patchwork-os 0.2.0-beta.9.canary.92 → 1.1.0-beta.1

package/dist/ta/desk/collectors.js

@@ -0,0 +1,450 @@
+/**
+ * collectors.ts — free-no-key feed collectors for the QUMO honest desk.
+ *
+ * Each collector wraps fetch in try/catch → FeedResult {value|null, asOf,
+ * source, state}. Successful pulls append a snapshot to
+ * ~/.patchwork/qumo-cache/<feed>.jsonl so the ~30d-retention derivative feeds
+ * accrete history from launch date. NEVER fabricates a value — failure → null
+ * + state 'offline'.
+ *
+ * Endpoints mirror src/recipes/tools/market.ts (same hosts/shapes). Run off-box
+ * on the local Mac only (the VPS http tool is POST-only with no crypto tools).
+ * Atlas adds a NET-NEW CoinGecko /coins/categories collector (DESIGN feed #13).
+ */
+import { appendFileSync, mkdirSync } from "node:fs";
+import { homedir } from "node:os";
+import path from "node:path";
+import { coerceCandles } from "../backtest/ingest.js";
+const CACHE_DIR = path.join(homedir(), ".patchwork", "qumo-cache");
+const UA = { "User-Agent": "patchwork-qumo-desk/1.0" };
+/** Append one snapshot line to the per-feed cache (best-effort, never throws). */
+function cache(feed, value) {
+    try {
+        mkdirSync(CACHE_DIR, { recursive: true });
+        appendFileSync(path.join(CACHE_DIR, `${feed}.jsonl`), `${JSON.stringify({ ts: new Date().toISOString(), value })}\n`);
+    }
+    catch {
+        // cache write failure is non-fatal — the desk still posts live values
+    }
+}
+async function getJson(url, timeoutMs = 10_000) {
+    const ctrl = new AbortController();
+    const timer = setTimeout(() => ctrl.abort(), timeoutMs);
+    try {
+        const res = await fetch(url, { signal: ctrl.signal, headers: UA });
+        if (!res.ok)
+            throw new Error(`HTTP ${res.status}`);
+        return await res.json();
+    }
+    finally {
+        clearTimeout(timer);
+    }
+}
+function nowIso() {
+    return new Date().toISOString();
+}
+function offline(source, state = "offline") {
+    return { value: null, asOf: null, source, state };
+}
+/** BTC 1d klines — the price-only validated substrate. */
+async function collectBtc1d() {
+    const src = "api.binance.com";
+    try {
+        const json = await getJson("https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1d&limit=400");
+        const candles = coerceCandles(json);
+        if (candles.length < 2)
+            return offline("api.binance.com");
+        cache("btc1d", {
+            count: candles.length,
+            last: candles[candles.length - 1],
+        });
+        return {
+            value: candles,
+            asOf: new Date(candles[candles.length - 1].openTime).toISOString(),
+            source: src,
+            state: "live",
+        };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/** 24h percent change for BTC (verbatim feed value). */
+async function collectBtc24h() {
+    const src = "api.binance.com";
+    try {
+        const json = (await getJson("https://api.binance.com/api/v3/ticker/24hr?symbol=BTCUSDT"));
+        const pct = Number(json.priceChangePercent);
+        if (!Number.isFinite(pct))
+            return offline(src);
+        const rounded = Number(pct.toFixed(1));
+        cache("btc24h", rounded);
+        return { value: rounded, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/** Current funding rate (fraction). */
+async function collectFunding() {
+    const src = "fapi.binance.com";
+    try {
+        const json = (await getJson("https://fapi.binance.com/fapi/v1/premiumIndex?symbol=BTCUSDT"));
+        const rate = Number(json.lastFundingRate);
+        if (!Number.isFinite(rate))
+            return offline(src);
+        // render as percent with 3dp (e.g. -0.006)
+        const pct = Number((rate * 100).toFixed(3));
+        cache("funding", pct);
+        return { value: pct, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/** Taker buy ratio → percent (archived, no lean). */
+async function collectTakerBuy() {
+    const src = "fapi.binance.com";
+    try {
+        const json = (await getJson("https://fapi.binance.com/futures/data/takerlongshortRatio?symbol=BTCUSDT&period=1d&limit=1"));
+        const last = Array.isArray(json) ? json[json.length - 1] : undefined;
+        const ratio = Number(last?.buySellRatio);
+        if (!Number.isFinite(ratio))
+            return offline(src);
+        // buy share = ratio / (ratio + 1)
+        const pct = Math.round((ratio / (ratio + 1)) * 100);
+        cache("takerBuy", pct);
+        return { value: pct, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/** Global crowd long percent (archived, no lean). */
+async function collectCrowdLong() {
+    const src = "fapi.binance.com";
+    try {
+        const json = (await getJson("https://fapi.binance.com/futures/data/globalLongShortAccountRatio?symbol=BTCUSDT&period=1d&limit=1"));
+        const last = Array.isArray(json) ? json[json.length - 1] : undefined;
+        const longFrac = Number(last?.longAccount);
+        if (!Number.isFinite(longFrac))
+            return offline(src);
+        const pct = Math.round(longFrac * 100);
+        cache("crowdLong", pct);
+        return { value: pct, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/**
+ * OI change percent first→last over ~30d window (archived, no lean) PLUS the
+ * latest absolute perp-OI notional ($) — the LAST element's sumOpenInterestValue.
+ * Both derive from the SAME openInterestHist fetch (no extra network call). The
+ * notional is the total perp OI $ pool the liq-geometry surface reports as the
+ * pool that COULD be exposed (NOT distributed — no per-position entry/leverage).
+ */
+async function collectOiChange() {
+    const src = "fapi.binance.com";
+    try {
+        const json = (await getJson("https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=1d&limit=30"));
+        if (!Array.isArray(json) || json.length < 2) {
+            return { pct: offline(src), notional: offline(src) };
+        }
+        const first = Number(json[0]?.sumOpenInterestValue);
+        const last = Number(json[json.length - 1]?.sumOpenInterestValue);
+        if (!(first > 0) || !Number.isFinite(last)) {
+            return { pct: offline(src), notional: offline(src) };
+        }
+        const pct = Math.round(((last - first) / first) * 100);
+        cache("oiChange", pct);
+        const notionalVal = last > 0 ? Math.round(last) : null;
+        if (notionalVal !== null)
+            cache("oiNotional", notionalVal);
+        const stamp = nowIso();
+        return {
+            pct: { value: pct, asOf: stamp, source: src, state: "live" },
+            notional: notionalVal !== null
+                ? { value: notionalVal, asOf: stamp, source: src, state: "live" }
+                : offline(src),
+        };
+    }
+    catch {
+        return { pct: offline(src), notional: offline(src) };
+    }
+}
+/** Fear & Greed 0-100. */
+async function collectFeargreed() {
+    const src = "api.alternative.me";
+    try {
+        const json = (await getJson("https://api.alternative.me/fng/?limit=1"));
+        const v = Number(json.data?.[0]?.value);
+        if (!Number.isFinite(v))
+            return offline(src);
+        cache("feargreed", v);
+        return { value: v, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/**
+ * Breadth — count of tracked majors green/red over 24h. Deterministic realized
+ * count, not a composite. Uses a fixed small tracked set (no survivorship math).
+ */
+const BREADTH_SYMBOLS = [
+    "BTCUSDT",
+    "ETHUSDT",
+    "SOLUSDT",
+    "BNBUSDT",
+    "XRPUSDT",
+    "ADAUSDT",
+];
+async function collectBreadth() {
+    const src = "api.binance.com";
+    try {
+        const json = (await getJson("https://api.binance.com/api/v3/ticker/24hr"));
+        if (!Array.isArray(json))
+            return offline(src);
+        const want = new Set(BREADTH_SYMBOLS);
+        let green = 0;
+        let red = 0;
+        let universe = 0;
+        for (const t of json) {
+            if (!want.has(String(t.symbol)))
+                continue;
+            const pct = Number(t.priceChangePercent);
+            if (!Number.isFinite(pct))
+                continue;
+            universe++;
+            if (pct >= 0)
+                green++;
+            else
+                red++;
+        }
+        if (universe === 0)
+            return offline(src);
+        const value = { green, red, universe };
+        cache("breadth", value);
+        return { value, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/**
+ * Atlas — NET-NEW CoinGecko /coins/categories collector. 24h realized sector
+ * market-cap change + leader symbols (location only, no edge). Ships
+ * offline-gracefully if rate-limited (the most fragile v1 surface).
+ *
+ * /coins/categories serves a 24h market-cap change — that is the honest
+ * realized number and is labeled as 24h everywhere (NOT 7d). The free endpoint
+ * serves NO per-leader %, so leaders carry symbols only (no fabricated %).
+ *
+ * Demo key via env COINGECKO_API_KEY (header x-cg-demo-api-key); falls back to
+ * the public no-key endpoint (unstable rate limit).
+ */
+async function collectAtlas() {
+    const src = "api.coingecko.com";
+    const key = process.env.COINGECKO_API_KEY;
+    const base = "https://api.coingecko.com/api/v3/coins/categories?order=market_cap_change_24h_desc";
+    const url = key
+        ? `${base}&x_cg_demo_api_key=${encodeURIComponent(key)}`
+        : base;
+    try {
+        const json = (await getJson(url, 12_000));
+        if (!Array.isArray(json) || json.length === 0)
+            return offline(src);
+        // Curated MACRO sectors only. CoinGecko's /categories returns hundreds of
+        // niche buckets ("Backpack Securities Ecosystem", launchpads, etc.); sorting
+        // those by 24h change surfaces micro-cap noise, not a meaningful rotation
+        // read. Anchor to the canonical broad-category names so we get the real
+        // AI / L1 / L2 / DeFi / RWA / Meme / Gaming / DePIN macro buckets.
+        const SECTOR_ALLOW = [
+            { re: /^artificial intelligence/i, label: "AI" },
+            { re: /^layer 1\b/i, label: "L1" },
+            { re: /^layer 2\b/i, label: "L2" },
+            { re: /^decentralized finance/i, label: "DeFi" },
+            { re: /^real world assets/i, label: "RWA" },
+            { re: /^meme$/i, label: "Meme" },
+            { re: /^gaming/i, label: "Gaming" },
+            { re: /^depin\b/i, label: "DePIN" },
+        ];
+        const seen = new Set();
+        const rows = [];
+        for (const c of json) {
+            if (!Number.isFinite(c.market_cap_change_24h))
+                continue;
+            const hit = SECTOR_ALLOW.find((s) => s.re.test(String(c.name ?? "")));
+            if (!hit || seen.has(hit.label))
+                continue; // one row per macro sector
+            seen.add(hit.label);
+            rows.push({
+                name: hit.label,
+                change24hPct: Number(c.market_cap_change_24h.toFixed(1)),
+                leaders: (c.top_3_coins_id ?? []).slice(0, 2).map((id) => String(id)),
+            });
+        }
+        rows.sort((a, b) => b.change24hPct - a.change24hPct);
+        if (rows.length === 0)
+            return offline(src);
+        cache("atlas", rows);
+        return { value: rows, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/**
+ * Order-book depth — Binance USDM futures REST snapshot (BTC v1, no key).
+ * Returns the raw book (price/qty coerced to numbers, qty in BTC). The surface
+ * derives structure/location only (no direction). Fail-soft → null.
+ */
+async function collectDepth() {
+    const src = "fapi.binance.com";
+    try {
+        const json = (await getJson("https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=1000"));
+        const coerce = (rows) => (Array.isArray(rows) ? rows : [])
+            .map(([p, q]) => [Number(p), Number(q)])
+            .filter(([p, q]) => Number.isFinite(p) && Number.isFinite(q) && p > 0 && q > 0);
+        const bids = coerce(json.bids);
+        const asks = coerce(json.asks);
+        if (bids.length === 0 || asks.length === 0)
+            return offline(src);
+        // Binance returns bids descending, asks ascending — keep that ordering.
+        const book = { bids, asks };
+        cache("depth", {
+            bidLevels: bids.length,
+            askLevels: asks.length,
+            bestBid: bids[0]?.[0],
+            bestAsk: asks[0]?.[0],
+        });
+        return { value: book, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+/**
+ * Deribit BTC options book summary — front-expiry max-pain substrate (no key).
+ * Parses strike + C/P + expiry from each instrument_name; carries open_interest
+ * (BTC). The surface filters to the nearest expiry and computes max-pain.
+ * Fail-soft → null (rendered as "Deribit options: feed offline").
+ */
+async function collectDeribitOptions() {
+    const src = "deribit.com";
+    try {
+        const json = (await getJson("https://www.deribit.com/api/v2/public/get_book_summary_by_currency?currency=BTC&kind=option", 12_000));
+        const result = Array.isArray(json.result) ? json.result : [];
+        if (result.length === 0)
+            return offline(src);
+        const rows = [];
+        for (const r of result) {
+            const parsed = parseInstrument(String(r.instrument_name ?? ""));
+            if (!parsed)
+                continue;
+            const oi = Number(r.open_interest);
+            if (!Number.isFinite(oi) || oi <= 0)
+                continue;
+            rows.push({ ...parsed, openInterest: oi });
+        }
+        if (rows.length === 0)
+            return offline(src);
+        cache("options", { instruments: rows.length });
+        return { value: rows, asOf: nowIso(), source: src, state: "live" };
+    }
+    catch {
+        return offline(src);
+    }
+}
+const MONTHS = {
+    JAN: 0,
+    FEB: 1,
+    MAR: 2,
+    APR: 3,
+    MAY: 4,
+    JUN: 5,
+    JUL: 6,
+    AUG: 7,
+    SEP: 8,
+    OCT: 9,
+    NOV: 10,
+    DEC: 11,
+};
+/**
+ * Parse a Deribit option instrument_name "BTC-27JUN26-60000-C" →
+ * { strike, kind, expiry, expiryMs }. Returns null on any malformed token.
+ */
+function parseInstrument(name) {
+    const parts = name.split("-");
+    if (parts.length !== 4)
+        return null;
+    const [, expiry, strikeStr, cp] = parts;
+    if (cp !== "C" && cp !== "P")
+        return null;
+    const strike = Number(strikeStr);
+    if (!Number.isFinite(strike) || strike <= 0)
+        return null;
+    // expiry shape: DDMMMYY (e.g. 27JUN26).
+    const m = /^(\d{1,2})([A-Z]{3})(\d{2})$/.exec(String(expiry));
+    if (!m)
+        return null;
+    const day = Number(m[1]);
+    const mon = MONTHS[m[2]];
+    const yr = 2000 + Number(m[3]);
+    if (mon === undefined || !Number.isFinite(day))
+        return null;
+    // Deribit options expire 08:00 UTC.
+    const expiryMs = Date.UTC(yr, mon, day, 8, 0, 0);
+    if (!Number.isFinite(expiryMs))
+        return null;
+    return { strike, kind: cp, expiry: String(expiry), expiryMs };
+}
+/** Collect all free feeds concurrently. Each is independently fail-soft. */
+export async function collectAll() {
+    const [btc1d, btc24hPct, funding, takerBuyPct, crowdLongPct, oi, feargreed, breadth, atlas, depth, options,] = await Promise.all([
+        collectBtc1d(),
+        collectBtc24h(),
+        collectFunding(),
+        collectTakerBuy(),
+        collectCrowdLong(),
+        collectOiChange(),
+        collectFeargreed(),
+        collectBreadth(),
+        collectAtlas(),
+        collectDepth(),
+        collectDeribitOptions(),
+    ]);
+    return {
+        btc1d,
+        btc24hPct,
+        funding,
+        takerBuyPct,
+        crowdLongPct,
+        oiChangePct: oi.pct,
+        oiNotional: oi.notional,
+        feargreed,
+        breadth,
+        atlas,
+        depth,
+        options,
+    };
+}
+/** A fully-offline Collected — used when --dry-run wants no network. */
+export function offlineCollected() {
+    return {
+        btc1d: offline("api.binance.com"),
+        btc24hPct: offline("api.binance.com"),
+        funding: offline("fapi.binance.com"),
+        takerBuyPct: offline("fapi.binance.com"),
+        crowdLongPct: offline("fapi.binance.com"),
+        oiChangePct: offline("fapi.binance.com"),
+        oiNotional: offline("fapi.binance.com"),
+        feargreed: offline("api.alternative.me"),
+        breadth: offline("api.binance.com"),
+        atlas: offline("api.coingecko.com"),
+        depth: offline("fapi.binance.com"),
+        options: offline("deribit.com"),
+    };
+}
+//# sourceMappingURL=collectors.js.map

package/dist/ta/desk/collectors.js.map

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package/dist/ta/desk/contract.d.ts

@@ -0,0 +1,51 @@
+/**
+ * contract.ts — assemble the FLAT payload + THREE asserts that ABORT loudly.
+ *
+ *   (a) JSON.stringify(payload).length < 7000
+ *   (b) every numbersIndex token is provenance-backed
+ *   (c) no banned field/token name present
+ *
+ * The code guarantee is the real moat boundary: a faithful LLM narrating a
+ * dishonest JSON would pass a byte-present judge, so the JSON must be honest by
+ * construction. On total feed failure this still produces a fully-degraded
+ * payload (surfaces become 'feed offline' lines; posture forced 'Standing
+ * aside').
+ */
+import type { Verdict } from "./cellBacktest.js";
+import type { LedgerSummary } from "./deskLedger.js";
+import type { LiqTapeSummary } from "./liqTape.js";
+import type { Collected, QumoPayload, QumoTrade, SurfaceFragment } from "./types.js";
+export declare class ContractError extends Error {
+}
+export interface AssembleInput {
+    feeds: Collected;
+    trade: QumoTrade | null;
+    ledger: LedgerSummary;
+    /** tri-count from live ledger files (open/graded). */
+    tri: {
+        nRisk: number;
+        nWatch: number;
+        nConfirm: number;
+    };
+    nowMs: number;
+    /** whether the ledger summary was a cached/degraded read. */
+    cachedLedger: boolean;
+    /** Latest verdicts from cellBacktest.ts kill-gate battery (optional). */
+    verdicts?: Map<string, Verdict>;
+    /** Live liq tape summary from resident collector (optional). */
+    liqTape?: LiqTapeSummary | null;
+}
+/** Build the flat payload and run the three asserts before returning it. */
+export declare function assemblePayload(input: AssembleInput): QumoPayload;
+/**
+ * The THREE asserts. Throws ContractError (loud abort) on any failure.
+ * Exported so the build-failing unit test can call it directly.
+ */
+export declare function assertContract(payload: QumoPayload, frags: SurfaceFragment[]): void;
+/**
+ * A fully-degraded payload for total feed failure (still POSTed). Routed
+ * through assertContract so the static prose can never silently drift to
+ * narrate a number outside its index or a banned name — the provenance
+ * round-trip holds on the exact path (total feed failure) where it matters most.
+ */
+export declare function degradedPayload(nowMs: number): QumoPayload;