Arb-Hunter-Tom

No binary bet clears the latency-take bar (stock only, no CEX). No swap intent meets the 10bps threshold with assets I c

new crypto intent >2068, binary ≤30min in money, or 30min fallback

Summary: The 30→31 increment is a deal that closed in the w271–w273 gap (not visible in recent wakes) — NOT a re-count of the already-logged BTC #178 at w268, which was already in the 30-deal total. All 8 wakes w274–w281 correctly waited: stock-only binaries (no CEX reference), CEX uniformly below oracle on crypto swaps, binary drought now ≥190 consecutive wakes cite

31 deals / $2.14 realized. Arb surface has compressed: 190+ consecutive binary-drought wakes, CEX below oracle on all crypto swaps since w268. The 0x5F79 sNVDA swap was correctly out-of-scope by design (no CEX reference for stock legs; Vulture-Andrew is the right taker). Agent reasoning is disciplined — the drought is market structure, not the agent's fault.

190+ consecutive wakes with no crypto binary bet ≤30min expiry; CEX-oracle spread ≤0 on BTC/ETH since w268 (last fill). Stock-only binaries (sAAPL/sNVDA/sMSFT) dominate the book — arb-hunter correctly skips them. All 31 lifetime fills are swaps vs LP-Maker-Matheus (29 of 31) and Vulture-Andrew (2 of

Sound and on-mission. Each wake cites a specific block (stock-only bets, CEX-below-oracle, no swap edge ≥10bps) — distinct verdicts, not churn. w281 has a cosmetic '[object Object]' logging bug (un-stringified object as wake label) but the reasoning that follows is coherent. Solving the right problem.

New crypto swap intent > HIGH_WATER 2066

Crypto binary ≤30min expiry with CEX taker in-money ≥0.5%

MISSING: Inline CEX-spread pre-check before fireWake on new crypto swaps — currently fires on any new crypto intent even during known CEX-below-oracle periods,

Sole counterparty on 29 of 31 lifetime fills; the only reliable crypto swap liquidity source

Counterparty on 2 of last 20 fills; occasionally posts snipeable stale intents arb-hunter could take

Posts ETH/BTC options (e.g. #1993, 1.5% premium, live at orient) that arb-hunter could take if CEX shows in-money; option-taker is primary b

0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC) was ineligible by design: sNVDA is in arb-hunter's STOCK exclusion set; watcher isNewCryptoSwap returns false for any intent with a STOCK-symbol leg; no CEX price for sNVDA in fetchCexPrices. Vulture-Andrew is the structurally correct taker. No other crypto swap or near-expiry crypto binary presented edge ≥10bps / ≥0.5% CEX margin dur

Binary trigger fetches live CEX prices (BTC/ETH/SSV) and verifies taker-in-money margin ≥0.5% inline before fireWake — zero false wakes on that surface

STOCK exclusion set correctly blocks watcher from triggering on sNVDA/sAAPL/sMSFT legs (no CEX reference for stock underlyings)

wokenBets.json dedup prevents re-waking on the same near-expiry bet each 60s poll tick

30-min fallback prevents clock-drift orphaning; cadence fits a latency agent that acts in seconds when edge appears

Trigger 1 (new crypto swap > HWM) fires fireWake with zero CEX spread check — during CEX-below-oracle periods (the current persistent drought), every new LP-Mak

Inside isNewCryptoSwap (or immediately after fresh[0] detected), fetch CEX price for the intent's underlying and only call fireWake if estimated taker edge ≥ MIN_CEX_MARGIN_PCT. This mirrors the already-sound logic in Trigger 2 and eliminat

Swap trigger fires blindly on new crypto intents regardless of live CEX spread

Trigger 1 calls fireWake on any new crypto intent > HIGH_WATER 2066 with no inline CEX check. During the current CEX-below-oracle drought (since w268), each new LP-Maker post fires a full agent wake that returns WAIT immediately. Wasted invocations accumulate at $0.50/wake.

After detecting fresh crypto swap intent, fetch CEX price for its underlying (BTC/ETH/SSV) and conditionally fireWake only if |CEX − oracle| / oracle ≥ MIN_CEX_MARGIN_PCT. Same pattern as Trigger 2's binary check.

w281 emits '[object Object]' as wake label

Wake w281 logs '[object Object]' where a string label is expected — an un-stringified JS object passed to the wake-label slot. Non-functional but obscures traceability in the wake log.

Find the label construction at w281's wake entry and wrap the variable in String() or JSON.stringify().

Bear-Yosher

Both BTC and ETH momentum signal fired HALT simultaneously — market has moved sustainedly against the SHORT thesis over

deal 159 betExpiry pre-fire (June 15 17:49 UTC) or 5h fallback

Summary: HALTED 250 min (since w57 21:56 UTC June 14) after both BTC+ETH momentum signals fired simultaneously per mission spec (>2% persistent climb). Watcher is armed (pidAlive=true), 5h fallback fires in ~55 min (~02:56 UTC June 15, a Sunday). Prior summary noted the watcher is time-only with no price-reversion signal — still true. New finding this cycle: wake scr

Bear-yosher is correctly HALTED and ALIVE — no infra fault, $1.44 tokens in the halt-decision wake (w57), silence for 250 min after. Fallback fires ~02:56 UTC Sunday for posture re-check. Critical gap: the wake script has no day-of-week guard; resuming crypto bets on Sunday is sound, but equity DCA (sNVDA/sAAPL/sMSFT) will burn tokens against a dry Sunday book if the agent doesn't distinguish the two legs.

w57 21:56 UTC June 14: 'Both BTC and ETH momentum signal fired HALT simultaneously — market has moved sustainedly against the SHORT thesis.' 0 open intents (all cancelled per halt protocol). 18 lifetime settled deals. Watcher armed with 55 min to fallback — no infra or toolchain fault.

Sound for the halt decision itself — w57 correctly identified persistent BTC+ETH climb and cancelled all intents per mission. The concern is the re-entry frame: posture re-check at 02:56 UTC Sunday treats the mission as a single bundle, but the crypto leg (BinaryBets, 24/7) and the equity leg (sNVDA DCA, NYSE-gated) have different Sunday validity. If crypto has reverted, re-entering BinaryBets is

Date.now() >= 2026-06-15T17:49:00Z → deal 159 betExpiry pre-fire, 10 min ahead (primary)

5h fallback from arm time → ~02:56 UTC June 15 (fires in ~55 min)

MISSING: no day-of-week / NYSE calendar guard to separate crypto re-entry (valid Sunday) from equity DCA (requires NYSE session)

Confirmed 1 settled deal (custom live ↔ Mimic-Ljuba); mirrors BinaryBets — natural counterparty if bear re-enters crypto shorts

armed but in Sunday 13:30Z convergence z

Takes near-decided binaries on fast CEX feed; could absorb BTC/ETH BELOW bets if bear resumes and prices are attractive

Primary counterparty for equity swap leg (sNVDA/sAAPL/sMSFT fills); 137 deals but Sunday equity book expected thin

Takes mispriced bets; could absorb a BELOW BTC bet if bear re-enters and priced attractively

none — agent is correctly halted per mission; posted 0 intents since w57 by design. The 0x5F79 DeadlineSwap (0.001461 ETH + sNVDA) noted fleet-wide is arb-hunter/vulture domain, not bear-yosher's mission. No BinaryBets live in the window that bear-yosher is positioned to take while in HALT.

Primary trigger precisely tied to deal 159 betExpiry (17:49 UTC pre-fire, 10 min ahead of 17:59 UTC) — correct for a settle-attempt or final HALT check

5h fallback appropriate for a patience-first halt posture; not over-polling

60s poll loop is zero-LLM and lightweight

No book-poll trigger — correct for a halted agent waiting on a time event, not counterparty flow

No day-of-week / NYSE calendar check: 5h fallback fires at ~02:56 UTC Sunday; full posture re-check will run without knowing it's a weekend, risking equity DCA

BTC/ETH price not observed in the watcher loop — cannot auto-shorten the halt on a reversion; only the 5h fallback or deal-expiry path can trigger re-assessment

In bear-yosher's posture re-check prompt, split re-entry by leg: 'If BTC/ETH has reverted, crypto BinaryBets may resume regardless of day. Equity DCA (sNVDA/sAAPL/sMSFT) requires NYSE session (Mon–Fri 13:30–20:00 UTC) — skip and defer to Mo

Posture re-check at 02:56 UTC Sunday has no NYSE calendar guard for equity DCA leg

Bear-yosher's mission bundles crypto BinaryBets (24/7 valid) with tech-equity DCA (sNVDA/sAAPL/sMSFT, NYSE-gated). When the 5h fallback fires ~02:56 UTC on a Sunday, a posture conclusion of 'crypto reverted → resume' will also trigger equity DCA against a dry Sunday book — burning tokens and posting

Add to bear-yosher CLAUDE.md posture re-check: 'Equity DCA is NYSE-gated. On weekends or outside 13:30–20:00 UTC Mon–Fri, skip equity DCA and act only on the crypto BinaryBet leg.' No change needed to the wake script timer logic.

Deal 159 betExpiry settlement on Sunday (17:59 UTC) may fail if oracle is session-gated

Deal 159 fires at 17:59 UTC June 15 (Sunday). The primary wake fires at 17:49 UTC for a settle attempt. If deal 159's binary judge/oracle requires an active market-hours price feed to resolve, the settlement call will fail silently and the agent will not know until Monday.

Verify deal 159's oracle/judge resolves on weekends. If not, bear-yosher should be prepared to hold the HALT and re-attempt Monday morning rather than expecting a Sunday settlement — update the posture re-check prompt to anticipate a 'settlement deferred' outcome.

Index-Maker

Summary: 43rd consecutive null cycle — no new signal whatsoever. watcher.armed=false, watcher.pidAlive=false, wake_script_source=null, nextFallbackMin=null, 0 lifetime tokens, 0 wakes, 0 settled deals. Nothing changed from the prior 42 runs: no wallet funded, no env set, no wake-script committed, no health-status transition. The IndexBasket LONG-side market has never

Zero signal this cycle — identical to all prior runs. No wake-script (wake_script_source=null), no process (pidAlive=false, armed=false, nextFallbackMin=null), 0 lifetime tokens, 0 wakes. This agent has never executed a single wake in its lifetime; the IndexBasket market has 0 intents posted fleet-wide.

wake_script_source=null (no script ever committed), watcher.armed=false, watcher.pidAlive=false, watcher.nextFallbackMin=null, metrics.wakes=0, metrics.tokens_lifetime_usd=0 — agent has never been deployed in any run to date

N/A — no wakes, no reasoning to evaluate. The agent has never run.

MISSING: no wake-script deployed (source=null)

MISSING: no watcher process (pidAlive=false, armed=false)

MISSING: no fallback timer (nextFallbackMin=null)

Designed as the SHORT-side taker for index-maker's LONG IndexBasket intents — the exact counterparty pair

also unindexed / health=unknown, 0 wakes

unmeasurable: watcher blind to book — agent has never woken, no intents ever posted, no book to miss

No wake-script exists (wake_script_source=null) — cannot evaluate fit-to-mission

No watcher process armed — zero deployment artifacts present after 43 cycles

Deploy a wake-script and fund wallet — this is a pre-deployment blocker, not a tuning question

Agent never deployed — 43rd consecutive null cycle

wake_script_source=null, watcher.armed=false, watcher.pidAlive=false, watcher.nextFallbackMin=null, 0 wakes, 0 tokens lifetime. No wallet, env, or script signal has appeared in any run. This is not a market problem — the agent does not exist yet.

Deploy wake-script, fund wallet, and set required env vars; verify watcher arms (armed=true, nextFallbackMin>0) before declaring live

index-taker is also undeployed — full market offline

Both the LONG-side maker (index-maker) and SHORT-side taker (index-taker) show health=unknown, 0 wakes, never indexed. The IndexBasket market cannot clear until at least one side is live.

Co-deploy index-maker and index-taker together — one side live with no counterparty is still a dead market

Index-Taker

Summary: 43rd consecutive null cycle — zero change. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 wakes, $0 lifetime tokens, health=unknown. No deployment signal this cycle. Index-maker (its sole natural counterparty — the only source of LONG IndexBasket intents) remains equally undeployed. The pair are a mutually-dependent dead cluste

43 consecutive null cycles; armed=false, pidAlive=false, no wake_script, $0 lifetime spend. Not crashed — never started. Index-maker is equally absent; even a live index-taker would starve without it.

armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, wakes=0, tokens_lifetime_usd=0 — no process ever started; not a crash, a non-deployment

No reasoning to evaluate — agent has never executed a single wake. N/A.

MISSING: no wake script deployed; no trigger of any kind exists

Sole source of LONG IndexBasket intents that index-taker is designed to SHORT — but index-maker is also armed=false, pidAlive=false, 0 deals

unmeasurable: watcher blind to book — agent never deployed, no observation capability exists

wake_script_source is null — no script exists at all

Deploy the agent before evaluating the script; nothing to judge.

index-taker never deployed — 43 null cycles

armed=false, pidAlive=false, wake_script_source=null, 0 wakes, $0 spend across 43 observer cycles. This is a deployment gap, not a runtime failure.

Deploy index-taker alongside index-maker; neither is useful without the other.

Mutual dependency: index-maker equally offline

Index-maker (health=unknown, 0 deals, 0 wakes) is the only source of LONG IndexBasket intents. Even a live index-taker has zero counterparties until index-maker is also deployed.

Deploy index-maker first (or simultaneously); index-taker has no deal path without it.

43 consecutive null cycles; armed=false, pidAlive=false, no wake_script, $0 lifetime spend. Not crashed — never started. Index-maker is equally absent; even a live index-taker would starve without it.

LP-Maker-Matheus

Oracle moves exceeded spread — BTC inverted the ask, ETH nearly so. Repriced all ETH/BTC at ±25bps from live oracle. Seq

Summary: ETH ask RECOVERED in w180 (ETH fill restocked inventory; 11/12 book by w181 and held through w183). sNVDA ask remains dark 12+ consecutive wakes — LP IS posting bid #2028 at $203.87 (-60bps, ~12 USDC) as confirmed inventory-restock attempt, but 0 sNVDA sellers fleet-wide means no restock path exists. SSV oracle produced 4th bid inversion in ~10 wakes (trendi

ETH ask back live (w180 fill); sNVDA ask dark 12+ wakes — LP bid #2028 ($203.87, 12 USDC) is the restock attempt but no sNVDA sellers exist fleet-wide. Book 11/12, equity +$47.95, SSV inversion 4× in 10 wakes is primary operational friction; all systems otherwise healthy.

sNVDA ask dark 12+ wakes; LP bid #2028 ($203.87) and stacker-massimo bid #1833 ($206.13) both resting with 0 sNVDA sellers fleet-wide; ETH ask recovered cleanly via w180 fill confirming inventory mechanism is correct — sNVDA drought is a supply problem, not an LP logic problem

Sound and on-mission. LP correctly diagnosed each inversion (BTC w180, ETH w181 drift, SSV x4), repriced appropriately, and re-posted ETH ask immediately on inventory restore. sNVDA bid is a deliberate restock move, not churn. SSV guard widening to -77bps after repeated inversions shows adaptive calibration. No wrong-problem reasoning detected.

Price guard: oracle crosses any live bid/ask bound for ETH, BTC, SSV, sAAPL, sMSFT (bilateral), sNVDA (bid-only — correct, no ask)

New fillable swap intent from non-NOISY poster wanting USDC/BTC/ETH/SSV/sAAPL/sNVDA/sMSFT

Prefire at 02:12 UTC — 7min before cluster #2026-#2031 expires at 02:19

MISSING: no sNVDA balance poll — if bid #2028 fills and sNVDA inventory arrives, watcher won't detect it until next price-cross or 90min fallback; ask stays dar

Dominant partner — 14+ of 40 recent settled fills; reliably takes LP posted swaps

Regular USDC↔collateral swapper via LP (5 of 40 recent); natural liquidity consumer

Takes LP swaps when at edge (3 recent fills); active in current cycle

Wants sNVDA (bid #1833 $206.13) — LP can't supply; could take sAAPL/sMSFT asks

4 recent fills with LP when moving; Sunday clock bomb may misfire at 13:30Z

0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min left as of orient) would deliver 0.01219 sNVDA inventory if LP took offer-side — but price is ~at oracle ($5.00 fair vs 5.031 ask; ~0.6% edge) and taking external deadline swaps is outside LP's market-making mission. Not a genuine miss. No other fillable intents identified as LP-appropriate.

Prefire 7min before cluster expiry avoids last-minute deadline scramble — correct cadence for an LP managing expiring quotes

Per-instrument guards match LP's live book exactly: 6 instruments, bilateral where asks exist, unilateral (bid-only) for sNVDA — no phantom upper guard on dark

NOISY set filters 0x64Aa (the w178 false-positive source) — already patched in script

90min fallback is appropriate for an LP that only needs to act on oracle moves or new intents

Zero-LLM poll loop with try/catch silencing — won't stall on intermittent price-feed errors

No sNVDA inventory balance check: bid #2028 fill won't wake LP to post the ask; restock detection gap up to 90min

SSV guard at -77bps may still be breached — oracle is in a sustained downtrend ($2.36→$2.34 in ~10 wakes); static guard doesn't adapt to drift velocity

Add sNVDA wallet balance poll in watch loop: if sNVDA balance crosses a minimum threshold (e.g., 0.02 sNVDA), fireWake('sNVDA inventory restored — post ask'). This closes the 90min restock blindspot immediately and is the single highest-lev

sNVDA structural drought: 0 sellers fleet-wide

LP bid #2028 ($203.87, ~12 USDC) and stacker-massimo bid #1833 ($206.13) both idle with no sNVDA supply. 12+ consecutive wakes with dark LP ask. No agent in the fleet currently holds or sells sNVDA.

Fleet-level: identify which agent(s) hold sNVDA inventory (option-writer-matheus or rebalancer-lior are candidates) and configure one to post sNVDA asks. Core: add sNVDA to the fleet liquidity coverage checklist — if bid-only for 3+ wakes, alert.

SSV oracle drift: 4 bid inversions in ~10 wakes

SSV dropped $2.36→$2.34 across w178–w182 (–84bps cumulative), inverting LP bids 4 times. Guard widened to -77bps but trend continues; a 5th inversion is likely if SSV falls another 2bps.

Compute trailing SSV drift over last 3 price reads in the watch loop; if drift > 30bps/hour, widen SSV spread to ±150bps automatically or suppress SSV quoting until oracle stabilizes.

sNVDA inventory arrival not detected by watcher

If bid #2028 fills (LP receives sNVDA), the watcher has no balance poll — it won't fire to post the ask. sNVDA ask stays dark until next price-cross or 90min fallback.

Add sNVDA balance check in watch loop and fireWake on threshold cross. One-line addition to the existing price-guard block.

ETH ask back live (w180 fill); sNVDA ask dark 12+ wakes — LP bid #2028 ($203.87, 12 USDC) is the restock attempt but no sNVDA sellers exist fleet-wide. Book 11/12, equity +$47.95, SSV inversion 4× in 10 wakes is primary operational friction; all systems otherwise healthy.

Mimic-Ljuba

Summary: w109 (06-14T22:31) remains the last wake; 210 min of watcher silence confirms zero new BinaryBets on the book since last summary — no missed opportunity. The 15h fallback armed at w109 now reads nextFallbackMin=688, firing at ~13:31Z Sunday June 15, not Monday: the wake script has no day-of-week guard and will deliver a sNVDA #1916 posture re-assessment on a

Alive and correctly holding — 210-min watcher silence post-w109 confirms no new BinaryBets posted (watcher fires in <60s on any new post, so silence equals zero posts). Live risk: nextFallbackMin=688 fires at ~13:31Z Sunday; wake script label says 'Monday 13:30 UTC' but uses a fixed 15h offset armed Saturday 22:31, so it lands a full day early with no day-of-week guard.

w102–w109 all show no BinaryBet ≥3pp taker edge: #1827 sMSFT at −15pp, #1916 sNVDA sub-3pp, #1848 BTC at +2pp; 210-min watcher silence post-w109 = zero new BinaryBets posted fleet-wide

Sound and on-mission: consistent ≥3pp edge-floor discipline across 8 consecutive wakes, no churn. The agent is solving the right problem (wait for edge). The calendar regression is in the wake script, not the reasoning — when the wrong-day fallback fires, the agent may apply correct logic to incorrect market-state inputs.

new BinaryBet appears on open intents (60s poll, fires immediately)

15h fallback — mislabeled 'Monday 13:30 UTC', actually fires Sunday ~13:31Z (nextFallbackMin=688)

confirmed deal history (custom live ↔ Bear-Yosher); posts BinaryBets mimic takes

ok, own fallback fires ~58 min from orie

confirmed deal history (custom live ↔ Polymarket-Ljuba); posts BinaryBets

31 deals, posts near-decided binaries mimic could mirror

46 deals, posts near-decided binaries; mimic could take these

none — 210-min watcher silence post-w109 is a reliable signal: watcher polls every 60s and fires within one cycle on any new BinaryBet, so 210 min of silence = zero BinaryBets posted to the book in that window. option-writer #1993 (ETH call, 1.5% premium) and #1994 are Option template, not BinaryBet — correctly invisible to this watcher.

fires on new BinaryBet specifically (isBinaryBet filter), not 'book non-empty' — correct selectivity for a taker mission

60s cadence appropriate for a crypto-24/7 taker that needs sub-minute latency on new posts

zero-LLM; seen-set baseline pattern prevents spurious fires on first read

fallbackMs=15h is a fixed relative offset from arm-time, NOT 'next Monday 13:30 UTC' — armed Saturday 22:31 it resolves to Sunday 13:31, a full day early

no day-of-week guard: when the fallback fires Sunday, the sNVDA #1916 stock-posture re-assessment runs with US equity markets closed, producing stale or wrong i

Replace `15 * 60 * 60_000` with a `nextWeekdayOpen('13:30', 'UTC')` helper that computes the actual next US market-open datetime — so the stock-posture fallback always lands on a trading day regardless of when the watcher was armed

15h fallback fires Sunday 13:31Z, not Monday — no day-of-week guard in wake script

watcher.nextFallbackMin=688 → ~13:31Z Sunday June 15; script comment says '→ Monday 13:30 UTC' but fixed 15h offset armed at Saturday 22:31 fires on Sunday; sNVDA #1916 posture re-assessment will run with market closed

Replace fixed 15h offset with a nextWeekdayOpen() helper; alternatively add an early-exit check at wake start: if Date is weekend and no new BinaryBet triggered the wake, defer and re-arm

Fleet-wide Sunday clock convergence — 4 agents share the same relative-offset regression

momentum-nikita, rebalancer-lior, swing-nikita, and mimic-ljuba all converge at 13:30–13:31Z Sunday via the same Saturday-evening arm + 15h arithmetic; this is one shared SDK/template pattern, not 4 independent bugs

Add nextMarketOpen(hour, minute, tz) utility to the SDK that returns the next calendar datetime when a given market is trading; replace all hardcoded hour offsets fleet-wide

Momentum-Nikita

Edge threshold (2pp) filters the noise correctly. Field is compressed: fastest ETH-BTC gap is 1.06pp on 6h. Current posi

crypto gap ≥2pp (BTC/ETH/SSV) | US mkt open 13:30 UTC Jun 15 | 8h fallback

Summary: Still correctly dormant w37–w44 (8 consecutive holds); portfolio at ATH $104.15 (USDC 41%, SSV 50%, BTC 8%). The clock bomb is real but DEFERRED: w44 watcher fallback fires at ~07:17Z Jun 15 BEFORE MARKET_OPEN_MS at 13:30Z, so the current watcher never reaches the bad trigger. The danger window is w45 (post-fallback): if the LLM again writes MARKET_OPEN_MS =

Agent is alive and trading correctly (0 deals = thin crypto gaps, not a break). The real exposure is w45 (~07:17Z): if it re-hardcodes MARKET_OPEN_MS = Jun 15 the new watcher fires an unnecessary 13:30Z LLM call into a Sunday-closed equity market; the fireWake trigger has no day-of-week guard, confirmed by reading the script.

Crypto gaps peaked at 1.73pp (w39) and compressed to 1.06pp (w44) — all below the 2pp dual-confirm threshold. Stocks frozen (US equity close 20:00Z Jun 14). 0 deals is correct market-structure outcome, not a malfunction. Separate agent-level calendar bug: MARKET_OPEN_MS hardcoded to Jun 15 (Sunday).

Sound on the trading problem (dual-confirm rule correctly rejecting 1.06–1.73pp gaps 8 consecutive times). Wrong on the calendar: the w44 watcher comment explicitly states 'reopen 13:30 UTC Jun 15' — the LLM believes Jun 15 is Monday. This is an in-context date-of-week failure, not a toolchain gap.

Crypto gap ≥2pp between any of BTC/ETH/SSV (polling every 90s from dynamic baseline)

now >= MARKET_OPEN_MS (2026-06-15T13:30:00Z) — hardcoded Sunday, fires unconditionally

8h fallback (~07:17Z Jun 15, nextFallbackMin=316)

6 of 7 recent settled deals; primary swap liquidity source

1 settled deal; takes momentum agent's posted intents opportunistically

1 settled deal; rebalance slices occasionally cross momentum rotation direction

None. Crypto gaps (max 1.73pp this cycle) never cleared the 2pp threshold. Stock universe correctly excluded while equities frozen. 0 deals is the right outcome.

Dynamic baseline captured on first poll — no hardcoded price literals, correctly measures intra-wake divergence

Measures the decision variable directly (relative pair gap, not absolute per-asset moves) — 1.5%/−0.8% pair correctly reads as 2.3pp

90s poll cadence appropriate for a momentum signal that moves over hours

8h fallback prevents indefinite stall; crypto-only restriction while stocks frozen is correct

Dual-confirm threshold enforced at the LLM reasoning layer (watcher just fires the wake)

MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z') is hardcoded to today (Sunday) — will unconditionally call fireWake at 13:30Z if this watcher survives past 07

No NYSE calendar guard: `if (now >= MARKET_OPEN_MS)` fires on weekends, holidays, and half-days identically to genuine trading-day opens

If w45 again dates MARKET_OPEN_MS = Jun 15, the new watcher fires at 13:30Z and burns an LLM call with no equity market available

Replace the hardcoded `new Date('2026-06-15T13:30:00Z')` with runtime next-NYSE-open logic: compute the next weekday ≥ today at 13:30Z — a one-liner using `Date` arithmetic. This eliminates the Sunday-fire bug without any external calendar

MARKET_OPEN_MS hardcoded to Sunday Jun 15 — will re-fire at 13:30Z if w45 repeats the bug

wake_script line: `const MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z').getTime()`. The fallback at 07:17Z fires first so w44 itself is safe, but the LLM has embedded the wrong belief ('reopen 13:30 UTC Jun 15') in the w44 comment. If w45 writes the same date, its watcher triggers fireWake at 13:

At w45 write time, the LLM must correctly identify Jun 15 as Sunday and set MARKET_OPEN_MS = 2026-06-16T13:30:00Z. Longer-term: replace the hardcoded date with a next-NYSE-weekday calculation so this class of bug cannot recur across cycles.

No day-of-week guard on market-open fireWake

`if (now >= MARKET_OPEN_MS) { fireWake(...) }` triggers unconditionally — no `getDay() !== 0 && getDay() !== 6` check, no holiday list. Fires identically on a Sunday as on a Monday.

Add `&& new Date(now).getUTCDay() >= 1 && new Date(now).getUTCDay() <= 5` guard before the fireWake call, or compute MARKET_OPEN_MS dynamically as the next Monday–Friday at 13:30Z.

Option-Taker-Matheus

new audited Option intent (ETH/BTC) appears OR 6h fallback

Summary: Third consecutive confirmed miss: ETH call #1993 (1.5% premium, ~24 min expiry at Step-1 orient time) was already on the book when the watcher re-armed after w35 (06-14T21:19, now 287 min ago) — seeded into seenIntentIds on first poll, watcher never fired, option expired undetected. No wake since w35; next fallback fires in ~156 min from orient. The seenInte

seenIntentIds seed-and-skip has now caused 3 confirmed consecutive misses. #1993 (1.5% premium, ETH call) had ~24 min left at orient and expired before the 6h fallback (156 min remaining). The fix is one line: on first poll, call fireWake immediately if qualifying options exist rather than seeding and returning.

3 consecutive misses: #1993 (ETH call, 1.5% premium, ~24 min expiry at orient, now expired); prior summary confirmed #1924 and one earlier option missed identically. w35 was 287 min ago; nextFallbackMin=156 confirms zero wakes since w35.

Sound when it wakes — w28–w35 show disciplined edge-bar work: correctly rejected 40x-overpriced #1600, passed #1641, rejected #1849 and #1924 on combined premium+expiry criteria. But it's answering the wrong question: the wake script fires on 'new arrivals since last seed' when the mission requires 'any qualifying option currently live'. Disciplined reasoning on the wrong event stream.

New audited ETH/BTC Option intent appears AFTER watcher's seed poll (post re-arm)

6h fallback (~156 min remaining from orient)

MISSING: fire immediately on first poll if qualifying options already exist — eliminates dead-zone

sole ETH/BTC audited option writer; posted #1993 and #1994 this cycle — the only reliable supply

evaluates Options against Polymarket distribution, possible template overlap

Intent #1993 (ETH call, 1.5% premium, ~24 min expiry at orient) — confirmed third structural miss via seenIntentIds dead-zone. Expired before fallback could fire. Intent #1994 (sNVDA, 10 USDC) is live but not ETH/BTC so outside mission scope.

Correct AUDITED_TEMPLATE_HASH + ETH/BTC asset filter — tight scope matches mission

60s poll cadence appropriate for short-expiry options

6h fallback present as last-resort rescue

Seed-and-return on first poll (if (!seenIntentIds) { seed; return; }) is the structural bug: every option posted during the ~240-min avg inter-wake gap is seede

6h fallback too coarse for 1–4h expiry options; 2h fallback would halve the miss window

seenIntentIds resets on every re-arm, so the dead-zone re-opens every single cycle

In the `if (!seenIntentIds)` branch: call fireWake(`existing audited Option on book: #${auditedOptions[0].intentId}`) before seeding if auditedOptions.length > 0, then seed and return. This fires the agent to evaluate them via its edge-bar

seenIntentIds seed-and-skip dead-zone: every inter-wake option missed

On watcher re-arm, first poll seeds seenIntentIds with all visible options and returns without firing. Any option-writer post during the ~240-min avg gap (or 6h fallback window) is permanently blinded. 3 confirmed misses: #1993 (expired this cycle), #1924 (prior cycle), one earlier. The 6h fallback

One-line fix in current.ts: in the `if (!seenIntentIds)` block, add `if (auditedOptions.length > 0) fireWake(...)` before seeding. Optionally reduce FALLBACK_MS to 2*3600_000 to halve worst-case miss window.

Option-Writer-Matheus

Market supply (sNVDA sellers) disappeared; repricing lower won't help (already tested 1.5% options with zero fill). Repo

sNVDA intent 2046 resolves (fill/expiry) or 1h fallback

Summary: ETH call sleeve went dormant after 3 reprices (3%→2%→1.5%, w14→w17) with zero fills — agent correctly paused rather than repricing a 4th time. Both intents 1993 (ETH call) and 1994 (sNVDA buy) expired in w20. W21 posted fresh sNVDA buy 2046 (+0.5% oracle 205.1, 10 USDC, intent ID 0x07ff per script). No new ETH call posted. Realized PnL -10.63 USDC (26 settle

Step-1 question answered: no 4th ETH call reprice — agent correctly shelved the option sleeve after empirical zero demand (3 premium cuts, 0 fills). Now solely bidding sNVDA (intent 2046, +0.5%, 10 USDC) into a structural supply drought with 0 sellers fleet-wide. Critical watcher bug: script tracks intent ID 0x7FF (=2047 decimal) but posted intent is #2046 (=0x7FE) — watcher will never fire on resolution and relies entirely on the 1h fallback. 30% option sleeve is dark with no re-activation signal.

ETH call: option-taker-matheus (5 lifetime deals) is the sole realistic buyer; Step-1 confirms 2 consecutive seenIntentIds misses — likely missed intent 1993 (1.5% premium, 50-min window). sNVDA: 0 sellers fleet-wide per Step-1; stacker-massimo bid #1833 at $206.13 also idle on same side as 2046.

Sound and solving the right problem. Agent correctly diagnosed sNVDA as a supply gap (not price gap), stopped ETH call repricing after empirical evidence of zero demand, and did not churn. Weak point: option sleeve is now fully dark with no re-activation plan and the watcher has an off-by-one on the intent ID it monitors.

sNVDA intent 2046 resolved (ownIntentResolved) — BUT hardcoded ID 0x7FF=2047 does not match posted intent #2046=0x7FE; this trigger will never fire

1h fallback (nextFallbackMin=33) — the ONLY effective trigger right now

Primary ETH call buyer (5 deals lifetime); Step-1 flags 2 consecutive seenIntentIds misses — likely reason intent 1993 went unfilled despite

ok but seenIntentIds dead-zone is active

Buys mispriced options/binaries vs Polymarket implied (4 deals); could take an ETH call if premium is attractive relative to Polymarket

Largest swap counterparty (majority of 26 settled deals); no observed sNVDA sell-side inventory

Also a sNVDA buyer (bid #1833, $206.13); competes on same side as intent 2046

0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min left at orient) is not a mission fit — option-writer is a maker/writer, not an opportunistic swap taker. No missed option-side opportunities identifiable: option-taker appears to have failed to observe 1993 rather than rejecting it on price.

Fires on sNVDA intent resolution — correct concept for the only live action

1h fallback appropriate for a patient agent averaging 35-min gaps

OFF-BY-ONE BUG: hardcoded SNVDA_INTENT_ID = 0x07ff = 2047 decimal, but posted intent is #2046 = 0x7FE — ownIntentResolved will never match; watcher is effective

No re-activation signal for the option sleeve — after 2046 resolves, nothing triggers a new ETH/BTC call write; 30% mission allocation stays dark indefinitely

No ETH/BTC oracle drift trigger that might warrant a fresh option strike

Fix intent ID to 0x7FE (2046 decimal) immediately — this is a silent correctness bug causing the watcher to rely solely on the 1h fallback rather than the fill/expiry signal.

Wake-script intent ID off-by-one: monitors #2047 instead of #2046

SNVDA_INTENT_ID = 0x07ff = 2047 decimal; posted intent is #2046 = 0x7FE. ownIntentResolved will never return true for intent 2046. Wake fires only on the 1h fallback, adding ~30–60 min latency to every resolution event.

Change SNVDA_INTENT_ID to `0x00...07fe` (0x7FE = 2046) in current.ts immediately

30% option sleeve dark with no re-activation trigger

Agent paused ETH call writing entirely in w21 after 3 zero-fill reprices. Watcher only monitors sNVDA intent 2046 — no signal or mission guidance to resume option writing. Mission allocates 30% to options; sleeve has been dark since w17.

Add CLAUDE.md guidance: after N consecutive zero-fill option cycles, pause 1–2 wakes then write a fresh call at a different term or strike; provide a re-entry condition (e.g. USDC buffer > 25%, option-taker has recent activity) so the sleeve does not stay dark indefinitely

option-taker seenIntentIds dead-zone — 2 consecutive misses including intent 1993

Step-1 confirms option-taker-matheus missed 2 consecutive intents. Intent 1993 (ETH call, 1.5% premium, 50-min window) almost certainly among them — this is the most likely explanation for zero fills at a competitive premium, not the premium itself.

Investigate option-taker's seenIntentIds tracking; ensure it polls for new Option-type intents on every wake and does not skip IDs near boundaries

sNVDA structural drought — 0 sellers fleet-wide

Both stacker-massimo (bid #1833 at $206.13) and option-writer (intent 2046 at $206.13) hold idle sNVDA bids simultaneously. No roster agent posts sNVDA asks. lp-maker is the natural counterparty but lacks apparent inventory.

Seed lp-maker with sNVDA inventory or activate a dedicated sNVDA ask-side agent; drought is blocking 2+ agents and will persist until supply enters

Polymarket-Ljuba

No takeable opps. Maker fallback: sNVDA>$195 strongest new candidate outside existing sMSFT position. sNVDA at $205.10 (

intent fills/expires or new takeable binary/option (24h fallback)

Summary: Prior run confirmed no price-drift trigger; that finding stands. w57 (22:14 UTC Jun14) posted two maker binaries: #1827 sMSFT<$420 and #1916 sNVDA>$195 (Jun19 expiry, sNVDA at $205.10 → 5.2% buffer). Now 231 min resting; watcher armed, 24h fallback fires ~22:15 UTC Jun15. Step-1 focus confirmed: the wake script has ZERO price-drift or oracle-threshold trigge

ALIVE and correctly armed (nextFallbackMin=1211). Two open maker binaries (#1827, #1916) hold $14 USDC at risk; no price-drift trigger means a sNVDA drop toward $195 goes undetected for up to 24h. The new-intent trigger is sound but baseline-scoped — options posted before w57's watcher armed are invisible. 4 deals/$0.34 PnL lifetime; selectivity is on-mission, not a bug.

Mission requires Polymarket distribution data to value bets; w53 noted 'BTC binary edge requires distribution data (need poll-polyma...) — data fetch can fail silently. Combined with thin book (bear-yosher and option-writer are the only regular binary/option posters), selective entry naturally yield

Sound reasoning, correct problem. The agent correctly withholds from sub-MIN_EDGE trades and only makes when nothing's takeable. sAAPL exit saga (w50–w56) showed disciplined horizon-triggered exits even when LP fill was slow. The risk is not churn or off-mission drift — it's that the wake script is structurally blind to price movement on open positions and to intents that predate its arm-time base

ownIntentResolved on #1827 or #1916 (filled or expired)

new BinaryBet or Option intent appearing on book AFTER arm-time baseline

Primary source of Option intents (e.g. ETH call #1993, #1994); directly in polymarket-ljuba's taker scope

Active; posted #1993 and #1994 within cu

Posts BinaryBet intents below-market on crypto; polymarket-ljuba can evaluate against Polymarket distribution

Fallback fires ~58 min from orient; will

Posts BinaryBets mirroring market; Sunday-clock risk may corrupt today's 13:30Z bet

Sunday-clock regression risk; any bet po

Competes to take the same mispricings; counterparty competitor, not a fill source

option-writer ETH call #1993 (1.5% premium, live at orient with ~24 min remaining) — if this intent was posted before w57's watcher established its `seen` baseline at 22:14 UTC Jun14, it was invisible to the new-intent trigger and polymarket-ljuba never evaluated it. This is structurally unmeasurable without intent creation timestamps, but the pattern is a real blind spot: short-lived options (<2h

Fires on ownIntentResolved for both open positions — captures fills and expiries correctly

Fires on any new BinaryBet or Option intent — directly serves the taker-first mission

24h fallback is appropriate for weekly-expiry positions; no sub-minute polling waste

No price-drift or oracle-threshold trigger: sNVDA sliding from $205 toward $195 (the binary strike) is undetected until fill, expiry, or 24h fallback — up to 24

Baseline-scoped new-intent detection: intents on book at arm-time are invisible; short-lived options posted before w57's arm (~22:14 UTC Jun14) were never evalu

Add an oracle price check for sNVDA inside the runWatchLoop: if sNVDA oracle price crosses below $198 (3-point buffer above $195 strike), fireWake('sNVDA price nearing binary strike — reassess #1916'). This is the single highest-leverage ch

No price-drift trigger on open binary positions

sNVDA>$195 (#1916, $7 at risk, Jun19 expiry) has a 5.2% buffer today. The watcher has no oracle price check — a slide to $195 would go undetected for up to 24h. This was noted last run; confirmed again this cycle.

Add `if (sNVDA_oracle < 198) fireWake('sNVDA near strike')` inside runWatchLoop, reading oracle from belt tools. One call per loop iteration, cheap.

Baseline-scoped new-intent detection misses pre-arm intents

The `seen` set is initialized from the book snapshot taken at watcher arm-time. Any option or binary already on-chain at that moment is ignored for the entire 24h window. option-writer #1993 (ETH call, 1.5% premium) may have been live before baseline and never evaluated.

On first loop iteration, instead of skipping (return early), check all current intents against Polymarket distribution and fireWake if any show ≥3% edge — treating arm-time book as an opportunity scan, not just a baseline.

Polymarket distribution fetch can fail silently

w53 logged 'BTC binary edge requires distribution data (need poll-polyma...)' — the fetch failed and the agent skipped rather than erroring. No retry or alert.

If Polymarket poll returns null/error, log a structured wake note and consider a short retry (2–3 attempts) before gracefully skipping — prevents silent misevaluation.

Rebalancer-Lior

Sunday 21:44 UTC. Stocks closed. No USDC. Gaps too small for crypto-only rebalance. Watcher date was wrong — would have

Monday 2026-06-15T13:30Z stock open -- trim sMSFT, DCA BTC

Summary: w48 (06-14T21:44Z) corrected the watcher from 06-16→06-15 believing 06-15 is 'Monday', but June 15, 2026 is Sunday — the original 06-16 was correct. The watcher remains armed to fire at 2026-06-15T13:30:00Z (today, Sunday) with no day-of-week guard in current.ts. The agent's only defense is the stock oracle being unavailable/stale on Sunday (as seen in w47:

Watcher hardcoded to fire at 2026-06-15T13:30:00Z — a Sunday — with no day-of-week guard; w48's 'date fix' inverted the error (06-16 was the correct Monday). The wake script's runWatchLoop fires on a pure timestamp: `if (Date.now() >= MARKET_OPEN_MS)` — no weekday check. Sole defense is the stock oracle being stale on Sunday, but the agent believes today is Monday, so it may not apply that check and will attempt the sMSFT trim + BTC DCA on a non-trading day.

current.ts: MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z') — June 15 is Sunday; w48 log: 'fixed watcher date 2026-06-16→2026-06-15' — agent believed 06-16 was wrong but it was correct Monday; no isWeekday() guard in runWatchLoop callback; FALLBACK_MS also targets 2026-06-15T14:30:00Z (same wrong

Unsound on the calendar: the agent correctly diagnosed a date-mismatch in w48 but applied the fix backwards — it changed the correct Monday (06-16) to a Sunday (06-15). The rebalance plan itself (trim sMSFT +1.52pp → DCA BTC -1.65pp) is sound and on-mission; this agent is solving the right portfolio problem on the wrong day.

Date.now() >= 2026-06-15T13:30:00Z — fires today, Sunday

Fallback: 2026-06-15T14:30:00Z — also Sunday, ~60 min after primary

MISSING: day-of-week guard before fireWake() in runWatchLoop callback

MISSING: dynamic nextWeekdayOpen() — any manual date entry risks this same inversion

Only confirmed settled counterparty (BTC swap, w41-44); but carries the same Sunday 13:30Z misfire — both will wake simultaneously thinking

137 deals, 24/7 crypto swap maker; could fill the BTC DCA leg if premium acceptable; not blocked by equity-hours constraint

Stock/crypto DCA-style agent; potential counterparty for sMSFT trim if swing-nikita wants to accumulate; also has Sunday misfire risk per or

none — the 0x5F79 DeadlineSwap (sNVDA→USDC) is not in rebalancer-lior's mission; no resting sMSFT or BTC swaps on-book that fit the DCA plan during stock-closed weekend hours

Zero-LLM watcher — pure timestamp comparison, fast and deterministic

Fallback exists (14:30Z, 60 min after primary)

5-minute poll interval is patient and appropriate for a once-per-wake DCA agent

Label encodes the exact trade plan for debuggability

MARKET_OPEN_MS hardcoded to 2026-06-15 (Sunday) — should be 2026-06-16 (Monday)

FALLBACK_MS also targets 2026-06-15T14:30:00Z — same wrong day

No day-of-week guard (`getUTCDay()`) in runWatchLoop callback before fireWake()

Manual absolute date entry is the root failure mode — one wrong label ('Monday 2026-06-15') and the whole plan inverts

Replace both hardcoded dates with a `nextWeekdayOpen(13, 30)` helper returning the next Mon-Fri 13:30Z timestamp dynamically — eliminates this class of inversion error and makes the watcher self-correcting across any weekend.

MARKET_OPEN_MS and FALLBACK_MS both point to Sunday 2026-06-15 — misfire imminent at 13:30Z

current.ts lines 7-8: `new Date('2026-06-15T13:30:00Z')` and `new Date('2026-06-15T14:30:00Z')` both fire today (Sunday). w48 log shows agent labeled June 15 'Monday'; correct Monday is 2026-06-16. The watcher will fire and pass the pure timestamp check regardless of day-of-week.

No day-of-week guard in runWatchLoop callback

`if (Date.now() >= MARKET_OPEN_MS)` is a pure clock check — fires on any day at/after target. Belt-and-suspenders weekday check would have contained this bug even with the wrong date.

Add `const d = new Date().getUTCDay(); if (d === 0 || d === 6) return;` before `fireWake()` inside the runWatchLoop callback.

No nextWeekdayOpen() SDK utility — manual date math recurs fleet-wide

momentum-nikita, swing-nikita, and rebalancer-lior all converge on the same Sunday 13:30Z misfire this cycle — three independent agents making the same manual date-entry error. A shared helper would prevent the class.

Add `nextMarketOpen(targetHourUTC = 13.5): number` to sdk/scripts/wake-watch.js returning the next Mon-Fri timestamp at the given UTC hour; agents call it instead of hardcoding absolute date strings.

Stacker-Massimo

Active target sAAPL (rotated at wake 52). No takeable sAAPL sell (only ask above oracle×1.01 ceiling). No open bid. Miss

intent 2069 resolves | oracle sAAPL drift >0.5% from $291.15 | new sNVDA/sAAPL sell | 45-min fallback

Summary: Prior: w43–w51 showed 12 no-action wakes with #1833 ($206.13, 0% drift) stable and sNVDA structurally bid-only. NEW since last summary: w52 triggered consecutive_misses=2 rotation to sAAPL — deal 180 settled (swept sAAPL intent 2063 at oracle+0.60%, USDC 73.821→67.963, +0.02 sAAPL). Bid #1833 was already closed by w52 ('No open bid this wake' in watcher comm

Bid #1833 (sNVDA, $206.13) is no longer live — closed before w52's sAAPL sweep (deal 180, ~5.86 USDC spent, intent 2063 taken at oracle+0.60%). Agent is now in sAAPL mode with bid #2069 posted (10 USDC locked). sNVDA supply-side answer: still zero — LP-Maker and option-writer's combined 22 USDC is entirely on the demand side, not supply; the rotation away from sNVDA was correct.

0 sNVDA asks fleet-wide across all wakes; LP-Maker (12 USDC bid) and option-writer (intent #1994, 10 USDC bid) are competitors not suppliers; deal 180 came from sAAPL rotation, not sNVDA relief; 4 of 7 lifetime deals trace to LP-Maker as counterparty

Sound and on-mission. consecutive_misses=2 rotation to sAAPL is the correct tactical pivot — agent correctly diagnosed sNVDA ask-side as structurally absent rather than transiently thin, and moved to the next in-scope target. The oracle+0.60% sweep (within 1% ceiling) shows price discipline. Posting sAAPL bid at w53 when no immediate ask was takeable follows the stated fallback logic exactly. No c

New sNVDA sell-side swap (posterGives=sNVDA)

New sAAPL sell-side swap (posterGives=sAAPL)

45-min fallback (nextFallbackMin=44 at snapshot)

MISSING: sMSFT sell-side — mission includes sMSFT but isStockSell filter omits it

4 of 7 settled deals; primary historical fill for sNVDA/sAAPL swaps; will post sAAPL asks when inventory rebalances

active, currently bidding sNVDA — ask su

1 settled deal; posts stock asks when writing covered calls, but intent #1994 is a sNVDA buy not a sell

6 open intents confirmed as sMSFT/sAAPL/BTC/ETH/SSV — none are stock-sell intents stacker can take

0x5F79 DeadlineSwap offers 0.01219 sNVDA but requires giving ETH — stacker only gives USDC, incompatible. No USDC-funded sNVDA asks observed in any wake since prior summary. None missed.

isStockSell filter gates on posterGives role — correctly excludes buy-side USDC→sNVDA intents from competitors (LP-Maker, option-writer) that would otherwise tr

Watches both sNVDA and sAAPL simultaneously — covers the rotation target without requiring a new watcher post-pivot

45-min fallback is appropriately patient for a thin equity book

Zero LLM in watcher loop; deterministic intent-filter pattern with explicit baseline-establishment guard

sMSFT absent from isStockSell filter — a sMSFT ask appearing on-book will not trigger a wake, despite sMSFT being a named accumulation target in the mission

Add `|| l.symbol === 'sMSFT'` to the isStockSell OR-condition — one character change so a sMSFT ask fires a wake and the agent can take or bid on the third named target without waiting for the 45-min fallback.

sMSFT omitted from wake-script sell-filter

isStockSell checks only sNVDA and sAAPL. A sMSFT ask posted on-chain will not fire a wake; the agent will miss it until the 45-min fallback, which is too slow for a taker-first strategy.

In current.ts isStockSell: change `l.symbol === 'sNVDA' || l.symbol === 'sAAPL'` to include `|| l.symbol === 'sMSFT'`.

sNVDA structural drought: 3 buyers, 0 sellers, no relief in sight

stacker-massimo, LP-Maker (12 USDC bid), and option-writer (intent #1994, 10 USDC bid) all sit on the sNVDA demand side with zero ask supply across all 54 wakes. Combined demand-side pressure is ~32 USDC with no counterparty. The only historic sNVDA asks came from LP-Maker during rebalance cycles —

Fleet-level: configure LP-Maker to post periodic sNVDA asks when its sNVDA holding exceeds a threshold, or seed a new agent with sNVDA inventory to sell down. Without a supply-side agent, the 3-buyer cluster will idle indefinitely.

Swing-Nikita

All actionable signals require selling assets I do not hold. No buy-dip signals on any asset. Stocks market-hours blocke

crypto buy-dip ≥1.5% OR US market open 2026-06-15T13:30 UTC

Summary: Holdings unchanged: 44.2 USDC + 0.06888 sAAPL + 0.178 sNVDA, zero crypto, 8 consecutive no-ops (w34–w41). The 13:30Z market-open trigger WILL fire today (Sunday) — the watcher has no day-of-week guard, but the agent's own LLM reasoning has blocked Sunday stock trades correctly every wake so far, making the expected outcome a ~$0.42 no-op rather than a bad tr

Wake script fires unconditionally at 2026-06-15T13:30Z (UTC day=0, Sunday) via a hardcoded timestamp with no weekday guard; agent LLM reasoning has blocked Sunday trades 8/8 wakes so outcome is a $0.42 no-op, but 0.06888 sAAPL + 0.178 sNVDA longs are structurally invisible to the watcher — stretch sells will be missed until a Monday crypto-dip or fallback fires.

Stocks closed (Sunday), all 8 wakes confirm 'market-hours blocked'; zero crypto inventory blocks every sell-strength signal (SSV +3.46%, ETH +2.96%, BTC +1.50% all logged as 'no inventory'); no asset crossed -1.5% dislocation for a buy-dip — closest was SSV at +1.37% (wrong direction, sub-threshold)

Sound and correctly self-aware: agent correctly identifies Sunday closure, correctly blocks sell-strength on zero-inventory crypto, correctly notes no buy-dip signal clears threshold. Solving the right problem. However, it is solving only the crypto half of its mission — the sAAPL/sNVDA long book (~32 USDC notional) has no stretch-sell awareness because neither the watcher nor the recent wake reas

Crypto buy-dip: BTC below 63,100 / ETH below 1,645 / SSV below 2.28 (−1.5% of w41 hardcoded avgs), polled every 60s

MISSING: sAAPL / sNVDA stretch-above-average sell trigger — agent holds both but watcher is blind to their prices

Deep inventory (137 deals), quotes swaps near oracle mid — natural counterparty for any crypto or stock swap swing-nikita wants to execute

DCA rebalancer posts delivered swaps on a patient schedule — could cross with a sell if both are moving the same asset in opposite direction

Bids sNVDA/sAAPL at oracle+0.5%; if swing-nikita ever sells its sNVDA lot, stacker-massimo is the natural taker — but bid #1833 ($206.13) is

None verifiable from trade data — no asset crossed the 1.5% buy-dip threshold this period. However: the sNVDA/sAAPL sell-stretch side is unmeasurable because the watcher is blind to stock oracle prices; if either stock stretched above its trailing average during w34–w41, the agent had no mechanism to detect it.

Crypto buy-dip logic is well-formed: per-symbol deviation against trailing averages, 1.5% threshold, 60s poll cadence, fires fast on signal

Fallback at 55h is appropriate for a patient fade-dislocation agent — avoids token burn on empty polls

Comment at top accurately self-documents why sell-strength is suppressed (zero crypto inventory)

Market-open trigger (MARKET_OPEN_MS = 2026-06-15T13:30Z) has NO day-of-week guard — fires on Sunday, part of the fleet-wide Sunday clock bomb; will produce a $0

Hardcoded CRYPTO_AVGS from w41 (BTC: 64136.58, ETH: 1670.93, SSV: 2.31) are stale the moment the agent sleeps for 55h — a significant gap-move makes the baselin

Zero stock oracle monitoring: agent holds 0.06888 sAAPL + 0.178 sNVDA but the watcher loop never reads their prices — sell-stretch signals on the actual portfol

No path to wake on a stock sell opportunity; the only stock wake path is the market-open timestamp, which then relies on the LLM to notice a stretch — one LLM c

Add `getUTCDay()` guard before the market-open fireWake: `if (Date.now() >= MARKET_OPEN_MS && [1,2,3,4,5].includes(new Date().getUTCDay())) { fireWake(...) }` — this fixes the Sunday trigger misfire AND unblocks the same fix for the fleet-w

Hardcoded market-open timestamp lacks weekday guard — fleet-wide Sunday clock bomb

swing-nikita fires at 2026-06-15T13:30Z (Sunday) unconditionally, same as momentum-nikita, rebalancer-lior, mimic-ljuba. The watcher template that generates `Date.now() >= MARKET_OPEN_MS` never includes a `getUTCDay()` check. 4 agents confirmed affected.

Add `[1,2,3,4,5].includes(new Date().getUTCDay())` guard to the market-open condition in the wake-script generation template (core SDK); regenerate all four affected wake scripts

Watcher blind to sAAPL/sNVDA price stretch — equity book has no self-wake

Agent holds 0.06888 sAAPL + 0.178 sNVDA (~32 USDC notional at last valuation) but the runWatchLoop only reads CRYPTO_AVGS (BTC, ETH, SSV). A stretch of either stock above its trailing average will never self-trigger a wake — agent must wait for a crypto dip or the 55h fallback.

Add sAAPL and sNVDA trailing averages + sell-stretch threshold to the watcher price loop; read stock oracle prices in the same belt.tools.readPrice call and fireWake on +1.5% above avg

Hardcoded trailing averages go stale across long sleep windows

CRYPTO_AVGS are computed at w41 and baked into the script. With a 55h fallback, a 5–10% gap move in BTC/ETH makes the buy-dip threshold materially wrong — the agent could fire too early or miss a genuine dip.

Store trailing averages in a persistent file (written each wake) and read them at startup rather than baking them into the watcher source; or reduce baseline staleness by weighting recent prices

Vulture-Andrew

sAAPL rival 2016 expired → upgrade from floor to 1.82%. BTC bait 2064 missing (concurrent w171) → repost at floor. CMQ S

14 intents, none takeable; soonestExpiry=1781490878; next poll 86s

Summary: Still ALIVE and active: armed=true, nextFallbackMin=31, last_wake 9 min ago, 5 bait-sells live (down from 6 last run — one expired or cancelled). W167–W172 show persistent concurrent-wake interference (w167 fired ×2, w168 fired ×3) causing duplicate posts, false-positive cancellations, and wasted gas; this is the dominant efficiency drag. Floor bug still pre

Vulture is alive and healthy (46 settled deals, $1.86 PnL, 0 failing wakes), but 80% of its 151 repeat-wakes appear to be concurrent-instance cleanup rather than new decisions. The 0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC) left no trace in w167–w172 — either scan-edges priced it sub-1% or the basket valuation is a blind spot. No new takes this cycle.

No takers appeared for bait-sells across w167–w172; bait maintenance is healthy. Concurrent wake interference (w167×2, w168×3) is the main efficiency drain — wasted gas, duplicate intents 2037/2043/2044/2051/2053 — but does not block trading. 0x5F79 DeadlineSwap unevaluated or sub-threshold.

Sound within the bait-sell maintenance loop — correctly cancels sub-floor rivals, upgrades to 1.80% when they clear (w168, w172), and reprices on oracle drift (w170 BTC +$200 eroding to 0.99%). However, the concurrent-wake problem means the agent is largely solving self-inflicted noise rather than the market. Possible missed take on 0x5F79 = solving the right problem but scan-edges may have a bask

scan-edges: new edge ≥1% (excluding seenEdgeIds 779/836/869)

pre-expiry: ~5 min before soonest own-intent expiry

check-my-quotes: cancelCmds.length > 0 (quote erosion or undercut)

MISSING: concurrency lock — watcher spawns multiple simultaneous instances (w167×2, w168×3); pre-expiry logic fires on every 30s poll for the full 5-min window,

Multiple settled swaps; active poster of near-oracle sells vulture reprices above floor

Two settled swaps this cycle; posts options and swaps vulture can evaluate

Two settled swaps; latency-arb positions occasionally crossable as edge takes

One settled swap; fires at 13:30Z today — Sunday wrong-day risk reduces expected flow

Posts sNVDA bids vulture's sells could match, but stacker's bid #1833 ($206.13) is idle 12+ wakes — sNVDA drought means no counterparty flow

0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min at orient time) — zero mention in w167–w172 that scan-edges flagged it as a ≥1% edge and no take was recorded. Either scan-edges priced the basket below 1% threshold, or it cannot value a combined ETH+sNVDA→USDC basket against oracle (instrument blind spot). Unmeasurable from wake logs alone without scan-edges output.

Fires on new edge ≥1% via scan-edges — directly aligned with take-mispriced-swaps mission

Pre-expiry trigger prevents own bait-sells from expiring without a repricing decision

check-my-quotes erosion trigger keeps bait-sells competitive against rivals

2h hard fallback is appropriate cadence for a patient opportunist

Pre-seeded honeypot IDs (779, 836, 869) prevent known-trap refires

No singleton lock: watcher spawns concurrent instances (w167×2, w168×3) — root cause of duplicate intents and false-positive cancellations consuming most repeat

Pre-expiry fires fireWake on every 30s poll for the full 5-min window (up to 10 fires per expiry event), compounding concurrency pressure

seenEdgeIds is in-memory and resets on each 'Watcher relaunched' — only 3 pre-seeded honeypots survive; newly refused edges re-evaluated after every restart

Floor bug: check-my-quotes emits cancelCmds for sub-floor rivals, triggering requote to exactly 1.0% floor instead of suppressing (vulture is already the best a

Add a PID lockfile at the top of runWatch (/tmp/vulture-wake.lock) — abort if already held. This single change eliminates the concurrent-instance interference that caused ~50% of w167–w172 wakes to be cleanup-only rather than decisions.

No singleton lock — concurrent wake instances fire simultaneously

w167 fired ×2, w168 fired ×3 in the same session; each independently cancels and reposts, producing duplicate intents (2037 BTC cancelled by false-positive, 2043/2044/2051/2053 sub-floor duplicates). 151/189 repeat wakes — most are concurrent-instance noise, not new decisions. Extra gas on every dup

Write PID lockfile at wake start (/tmp/vulture-wake.lock); abort if already held. Or use a debounce gate in wake-watch.js if SDK exposes one.

Floor bug: sub-floor rival triggers requote to exactly 1.0%, not hold at 1.80%

When check-my-quotes sees a rival at sub-floor (e.g. SSV 0.93%), it emits a cancelCmd, causing the agent to requote to exactly floor (1.0%) — leaking edge vs the 1.80% bait level it should hold when it's already the best above-floor offer. Confirmed w165; still present despite partial upgrade logic

In check-my-quotes: suppress cancelCmd when rival's premium < FLOOR (1.0%) — vulture is already winning above the rival; no requote needed.

Pre-expiry trigger fires on every 30s poll for the full 5-min window

The condition `nowSec >= preExpiryTime && nowSec < soonestExpiry` is true for up to 10 consecutive polls (300s / 30s), firing up to 10 wakes per expiry event — amplifying the concurrent-instance problem.

Track `firedPreExpiry = new Set<number>()` keyed by `soonestExpirySec`; only call fireWake once per unique expiry event.

seenEdgeIds resets on watcher restart — honeypot protection partial

Only 3 IDs (779, 836, 869) survive restarts. New honeypots identified mid-session are forgotten on 'Watcher relaunched', causing re-evaluation on next watcher init — potential repeated refusals burning tokens.

Persist seenEdgeIds to /agent/data/refused-intents.json; load on startup, append on each new refusal.

wallet-address frequency (12/14 agents addressed)

CLOCK BOMB + sNVDA DARK

dominant — all 16 recent settled deals; LP-Maker-Matheus hub

drought: 190+ consecutive wakes no crypto fill (arb-hunter); stock-only binaries dominate open book

26 lifetime option-writer settled; ETH sleeve paused after 3 reprices; taker broken 3 consecutive misses

0x5F79 live at orient (~14 min left, 0.001461 ETH+0.01219 sNVDA → 5.031 USDC)

polymarket-ljuba 2 open makers (#1827, #1916), 0 recent settled

LP-Maker-Matheus ⇄ Momentum-Nikita, Arb-Hunter-Tom, Stacker-Massimo, 0xBd6a…9863

ACTIVE — LP-Maker is hub of all 16 recent settled deals; 11/12 pairs posted

LP-Maker-Matheus (bid #2028 $203.87) + Stacker-Massimo (bid #1833 $206.13, now rotated) + Option-Writer (intent #2046 10 USDC) → [0 sellers]

FROZEN — 3 agents bid-only, 0 sNVDA sellers fleet-wide for 12+ wakes; LP ask dar

LP-Maker-Matheus ⇄ Stacker-Massimo (deal #180), Vulture-Andrew (bait-sell live 48 min)

THIN but CLEARING — 1 recent stacker rotation deal; LP bait-sell active

Arb-Hunter-Tom [taker] ← [no crypto binary makers]

DROUGHT 190+ wakes — arb-hunter correctly skips stock-only binaries (sAAPL/sNVDA

Option-Writer-Matheus [maker] → Option-Taker-Matheus [taker, BROKEN]

DEAD — taker seenIntentIds bug: 3 consecutive misses incl. #1993 (1.5% premium,

Index-Maker ↔ Index-Taker [both undeployed]

NEVER FORMED — 43 cycles, armed=false both sides, 0 wakes

Fleet-wide LLM calendar regression: wake scripts hardcode MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z') — a Sunday,

4 agents fire stock-market logic on a closed market at 13:30Z Sunday: rebalancer-lior (MOST DANGEROUS — actively overwro

rebalancer-lior w48: 'fixed watcher date 2026-06-16→2026-06-15'; momentum-nikita summary: 'MARKET_OPEN_MS hardcoded to Jun 15 (Sunday)'; mimic-ljuba nextFallbackMin=674 (~13:31Z); swing-nikita nextFal

option-taker seenIntentIds seeds current open book on watcher re-arm — any already-posted option is permanently invisibl

3 consecutive ETH call misses (#1993 1.5% premium, #1924, earlier) → option-writer repriced 3%→2%→1.5% chasing a buyer t

option-taker last wake w35 (287 min ago), nextFallbackMin=142; option-writer: '3 reprices (3%→2%→1.5%) with zero fills'; 5 lifetime deals between pair confirm relationship works when taker is function

0 sNVDA sellers exist fleet-wide for 12+ consecutive wakes

LP-Maker sNVDA ask stays dark (inventory depleted, restock blocked by bid #2028 $203.87 finding no sellers); stacker-mas

LP-Maker: sNVDA ask absent 12+ wakes, bid #2028 resting; stacker: deal #180 sAAPL rotation not sNVDA relief; option-writer: intent #2046 posted, no sNVDA asks in open book

vulture-andrew concurrent wake interference: w167 fired ×2, w168 fired ×3

Duplicate intent posts (2037/2043/2044/2051/2053), false-positive cancellations of valid bait-sells, wasted gas; separat

Summary: 'w167 fired ×2, w168 fired ×3 causing duplicate posts, false-positive cancellations, wasted gas'; floor bug: 'SSV rival at 0.93% triggers requote to exactly 1.0%, not above — leaking edge'

Clock bomb: 4 agents converge on wrong-day 13:30Z Sunday trigger

4 agents (rebalancer-lior, momentum-nikita, mimic-ljuba, swing-nikita) target 2026-06-15T13:30:00Z — a Sunday. This is a shared LLM-date-generation regression, not 4 independent agent bugs. rebalancer-lior is highest-risk: it actively replaced the correct Monday date (06-16) with Sunday (06-15) at w48 and has no runtime weekday guard. momentum-nikita's fallback fires first (~302 min); its watcher won't reach the bad trigger but w45 post

rebalancer-lior w48: 'fixed watcher date 2026-06-16→2026-06-15'; momentum-nikita: 'MARKET_OPEN_MS hardcoded to Jun 15 (Sunday)'; mimic-ljuba nextFallbackMin=674; swing-nikita: 8 consecutive runtime Sunday guards but watcher fires regardless

URGENT before 13:30Z: patch rebalancer-lior and mimic-ljuba wake scripts to MARKET_OPEN_MS = new Date('2026-06-16T13:30:00Z') and add isWeekday() guard. Structural fix: LLM wake-script template must compute next business day dynamically — never hardcode a literal calendar date.

option-taker seenIntentIds dead-zone: 3 misses, ETH option sleeve collapsed

option-taker-matheus has not woken since w35 (287 min ago, nextFallbackMin=142). The seenIntentIds bug seeds the current open book on watcher re-arm, making any already-posted option permanently invisible until restart. ETH call #1993 (1.5% premium, ~50 min window) expired undetected — the 3rd consecutive miss. The downstream effect: option-writer repriced 3%→2%→1.5% chasing an invisible buyer, then halted the ETH sleeve entirely. This

3 confirmed misses (#1993, #1924, earlier); option-taker w35 last wake, 287 min silence; option-writer: 'ETH call sleeve went dormant after 3 reprices with zero fills'

Fix seenIntentIds initialization: filter by intent creation timestamp — only seed intents posted before the previous wake, not the entire current book. Or clear seenIntentIds on re-arm and use a recency window instead.

sNVDA market structurally bid-only: 3 agents stranded, 0 sellers 12+ wakes

LP-Maker bid #2028 ($203.87, ~12 USDC), stacker-massimo bid #1833 ($206.13, rotated away at w52), option-writer intent #2046 (10 USDC) — all buy-side, no sNVDA supply exists fleet-wide. This is a market structure gap, not an agent fault. swing-nikita holds 0.178 sNVDA but has no sell-strength signal (no crypto inventory, Sunday stock close).

0 sNVDA sellers in open book; LP sNVDA ask dark 12+ wakes; stacker deal #180 was sAAPL rotation not sNVDA relief; option-writer #2046 idle

Recruit an sNVDA seller or fund swing-nikita/another agent with sNVDA inventory and a sell-strength trigger. The 3-agent buy-side vacuum persists until supply-side exists.

vulture-andrew: concurrent wake interference + floor-calculation bug

Wakes firing ×2–×3 per cycle (w167×2, w168×3) causing duplicate intent posts (2037/2043/2044/2051/2053), false-positive cancellations of valid bait-sells, and wasted gas — the dominant efficiency drag. Separately, floor bug confirmed w165: SSV rival at 0.93% triggers requote to exactly 1.0% (not above), leaking edge on every SSV reprice. These are independent bugs requiring two separate fixes.

w167 ×2, w168 ×3 duplicate fires; 5 duplicate intents listed; floor bug: 'SSV rival at 0.93% triggers requote to exactly 1.0%, not above — leaking edge'

Add watcher concurrency lock (PID file or flock) to prevent simultaneous wake firings. Fix floor math: requote_price = rival_price × (1 + min_edge_fraction) — not a hardcoded 1.0% ceiling.

bear-yosher: fallback fires ~41 min (Sunday) with no price-reversion guard

bear-yosher halted at w57 (21:56 UTC Jun 14) after BTC+ETH momentum both signaled sustained climb. Fallback fires ~41 min from orient (~02:56 UTC Sunday June 15). Wake script is time-only — no price-reversion condition. The agent may resume SHORT positioning on Sunday before weekday price confirmation.

w57 halt: 'Both BTC and ETH momentum signal fired HALT simultaneously'; nextFallbackMin=41; prior summary: 'watcher is time-only with no price-reversion signal — still true'

Add price-reversion condition to fallback: only exit halt if BTC and ETH 4h momentum has reversed below threshold (e.g. <+1%), not on elapsed time alone.

index-maker + index-taker: 43 cycles undeployed, mutually dependent dead cluster

Both agents: armed=false, pidAlive=false, wake_script_source=null, 0 wakes, $0 tokens. No IndexBasket market has ever formed. The pair are mutually dependent — deploying one without the other produces no deal flow.

43 consecutive null cycles for both; all infra fields null/false/0

Deploy index-maker first (as liquidity maker), then index-taker within the same cycle — or formally retire both from the fleet roster to reduce noise.

URGENT (before 13:30Z Sunday): Patch rebalancer-lior and mimic-ljuba wake scripts — change MARKET_OPEN_MS to 2026-06-16T13:30:00Z and add isWeekday() guard. Structural: enforce dynamic next-business-day computation in LLM wake-script template so hardcoded literal dates become imp

Fix option-taker seenIntentIds initialization — use creation-timestamp filtering instead of seeding from current open book on re-arm. This unblocks the option-writer ETH sleeve and restores deal flow for an established 5-trade pair.

Recruit an sNVDA seller (or fund swing-nikita's 0.178 sNVDA with a sell-strength trigger) to break the 3-agent buy-side vacuum. LP-maker, stacker, and option-writer are all idle on the same side with no counterparty path.

Add watcher concurrency lock fleet-wide (start with vulture-andrew); fix vulture floor requote math (rival × (1 + min_edge), not exactly 1.0%). Both are independent one-line fixes with immediate edge recovery.

Worse vs last run: 3 confirmed agents (momentum-nikita, rebalancer-lior, swing-nikita) plus mimic-ljuba all converge on 2026-06-15T13:30:00Z in ~11.5h thinking it is Monday market-open — a fleet-wide Sunday-date regression; sNVDA drought unchanged (0 sellers, LP-Maker AND option-writer now both post

13:30Z Sunday clock convergence: momentum-nikita, rebalancer-lior, swing-nikita, mimic-ljuba all fire at or near 13:30–13:31Z today — 3 of 4 likely trigger wrong-day market logic on a day US equities

sNVDA structural drought: 0 sNVDA sellers fleet-wide; stacker-massimo bid #1833 ($206.13) idle 12+ wakes; LP-Maker (12 USDC) and option-writer (10 USDC, intent #1994) both bidding with no counterparty

Option-taker seenIntentIds dead-zone: 2 consecutive confirmed misses; option-writer ETH call #1993 (1.5% premium) live and expiring ~24 min from orient time

Bear-yosher fallback fires in ~58 min — first posture re-check after 247-min halt; key moment to verify Sunday-awareness

Vulture floor bug confirmed w165: SSV rival at 0.93% triggers requote to exactly 1.0%, not above — leaking edge

0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min left) is live — potential take for vulture/arb-hunter if ≥1% mispriced

Deal count moved 30→31 since prior summary — confirm this is the BTC fill #178 (+12bps) cited in the prior, then: did arb-hunter evaluate the live 0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min left at orient time)

Fallback fires in ~58 min for the first posture re-check after 247-min halt — does the wake script check day-of-week or use a NYSE calendar before re-entering, and what is the expected action when it fires on a Sunday?

42nd consecutive null cycle — is there any new deployment signal this cycle (wallet funded, env set, wake-script committed, health status change) or is this another identical null?

42nd consecutive null cycle — same question: any new deployment signal, or another identical null? (index-maker is the sole natural counterparty and is equally offline.)

sNVDA ask has been dark 11+ consecutive wakes per prior — does the current open book show LP posting a sNVDA BID (gives 12 USDC → wants 0.058861 sNVDA, 19 min left) as an inventory-restock attempt, and did the ETH ask recover or remain dark

15h fallback fires at ~13:31Z today (Sunday, ~11.5h away) — does the wake script have any day-of-week guard before acting on a new posture, and are there any NEW BinaryBets on the book (not in seenIntentIds) that mimic should be evaluating

MARKET_OPEN_MS is hardcoded to 2026-06-15T13:30:00Z (a Sunday) and fires in ~11.5h — when it triggers, does the agent's logic check the actual day-of-week or NYSE calendar before attempting a momentum rotation, or will it try to trade into

Option-writer's ETH call #1993 (1.5% premium, ~24 min left at orient time) is live on the book — did option-taker fire on it before expiry, or did the seenIntentIds dead-zone cause a third consecutive confirmed miss? If missed, how long unt

ETH call repriced 3× (3%→2%→1.5%, w14→w17) with zero fills and nextFallbackMin=36 means another wake is imminent — will it reprice the call a 4th time or let it expire, and is sNVDA buy #1994 (+0.5% oracle, 10 USDC, 33 min left at orient) a

nextFallbackMin=1214 (~21h rest, fires ~23:14Z today) and open binaries #1827 (sMSFT<$420) and #1916 (sNVDA>$195) are live — does the current wake script have ANY price-drift or threshold trigger that would fire early if sNVDA slides below

Armed to fire at 13:30Z today (Sunday) thinking it is Monday — when it wakes, does the agent check day-of-week independently of the watcher timestamp, or does it rely solely on the watcher having fired 'at market open' and proceed straight

12 consecutive no-action wakes; bid #1833 ($206.13) posted and per prior summary has NOT drifted — confirm it is still live and undrifted, and with LP-Maker + option-writer both posting sNVDA bids totaling 22 USDC, is there any supply-side

Primary wake trigger fires at 2026-06-15T13:30:00Z (~11.5h away, same Sunday-bug timestamp as momentum/rebalancer) — does the wake script check day-of-week before acting, and given 32 USDC of sNVDA/sAAPL longs, what is the agent's expected

Floor bug confirmed w165 (SSV requote lands at exactly 1.0%, not above rival) and 5 bait-sells live — did vulture evaluate the 0x5F79 DeadlineSwap (0.001461 ETH + 0.01219 sNVDA → 5.031 USDC, ~31 min at orient time) as a ≥1% edge take, and a

Patch all agents with hardcoded 2026-06-15T13:30:00Z before 13:30Z today (~11.5h window): momentum-nikita, rebalancer-lior, swing-nikita, and mimic-ljuba all fire at this timestamp on a Sunday — repla

option-taker-matheus: fix seenIntentIds dead-zone — clear the set on re-arm (or use a freshness window) to stop missing options that land in the gap between a wake completing and the watcher re-arming

vulture-andrew: fix floor requote bug — when a rival is at 0.93%, requote to 1.01% (or 1%+1bp), not exactly 1.0%; confirmed active in w165

sNVDA supply crisis: 0 sellers fleet-wide with 3 agents holding active bids totaling 22+ USDC unfilled — assess whether option-writer or vulture-andrew can post a sNVDA sell intent to seed the supply

bear-yosher: before the ~58-min fallback fires, verify the wake script has a Sunday guard; if it only checks 'halt flag' without a calendar check, patch it now to avoid a mis-trade on Sunday equity po