dexbot 1.4.20 → 1.4.22

package/dist/market_adapter/core/strategies/dynamic_weight_series.js

@@ -92,7 +92,11 @@ function computeDynamicWeightSeries(inputs) {
         if (sp == null)
             continue;
         const csp = Math.max(-amaClipThreshold, Math.min(amaClipThreshold, sp));
-        if (Math.abs(csp) < neutralZonePct)
+        // Inclusive dead-band boundary (matches computeAmaSlopeWeights): a
+        // slope exactly at neutralZonePct counts as neutral. With the default
+        // neutralZonePct of 0 this also keeps exact-zero slopes out of the
+        // offset channel.
+        if (Math.abs(csp) <= neutralZonePct)
             continue;
         amaOffsets[i] = Math.max(-offsetClamp, Math.min(offsetClamp, (csp / amaMaxSlopePct) * offsetClamp));
     }
@@ -132,5 +136,115 @@ function computeDynamicWeightSeries(inputs) {
         echoedGatedOffSeries: latched.echoedPreGainSeries,
     };
 }
-export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN };
+/**
+ * Percentile lookup over an already-sorted ascending array. Returns `Infinity`
+ * for an empty pool so callers treat it as "no clipping". Both the percentile
+ * and the resulting index are clamped so a misconfigured clipPercentile above
+ * 100 cannot select a negative (undefined) entry.
+ */
+function percentileFromSorted(sorted, clipPercentile) {
+    if (!Array.isArray(sorted) || sorted.length === 0)
+        return Infinity;
+    const pct = Math.min(clipPercentile, 100);
+    const idx = Math.max(0, Math.min(Math.floor((100 - pct) / 100 * sorted.length), sorted.length - 1));
+    return sorted[idx];
+}
+/**
+ * Canonical AMA slope clip threshold used to bound `rawSlopeOffset` in
+ * `computeAmaSlopeWeights` — one logic path shared by the live market adapter
+ * service, the research runners, and the browser-embedded chart script.
+ *
+ * The threshold is the `(100 - clipPercentile)`-th percentile of
+ * `|average AMA slope %|` over the AMA history (skipping the ER + lookback
+ * warmup window). Returns `Infinity` when clipping is disabled or there is
+ * insufficient history.
+ *
+ * Embedding note: lives in this import-free module so fn.toString() injection
+ * into generated research charts stays valid after transpilation.
+ *
+ * For per-bar research loops prefer {@link createAmaSlopeClipTracker}, which
+ * yields identical thresholds while maintaining a single sorted pool
+ * incrementally (O(n) per push for the sorted insertion, O(n²) total) instead
+ * of re-deriving and re-sorting the whole slope history each bar.
+ *
+ * @param amaValues   Full AMA series for the cycle.
+ * @param erPeriod    AMA ER period (defines the warmup window with lookbackBars).
+ * @param lookbackBars Bars averaged per slope sample.
+ * @param clipPercentile Percentile to clip at (e.g. 10 → use 90th pct). 0 disables.
+ */
+function computeAmaSlopeClipThreshold(amaValues, erPeriod, lookbackBars, clipPercentile) {
+    if (!Number.isFinite(clipPercentile) || clipPercentile <= 0)
+        return Infinity;
+    if (!Array.isArray(amaValues))
+        return Infinity;
+    const readyBars = Math.ceil(erPeriod) + lookbackBars;
+    if (amaValues.length <= readyBars)
+        return Infinity;
+    const slopes = [];
+    for (let i = readyBars; i < amaValues.length; i++) {
+        const last = amaValues[i];
+        const past = amaValues[i - lookbackBars];
+        if (!Number.isFinite(last) || !Number.isFinite(past))
+            continue;
+        const s = computeAverageAmaSlopePct(last, past, lookbackBars);
+        if (Number.isFinite(s))
+            slopes.push(Math.abs(s));
+    }
+    if (slopes.length === 0)
+        return Infinity;
+    const sorted = slopes.slice().sort((a, b) => a - b);
+    // Clamp both the percentile and index: values above 100 would otherwise
+    // produce a negative index (undefined threshold -> NaN clip bounds).
+    const pct = Math.min(clipPercentile, 100);
+    const idx = Math.max(0, Math.min(Math.floor((100 - pct) / 100 * sorted.length), sorted.length - 1));
+    return sorted[idx];
+}
+/**
+ * Incremental equivalent of calling {@link computeAmaSlopeClipThreshold} on
+ * every growing prefix of the AMA series. Feed exactly one AMA value per bar
+ * via `push`; it returns the same threshold the batch function would return
+ * for `amaValues.slice(0, consumed)`, without re-deriving the whole slope pool
+ * each call. Maintains one sorted pool with binary-search insertion: O(log n)
+ * search + O(n) array shift per push, O(n²) total — a constant-factor win over
+ * the batch-per-bar loop's O(n² log n), and the same bound at research scale.
+ *
+ * Non-finite values keep their position in the sequence (they invalidate only
+ * the pairs they belong to), matching the batch function's per-pair guards.
+ */
+function createAmaSlopeClipTracker(erPeriod, lookbackBars, clipPercentile) {
+    const enabled = Number.isFinite(clipPercentile) && clipPercentile > 0;
+    const readyBars = Math.ceil(erPeriod) + lookbackBars;
+    const buffer = [];
+    const sorted = [];
+    return {
+        push(value) {
+            buffer.push(value);
+            if (!enabled)
+                return Infinity;
+            const i = buffer.length - 1;
+            if (i >= readyBars) {
+                const last = buffer[i];
+                const past = buffer[i - lookbackBars];
+                if (Number.isFinite(last) && Number.isFinite(past)) {
+                    const s = computeAverageAmaSlopePct(last, past, lookbackBars);
+                    if (Number.isFinite(s)) {
+                        const v = Math.abs(s);
+                        let lo = 0;
+                        let hi = sorted.length;
+                        while (lo < hi) {
+                            const mid = (lo + hi) >> 1;
+                            if (sorted[mid] < v)
+                                lo = mid + 1;
+                            else
+                                hi = mid;
+                        }
+                        sorted.splice(lo, 0, v);
+                    }
+                }
+            }
+            return percentileFromSorted(sorted, clipPercentile);
+        },
+    };
+}
+export { computeDynamicWeightSeries, computeAverageAmaSlopePct, echoLatchSeries, roundToN, computeAmaSlopeClipThreshold, createAmaSlopeClipTracker, };
 //# sourceMappingURL=dynamic_weight_series.js.map

package/dist/market_adapter/core/strategies/dynamic_weight_series.js.map

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package/dist/market_adapter/core/strategies/regime_gate.d.ts

@@ -1,4 +1,3 @@
-import { bilinearInterpolate } from './regime_interp.js';
 /**
  * Compute the Hurst+PE regime multiplier from a price series.
  *
@@ -39,5 +38,5 @@ declare function computeRegimeMultiplier(closes: any, opts?: any): {
     isReady: boolean;
     series: number[];
 };
-export { computeRegimeMultiplier, bilinearInterpolate };
+export { computeRegimeMultiplier };
 //# sourceMappingURL=regime_gate.d.ts.map

package/dist/market_adapter/core/strategies/regime_gate.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"regime_gate.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/regime_gate.ts"],"names":[],"mappings":"AAKA,OAAO,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAgCzD;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,iBAAS,uBAAuB,CAAC,MAAM,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;;;;;;;;EAgE3D;AAED,OAAO,EAAE,uBAAuB,EAAE,mBAAmB,EAAE,CAAA"}
+{"version":3,"file":"regime_gate.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/regime_gate.ts"],"names":[],"mappings":"AAsCA;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,iBAAS,uBAAuB,CAAC,MAAM,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;;;;;;;;;;;EAwE3D;AAED,OAAO,EAAE,uBAAuB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/regime_gate.js

@@ -1,28 +1,28 @@
-import { HurstAnalyzer } from '../signals/hurst_analyzer.js';
+'use strict';
+import { HurstAnalyzer, classifyHurst } from '../signals/hurst_analyzer.js';
 import { PermutationEntropyAnalyzer } from '../signals/permutation_entropy_analyzer.js';
 import { MARKET_ADAPTER } from '../../../modules/constants.js';
 import { roundTo } from '../../../modules/order/utils/math.js';
 import { bilinearInterpolate } from './regime_interp.js';
-'use strict';
 const HURST_CONFIG = MARKET_ADAPTER.HURST_CONFIG;
 const PE_CONFIG = MARKET_ADAPTER.PE_CONFIG;
-function resolveHNodes(hurstZoneBand = null) {
-    const band = Number.isFinite(hurstZoneBand) ? hurstZoneBand : MARKET_ADAPTER.HURST_ZONE_BAND;
-    return [0.5 + band, 0.5, 0.5 - band];
-}
 function resolvePeNodes(peNodes = null) {
     if (Array.isArray(peNodes) && peNodes.length === 3 && peNodes.every(Number.isFinite)) {
         return peNodes;
     }
     return MARKET_ADAPTER.PE_NODES;
 }
-function classifyHurstRegime(h, hurstZoneBand = null) {
-    const [upper, , lower] = resolveHNodes(hurstZoneBand);
-    if (h >= upper)
-        return 'TRENDING';
-    if (h <= lower)
-        return 'MEAN_REVERTING';
-    return 'RANDOM';
+/**
+ * A regime table must be a 3x3 matrix of finite numbers — bilinear
+ * interpolation indexes it blindly, and a malformed custom table would
+ * otherwise produce NaN multipliers that propagate silently into weights.
+ */
+function isValidRegimeTable(table) {
+    return Array.isArray(table)
+        && table.length === 3
+        && table.every((row) => Array.isArray(row)
+            && row.length === 3
+            && row.every((v) => Number.isFinite(v)));
 }
 function classifyPeRegime(pe, peNodes = null) {
     const [low, , high] = resolvePeNodes(peNodes);
@@ -58,10 +58,19 @@ function classifyPeRegime(pe, peNodes = null) {
 function computeRegimeMultiplier(closes, opts = {}) {
     const sensitivity = Number.isFinite(opts.regimeSensitivity) ? opts.regimeSensitivity : 1.0;
     const regimeTable = opts.regimeTable ?? MARKET_ADAPTER.REGIME_TABLE;
+    // Fail loudly on a malformed custom table instead of silently producing
+    // NaN multipliers downstream.
+    if (!isValidRegimeTable(regimeTable)) {
+        throw new Error('regimeTable must be a 3x3 matrix of finite numbers');
+    }
     const hurstZoneBand = Number.isFinite(opts.hurstZoneBand) ? opts.hurstZoneBand : MARKET_ADAPTER.HURST_ZONE_BAND;
     const peNodes = Array.isArray(opts.peNodes) ? opts.peNodes : MARKET_ADAPTER.PE_NODES;
     const hurstCfg = opts.hurstConfig ?? HURST_CONFIG;
     const peCfg = opts.peConfig ?? PE_CONFIG;
+    // Clamp to 1.0 max: regime only dampens, never amplifies. The
+    // sensitivity exponent is applied in one place for both the per-bar
+    // series and the final value.
+    const applySensitivityAndClamp = (baseMult) => Math.min(sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity), 1.0);
     const notReady = {
         multiplier: 1.0,
         hurst: null,
@@ -89,12 +98,11 @@ function computeRegimeMultiplier(closes, opts = {}) {
                 const h = hurstResult.hurst;
                 const ne = peResult.normalizedEntropy;
                 const baseMult = bilinearInterpolate(h, ne, regimeTable, { hurstZoneBand, peNodes });
-                const rawMult = sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity);
-                series[i] = Math.min(rawMult, 1.0);
+                series[i] = applySensitivityAndClamp(baseMult);
             }
         }
         catch (_) {
-            // skip invalid prices
+            // skip invalid prices (analyzers throw only on non-positive prices)
         }
     }
     if (!hurstResult?.isReady || !peResult?.isReady)
@@ -102,18 +110,16 @@ function computeRegimeMultiplier(closes, opts = {}) {
     const h = hurstResult.hurst;
     const ne = peResult.normalizedEntropy;
     const baseMult = bilinearInterpolate(h, ne, regimeTable, { hurstZoneBand, peNodes });
-    // Clamp to 1.0 max: regime only dampens, never amplifies
-    const rawMult = sensitivity === 1.0 ? baseMult : Math.pow(baseMult, sensitivity);
-    const finalMult = Math.min(rawMult, 1.0);
+    const finalMult = applySensitivityAndClamp(baseMult);
     return {
         multiplier: roundTo(finalMult, 1000),
         hurst: h,
         pe: roundTo(ne, 10000),
-        hurstRegime: classifyHurstRegime(h, hurstZoneBand),
+        hurstRegime: classifyHurst(h, hurstZoneBand).regime,
         peRegime: classifyPeRegime(ne, peNodes),
         isReady: true,
         series: series.map((value) => roundTo(value, 1000)),
     };
 }
-export { computeRegimeMultiplier, bilinearInterpolate };
+export { computeRegimeMultiplier };
 //# sourceMappingURL=regime_gate.js.map

package/dist/market_adapter/core/strategies/regime_gate.js.map

@@ -1 +1 @@
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package/dist/market_adapter/core/strategies/volatility_shift.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"volatility_shift.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/volatility_shift.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;GAYG;AAEH,iBAAS,sBAAsB,CAAC,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;EA+BlE;AAED,OAAO,EAAE,sBAAsB,EAAE,CAAA"}
+{"version":3,"file":"volatility_shift.d.ts","sourceRoot":"","sources":["../../../../market_adapter/core/strategies/volatility_shift.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;GAYG;AAEH,iBAAS,sBAAsB,CAAC,cAAc,EAAE,GAAG,EAAE,IAAI,GAAE,GAAQ;;;;;;EAkClE;AAED,OAAO,EAAE,sBAAsB,EAAE,CAAA"}

package/dist/market_adapter/core/strategies/volatility_shift.js

@@ -19,6 +19,9 @@ function computeVolatilityShift(weightVariance, opts = {}) {
     const safeScaleX = Number.isFinite(scaleX) && scaleX >= 0 ? scaleX : 10.0;
     const safeThreshold = Number.isFinite(threshold) && threshold >= 0 ? threshold : 0.1;
     const safeClamp = Number.isFinite(clampValue) && clampValue >= 0 ? clampValue : 0.5;
+    // Effective ranges (mirrors MARKET_ADAPTER.DYNAMIC_WEIGHT_VOLATILITY_*_MIN/MAX
+    // in modules/constants.ts; the live service normalizes to these same bounds
+    // at its config read point, so this is a safety net for direct callers).
     const effectiveExponent = Math.max(0.5, Math.min(1.0, safeExponent));
     const effectiveScaleX = Math.max(1.0, Math.min(100.0, safeScaleX));
     const rawDelta = -Math.pow(safeVariance, effectiveExponent) * effectiveScaleX;

package/dist/market_adapter/core/strategies/volatility_shift.js.map

@@ -1 +1 @@
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package/dist/market_adapter/inputs/fetch_cex_synthetic_data.js

@@ -1,7 +1,7 @@
 #!/usr/bin/env node
+'use strict';
 import { createRequire } from 'node:module';
 const require = createRequire(import.meta.url);
-'use strict';
 /**
  * Probe public CEX APIs for a base/quote cross and synthesize candles from
  * the two legs against a common quote (e.g. XRP/USDT + XAUT/USDT).
@@ -9,7 +9,6 @@ const require = createRequire(import.meta.url);
  * This is intended as a seed generator for brand-new market_adapter files.
  * It does not rely on TradingView or Kibana.
  */
-const { path } = require('../../modules/path_api');
 const { getStorage } = require('../../modules/storage');
 const storage = getStorage();
 const { fillCandleGaps } = require('../candle_utils');
@@ -20,6 +19,7 @@ const { PATHS } = require('../../modules/paths');
 const { MARKET_ADAPTER } = require('../../modules/constants');
 const { getAmaWarmupBars } = require('../core/strategies/ama');
 const { getErrorMessage } = require('../../modules/utils/errors');
+const { candleFileForBot } = require('../../analysis/bot_key_utils');
 const { DEFAULTS: MARKET_ADAPTER_DEFAULTS, resolveAmaForBot, resolveBotCfg, } = require('../market_adapter/market_adapter');
 const DEFAULT_INTERVAL = '1h';
 const DEFAULT_LIMIT = 1000;
@@ -477,7 +477,8 @@ const EXCHANGES = {
         },
         marketsUrl: 'https://api.htx.com/v1/common/symbols',
         candlesUrl: ({ id, interval, limit, sinceMs, untilMs }) => {
-            const url = new URL('https://api.htx.com/market/history/candles');
+            // Official Huobi/HTX spot historical kline endpoint is /market/history/kline
+            const url = new URL('https://api.htx.com/market/history/kline');
             url.searchParams.set('symbol', id);
             url.searchParams.set('period', interval);
             url.searchParams.set('size', String(limit));
@@ -536,6 +537,8 @@ const EXCHANGES = {
                 '30m': '30',
                 '1h': '60',
                 '4h': '240',
+                '6h': '360',
+                '12h': '720',
                 '1d': '1440',
                 '1w': '10080',
             };
@@ -587,6 +590,8 @@ const EXCHANGES = {
     },
     okx: {
         name: 'OKX',
+        // /api/v5/market/candles caps limit at CEX_PAGE_LIMIT_CAPS.okx per request
+        maxLimit: MARKET_ADAPTER.CEX_PAGE_LIMIT_CAPS.okx,
         formatInterval: (interval) => {
             const map = {
                 '1m': '1',
@@ -637,6 +642,8 @@ const EXCHANGES = {
     },
     mexc: {
         name: 'MEXC',
+        // /api/v3/klines caps limit at CEX_PAGE_LIMIT_CAPS.mexc per request
+        maxLimit: MARKET_ADAPTER.CEX_PAGE_LIMIT_CAPS.mexc,
         formatInterval: (interval) => {
             const map = {
                 '1m': '1m',
@@ -645,8 +652,11 @@ const EXCHANGES = {
                 '30m': '30m',
                 '1h': '60m',
                 '4h': '4h',
+                '6h': '6h',
+                '12h': '12h',
                 '1d': '1d',
-                '1w': '1w',
+                // MEXC interval enums are case-sensitive
+                '1w': '1W',
             };
             return map[lower(interval)] || interval;
         },
@@ -807,7 +817,8 @@ function printHelp() {
 
 Options:
   --exchange <name|auto>   Exchange to use or comma-separated preference list
-  --interval <label>       Candle interval, default ${DEFAULT_INTERVAL}
+  --interval <label>       Candle interval (1m|5m|15m|30m|1h|4h|6h|12h|1d|1w, or bare
+                           minutes like \`90\` = 90m), default ${DEFAULT_INTERVAL}
   --limit <n>              Number of candles to fetch from each leg, default ${DEFAULT_LIMIT}
   --lookback-hours <n>     Probe depth in hours; default is the adapter seed requirement
   --base <asset>           Base asset, default ${DEFAULT_BASE}
@@ -838,10 +849,20 @@ function findMarketId(markets, base, quote) {
     return market || null;
 }
 function buildSyntheticCandle(left, right) {
+    // Guard against degenerate zero/negative leg prices: dividing by them
+    // would produce Infinity/NaN OHLC rows in the seed file.
+    const leftPrices = [left[1], left[2], left[3], left[4]];
+    const rightPrices = [right[1], right[2], right[3], right[4]];
+    if (!leftPrices.every((v) => Number.isFinite(v) && v > 0)
+        || !rightPrices.every((v) => Number.isFinite(v) && v > 0)) {
+        return null;
+    }
     const open = left[1] / right[1];
     const close = left[4] / right[4];
     const high = Math.max(left[2] / right[3], open, close);
     const low = Math.min(left[3] / right[2], open, close);
+    if (![open, high, low, close].every(Number.isFinite))
+        return null;
     const volume = Number(left[5] || 0);
     return [left[0], open, high, low, close, Number.isFinite(volume) ? volume : 0];
 }
@@ -849,7 +870,9 @@ function synthesizeCrossCandles(leftCandles, rightCandles) {
     const leftMap = new Map(leftCandles.map((row) => [row[0], row]));
     const rightMap = new Map(rightCandles.map((row) => [row[0], row]));
     const timestamps = Array.from(leftMap.keys()).filter((ts) => rightMap.has(ts)).sort((a, b) => a - b);
-    return timestamps.map((ts) => buildSyntheticCandle(leftMap.get(ts), rightMap.get(ts)));
+    return timestamps
+        .map((ts) => buildSyntheticCandle(leftMap.get(ts), rightMap.get(ts)))
+        .filter((row) => row != null);
 }
 function chooseOutputPath(config, intervalLabel) {
     if (config.out)
@@ -861,7 +884,7 @@ function chooseOutputPath(config, intervalLabel) {
         }
         throw new Error('Provide --bot-key or --out when generating candles');
     }
-    return path.join(PATHS.MARKET_ADAPTER.DATA_DIR, `market_adapter_${botKey}_${intervalLabel}.json`);
+    return candleFileForBot(botKey, intervalLabel);
 }
 function dedupeCandles(candles) {
     const map = new Map();
@@ -874,20 +897,22 @@ function dedupeCandles(candles) {
 }
 async function fetchHistoricalCandles(def, marketId, interval, intervalSeconds, lookbackHours, pageLimit) {
     const apiInterval = def.formatInterval ? def.formatInterval(interval) : interval;
+    // Respect the exchange's per-request page cap (e.g. OKX 300, MEXC 500)
+    const effectivePageLimit = Math.max(1, Math.min(Number(pageLimit) || DEFAULT_LIMIT, Number(def.maxLimit) || Infinity));
     const intervalMs = Math.max(1, Number(intervalSeconds || 3600)) * 1000;
     const endMs = Math.floor(Date.now() / intervalMs) * intervalMs;
     const lookbackMs = Math.max(1, Number(lookbackHours || DEFAULT_BOOTSTRAP_LOOKBACK_HOURS)) * 3600 * 1000;
     const startMs = Math.max(0, endMs - lookbackMs);
-    const maxIterations = Math.ceil(lookbackMs / Math.max(intervalMs, pageLimit * intervalMs * 0.8)) + 8;
+    const maxIterations = Math.ceil(lookbackMs / Math.max(intervalMs, effectivePageLimit * intervalMs * 0.8)) + 8;
     let cursor = startMs;
     let collected = [];
     for (let i = 0; i < maxIterations && cursor <= endMs; i++) {
-        const pageEnd = Math.min(endMs, cursor + intervalMs * Math.max(1, pageLimit - 1));
+        const pageEnd = Math.min(endMs, cursor + intervalMs * Math.max(1, effectivePageLimit - 1));
         const res = await fetchJson(def.candlesUrl({
             id: marketId,
             interval: apiInterval,
             intervalSeconds,
-            limit: pageLimit,
+            limit: effectivePageLimit,
             sinceMs: cursor,
             untilMs: pageEnd,
         }));
@@ -929,45 +954,32 @@ async function probeExchange(exchangeId, base, quote, commonQuote, interval, int
             };
         }
         const markets = def.parseMarkets(marketsRes.json);
-        const xrpCommon = findMarketId(markets, base, commonQuote);
-        const xautCommon = findMarketId(markets, quote, commonQuote);
+        const baseCommon = findMarketId(markets, base, commonQuote);
+        const quoteCommon = findMarketId(markets, quote, commonQuote);
         const nativeCross = findMarketId(markets, base, quote);
         const result = {
             exchangeId,
             name: def.name,
             markets,
-            xrpCommon,
-            xautCommon,
+            baseCommon,
+            quoteCommon,
             nativeCross,
-            xrpCandles: [],
-            xautCandles: [],
-            nativeCrossCandles: [],
+            baseCandles: [],
+            quoteCandles: [],
             requiredCandles,
             probeLookbackHours,
             probeCandles: lookbackHoursToCandles(probeLookbackHours, intervalSeconds),
         };
-        if (xrpCommon && xautCommon) {
-            result.xrpCandles = await fetchHistoricalCandles(def, xrpCommon.id, interval, intervalSeconds, probeLookbackHours, pageLimit);
-            result.xautCandles = await fetchHistoricalCandles(def, xautCommon.id, interval, intervalSeconds, probeLookbackHours, pageLimit);
-            result.hasUsableTimeframe = result.xrpCandles.length > 0 && result.xautCandles.length > 0;
-            result.lookbackSatisfied = result.xrpCandles.length >= result.requiredCandles
-                && result.xautCandles.length >= result.requiredCandles;
-            result.xrpRange = measureCandles(result.xrpCandles, intervalSeconds);
-            result.xautRange = measureCandles(result.xautCandles, intervalSeconds);
-            result.availableCandles = Math.min(result.xrpRange.count, result.xautRange.count);
-            result.availableLookbackHours = Math.min(result.xrpRange.spanHours, result.xautRange.spanHours);
-        }
-        if (nativeCross) {
-            const sampleLimit = Math.min(3, Math.max(1, Number(pageLimit) || DEFAULT_LIMIT));
-            const nativeCandlesRes = await fetchJson(def.candlesUrl({
-                id: nativeCross.id,
-                interval: def.formatInterval ? def.formatInterval(interval) : interval,
-                intervalSeconds,
-                limit: sampleLimit,
-            }));
-            if (nativeCandlesRes.ok && nativeCandlesRes.json) {
-                result.nativeCrossCandles = def.parseCandles(nativeCandlesRes.json);
-            }
+        if (baseCommon && quoteCommon) {
+            result.baseCandles = await fetchHistoricalCandles(def, baseCommon.id, interval, intervalSeconds, probeLookbackHours, pageLimit);
+            result.quoteCandles = await fetchHistoricalCandles(def, quoteCommon.id, interval, intervalSeconds, probeLookbackHours, pageLimit);
+            result.hasUsableTimeframe = result.baseCandles.length > 0 && result.quoteCandles.length > 0;
+            result.lookbackSatisfied = result.baseCandles.length >= result.requiredCandles
+                && result.quoteCandles.length >= result.requiredCandles;
+            result.baseRange = measureCandles(result.baseCandles, intervalSeconds);
+            result.quoteRange = measureCandles(result.quoteCandles, intervalSeconds);
+            result.availableCandles = Math.min(result.baseRange.count, result.quoteRange.count);
+            result.availableLookbackHours = Math.min(result.baseRange.spanHours, result.quoteRange.spanHours);
         }
         return result;
     }
@@ -987,11 +999,11 @@ function pickBestExchange(probes, preferredExchangeIds) {
 function rankProbes(probes, preferredExchangeIds, onlyUsable = false) {
     const preferred = (preferredExchangeIds || []).map((id) => lower(id));
     return probes
-        .filter((probe) => probe && !probe.error && probe.xrpCommon && probe.xautCommon && probe.hasUsableTimeframe)
+        .filter((probe) => probe && !probe.error && probe.baseCommon && probe.quoteCommon && probe.hasUsableTimeframe)
         .map((probe) => ({
         ...probe,
-        score: Math.min(probe.xrpRange?.count || 0, probe.xautRange?.count || 0),
-        depthScore: Math.min(probe.xrpRange?.spanHours || 0, probe.xautRange?.spanHours || 0),
+        score: Math.min(probe.baseRange?.count || 0, probe.quoteRange?.count || 0),
+        depthScore: Math.min(probe.baseRange?.spanHours || 0, probe.quoteRange?.spanHours || 0),
         preferredRank: preferred.length > 0 ? preferred.indexOf(lower(probe.exchangeId)) : -1,
         usable: Boolean(probe.lookbackSatisfied),
     }))
@@ -1015,13 +1027,13 @@ function rankProbes(probes, preferredExchangeIds, onlyUsable = false) {
 }
 function printSummary(probes, base, quote, commonQuote) {
     const rows = probes.map((probe, index) => {
-        const xrp = probe.xrpCommon ? `yes (${probe.xrpCommon.id})` : 'no';
-        const xaut = probe.xautCommon ? `yes (${probe.xautCommon.id})` : 'no';
+        const baseLeg = probe.baseCommon ? `yes (${probe.baseCommon.id})` : 'no';
+        const quoteLeg = probe.quoteCommon ? `yes (${probe.quoteCommon.id})` : 'no';
         const cross = probe.nativeCross ? `yes (${probe.nativeCross.id})` : 'no';
         const candleState = probe.error
             ? `error: ${probe.error}`
-            : `${probe.xrpRange?.count || 0}/${probe.xautRange?.count || 0} candles`;
-        const usable = (!probe.error && probe.xrpCommon && probe.xautCommon && probe.lookbackSatisfied) ? 'yes' : 'no';
+            : `${probe.baseRange?.count || 0}/${probe.quoteRange?.count || 0} candles`;
+        const usable = (!probe.error && probe.baseCommon && probe.quoteCommon && probe.lookbackSatisfied) ? 'yes' : 'no';
         const depth = probe.error
             ? '-'
             : `${(probe.availableLookbackHours || 0).toFixed(1)}h`;
@@ -1029,8 +1041,8 @@ function printSummary(probes, base, quote, commonQuote) {
             rank: index + 1,
             exchange: probe.exchangeId,
             name: probe.name || probe.exchangeId,
-            xrp,
-            xaut,
+            baseLeg,
+            quoteLeg,
             cross,
             usable,
             required: `${probe.requiredCandles || '?'} candles`,
@@ -1044,11 +1056,13 @@ function printSummary(probes, base, quote, commonQuote) {
 }
 async function main() {
     const parsedConfig = parseArgs();
-    const { config, botContext, botCfg, botAma, } = applyBotDerivedConfig(parsedConfig);
-    if (config.help) {
+    // Handle --help before bot-derived resolution so a typo'd --bot-name does
+    // not crash instead of printing usage.
+    if (parsedConfig.config.help) {
         printHelp();
         return;
     }
+    const { config, botContext, botCfg, botAma, } = applyBotDerivedConfig(parsedConfig);
     const { seconds: intervalSeconds, label: intervalLabel } = parseInterval(config.interval);
     const requiredCandles = computeRequiredCandles(botAma, botCfg);
     const probeLookbackHours = Number.isFinite(Number(config.lookbackHours)) && Number(config.lookbackHours) > 0
@@ -1081,14 +1095,14 @@ async function main() {
         throw new Error('No exchange found that exposes both leg markets and enough lookback depth');
     }
     const def = EXCHANGES[selected.exchangeId];
-    const xrpMarket = selected.xrpCommon;
-    const xautMarket = selected.xautCommon;
-    const xrpCandles = selected.xrpCandles;
-    const xautCandles = selected.xautCandles;
-    if (xrpCandles.length === 0 || xautCandles.length === 0) {
+    const baseMarket = selected.baseCommon;
+    const quoteMarket = selected.quoteCommon;
+    const baseCandles = selected.baseCandles;
+    const quoteCandles = selected.quoteCandles;
+    if (baseCandles.length === 0 || quoteCandles.length === 0) {
         throw new Error(`Selected exchange ${selected.exchangeId} returned no candles for one of the legs`);
     }
-    const synthetic = synthesizeCrossCandles(xrpCandles, xautCandles);
+    const synthetic = synthesizeCrossCandles(baseCandles, quoteCandles);
     if (synthetic.length === 0) {
         throw new Error(`Selected exchange ${selected.exchangeId} produced no overlapping synthetic candles`);
     }
@@ -1142,7 +1156,7 @@ async function main() {
     if (!config.quiet) {
         console.log(`Wrote ${filled.length} synthetic candles to ${outPath}`);
         console.log(`Source: ${selected.exchangeId} (${def.name})`);
-        console.log(`Legs: ${xrpMarket.id} and ${xautMarket.id}`);
+        console.log(`Legs: ${baseMarket.id} and ${quoteMarket.id}`);
         console.log(`Output pair: ${upper(config.base)}/${upper(config.quote)}`);
     }
 }