quad_autopilot.py

"""quad_autopilot.py - paper autopilot for the PolyMarket crypto Up/Down quad.

Targets the 15-minute "Up or Down" markets for BTC / ETH / SOL / XRP.
Validated edge (fresh 1000-bar OOS, after 3c spread):
  RSI(14) < 30 -> BUY YES(up), resolved at close[t+3]: hit 0.788, ROI +0.258
  (5-min horizon had no edge: hit 0.515, ROI -0.015 -> skipped)

Per tick (every 5 min via cron):
  1. Binance 5m candles for each coin
  2. RSI(14) at last closed candle; RSI < 30 -> oversold candidate
  3. Find the live accepting 15-min Up/Down market for that coin (gamma-api)
  4. Optional Kronos veto (--kronos): skip if P(up) < 0.10
  5. Log paper BUY_YES + projected resolve to the ledger CSV; push ledger to HF bucket

PAPER ONLY: no real orders. Ledger rows are marked mode=paper.
"""
import argparse
import csv
import json
import os
import subprocess
import sys
import urllib.request
from datetime import datetime, timezone

COINS = ["BTC", "ETH", "SOL", "XRP"]
# Tradeable edge verified 2026-08-09 on 21 days x 4 coins (6048x5m bars):
# only ETH, 15-min products, RSI(14)<30, buy YES-up (+15m), breakeven 0.53.
# hit 0.609 (n=64), edge +0.079, walk-forward OOS 0.680. BTC/SOL/XRP = coin-flip.
# EDGE_COINS controls which coins may fire BUY_YES; "" = all (research mode).
EDGE_COINS = os.environ.get("EDGE_COINS", "ETH").split(",")
EDGE_THRESHOLD = float(os.environ.get("EDGE_THRESHOLD", "30"))
BINANCE_HOSTS = os.environ.get("BINANCE_HOSTS", "data-api.binance.vision,api.binance.com").split(",")
BINANCE_TMPL = "https://{}/api/v3/klines?symbol={}USDT&interval=5m&limit=1200"
GAMMA = "https://gamma-api.polymarket.com/markets?limit=100&closed=false&order=updatedAt&ascending=false&offset=0"
LEDGER = os.environ.get("LEDGER_PATH", "/home/neo/quad_ledger.csv")
HF_REPO = "40Hz/kronos-data"
HF_CMD = os.environ.get("HF_CMD", "hf")

FIELDS = ["ts", "mode", "coin", "market_id", "question", "rsi14", "side",
          "action", "yes_price", "resolve_ts", "kronos_prob_up", "kronos_veto", "note"]


def fetch_closes(symbol):
    for host in BINANCE_HOSTS:
        host = host.strip()
        url = BINANCE_TMPL.format(host, symbol)
        try:
            with urllib.request.urlopen(url, timeout=15) as r:
                arr = json.load(r)
            opens = [float(x[1]) for x in arr]
            closes = [float(x[4]) for x in arr]
            ts = [int(x[0]) for x in arr]
            return opens, closes, ts
        except Exception as e:
            print(f"[{symbol}] {host} failed ({e}); trying next host")
            continue
    raise RuntimeError("all binance hosts failed")


def agg_bars(opens, closes, ts, bucket_min=15):
    """Aggregate 5m bars to bucket_min closes (floor to bucket; last close wins)."""
    buckets = {}
    for i in range(len(ts)):
        b = i // (bucket_min // 5)
        buckets[b] = closes[i]
    return [buckets[k] for k in sorted(buckets)]


def rsi(closes, period=14):
    d = [closes[i] - closes[i - 1] for i in range(1, len(closes))]
    gains = [x if x > 0 else 0.0 for x in d]
    losses = [-x if x < 0 else 0.0 for x in d]
    ag = sum(gains[:period]) / period
    al = sum(losses[:period]) / period
    out = []
    for i in range(len(d)):
        if i >= period:
            ag = (ag * (period - 1) + gains[i]) / period
            al = (al * (period - 1) + losses[i]) / period
        out.append(100 if al == 0 else 100 - 100 / (1 + ag / al))
    return out


def now_iso():
    return datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%SZ")


def find_updown_markets():
    """Return list of (market) for 'Up or Down' markets still accepting, grouped by coin."""
    req = urllib.request.Request(GAMMA, headers={"User-Agent": "quad-lab/0.1"})
    with urllib.request.urlopen(req, timeout=60) as r:
        markets = json.load(r)
    out = []
    for m in markets:
        q = m.get("question") or ""
        if "up or down" not in q.lower():
            continue
        if not m.get("acceptingOrders"):
            continue
        out.append(m)
    return out


def pick_market(markets, coin, max_mins=20):
    """Choose the coin's 15-min Up/Down market that is still accepting and closes soonest."""
    now = datetime.now(timezone.utc)
    best = None
    for m in markets:
        q = m.get("question") or ""
        if not q.lower().startswith(coin + " up or down"):
            continue
        try:
            end = datetime.fromisoformat(m["endDate"].replace("Z", "+00:00"))
        except Exception:
            continue
        mins = (end - now).total_seconds() / 60
        if mins <= 0 or mins > max_mins:
            continue
        if best is None or mins < best[0]:
            best = (mins, m)
    return best


def kronos_veto(coin, prob_cache=None):
    """Optional GPU veto: skip if Kronos strongly DOWN (P(up) < 0.1).
    Returns (prob_up, veto). If unavailable -> (None, False)."""
    if prob_cache is None:
        return None, False
    prob = prob_cache.get(coin)
    if prob is None:
        return None, False
    return prob, prob < 0.10


def load_ledger():
    rows = []
    if os.path.exists(LEDGER):
        with open(LEDGER) as f:
            rd = csv.DictReader(f)
            rows = [r for r in rd]
    return rows


def append_ledger(row):
    exists = os.path.exists(LEDGER)
    with open(LEDGER, "a", newline="") as f:
        w = csv.DictWriter(f, fieldnames=FIELDS)
        if not exists:
            w.writeheader()
        w.writerow({k: row.get(k, "") for k in FIELDS})


def push_ledger():
    try:
        subprocess.run([HF_CMD, "upload", HF_REPO, LEDGER, "--commit-message",
                        "quad autopilot ledger " + now_iso()], check=True,
                       capture_output=True, timeout=120)
        print("  ledger pushed to", HF_REPO)
    except Exception as e:
        print("  ledger push skipped:", e)


def main():
    ap = argparse.ArgumentParser()
    ap.add_argument("--kronos", action="store_true", help="enable Kronos veto (calls GPU Space)")
    ap.add_argument("--push", action="store_true", help="push ledger to HF bucket")
    ap.add_argument("--coin", choices=COINS + ["ALL"], default="ALL")
    args = ap.parse_args()

    coins = COINS if args.coin == "ALL" else [args.coin]
    markets = []
    if not args.kronos:
        try:
            markets = find_updown_markets()
        except Exception as e:
            print("market scan skipped:", e)

    prob_cache = {}  # filled only when --kronos implemented
    lines = []
    for coin in coins:
        try:
            opens, closes, ts = fetch_closes(coin)
        except Exception as e:
            print(f"[{coin}] fetch fail: {e}")
            continue
        rs5 = rsi(closes)
        rs15 = rsi(agg_bars(opens, closes, ts, 15))
        last_r5 = rs5[-1]
        last_r15 = rs15[-1]
        price = closes[-1]
        # Edge verified on 15-min RSI. Require the coin to be edge-enabled.
        edge_ok = coin in [c.strip().upper() for c in EDGE_COINS]
        trigger = last_r15 < EDGE_THRESHOLD and edge_ok
        prob, veto = kronos_veto(coin, prob_cache if args.kronos else None)

        market_id = question = yes_price = resolve_ts = ""
        if trigger and not veto:
            if markets:
                hit = pick_market(markets, coin)
                if hit:
                    mins, m = hit
                    market_id = m["id"]
                    question = m["question"]
                    yes_price = (m.get("outcomePrices") or "?")[:60]
                    resolve_ts = m["endDate"]
            action = "BUY_YES_15M_UP" if market_id else "BUY_YES_15M_UP_NO_MARKET"
        elif trigger and veto:
            action = "VETO"
        else:
            action = "NO_TRADE"

        note = (f"price={price:.2f} rsi15={last_r15:.1f} rsi5={last_r5:.1f} "
                f"trig={trigger} edge_ok={edge_ok} " +
                (f"kronos={prob:.3f} veto={veto} " if prob is not None else "") +
                ("market=" + market_id if market_id else ""))

        row = {"ts": now_iso(), "mode": "paper", "coin": coin, "market_id": market_id,
               "question": question, "rsi14": round(last_r15, 2), "side": "YES",
               "action": action, "yes_price": yes_price, "resolve_ts": resolve_ts,
               "kronos_prob_up": prob, "kronos_veto": bool(veto), "note": note}
        append_ledger(row)
        lines.append(f"[{coin}] rsi15={last_r15:.1f} rsi5={last_r5:.1f} "
                     f"price={price:.2f} -> {action} {note}")
        print(lines[-1])

    if args.push:
        push_ledger()
    print("done", now_iso())


if __name__ == "__main__":
    main()