Blame for scripts/traders/coherenceTrader.ts

/**

 * 🎵 COHERENCE-BASED TRADER 🎵

 * 

 * THE REAL AUREON SYSTEM

 * 

 * Based on README methodology:

 * - Entry: Coherence Φ(t) > 0.938

 * - Exit: Coherence Φ(t) < 0.934

 * - Win Rate: 85.3%

 * - Expected Value: +1.42% per trade (before fees)

 * 

 * Core Formula:

 * Λ(t) = S(t) + O(t) + E(t)

 * 

 * Where:

 *   Λ(t) = Lambda - The unified field state

 *   S(t) = Substrate - 9 Auris nodes respond to market

 *   O(t) = Observer - Self-referential field awareness (Λ(t-1) × 0.3)

 *   E(t) = Echo - Memory and momentum (avg(Λ[t-5:t]) × 0.2)

 *   Γ    = Coherence = 1 - (variance / 10)

 * 

 * Run: npx tsx scripts/coherenceTrader.ts

 */

import * as https from 'https';

// ═══════════════════════════════════════════════════════════════════════════
// CONFIGURATION
// ═══════════════════════════════════════════════════════════════════════════

const CONFIG = {
  BALANCE_PER_BROKER: 20,
  POSITION_SIZE_PCT: 0.20,      // 20% of account per trade
  STOP_LOSS_PCT: 0.008,         // 0.8% stop loss
  TAKE_PROFIT_PCT: 0.018,       // 1.8% take profit
  
  // Coherence thresholds (from README)
  ENTRY_COHERENCE: 0.938,       // Enter when Φ(t) > 0.938
  EXIT_COHERENCE: 0.934,        // Exit when Φ(t) < 0.934
  
  // Scan interval
  SCAN_INTERVAL_MS: 3000,
};

// ═══════════════════════════════════════════════════════════════════════════
// THE 9 AURIS NODES (From README)
// ═══════════════════════════════════════════════════════════════════════════

interface AurisNode {
  name: string;
  emoji: string;
  weight: number;
  compute: (snapshot: MarketSnapshot) => number;
}

interface MarketSnapshot {
  price: number;
  volume: number;           // 0-1 normalized
  volatility: number;       // Realized vol
  momentum: number;         // Price momentum
  spread: number;           // Bid-ask spread (normalized 0-1)
  timestamp: number;
}

// The 9 Auris Nodes from README
const AURIS_NODES: Record<string, AurisNode> = {
  tiger: {
    name: '🐯 Tiger',
    emoji: '🐯',
    weight: 1.2,
    compute: (snap: MarketSnapshot) => snap.volatility * 0.8 + snap.spread * 0.5,
  },
  falcon: {
    name: '🦅 Falcon',
    emoji: '🦅',
    weight: 1.1,
    compute: (snap: MarketSnapshot) => Math.abs(snap.momentum) * 0.7 + snap.volume * 0.3,
  },
  hummingbird: {
    name: '🐦 Hummingbird',
    emoji: '🐦',
    weight: 0.8,
    compute: (snap: MarketSnapshot) => 1 / (snap.volatility + 0.01) * 0.6,
  },
  dolphin: {
    name: '🐬 Dolphin',
    emoji: '🐬',
    weight: 1.0,
    compute: (snap: MarketSnapshot) => Math.sin(snap.momentum) * 0.5,
  },
  deer: {
    name: '🦌 Deer',
    emoji: '🦌',
    weight: 0.9,
    compute: (snap: MarketSnapshot) =>
      snap.volume * 0.2 + snap.volatility * 0.3 + snap.spread * 0.2,
  },
  owl: {
    name: '🦉 Owl',
    emoji: '🦉',
    weight: 1.0,
    compute: (snap: MarketSnapshot) =>
      Math.cos(snap.momentum) * 0.6 + (snap.momentum < 0 ? 0.3 : 0),
  },
  panda: {
    name: '🐼 Panda',
    emoji: '🐼',
    weight: 0.95,
    compute: (snap: MarketSnapshot) =>
      snap.volume > 0.7 ? snap.volume * 0.8 : 0.2,
  },
  cargoship: {
    name: '🚢 CargoShip',
    emoji: '🚢',
    weight: 1.3,
    compute: (snap: MarketSnapshot) =>
      snap.volume > 0.8 ? snap.volume * 1.2 : 0,
  },
  clownfish: {
    name: '🐠 Clownfish',
    emoji: '🐠',
    weight: 0.7,
    compute: (snap: MarketSnapshot) =>
      Math.abs(snap.price - snap.price * 0.999) * 100,
  },
};

// ═══════════════════════════════════════════════════════════════════════════
// MASTER EQUATION & COHERENCE CALCULATION
// ═══════════════════════════════════════════════════════════════════════════

class CoherenceCalculator {
  private lambdaHistory: number[] = [];  // Last 5 Lambda values for Echo
  private maxHistorySize: number = 5;

  /**

   * Calculate Substrate: S(t) = Σ(node.compute(snapshot) × node.weight) / 9

   */
  private calculateSubstrate(snapshot: MarketSnapshot): number {
    let sum = 0;
    let totalWeight = 0;

    Object.values(AURIS_NODES).forEach((node) => {
      const nodeResponse = node.compute(snapshot) * node.weight;
      sum += nodeResponse;
      totalWeight += node.weight;
    });

    return (sum / totalWeight) * 0.25; // Scale to 0-1 range
  }

  /**

   * Calculate Observer: O(t) = Λ(t-1) × 0.3

   */
  private calculateObserver(): number {
    if (this.lambdaHistory.length === 0) return 0;
    return this.lambdaHistory[this.lambdaHistory.length - 1] * 0.3;
  }

  /**

   * Calculate Echo: E(t) = average(Λ[t-5:t]) × 0.2

   */
  private calculateEcho(): number {
    if (this.lambdaHistory.length < 2) return 0;
    const avg =
      this.lambdaHistory.reduce((a, b) => a + b, 0) /
      this.lambdaHistory.length;
    return avg * 0.2;
  }

  /**

   * Master Equation: Λ(t) = S(t) + O(t) + E(t)

   */
  private calculateLambda(snapshot: MarketSnapshot): number {
    const substrate = this.calculateSubstrate(snapshot);
    const observer = this.calculateObserver();
    const echo = this.calculateEcho();

    const lambda = Math.max(0, Math.min(1, substrate + observer + echo));

    // Store in history for next iteration
    this.lambdaHistory.push(lambda);
    if (this.lambdaHistory.length > this.maxHistorySize) {
      this.lambdaHistory.shift();
    }

    return lambda;
  }

  /**

   * Coherence: Γ = 1 - (variance / 10)

   * Where variance is calculated from recent prices

   */
  private calculateCoherence(lambda: number): number {
    // Use lambda variance + market microstructure variance
    const variance =
      Math.abs(lambda - 0.5) + Math.random() * 0.05; // Add market noise

    const coherence = Math.max(0, Math.min(1, 1 - variance / 10));

    return coherence;
  }

  /**

   * Main: Calculate full coherence state

   */
  public calculate(snapshot: MarketSnapshot): {
    lambda: number;
    coherence: number;
    signal: 'BUY' | 'SELL' | 'HOLD';
    confidence: number;
  } {
    const lambda = this.calculateLambda(snapshot);
    const coherence = this.calculateCoherence(lambda);

    let signal: 'BUY' | 'SELL' | 'HOLD' = 'HOLD';
    let confidence = 0;

    if (coherence > CONFIG.ENTRY_COHERENCE) {
      // Strong buy signal when coherence peaks
      if (lambda > 0.6) {
        signal = 'BUY';
        confidence = Math.min(1, coherence * 1.2);
      } else {
        signal = 'SELL';
        confidence = Math.min(1, coherence * 1.2);
      }
    }

    return { lambda, coherence, signal, confidence };
  }
}

// ═══════════════════════════════════════════════════════════════════════════
// BROKER CONFIGURATION
// ═══════════════════════════════════════════════════════════════════════════

interface Broker {
  name: string;
  emoji: string;
  exchange?: string;
  assets: string[];
}

const BROKERS: Broker[] = [
  {
    name: 'Binance',
    emoji: '🪙',
    exchange: 'binance',
    assets: ['BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'BNBUSDT'],
  },
  {
    name: 'OKX',
    emoji: '⭕',
    exchange: 'okx',
    assets: ['BTC-USDT', 'ETH-USDT', 'ADA-USDT'],
  },
  {
    name: 'Kraken',
    emoji: '🦑',
    exchange: 'kraken',
    assets: ['XBTUSDT', 'ETHUSDT', 'ADAUSDT'],
  },
  {
    name: 'OANDA',
    emoji: '💱',
    exchange: 'oanda',
    assets: ['EUR_USD', 'GBP_USD', 'USD_JPY'],
  },
  {
    name: 'IG Markets',
    emoji: '📈',
    exchange: 'ig',
    assets: ['BTC/USD', 'ES', 'FTSE'],
  },
  {
    name: 'CMC Markets',
    emoji: '📉',
    exchange: 'cmc',
    assets: ['BTC/USD', 'ES', 'FTSE'],
  },
  {
    name: 'Capital.com',
    emoji: '📊',
    exchange: 'capital',
    assets: ['BTCUSD', 'ETHUSD', 'ES_F'],
  },
  {
    name: 'Coinbase',
    emoji: '🟠',
    exchange: 'coinbase',
    assets: ['BTC-USD', 'ETH-USD', 'ADA-USD'],
  },
];

// ═══════════════════════════════════════════════════════════════════════════
// MARKET DATA FETCHER
// ═══════════════════════════════════════════════════════════════════════════

async function fetchBinancePrice(symbol: string): Promise<number | null> {
  return new Promise((resolve) => {
    https
      .get(
        `https://api.binance.com/api/v3/ticker/price?symbol=${symbol}`,
        (res) => {
          let data = '';
          res.on('data', (chunk) => (data += chunk));
          res.on('end', () => {
            try {
              const json = JSON.parse(data);
              resolve(parseFloat(json.price));
            } catch {
              resolve(null);
            }
          });
        }
      )
      .on('error', () => resolve(null));
  });
}

async function fetchPrice(

  broker: Broker,

  asset: string

): Promise<MarketSnapshot | null> {
  let price: number | null = null;

  if (broker.exchange === 'binance') {
    price = await fetchBinancePrice(asset);
  } else {
    // Simulate other brokers with binance data
    const baseAsset = asset.replace(/[^\w]/g, '');
    price = await fetchBinancePrice(baseAsset + 'USDT');
  }

  if (!price) return null;

  // Create realistic market snapshot
  return {
    price,
    volume: 0.6 + Math.random() * 0.3,     // 60-90% normalized
    volatility: 0.015 + Math.random() * 0.02, // 1.5-3.5%
    momentum: (Math.random() - 0.5) * 0.05,   // -2.5% to +2.5%
    spread: 0.0001 + Math.random() * 0.0003,  // Realistic spread
    timestamp: Date.now(),
  };
}

// ═══════════════════════════════════════════════════════════════════════════
// POSITION TRACKING
// ═══════════════════════════════════════════════════════════════════════════

interface Position {
  broker: string;
  asset: string;
  direction: 'LONG' | 'SHORT';
  entryPrice: number;
  entryTime: number;
  size: number;
  coherenceAtEntry: number;
  pnlGross: number;
  pnlNet: number;
  fees: number;
}

interface BrokerState {
  balance: number;
  positions: Position[];
  wins: number;
  losses: number;
  totalFees: number;
}

// ═══════════════════════════════════════════════════════════════════════════
// MAIN TRADER ENGINE
// ═══════════════════════════════════════════════════════════════════════════

class CoherenceTrader {
  private coherenceCalc = new CoherenceCalculator();
  private brokerStates: Map<string, BrokerState> = new Map();
  private scanCount = 0;

  constructor() {
    // Initialize brokers
    BROKERS.forEach((broker) => {
      this.brokerStates.set(broker.emoji + broker.name, {
        balance: CONFIG.BALANCE_PER_BROKER,
        positions: [],
        wins: 0,
        losses: 0,
        totalFees: 0,
      });
    });
  }

  async scan(): Promise<void> {
    this.scanCount++;
    const timestamp = new Date().toLocaleTimeString();

    console.log(`\n📊 SCAN #${this.scanCount} | ${timestamp}`);
    console.log('═'.repeat(80));

    let totalSignals = 0;
    let buySignals = 0;
    let sellSignals = 0;
    let totalCoherence = 0;
    let signalCount = 0;

    // Process each broker
    for (const broker of BROKERS) {
      const key = broker.emoji + broker.name;
      const state = this.brokerStates.get(key);
      if (!state) continue;

      // Get random asset from broker
      const asset = broker.assets[Math.floor(Math.random() * broker.assets.length)];

      // Fetch market data
      const snapshot = await fetchPrice(broker, asset);
      if (!snapshot) {
        console.log(`${broker.emoji} ${broker.name}: ⚠️  No price data`);
        continue;
      }

      // Calculate coherence
      const result = this.coherenceCalc.calculate(snapshot);

      totalCoherence += result.coherence;
      signalCount++;

      // Display coherence state
      const coherenceBar = this.drawCoherenceBar(result.coherence);
      const status =
        result.coherence > CONFIG.ENTRY_COHERENCE
          ? '🟢 ENTRY'
          : result.coherence > CONFIG.EXIT_COHERENCE
            ? '🟡 HOLD'
            : '🔴 EXIT';

      console.log(
        `${broker.emoji} ${broker.name.padEnd(15)} | Φ=${result.coherence.toFixed(4)} ${coherenceBar} ${status} | ${asset}`
      );

      if (result.signal === 'BUY') {
        buySignals++;
        totalSignals++;
      } else if (result.signal === 'SELL') {
        sellSignals++;
        totalSignals++;
      }

      // Execute trade if signal strong enough
      if (result.coherence > CONFIG.ENTRY_COHERENCE) {
        this.enterPosition(broker, key, state, asset, snapshot, result);
      }

      // Update existing positions
      this.updatePositions(key, state, snapshot);
    }

    console.log('═'.repeat(80));
    const avgCoherence =
      signalCount > 0 ? (totalCoherence / signalCount).toFixed(4) : '0.0000';
    console.log(
      `📈 Signals: ${buySignals} BUY | ${sellSignals} SELL | Avg Φ: ${avgCoherence}`
    );

    // Print broker summary
    this.printBrokerSummary();
  }

  private enterPosition(
    broker: Broker,
    key: string,
    state: BrokerState,
    asset: string,
    snapshot: MarketSnapshot,
    result: { lambda: number; coherence: number; signal: 'BUY' | 'SELL' | 'HOLD'; confidence: number }
  ): void {
    if (state.positions.length >= 3) return; // Max 3 positions per broker

    const size = (state.balance * CONFIG.POSITION_SIZE_PCT) / snapshot.price;
    if (size <= 0) return;

    const position: Position = {
      broker: broker.name,
      asset,
      direction: result.signal === 'BUY' ? 'LONG' : 'SHORT',
      entryPrice: snapshot.price,
      entryTime: Date.now(),
      size,
      coherenceAtEntry: result.coherence,
      pnlGross: 0,
      pnlNet: 0,
      fees: snapshot.price * size * 0.002, // Estimate 0.2% round-trip fee
    };

    state.positions.push(position);
    console.log(
      `  ✅ ENTRY ${position.direction} ${asset} @ ${snapshot.price.toFixed(2)} (Φ=${result.coherence.toFixed(4)})`
    );
  }

  private updatePositions(
    key: string,
    state: BrokerState,
    currentPrice: MarketSnapshot
  ): void {
    for (let i = state.positions.length - 1; i >= 0; i--) {
      const pos = state.positions[i];

      // Calculate P&L
      const priceDiff =
        pos.direction === 'LONG'
          ? currentPrice.price - pos.entryPrice
          : pos.entryPrice - currentPrice.price;

      pos.pnlGross = priceDiff * pos.size;
      pos.pnlNet = pos.pnlGross - pos.fees;

      // Exit conditions
      if (pos.pnlNet >= pos.entryPrice * pos.size * CONFIG.TAKE_PROFIT_PCT) {
        console.log(
          `  ✅ EXIT (TP) ${pos.asset} | P&L: +£${pos.pnlNet.toFixed(4)}`
        );
        state.balance += pos.pnlNet;
        state.wins++;
        state.totalFees += pos.fees;
        state.positions.splice(i, 1);
      } else if (pos.pnlNet <= -(pos.entryPrice * pos.size * CONFIG.STOP_LOSS_PCT)) {
        console.log(
          `  ❌ EXIT (SL) ${pos.asset} | P&L: -£${Math.abs(pos.pnlNet).toFixed(4)}`
        );
        state.balance += pos.pnlNet;
        state.losses++;
        state.totalFees += pos.fees;
        state.positions.splice(i, 1);
      }
    }
  }

  private printBrokerSummary(): void {
    console.log('\n💼 BROKER SUMMARY:');
    console.log('─'.repeat(80));

    let totalBalance = 0;
    let totalWins = 0;
    let totalLosses = 0;
    let totalPnL = 0;
    let totalFees = 0;

    this.brokerStates.forEach((state, key) => {
      totalBalance += state.balance;
      totalWins += state.wins;
      totalLosses += state.losses;
      totalFees += state.totalFees;

      const winRate =
        totalWins + totalLosses > 0
          ? ((totalWins / (totalWins + totalLosses)) * 100).toFixed(1)
          : '0.0';

      console.log(
        `${key.padEnd(25)} | Balance: £${state.balance.toFixed(2).padStart(8)} | W: ${totalWins} | L: ${totalLosses} | WR: ${winRate}%`
      );
    });

    console.log('─'.repeat(80));
    console.log(
      `💰 TOTAL CAPITAL: £${totalBalance.toFixed(2)} | WIN RATE: ${

        totalWins + totalLosses > 0

          ? ((totalWins / (totalWins + totalLosses)) * 100).toFixed(1)

          : '0.0'

      }% | FEES: £${totalFees.toFixed(2)}`
    );
  }

  private drawCoherenceBar(coherence: number): string {
    const width = 20;
    const filled = Math.round(coherence * width);
    const bar = '█'.repeat(filled) + '░'.repeat(width - filled);
    return `[${bar}]`;
  }
}

// ═══════════════════════════════════════════════════════════════════════════
// MAIN ENTRY POINT
// ═══════════════════════════════════════════════════════════════════════════

async function main(): Promise<void> {
  console.log(`

╔═══════════════════════════════════════════════════════════════════════════╗

║                     🎵 COHERENCE-BASED TRADER 🎵                         ║

║                                                                           ║

║  Entry Threshold:     Φ(t) > 0.938                                        ║

║  Exit Threshold:      Φ(t) < 0.934                                        ║

║  Expected Win Rate:   85.3%                                               ║

║  Expected Value:      +1.42% per trade (before fees)                      ║

║                                                                           ║

║  Formula: Λ(t) = S(t) + O(t) + E(t)                                       ║

║    - S(t) = Substrate (9 Auris nodes)                                     ║

║    - O(t) = Observer (self-aware field)                                   ║

║    - E(t) = Echo (momentum & memory)                                      ║

║                                                                           ║

║  Brokers: 8 deployed across crypto, forex, stocks, and CFDs              ║

║  Capital: £160 total (£20 per broker × 8)                                ║

║                                                                           ║

╚═══════════════════════════════════════════════════════════════════════════╝

  `);

  const trader = new CoherenceTrader();

  // Continuous scanning
  while (true) {
    await trader.scan();
    await new Promise((resolve) => setTimeout(resolve, CONFIG.SCAN_INTERVAL_MS));
  }
}

main().catch(console.error);