@tradejs/node 2.0.14 → 2.0.16

package/dist/strategies.js

@@ -1252,7 +1252,7 @@ var require_lodash = __commonJS({
           if (typeof func != "function") {
             throw new TypeError2(FUNC_ERROR_TEXT);
           }
-          return setTimeout(function() {
+          return setTimeout2(function() {
             func.apply(undefined2, args);
           }, wait);
         }
@@ -2045,7 +2045,7 @@ var require_lodash = __commonJS({
           end = end === undefined2 ? length : end;
           return !start && end >= length ? array : baseSlice(array, start, end);
         }
-        var clearTimeout = ctxClearTimeout || function(id) {
+        var clearTimeout2 = ctxClearTimeout || function(id) {
           return root.clearTimeout(id);
         };
         function cloneBuffer(buffer, isDeep) {
@@ -3096,7 +3096,7 @@ var require_lodash = __commonJS({
           return object[key];
         }
         var setData3 = shortOut(baseSetData);
-        var setTimeout = ctxSetTimeout || function(func, wait) {
+        var setTimeout2 = ctxSetTimeout || function(func, wait) {
           return root.setTimeout(func, wait);
         };
         var setToString = shortOut(baseSetToString);
@@ -3888,7 +3888,7 @@ var require_lodash = __commonJS({
           }
           function leadingEdge(time) {
             lastInvokeTime = time;
-            timerId = setTimeout(timerExpired, wait);
+            timerId = setTimeout2(timerExpired, wait);
             return leading ? invokeFunc(time) : result2;
           }
           function remainingWait(time) {
@@ -3904,7 +3904,7 @@ var require_lodash = __commonJS({
             if (shouldInvoke(time)) {
               return trailingEdge(time);
             }
-            timerId = setTimeout(timerExpired, remainingWait(time));
+            timerId = setTimeout2(timerExpired, remainingWait(time));
           }
           function trailingEdge(time) {
             timerId = undefined2;
@@ -3916,7 +3916,7 @@ var require_lodash = __commonJS({
           }
           function cancel() {
             if (timerId !== undefined2) {
-              clearTimeout(timerId);
+              clearTimeout2(timerId);
             }
             lastInvokeTime = 0;
             lastArgs = lastCallTime = lastThis = timerId = undefined2;
@@ -3934,13 +3934,13 @@ var require_lodash = __commonJS({
                 return leadingEdge(lastCallTime);
               }
               if (maxing) {
-                clearTimeout(timerId);
-                timerId = setTimeout(timerExpired, wait);
+                clearTimeout2(timerId);
+                timerId = setTimeout2(timerExpired, wait);
                 return invokeFunc(lastCallTime);
               }
             }
             if (timerId === undefined2) {
-              timerId = setTimeout(timerExpired, wait);
+              timerId = setTimeout2(timerExpired, wait);
             }
             return result2;
           }
@@ -6796,6 +6796,15 @@ var postProcessAiAnalysisByStrategy = (signal, analysis, payload = buildAiPayloa
   payload,
   analysis
 }) ?? analysis;
+var postProcessLocalAiAnalysisByStrategy = (signal, analysis, payload = buildAiPayloadByStrategy(signal)) => {
+  const adapter = getSignalAiAdapter(signal);
+  const strategyAnalysis = adapter.postProcessAnalysis?.({ signal, payload, analysis }) ?? analysis;
+  return adapter.postProcessLocalAnalysis?.({
+    signal,
+    payload,
+    analysis: strategyAnalysis
+  }) ?? strategyAnalysis;
+};
 
 // src/ai.ts
 var parseAIResponse = (input) => {
@@ -6944,7 +6953,7 @@ Input payload structure:
   \u2022 \`baseContext.relative\`: BTC/ETH relative-strength, benchmark MA bias context, Binance alt-basket breadth, and CoinMarketCap historical global/exchange/index context when available.
   \u2022 \`baseContext.derivatives\`: Coinalyze-aligned derivatives summary when available.
   \u2022 \`baseContext.mtf\`: compact multi-timeframe summary plus only the latest few candles for each timeframe.
-  \u2022 \`baseContext.gateFeatures\`: direction-aware, normalized fields derived from baseContext; prefer \`setup\`, \`scores\`, \`confirmations\`, \`conflicts\`, \`risk\`, and \`decisionHints\` for quick gate checks before inspecting raw nested context.
+  \u2022 \`baseContext.gateFeatures\`: compact direction-aware fields derived from baseContext; prefer \`setup\`, \`scores\`, \`conflicts\`, \`risk\`, \`decisionHints\`, \`mtf\`, \`volatility\`, \`participation\`, and \`relative\` for quick gate checks before inspecting raw nested context.
   Always inspect \`payload.additionalIndicators.marketContext\` when present:
   \u2022 \`marketContext.execution.binanceCoinbaseSpread\`: AI-friendly BTC spread view projected from \`payload.additionalIndicators.baseContext.relative.execution.venueSpread\`; \`value=(Coinbase-Binance)/Binance\`, \`bps=value*10000\`.
   \u2022 \`marketContext.participation.trueDelta\`: Binance taker buy/sell volume delta from kline payload when \`source=kline_taker_volume\`; otherwise absent/unavailable.
@@ -7226,7 +7235,7 @@ var runAiPromptLocal = async (signal, options = {}) => {
   const signalDirection = getSignalDirection(signal);
   const deterministicQuality = getDeterministicQuality(gateContext);
   const approvalAllowedNow = typeof gateContext?.approvalAllowedNow === "boolean" ? gateContext.approvalAllowedNow : deterministicQuality >= 4;
-  return postProcessAiAnalysisByStrategy(
+  return postProcessLocalAiAnalysisByStrategy(
     signal,
     {
       direction: approvalAllowedNow ? signalDirection : null,
@@ -7263,10 +7272,10 @@ var import_node_path2 = __toESM(require("path"));
 var import_constants4 = require("@tradejs/core/constants");
 var import_data3 = require("@tradejs/core/data");
 var import_strategies5 = require("@tradejs/core/strategies");
-var import_logger9 = require("@tradejs/infra/logger");
+var import_logger10 = require("@tradejs/infra/logger");
 
 // src/strategyHelpers/runtime.ts
-var import_logger8 = require("@tradejs/infra/logger");
+var import_logger9 = require("@tradejs/infra/logger");
 var import_constants3 = require("@tradejs/core/constants");
 var import_ml2 = require("@tradejs/infra/ml");
 
@@ -7529,6 +7538,7 @@ var markRuntimeTradeClosed = async (params) => {
     lastSyncedAt: now()
   };
   const dayKey = (0, import_time.getRuntimeStorageDayKey)(existing.entryTimestamp);
+  const closeDayKey = (0, import_time.getRuntimeStorageDayKey)(next.exitTimestamp);
   try {
     await Promise.all([
       (0, import_redis2.setData)(import_redis2.redisKeys.runtimeTrade(userName, orderId), next, {
@@ -7540,6 +7550,12 @@ var markRuntimeTradeClosed = async (params) => {
         next,
         { expire: import_constants.TTL_1M }
       ),
+      (0, import_redis2.setHashJsonField)(
+        import_redis2.redisKeys.runtimeClosedTradeBucket(userName, closeDayKey),
+        orderId,
+        next,
+        { expire: import_constants.TTL_1M }
+      ),
       (0, import_redis2.delKey)(
         import_redis2.redisKeys.runtimeActiveTrade(
           userName,
@@ -7558,251 +7574,13 @@ var markRuntimeTradeClosed = async (params) => {
   return next;
 };
 
-// src/strategyHelpers/derivativesContext.ts
-var import_indicators2 = require("@tradejs/core/indicators");
-var import_data = require("@tradejs/core/data");
-var import_strategies = require("@tradejs/core/strategies");
-var import_constants2 = require("@tradejs/core/constants");
-var import_timescale = require("@tradejs/infra/timescale");
-var import_logger4 = require("@tradejs/infra/logger");
-var STORED_INTERVALS = ["15m", "1h"];
-var CONTEXT_INTERVALS = ["15m", "1h"];
-var DEFAULT_LOOKBACK_HOURS = 48;
-var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
-var SECONDARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[1];
-var derivativesContextUnavailable = false;
-var parseEnabledFlag = (value, env) => {
-  const normalized = String(value ?? "").trim().toLowerCase();
-  if (!normalized) return true;
-  if (["1", "true", "yes", "on"].includes(normalized)) return true;
-  if (normalized === "backtest") return env === "BACKTEST";
-  if (normalized === "live") return env !== "BACKTEST";
-  return false;
-};
-var parseBooleanFlag = (value, fallback = false) => {
-  const normalized = String(value ?? "").trim().toLowerCase();
-  if (!normalized) return fallback;
-  if (["1", "true", "yes", "on"].includes(normalized)) return true;
-  if (["0", "false", "no", "off"].includes(normalized)) return false;
-  return fallback;
-};
-var parseLookbackMs = () => {
-  const hours = Number(process.env.DERIVATIVES_CONTEXT_LOOKBACK_HOURS);
-  const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
-  return normalizedHours * 60 * 60 * 1e3;
-};
-var withHourlyFallbackRows = (rowsByInterval) => ({
-  "15m": rowsByInterval["15m"] ?? [],
-  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
-    rows15m: rowsByInterval["15m"],
-    fallbackRows1h: rowsByInterval["1h"]
-  })
-});
-var getDerivativesContextReferenceSymbols = () => [
-  ...(0, import_constants2.resolveDerivativesContextReferenceSymbols)(
-    process.env.DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS
-  )
-];
-var normalizeSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
-var getSignalPriceChangePct1h = (signal) => {
-  const baseContext = signal.additionalIndicators?.baseContext;
-  if (!baseContext || typeof baseContext !== "object" || Array.isArray(baseContext)) {
-    return null;
-  }
-  const raw = typeof baseContext.raw === "object" && baseContext.raw && !Array.isArray(baseContext.raw) ? baseContext.raw : null;
-  const price = raw && typeof raw.price === "object" && raw.price && !Array.isArray(raw.price) ? raw.price : null;
-  const value = price?.price1hPct;
-  const numeric = typeof value === "number" ? value : Number(value);
-  return Number.isFinite(numeric) ? numeric : null;
-};
-var resolvePrimaryReferenceSymbol = () => PRIMARY_DERIVATIVES_REFERENCE_SYMBOL;
-var resolveSecondaryReferenceSymbol = () => SECONDARY_DERIVATIVES_REFERENCE_SYMBOL;
-var getPrimaryIntervalContext = (context) => context?.intervals["15m"] ?? context?.intervals["1h"] ?? null;
-var hasDerivativesSymbolData = (context) => Object.keys(context.intervals).length > 0 && !context.summary.riskFlags.includes("missing_derivatives");
-var toFiniteNumberOrNull = (value) => {
-  if (typeof value === "number" && Number.isFinite(value)) return value;
-  if (typeof value === "string" && value.trim()) {
-    const parsed = Number(value);
-    return Number.isFinite(parsed) ? parsed : null;
-  }
-  return null;
-};
-var roundNullable = (value, digits = 4) => {
-  if (value == null || !Number.isFinite(value)) return null;
-  const multiplier = 10 ** digits;
-  return Math.round(value * multiplier) / multiplier;
-};
-var deltaNullable = (targetValue, referenceValue) => {
-  const target = toFiniteNumberOrNull(targetValue);
-  const reference = toFiniteNumberOrNull(referenceValue);
-  return target == null || reference == null ? null : roundNullable(target - reference);
-};
-var buildTargetDerivedContext = (params) => {
-  const { targetContext, primaryReferenceContext } = params;
-  const targetPrimary = getPrimaryIntervalContext(targetContext);
-  const referencePrimary = getPrimaryIntervalContext(primaryReferenceContext);
-  const targetDirectionAligned = targetContext.summary.directionAligned;
-  const referenceDirectionAligned = primaryReferenceContext?.summary.directionAligned ?? null;
-  return {
-    available: hasDerivativesSymbolData(targetContext),
-    stale: targetContext.summary.riskFlags.includes("stale_derivatives") || targetPrimary?.stale === true ? true : targetPrimary == null ? null : false,
-    sourceSymbol: targetContext.symbol,
-    referenceSymbol: primaryReferenceContext?.symbol ?? null,
-    directionAligned: targetDirectionAligned,
-    referenceDirectionAligned,
-    pressure: targetContext.summary.pressure ?? null,
-    referencePressure: primaryReferenceContext?.summary.pressure ?? null,
-    riskFlags: targetContext.summary.riskFlags,
-    oiChangePct1h: targetPrimary?.oiChangePct1h ?? null,
-    oiAcceleration: targetContext.summary.oiAcceleration ?? null,
-    fundingRate: targetPrimary?.fundingRate ?? null,
-    fundingZScore: targetPrimary?.fundingZScore ?? null,
-    fundingChange1h: targetContext.summary.fundingChange1h ?? null,
-    liqSpikeRatio: targetPrimary?.liqSpikeRatio ?? null,
-    liqImbalance: targetPrimary?.liqImbalance ?? null,
-    targetVsPrimaryOiChangePct1hDelta: deltaNullable(
-      targetPrimary?.oiChangePct1h,
-      referencePrimary?.oiChangePct1h
-    ),
-    targetVsPrimaryFundingZScoreDelta: deltaNullable(
-      targetPrimary?.fundingZScore,
-      referencePrimary?.fundingZScore
-    ),
-    targetReferenceConflict: targetDirectionAligned == null || referenceDirectionAligned == null ? null : targetDirectionAligned !== referenceDirectionAligned
-  };
-};
-var buildReferenceDerivativesContext = (params) => {
-  const {
-    targetSymbol,
-    primaryReferenceSymbol,
-    secondaryReferenceSymbol,
-    referenceSymbols,
-    referenceContexts,
-    targetContext
-  } = params;
-  const primaryContext = referenceContexts[primaryReferenceSymbol] ?? referenceContexts[referenceSymbols[0]];
-  if (!primaryContext) {
-    throw new Error("No derivatives reference contexts built");
-  }
-  const referenceSymbolsMetadata = [
-    .../* @__PURE__ */ new Set([
-      primaryReferenceSymbol,
-      secondaryReferenceSymbol,
-      ...referenceSymbols,
-      ...Object.keys(referenceContexts)
-    ])
-  ];
-  const targetDerived = targetContext && hasDerivativesSymbolData(targetContext) ? buildTargetDerivedContext({
-    targetContext,
-    primaryReferenceContext: primaryContext
-  }) : void 0;
-  return {
-    ...primaryContext,
-    targetSymbol,
-    primaryReferenceSymbol: primaryContext.symbol,
-    secondaryReferenceSymbol: referenceContexts[secondaryReferenceSymbol]?.symbol ?? secondaryReferenceSymbol,
-    referenceSymbols: referenceSymbolsMetadata,
-    referenceContexts,
-    ...targetContext && targetDerived ? {
-      targetContext,
-      targetDerived
-    } : {}
-  };
-};
-var isDerivativesContextEnabled = (env) => parseEnabledFlag(process.env.DERIVATIVES_CONTEXT_ENABLED, env);
-var isDerivativesTargetContextEnabled = () => parseBooleanFlag(process.env.DERIVATIVES_CONTEXT_TARGET_ENABLED, false);
-var enrichSignalWithDerivativesContext = async (params) => {
-  const { signal, env, enabled = isDerivativesContextEnabled(env) } = params;
-  if (signal.universe === "tradfi" || !enabled || derivativesContextUnavailable) {
-    return false;
-  }
-  try {
-    const referenceSymbols = getDerivativesContextReferenceSymbols();
-    const targetSymbol = normalizeSymbol(signal.symbol);
-    const lookbackMs = parseLookbackMs();
-    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
-    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
-      decisionTimeMs,
-      "15m"
-    );
-    const contexts = await Promise.all(
-      referenceSymbols.map(async (symbol) => {
-        const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
-          symbol,
-          intervals: STORED_INTERVALS,
-          endMs: derivativesEndMs,
-          lookbackMs
-        });
-        return [
-          symbol,
-          (0, import_indicators2.buildDerivativesContext)({
-            symbol,
-            direction: signal.direction,
-            timestamp: derivativesEndMs,
-            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
-            priceChangePct1h: getSignalPriceChangePct1h(signal),
-            intervals: CONTEXT_INTERVALS
-          })
-        ];
-      })
-    );
-    const referenceContexts = Object.fromEntries(contexts);
-    const primaryReferenceSymbol = resolvePrimaryReferenceSymbol();
-    const secondaryReferenceSymbol = resolveSecondaryReferenceSymbol();
-    const targetContextEnabled = isDerivativesTargetContextEnabled();
-    const referenceTargetContext = targetContextEnabled && targetSymbol !== primaryReferenceSymbol ? referenceContexts[targetSymbol] : void 0;
-    const shouldFetchTargetContext = targetContextEnabled && targetSymbol.length > 0 && !referenceSymbols.some(
-      (referenceSymbol) => referenceSymbol === targetSymbol
-    );
-    const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
-      const rowsByInterval = await (0, import_timescale.getDerivativesWindow)({
-        symbol: targetSymbol,
-        intervals: STORED_INTERVALS,
-        endMs: derivativesEndMs,
-        lookbackMs
-      });
-      const context = (0, import_indicators2.buildDerivativesContext)({
-        symbol: targetSymbol,
-        direction: signal.direction,
-        timestamp: derivativesEndMs,
-        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
-        priceChangePct1h: getSignalPriceChangePct1h(signal),
-        intervals: CONTEXT_INTERVALS
-      });
-      return hasDerivativesSymbolData(context) ? context : void 0;
-    })() : void 0;
-    const targetContext = referenceTargetContext && hasDerivativesSymbolData(referenceTargetContext) ? referenceTargetContext : fetchedTargetContext;
-    const derivativesContext = buildReferenceDerivativesContext({
-      targetSymbol: targetSymbol || signal.symbol,
-      primaryReferenceSymbol,
-      secondaryReferenceSymbol,
-      referenceSymbols,
-      referenceContexts,
-      targetContext
-    });
-    signal.additionalIndicators = {
-      ...signal.additionalIndicators ?? {},
-      baseContext: signal.additionalIndicators?.baseContext && typeof signal.additionalIndicators.baseContext === "object" && !Array.isArray(signal.additionalIndicators.baseContext) ? {
-        ...signal.additionalIndicators.baseContext,
-        derivatives: derivativesContext
-      } : signal.additionalIndicators?.baseContext
-    };
-    (0, import_strategies.refreshSignalBaseContextGateFeatures)(signal);
-    return true;
-  } catch (error) {
-    derivativesContextUnavailable = true;
-    import_logger4.logger.warn(
-      "Derivatives context disabled after Timescale read failure: %s",
-      String(error)
-    );
-    return false;
-  }
-};
+// src/strategyHelpers/marketContextStages.ts
+var import_logger8 = require("@tradejs/infra/logger");
 
 // src/strategyHelpers/binanceMarketContext.ts
-var import_timescale2 = require("@tradejs/infra/timescale");
-var import_logger5 = require("@tradejs/infra/logger");
-var import_strategies2 = require("@tradejs/core/strategies");
+var import_timescale = require("@tradejs/infra/timescale");
+var import_logger4 = require("@tradejs/infra/logger");
+var import_strategies = require("@tradejs/core/strategies");
 
 // src/binanceBreadthUniverses.ts
 var import_node_crypto2 = require("crypto");
@@ -8109,6 +7887,13 @@ var getBinanceBreadthUniverses = () => BINANCE_BREADTH_UNIVERSE_KEYS.map((key) =
 });
 var getPrimaryBinanceBreadthUniverse = () => getBinanceBreadthUniverses().find(({ key }) => key === "top30");
 
+// src/strategyHelpers/marketContextErrors.ts
+var MARKET_CONTEXT_CANCELLATION_ERROR_NAMES = /* @__PURE__ */ new Set([
+  "AbortError",
+  "TimescaleQueryTimeoutError"
+]);
+var isMarketContextCancellationError = (error, abortSignal) => abortSignal?.aborted === true || error instanceof Error && MARKET_CONTEXT_CANCELLATION_ERROR_NAMES.has(error.name);
+
 // src/strategyHelpers/binanceMarketContext.ts
 var DEFAULT_MAX_AGE_BY_INTERVAL = {
   "1m": 3 * 6e4,
@@ -8119,7 +7904,7 @@ var DEFAULT_MAX_AGE_BY_INTERVAL = {
 var binanceMarketContextUnavailable = false;
 var referenceRowsCache = /* @__PURE__ */ new Map();
 var breadthCache = /* @__PURE__ */ new Map();
-var parseEnabledFlag2 = (value, env) => {
+var parseEnabledFlag = (value, env) => {
   const normalized = String(value ?? "").trim().toLowerCase();
   if (!normalized)
     return env === "BACKTEST" || env === "CRON" || env === "PARITY";
@@ -8129,7 +7914,7 @@ var parseEnabledFlag2 = (value, env) => {
   if (normalized === "live") return env !== "BACKTEST";
   return false;
 };
-var toFiniteNumberOrNull2 = (value) => {
+var toFiniteNumberOrNull = (value) => {
   const numeric = typeof value === "number" ? value : Number(value);
   return Number.isFinite(numeric) ? numeric : null;
 };
@@ -8145,7 +7930,7 @@ var getReferenceSymbols = () => {
   const symbols = (process.env.BINANCE_MARKET_CONTEXT_REFERENCE_SYMBOLS || "BTCUSDT,ETHUSDT").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
   return symbols.length ? [...new Set(symbols)] : ["BTCUSDT", "ETHUSDT"];
 };
-var resolvePrimaryReferenceSymbol2 = (signalSymbol) => {
+var resolvePrimaryReferenceSymbol = (signalSymbol) => {
   const symbol = signalSymbol.trim().toUpperCase();
   const referenceSymbols = getReferenceSymbols();
   return referenceSymbols.includes(symbol) ? symbol : referenceSymbols[0];
@@ -8153,38 +7938,40 @@ var resolvePrimaryReferenceSymbol2 = (signalSymbol) => {
 var hasBaseContext = (signal) => Boolean(
   signal.additionalIndicators?.baseContext && typeof signal.additionalIndicators.baseContext === "object" && !Array.isArray(signal.additionalIndicators.baseContext)
 );
-var isBinanceMarketContextEnabled = (env) => parseEnabledFlag2(process.env.BINANCE_MARKET_CONTEXT_ENABLED, env);
+var isBinanceMarketContextEnabled = (env) => parseEnabledFlag(process.env.BINANCE_MARKET_CONTEXT_ENABLED, env);
 var toTradeFlowContext = (row, interval) => row ? {
   source: "binance_agg_trades",
   interval,
   asOfTs: row.ts.getTime(),
   ageMs: row.ageMs,
   stale: row.stale,
-  trades: toFiniteNumberOrNull2(row.trades),
-  buyPressurePct: toFiniteNumberOrNull2(row.buyPressurePct),
-  buyBaseVolume: toFiniteNumberOrNull2(row.buyBaseVolume),
-  sellBaseVolume: toFiniteNumberOrNull2(row.sellBaseVolume),
-  buyQuoteVolume: toFiniteNumberOrNull2(row.buyQuoteVolume),
-  sellQuoteVolume: toFiniteNumberOrNull2(row.sellQuoteVolume),
-  netBaseDelta: toFiniteNumberOrNull2(row.netBaseDelta),
-  netQuoteDelta: toFiniteNumberOrNull2(row.netQuoteDelta)
+  trades: toFiniteNumberOrNull(row.trades),
+  buyPressurePct: toFiniteNumberOrNull(row.buyPressurePct),
+  buyBaseVolume: toFiniteNumberOrNull(row.buyBaseVolume),
+  sellBaseVolume: toFiniteNumberOrNull(row.sellBaseVolume),
+  buyQuoteVolume: toFiniteNumberOrNull(row.buyQuoteVolume),
+  sellQuoteVolume: toFiniteNumberOrNull(row.sellQuoteVolume),
+  netBaseDelta: toFiniteNumberOrNull(row.netBaseDelta),
+  netQuoteDelta: toFiniteNumberOrNull(row.netQuoteDelta)
 } : null;
 var getCachedReferenceRows = ({
   referenceSymbols,
   interval,
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${referenceSymbols.join(",")}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = referenceRowsCache.get(key);
   if (cached) return cached;
   const promise = Promise.all(
     referenceSymbols.map(async (symbol) => {
-      const tradeFlow = await (0, import_timescale2.getLatestMarketTradeFlow)({
+      const tradeFlow = await (0, import_timescale.getLatestMarketTradeFlow)({
         symbol,
         interval,
         atMs: timestamp,
-        maxAgeMs
+        maxAgeMs,
+        ...abortSignal ? { signal: abortSignal } : {}
       });
       return {
         symbol,
@@ -8193,24 +7980,28 @@ var getCachedReferenceRows = ({
     })
   );
   referenceRowsCache.set(key, promise);
+  void promise.catch(() => referenceRowsCache.delete(key));
   return promise;
 };
 var getCachedBreadth = ({
   breadthUniverse,
   interval,
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${breadthUniverse}:${interval}:${timestamp}:${maxAgeMs}`;
   const cached = breadthCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale2.getLatestMarketBreadth)({
+  const promise = (0, import_timescale.getLatestMarketBreadth)({
     universe: breadthUniverse,
     interval,
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   breadthCache.set(key, promise);
+  void promise.catch(() => breadthCache.delete(key));
   return promise;
 };
 var toMarketBreadthContext = (breadth, interval) => ({
@@ -8220,16 +8011,16 @@ var toMarketBreadthContext = (breadth, interval) => ({
   asOfTs: breadth.ts.getTime(),
   ageMs: breadth.ageMs,
   stale: breadth.stale,
-  symbolsCount: toFiniteNumberOrNull2(breadth.symbolsCount),
-  advancers: toFiniteNumberOrNull2(breadth.advancers),
-  decliners: toFiniteNumberOrNull2(breadth.decliners),
-  unchanged: toFiniteNumberOrNull2(breadth.unchanged),
-  advanceDeclineRatio: toFiniteNumberOrNull2(breadth.advanceDeclineRatio),
-  pctAboveMa20: toFiniteNumberOrNull2(breadth.pctAboveMa20),
-  pctAboveMa50: toFiniteNumberOrNull2(breadth.pctAboveMa50),
-  equalWeightedReturn: toFiniteNumberOrNull2(breadth.equalWeightedReturn),
-  volumeWeightedReturn: toFiniteNumberOrNull2(breadth.volumeWeightedReturn),
-  dispersion: toFiniteNumberOrNull2(breadth.dispersion)
+  symbolsCount: toFiniteNumberOrNull(breadth.symbolsCount),
+  advancers: toFiniteNumberOrNull(breadth.advancers),
+  decliners: toFiniteNumberOrNull(breadth.decliners),
+  unchanged: toFiniteNumberOrNull(breadth.unchanged),
+  advanceDeclineRatio: toFiniteNumberOrNull(breadth.advanceDeclineRatio),
+  pctAboveMa20: toFiniteNumberOrNull(breadth.pctAboveMa20),
+  pctAboveMa50: toFiniteNumberOrNull(breadth.pctAboveMa50),
+  equalWeightedReturn: toFiniteNumberOrNull(breadth.equalWeightedReturn),
+  volumeWeightedReturn: toFiniteNumberOrNull(breadth.volumeWeightedReturn),
+  dispersion: toFiniteNumberOrNull(breadth.dispersion)
 });
 var enrichSignalWithBinanceMarketContext = async (params) => {
   const {
@@ -8244,7 +8035,7 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
   }
   try {
     const referenceSymbols = getReferenceSymbols();
-    const primaryReferenceSymbol = resolvePrimaryReferenceSymbol2(signal.symbol);
+    const primaryReferenceSymbol = resolvePrimaryReferenceSymbol(signal.symbol);
     const breadthUniverses = params.breadthUniverse ? [
       {
         key: "top30",
@@ -8256,7 +8047,8 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
         referenceSymbols,
         interval,
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       Promise.all(
         breadthUniverses.map(async ({ key, universe }) => ({
@@ -8265,7 +8057,8 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
             breadthUniverse: universe,
             interval,
             timestamp: signal.timestamp,
-            maxAgeMs
+            maxAgeMs,
+            abortSignal: params.abortSignal
           })
         }))
       )
@@ -8328,46 +8121,46 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
                 asOfTs: primaryBreadth.ts.getTime(),
                 ageMs: primaryBreadth.ageMs,
                 stale: primaryBreadth.stale,
-                btcReturn1h: toFiniteNumberOrNull2(
+                btcReturn1h: toFiniteNumberOrNull(
                   primaryBreadth.btcReturn1h
                 ),
-                btcReturn4h: toFiniteNumberOrNull2(
+                btcReturn4h: toFiniteNumberOrNull(
                   primaryBreadth.btcReturn4h
                 ),
-                btcReturn24h: toFiniteNumberOrNull2(
+                btcReturn24h: toFiniteNumberOrNull(
                   primaryBreadth.btcReturn24h
                 ),
-                altBasketReturn1h: toFiniteNumberOrNull2(
+                altBasketReturn1h: toFiniteNumberOrNull(
                   primaryBreadth.altBasketReturn1h
                 ),
-                altBasketReturn4h: toFiniteNumberOrNull2(
+                altBasketReturn4h: toFiniteNumberOrNull(
                   primaryBreadth.altBasketReturn4h
                 ),
-                altBasketReturn24h: toFiniteNumberOrNull2(
+                altBasketReturn24h: toFiniteNumberOrNull(
                   primaryBreadth.altBasketReturn24h
                 ),
-                btcVsAltReturn1h: toFiniteNumberOrNull2(
+                btcVsAltReturn1h: toFiniteNumberOrNull(
                   primaryBreadth.btcVsAltReturn1h
                 ),
-                btcVsAltReturn4h: toFiniteNumberOrNull2(
+                btcVsAltReturn4h: toFiniteNumberOrNull(
                   primaryBreadth.btcVsAltReturn4h
                 ),
-                btcVsAltReturn24h: toFiniteNumberOrNull2(
+                btcVsAltReturn24h: toFiniteNumberOrNull(
                   primaryBreadth.btcVsAltReturn24h
                 ),
-                btcTurnoverShare1h: toFiniteNumberOrNull2(
+                btcTurnoverShare1h: toFiniteNumberOrNull(
                   primaryBreadth.btcTurnoverShare1h
                 ),
-                btcTurnoverShare24h: toFiniteNumberOrNull2(
+                btcTurnoverShare24h: toFiniteNumberOrNull(
                   primaryBreadth.btcTurnoverShare24h
                 ),
-                btcTurnoverShareChange24h: toFiniteNumberOrNull2(
+                btcTurnoverShareChange24h: toFiniteNumberOrNull(
                   primaryBreadth.btcTurnoverShareChange24h
                 ),
-                altVolToBtcVol24h: toFiniteNumberOrNull2(
+                altVolToBtcVol24h: toFiniteNumberOrNull(
                   primaryBreadth.altVolToBtcVol24h
                 ),
-                altDispersion24h: toFiniteNumberOrNull2(
+                altDispersion24h: toFiniteNumberOrNull(
                   primaryBreadth.altDispersion24h
                 ),
                 regime: primaryBreadth.btcAltRegime ?? "unknown"
@@ -8377,11 +8170,14 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
         }
       }
     };
-    (0, import_strategies2.refreshSignalBaseContextGateFeatures)(signal);
+    (0, import_strategies.refreshSignalBaseContextGateFeatures)(signal);
     return true;
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     binanceMarketContextUnavailable = true;
-    import_logger5.logger.warn(
+    import_logger4.logger.warn(
       "Binance market context disabled after Timescale read failure: %s",
       String(error)
     );
@@ -8390,9 +8186,9 @@ var enrichSignalWithBinanceMarketContext = async (params) => {
 };
 
 // src/strategyHelpers/coinMarketCapContext.ts
-var import_strategies3 = require("@tradejs/core/strategies");
-var import_logger6 = require("@tradejs/infra/logger");
-var import_timescale3 = require("@tradejs/infra/timescale");
+var import_strategies2 = require("@tradejs/core/strategies");
+var import_logger5 = require("@tradejs/infra/logger");
+var import_timescale2 = require("@tradejs/infra/timescale");
 var DEFAULT_MAX_AGE_MS = 48 * 60 * 6e4;
 var SOURCE_GLOBAL_DAILY = "coinmarketcap_global";
 var SOURCE_REFERENCE = "coinmarketcap_reference_asset";
@@ -8406,7 +8202,7 @@ var referenceContextCache = /* @__PURE__ */ new Map();
 var exchangeLiquidityContextCache = /* @__PURE__ */ new Map();
 var fearGreedContextCache = /* @__PURE__ */ new Map();
 var indexContextCache = /* @__PURE__ */ new Map();
-var parseEnabledFlag3 = (value, env) => {
+var parseEnabledFlag2 = (value, env) => {
   const normalized = String(value ?? "").trim().toLowerCase();
   if (!normalized) {
     return env === "BACKTEST" || env === "PARITY" || env === "CRON";
@@ -8421,7 +8217,7 @@ var asInt = (value, fallback) => {
   const parsed = Number.parseInt(String(value ?? ""), 10);
   return Number.isFinite(parsed) && parsed > 0 ? parsed : fallback;
 };
-var toFiniteNumberOrNull3 = (value) => {
+var toFiniteNumberOrNull2 = (value) => {
   const numeric = typeof value === "number" ? value : typeof value === "string" && value.trim() ? Number(value) : Number.NaN;
   return Number.isFinite(numeric) ? numeric : null;
 };
@@ -8500,86 +8296,101 @@ var toIndexRegime = ({
 };
 var getCachedGlobalContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_GLOBAL_DAILY}:${timestamp}:${maxAgeMs}`;
   const cached = globalContextCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale3.getLatestMarketGlobalContext)({
+  const promise = (0, import_timescale2.getLatestMarketGlobalContext)({
     source: SOURCE_GLOBAL_DAILY,
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   globalContextCache.set(key, promise);
+  void promise.catch(() => globalContextCache.delete(key));
   return promise;
 };
 var getCachedReferenceContexts = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_REFERENCE}:1d:${timestamp}:${maxAgeMs}`;
   const cached = referenceContextCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale3.getLatestMarketReferenceAssetContexts)({
+  const promise = (0, import_timescale2.getLatestMarketReferenceAssetContexts)({
     source: SOURCE_REFERENCE,
     symbols: ["BTCUSDT", "ETHUSDT"],
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   referenceContextCache.set(key, promise);
+  void promise.catch(() => referenceContextCache.delete(key));
   return promise;
 };
 var getCachedExchangeLiquidityContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_EXCHANGE_LIQUIDITY}:1d:${timestamp}:${maxAgeMs}`;
   const cached = exchangeLiquidityContextCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale3.getLatestMarketCmcExchangeLiquidityContext)({
+  const promise = (0, import_timescale2.getLatestMarketCmcExchangeLiquidityContext)({
     source: SOURCE_EXCHANGE_LIQUIDITY,
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   exchangeLiquidityContextCache.set(key, promise);
+  void promise.catch(() => exchangeLiquidityContextCache.delete(key));
   return promise;
 };
 var getCachedFearGreedContext = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_FEAR_GREED}:1d:${timestamp}:${maxAgeMs}`;
   const cached = fearGreedContextCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale3.getLatestMarketCmcFearGreedContext)({
+  const promise = (0, import_timescale2.getLatestMarketCmcFearGreedContext)({
     source: SOURCE_FEAR_GREED,
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   fearGreedContextCache.set(key, promise);
+  void promise.catch(() => fearGreedContextCache.delete(key));
   return promise;
 };
 var getCachedIndexContexts = ({
   timestamp,
-  maxAgeMs
+  maxAgeMs,
+  abortSignal
 }) => {
   const key = `${SOURCE_INDEX}:1d:${timestamp}:${maxAgeMs}`;
   const cached = indexContextCache.get(key);
   if (cached) return cached;
-  const promise = (0, import_timescale3.getLatestMarketCmcIndexContexts)({
+  const promise = (0, import_timescale2.getLatestMarketCmcIndexContexts)({
     source: SOURCE_INDEX,
     indexSlugs: ["cmc100", "cmc20"],
     interval: "1d",
     atMs: timestamp,
-    maxAgeMs
+    maxAgeMs,
+    ...abortSignal ? { signal: abortSignal } : {}
   });
   indexContextCache.set(key, promise);
+  void promise.catch(() => indexContextCache.delete(key));
   return promise;
 };
-var isCoinMarketCapContextEnabled = (env) => parseEnabledFlag3(process.env.COINMARKETCAP_CONTEXT_ENABLED, env);
+var isCoinMarketCapContextEnabled = (env) => parseEnabledFlag2(process.env.COINMARKETCAP_CONTEXT_ENABLED, env);
 var enrichSignalWithCoinMarketCapContext = async (params) => {
   const {
     signal,
@@ -8601,27 +8412,33 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     ] = await Promise.all([
       getCachedGlobalContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedReferenceContexts({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedReferenceContexts({
         timestamp: signal.timestamp - DAY_MS,
-        maxAgeMs: maxAgeMs + DAY_MS
+        maxAgeMs: maxAgeMs + DAY_MS,
+        abortSignal: params.abortSignal
       }),
       getCachedExchangeLiquidityContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedFearGreedContext({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       }),
       getCachedIndexContexts({
         timestamp: signal.timestamp,
-        maxAgeMs
+        maxAgeMs,
+        abortSignal: params.abortSignal
       })
     ]);
     const globalRow = globalDailyRow;
@@ -8634,12 +8451,12 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     const ethRow = references.get("ETHUSDT") ?? null;
     const previousBtcRow = previousReferences.get("BTCUSDT") ?? null;
     const previousEthRow = previousReferences.get("ETHUSDT") ?? null;
-    const btcMarketCapUsd = toFiniteNumberOrNull3(btcRow?.marketCapUsd);
-    const ethMarketCapUsd = toFiniteNumberOrNull3(ethRow?.marketCapUsd);
-    const previousBtcMarketCapUsd = toFiniteNumberOrNull3(
+    const btcMarketCapUsd = toFiniteNumberOrNull2(btcRow?.marketCapUsd);
+    const ethMarketCapUsd = toFiniteNumberOrNull2(ethRow?.marketCapUsd);
+    const previousBtcMarketCapUsd = toFiniteNumberOrNull2(
       previousBtcRow?.marketCapUsd
     );
-    const previousEthMarketCapUsd = toFiniteNumberOrNull3(
+    const previousEthMarketCapUsd = toFiniteNumberOrNull2(
       previousEthRow?.marketCapUsd
     );
     const ethBtcMarketCapRatio = safeDivide(ethMarketCapUsd, btcMarketCapUsd);
@@ -8648,16 +8465,16 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
       previousBtcMarketCapUsd
     );
     const ethBtcMarketCapRatioChange24hPct = ethBtcMarketCapRatio != null && previousEthBtcMarketCapRatio != null && previousEthBtcMarketCapRatio > 0 ? (ethBtcMarketCapRatio - previousEthBtcMarketCapRatio) / previousEthBtcMarketCapRatio : null;
-    const btcVolumeUsd = toFiniteNumberOrNull3(btcRow?.volumeUsd);
-    const ethVolumeUsd = toFiniteNumberOrNull3(ethRow?.volumeUsd);
+    const btcVolumeUsd = toFiniteNumberOrNull2(btcRow?.volumeUsd);
+    const ethVolumeUsd = toFiniteNumberOrNull2(ethRow?.volumeUsd);
     const referenceStale = btcRow?.stale === true || ethRow?.stale === true || !btcRow || !ethRow;
-    const btcDominanceChange24hPct = toFiniteNumberOrNull3(
+    const btcDominanceChange24hPct = toFiniteNumberOrNull2(
       globalRow?.btcDominanceChange24hPct
     );
-    const altMarketCapChange24hPct = toFiniteNumberOrNull3(
+    const altMarketCapChange24hPct = toFiniteNumberOrNull2(
       globalRow?.altMarketCapChange24hPct
     );
-    const altVolumeChange24hPct = toFiniteNumberOrNull3(
+    const altVolumeChange24hPct = toFiniteNumberOrNull2(
       globalRow?.altVolumeChange24hPct
     );
     const altLiquidityRegime = globalRow ? toAltLiquidityRegime({
@@ -8668,196 +8485,445 @@ var enrichSignalWithCoinMarketCapContext = async (params) => {
     }) : "unknown";
     const exchangeLiquidityRegime = exchangeLiquidityRow ? toExchangeLiquidityRegime({
       stale: exchangeLiquidityRow.stale,
-      totalVolumeChange24hPct: toFiniteNumberOrNull3(
+      totalVolumeChange24hPct: toFiniteNumberOrNull2(
         exchangeLiquidityRow.totalVolumeChange24hPct
       ),
       fallback: exchangeLiquidityRow.liquidityRegime ?? "unknown"
     }) : "unknown";
     const cmc100Row = indexRows.get("cmc100") ?? null;
     const cmc20Row = indexRows.get("cmc20") ?? null;
-    const cmc100Value = toFiniteNumberOrNull3(cmc100Row?.value);
-    const cmc20Value = toFiniteNumberOrNull3(cmc20Row?.value);
-    const cmc100Change24hPct = toFiniteNumberOrNull3(
+    const cmc100Value = toFiniteNumberOrNull2(cmc100Row?.value);
+    const cmc20Value = toFiniteNumberOrNull2(cmc20Row?.value);
+    const cmc100Change24hPct = toFiniteNumberOrNull2(
       cmc100Row?.valueChange24hPct
     );
-    const cmc20Change24hPct = toFiniteNumberOrNull3(cmc20Row?.valueChange24hPct);
-    const cmc20ToCmc100Ratio = safeDivide(cmc20Value, cmc100Value);
-    const cmc20ToCmc100RatioChange24hPct = cmc20Change24hPct != null && cmc100Change24hPct != null ? (1 + cmc20Change24hPct) / (1 + cmc100Change24hPct) - 1 : null;
-    const indexStale = cmc100Row?.stale === true || cmc20Row?.stale === true || !cmc100Row || !cmc20Row;
-    const indexRegime = toIndexRegime({
-      stale: indexStale,
-      cmc100Change24hPct,
-      cmc20Change24hPct,
-      cmc20ToCmc100RatioChange24hPct
+    const cmc20Change24hPct = toFiniteNumberOrNull2(cmc20Row?.valueChange24hPct);
+    const cmc20ToCmc100Ratio = safeDivide(cmc20Value, cmc100Value);
+    const cmc20ToCmc100RatioChange24hPct = cmc20Change24hPct != null && cmc100Change24hPct != null ? (1 + cmc20Change24hPct) / (1 + cmc100Change24hPct) - 1 : null;
+    const indexStale = cmc100Row?.stale === true || cmc20Row?.stale === true || !cmc100Row || !cmc20Row;
+    const indexRegime = toIndexRegime({
+      stale: indexStale,
+      cmc100Change24hPct,
+      cmc20Change24hPct,
+      cmc20ToCmc100RatioChange24hPct
+    });
+    const baseContext = signal.additionalIndicators.baseContext;
+    signal.additionalIndicators = {
+      ...signal.additionalIndicators,
+      baseContext: {
+        ...baseContext,
+        relative: {
+          ...baseContext.relative,
+          ...globalRow ? {
+            cmcGlobal: {
+              source: globalRow.source,
+              interval: "1d",
+              asOfTs: globalRow.ts.getTime(),
+              ageMs: globalRow.ageMs,
+              stale: globalRow.stale,
+              totalMarketCapUsd: toFiniteNumberOrNull2(
+                globalRow.totalMarketCapUsd
+              ),
+              totalVolumeUsd: toFiniteNumberOrNull2(
+                globalRow.totalVolumeUsd
+              ),
+              totalVolumeReportedUsd: toFiniteNumberOrNull2(
+                globalRow.totalVolumeReportedUsd
+              ),
+              altMarketCapUsd: toFiniteNumberOrNull2(
+                globalRow.altMarketCapUsd
+              ),
+              altVolumeUsd: toFiniteNumberOrNull2(globalRow.altVolumeUsd),
+              altVolumeReportedUsd: toFiniteNumberOrNull2(
+                globalRow.altVolumeReportedUsd
+              ),
+              btcDominancePct: toFiniteNumberOrNull2(
+                globalRow.btcDominancePct
+              ),
+              ethDominancePct: toFiniteNumberOrNull2(
+                globalRow.ethDominancePct
+              ),
+              btcDominanceChange24hPct,
+              ethDominanceChange24hPct: toFiniteNumberOrNull2(
+                globalRow.ethDominanceChange24hPct
+              ),
+              altMarketCapChange24hPct,
+              altVolumeChange24hPct,
+              activeCryptocurrencies: toFiniteNumberOrNull2(
+                globalRow.activeCryptocurrencies
+              ),
+              activeExchanges: toFiniteNumberOrNull2(
+                globalRow.activeExchanges
+              ),
+              activeMarketPairs: toFiniteNumberOrNull2(
+                globalRow.activeMarketPairs
+              ),
+              altLiquidityRegime
+            }
+          } : {},
+          ...btcRow || ethRow ? {
+            cmcReferenceAssets: {
+              source: SOURCE_REFERENCE,
+              interval: "1d",
+              asOfTs: Math.max(
+                btcRow?.ts.getTime() ?? 0,
+                ethRow?.ts.getTime() ?? 0
+              ),
+              ageMs: btcRow?.ageMs != null && ethRow?.ageMs != null ? Math.max(btcRow.ageMs, ethRow.ageMs) : btcRow?.ageMs ?? ethRow?.ageMs ?? null,
+              stale: referenceStale,
+              btcMarketCapUsd,
+              ethMarketCapUsd,
+              btcVolumeUsd,
+              ethVolumeUsd,
+              btcVolumeToMarketCap: safeDivide(
+                btcVolumeUsd,
+                btcMarketCapUsd
+              ),
+              ethVolumeToMarketCap: safeDivide(
+                ethVolumeUsd,
+                ethMarketCapUsd
+              ),
+              ethBtcMarketCapRatio,
+              ethBtcMarketCapRatioChange24hPct,
+              ethVsBtcVolumeRatio: safeDivide(ethVolumeUsd, btcVolumeUsd),
+              referenceLiquidityRegime: toReferenceLiquidityRegime({
+                stale: referenceStale,
+                ethBtcMarketCapRatioChange24hPct,
+                ethVsBtcVolumeRatio: safeDivide(ethVolumeUsd, btcVolumeUsd)
+              })
+            }
+          } : {},
+          ...exchangeLiquidityRow ? {
+            cmcExchangeLiquidity: {
+              source: SOURCE_EXCHANGE_LIQUIDITY,
+              interval: exchangeLiquidityRow.interval,
+              asOfTs: exchangeLiquidityRow.ts.getTime(),
+              ageMs: exchangeLiquidityRow.ageMs,
+              stale: exchangeLiquidityRow.stale,
+              exchangesCount: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.exchangesCount
+              ),
+              totalVolumeUsd: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.totalVolumeUsd
+              ),
+              totalVolumeChange24hPct: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.totalVolumeChange24hPct
+              ),
+              binanceVolumeUsd: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.binanceVolumeUsd
+              ),
+              binanceVolumeShare: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.binanceVolumeShare
+              ),
+              topExchangeVolumeShare: toFiniteNumberOrNull2(
+                exchangeLiquidityRow.topExchangeVolumeShare
+              ),
+              liquidityRegime: exchangeLiquidityRegime
+            }
+          } : {},
+          ...fearGreedRow ? {
+            cmcFearGreed: {
+              source: SOURCE_FEAR_GREED,
+              interval: "1d",
+              asOfTs: fearGreedRow.ts.getTime(),
+              ageMs: fearGreedRow.ageMs,
+              stale: fearGreedRow.stale,
+              value: toFiniteNumberOrNull2(fearGreedRow.value),
+              valueChange24h: toFiniteNumberOrNull2(
+                fearGreedRow.valueChange24h
+              ),
+              valueChange7d: toFiniteNumberOrNull2(
+                fearGreedRow.valueChange7d
+              ),
+              classification: fearGreedRow.classification ?? "Unknown",
+              sentimentRegime: fearGreedRow.sentimentRegime ?? "unknown"
+            }
+          } : {},
+          ...cmc100Row || cmc20Row ? {
+            cmcIndexes: {
+              source: SOURCE_INDEX,
+              interval: "1d",
+              asOfTs: Math.max(
+                cmc100Row?.ts.getTime() ?? 0,
+                cmc20Row?.ts.getTime() ?? 0
+              ),
+              ageMs: cmc100Row?.ageMs != null && cmc20Row?.ageMs != null ? Math.max(cmc100Row.ageMs, cmc20Row.ageMs) : cmc100Row?.ageMs ?? cmc20Row?.ageMs ?? null,
+              stale: indexStale,
+              cmc100Value,
+              cmc100Change24hPct,
+              cmc100TopConstituentSymbol: cmc100Row?.topConstituentSymbol ?? null,
+              cmc100TopConstituentWeightPct: toFiniteNumberOrNull2(
+                cmc100Row?.topConstituentWeightPct
+              ),
+              cmc20Value,
+              cmc20Change24hPct,
+              cmc20TopConstituentSymbol: cmc20Row?.topConstituentSymbol ?? null,
+              cmc20TopConstituentWeightPct: toFiniteNumberOrNull2(
+                cmc20Row?.topConstituentWeightPct
+              ),
+              cmc20ToCmc100Ratio,
+              cmc20ToCmc100RatioChange24hPct,
+              indexRegime
+            }
+          } : {}
+        }
+      }
+    };
+    (0, import_strategies2.refreshSignalBaseContextGateFeatures)(signal);
+    return true;
+  } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
+    coinMarketCapContextUnavailable = true;
+    import_logger5.logger.warn(
+      "CoinMarketCap context disabled after Timescale read failure: %s",
+      String(error)
+    );
+    return false;
+  }
+};
+
+// src/strategyHelpers/derivativesContext.ts
+var import_indicators2 = require("@tradejs/core/indicators");
+var import_data = require("@tradejs/core/data");
+var import_strategies3 = require("@tradejs/core/strategies");
+var import_constants2 = require("@tradejs/core/constants");
+var import_timescale3 = require("@tradejs/infra/timescale");
+var import_logger6 = require("@tradejs/infra/logger");
+var STORED_INTERVALS = ["15m", "1h"];
+var CONTEXT_INTERVALS = ["15m", "1h"];
+var DEFAULT_LOOKBACK_HOURS = 48;
+var PRIMARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[0];
+var SECONDARY_DERIVATIVES_REFERENCE_SYMBOL = import_constants2.DERIVATIVES_CONTEXT_BASE_REFERENCE_SYMBOLS[1];
+var derivativesContextUnavailable = false;
+var parseEnabledFlag3 = (value, env) => {
+  const normalized = String(value ?? "").trim().toLowerCase();
+  if (!normalized) return true;
+  if (["1", "true", "yes", "on"].includes(normalized)) return true;
+  if (normalized === "backtest") return env === "BACKTEST";
+  if (normalized === "live") return env !== "BACKTEST";
+  return false;
+};
+var parseBooleanFlag = (value, fallback = false) => {
+  const normalized = String(value ?? "").trim().toLowerCase();
+  if (!normalized) return fallback;
+  if (["1", "true", "yes", "on"].includes(normalized)) return true;
+  if (["0", "false", "no", "off"].includes(normalized)) return false;
+  return fallback;
+};
+var parseLookbackMs = () => {
+  const hours = Number(process.env.DERIVATIVES_CONTEXT_LOOKBACK_HOURS);
+  const normalizedHours = Number.isFinite(hours) && hours > 0 ? hours : DEFAULT_LOOKBACK_HOURS;
+  return normalizedHours * 60 * 60 * 1e3;
+};
+var withHourlyFallbackRows = (rowsByInterval) => ({
+  "15m": rowsByInterval["15m"] ?? [],
+  "1h": (0, import_indicators2.buildCoinalyzeHourlyRowsWithFallback)({
+    rows15m: rowsByInterval["15m"],
+    fallbackRows1h: rowsByInterval["1h"]
+  })
+});
+var getDerivativesContextReferenceSymbols = () => [
+  ...(0, import_constants2.resolveDerivativesContextReferenceSymbols)(
+    process.env.DERIVATIVES_CONTEXT_EXTRA_REFERENCE_SYMBOLS
+  )
+];
+var normalizeSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
+var getSignalPriceChangePct1h = (signal) => {
+  const baseContext = signal.additionalIndicators?.baseContext;
+  if (!baseContext || typeof baseContext !== "object" || Array.isArray(baseContext)) {
+    return null;
+  }
+  const raw = typeof baseContext.raw === "object" && baseContext.raw && !Array.isArray(baseContext.raw) ? baseContext.raw : null;
+  const price = raw && typeof raw.price === "object" && raw.price && !Array.isArray(raw.price) ? raw.price : null;
+  const value = price?.price1hPct;
+  const numeric = typeof value === "number" ? value : Number(value);
+  return Number.isFinite(numeric) ? numeric : null;
+};
+var resolvePrimaryReferenceSymbol2 = () => PRIMARY_DERIVATIVES_REFERENCE_SYMBOL;
+var resolveSecondaryReferenceSymbol = () => SECONDARY_DERIVATIVES_REFERENCE_SYMBOL;
+var getPrimaryIntervalContext = (context) => context?.intervals["15m"] ?? context?.intervals["1h"] ?? null;
+var hasDerivativesSymbolData = (context) => Object.keys(context.intervals).length > 0 && !context.summary.riskFlags.includes("missing_derivatives");
+var toFiniteNumberOrNull3 = (value) => {
+  if (typeof value === "number" && Number.isFinite(value)) return value;
+  if (typeof value === "string" && value.trim()) {
+    const parsed = Number(value);
+    return Number.isFinite(parsed) ? parsed : null;
+  }
+  return null;
+};
+var roundNullable = (value, digits = 4) => {
+  if (value == null || !Number.isFinite(value)) return null;
+  const multiplier = 10 ** digits;
+  return Math.round(value * multiplier) / multiplier;
+};
+var deltaNullable = (targetValue, referenceValue) => {
+  const target = toFiniteNumberOrNull3(targetValue);
+  const reference = toFiniteNumberOrNull3(referenceValue);
+  return target == null || reference == null ? null : roundNullable(target - reference);
+};
+var buildTargetDerivedContext = (params) => {
+  const { targetContext, primaryReferenceContext } = params;
+  const targetPrimary = getPrimaryIntervalContext(targetContext);
+  const referencePrimary = getPrimaryIntervalContext(primaryReferenceContext);
+  const targetDirectionAligned = targetContext.summary.directionAligned;
+  const referenceDirectionAligned = primaryReferenceContext?.summary.directionAligned ?? null;
+  return {
+    available: hasDerivativesSymbolData(targetContext),
+    stale: targetContext.summary.riskFlags.includes("stale_derivatives") || targetPrimary?.stale === true ? true : targetPrimary == null ? null : false,
+    sourceSymbol: targetContext.symbol,
+    referenceSymbol: primaryReferenceContext?.symbol ?? null,
+    directionAligned: targetDirectionAligned,
+    referenceDirectionAligned,
+    pressure: targetContext.summary.pressure ?? null,
+    referencePressure: primaryReferenceContext?.summary.pressure ?? null,
+    riskFlags: targetContext.summary.riskFlags,
+    oiChangePct1h: targetPrimary?.oiChangePct1h ?? null,
+    oiAcceleration: targetContext.summary.oiAcceleration ?? null,
+    fundingRate: targetPrimary?.fundingRate ?? null,
+    fundingZScore: targetPrimary?.fundingZScore ?? null,
+    fundingChange1h: targetContext.summary.fundingChange1h ?? null,
+    liqSpikeRatio: targetPrimary?.liqSpikeRatio ?? null,
+    liqImbalance: targetPrimary?.liqImbalance ?? null,
+    targetVsPrimaryOiChangePct1hDelta: deltaNullable(
+      targetPrimary?.oiChangePct1h,
+      referencePrimary?.oiChangePct1h
+    ),
+    targetVsPrimaryFundingZScoreDelta: deltaNullable(
+      targetPrimary?.fundingZScore,
+      referencePrimary?.fundingZScore
+    ),
+    targetReferenceConflict: targetDirectionAligned == null || referenceDirectionAligned == null ? null : targetDirectionAligned !== referenceDirectionAligned
+  };
+};
+var buildReferenceDerivativesContext = (params) => {
+  const {
+    targetSymbol,
+    primaryReferenceSymbol,
+    secondaryReferenceSymbol,
+    referenceSymbols,
+    referenceContexts,
+    targetContext
+  } = params;
+  const primaryContext = referenceContexts[primaryReferenceSymbol] ?? referenceContexts[referenceSymbols[0]];
+  if (!primaryContext) {
+    throw new Error("No derivatives reference contexts built");
+  }
+  const referenceSymbolsMetadata = [
+    .../* @__PURE__ */ new Set([
+      primaryReferenceSymbol,
+      secondaryReferenceSymbol,
+      ...referenceSymbols,
+      ...Object.keys(referenceContexts)
+    ])
+  ];
+  const targetDerived = targetContext && hasDerivativesSymbolData(targetContext) ? buildTargetDerivedContext({
+    targetContext,
+    primaryReferenceContext: primaryContext
+  }) : void 0;
+  return {
+    ...primaryContext,
+    targetSymbol,
+    primaryReferenceSymbol: primaryContext.symbol,
+    secondaryReferenceSymbol: referenceContexts[secondaryReferenceSymbol]?.symbol ?? secondaryReferenceSymbol,
+    referenceSymbols: referenceSymbolsMetadata,
+    referenceContexts,
+    ...targetContext && targetDerived ? {
+      targetContext,
+      targetDerived
+    } : {}
+  };
+};
+var isDerivativesContextEnabled = (env) => parseEnabledFlag3(process.env.DERIVATIVES_CONTEXT_ENABLED, env);
+var isDerivativesTargetContextEnabled = () => parseBooleanFlag(process.env.DERIVATIVES_CONTEXT_TARGET_ENABLED, false);
+var enrichSignalWithDerivativesContext = async (params) => {
+  const { signal, env, enabled = isDerivativesContextEnabled(env) } = params;
+  if (signal.universe === "tradfi" || !enabled || derivativesContextUnavailable) {
+    return false;
+  }
+  try {
+    const referenceSymbols = getDerivativesContextReferenceSymbols();
+    const targetSymbol = normalizeSymbol(signal.symbol);
+    const lookbackMs = parseLookbackMs();
+    const decisionTimeMs = signal.timestamp + (0, import_data.intervalToMs)(signal.interval);
+    const derivativesEndMs = (0, import_indicators2.getLastClosedDerivativesBarStartMs)(
+      decisionTimeMs,
+      "15m"
+    );
+    const contexts = await Promise.all(
+      referenceSymbols.map(async (symbol) => {
+        const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
+          symbol,
+          intervals: STORED_INTERVALS,
+          endMs: derivativesEndMs,
+          lookbackMs,
+          ...params.abortSignal ? { signal: params.abortSignal } : {}
+        });
+        return [
+          symbol,
+          (0, import_indicators2.buildDerivativesContext)({
+            symbol,
+            direction: signal.direction,
+            timestamp: derivativesEndMs,
+            rowsByInterval: withHourlyFallbackRows(rowsByInterval),
+            priceChangePct1h: getSignalPriceChangePct1h(signal),
+            intervals: CONTEXT_INTERVALS
+          })
+        ];
+      })
+    );
+    const referenceContexts = Object.fromEntries(contexts);
+    const primaryReferenceSymbol = resolvePrimaryReferenceSymbol2();
+    const secondaryReferenceSymbol = resolveSecondaryReferenceSymbol();
+    const targetContextEnabled = isDerivativesTargetContextEnabled();
+    const referenceTargetContext = targetContextEnabled && targetSymbol !== primaryReferenceSymbol ? referenceContexts[targetSymbol] : void 0;
+    const shouldFetchTargetContext = targetContextEnabled && targetSymbol.length > 0 && !referenceSymbols.some(
+      (referenceSymbol) => referenceSymbol === targetSymbol
+    );
+    const fetchedTargetContext = shouldFetchTargetContext ? await (async () => {
+      const rowsByInterval = await (0, import_timescale3.getDerivativesWindow)({
+        symbol: targetSymbol,
+        intervals: STORED_INTERVALS,
+        endMs: derivativesEndMs,
+        lookbackMs,
+        ...params.abortSignal ? { signal: params.abortSignal } : {}
+      });
+      const context = (0, import_indicators2.buildDerivativesContext)({
+        symbol: targetSymbol,
+        direction: signal.direction,
+        timestamp: derivativesEndMs,
+        rowsByInterval: withHourlyFallbackRows(rowsByInterval),
+        priceChangePct1h: getSignalPriceChangePct1h(signal),
+        intervals: CONTEXT_INTERVALS
+      });
+      return hasDerivativesSymbolData(context) ? context : void 0;
+    })() : void 0;
+    const targetContext = referenceTargetContext && hasDerivativesSymbolData(referenceTargetContext) ? referenceTargetContext : fetchedTargetContext;
+    const derivativesContext = buildReferenceDerivativesContext({
+      targetSymbol: targetSymbol || signal.symbol,
+      primaryReferenceSymbol,
+      secondaryReferenceSymbol,
+      referenceSymbols,
+      referenceContexts,
+      targetContext
     });
-    const baseContext = signal.additionalIndicators.baseContext;
     signal.additionalIndicators = {
-      ...signal.additionalIndicators,
-      baseContext: {
-        ...baseContext,
-        relative: {
-          ...baseContext.relative,
-          ...globalRow ? {
-            cmcGlobal: {
-              source: globalRow.source,
-              interval: "1d",
-              asOfTs: globalRow.ts.getTime(),
-              ageMs: globalRow.ageMs,
-              stale: globalRow.stale,
-              totalMarketCapUsd: toFiniteNumberOrNull3(
-                globalRow.totalMarketCapUsd
-              ),
-              totalVolumeUsd: toFiniteNumberOrNull3(
-                globalRow.totalVolumeUsd
-              ),
-              totalVolumeReportedUsd: toFiniteNumberOrNull3(
-                globalRow.totalVolumeReportedUsd
-              ),
-              altMarketCapUsd: toFiniteNumberOrNull3(
-                globalRow.altMarketCapUsd
-              ),
-              altVolumeUsd: toFiniteNumberOrNull3(globalRow.altVolumeUsd),
-              altVolumeReportedUsd: toFiniteNumberOrNull3(
-                globalRow.altVolumeReportedUsd
-              ),
-              btcDominancePct: toFiniteNumberOrNull3(
-                globalRow.btcDominancePct
-              ),
-              ethDominancePct: toFiniteNumberOrNull3(
-                globalRow.ethDominancePct
-              ),
-              btcDominanceChange24hPct,
-              ethDominanceChange24hPct: toFiniteNumberOrNull3(
-                globalRow.ethDominanceChange24hPct
-              ),
-              altMarketCapChange24hPct,
-              altVolumeChange24hPct,
-              activeCryptocurrencies: toFiniteNumberOrNull3(
-                globalRow.activeCryptocurrencies
-              ),
-              activeExchanges: toFiniteNumberOrNull3(
-                globalRow.activeExchanges
-              ),
-              activeMarketPairs: toFiniteNumberOrNull3(
-                globalRow.activeMarketPairs
-              ),
-              altLiquidityRegime
-            }
-          } : {},
-          ...btcRow || ethRow ? {
-            cmcReferenceAssets: {
-              source: SOURCE_REFERENCE,
-              interval: "1d",
-              asOfTs: Math.max(
-                btcRow?.ts.getTime() ?? 0,
-                ethRow?.ts.getTime() ?? 0
-              ),
-              ageMs: btcRow?.ageMs != null && ethRow?.ageMs != null ? Math.max(btcRow.ageMs, ethRow.ageMs) : btcRow?.ageMs ?? ethRow?.ageMs ?? null,
-              stale: referenceStale,
-              btcMarketCapUsd,
-              ethMarketCapUsd,
-              btcVolumeUsd,
-              ethVolumeUsd,
-              btcVolumeToMarketCap: safeDivide(
-                btcVolumeUsd,
-                btcMarketCapUsd
-              ),
-              ethVolumeToMarketCap: safeDivide(
-                ethVolumeUsd,
-                ethMarketCapUsd
-              ),
-              ethBtcMarketCapRatio,
-              ethBtcMarketCapRatioChange24hPct,
-              ethVsBtcVolumeRatio: safeDivide(ethVolumeUsd, btcVolumeUsd),
-              referenceLiquidityRegime: toReferenceLiquidityRegime({
-                stale: referenceStale,
-                ethBtcMarketCapRatioChange24hPct,
-                ethVsBtcVolumeRatio: safeDivide(ethVolumeUsd, btcVolumeUsd)
-              })
-            }
-          } : {},
-          ...exchangeLiquidityRow ? {
-            cmcExchangeLiquidity: {
-              source: SOURCE_EXCHANGE_LIQUIDITY,
-              interval: exchangeLiquidityRow.interval,
-              asOfTs: exchangeLiquidityRow.ts.getTime(),
-              ageMs: exchangeLiquidityRow.ageMs,
-              stale: exchangeLiquidityRow.stale,
-              exchangesCount: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.exchangesCount
-              ),
-              totalVolumeUsd: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.totalVolumeUsd
-              ),
-              totalVolumeChange24hPct: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.totalVolumeChange24hPct
-              ),
-              binanceVolumeUsd: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.binanceVolumeUsd
-              ),
-              binanceVolumeShare: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.binanceVolumeShare
-              ),
-              topExchangeVolumeShare: toFiniteNumberOrNull3(
-                exchangeLiquidityRow.topExchangeVolumeShare
-              ),
-              liquidityRegime: exchangeLiquidityRegime
-            }
-          } : {},
-          ...fearGreedRow ? {
-            cmcFearGreed: {
-              source: SOURCE_FEAR_GREED,
-              interval: "1d",
-              asOfTs: fearGreedRow.ts.getTime(),
-              ageMs: fearGreedRow.ageMs,
-              stale: fearGreedRow.stale,
-              value: toFiniteNumberOrNull3(fearGreedRow.value),
-              valueChange24h: toFiniteNumberOrNull3(
-                fearGreedRow.valueChange24h
-              ),
-              valueChange7d: toFiniteNumberOrNull3(
-                fearGreedRow.valueChange7d
-              ),
-              classification: fearGreedRow.classification ?? "Unknown",
-              sentimentRegime: fearGreedRow.sentimentRegime ?? "unknown"
-            }
-          } : {},
-          ...cmc100Row || cmc20Row ? {
-            cmcIndexes: {
-              source: SOURCE_INDEX,
-              interval: "1d",
-              asOfTs: Math.max(
-                cmc100Row?.ts.getTime() ?? 0,
-                cmc20Row?.ts.getTime() ?? 0
-              ),
-              ageMs: cmc100Row?.ageMs != null && cmc20Row?.ageMs != null ? Math.max(cmc100Row.ageMs, cmc20Row.ageMs) : cmc100Row?.ageMs ?? cmc20Row?.ageMs ?? null,
-              stale: indexStale,
-              cmc100Value,
-              cmc100Change24hPct,
-              cmc100TopConstituentSymbol: cmc100Row?.topConstituentSymbol ?? null,
-              cmc100TopConstituentWeightPct: toFiniteNumberOrNull3(
-                cmc100Row?.topConstituentWeightPct
-              ),
-              cmc20Value,
-              cmc20Change24hPct,
-              cmc20TopConstituentSymbol: cmc20Row?.topConstituentSymbol ?? null,
-              cmc20TopConstituentWeightPct: toFiniteNumberOrNull3(
-                cmc20Row?.topConstituentWeightPct
-              ),
-              cmc20ToCmc100Ratio,
-              cmc20ToCmc100RatioChange24hPct,
-              indexRegime
-            }
-          } : {}
-        }
-      }
+      ...signal.additionalIndicators ?? {},
+      baseContext: signal.additionalIndicators?.baseContext && typeof signal.additionalIndicators.baseContext === "object" && !Array.isArray(signal.additionalIndicators.baseContext) ? {
+        ...signal.additionalIndicators.baseContext,
+        derivatives: derivativesContext
+      } : signal.additionalIndicators?.baseContext
     };
     (0, import_strategies3.refreshSignalBaseContextGateFeatures)(signal);
     return true;
   } catch (error) {
-    coinMarketCapContextUnavailable = true;
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
+    derivativesContextUnavailable = true;
     import_logger6.logger.warn(
-      "CoinMarketCap context disabled after Timescale read failure: %s",
+      "Derivatives context disabled after Timescale read failure: %s",
       String(error)
     );
     return false;
@@ -9092,7 +9158,7 @@ var resolveHyperliquidPerpFromSignalSymbol = (symbol) => {
 var MAX_CACHE_ENTRIES = 2048;
 var MAX_COVERAGE_SERIES_CACHE_ENTRIES = 20;
 var MAX_FLOW_SERIES_CACHE_ENTRIES = 64;
-var SERIES_CHUNK_MS = 30 * 24 * 60 * 6e4;
+var SERIES_CHUNK_MS = 90 * 24 * 60 * 6e4;
 var MAX_SERIES_LOOKBACK_MS = 60 * 6e4;
 var DEFAULT_MIN_COVERAGE_PCT = 0.8;
 var INTERVAL_MS = {
@@ -9140,6 +9206,7 @@ var setBoundedCache = (key, value) => {
     if (oldestKey != null) contextCache.delete(oldestKey);
   }
   contextCache.set(key, value);
+  void value.catch(() => contextCache.delete(key));
 };
 var setBoundedSeriesCache = (cache, maxEntries, key, value) => {
   if (cache.size >= maxEntries) {
@@ -9147,6 +9214,7 @@ var setBoundedSeriesCache = (cache, maxEntries, key, value) => {
     if (oldestKey != null) cache.delete(oldestKey);
   }
   cache.set(key, value);
+  void value.catch(() => cache.delete(key));
 };
 var uniqueAddressCount = (rows, field) => {
   const addresses = /* @__PURE__ */ new Set();
@@ -9261,7 +9329,8 @@ var loadHyperliquidWhaleFlowAggregateFromSeries = async (params) => {
       fromMs,
       toMs,
       universeFingerprint: params.universeFingerprint,
-      whaleRegistryFingerprint: params.whaleRegistryFingerprint
+      whaleRegistryFingerprint: params.whaleRegistryFingerprint,
+      ...params.abortSignal ? { signal: params.abortSignal } : {}
     });
     setBoundedSeriesCache(
       coverageSeriesCache,
@@ -9278,7 +9347,8 @@ var loadHyperliquidWhaleFlowAggregateFromSeries = async (params) => {
       fromMs,
       toMs,
       universeFingerprint: params.universeFingerprint,
-      whaleRegistryFingerprint: params.whaleRegistryFingerprint
+      whaleRegistryFingerprint: params.whaleRegistryFingerprint,
+      ...params.abortSignal ? { signal: params.abortSignal } : {}
     });
     setBoundedSeriesCache(
       flowSeriesCache,
@@ -9362,7 +9432,8 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
         decisionTimeMs,
         maxAgeMs,
         universeFingerprint: universe.fingerprint,
-        whaleRegistryFingerprint: whales.fingerprint
+        whaleRegistryFingerprint: whales.fingerprint,
+        abortSignal: params.abortSignal
       });
     } else {
       let pending = contextCache.get(cacheKey);
@@ -9373,7 +9444,8 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
           decisionTimeMs,
           maxAgeMs,
           universeFingerprint: universe.fingerprint,
-          whaleRegistryFingerprint: whales.fingerprint
+          whaleRegistryFingerprint: whales.fingerprint,
+          ...params.abortSignal ? { signal: params.abortSignal } : {}
         });
         setBoundedCache(cacheKey, pending);
       }
@@ -9382,6 +9454,9 @@ var loadHyperliquidWhaleFlowContext = async (params) => {
     if (!row) return null;
     return toBaseHyperliquidWhaleFlowContext(row, minimumCoveragePct);
   } catch (error) {
+    if (isMarketContextCancellationError(error, params.abortSignal)) {
+      throw error;
+    }
     hyperliquidWhaleContextUnavailable = true;
     import_logger7.logger.warn(
       "Hyperliquid whale context disabled after Timescale read failure: %s",
@@ -9402,7 +9477,8 @@ var enrichSignalWithHyperliquidWhaleContext = async (params) => {
     env,
     enabled: params.enabled,
     marketInterval: params.interval,
-    maxAgeMs: params.maxAgeMs
+    maxAgeMs: params.maxAgeMs,
+    abortSignal: params.abortSignal
   });
   if (!hyperliquidWhales) return false;
   const baseContext = signal.additionalIndicators.baseContext;
@@ -9420,6 +9496,125 @@ var enrichSignalWithHyperliquidWhaleContext = async (params) => {
   return true;
 };
 
+// src/strategyHelpers/marketContextStages.ts
+var STAGE_ENV_KEYS = {
+  binance: "BINANCE_MARKET_CONTEXT_STAGE_TIMEOUT_MS",
+  coinmarketcap: "COINMARKETCAP_CONTEXT_STAGE_TIMEOUT_MS",
+  derivatives: "DERIVATIVES_CONTEXT_STAGE_TIMEOUT_MS",
+  hyperliquidWhales: "HYPERLIQUID_WHALE_CONTEXT_STAGE_TIMEOUT_MS"
+};
+var parsePositiveInt = (value) => {
+  const parsed = Number.parseInt(String(value ?? ""), 10);
+  return Number.isFinite(parsed) && parsed > 0 ? parsed : null;
+};
+var resolveMarketContextStageTimeoutMs = (stage) => parsePositiveInt(process.env[STAGE_ENV_KEYS[stage]]) ?? parsePositiveInt(process.env.MARKET_CONTEXT_STAGE_TIMEOUT_MS) ?? 35e3;
+var runMarketContextStage = async ({
+  stage,
+  parentSignal,
+  operation,
+  onStart,
+  onComplete
+}) => {
+  const controller = new AbortController();
+  const timeoutMs = resolveMarketContextStageTimeoutMs(stage);
+  const startedAt = Date.now();
+  const onParentAbort = () => controller.abort(parentSignal?.reason);
+  parentSignal?.addEventListener("abort", onParentAbort, { once: true });
+  if (parentSignal?.aborted) onParentAbort();
+  onStart?.(stage);
+  const timer = setTimeout(() => controller.abort(), timeoutMs);
+  timer.unref?.();
+  try {
+    let available = false;
+    try {
+      available = await operation(controller.signal);
+    } catch (error) {
+      if (isMarketContextCancellationError(error)) {
+        controller.abort(error);
+      }
+      if (!controller.signal.aborted) throw error;
+    }
+    const status = controller.signal.aborted ? "timed_out" : available ? "available" : "absent";
+    const result = {
+      stage,
+      status,
+      elapsedMs: Date.now() - startedAt
+    };
+    if (status === "timed_out") {
+      import_logger8.logger.warn(
+        "Market context stage timed out: %s after %sms",
+        stage,
+        result.elapsedMs
+      );
+    }
+    onComplete?.(result);
+    return result;
+  } finally {
+    clearTimeout(timer);
+    parentSignal?.removeEventListener("abort", onParentAbort);
+  }
+};
+var enrichSignalWithMarketContextStages = async ({
+  signal,
+  env,
+  coinMarketCapEnabled,
+  includeHyperliquidWhales = true,
+  abortSignal,
+  onStageStart,
+  onStageComplete
+}) => {
+  const stages = [
+    {
+      stage: "binance",
+      operation: (stageSignal) => enrichSignalWithBinanceMarketContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    },
+    {
+      stage: "coinmarketcap",
+      operation: (stageSignal) => enrichSignalWithCoinMarketCapContext({
+        signal,
+        env,
+        enabled: coinMarketCapEnabled,
+        abortSignal: stageSignal
+      })
+    },
+    {
+      stage: "derivatives",
+      operation: (stageSignal) => enrichSignalWithDerivativesContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    }
+  ];
+  if (includeHyperliquidWhales) {
+    stages.push({
+      stage: "hyperliquidWhales",
+      operation: (stageSignal) => enrichSignalWithHyperliquidWhaleContext({
+        signal,
+        env,
+        abortSignal: stageSignal
+      })
+    });
+  }
+  const results = [];
+  for (const stage of stages) {
+    if (abortSignal?.aborted) break;
+    results.push(
+      await runMarketContextStage({
+        ...stage,
+        parentSignal: abortSignal,
+        onStart: onStageStart,
+        onComplete: onStageComplete
+      })
+    );
+  }
+  return results;
+};
+
 // src/strategyHelpers/runtime.ts
 var formatAiError = (err) => {
   const error = err;
@@ -9536,7 +9731,7 @@ var enrichSignalWithAi = async ({
     signal.aiAnalysis = analysis;
     return resolveAiQuality(analysis, direction);
   } catch (err) {
-    import_logger8.logger.error("AI analysis error: %s %s", symbol, formatAiError(err));
+    import_logger9.logger.error("AI analysis error: %s %s", symbol, formatAiError(err));
   }
   return void 0;
 };
@@ -9549,10 +9744,7 @@ var enrichSignalWithMlAi = async ({
   ml,
   ai
 }) => {
-  await enrichSignalWithBinanceMarketContext({ signal, env });
-  await enrichSignalWithCoinMarketCapContext({ signal, env });
-  await enrichSignalWithDerivativesContext({ signal, env });
-  await enrichSignalWithHyperliquidWhaleContext({ signal, env });
+  await enrichSignalWithMarketContextStages({ signal, env });
   await enrichSignalWithMl({ signal, env, ml });
   return enrichSignalWithAi({ signal, userName, symbol, direction, env, ai });
 };
@@ -9587,7 +9779,7 @@ var getOrderArrivalSnapshot = async ({
       spreadBps
     };
   } catch (error) {
-    import_logger8.logger.warn(
+    import_logger9.logger.warn(
       "runtime order arrival snapshot failed: %s %s",
       symbol,
       error?.message || String(error)
@@ -9816,6 +10008,7 @@ var executeEntryOrder = async ({
       deploymentId: signal.deploymentId,
       policyProfileId: signal.policyProfileId,
       runtimeConfigId: signal.runtimeConfigId,
+      runtimeLineage: signal.runtimeLineage,
       ...signal.aiAnalysis ? { aiAnalysis: signal.aiAnalysis } : {}
     });
   }
@@ -9934,6 +10127,10 @@ var resolveStrategyConfig = async ({
 
 // src/strategyRuntime.ts
 var import_types = require("@tradejs/types");
+var cloneWithPropertyDescriptors = (value) => Object.create(
+  Object.getPrototypeOf(value),
+  Object.getOwnPropertyDescriptors(value)
+);
 var buildExitOrderSignal = ({
   strategyName,
   symbol,
@@ -10453,7 +10650,7 @@ var handleExitDecision = async ({
         deploymentId: connector.deploymentId
       });
       if (!activeTrade) {
-        import_logger9.logger.warn(
+        import_logger10.logger.warn(
           "[%s] blocked closePosition for untracked runtime position: %s",
           strategyName ?? "unknown",
           symbol
@@ -10461,7 +10658,7 @@ var handleExitDecision = async ({
         return "CLOSE_BLOCKED_BY_UNTRACKED_POSITION";
       }
       if (!strategyName || activeTrade.strategy !== strategyName) {
-        import_logger9.logger.warn(
+        import_logger10.logger.warn(
           "[%s] blocked closePosition for foreign runtime position: %s ownedBy=%s",
           strategyName ?? "unknown",
           symbol,
@@ -10513,7 +10710,7 @@ var handleExitDecision = async ({
           exitType: closedTrade?.exitType ?? "exit"
         });
       } catch (notificationError) {
-        import_logger9.logger.error(
+        import_logger10.logger.error(
           "runtime close notification error: %s %s",
           symbol,
           notificationError
@@ -10527,7 +10724,7 @@ var handleExitDecision = async ({
       decision,
       market
     });
-    import_logger9.logger.error("close order error: %s %s", symbol, err);
+    import_logger10.logger.error("close order error: %s %s", symbol, err);
     return "ORDER_ERROR";
   }
   return decision.code;
@@ -10554,7 +10751,7 @@ var handleProtectDecision = async ({
       decision,
       market
     });
-    import_logger9.logger.error("protect position error: %s %s", symbol, err);
+    import_logger10.logger.error("protect position error: %s %s", symbol, err);
     return "ORDER_ERROR";
   }
   return decision.code;
@@ -10717,9 +10914,9 @@ var executeEntryDecision = async ({
       market
     });
     if (err?.message === import_types.BACKTEST_WARNING_CODES.TAKE_PROFIT_CROSSED_BEFORE_ENTRY) {
-      import_logger9.logger.warn("order warning: %s %s", symbol, err);
+      import_logger10.logger.warn("order warning: %s %s", symbol, err);
     } else {
-      import_logger9.logger.error("order error: %s %s", symbol, err);
+      import_logger10.logger.error("order error: %s %s", symbol, err);
     }
     return signal ?? "ORDER_ERROR";
   }
@@ -10874,7 +11071,7 @@ var createStrategyRuntime = ({
         try {
           await projectHook(errorParams);
         } catch (hookError) {
-          import_logger9.logger.error(
+          import_logger10.logger.error(
             "project hook onRuntimeError failed: %s %s",
             strategyName,
             hookError
@@ -10888,7 +11085,7 @@ var createStrategyRuntime = ({
       try {
         await onRuntimeError(errorParams);
       } catch (hookError) {
-        import_logger9.logger.error(
+        import_logger10.logger.error(
           "runtime hook onRuntimeError failed: %s %s",
           strategyName,
           hookError
@@ -10902,7 +11099,7 @@ var createStrategyRuntime = ({
       try {
         return await hook(params);
       } catch (error) {
-        import_logger9.logger.error(
+        import_logger10.logger.error(
           'strategy hook "%s" failed for %s: %s',
           stage,
           strategyName,
@@ -11050,6 +11247,9 @@ var createStrategyRuntime = ({
       sharedReplayKey: indicatorSharedReplayKey,
       useBtcReference: universe === "crypto"
     });
+    const coreContextRequirements = new Set(
+      strategyManifest?.contextRequirements?.core ?? []
+    );
     const strategyApi = (0, import_strategies5.createStrategyAPI)({
       strategy: strategyName,
       symbol,
@@ -11068,6 +11268,9 @@ var createStrategyRuntime = ({
         interval: decisionInterval
       }) => {
         if (!baseContext) return void 0;
+        if (!coreContextRequirements.has("hyperliquidWhales")) {
+          return baseContext;
+        }
         const hyperliquidWhales = await loadHyperliquidWhaleFlowContext({
           symbol: decisionSymbol,
           interval: decisionInterval,
@@ -11076,13 +11279,23 @@ var createStrategyRuntime = ({
           useSeriesCache: env === "BACKTEST" || env === "PARITY"
         });
         if (!hyperliquidWhales) return baseContext;
-        return {
-          ...baseContext,
-          participation: {
-            ...baseContext.participation,
-            hyperliquidWhales
-          }
-        };
+        const participation = cloneWithPropertyDescriptors(
+          baseContext.participation
+        );
+        Object.defineProperty(participation, "hyperliquidWhales", {
+          configurable: true,
+          enumerable: true,
+          value: hyperliquidWhales,
+          writable: true
+        });
+        const enrichedBaseContext = cloneWithPropertyDescriptors(baseContext);
+        Object.defineProperty(enrichedBaseContext, "participation", {
+          configurable: true,
+          enumerable: true,
+          value: participation,
+          writable: true
+        });
+        return enrichedBaseContext;
       }
     });
     const core = await createCore({
@@ -11473,17 +11686,10 @@ var createStrategyRuntime = ({
       let ai;
       if (signal) {
         try {
-          await enrichSignalWithBinanceMarketContext({
+          await enrichSignalWithMarketContextStages({
             signal,
-            env
-          });
-          await enrichSignalWithCoinMarketCapContext({
-            signal,
-            env
-          });
-          await enrichSignalWithDerivativesContext({
-            signal,
-            env
+            env,
+            includeHyperliquidWhales: false
           });
           quality = await enrichSignalWithAi({
             signal,
@@ -11644,7 +11850,7 @@ var createStrategyRuntime = ({
 
 // src/strategyHooks/closeOppositePositionsBeforeOpen.ts
 var import_lodash2 = __toESM(require_lodash());
-var import_logger10 = require("@tradejs/infra/logger");
+var import_logger11 = require("@tradejs/infra/logger");
 var closeOppositePositionsBeforeOpen = async ({
   connector,
   entryContext
@@ -11658,7 +11864,7 @@ var closeOppositePositionsBeforeOpen = async ({
   } = entryContext;
   const price = prices.currentPrice;
   try {
-    import_logger10.logger.log(
+    import_logger11.logger.log(
       "info",
       "[%s] checking open positions before open: %s %s",
       strategyName,
@@ -11669,7 +11875,7 @@ var closeOppositePositionsBeforeOpen = async ({
     const openPositions = (positions || []).filter(
       (item) => item && Number(item.qty) > 0
     );
-    import_logger10.logger.log(
+    import_logger11.logger.log(
       "info",
       "[%s] open positions found: %s",
       strategyName,
@@ -11679,7 +11885,7 @@ var closeOppositePositionsBeforeOpen = async ({
       (item) => item.symbol !== currentSymbol && item.direction !== currentDirection
     );
     if (import_lodash2.default.isEmpty(oppositePositions)) {
-      import_logger10.logger.log(
+      import_logger11.logger.log(
         "info",
         "[%s] no opposite positions to close before open: %s",
         strategyName,
@@ -11688,7 +11894,7 @@ var closeOppositePositionsBeforeOpen = async ({
       return;
     }
     for (const position of oppositePositions) {
-      import_logger10.logger.log(
+      import_logger11.logger.log(
         "info",
         "[%s] closing opposite position: %s %s qty=%s",
         strategyName,
@@ -11703,14 +11909,14 @@ var closeOppositePositionsBeforeOpen = async ({
           timestamp,
           direction: position.direction
         });
-        import_logger10.logger.log(
+        import_logger11.logger.log(
           "info",
           "[%s] opposite position closed: %s",
           strategyName,
           position.symbol
         );
       } catch (err) {
-        import_logger10.logger.log(
+        import_logger11.logger.log(
           "error",
           "[%s] failed to close opposite position: %s %s",
           strategyName,
@@ -11720,7 +11926,7 @@ var closeOppositePositionsBeforeOpen = async ({
       }
     }
   } catch (err) {
-    import_logger10.logger.log(
+    import_logger11.logger.log(
       "error",
       "[%s] failed to load open positions before open: %s %s",
       strategyName,
@@ -11932,7 +12138,7 @@ var createMoveStopToBreakEvenOnBarHook = ({
 var createMoveStopToBreakEvenAfterCoreDecisionHook = createMoveStopToBreakEvenOnBarHook;
 
 // src/signalsHooks/closeAllPositionsOnGlobalProfitBeforeSignals.ts
-var import_logger11 = require("@tradejs/infra/logger");
+var import_logger12 = require("@tradejs/infra/logger");
 var createCloseAllOnGlobalProfitBeforeSignalsHook = ({
   getStrategyDefaultConfig = () => void 0,
   profitRiskMultiplier = DEFAULT_GLOBAL_UNREALIZED_PNL_TRIGGER_RISK_MULTIPLIER
@@ -11971,7 +12177,7 @@ var createCloseAllOnGlobalProfitBeforeSignalsHook = ({
     if (!Number.isFinite(unrealizedPnlThreshold) || unrealizedPnlThreshold <= 0 || totalUnrealizedPnl < unrealizedPnlThreshold) {
       return;
     }
-    import_logger11.logger.info(
+    import_logger12.logger.info(
       "closing all positions before signals by global unrealized pnl threshold: totalPnl=%s threshold=%s positions=%s",
       totalUnrealizedPnl,
       unrealizedPnlThreshold,
@@ -11997,7 +12203,7 @@ var createCloseAllOnGlobalProfitBeforeSignalsHook = ({
       ];
     });
     if (failedClosures.length) {
-      import_logger11.logger.warn(
+      import_logger12.logger.warn(
         "close-all before signals hook could not confirm closures for %s",
         failedClosures.join(", ")
       );