hedgequantx 2.9.211 → 2.9.213

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.211",
+  "version": "2.9.213",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/lib/smart-logs-context.js

@@ -0,0 +1,402 @@
+/**
+ * =============================================================================
+ * Smart Logs Context - Instrument & Strategy Specific Messages
+ * =============================================================================
+ * Messages adaptés au contexte:
+ * - Instrument (NQ/MNQ, ES/MES, CL, GC, etc.)
+ * - Stratégie (HQX Scalping = QUANT/ticks, HQX-2B = bars/zones)
+ */
+
+'use strict';
+
+// ============================================================================
+// INSTRUMENT CONTEXTS - Vocabulary specific to each market
+// ============================================================================
+
+const INSTRUMENT_CONTEXT = {
+  // NASDAQ (NQ/MNQ) - Tech-heavy, high beta, momentum-driven
+  NQ: {
+    name: 'Nasdaq',
+    traits: ['tech-driven', 'high-beta', 'momentum'],
+    bullish: [
+      'Tech rally lifting index, FAANG leading',
+      'Risk-on sentiment, growth stocks bid',
+      'Nasdaq outperforming, tech momentum strong',
+      'Mega-caps driving index higher',
+      'Tech sector rotation bullish',
+      'Growth over value trade active',
+      'NASDAQ bid on semiconductor strength',
+      'Tech bulls in control, AI momentum',
+      'Index lifting on NVDA/AAPL strength',
+      'Risk appetite strong, tech leading',
+    ],
+    bearish: [
+      'Tech weakness dragging index',
+      'Risk-off rotation out of growth',
+      'Nasdaq underperforming, rates pressure',
+      'Mega-cap selling pressure',
+      'Tech sector rotation bearish',
+      'Value over growth trade active',
+      'NASDAQ offered on chip weakness',
+      'Tech bears pressing, yields rising',
+      'Index heavy on FAANG weakness',
+      'Risk aversion hitting growth names',
+    ],
+    neutral: [
+      'Tech consolidating, awaiting catalyst',
+      'Nasdaq range-bound, mixed sector action',
+      'Index digesting recent move',
+      'Tech in balance, watching yields',
+      'Mega-caps mixed, no clear direction',
+    ],
+  },
+
+  // S&P 500 (ES/MES) - Broad market, institutional, balanced
+  ES: {
+    name: 'S&P 500',
+    traits: ['broad-market', 'institutional', 'balanced'],
+    bullish: [
+      'Broad market strength, risk-on',
+      'S&P breaking out, breadth improving',
+      'Institutional buying across sectors',
+      'Index bid on economic optimism',
+      'Defensive to offensive rotation',
+      'Market internals bullish',
+      'S&P above key moving averages',
+      'Broad rally, advancers leading',
+      'Index strength on volume',
+      'Risk appetite improving broadly',
+    ],
+    bearish: [
+      'Broad market weakness, risk-off',
+      'S&P breaking down, breadth weak',
+      'Institutional selling pressure',
+      'Index offered on macro concerns',
+      'Offensive to defensive rotation',
+      'Market internals bearish',
+      'S&P below key support levels',
+      'Broad selling, decliners leading',
+      'Index weakness on volume',
+      'Risk aversion across sectors',
+    ],
+    neutral: [
+      'S&P consolidating at key level',
+      'Broad market in balance',
+      'Index awaiting economic data',
+      'Sector rotation neutral',
+      'Market digesting Fed commentary',
+    ],
+  },
+
+  // Crude Oil (CL/MCL) - Energy, geopolitical, supply/demand
+  CL: {
+    name: 'Crude Oil',
+    traits: ['energy', 'geopolitical', 'supply-demand'],
+    bullish: [
+      'Crude bid on supply concerns',
+      'Energy rally, OPEC supporting',
+      'Oil lifting on inventory draw',
+      'Geopolitical risk premium rising',
+      'Demand outlook improving',
+      'Refinery demand strong',
+      'Crude above resistance, bulls in control',
+      'Energy sector leading broader market',
+      'WTI bid on dollar weakness',
+      'Supply disruption fears lifting prices',
+    ],
+    bearish: [
+      'Crude offered on demand fears',
+      'Energy selling, OPEC uncertainty',
+      'Oil dropping on inventory build',
+      'Geopolitical risk premium fading',
+      'Demand outlook weakening',
+      'Refinery maintenance weighing',
+      'Crude below support, bears pressing',
+      'Energy sector lagging market',
+      'WTI offered on dollar strength',
+      'Supply glut concerns pressuring',
+    ],
+    neutral: [
+      'Crude in balance, awaiting EIA data',
+      'Energy consolidating near OPEC meeting',
+      'Oil range-bound on mixed signals',
+      'Supply/demand in equilibrium',
+      'Crude watching dollar direction',
+    ],
+  },
+
+  // Gold (GC/MGC) - Safe haven, inflation hedge, rates sensitive
+  GC: {
+    name: 'Gold',
+    traits: ['safe-haven', 'inflation-hedge', 'rates-sensitive'],
+    bullish: [
+      'Gold bid on safe-haven demand',
+      'Precious metals rally, risk-off',
+      'Gold lifting on inflation fears',
+      'Real yields dropping, gold bullish',
+      'Flight to safety supporting gold',
+      'Central bank buying supportive',
+      'Gold above resistance, bulls active',
+      'Dollar weakness lifting gold',
+      'Geopolitical uncertainty bid',
+      'Inflation hedge demand rising',
+    ],
+    bearish: [
+      'Gold offered on risk-on sentiment',
+      'Precious metals selling, yields rising',
+      'Gold dropping on Fed hawkishness',
+      'Real yields rising, gold bearish',
+      'Risk appetite reducing safe-haven demand',
+      'ETF outflows pressuring gold',
+      'Gold below support, bears in control',
+      'Dollar strength weighing on gold',
+      'Risk-on rotation out of metals',
+      'Inflation expectations cooling',
+    ],
+    neutral: [
+      'Gold consolidating near key level',
+      'Precious metals in balance',
+      'Gold watching Fed commentary',
+      'Real yields stable, gold range-bound',
+      'Safe-haven demand muted',
+    ],
+  },
+
+  // Russell 2000 (RTY/M2K) - Small caps, domestic, risk appetite
+  RTY: {
+    name: 'Russell 2000',
+    traits: ['small-cap', 'domestic', 'risk-appetite'],
+    bullish: [
+      'Small caps outperforming, risk-on',
+      'Russell leading, domestic strength',
+      'Risk appetite lifting small caps',
+      'RTY breaking out, breadth strong',
+      'Regional banks supporting index',
+      'Small cap rotation accelerating',
+      'Domestic economy optimism',
+      'Russell above key resistance',
+      'Risk-on favoring high-beta names',
+      'Small caps catching bid',
+    ],
+    bearish: [
+      'Small caps underperforming, risk-off',
+      'Russell lagging, credit concerns',
+      'Risk aversion hitting small caps',
+      'RTY breaking down, breadth weak',
+      'Regional bank weakness dragging',
+      'Small cap rotation reversing',
+      'Domestic economy concerns',
+      'Russell below support, bears active',
+      'Risk-off hitting high-beta names',
+      'Small caps under pressure',
+    ],
+    neutral: [
+      'Small caps consolidating',
+      'Russell in balance, watching rates',
+      'RTY range-bound, mixed signals',
+      'Small cap sentiment neutral',
+      'Regional banks mixed',
+    ],
+  },
+
+  // Dow Jones (YM/MYM) - Blue chips, value, defensive
+  YM: {
+    name: 'Dow Jones',
+    traits: ['blue-chip', 'value', 'defensive'],
+    bullish: [
+      'Blue chips leading, value rotation',
+      'Dow outperforming, defensive strength',
+      'Industrials lifting index',
+      'Value over growth trade active',
+      'Dow breaking out, old economy bid',
+      'Blue chip accumulation',
+      'Defensive sectors leading',
+      'YM above resistance, bulls active',
+      'Dow component strength broad',
+      'Value rotation accelerating',
+    ],
+    bearish: [
+      'Blue chips lagging, growth leading',
+      'Dow underperforming, cyclicals weak',
+      'Industrials dragging index',
+      'Growth over value trade active',
+      'Dow breaking down, selling pressure',
+      'Blue chip distribution',
+      'Defensive sectors under pressure',
+      'YM below support, bears pressing',
+      'Dow component weakness broad',
+      'Value rotation reversing',
+    ],
+    neutral: [
+      'Blue chips consolidating',
+      'Dow in balance, rotation mixed',
+      'YM range-bound, awaiting catalyst',
+      'Value/growth neutral',
+      'Industrials mixed',
+    ],
+  },
+};
+
+// Aliases for micro contracts
+INSTRUMENT_CONTEXT.MNQ = INSTRUMENT_CONTEXT.NQ;
+INSTRUMENT_CONTEXT.MES = INSTRUMENT_CONTEXT.ES;
+INSTRUMENT_CONTEXT.MCL = INSTRUMENT_CONTEXT.CL;
+INSTRUMENT_CONTEXT.MGC = INSTRUMENT_CONTEXT.GC;
+INSTRUMENT_CONTEXT.M2K = INSTRUMENT_CONTEXT.RTY;
+INSTRUMENT_CONTEXT.MYM = INSTRUMENT_CONTEXT.YM;
+
+// ============================================================================
+// STRATEGY CONTEXTS - Vocabulary specific to each strategy
+// ============================================================================
+
+const STRATEGY_CONTEXT = {
+  // HQX Ultra Scalping - QUANT based (Z-Score, VPIN, OFI)
+  'ultra-scalping': {
+    name: 'QUANT Scalping',
+    metrics: ['Z-Score', 'VPIN', 'OFI'],
+    warmup: [
+      'QUANT models calibrating',
+      'Statistical edge computation',
+      'Factor model initialization',
+      'Z-Score baseline forming',
+      'VPIN toxicity model loading',
+      'OFI imbalance calc active',
+      'Mean reversion params init',
+      'Volatility regime detection',
+      'Microstructure analysis loading',
+      'Tick distribution fitting',
+    ],
+    // Dynamic scanning messages - will be combined with real QUANT values
+    scanning: [
+      'Mean reversion scan active',
+      'Monitoring Z deviation',
+      'VPIN/OFI correlation check',
+      'Statistical edge scan',
+      'Factor alignment check',
+      'Regime detection active',
+      'Microstructure analysis',
+      'Tick flow monitoring',
+      'Volatility regime stable',
+      'Awaiting Z extremity',
+      'OFI flow balanced',
+      'VPIN toxicity normal',
+      'Mean convergence watch',
+      'Distribution tail scan',
+      'Alpha detection active',
+      'Momentum factor check',
+      'Price discovery tracking',
+      'Orderflow imbalance scan',
+      'Statistical noise filter',
+      'Edge detection running',
+    ],
+    signal: [
+      'Statistical edge detected',
+      'Z-Score extreme - mean reversion',
+      'VPIN/OFI alignment confirmed',
+      'Factor model signal active',
+      'Mean reversion setup',
+      'Statistical alpha found',
+      'Regime shift confirmed',
+      'Edge exploitation ready',
+      'QUANT signal triggered',
+      'Model confidence high',
+    ],
+  },
+
+  // HQX-2B Liquidity Sweep - Price action based (bars, swings, zones)
+  'hqx-2b': {
+    name: '2B Liquidity Sweep',
+    metrics: ['Swings', 'Zones', 'Sweeps'],
+    warmup: [
+      'Building swing structure',
+      'Mapping liquidity zones',
+      'Detecting pivot points',
+      'Zone formation analysis',
+      'Swing detection active',
+      'Price structure mapping',
+      'Liquidity pool scanning',
+      'Support/resistance mapping',
+      'Order block detection',
+      'Market structure loading',
+    ],
+    scanning: [
+      'Monitoring swing structure',
+      'No zone in range',
+      'Waiting for sweep setup',
+      'Price away from zones',
+      'No liquidity sweep detected',
+      'Watching for pivot break',
+      'Structure intact, no setup',
+      'Zones mapped, awaiting price',
+      'Swing highs/lows holding',
+      'No 2B pattern forming',
+    ],
+    signal: [
+      'Liquidity sweep detected',
+      'Zone penetration confirmed',
+      '2B reversal pattern forming',
+      'Stop hunt completed',
+      'Sweep and reject signal',
+      'Zone touch with rejection',
+      'Liquidity taken, reversing',
+      'False break confirmed',
+      '2B setup triggered',
+      'Zone sweep entry active',
+    ],
+  },
+};
+
+// ============================================================================
+// MESSAGE GENERATOR
+// ============================================================================
+
+/**
+ * Get contextual message based on instrument and strategy
+ * @param {string} symbol - Contract symbol (e.g., 'MNQH6', 'ESH6')
+ * @param {string} strategyId - Strategy ID ('ultra-scalping' or 'hqx-2b')
+ * @param {string} context - Message context ('bullish', 'bearish', 'neutral', 'warmup', 'scanning', 'signal')
+ * @returns {string} Contextual message
+ */
+function getContextualMessage(symbol, strategyId, context) {
+  // Extract base symbol (remove contract month)
+  const baseSymbol = symbol.replace(/[FGHJKMNQUVXZ]\d{1,2}(:|$).*/, '').toUpperCase();
+  
+  // Get instrument context
+  const instrument = INSTRUMENT_CONTEXT[baseSymbol] || INSTRUMENT_CONTEXT.ES; // Default to ES
+  
+  // Get strategy context
+  const strategy = STRATEGY_CONTEXT[strategyId] || STRATEGY_CONTEXT['hqx-2b'];
+  
+  let pool = [];
+  
+  // Market direction messages (from instrument)
+  if (context === 'bullish' || context === 'bearish' || context === 'neutral') {
+    pool = instrument[context] || [];
+  }
+  // Strategy state messages
+  else if (context === 'warmup' || context === 'scanning' || context === 'signal') {
+    pool = strategy[context] || [];
+  }
+  
+  // Return random message from pool, or fallback
+  if (pool.length > 0) {
+    return pool[Math.floor(Math.random() * pool.length)];
+  }
+  
+  return 'Analyzing market conditions...';
+}
+
+/**
+ * Get instrument name from symbol
+ */
+function getInstrumentName(symbol) {
+  const baseSymbol = symbol.replace(/[FGHJKMNQUVXZ]\d{1,2}(:|$).*/, '').toUpperCase();
+  return INSTRUMENT_CONTEXT[baseSymbol]?.name || 'Futures';
+}
+
+module.exports = {
+  INSTRUMENT_CONTEXT,
+  STRATEGY_CONTEXT,
+  getContextualMessage,
+  getInstrumentName,
+};

package/src/lib/smart-logs-engine.js

@@ -14,6 +14,7 @@
 
 const chalk = require('chalk');
 const smartLogs = require('./smart-logs');
+const { getContextualMessage } = require('./smart-logs-context');
 
 const CONFIG = { 
   SESSION_LOG_INTERVAL: 10,
@@ -27,6 +28,8 @@ const CONFIG = {
   OFI_THRESHOLD: 0.15,
   VPIN_TOXIC: 0.6,
   QUANT_WARMUP_TICKS: 250,
+  // Heartbeat interval - frequent updates in scanning mode
+  HEARTBEAT_MS: 5000,  // 5 seconds
 };
 
 const SYMBOLS = {
@@ -51,7 +54,7 @@ class SmartLogsEngine {
     this.symbolCode = symbol;
     this.counter = 0;
     this.lastState = null;
-    this.lastHeartbeat = 0;
+    this.lastLogTime = 0;
     
     // State tracking for event detection (both strategies)
     this.lastBias = null;
@@ -66,6 +69,10 @@ class SmartLogsEngine {
     // QUANT specific
     this.lastZRegime = null;
     this.lastVpinToxic = false;
+    this.lastPrice = 0;
+    this.lastLoggedZ = null;
+    this.lastLoggedOfi = null;
+    this.recentMessages = [];
   }
 
   setSymbol(s) { this.symbolCode = s; }
@@ -113,34 +120,36 @@ class SmartLogsEngine {
     if (bars >= 10 && !this.warmupLogged) {
       this.warmupLogged = true;
       event = 'warmup';
-      message = `[${sym}] Strategy ready | ${bars} bars | Scanning for setups`;
+      const warmupMsg = getContextualMessage(this.symbolCode, this.strategyId, 'warmup');
+      message = `[${sym}] 2B ready | ${bars} bars | ${warmupMsg}`;
       logType = 'system';
     }
     // EVENT 2: New zone created
     else if (zones > this.lastZones && zones > 0) {
       event = 'new_zone';
-      const liveMsg = smartLogs.getLiveAnalysisLog({ trend, bars, swings, zones, nearZone, setupForming: false });
-      message = `[${sym}] ${price} | Zone #${zones} created | ${liveMsg}`;
+      const signalMsg = getContextualMessage(this.symbolCode, this.strategyId, 'signal');
+      message = `[${sym}] ${price} | Zone #${zones} | ${signalMsg}`;
       logType = 'signal';
     }
     // EVENT 3: New swing detected
     else if (swings > this.lastSwings && swings > 0) {
       event = 'new_swing';
-      const liveMsg = smartLogs.getLiveAnalysisLog({ trend, bars, swings, zones, nearZone, setupForming: false });
-      message = `[${sym}] ${price} | Swing #${swings} | ${liveMsg}`;
+      const scanMsg = getContextualMessage(this.symbolCode, this.strategyId, 'scanning');
+      message = `[${sym}] ${price} | Swing #${swings} | ${scanMsg}`;
     }
     // EVENT 4: Zone approach (price near zone)
     else if (nearZone && !this.lastNearZone && zones > 0) {
       event = 'zone_approach';
-      const liveMsg = smartLogs.getLiveAnalysisLog({ trend, bars, swings, zones, nearZone: true, setupForming: true });
-      message = `[${sym}] ${price} | Approaching zone | ${liveMsg}`;
+      const signalMsg = getContextualMessage(this.symbolCode, this.strategyId, 'signal');
+      message = `[${sym}] ${price} | Zone approach | ${signalMsg}`;
       logType = 'signal';
     }
     // EVENT 5: Bias flip
     else if (this.lastBias && trend !== this.lastBias && trend !== 'neutral' && this.lastBias !== 'neutral') {
       event = 'bias_flip';
       const arrow = trend === 'bullish' ? chalk.green('▲') : chalk.red('▼');
-      message = `[${sym}] ${arrow} Bias: ${this.lastBias} → ${trend} | Delta: ${delta}`;
+      const flipMsg = getContextualMessage(this.symbolCode, this.strategyId, trend);
+      message = `[${sym}] ${arrow} ${this.lastBias} → ${trend} | ${flipMsg}`;
     }
 
     // Update state tracking
@@ -176,33 +185,38 @@ class SmartLogsEngine {
     if (ticks >= CONFIG.QUANT_WARMUP_TICKS && !this.warmupLogged) {
       this.warmupLogged = true;
       event = 'warmup';
-      message = `[${sym}] QUANT models ready | ${ticks} ticks | Z-Score/VPIN/OFI active`;
+      const warmupMsg = getContextualMessage(this.symbolCode, this.strategyId, 'warmup');
+      message = `[${sym}] QUANT ready | ${ticks} ticks | ${warmupMsg}`;
       logType = 'system';
     }
     // EVENT 2: Z-Score regime change
     else if (this.lastZRegime !== null && zRegime !== this.lastZRegime) {
       event = 'z_regime';
-      const liveState = { trend: bias, bars: ticks, swings: absZ >= 1.0 ? 1 : 0, zones: absZ >= 1.5 ? 1 : 0, nearZone: absZ >= 1.5, setupForming: absZ >= 2.0 };
-      const liveMsg = smartLogs.getLiveAnalysisLog(liveState);
+      // Get instrument-specific market context message
+      const marketCtx = bias === 'bullish' ? 'bullish' : bias === 'bearish' ? 'bearish' : 'neutral';
+      const instrumentMsg = getContextualMessage(this.symbolCode, this.strategyId, marketCtx);
       
       if (zRegime === 'extreme') {
         logType = 'signal';
         const dir = zScore < 0 ? 'LONG' : 'SHORT';
-        message = `[${sym}] ${price} | Z: ${zScore.toFixed(1)}σ | ${dir} edge | ${liveMsg}`;
+        const signalMsg = getContextualMessage(this.symbolCode, this.strategyId, 'signal');
+        message = `[${sym}] ${price} | Z: ${zScore.toFixed(1)}σ | ${dir} | ${signalMsg}`;
       } else if (zRegime === 'high') {
         logType = 'signal';
-        message = `[${sym}] ${price} | Z: ${zScore.toFixed(1)}σ approaching | ${liveMsg}`;
+        message = `[${sym}] ${price} | Z: ${zScore.toFixed(1)}σ | ${instrumentMsg}`;
       } else if (zRegime === 'building') {
-        message = `[${sym}] ${price} | Z building (${zScore.toFixed(1)}σ) | ${liveMsg}`;
+        message = `[${sym}] ${price} | Z building (${zScore.toFixed(1)}σ) | ${instrumentMsg}`;
       } else {
-        message = `[${sym}] ${price} | Z normalized | ${liveMsg}`;
+        const scanMsg = getContextualMessage(this.symbolCode, this.strategyId, 'scanning');
+        message = `[${sym}] ${price} | Z normalized | ${scanMsg}`;
       }
     }
     // EVENT 3: Bias flip (OFI direction change)
     else if (this.lastBias !== null && bias !== this.lastBias && bias !== 'neutral' && this.lastBias !== 'neutral') {
       event = 'bias_flip';
       const arrow = bias === 'bullish' ? chalk.green('▲') : chalk.red('▼');
-      message = `[${sym}] ${arrow} OFI flip: ${this.lastBias} → ${bias} | ${(ofi * 100).toFixed(0)}%`;
+      const flipMsg = getContextualMessage(this.symbolCode, this.strategyId, bias);
+      message = `[${sym}] ${arrow} OFI: ${this.lastBias} → ${bias} | ${flipMsg}`;
     }
     // EVENT 4: VPIN toxicity change
     else if (this.lastVpinToxic !== null && vpinToxic !== this.lastVpinToxic) {
@@ -221,18 +235,62 @@ class SmartLogsEngine {
     this.lastVpinToxic = vpinToxic;
 
     if (event && message) {
-      this.lastHeartbeat = Date.now();
+      this.lastLogTime = Date.now();
+      this.lastPrice = state.price;
+      this.lastLoggedZ = zScore;
+      this.lastLoggedOfi = ofi;
       return { type: logType, message, logToSession: event === 'z_regime' || event === 'bias_flip' };
     }
     
-    // HEARTBEAT: Show status every 30s when no events (proves strategy is active)
+    // REAL-TIME LOGS: Every second, show meaningful market activity
     const now = Date.now();
-    if (this.warmupLogged && now - this.lastHeartbeat >= 30000) {
-      this.lastHeartbeat = now;
-      const liveMsg = smartLogs.getLiveAnalysisLog({ trend: bias, bars: ticks, swings: 0, zones: 0, nearZone: false, setupForming: false });
+    if (this.warmupLogged && now - this.lastLogTime >= 1000) {
+      const price = state.price || 0;
+      const priceChange = this.lastPrice ? price - this.lastPrice : 0;
+      const zChange = this.lastLoggedZ !== null ? zScore - this.lastLoggedZ : 0;
+      const ofiChange = this.lastLoggedOfi !== null ? ofi - this.lastLoggedOfi : 0;
+      
+      this.lastLogTime = now;
+      this.lastPrice = price;
+      this.lastLoggedZ = zScore;
+      this.lastLoggedOfi = ofi;
+      
+      // Build contextual message based on what's actually happening
+      const zStr = zScore >= 0 ? `+${zScore.toFixed(1)}` : zScore.toFixed(1);
+      const ofiPct = (ofi * 100).toFixed(0);
+      const vpinPct = (vpin * 100).toFixed(0);
+      
+      // Determine what's notable RIGHT NOW
+      let context;
+      if (Math.abs(priceChange) >= 0.5) {
+        // Price moved significantly
+        const dir = priceChange > 0 ? 'uptick' : 'downtick';
+        const ticks = Math.abs(priceChange / 0.25).toFixed(0);
+        context = `${dir} ${ticks}t`;
+      } else if (Math.abs(zChange) >= 0.3) {
+        // Z-Score shifting
+        context = zChange > 0 ? 'Z expanding' : 'Z contracting';
+      } else if (Math.abs(ofiChange) >= 0.05) {
+        // OFI shifting
+        context = ofiChange > 0 ? 'buying pressure' : 'selling pressure';
+      } else if (absZ >= 1.5) {
+        // In signal zone
+        const dir = zScore < 0 ? 'LONG zone' : 'SHORT zone';
+        context = dir;
+      } else if (Math.abs(ofi) >= 0.15) {
+        // Strong flow
+        context = ofi > 0 ? 'bid strength' : 'offer strength';
+      } else if (vpin > 0.4) {
+        // Elevated VPIN
+        context = 'elevated toxicity';
+      } else {
+        // Get instrument-specific neutral message
+        context = getContextualMessage(this.symbolCode, this.strategyId, 'neutral');
+      }
+      
       return {
         type: 'analysis',
-        message: `[${sym}] ${price} | Z: ${zScore.toFixed(1)}σ | OFI: ${(ofi * 100).toFixed(0)}% | ${liveMsg}`,
+        message: `[${sym}] ${price.toFixed(2)} | Z: ${zStr}σ | OFI: ${ofiPct}% | ${context}`,
         logToSession: false
       };
     }
@@ -245,7 +303,7 @@ class SmartLogsEngine {
     this.counter = 0;
     this.lastBias = null;
     this.warmupLogged = false;
-    this.lastHeartbeat = 0;
+    this.lastLogTime = 0;
     // HQX-2B
     this.lastBars = 0;
     this.lastSwings = 0;
@@ -254,6 +312,10 @@ class SmartLogsEngine {
     // QUANT
     this.lastZRegime = null;
     this.lastVpinToxic = false;
+    this.lastPrice = 0;
+    this.lastLoggedZ = null;
+    this.lastLoggedOfi = null;
+    this.recentMessages = [];
   }
 }