_sha256":"516b93d9244aafba55ceb56350cc64b3f22c045156fc10e89876d6699eb5b597"},{"filename":"prepare.py","content":"\"\"\"Backtest engine for multi-chain spot trading system.\n\nFIXED — never modified by auto-research. Provides:\n- load_candles(csv) -> list of dicts\n- align_bars(base, btc) -> aligned pairs\n- run_backtest(base, btc, strategy_mod, config) -> results dict\n- compute_score(results) -> float\n\"\"\"\nfrom __future__ import annotations\n\nimport csv\nimport math\nimport os\n\nimport config\n\n\ndef load_candles(csv_path: str) -> list[dict]:\n \"\"\"Load CSV into list of candle dicts, oldest-first, deduplicated by ts.\"\"\"\n if not os.path.exists(csv_path):\n raise FileNotFoundError(f\"No data file: {csv_path}\")\n seen = {}\n with open(csv_path, \"r\") as f:\n reader = csv.DictReader(f)\n for row in reader:\n try:\n ts = int(row[\"ts\"])\n seen[ts] = {\n \"ts\": ts,\n \"o\": float(row[\"o\"]),\n \"h\": float(row[\"h\"]),\n \"l\": float(row[\"l\"]),\n \"c\": float(row[\"c\"]),\n \"vol\": float(row[\"vol\"]),\n }\n except (ValueError, KeyError):\n continue\n return [seen[ts] for ts in sorted(seen.keys())]\n\n\ndef align_bars(base: list[dict], btc: list[dict]) -> list[tuple[dict, dict]]:\n \"\"\"Align base and BTC candles by timestamp. Only keep bars present in both.\"\"\"\n btc_map = {b[\"ts\"]: b for b in btc}\n pairs = []\n for s in base:\n if s[\"ts\"] in btc_map:\n pairs.append((s, btc_map[s[\"ts\"]]))\n return pairs\n\n\ndef run_backtest(base_candles: list[dict], btc_candles: list[dict],\n strategy_mod, cfg=config) -> dict:\n \"\"\"Run backtest over aligned candles using strategy module.\n\n strategy_mod must have:\n - init_state() -> dict\n - on_bar(state, base_bars, btc_bars, bar_idx) -> Signal\n\n Signal must have: target_position (0.0-1.0), confidence, reason\n\n Returns results dict with equity curve, trades, metrics.\n \"\"\"\n pairs = align_bars(base_candles, btc_candles)\n if len(pairs) \u003c 50:\n return {\"error\": \"Not enough aligned bars\", \"count\": len(pairs)}\n\n state = strategy_mod.init_state()\n equity = cfg.INITIAL_USDC\n position = 0.0 # fraction of equity in base (0.0 = flat, 1.0 = full)\n base_held = 0.0 # base token units held\n usdc_held = equity # USDC held\n\n equity_curve = []\n trades = []\n bar_returns = []\n peak_equity = equity\n\n # Need lookback window — pass full history up to current bar\n base_history = []\n btc_history = []\n\n for i, (base_bar, btc_bar) in enumerate(pairs):\n base_history.append(base_bar)\n btc_history.append(btc_bar)\n\n # Current portfolio value\n base_price = base_bar[\"c\"]\n current_equity = usdc_held + base_held * base_price\n\n # Get signal\n try:\n signal = strategy_mod.on_bar(state, base_history, btc_history, i)\n except Exception:\n signal = None\n\n target = signal.target_position if signal else position\n target = max(0.0, min(1.0, target))\n\n # Execute position change\n if abs(target - position) > 0.01:\n if target > position:\n # Buy base: spend USDC\n delta = target - position\n usdc_to_spend = delta * current_equity\n usdc_to_spend = min(usdc_to_spend, usdc_held)\n cost = usdc_to_spend * cfg.COST_PER_LEG\n slippage = usdc_to_spend * cfg.SLIPPAGE_PCT\n effective_usdc = usdc_to_spend - cost - slippage\n if effective_usdc > 0 and base_price > 0:\n base_bought = effective_usdc / base_price\n base_held += base_bought\n usdc_held -= usdc_to_spend\n trades.append({\n \"bar\": i, \"ts\": base_bar[\"ts\"], \"side\": \"BUY\",\n \"price\": base_price, \"usdc\": usdc_to_spend,\n \"base\": base_bought, \"reason\": getattr(signal, \"reason\", \"\"),\n })\n else:\n # Sell base: receive USDC\n delta = position - target\n base_to_sell = delta * base_held / max(position, 0.01)\n base_to_sell = min(base_to_sell, base_held)\n gross_usdc = base_to_sell * base_price\n cost = gross_usdc * cfg.COST_PER_LEG\n slippage = gross_usdc * cfg.SLIPPAGE_PCT\n net_usdc = gross_usdc - cost - slippage\n if net_usdc > 0:\n usdc_held += net_usdc\n base_held -= base_to_sell\n trades.append({\n \"bar\": i, \"ts\": base_bar[\"ts\"], \"side\": \"SELL\",\n \"price\": base_price, \"usdc\": net_usdc,\n \"base\": base_to_sell, \"reason\": getattr(signal, \"reason\", \"\"),\n })\n\n position = target\n\n # Record equity\n new_equity = usdc_held + base_held * base_price\n if equity > 0:\n bar_ret = (new_equity - equity) / equity\n else:\n bar_ret = 0.0\n bar_returns.append(bar_ret)\n equity = new_equity\n peak_equity = max(peak_equity, equity)\n equity_curve.append({\"ts\": base_bar[\"ts\"], \"equity\": round(equity, 2)})\n\n # Metrics\n total_bars = len(pairs)\n num_trades = len(trades)\n final_equity = equity\n total_return = (final_equity - cfg.INITIAL_USDC) / cfg.INITIAL_USDC\n\n # Max drawdown\n max_dd = 0.0\n peak = cfg.INITIAL_USDC\n for pt in equity_curve:\n peak = max(peak, pt[\"equity\"])\n dd = (peak - pt[\"equity\"]) / peak if peak > 0 else 0\n max_dd = max(max_dd, dd)\n\n # Sharpe ratio (annualized, assuming 15m bars)\n if bar_returns:\n mean_ret = sum(bar_returns) / len(bar_returns)\n var_ret = sum((r - mean_ret) ** 2 for r in bar_returns) / max(len(bar_returns) - 1, 1)\n std_ret = math.sqrt(var_ret) if var_ret > 0 else 1e-9\n bars_per_year = 365.25 * 24 * 4 # 15m bars\n sharpe = (mean_ret / std_ret) * math.sqrt(bars_per_year)\n else:\n sharpe = 0.0\n\n # Buy and hold comparison\n if pairs:\n bnh_return = (pairs[-1][0][\"c\"] - pairs[0][0][\"c\"]) / pairs[0][0][\"c\"]\n else:\n bnh_return = 0.0\n\n return {\n \"total_bars\": total_bars,\n \"num_trades\": num_trades,\n \"final_equity\": round(final_equity, 2),\n \"total_return\": round(total_return, 4),\n \"max_drawdown\": round(max_dd, 4),\n \"sharpe\": round(sharpe, 4),\n \"buy_and_hold_return\": round(bnh_return, 4),\n \"trades\": trades,\n \"equity_curve\": equity_curve,\n }\n\n\ndef compute_score(results: dict) -> float:\n \"\"\"Composite score for strategy evaluation.\n\n score = sharpe * sqrt(min(trades/20, 1.0))\n - max_drawdown * 2.0\n - (trades / total_bars) * 0.1\n - underperformance_penalty\n \"\"\"\n if \"error\" in results:\n return -999.0\n\n sharpe = results.get(\"sharpe\", 0.0)\n max_dd = results.get(\"max_drawdown\", 1.0)\n num_trades = results.get(\"num_trades\", 0)\n total_bars = results.get(\"total_bars\", 1)\n total_return = results.get(\"total_return\", 0.0)\n bnh_return = results.get(\"buy_and_hold_return\", 0.0)\n\n # Trade sufficiency factor\n trade_factor = math.sqrt(min(num_trades / config.MIN_TRADES_FOR_SCORE, 1.0))\n\n # Core score\n score = sharpe * trade_factor\n\n # Drawdown penalty (doubled for spot)\n score -= max_dd * 2.0\n\n # Overtrading penalty\n if total_bars > 0:\n score -= (num_trades / total_bars) * 0.1\n\n # Buy-and-hold underperformance penalty\n if bnh_return > 0 and total_return \u003c bnh_return:\n underperformance = bnh_return - total_return\n score -= underperformance * 1.0\n\n return round(score, 4)\n","content_type":"text/x-python; charset=utf-8","language":"python","size":7844,"content_sha256":"f14fbb98d1cfb71ead544d66554bb319f0600f4e2bc07a5c18d4f47206f046c3"},{"filename":"program.md","content":"# Auto-Research Loop — SOL/USDC Spot Strategy\n\nYou are an auto-research agent. Your job is to iteratively improve `strategy.py` to maximize the backtest score.\n\n## Loop\n\nRepeat the following forever:\n\n### 1. Observe\n- Read `strategy.py` (current strategy)\n- Read `results/latest.json` (last backtest results, if exists)\n- Note the current score, sharpe, drawdown, num_trades\n\n### 2. Hypothesize\nPick ONE focused change. Ideas ranked by expected impact:\n- Tune a parameter (e.g., EMA period, RSI thresholds, ATR multiplier)\n- Add/remove a signal from the ensemble\n- Change entry/exit threshold\n- Add a filter (e.g., volume, volatility regime)\n- Modify position sizing logic (within 0.0-1.0 range)\n- Add time-of-day or day-of-week filter\n- Add mean-reversion signal for ranging markets\n- Combine momentum + mean-reversion with regime detection\n\n### 3. Implement\n- Edit `strategy.py` with ONE change\n- Keep the change small and testable\n\n### 4. Test\n```bash\npython3 backtest.py --pair SOL\n```\n\n### 5. Evaluate\n- Parse the JSON output for `score`\n- Compare to previous score\n\n### 6. Decide\n- **Score improved**: Keep the change. Copy old strategy to `strategy_archive/strategy_v{N}.py`. Commit with message describing the change and score delta.\n- **Score worse or same**: Revert `strategy.py` to previous version immediately. Do NOT keep bad changes.\n- **Error**: Fix the error, re-test. If unfixable, revert.\n\n### 7. Log\nPrint a one-line summary:\n```\n[iteration N] change=\"description\" score=X.XX delta=+/-Y.YY result=KEPT/REVERTED\n```\n\n## Constraints\n- ONLY modify `strategy.py`\n- Never modify config.py, prepare.py, backtest.py, okx.py, collect.py, live.py\n- No external pip packages — stdlib only\n- target_position must stay in [0.0, 1.0] (spot only, no shorts)\n- Keep strategy.py readable and well-commented\n- Archive every improvement before making the next change\n\n## Anti-Patterns to Avoid\n- Overfitting to specific price patterns in the data\n- Adding too many signals (>10) — complexity kills robustness\n- Extremely tight parameters that only work on this dataset\n- Removing all risk management (trailing stop, exit threshold)\n","content_type":"text/markdown; charset=utf-8","language":"markdown","size":2139,"content_sha256":"9358c29152132ef564dae5fa3f2df7078c769414583fcfc95f56b8952ffffd0b"},{"filename":"README.md","content":"# mainstream-spot-order\n\nMulti-chain DEX spot trading system with 6-signal ensemble, auto-research strategy optimization, and per-pair backtesting across SOL, ETH, BTC, BNB, AVAX, DOGE.\n\n## Prerequisites\n\n- **onchainos CLI** >= 2.0.0 — [install](https://docs.onchainos.com)\n- **Python** >= 3.9 (stdlib only, zero pip dependencies)\n- Agentic wallet logged in: `onchainos wallet login`\n\n## Quick Start\n\n```bash\n# 1. Login to wallet\nonchainos wallet login\n\n# 2. Collect candle data\npython3 collect.py --pair SOL --backfill # one-time historical fill\npython3 collect.py --pair SOL --daemon # continuous collector + dashboard\n\n# 3. Backtest\npython3 backtest.py --pair SOL\n\n# 4. Paper trade (default)\npython3 live.py --pair SOL\n\n# 5. Dashboard\n# Open http://localhost:3250\n```\n\n## Supported Pairs\n\n| Pair | Chain | Family |\n|------|-------|--------|\n| SOL | Solana | solana |\n| ETH | Ethereum | evm |\n| BTC | Ethereum (WBTC) | evm |\n| BNB | BSC | evm |\n| AVAX | Avalanche | evm |\n| DOGE | Ethereum (ERC-20) | evm |\n\nAdd custom pairs: `python3 config.py --add-pair LINK --chain 1 --mint 0x... --decimals 18`\n\n## Architecture\n\n```\nconfig.py (data) → okx.py (I/O) → collect.py (pipeline) → prepare.py (backtest)\n ↓\n strategy.py (brain) ← backtest.py (runner)\n ↓\n live.py (execution)\n```\n\nOnly `strategy.py` is mutable (by auto-research). All other files are FIXED.\n\n## Risk Warning\n\nThis skill is for educational and research purposes only. Spot trading carries substantial risk of loss. Always start with paper trading (`PAPER_TRADE = True`) and only switch to live after extensive validation.\n\n## License\n\nMIT\n","content_type":"text/markdown; charset=utf-8","language":"markdown","size":1800,"content_sha256":"ad28cb82f2276723cb46ea95f00a80384b8f37492b505d63e42462941ac37a96"},{"filename":"requirements.txt","content":"# Zero pip dependencies — stdlib only\n# onchainos CLI >= 2.0.0 required (installed separately)\n","content_type":"text/plain; charset=utf-8","language":null,"size":97,"content_sha256":"b30d49c91f54303e9a856d4b539d154fd80ee4cec596ca2c57b823994a91c0d0"},{"filename":"strategy.py","content":"\"\"\"SOL/USDC spot strategy — MUTABLE file for auto-research.\n\n6-signal ensemble adapted for spot-only (long or flat).\nReturns Signal(target_position, confidence, reason) where target_position in [0.0, 1.0].\n\nSignals (each votes LONG or FLAT):\n1. Momentum — N-bar return > 0\n2. VShort Momentum — 3-bar return > 0\n3. EMA Crossover — fast(7) > slow(26)\n4. RSI(8) — between oversold(30) and overbought(75)\n5. MACD — line > signal\n6. BB Compression — width squeezed + price above midline\n\nBTC overlay — half-vote weight based on BTC momentum direction.\n\nEntry: >=4 of 6 votes + BTC bonus -> go LONG\nExit: votes drop below threshold OR ATR trailing stop hit -> go FLAT\n\"\"\"\nfrom __future__ import annotations\n\n\nclass Signal:\n __slots__ = (\"target_position\", \"confidence\", \"reason\")\n\n def __init__(self, target_position: float, confidence: float, reason: str):\n self.target_position = target_position\n self.confidence = confidence\n self.reason = reason\n\n\n# ── Parameters (tunable by auto-research) ────────────────────────────\n\nMOMENTUM_PERIOD = 24\nVSHORT_PERIOD = 10\nEMA_FAST = 8\nEMA_SLOW = 40\nRSI_PERIOD = 8\nRSI_OVERSOLD = 30\nRSI_OVERBOUGHT = 75\nMACD_FAST = 12\nMACD_SLOW = 30\nMACD_SIGNAL = 9\nBB_PERIOD = 20\nBB_STD = 2.0\nBB_SQUEEZE_THRESHOLD = 0.03 # width/midline ratio\nATR_PERIOD = 14\nATR_TRAILING_MULT = 5.5\nPROFIT_TIGHTEN_PCT = 0.03 # tighten exit threshold when up 3%+\nENTRY_THRESHOLD = 5.0 # votes needed to enter (out of 6 + BTC bonus)\nEXIT_THRESHOLD = 2.5 # votes below this -> exit\nBTC_MOMENTUM_PERIOD = 24\nMIN_HOLD_BARS = 8 # minimum bars (2h) to hold before exiting\nMIN_MOMENTUM_PCT = 0.04 # minimum momentum return to enter (must exceed round-trip cost)\nCOOLDOWN_BARS = 1 # bars to wait after exit before re-entering\n\n# ── Mean-reversion entry (alternative path) ──\nMR_RSI_THRESHOLD = 22 # RSI must be deeply oversold\nMR_BB_PROXIMITY = 0.005 # price within 0.5% of lower BB\nMR_DROP_BARS = 8 # lookback for recent drop\nMR_DROP_PCT = 0.04 # must have dropped 4%+ recently\nMR_POS_SIZE = 0.25 # smaller position for mean-rev trades\nMR_ATR_MULT = 3.0 # tighter trailing stop for mean-rev\n\n\n# ── Helpers ──────────────────────────────────────────────────────────\n\ndef _ema(values: list[float], period: int) -> list[float]:\n \"\"\"Exponential moving average. Returns list same length as input (NaN-free).\"\"\"\n if not values:\n return []\n result = [values[0]]\n k = 2.0 / (period + 1)\n for i in range(1, len(values)):\n result.append(values[i] * k + result[-1] * (1 - k))\n return result\n\n\ndef _rsi(closes: list[float], period: int) -> float:\n \"\"\"RSI of the last `period` bars.\"\"\"\n if len(closes) \u003c period + 1:\n return 50.0 # neutral\n gains = []\n losses = []\n for i in range(-period, 0):\n delta = closes[i] - closes[i - 1]\n if delta > 0:\n gains.append(delta)\n losses.append(0.0)\n else:\n gains.append(0.0)\n losses.append(abs(delta))\n avg_gain = sum(gains) / period\n avg_loss = sum(losses) / period\n if avg_loss == 0:\n return 100.0\n rs = avg_gain / avg_loss\n return 100.0 - (100.0 / (1.0 + rs))\n\n\ndef _atr(bars: list[dict], period: int) -> float:\n \"\"\"Average True Range over last `period` bars.\"\"\"\n if len(bars) \u003c period + 1:\n return 0.0\n trs = []\n for i in range(-period, 0):\n h = bars[i][\"h\"]\n l = bars[i][\"l\"]\n pc = bars[i - 1][\"c\"]\n tr = max(h - l, abs(h - pc), abs(l - pc))\n trs.append(tr)\n return sum(trs) / len(trs) if trs else 0.0\n\n\ndef _bb(closes: list[float], period: int, num_std: float) -> tuple[float, float, float]:\n \"\"\"Bollinger Bands: (upper, middle, lower).\"\"\"\n if len(closes) \u003c period:\n mid = closes[-1] if closes else 0\n return mid, mid, mid\n window = closes[-period:]\n mid = sum(window) / period\n variance = sum((x - mid) ** 2 for x in window) / period\n std = variance ** 0.5\n return mid + num_std * std, mid, mid - num_std * std\n\n\n# ── State ────────────────────────────────────────────────────────────\n\ndef init_state() -> dict:\n \"\"\"Initialize strategy state.\"\"\"\n return {\n \"in_position\": False,\n \"trailing_stop\": 0.0,\n \"entry_price\": 0.0,\n \"highest_since_entry\": 0.0,\n \"bars_held\": 0,\n \"cooldown\": 0,\n \"entry_type\": \"trend\", # \"trend\" or \"meanrev\"\n }\n\n\n# ── Core ─────────────────────────────────────────────────────────────\n\ndef on_bar(state: dict, sol_bars: list[dict], btc_bars: list[dict],\n bar_idx: int) -> Signal:\n \"\"\"Process one bar. Returns Signal with target_position in [0.0, 1.0].\"\"\"\n\n # Need enough history\n min_lookback = max(EMA_SLOW, MACD_SLOW + MACD_SIGNAL, BB_PERIOD, MOMENTUM_PERIOD) + 5\n if len(sol_bars) \u003c min_lookback:\n return Signal(0.0, 0.0, \"insufficient_history\")\n\n closes = [b[\"c\"] for b in sol_bars]\n price = closes[-1]\n\n # ── Signal 1: Momentum ──\n mom_ret = (price - closes[-MOMENTUM_PERIOD - 1]) / closes[-MOMENTUM_PERIOD - 1]\n vote_momentum = 1.0 if mom_ret > 0 else 0.0\n\n # ── Signal 2: VShort Momentum ──\n vshort_ret = (price - closes[-VSHORT_PERIOD - 1]) / closes[-VSHORT_PERIOD - 1]\n vote_vshort = 1.0 if vshort_ret > 0 else 0.0\n\n # ── Signal 3: EMA Crossover ──\n ema_f = _ema(closes, EMA_FAST)\n ema_s = _ema(closes, EMA_SLOW)\n vote_ema = 1.0 if ema_f[-1] > ema_s[-1] else 0.0\n\n # ── Signal 4: RSI ──\n rsi_val = _rsi(closes, RSI_PERIOD)\n vote_rsi = 1.0 if RSI_OVERSOLD \u003c rsi_val \u003c RSI_OVERBOUGHT else 0.0\n\n # ── Signal 5: MACD ──\n ema_macd_fast = _ema(closes, MACD_FAST)\n ema_macd_slow = _ema(closes, MACD_SLOW)\n macd_line = [f - s for f, s in zip(ema_macd_fast, ema_macd_slow)]\n macd_signal = _ema(macd_line, MACD_SIGNAL)\n vote_macd = 1.0 if macd_line[-1] > macd_signal[-1] else 0.0\n\n # ── Signal 6: BB Compression ──\n bb_upper, bb_mid, bb_lower = _bb(closes, BB_PERIOD, BB_STD)\n bb_width = (bb_upper - bb_lower) / bb_mid if bb_mid > 0 else 0\n vote_bb = 1.0 if (bb_width \u003c BB_SQUEEZE_THRESHOLD and price > bb_mid) else 0.0\n\n # ── BTC overlay (half-vote) ──\n btc_bonus = 0.0\n if len(btc_bars) > BTC_MOMENTUM_PERIOD + 1:\n btc_closes = [b[\"c\"] for b in btc_bars]\n btc_ret = (btc_closes[-1] - btc_closes[-BTC_MOMENTUM_PERIOD - 1]) / btc_closes[-BTC_MOMENTUM_PERIOD - 1]\n btc_bonus = 0.5 if btc_ret > 0 else 0.0\n\n total_votes = vote_momentum + vote_vshort + vote_ema + vote_rsi + vote_macd + vote_bb + btc_bonus\n\n # ── ATR trailing stop ──\n atr = _atr(sol_bars, ATR_PERIOD)\n\n if state[\"in_position\"]:\n state[\"bars_held\"] += 1\n state[\"highest_since_entry\"] = max(state[\"highest_since_entry\"], price)\n atr_mult = MR_ATR_MULT if state.get(\"entry_type\") == \"meanrev\" else ATR_TRAILING_MULT\n state[\"trailing_stop\"] = state[\"highest_since_entry\"] - atr_mult * atr\n\n # Adaptive exit: tighten threshold when in profit to lock gains\n unrealized = (price - state[\"entry_price\"]) / state[\"entry_price\"] if state[\"entry_price\"] > 0 else 0\n effective_exit = EXIT_THRESHOLD + (1.0 if unrealized >= PROFIT_TIGHTEN_PCT else 0.0)\n\n # Exit conditions (respect minimum hold period, except trailing stop + profit target)\n if price \u003c= state[\"trailing_stop\"]:\n state[\"in_position\"] = False\n state[\"bars_held\"] = 0\n state[\"cooldown\"] = COOLDOWN_BARS\n return Signal(0.0, 0.8, f\"trailing_stop hit={state['trailing_stop']:.2f}\")\n\n if state[\"bars_held\"] >= MIN_HOLD_BARS and total_votes \u003c effective_exit:\n state[\"in_position\"] = False\n state[\"bars_held\"] = 0\n state[\"cooldown\"] = COOLDOWN_BARS\n return Signal(0.0, 0.6, f\"votes_low={total_votes:.1f}\")\n\n # Stay in position — maintain original size\n return Signal(state.get(\"pos_size\", 1.0), total_votes / 6.5, f\"hold votes={total_votes:.1f}\")\n\n else:\n # Cooldown after exit\n if state[\"cooldown\"] > 0:\n state[\"cooldown\"] -= 1\n return Signal(0.0, 0.0, f\"cooldown={state['cooldown']}\")\n\n # BTC downtrend veto — don't enter when BTC is falling\n btc_veto = False\n if len(btc_bars) > BTC_MOMENTUM_PERIOD + 1:\n btc_closes = [b[\"c\"] for b in btc_bars]\n btc_mom = (btc_closes[-1] - btc_closes[-BTC_MOMENTUM_PERIOD - 1]) / btc_closes[-BTC_MOMENTUM_PERIOD - 1]\n btc_veto = btc_mom \u003c -0.05 # BTC down >5% → veto\n\n # Price above open of 2 bars ago (broader bullish check)\n green_candle = price > sol_bars[-2][\"o\"]\n\n # Entry condition: votes + momentum magnitude filter + no BTC veto + green candle\n if total_votes >= ENTRY_THRESHOLD and mom_ret >= MIN_MOMENTUM_PCT and not btc_veto and green_candle:\n # Scale position size: 0.6 at threshold, up to 1.0 at max votes\n pos_size = min(1.0, 0.6 + 0.4 * (total_votes - ENTRY_THRESHOLD) / 2.5)\n state[\"in_position\"] = True\n state[\"entry_price\"] = price\n state[\"highest_since_entry\"] = price\n state[\"trailing_stop\"] = price - ATR_TRAILING_MULT * atr\n state[\"pos_size\"] = pos_size\n state[\"entry_type\"] = \"trend\"\n reasons = []\n if vote_momentum: reasons.append(\"mom\")\n if vote_vshort: reasons.append(\"vshort\")\n if vote_ema: reasons.append(\"ema\")\n if vote_rsi: reasons.append(\"rsi\")\n if vote_macd: reasons.append(\"macd\")\n if vote_bb: reasons.append(\"bb\")\n if btc_bonus: reasons.append(\"btc+\")\n return Signal(pos_size, total_votes / 6.5,\n f\"entry votes={total_votes:.1f} size={pos_size:.0%} [{'+'.join(reasons)}]\")\n\n # ── Mean-reversion entry (alternative path) ──\n # Catches oversold bounces near BB lower band when trend entry doesn't fire\n if not btc_veto and rsi_val \u003c= MR_RSI_THRESHOLD and len(closes) > MR_DROP_BARS:\n # Price near lower Bollinger Band\n bb_dist = (price - bb_lower) / price if price > 0 else 1.0\n near_lower_bb = bb_dist \u003c= MR_BB_PROXIMITY\n\n # Recent significant drop (confirms oversold is real, not just low vol)\n recent_high = max(closes[-MR_DROP_BARS - 1:-1])\n drop_pct = (recent_high - price) / recent_high if recent_high > 0 else 0\n significant_drop = drop_pct >= MR_DROP_PCT\n\n # BTC not in freefall (relaxed vs trend entry — allow mild BTC weakness)\n btc_ok = True\n if len(btc_bars) > BTC_MOMENTUM_PERIOD + 1:\n btc_closes = [b[\"c\"] for b in btc_bars]\n btc_mom = (btc_closes[-1] - btc_closes[-BTC_MOMENTUM_PERIOD - 1]) / btc_closes[-BTC_MOMENTUM_PERIOD - 1]\n btc_ok = btc_mom > -0.08 # allow up to 8% BTC drop (vs 5% for trend)\n\n if near_lower_bb and significant_drop and btc_ok:\n state[\"in_position\"] = True\n state[\"entry_price\"] = price\n state[\"highest_since_entry\"] = price\n state[\"trailing_stop\"] = price - MR_ATR_MULT * atr\n state[\"pos_size\"] = MR_POS_SIZE\n state[\"entry_type\"] = \"meanrev\"\n return Signal(MR_POS_SIZE, 0.5,\n f\"MR entry rsi={rsi_val:.0f} drop={drop_pct:.1%} bb_dist={bb_dist:.1%}\")\n\n return Signal(0.0, 0.0, f\"flat votes={total_votes:.1f}\")\n\n\n# ── Analytics (for dashboard) ─────────────────────────────────────\n\ndef analyze(state: dict, sol_bars: list[dict], btc_bars: list[dict]) -> dict:\n \"\"\"Compute all intermediate signal values for dashboard display.\n\n Returns dict with: votes breakdown, RSI, ATR, BB, momentum, BTC overlay,\n position state, and entry/exit thresholds.\n \"\"\"\n min_lookback = max(EMA_SLOW, MACD_SLOW + MACD_SIGNAL, BB_PERIOD, MOMENTUM_PERIOD) + 5\n if len(sol_bars) \u003c min_lookback:\n return {\"ready\": False, \"reason\": \"insufficient_history\"}\n\n closes = [b[\"c\"] for b in sol_bars]\n price = closes[-1]\n\n # Signal 1: Momentum\n mom_ret = (price - closes[-MOMENTUM_PERIOD - 1]) / closes[-MOMENTUM_PERIOD - 1]\n vote_momentum = 1.0 if mom_ret > 0 else 0.0\n\n # Signal 2: VShort Momentum\n vshort_ret = (price - closes[-VSHORT_PERIOD - 1]) / closes[-VSHORT_PERIOD - 1]\n vote_vshort = 1.0 if vshort_ret > 0 else 0.0\n\n # Signal 3: EMA Crossover\n ema_f = _ema(closes, EMA_FAST)\n ema_s = _ema(closes, EMA_SLOW)\n ema_fast_val = ema_f[-1]\n ema_slow_val = ema_s[-1]\n vote_ema = 1.0 if ema_fast_val > ema_slow_val else 0.0\n\n # Signal 4: RSI\n rsi_val = _rsi(closes, RSI_PERIOD)\n vote_rsi = 1.0 if RSI_OVERSOLD \u003c rsi_val \u003c RSI_OVERBOUGHT else 0.0\n\n # Signal 5: MACD\n ema_macd_fast = _ema(closes, MACD_FAST)\n ema_macd_slow = _ema(closes, MACD_SLOW)\n macd_line = [f - s for f, s in zip(ema_macd_fast, ema_macd_slow)]\n macd_signal = _ema(macd_line, MACD_SIGNAL)\n macd_val = macd_line[-1]\n macd_sig_val = macd_signal[-1]\n vote_macd = 1.0 if macd_val > macd_sig_val else 0.0\n\n # Signal 6: BB Compression\n bb_upper, bb_mid, bb_lower = _bb(closes, BB_PERIOD, BB_STD)\n bb_width = (bb_upper - bb_lower) / bb_mid if bb_mid > 0 else 0\n vote_bb = 1.0 if (bb_width \u003c BB_SQUEEZE_THRESHOLD and price > bb_mid) else 0.0\n bb_squeeze = bb_width \u003c BB_SQUEEZE_THRESHOLD\n\n # BTC overlay\n btc_bonus = 0.0\n btc_mom = 0.0\n if len(btc_bars) > BTC_MOMENTUM_PERIOD + 1:\n btc_closes = [b[\"c\"] for b in btc_bars]\n btc_mom = (btc_closes[-1] - btc_closes[-BTC_MOMENTUM_PERIOD - 1]) / btc_closes[-BTC_MOMENTUM_PERIOD - 1]\n btc_bonus = 0.5 if btc_mom > 0 else 0.0\n\n total_votes = vote_momentum + vote_vshort + vote_ema + vote_rsi + vote_macd + vote_bb + btc_bonus\n\n # ATR\n atr = _atr(sol_bars, ATR_PERIOD)\n\n # Position analytics\n in_pos = state.get(\"in_position\", False)\n entry_price = state.get(\"entry_price\", 0)\n trailing_stop = state.get(\"trailing_stop\", 0)\n highest = state.get(\"highest_since_entry\", 0)\n bars_held = state.get(\"bars_held\", 0)\n entry_type = state.get(\"entry_type\", \"trend\")\n unrealized = (price - entry_price) / entry_price if in_pos and entry_price > 0 else 0\n\n # BTC veto status\n btc_veto = btc_mom \u003c -0.05 if btc_mom else False\n\n # Mean-reversion readiness\n bb_dist = (price - bb_lower) / price if price > 0 else 1.0\n mr_near_bb = bb_dist \u003c= MR_BB_PROXIMITY\n recent_drop = 0\n if len(closes) > MR_DROP_BARS:\n recent_high = max(closes[-MR_DROP_BARS - 1:-1])\n recent_drop = (recent_high - price) / recent_high if recent_high > 0 else 0\n\n return {\n \"ready\": True,\n \"price\": price,\n # Individual votes\n \"vote_momentum\": vote_momentum,\n \"vote_vshort\": vote_vshort,\n \"vote_ema\": vote_ema,\n \"vote_rsi\": vote_rsi,\n \"vote_macd\": vote_macd,\n \"vote_bb\": vote_bb,\n \"btc_bonus\": btc_bonus,\n \"total_votes\": total_votes,\n # Thresholds\n \"entry_threshold\": ENTRY_THRESHOLD,\n \"exit_threshold\": EXIT_THRESHOLD,\n # Raw values\n \"rsi\": rsi_val,\n \"rsi_oversold\": RSI_OVERSOLD,\n \"rsi_overbought\": RSI_OVERBOUGHT,\n \"atr\": atr,\n \"atr_pct\": atr / price if price > 0 else 0,\n \"bb_upper\": bb_upper,\n \"bb_mid\": bb_mid,\n \"bb_lower\": bb_lower,\n \"bb_width\": bb_width,\n \"bb_squeeze\": bb_squeeze,\n \"bb_squeeze_threshold\": BB_SQUEEZE_THRESHOLD,\n \"mom_ret\": mom_ret,\n \"vshort_ret\": vshort_ret,\n \"btc_mom\": btc_mom,\n \"btc_veto\": btc_veto,\n \"ema_fast\": ema_fast_val,\n \"ema_slow\": ema_slow_val,\n \"macd\": macd_val,\n \"macd_signal\": macd_sig_val,\n \"macd_hist\": macd_val - macd_sig_val,\n # Position\n \"in_position\": in_pos,\n \"entry_price\": entry_price,\n \"trailing_stop\": trailing_stop,\n \"highest_since_entry\": highest,\n \"bars_held\": bars_held,\n \"entry_type\": entry_type,\n \"unrealized_pct\": unrealized,\n # Mean-reversion readiness\n \"mr_rsi_ready\": rsi_val \u003c= MR_RSI_THRESHOLD,\n \"mr_near_bb\": mr_near_bb,\n \"mr_drop_pct\": recent_drop,\n }\n","content_type":"text/x-python; charset=utf-8","language":"python","size":16944,"content_sha256":"d71290f9fe93f0da112abd5664226f35ae8cd07ddb17b366f9a2ca4eca4fd4f4"},{"filename":"SUMMARY.md","content":"## Overview\n\nMainstream Spot Order is a multi-chain DEX spot trading system that runs a 6-signal ensemble (Momentum, EMA, RSI, MACD, Bollinger Bands, BTC Overlay) on 15-minute bars across 6 mainstream token pairs with AI-driven strategy optimization.\n\nCore operations:\n\n- Collect 15-minute OHLCV data for SOL, ETH, BTC, BNB, AVAX, and DOGE pairs\n- Run AI-powered auto-research to optimize signal parameters per pair\n- Backtest strategies with per-pair performance metrics\n- Execute DEX spot trades via onchainos Agentic Wallet (TEE signing)\n- Monitor live positions and signals on a web dashboard\n\nTags: `spot-trading` `solana` `ethereum` `bsc` `avalanche` `onchainos` `auto-research`\n\n## Prerequisites\n\n- No IP/region restrictions\n- Supported chains: Solana, Ethereum, BSC, Avalanche\n- Supported tokens: SOL, ETH, BTC, BNB, AVAX, DOGE (all paired with USDC)\n- onchainos CLI installed and authenticated (`onchainos --version` and `onchainos wallet status`)\n- Python 3.8+ (standard library only — no `pip install` required)\n- Sufficient balance on your chosen chain for trading\n\n## Quick Start\n\n1. **Install the skill**: `plugin-store install mainstream-spot-order`\n2. **Collect data**: Run `python3 collect.py --pair SOL/USDC` to pull 15-minute bars\n3. **Run backtest**: Run `python3 backtest.py --pair SOL/USDC` to validate signal performance\n4. **Start paper trading** (default, `PAPER_TRADE = True`): Run `python3 live.py`\n5. **Open dashboard**: Visit `http://localhost:3250` to monitor signals and open positions\n6. **Go live**: Set `PAPER_TRADE = False` in `config.py` and restart — confirm balance and risk parameters before switching\n","content_type":"text/markdown; charset=utf-8","language":"markdown","size":1645,"content_sha256":"5c13bc110f391364bbcd533102eb1194d9db52796c87606942d66ddeb230371b"},{"filename":"system_diagram.html","content":"\u003c!DOCTYPE html>\n\u003chtml lang=\"en\">\n\u003chead>\n\u003cmeta charset=\"utf-8\">\n\u003cmeta name=\"viewport\" content=\"width=device-width, initial-scale=1\">\n\u003ctitle>Mainstream Spot Order — System Diagram\u003c/title>\n\u003cstyle>\n:root {\n --bg: #0d1117; --card: #161b22; --border: #30363d;\n --text: #c9d1d9; --dim: #8b949e; --green: #4fd2c1;\n --red: #f85149; --blue: #58a6ff; --yellow: #d29922;\n --purple: #bc8cff; --orange: #f0883e;\n --font: 'SF Mono', 'Fira Code', 'Cascadia Code', monospace;\n}\n* { margin: 0; padding: 0; box-sizing: border-box; }\nbody { background: var(--bg); color: var(--text); font-family: var(--font); font-size: 12px; padding: 24px; max-width: 1200px; margin: 0 auto; }\nh1 { font-size: 18px; text-align: center; margin-bottom: 6px; }\n.subtitle { text-align: center; color: var(--dim); font-size: 11px; margin-bottom: 28px; }\n\n/* ── Section headers ── */\n.section-title {\n font-size: 13px; font-weight: 700; color: var(--blue); text-transform: uppercase;\n letter-spacing: 1px; margin: 32px 0 14px; padding-bottom: 6px;\n border-bottom: 1px solid var(--border);\n}\n\n/* ── Flow containers ── */\n.flow { display: flex; align-items: center; justify-content: center; gap: 0; flex-wrap: wrap; margin: 16px 0; }\n.flow-v { display: flex; flex-direction: column; align-items: center; gap: 0; margin: 16px auto; max-width: 700px; }\n\n/* ── Boxes ── */\n.box {\n background: var(--card); border: 1.5px solid var(--border); border-radius: 8px;\n padding: 10px 16px; text-align: center; min-width: 120px; position: relative;\n}\n.box.file { border-color: var(--blue); }\n.box.process { border-color: var(--green); border-radius: 20px; }\n.box.decision { border-color: var(--yellow); transform: rotate(0deg); border-radius: 4px; background: #1c1f26; border-style: dashed; }\n.box.signal { border-color: var(--purple); min-width: 90px; padding: 8px 10px; }\n.box.action { border-color: var(--orange); border-radius: 20px; }\n.box.danger { border-color: var(--red); }\n\n.box .label { font-size: 10px; color: var(--dim); text-transform: uppercase; letter-spacing: 0.5px; }\n.box .value { font-size: 13px; font-weight: 600; margin-top: 2px; }\n.box .detail { font-size: 10px; color: var(--dim); margin-top: 3px; }\n\n/* ── Arrows ── */\n.arrow { color: var(--dim); font-size: 18px; padding: 0 6px; flex-shrink: 0; }\n.arrow-down { color: var(--dim); font-size: 16px; padding: 4px 0; }\n.arrow-label { font-size: 10px; color: var(--green); }\n.arrow-label.red { color: var(--red); }\n\n/* ── Grid layouts ── */\n.grid-6 { display: grid; grid-template-columns: repeat(6, 1fr); gap: 8px; margin: 12px 0; }\n.grid-3 { display: grid; grid-template-columns: repeat(3, 1fr); gap: 10px; margin: 12px 0; }\n.grid-2 { display: grid; grid-template-columns: 1fr 1fr; gap: 12px; margin: 12px 0; }\n.grid-4 { display: grid; grid-template-columns: repeat(4, 1fr); gap: 10px; margin: 12px 0; }\n\n/* ── Pair table ── */\n.pair-row {\n display: grid; grid-template-columns: 60px 80px 50px 1fr 60px;\n gap: 8px; padding: 6px 12px; align-items: center;\n background: var(--card); border: 1px solid var(--border); border-radius: 6px;\n margin-bottom: 4px;\n}\n.pair-row.header { background: none; border: none; color: var(--dim); font-size: 10px; text-transform: uppercase; }\n\n/* ── State machine ── */\n.sm { display: flex; align-items: center; justify-content: center; gap: 0; margin: 20px 0; flex-wrap: wrap; }\n.sm-state {\n width: 100px; height: 100px; border-radius: 50%; display: flex; flex-direction: column;\n align-items: center; justify-content: center; border: 2px solid var(--border);\n background: var(--card);\n}\n.sm-state.active { border-color: var(--green); }\n.sm-arrow { padding: 0 8px; text-align: center; }\n.sm-arrow .label { font-size: 9px; color: var(--dim); max-width: 100px; display: block; }\n\n/* ── Vote bar ── */\n.vote-bar { display: flex; align-items: center; gap: 6px; margin: 4px 0; }\n.vote-fill { height: 8px; border-radius: 4px; background: var(--green); }\n.vote-track { height: 8px; border-radius: 4px; background: var(--border); flex: 1; position: relative; }\n.vote-track .vote-fill { position: absolute; top: 0; left: 0; height: 100%; }\n.threshold-mark { position: absolute; top: -4px; height: 16px; width: 1.5px; background: var(--yellow); }\n\n/* ── Legend ── */\n.legend { display: flex; gap: 20px; justify-content: center; margin: 16px 0; flex-wrap: wrap; }\n.legend-item { display: flex; align-items: center; gap: 6px; font-size: 10px; color: var(--dim); }\n.legend-dot { width: 10px; height: 10px; border-radius: 3px; border: 1.5px solid; }\n\n/* ── Connector lines ── */\n.connector { display: flex; flex-direction: column; align-items: center; }\n.vline { width: 1.5px; height: 20px; background: var(--border); }\n.vline.green { background: var(--green); }\n.vline.red { background: var(--red); }\n\n/* ── Branch ── */\n.branch { display: flex; gap: 24px; justify-content: center; margin: 8px 0; }\n.branch-arm { display: flex; flex-direction: column; align-items: center; gap: 0; }\n\u003c/style>\n\u003c/head>\n\u003cbody>\n\n\u003ch1>Mainstream Spot Order\u003c/h1>\n\u003cp class=\"subtitle\">Multi-chain DEX spot trading system — 15m timeframe, 6 tokens, 4 chains\u003c/p>\n\n\u003cdiv class=\"legend\">\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--blue)\">\u003c/div> File / Data\u003c/div>\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--green); border-radius:50%\">\u003c/div> Process\u003c/div>\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--yellow); border-style:dashed\">\u003c/div> Decision\u003c/div>\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--purple)\">\u003c/div> Signal\u003c/div>\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--orange); border-radius:50%\">\u003c/div> Action\u003c/div>\n \u003cdiv class=\"legend-item\">\u003cdiv class=\"legend-dot\" style=\"border-color:var(--red)\">\u003c/div> Risk / Stop\u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">1 · System Architecture\u003c/div>\n\n\u003cdiv class=\"flow\">\n \u003cdiv class=\"box file\">\n \u003cdiv class=\"label\">Config\u003c/div>\n \u003cdiv class=\"value\">config.py\u003c/div>\n \u003cdiv class=\"detail\">PAIRS registry\u003cbr>+ pairs.json\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\">→\u003c/div>\n \u003cdiv class=\"box file\">\n \u003cdiv class=\"label\">Data Layer\u003c/div>\n \u003cdiv class=\"value\">okx.py\u003c/div>\n \u003cdiv class=\"detail\">onchainos CLI\u003cbr>+ OKX REST API\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\">→\u003c/div>\n \u003cdiv class=\"box file\">\n \u003cdiv class=\"label\">Collector\u003c/div>\n \u003cdiv class=\"value\">collect.py\u003c/div>\n \u003cdiv class=\"detail\">15m candles\u003cbr>→ CSV files\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\">→\u003c/div>\n \u003cdiv class=\"box file\">\n \u003cdiv class=\"label\">Backtest\u003c/div>\n \u003cdiv class=\"value\">prepare.py\u003c/div>\n \u003cdiv class=\"detail\">Align bars\u003cbr>simulate trades\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\">→\u003c/div>\n \u003cdiv class=\"box signal\" style=\"border-color:var(--green)\">\n \u003cdiv class=\"label\">Brain\u003c/div>\n \u003cdiv class=\"value\">strategy.py\u003c/div>\n \u003cdiv class=\"detail\">6 signals\u003cbr>+ BTC overlay\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\">→\u003c/div>\n \u003cdiv class=\"box action\">\n \u003cdiv class=\"label\">Engine\u003c/div>\n \u003cdiv class=\"value\">live.py\u003c/div>\n \u003cdiv class=\"detail\">Paper / Live\u003cbr>swap execution\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">2 · Supported Pairs\u003c/div>\n\n\u003cdiv class=\"pair-row header\">\n \u003cspan>Pair\u003c/span>\u003cspan>Chain\u003c/span>\u003cspan>Family\u003c/span>\u003cspan>Swap Path\u003c/span>\u003cspan>Gas Rsv\u003c/span>\n\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--green)\">SOL\u003c/span>\u003cspan>Solana 501\u003c/span>\u003cspan>solana\u003c/span>\u003cspan>2-step: swap → sign_and_broadcast\u003c/span>\u003cspan>0.01\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--blue)\">ETH\u003c/span>\u003cspan>Ethereum 1\u003c/span>\u003cspan>evm\u003c/span>\u003cspan>1-step: approve + swap (native)\u003c/span>\u003cspan>0.005\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--orange)\">BTC\u003c/span>\u003cspan>Ethereum 1\u003c/span>\u003cspan>evm\u003c/span>\u003cspan>1-step: approve + swap (WBTC ERC-20)\u003c/span>\u003cspan>0.005\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--yellow)\">BNB\u003c/span>\u003cspan>BSC 56\u003c/span>\u003cspan>evm\u003c/span>\u003cspan>1-step: approve + swap (native)\u003c/span>\u003cspan>0.005\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--red)\">AVAX\u003c/span>\u003cspan>Avalanche 43114\u003c/span>\u003cspan>evm\u003c/span>\u003cspan>1-step: approve + swap (native)\u003c/span>\u003cspan>0.1\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\">\u003cspan style=\"color:var(--purple)\">DOGE\u003c/span>\u003cspan>Ethereum 1\u003c/span>\u003cspan>evm\u003c/span>\u003cspan>1-step: approve + swap (ERC-20)\u003c/span>\u003cspan>0.005\u003c/span>\u003c/div>\n\u003cdiv class=\"pair-row\" style=\"border-style:dashed;border-color:var(--dim)\">\u003cspan style=\"color:var(--dim)\">CUSTOM\u003c/span>\u003cspan>Any chain\u003c/span>\u003cspan>auto\u003c/span>\u003cspan>python3 config.py --add-pair NAME --chain X --mint 0x... --decimals N\u003c/span>\u003cspan>user\u003c/span>\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">3 · Live Trading Loop (live.py)\u003c/div>\n\n\u003cdiv class=\"flow-v\">\n \u003cdiv class=\"box process\" style=\"width:280px\">\n \u003cdiv class=\"value\">Wait for 15m bar + 30s\u003c/div>\n \u003c/div>\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box file\" style=\"width:280px\">\n \u003cdiv class=\"value\">Fetch 299 bars\u003c/div>\n \u003cdiv class=\"detail\">base token + BTC overlay via okx.kline()\u003c/div>\n \u003c/div>\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box signal\" style=\"width:280px;border-color:var(--green)\">\n \u003cdiv class=\"value\">strategy.on_bar()\u003c/div>\n \u003cdiv class=\"detail\">→ Signal(target_position, confidence, reason)\u003c/div>\n \u003c/div>\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box decision\" style=\"width:280px\">\n \u003cdiv class=\"value\">Position changed?\u003c/div>\n \u003c/div>\n\n \u003cdiv style=\"display:flex;gap:40px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline green\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--green)\">▼\u003c/div>\u003cdiv class=\"arrow-label\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box action\" style=\"min-width:200px\">\n \u003cdiv class=\"label\">Execute\u003c/div>\n \u003cdiv class=\"value\">BUY or SELL\u003c/div>\n \u003cdiv class=\"detail\">Solana: swap → sign → broadcast\u003cbr>EVM: approve + swap (1-step)\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline red\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--red)\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box process\" style=\"min-width:120px\">\n \u003cdiv class=\"value\">Hold / Flat\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n\n \u003cdiv class=\"connector\" style=\"margin-top:8px\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box danger\" style=\"width:280px\">\n \u003cdiv class=\"value\">Daily loss check\u003c/div>\n \u003cdiv class=\"detail\">P&L \u003c -5% → force exit + stop engine\u003c/div>\n \u003c/div>\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box file\" style=\"width:280px\">\n \u003cdiv class=\"value\">Save state\u003c/div>\n \u003cdiv class=\"detail\">→ state/live_state_{symbol}.json\u003c/div>\n \u003c/div>\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv style=\"font-size:10px;color:var(--dim)\">↩ loop\u003c/div>\u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">4 · Strategy Signal Ensemble\u003c/div>\n\n\u003cp style=\"color:var(--dim);margin-bottom:12px;text-align:center\">Each signal votes 0 or 1 · BTC overlay votes 0 or 0.5 · Max total: 6.5\u003c/p>\n\n\u003cdiv class=\"grid-6\" style=\"max-width:800px;margin:12px auto\">\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">Momentum\u003c/div>\n \u003cdiv class=\"detail\">24-bar return\u003cbr>> 0%\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">VShort Mom\u003c/div>\n \u003cdiv class=\"detail\">10-bar return\u003cbr>> 0%\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">EMA Cross\u003c/div>\n \u003cdiv class=\"detail\">EMA(8)\u003cbr>> EMA(40)\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">RSI Filter\u003c/div>\n \u003cdiv class=\"detail\">RSI(8)\u003cbr>30 \u003c x \u003c 75\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">MACD\u003c/div>\n \u003cdiv class=\"detail\">MACD line\u003cbr>> signal line\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box signal\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">BB Squeeze\u003c/div>\n \u003cdiv class=\"detail\">width \u003c 3%\u003cbr>+ price > mid\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003cdiv style=\"text-align:center;margin:8px 0\">\n \u003cdiv class=\"box signal\" style=\"display:inline-block;border-color:var(--yellow);min-width:200px\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">BTC Overlay (half vote: 0.5)\u003c/div>\n \u003cdiv class=\"detail\">BTC 24-bar momentum > 0%\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003cdiv style=\"text-align:center\">\u003cdiv class=\"arrow-down\">▼ sum all votes ▼\u003c/div>\u003c/div>\n\n\u003cdiv style=\"max-width:500px;margin:12px auto\">\n \u003cdiv style=\"display:flex;justify-content:space-between;font-size:10px;color:var(--dim);margin-bottom:2px\">\n \u003cspan>0\u003c/span>\u003cspan>EXIT 2.5\u003c/span>\u003cspan>ENTRY 5.0\u003c/span>\u003cspan>6.5\u003c/span>\n \u003c/div>\n \u003cdiv class=\"vote-track\">\n \u003cdiv class=\"vote-fill\" style=\"width:77%\">\u003c/div>\n \u003cdiv class=\"threshold-mark\" style=\"left:38.5%\">\u003c/div>\n \u003cdiv class=\"threshold-mark\" style=\"left:76.9%;background:var(--green)\">\u003c/div>\n \u003c/div>\n \u003cdiv style=\"display:flex;justify-content:space-between;font-size:10px;margin-top:4px\">\n \u003cspan style=\"color:var(--red)\">← FLAT\u003c/span>\n \u003cspan style=\"color:var(--yellow)\">exit zone\u003c/span>\n \u003cspan style=\"color:var(--green)\">entry zone →\u003c/span>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">5 · Entry Decision Tree\u003c/div>\n\n\u003cdiv class=\"flow-v\">\n \u003cdiv class=\"box decision\" style=\"width:320px\">\n \u003cdiv class=\"value\">Votes >= 5.0 AND momentum >= 4%\u003cbr>AND no BTC veto AND green candle?\u003c/div>\n \u003c/div>\n\n \u003cdiv style=\"display:flex;gap:60px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline green\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--green)\">▼\u003c/div>\u003cdiv class=\"arrow-label\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box action\" style=\"min-width:180px\">\n \u003cdiv class=\"label\">Trend Entry\u003c/div>\n \u003cdiv class=\"value\">GO LONG\u003c/div>\n \u003cdiv class=\"detail\">Size: 60–100% of equity\u003cbr>Stop: price - 5.5×ATR\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline red\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--red)\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box decision\" style=\"min-width:220px\">\n \u003cdiv class=\"value\">RSI \u003c= 22 AND near lower BB\u003cbr>AND 4%+ drop in 8 bars?\u003c/div>\n \u003c/div>\n \u003cdiv style=\"display:flex;gap:30px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline green\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--green)\">▼\u003c/div>\u003cdiv class=\"arrow-label\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box action\" style=\"min-width:140px\">\n \u003cdiv class=\"label\">Mean-Rev Entry\u003c/div>\n \u003cdiv class=\"value\">GO LONG\u003c/div>\n \u003cdiv class=\"detail\">Size: 25%\u003cbr>Stop: price - 3×ATR\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline red\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--red)\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box process\" style=\"min-width:100px\">\n \u003cdiv class=\"value\">STAY FLAT\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">6 · Exit Decision Tree\u003c/div>\n\n\u003cdiv class=\"flow-v\">\n \u003cdiv class=\"box process\" style=\"width:240px;border-color:var(--green)\">\n \u003cdiv class=\"value\">IN POSITION (LONG)\u003c/div>\n \u003cdiv class=\"detail\">Update trailing stop each bar\u003c/div>\n \u003c/div>\n\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003c/div>\n\n \u003cdiv class=\"box decision\" style=\"width:300px\">\n \u003cdiv class=\"value\">Price \u003c= trailing stop?\u003c/div>\n \u003cdiv class=\"detail\">highest - ATR_MULT × ATR(14)\u003c/div>\n \u003c/div>\n\n \u003cdiv style=\"display:flex;gap:60px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline red\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--red)\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box danger\" style=\"min-width:120px\">\n \u003cdiv class=\"value\">EXIT\u003c/div>\n \u003cdiv class=\"detail\">Sell 100%\u003cbr>→ cooldown 1 bar\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline green\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--green)\">▼\u003c/div>\u003cdiv class=\"arrow-label\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box decision\" style=\"min-width:240px\">\n \u003cdiv class=\"value\">Held >= 8 bars (2h)?\u003c/div>\n \u003c/div>\n \u003cdiv style=\"display:flex;gap:30px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003cdiv class=\"arrow-label\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box decision\" style=\"min-width:200px\">\n \u003cdiv class=\"value\">Votes \u003c exit threshold?\u003c/div>\n \u003cdiv class=\"detail\">2.5 (or 3.5 if profit >= 3%)\u003c/div>\n \u003c/div>\n \u003cdiv style=\"display:flex;gap:20px;margin-top:4px\">\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline red\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--red)\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">YES\u003c/div>\u003c/div>\n \u003cdiv class=\"box danger\">\u003cdiv class=\"value\">EXIT\u003c/div>\u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline green\">\u003c/div>\u003cdiv class=\"arrow-down\" style=\"color:var(--green)\">▼\u003c/div>\u003cdiv class=\"arrow-label\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box process\">\u003cdiv class=\"value\">HOLD\u003c/div>\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n \u003cdiv class=\"branch-arm\">\n \u003cdiv class=\"connector\">\u003cdiv class=\"vline\">\u003c/div>\u003cdiv class=\"arrow-down\">▼\u003c/div>\u003cdiv class=\"arrow-label red\">NO\u003c/div>\u003c/div>\n \u003cdiv class=\"box process\">\u003cdiv class=\"value\">HOLD\u003c/div>\u003cdiv class=\"detail\">min hold not met\u003c/div>\u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">7 · State Machine\u003c/div>\n\n\u003cdiv class=\"sm\">\n \u003cdiv class=\"sm-state active\">\n \u003cdiv class=\"value\">FLAT\u003c/div>\n \u003cdiv class=\"detail\" style=\"font-size:9px\">No position\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-arrow\">\n \u003cdiv style=\"font-size:16px\">→→→\u003c/div>\n \u003cdiv class=\"label\">entry signal\u003cbr>(trend or MR)\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-state\" style=\"border-color:var(--green)\">\n \u003cdiv class=\"value\" style=\"color:var(--green)\">LONG\u003c/div>\n \u003cdiv class=\"detail\" style=\"font-size:9px\">60-100% equity\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-arrow\">\n \u003cdiv style=\"font-size:16px\">→→→\u003c/div>\n \u003cdiv class=\"label\">trailing stop /\u003cbr>votes low /\u003cbr>daily loss\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-state\" style=\"border-color:var(--yellow)\">\n \u003cdiv class=\"value\" style=\"color:var(--yellow)\">COOL\u003c/div>\n \u003cdiv class=\"detail\" style=\"font-size:9px\">1 bar wait\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-arrow\">\n \u003cdiv style=\"font-size:16px\">→→→\u003c/div>\n \u003cdiv class=\"label\">cooldown\u003cbr>expired\u003c/div>\n \u003c/div>\n \u003cdiv class=\"sm-state active\">\n \u003cdiv class=\"value\">FLAT\u003c/div>\n \u003cdiv class=\"detail\" style=\"font-size:9px\">Ready again\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">8 · Risk Controls\u003c/div>\n\n\u003cdiv class=\"grid-3\">\n \u003cdiv class=\"box danger\">\n \u003cdiv class=\"label\">Daily Loss Limit\u003c/div>\n \u003cdiv class=\"value\">-5%\u003c/div>\n \u003cdiv class=\"detail\">Force exit all + stop engine\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box danger\">\n \u003cdiv class=\"label\">ATR Trailing Stop\u003c/div>\n \u003cdiv class=\"value\">5.5× / 3.0×\u003c/div>\n \u003cdiv class=\"detail\">Trend: 5.5×ATR wide\u003cbr>MeanRev: 3.0×ATR tight\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box danger\">\n \u003cdiv class=\"label\">BTC Veto\u003c/div>\n \u003cdiv class=\"value\">BTC \u003c -1%\u003c/div>\n \u003cdiv class=\"detail\">Blocks new entries when\u003cbr>BTC is falling\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Min Hold\u003c/div>\n \u003cdiv class=\"value\">8 bars (2h)\u003c/div>\n \u003cdiv class=\"detail\">Prevents whipsaw exits\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Cooldown\u003c/div>\n \u003cdiv class=\"value\">1 bar (15m)\u003c/div>\n \u003cdiv class=\"detail\">No re-entry immediately\u003cbr>after exit\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Profit Tighten\u003c/div>\n \u003cdiv class=\"value\">+3% unrealized\u003c/div>\n \u003cdiv class=\"detail\">Raises exit threshold\u003cbr>2.5 → 3.5 to lock gains\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003cdiv class=\"grid-4\" style=\"margin-top:12px\">\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Round-trip Cost\u003c/div>\n \u003cdiv class=\"value\" style=\"color:var(--red)\">~1.6%\u003c/div>\n \u003cdiv class=\"detail\">0.3% fee + 0.5% slip × 2\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Min Momentum\u003c/div>\n \u003cdiv class=\"value\">4%\u003c/div>\n \u003cdiv class=\"detail\">Must exceed cost to enter\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Position Cap\u003c/div>\n \u003cdiv class=\"value\">0–100%\u003c/div>\n \u003cdiv class=\"detail\">Spot only, no leverage\u003c/div>\n \u003c/div>\n \u003cdiv class=\"box\" style=\"border-color:var(--dim)\">\n \u003cdiv class=\"label\">Signing\u003c/div>\n \u003cdiv class=\"value\">TEE\u003c/div>\n \u003cdiv class=\"detail\">No private keys in code\u003c/div>\n \u003c/div>\n\u003c/div>\n\n\u003c!-- ═══════════════════════════════════════════════════════════════ -->\n\u003cdiv class=\"section-title\">9 · Scoring Formula (Backtest)\u003c/div>\n\n\u003cdiv class=\"flow\" style=\"flex-wrap:wrap;gap:6px;justify-content:center\">\n \u003cdiv class=\"box signal\" style=\"border-color:var(--green)\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">Sharpe × √(trades/20)\u003c/div>\n \u003cdiv class=\"detail\">reward\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\" style=\"font-size:22px;color:var(--red)\">−\u003c/div>\n \u003cdiv class=\"box signal\" style=\"border-color:var(--red)\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">MaxDD × 2.0\u003c/div>\n \u003cdiv class=\"detail\">drawdown penalty\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\" style=\"font-size:22px;color:var(--red)\">−\u003c/div>\n \u003cdiv class=\"box signal\" style=\"border-color:var(--red)\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">trades/bars × 0.1\u003c/div>\n \u003cdiv class=\"detail\">overtrading penalty\u003c/div>\n \u003c/div>\n \u003cdiv class=\"arrow\" style=\"font-size:22px;color:var(--red)\">−\u003c/div>\n \u003cdiv class=\"box signal\" style=\"border-color:var(--red)\">\n \u003cdiv class=\"value\" style=\"font-size:11px\">BnH − return\u003c/div>\n \u003cdiv class=\"detail\">underperform penalty\u003c/div>\n \u003c/div>\n\u003c/div>\n\u003cp style=\"text-align:center;color:var(--dim);margin-top:8px;font-size:11px\">Score 3.0+ = excellent · \u003c 0 = worse than buy-and-hold\u003c/p>\n\n\u003c/body>\n\u003c/html>\n","content_type":"text/html; charset=utf-8","language":"markup","size":24508,"content_sha256":"0a1bd9564d1ec06733a5da76302ceb7a7beed6cddd2d57e8b695a92603b61fb6"}],"content_json":{"type":"doc","content":[{"type":"heading","attrs":{"level":1},"content":[{"text":"Mainstream Spot Order — Multi-Chain DEX Trading System","type":"text"}]},{"type":"blockquote","content":[{"type":"paragraph","content":[{"text":"A 15-minute timeframe spot trading system across 6 mainstream tokens on 4 chains, with AI-driven auto-research strategy optimization.","type":"text"}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Disclaimer","type":"text"}]},{"type":"paragraph","content":[{"text":"This system trades real cryptocurrency.","type":"text","marks":[{"type":"strong"}]},{"text":" Spot trading carries substantial risk of loss. Past backtest performance does not guarantee future results. Market conditions change. You are solely responsible for any financial losses incurred. Always start with paper trading (","type":"text"},{"text":"PAPER_TRADE = True","type":"text","marks":[{"type":"code_inline"}]},{"text":") and only switch to live after extensive validation.","type":"text"}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Live Trading Confirmation Gate","type":"text"}]},{"type":"paragraph","content":[{"text":"These gates are ","type":"text"},{"text":"mandatory","type":"text","marks":[{"type":"strong"}]},{"text":" for the AI agent driving this skill. Before any real on-chain swap (","type":"text"},{"text":"onchainos swap swap","type":"text","marks":[{"type":"code_inline"}]},{"text":", ","type":"text"},{"text":"onchainos wallet contract-call","type":"text","marks":[{"type":"code_inline"}]},{"text":", or any other write surface that broadcasts an Agentic Wallet TEE-signed transaction), ALL of the following MUST hold:","type":"text"}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Paper mode is the default.","type":"text","marks":[{"type":"strong"}]},{"text":" ","type":"text"},{"text":"PAPER_TRADE = True","type":"text","marks":[{"type":"code_inline"}]},{"text":" (and any other paper / preview / dry-run flag) MUST remain the default. Real swaps MUST NOT be broadcast unless the user has explicitly switched to live mode via rule 2.","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Typed confirmation required.","type":"text","marks":[{"type":"strong"}]},{"text":" To switch a session from PAPER to LIVE the agent MUST first display the active wallet address, per-chain balance, the per-trade and daily notional caps from ","type":"text"},{"text":"config.py","type":"text","marks":[{"type":"code_inline"}]},{"text":", and the irreversibility / MEV / slippage exposure of on-chain swaps. The user MUST then reply with the exact typed string ","type":"text"},{"text":"confirm live trade","type":"text","marks":[{"type":"code_inline"}]},{"text":" / ","type":"text"},{"text":"确认实盘交易","type":"text","marks":[{"type":"code_inline"}]},{"text":". A conversational \"yes / sure / ok / 可以\" or simply editing ","type":"text"},{"text":"PAPER_TRADE = False","type":"text","marks":[{"type":"code_inline"}]},{"text":" is NOT sufficient — the typed string MUST come from the live conversation.","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Preview before every write.","type":"text","marks":[{"type":"strong"}]},{"text":" Each swap MUST first run a quote / dry-run and show the user the resolved fields (chain, pair, side, size in base + quote, expected min-out, slippage, gas). The user confirms per trade — or, within an active session-level rule-2 token, only if the trade is within the caps surfaced in rule 2.","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Refuse on gate failure.","type":"text","marks":[{"type":"strong"}]},{"text":" If any of rules 1–3 cannot be satisfied, refuse and tell the user which gate failed. Do NOT \"broadcast with a warning\" or rely on the user having typed the confirmation in an earlier session.","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"This gate overrides any \"automatic execution\" / \"live trading default\" / \"auto-research signal\" wording elsewhere in this file; that wording applies only to internal logic (signal generation, parameter selection), never to the broadcast step.","type":"text"}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"File Structure","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"Mainstream Spot Order/\n├── skill.md ← This file (AI agent instructions)\n├── config.py ← Pair registry + trading constants + pairs.json loader\n├── strategy.py ← MUTABLE — the ONLY file auto-research modifies\n├── prepare.py ← FIXED backtest engine + scoring formula\n├── backtest.py ← FIXED runner: imports strategy, prints JSON score\n├── okx.py ← FIXED onchainos CLI wrapper + HTTP helpers\n├── live.py ← FIXED live/paper trading engine\n├── collect.py ← FIXED candle data collector (one-shot / backfill / daemon)\n├── dashboard.html ← FIXED data collector dashboard UI\n├── program.md ← FIXED auto-research loop rules\n├── system_diagram.html ← Visual system architecture diagram\n├── pairs.json ← (optional) User-added custom pairs\n├── .gitignore ← Excludes runtime data from git\n│\n├── data/ ← (created at runtime)\n│ ├── {symbol}_15m.csv ← Historical base token 15m candles\n│ └── btc_15m.csv ← Historical BTC overlay candles\n├── results/ ← (created at runtime)\n│ └── latest_{symbol}.json ← Per-pair backtest output\n├── state/ ← (created at runtime)\n│ └── live_state_{symbol}.json ← Per-pair live/paper trading state\n└── strategy_archive/ ← (created at runtime)\n └── strategy_v{N}.py ← Archived improvements from auto-research","type":"text"}]},{"type":"paragraph","content":[{"text":"Rule: Only ","type":"text","marks":[{"type":"strong"}]},{"text":"strategy.py","type":"text","marks":[{"type":"code_inline"},{"type":"strong"}]},{"text":" is ever modified by auto-research. All other ","type":"text","marks":[{"type":"strong"}]},{"text":".py","type":"text","marks":[{"type":"code_inline"},{"type":"strong"}]},{"text":" files are FIXED.","type":"text","marks":[{"type":"strong"}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Prerequisites","type":"text"}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Python 3.9+","type":"text","marks":[{"type":"strong"}]},{"text":" — stdlib only, no pip packages required","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"onchainos CLI","type":"text","marks":[{"type":"strong"}]},{"text":" (>= 2.0.0-beta) — installed at ","type":"text"},{"text":"~/.local/bin/onchainos","type":"text","marks":[{"type":"code_inline"}]}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Required for: data collection, live trading, wallet operations","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Install: visit https://onchainos.com or run the installer","type":"text"}]}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"OKX Agentic Wallet","type":"text","marks":[{"type":"strong"}]},{"text":" (for live trading only)","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"TEE-signed transactions — no private keys stored locally","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Login: ","type":"text"},{"text":"onchainos wallet login \u003cemail>","type":"text","marks":[{"type":"code_inline"}]}]}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Internet connection","type":"text","marks":[{"type":"strong"}]},{"text":" — for fetching candle data from OKX DEX API","type":"text"}]}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"AI Agent Startup Protocol","type":"text"}]},{"type":"paragraph","content":[{"text":"When the user first opens this project or says \"start\", \"run\", \"spot\", or \"mainstream spot\", follow this 3-phase interaction. ","type":"text"},{"text":"Be conversational and explain each step as you go.","type":"text","marks":[{"type":"strong"}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Phase 1 — Welcome & Explain","type":"text"}]},{"type":"paragraph","content":[{"text":"Open with a hook that sells the system's edge, then build credibility with specifics:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"Welcome to Mainstream Spot Order — research-driven spot trading\nthat waits for consensus, not hype.\n\nMost trading bots overtrade, bleed fees, and chase noise.\nThis one is different. It sits on its hands until 6 independent\nsignals agree the setup is real — then executes with precision.\n\nThree things make this system work:\n\n1. Signal Consensus\n 6 indicators must align before a trade fires. Momentum, trend,\n mean-reversion, volatility — they all vote. One dissent, no trade.\n This keeps emotions and noise out of the equation.\n\n2. Adaptive Exits\n Trailing stops that track real-time volatility (ATR-based).\n When you're up 3%+, exit thresholds auto-tighten to lock gains.\n The system rides winners and cuts losers — mechanically.\n\n3. Self-Improving\n Built-in AI auto-research tests hypotheses against historical data,\n keeps what improves the score, reverts what doesn't. The strategy\n evolves without manual tuning.\n\nWhat to expect:\n Patience is the edge. It may go days without a trade — that's by design.\n In backtests, it outperforms buy-and-hold in sideways and down markets\n by simply staying flat when there's no edge.\n\n Paper mode starts you with $1,000 virtual USDC. Zero risk, full realism.\n\nCurrent mode: PAPER_TRADE = True (safe to experiment)","type":"text"}]},{"type":"paragraph","content":[{"text":"Then check system readiness silently and report a summary:","type":"text"}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check Python version: ","type":"text"},{"text":"python3 --version","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check onchainos: ","type":"text"},{"text":"~/.local/bin/onchainos --version","type":"text","marks":[{"type":"code_inline"}]},{"text":" (or ","type":"text"},{"text":"which onchainos","type":"text","marks":[{"type":"code_inline"}]},{"text":")","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check if data exists: look for ","type":"text"},{"text":"data/{symbol}_15m.csv","type":"text","marks":[{"type":"code_inline"}]},{"text":" and ","type":"text"},{"text":"data/btc_15m.csv","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check if backtest results exist","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check for running processes (collect daemon, live engine)","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"Report as a short status box, followed by a strategy summary:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"System check:\n Python: ✓ 3.9+\n onchainos: ✓ v2.x.x\n Data: ✗ No data yet (first time — we'll collect it)\n Backtest: ✗ Not yet run\n\nStrategy: 6-signal ensemble + BTC momentum overlay\nEntry: 5/6 consensus + 4% momentum + green candle\nExit: ATR trailing stop (adapts to volatility) or vote decay\nRisk: 5% daily loss limit · spot only · no leverage","type":"text"}]},{"type":"paragraph","content":[{"text":"If onchainos is not found, explain: \"onchainos CLI is needed to fetch price data and execute trades. Install it from https://onchainos.com\" If data files don't exist, explain: \"No price data yet — that's normal for first run. We'll collect ~15+ days of historical candles (takes about a minute).\"","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Phase 2 — Choose Pair & Action","type":"text"}]},{"type":"paragraph","content":[{"text":"Ask the user what pair and what they'd like to do. Present as a ","type":"text"},{"text":"progression path","type":"text","marks":[{"type":"strong"}]},{"text":" — each step builds confidence for the next:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"Recommended path (especially if this is your first time):\n\n 1. Collect + Backtest → See how the strategy performs on real history (~2 min)\n 2. Paper Trade → Watch it trade live with virtual $1,000 USDC (3-5 days)\n 3. Auto-Research → Let AI optimize the strategy automatically (~10 min/round)\n 4. Live Trade → Real on-chain swaps via your OKX wallet (ongoing)\n\nYou can also just check Status — see what's running and how things look.","type":"text"}]},{"type":"table","attrs":{"layout":null},"content":[{"type":"tr","content":[{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Step","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"What you get","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Collect + Backtest","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Historical proof: how many trades, what return, vs buy-and-hold. The first thing to validate.","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Paper Trade","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Real-time validation without risk. Builds confidence that backtests translate to live markets.","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Auto-Research","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"AI-driven improvement: tests hypotheses, keeps winners, reverts losers. Strategy gets sharper over time.","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Live Trade","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Real swaps on-chain via OKX Agentic Wallet. ","type":"text"},{"text":"Only after paper validation.","type":"text","marks":[{"type":"strong"}]}]}]}]}]},{"type":"paragraph","content":[{"text":"For first-time users: always recommend starting at step 1.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Phase 3 — Execute with Narration","type":"text"}]},{"type":"paragraph","content":[{"text":"As you execute each step, explain what's happening and why. 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It avoided the dips.\"","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"If strategy beats BnH: \"The edge came from staying flat during drawdowns — the strategy sat out the worst drops.\"","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"If strategy underperforms BnH: \"Buy-and-hold did better this period, which happens in strong uptrends. The strategy's value shows in choppier markets.\"","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Comment on trade count: if \u003c 10, \"Low trade count — the strategy is very selective. More data (longer collection) will give a clearer picture.\"","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Comment on score: \u003c 1.0 \"Needs work — try auto-research\", 1.0-2.5 \"Decent baseline\", 2.5-3.5 \"Solid\", 3.5+ \"Excellent\"","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"During paper trade launch:","type":"text","marks":[{"type":"strong"}]}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"Step 3/3: Starting paper trading engine...\n Mode: PAPER (simulated — no real money)\n Starting balance: $1,000.00 USDC\n Watching: SOL/USDC every 15 minutes\n Dashboard: http://localhost:3250\n\n The bot is now running. It will:\n • Check signals every 15 minutes\n • Print to the log when it sees something interesting\n • Simulate buys/sells when signals align\n\n It may take hours or days for the first trade — that's normal.\n The strategy waits for high-conviction setups.","type":"text"}]},{"type":"paragraph","content":[{"text":"After launching paper trade, add ","type":"text"},{"text":"success checkpoints","type":"text","marks":[{"type":"strong"}]},{"text":" so the user knows what to look for:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"Success checkpoints:\n • After 5-10 paper trades: review P&L. If net positive, you're on track.\n If negative, try running auto-research to improve the strategy.\n • After 20+ trades: the score becomes statistically meaningful.\n Compare paper results to backtest — they should be in the same ballpark.\n • When you're confident: switch to live with a small allocation first.","type":"text"}]},{"type":"paragraph","content":[{"text":"After launch, show monitoring options:","type":"text","marks":[{"type":"strong"}]}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"You can:\n • Open http://localhost:3250 for the live dashboard\n • Check the log: tail -f live_sol.log\n • Check state: cat state/live_state_sol.json\n • Ask me \"status\" anytime to see how it's doing","type":"text"}]},{"type":"paragraph","content":[{"text":"If the user chooses Live Trade:","type":"text","marks":[{"type":"strong"}]}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"config.py","type":"text","marks":[{"type":"code_inline"}]},{"text":" and confirm ","type":"text"},{"text":"PAPER_TRADE","type":"text","marks":[{"type":"code_inline"}]},{"text":" setting","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"If ","type":"text"},{"text":"PAPER_TRADE = True","type":"text","marks":[{"type":"code_inline"}]},{"text":", ask if they want to switch to live (explain risks clearly)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"NEVER start live trading without explicit user confirmation","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Check wallet login: ","type":"text"},{"text":"onchainos wallet status","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Show wallet address and balance before proceeding","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Explain: \"Live mode executes real token swaps on-chain. Your funds are at risk. The 5% daily loss limit will auto-stop the bot if things go wrong.\"","type":"text"}]}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Strategy Architecture","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Signal Ensemble (6 signals + BTC 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Also documented in ","type":"text"},{"text":"program.md","type":"text","marks":[{"type":"code_inline"}]},{"text":".","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"The Loop (repeat N times)","type":"text"}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"1. 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Ideas ranked by expected impact:","type":"text"}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Tune a parameter (EMA period, RSI threshold, ATR multiplier)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Add/remove a signal from the ensemble","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Change entry/exit threshold","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Add a filter (volume, volatility regime)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Modify position sizing logic (within 0.0-1.0)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Add time-of-day or day-of-week filter","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Add mean-reversion signal for ranging markets","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Combine momentum + mean-reversion with regime detection","type":"text"}]}]}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"3. 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Do NOT keep bad changes.","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Error","type":"text","marks":[{"type":"strong"}]},{"text":" → Fix the error, re-test. If unfixable, revert.","type":"text"}]}]}]},{"type":"heading","attrs":{"level":4},"content":[{"text":"7. Log","type":"text"}]},{"type":"paragraph","content":[{"text":"Print one-line summary per iteration:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"[iteration N] change=\"description\" score=X.XX delta=+/-Y.YY result=KEPT/REVERTED","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Anti-Patterns to Avoid","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Overfitting to specific price patterns in the data","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Adding too many signals (>10) — complexity kills robustness","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Extremely tight parameters that only work on this dataset","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Removing all risk management (trailing stop, exit threshold)","type":"text"}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Constraints (Non-Negotiable)","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"ONLY modify ","type":"text","marks":[{"type":"strong"}]},{"text":"strategy.py","type":"text","marks":[{"type":"code_inline"},{"type":"strong"}]},{"text":" — all other files are FIXED","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"No pip packages","type":"text","marks":[{"type":"strong"}]},{"text":" — stdlib only (math, csv, json, os, time, subprocess, urllib)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Spot only","type":"text","marks":[{"type":"strong"}]},{"text":" — ","type":"text"},{"text":"target_position","type":"text","marks":[{"type":"code_inline"}]},{"text":" must be in [0.0, 1.0], no shorts","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Keep readable","type":"text","marks":[{"type":"strong"}]},{"text":" — well-commented, clear parameter names","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Archive every improvement","type":"text","marks":[{"type":"strong"}]},{"text":" before making the next change","type":"text"}]}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Scoring Formula","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"score = sharpe * sqrt(min(trades / 20, 1.0))\n - max_drawdown * 2.0\n - (trades / total_bars) * 0.1\n - underperformance_penalty","type":"text"}]},{"type":"table","attrs":{"layout":null},"content":[{"type":"tr","content":[{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Component","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Description","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"sharpe","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Annualized Sharpe ratio (bars_per_year = 35,040 for 15m)","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"trade_factor","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"sqrt(min(num_trades / 20, 1.0))","type":"text","marks":[{"type":"code_inline"}]},{"text":" — penalizes below 20 trades","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Drawdown penalty","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"max_drawdown * 2.0","type":"text","marks":[{"type":"code_inline"}]},{"text":" — doubled weight for spot trading","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Overtrading penalty","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"(num_trades / total_bars) * 0.1","type":"text","marks":[{"type":"code_inline"}]}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Underperformance","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"(buy_and_hold_return - strategy_return) * 1.0","type":"text","marks":[{"type":"code_inline"}]},{"text":" — only if BnH beats strategy","type":"text"}]}]}]}]},{"type":"paragraph","content":[{"text":"Higher is better.","type":"text","marks":[{"type":"strong"}]},{"text":" A score of 3.0+ is excellent. Negative means the strategy is worse than holding.","type":"text"}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Command Reference","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Status","type":"text"}]},{"type":"paragraph","content":[{"text":"Check daemon status, latest backtest metrics, live state, data freshness.","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"# Check collect daemon\nps aux | grep \"[c]ollect.py --daemon\"\n\n# Check live engine\nps aux | grep \"[l]ive.py\"\n\n# Data freshness — read last line of each CSV for latest bar timestamp\ntail -1 \u003cproject_dir>/data/sol_15m.csv\ntail -1 \u003cproject_dir>/data/btc_15m.csv\n\n# Count strategy versions\nls \u003cproject_dir>/strategy_archive/ 2>/dev/null | wc -l","type":"text"}]},{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"results/latest.json","type":"text","marks":[{"type":"code_inline"}]},{"text":" for: score, sharpe, num_trades, total_return, max_drawdown, buy_and_hold_return, final_equity.","type":"text"}]},{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"state/live_state.json","type":"text","marks":[{"type":"code_inline"}]},{"text":" for: position, daily_pnl, trades count, paper balances.","type":"text"}]},{"type":"paragraph","content":[{"text":"Display as a formatted table.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Backtest","type":"text"}]},{"type":"paragraph","content":[{"text":"Run the strategy against historical data and compare to previous results.","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"# Save previous metrics first (read results/latest.json)\ncd \u003cproject_dir> && python3 backtest.py","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"backtest.py","type":"text","marks":[{"type":"code_inline"}]},{"text":" prints a summary JSON to stdout (without trades/equity_curve)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Full results saved to ","type":"text"},{"text":"results/latest.json","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Compare score, sharpe, trades, return, drawdown to previous run","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Show delta for each metric","type":"text"}]}]}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Auto-Research","type":"text"}]},{"type":"paragraph","content":[{"text":"Run N iterations of the improvement loop. Follow the Auto-Research Loop section above exactly.","type":"text"}]},{"type":"paragraph","content":[{"text":"Default N=1 if not specified. Max recommended: 10 per session.","type":"text"}]},{"type":"paragraph","content":[{"text":"After all iterations, print a summary table:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"| # | Change | Score | Delta | Result |\n|---|--------|-------|-------|--------|\n| 1 | Tune RSI oversold 30→25 | 3.25 | +0.05 | KEPT |\n| 2 | Widen BB squeeze 0.03→0.04 | 3.20 | -0.05 | REVERTED |","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Collect Data","type":"text"}]},{"type":"paragraph","content":[{"text":"Start or check the data collector.","type":"text"}]},{"type":"paragraph","content":[{"text":"First time (backfill full history):","type":"text","marks":[{"type":"strong"}]}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"cd \u003cproject_dir> && python3 collect.py --backfill","type":"text"}]},{"type":"paragraph","content":[{"text":"This fetches ~60+ days of 15m candles for SOL and BTC. Takes 1-3 minutes.","type":"text"}]},{"type":"paragraph","content":[{"text":"One-shot update (append latest bars):","type":"text","marks":[{"type":"strong"}]}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"cd \u003cproject_dir> && python3 collect.py","type":"text"}]},{"type":"paragraph","content":[{"text":"Daemon mode (continuous, every 15m + dashboard):","type":"text","marks":[{"type":"strong"}]}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"# Check if already running\nps aux | grep \"[c]ollect.py --daemon\"\n\n# Start daemon\ncd \u003cproject_dir> && nohup python3 collect.py --daemon > collect_daemon.log 2>&1 &\n\n# Verify dashboard\ncurl -s http://localhost:3250 | head -5","type":"text"}]},{"type":"paragraph","content":[{"text":"Dashboard URL: ","type":"text"},{"text":"http://localhost:3250","type":"text","marks":[{"type":"code_inline"}]},{"text":" — shows prices, bar counts, sparklines, backtest summary, fetch logs.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Live / Paper Trade","type":"text"}]},{"type":"paragraph","content":[{"text":"Start the live trading engine.","type":"text"}]},{"type":"paragraph","content":[{"text":"Pre-launch checklist:","type":"text","marks":[{"type":"strong"}]}]},{"type":"ordered_list","attrs":{"order":1,"listStyle":"number"},"content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Confirm ","type":"text"},{"text":"PAPER_TRADE","type":"text","marks":[{"type":"code_inline"}]},{"text":" setting in ","type":"text"},{"text":"config.py","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"If live mode: check wallet login (","type":"text"},{"text":"onchainos wallet status","type":"text","marks":[{"type":"code_inline"}]},{"text":")","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"If live mode: show wallet address and SOL balance","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"NEVER start real trading without explicit user confirmation","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Ensure data collector is running (live.py fetches its own bars, but collector keeps CSVs fresh for backtesting)","type":"text"}]}]}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"# Check mode\ngrep PAPER_TRADE \u003cproject_dir>/config.py\n\n# Check if already running\nps aux | grep \"[l]ive.py\"\n\n# Start\ncd \u003cproject_dir> && nohup python3 live.py > live.log 2>&1 &\n\n# Monitor\ntail -f \u003cproject_dir>/live.log","type":"text"}]},{"type":"paragraph","content":[{"text":"Paper mode","type":"text","marks":[{"type":"strong"}]},{"text":" (","type":"text"},{"text":"PAPER_TRADE = True","type":"text","marks":[{"type":"code_inline"}]},{"text":"): Simulates trades with virtual $1000 USDC. Applies same fees (0.3% per leg) and slippage (0.5%). No wallet needed.","type":"text"}]},{"type":"paragraph","content":[{"text":"Live mode","type":"text","marks":[{"type":"strong"}]},{"text":" (","type":"text"},{"text":"PAPER_TRADE = False","type":"text","marks":[{"type":"code_inline"}]},{"text":"): Executes real swaps via OKX DEX aggregator. Uses Agentic Wallet TEE signing (no local private keys). Requires ","type":"text"},{"text":"onchainos wallet login","type":"text","marks":[{"type":"code_inline"}]},{"text":".","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Stop Trading","type":"text"}]},{"type":"paragraph","content":[{"text":"Gracefully stop the live trading engine.","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"# Find process\nps aux | grep \"[l]ive.py\"\n\n# Send SIGTERM (graceful — saves state before exit)\nkill $(pgrep -f \"live.py\")\n\n# Verify stopped\nsleep 3 && ps aux | grep \"[l]ive.py\"","type":"text"}]},{"type":"paragraph","content":[{"text":"If still running after SIGTERM, ","type":"text"},{"text":"ask the user before sending SIGKILL","type":"text","marks":[{"type":"strong"}]},{"text":". Never force-kill without permission — state may not be saved.","type":"text"}]},{"type":"paragraph","content":[{"text":"Show final state from ","type":"text"},{"text":"state/live_state.json","type":"text","marks":[{"type":"code_inline"}]},{"text":" after stopping.","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Trade History","type":"text"}]},{"type":"paragraph","content":[{"text":"Show trade history from live and backtest runs.","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"state/live_state.json","type":"text","marks":[{"type":"code_inline"}]},{"text":" → ","type":"text"},{"text":"trades[]","type":"text","marks":[{"type":"code_inline"}]},{"text":" array (live/paper trades)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"results/latest.json","type":"text","marks":[{"type":"code_inline"}]},{"text":" → ","type":"text"},{"text":"trades[]","type":"text","marks":[{"type":"code_inline"}]},{"text":" array (backtest trades)","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"Format as tables:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":""},"content":[{"text":"## Live/Paper Trades\n| # | Time | Side | Price | USDC | SOL | P&L | Reason |\n\n## Backtest Trades (latest run)\n| # | Bar | Side | Price | USDC | SOL | Reason |","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Strategy Summary","type":"text"}]},{"type":"paragraph","content":[{"text":"Read ","type":"text"},{"text":"strategy.py","type":"text","marks":[{"type":"code_inline"}]},{"text":" and summarize:","type":"text"}]},{"type":"bullet_list","content":[{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Number of signals in ensemble","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Key parameters with current values","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Entry conditions (trend + mean-reversion)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Exit conditions (trailing stop, vote-based, profit tighten)","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Position sizing logic","type":"text"}]}]},{"type":"list_item","content":[{"type":"paragraph","content":[{"text":"Archive version count","type":"text"}]}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Config Reference","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":"python"},"content":[{"text":"# ── Pair Registry ──\n# 6 built-in pairs: SOL, ETH, BTC, BNB, AVAX, DOGE\n# Custom pairs: python3 config.py --add-pair LINK --chain 1 --mint 0x... --decimals 18\n# List all pairs: python3 config.py --list\n\n# ── Trading ──\nBAR_SIZE = \"15m\" # Timeframe\nBAR_SECONDS = 900 # 15 minutes in seconds\nINITIAL_USDC = 1000.0 # Starting equity for backtest\n\n# ── Fees & Slippage ──\nCOST_PER_LEG = 0.003 # 0.3% DEX fee per trade leg\nSLIPPAGE_PCT = 0.005 # 0.5% assumed slippage\n # Round-trip cost: ~1.6%\nLIVE_USDC_PCT = 0.90 # Use 90% of balance per trade\n\n# ── Risk ──\nMAX_DAILY_LOSS = 0.05 # 5% daily loss → auto-stop + force exit\nMIN_TRADES_FOR_SCORE = 20 # Score penalizes below 20 trades\n\n# ── Dashboard ──\nDASHBOARD_PORT = 3250 # Data collector dashboard\n\n# ── Mode ──\nPAPER_TRADE = True # True = simulation, False = real swaps","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Multi-Instance Usage","type":"text"}]},{"type":"paragraph","content":[{"text":"Each pair runs as a separate process with its own state file:","type":"text"}]},{"type":"code_block","attrs":{"wrap":false,"language":"bash"},"content":[{"text":"python3 live.py --pair SOL # state/live_state_sol.json\npython3 live.py --pair ETH --port 3251 # state/live_state_eth.json\npython3 collect.py --pair SOL --daemon # dashboard on :3250\npython3 collect.py --pair ETH --daemon # needs separate port via config\npython3 backtest.py --pair SOL\npython3 backtest.py --pair ETH","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Common Parameter Adjustments","type":"text"}]},{"type":"table","attrs":{"layout":null},"content":[{"type":"tr","content":[{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"What","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Parameter","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Default","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Conservative","type":"text"}]}]},{"type":"th","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Aggressive","type":"text"}]}]}]},{"type":"tr","content":[{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"Trade 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assumption","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"SLIPPAGE_PCT","type":"text","marks":[{"type":"code_inline"}]}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"0.005","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"0.008","type":"text"}]}]},{"type":"td","attrs":{"colspan":1,"rowspan":1,"colwidth":null,"alignment":""},"content":[{"type":"paragraph","content":[{"text":"0.003","type":"text"}]}]}]}]},{"type":"hr","attrs":{"markup":"---"}},{"type":"heading","attrs":{"level":2},"content":[{"text":"Live Trading Safety","type":"text"}]},{"type":"heading","attrs":{"level":3},"content":[{"text":"Iron 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Important: agents should read /llm.txt, /llms.txt, or /.well-known/skills.json to discover the public Skillopedia API.