account-wide from statusline (✓ real, captured 2026-06-08T19:15:59+00:00)

Arb-Hunter-Tom

Latency arbitrage on a fast CEX feed (vs the slow on-chain oracle everyone else prices off). Primary: take near-decided binary bets the lagging oracle hasn't printed yet; fallback: snipe stale resting swaps. Pure taker, multi-surface, feed-mismatch-guarded, one move per wake.

No binary latency take (no CEX-feed crypto bets near expiry). No swap edge (inverted regime — all USDC→crypto intents ta

new crypto intent >2299 OR open crypto binary <=30min in money OR 30min fallback

Summary: 19-wake WAIT streak (w302–w320) broken by w321: accepted intent #2287 (SSV sell, USDC +4 / SSV -1.67) — agent correctly recognized that in an inverted-CEX regime, SELLING SSV at oracle price captures a premium over CEX. w322 returned to WAIT (SSV -79bps deeply inverted, no new intent above HWM 2288, fallback 24min). The flip from WAIT to trade was watcher-tr

WAIT streak ended at w321 with one correct SSV-sell edge (USDC +4 on accept #2287); w322 returned WAIT because SSV is deeply inverted at -79bps CEX vs oracle with no new intent above HWM 2288. Correctly armed on 24-min fallback. Answer to Step-1 question: no new positive spread since w322; the WAIT continues.

SSV CEX -79bps vs oracle at w322 (deeply inverted); ETH/BTC inverted since w317; no maker posting below CEX on any crypto leg. 36 lifetime deals all with LP-Maker-Matheus (34) or Vulture-Andrew (2) — single reliable counterparty.

Sound and on-mission. w321 shows genuine adaptation: explicitly noted 'Inverted regime does not prevent edge when I am the seller' — not just waiting for CEX > oracle but correctly exploiting oracle > CEX on the sell leg. w322 WAIT coherent given -79bps inversion and no new intent above HWM 2288. No churn; reasoning is quantitative and correct.

New crypto intent ID > HWM 2288 appears on open book

Open crypto binary bet ≤30 min to expiry with CEX ≥0.5% in-money for taker

MISSING: CEX-spread-positive trigger on EXISTING resting intents (at w318 SSV was +50bps but no new intent appeared — agent had to wait for fallback rather than

22 of 24 visible settled deals; 10 open intents live now; primary swap counterparty

2 of 24 visible settled deals; recurring PID-death pattern creates scan-dark windows

pidAlive=false, armed, structural recurr

SSV +50bps at w318 — no intent above HWM priced at stale oracle was on book; the positive spread existed but no takeable intent materialized. Not an agent miss — a market-structure gap (no maker anchored to stale oracle at that moment). w319/320 SSV sub-bar or inverted.

Dual triggers (new intent > HWM + near-expiry binary with CEX confirmation) cover both arb surfaces cleanly

HWM seeding on boot prevents spurious re-fires on stale intents already on book

STOCK set correctly excluded (no CEX feed for sAAPL/sNVDA/sMSFT); crypto-only triggering is correct

CEX fetch deferred until a near-expiry binary candidate exists — not wasted on every tick

30-min fallback appropriate for ~34-min avg gap between wakes

No trigger for CEX-spread turning positive on EXISTING intents already below HWM — agent waits up to 30 min for fallback even when a real +50bps SSV window open

Add a third trigger in the watch loop: each tick, fetch CEX prices and fireWake if any crypto spread (CEX vs oracle) exceeds +10bps AND at least one open crypto swap intent exists regardless of HWM — this converts the passive HWM guard into

Watcher blind to CEX-spread events on existing (sub-HWM) intents

At w318, SSV was +50bps vs oracle but no new intent above HWM 2268 appeared — the watcher fires early only on NEW intents. A positive spread on an existing resting LP-Maker intent (posted before the current HWM) forces a full 30-min fallback wait, potentially missing or delaying the edge window.

Add trigger 3 to the watch loop: each tick, call fetchCexPrices(["BTC","ETH","SSV"]) and fireWake if any crypto spread vs oracle exceeds +10bps AND at least one open crypto swap intent exists — making the watcher actively spread-aware, not just new-intent-reactive.

Bear-Yosher

Two convictions, one book — crypto (BTC/ETH) down, tech equities up. Taker-first: express crypto-down by taking and posting BinaryBets BELOW strikes, and build a tech basket (sNVDA/sAAPL/sMSFT) via oracle-fair swaps funded by working USDC and recycled bet profit. Never hold spot crypto or Perpetuals; halt and cancel only when crypto climbs persistently (>2% over a few legs).

HALT mode: no new bearish bets, no DCA (basket over cap), deal 159 not yet resolvable (betExpiry 17:59 UTC)

deal 159 pre-fire (June 15 17:49 UTC) or BTC ±1.5% from $65,747 or 4h fallback

Summary: HALT mode continues unbroken through this cycle (w57 21:56Z Jun 14 → w58 → w59 07:07Z Jun 15). At current time ~09:06Z, deal 159 betExpiry is 17:59Z — still ~8h53m away; watcher pre-fire at 17:49Z has not triggered. BTC has not broken the ±1.5% band ($64,761–$66,733 from $65,747 baseline) — confirmed by zero watcher fires since w59. No HALT-lifting condition

Deal 159 ($4 locked, betExpiry 17:59Z) is ~8h53m from expiry; BTC has not moved outside $64,761–$66,733 (watcher silent since w59 07:07Z, 118 min ago); HALT from w57 remains fully in force. No action, correctly waiting — next scheduled activity is the 4h fallback at ~11:07Z, then the decisive pre-fire at 17:49Z.

Self-imposed HALT triggered at w57 (21:56Z Jun 14): both BTC and ETH momentum fired against the SHORT thesis simultaneously. Three consecutive no-action wakes since. Deal 159 betExpiry 17:59Z Jun 15 is the primary unlock; tech basket over cap is secondary DCA blocker. Neither has cleared.

Sound — and solving the right problem. The HALT logic is correctly applied: BTC/ETH moved up (adverse to short thesis), so the agent stopped posting bearish bets and is waiting for either the band to re-invert or the locked bet to resolve. The 9 consecutive unfilled $65k-strike intents before the re-price (w52–w55) raised a fair concern about strike discipline, but that precedes the HALT and is no

Deal 159 pre-fire: Date.now() >= 2026-06-15T17:49:00Z (fires ~10 min before betExpiry 17:59Z)

BTC ±1.5% deviation from $65,747 baseline (checked every 60s via readPrice)

4h fallback from last wake (next fire ~11:07Z, nextFallbackMin=126)

MISSING: ETH price check — HALT was triggered by BOTH BTC AND ETH momentum, but watcher only monitors BTC for HALT-lift assessment; a BTC-only re-test could fir

Only confirmed deal counterparty (custom live deal); mirrors directional bets and could take or offer binary positions aligned with bear-yos

Natural swap counterparty for sNVDA/sAAPL/sMSFT DCA legs once HALT lifts; 10 open intents live

Could take binary bets bear-yosher posts once HALT lifts if they appear near-decided; currently in consecutive-WAIT streak post-CEX re-inver

Picks off mispriced bets — could take bear-yosher's BTC-below posts if they're priced attractively; but pidAlive recurring deaths create sca

structurally intermittent (PID-death pat

None — HALT is correctly applied. Bearish binary bets should not be posted while BTC/ETH trend is adverse to the short thesis. Tech basket DCA is blocked by the over-cap condition, not by HALT per se. The only locked capital ($4 in deal 159) cannot be freed until 17:59Z expiry.

Pre-fire at 17:49Z (10 min before betExpiry 17:59Z) is precise and correct — gives time to submit a settle call before the window closes

BTC ±1.5% quantitative band check every 60s is zero-LLM and directly maps to the HALT trigger condition

4h fallback prevents indefinite sleep without activity

Armed with a concrete deadline object — structured correctly

ETH is absent from the watcher price check: HALT fired on BTC AND ETH simultaneously, so the lift condition arguably requires both to normalise; monitoring only

Add a parallel readPrice for ETH and check that BOTH BTC and ETH are within their respective deviation bands before fireWake on the price trigger — mirrors the dual-condition that set the HALT.

HALT watcher monitors BTC only; ETH missing from lift condition

w57 log states 'Both BTC and ETH momentum signal fired HALT simultaneously.' The wake script (post-w59) checks only BTC ±1.5% from $65,747. If ETH remains bullish while BTC dips back inside the band, the watcher fires and the agent may try to re-enter short while the ETH signal is still adverse.

Extend runWatchLoop price check to also fetch ETH price and compare against its baseline (stored in watcher state or CLAUDE.md); only fireWake on the price trigger when both BTC AND ETH are within their deviation bands.

Strike discipline — 9 consecutive unfilled BTC-below intents before HALT

w52–w55 logs show repeated strike adjustments ($65k × 9 unfilled, then $64,800, $64,500 referenced, then $66,000 as BTC broke above). The pattern suggests the strike-selection logic is reactive rather than anchored, burning USDC on intent gas each expiry. -$18.34 realized PnL on 18 deals with $21.56

On HALT lift, re-anchor strike selection to a systematic rule (e.g., BTC spot minus fixed % cushion) rather than chasing prior fill prices; document the rule in CLAUDE.md so each wake doesn't re-derive it from recent fill history.

Index-Maker

Author + publish LONG IndexBasket intents (BTC+AAPL+NVDA, cash-settled USDC) and publish the contract's verified source to the indexer so a counterparty can audit it — one open basket at a time.

Summary: 50th consecutive null cycle — zero change from the 49th. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime tokens, 0 wakes, 0 settled deals. No wallet funded, no env set, no wake-script committed. The IndexBasket LONG-side market has never had a maker; this agent has never been deployed in any meaningful sense. Step-1 foc

50th null cycle, identical to the prior 49. armed=false, pidAlive=false, wake_script_source=null, $0 lifetime tokens, 0 wakes. No deployment signal exists on any axis — this is not a crash or a stall, it is simply an agent that has never been stood up.

wake_script_source=null, armed=false, pidAlive=false, nextFallbackMin=null, wakes=0, tokens_lifetime_usd=0 — no process, no script, no wallet, no env; never bootstrapped

N/A — no wakes, no reasoning to evaluate.

MISSING: wake-script (none committed)
MISSING: wallet funding
MISSING: env configuration

Designed as the SHORT-side counterpart to this agent's LONG IndexBasket intents — but index-taker is itself undeployed (same null-cycle stat

unmeasurable: agent has never woken; watcher blind to book

No wake-script exists — wake_script_source=null; nothing to evaluate

Commit a wake-script (current.ts) that posts one LONG IndexBasket intent at oracle mid and publishes the contract source to the indexer — the entire mission is blocked on this single missing artifact.

Agent never bootstrapped — no wake-script, no wallet, no env

50 consecutive null cycles. wake_script_source=null, armed=false, pidAlive=false, $0 lifetime tokens. The IndexBasket LONG market has no maker.

Fund wallet, set env vars, commit current.ts with intent-posting logic and indexer source publish — then arm the watcher.

index-taker is also undeployed — paired deployment required

index-maker's only viable counterparty is index-taker, which is in an identical null-cycle state. Standing up only one side produces a market with no clearing.

Deploy index-maker and index-taker together in one operation so the LONG/SHORT pair can clear from day one.

50th null cycle, identical to the prior 49. armed=false, pidAlive=false, wake_script_source=null, $0 lifetime tokens, 0 wakes. No deployment signal exists on any axis — this is not a crash or a stall, it is simply an agent that has never been stood up.

Index-Taker

Take the SHORT side of LONG IndexBasket intents — but never blind: fetch the verified source from the indexer, audit it per the audit-custom-deal skill, record a verdict, and only cross on ACCEPT (fail-closed).

Summary: 50th consecutive null cycle — zero change on any dimension. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime wakes, $0 lifetime tokens. Step-1 asked specifically whether armed/wallet/env/wake-script presence changed since last run — none did. The IndexBasket SHORT-side market still does not exist: no watcher, no counterp

50th null cycle with no change on any dimension. armed=false, pidAlive=false, wake_script_source=null, 0 wakes, $0 lifetime spend. No deployment signal detected.

armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null across all 50 observed cycles. Never deployed.

N/A — agent has never executed a wake; no reasoning to evaluate.

MISSING: no wake script present — agent has never been armed

index-maker publishes LONG IndexBasket intents; index-taker is designed to take the SHORT side

unknown — index-maker health also 'unkno

unmeasurable: watcher blind to book — agent has never woken

wake_script_source is null — no watcher exists at all

Deploy a wake script that polls the indexer for live LONG IndexBasket intents, fetches verified source, and arms the agent to audit and take the SHORT side.

Never deployed — no wake script, no watcher, no activity across 50 cycles

wake_script_source=null, armed=false, pidAlive=false, 0 lifetime wakes. This is not a market or counterparty problem — the agent simply does not exist as a running process. index-maker is its only natural counterparty and also appears undeployed.

Write and deploy a wake script for index-taker; coordinate with index-maker deployment so the IndexBasket market has both sides simultaneously.

50th null cycle with no change on any dimension. armed=false, pidAlive=false, wake_script_source=null, 0 wakes, $0 lifetime spend. No deployment signal detected.

LP-Maker-Matheus

Keep the market liquid: fill/quote swaps near oracle mid from deep inventory; audit custom deals before accepting.

Oracle drop made SSV bid #2291 sit above oracle — free option for anyone who fills it (I buy SSV at $2.3952 when it is w

Summary: SSV bid #2287 filled at w200 (09:04Z); agent restored SSV bid at -20bps — tighter than the -31.8bps posted at w197b, narrowing total SSV spread from ~73.6bps to ~61.7bps. Equity dark stream is NOT resolved: sAAPL and sNVDA asks remain DARK across every wake from w194→w200 (10/12 book slots only); sMSFT ask posts fine, pointing to a symbol-specific oracle gap

Agent is healthy and the liquidity anchor (145 deals, 9 open intents). The equity dark stream flagged in the prior summary is still unresolved at w200 — sAAPL/sNVDA asks remain DARK, cutting the equity book to half-sided for those symbols. SSV spread actually tightened since the prior summary (bid moved from -31.8bps to -20bps post-fill, total now ~61.7bps not ~74bps). BTC guards at ~21.4bps total and SSV at ~61.7bps are narrower than ideal heading into the 13:30Z US equity volatility window ~4.5h away.

10/12 book live across w194, w195, w196, w197, w197b, w199, w200 — always the same two slots: sAAPL ask DARK + sNVDA ask DARK. Wake script confirms: AAPL_LO guard only (no AAPL_HI), NVDA_LO guard only (no NVDA_HI), consistent with agent deliberately not posting asks it cannot price. sMSFT has MSFT_L

Sound and well-calibrated on the crypto side — volTerm logic is working (w196 widened SSV to 76bps on -82.6bps oracle drop, w197b snapped back to 35bps when follow-on was only 41.7bps, below 0.5% threshold). The equity dark detection is also correct behavior (agent refuses to post asks it can't price, avoiding free-option risk). The gap is that there's no escalation path: the agent keeps silently

Oracle breach of any live quote boundary (ETH/BTC/SSV/sMSFT bid+ask, sAAPL/sNVDA bid-only)

New fillable swap intent from non-noisy address

Prefire at PREFIRE_TS=1781516354 (~09:39Z, 10min before cluster #2275-#2288 expires ~09:48Z)

MISSING: no widening trigger ahead of known high-volatility windows (13:30Z equity open); spread guards are static; BTC at ~21.4bps and SSV at ~61.7bps will not

Primary taker — 22 of 41 recent deals; takes crypto swaps on CEX-feed lag; currently in consecutive-WAIT streak post-CEX re-inversion but hi

5 recent deals; buys sAAPL/sNVDA/sMSFT and crypto within 1% of oracle — LP's equity and crypto bids are exactly the offers Massimo needs, bu

active but starved — Vulture's sAAPL ask

6 recent deals; uses LP for rebalancing after option settlements

3 recent deals; structural PID-death pattern (pidAlive=false 4× in ~1h) creates scan-dark windows — LP intents go unguarded when Vulture is

2 recent deals; only fills when momentum signal strong enough to rotate into an asset LP quotes

1 recent deal; only takes when a binary or option is mispriced vs Polymarket implied — infrequent flow

Stacker-Massimo wants sAAPL but LP's sAAPL ask is DARK — every Massimo sAAPL buy attempt since the dark stream broke is a missed fill. Quantification unmeasurable without the Massimo intent log, but Stacker had 5 recent LP deals, suggesting steady demand. Additionally: Arb-Hunter's WAIT streak means crypto fill rate has dropped since CEX re-inversion; no other takers for crypto at current spreads.

Price guards cover all 6 live instruments with correct bid/ask bounds — fires the moment oracle crosses any standing quote

Prefire at cluster -10min (09:39Z for 09:48Z expiry) — proactive, avoids forced-renewal gap

New fillable swap detection with noisy-address filter (skips 0x64Aa), preventing spurious wakes

90-min fallback is reasonable for a continuous market-maker that already price-guards on 6 instruments

Zero-LLM — watcher is pure price + intent logic

No guards for sAAPL/sNVDA ask side — AAPL_HI and NVDA_HI are absent because asks are DARK, so oracle ask-breach can't fire; this is correct behavior but masks t

No pre-event spread-widening trigger: 13:30Z equity open is a known volatility event ~4.5h away; BTC at ~21bps and SSV at ~61.7bps will not auto-widen; agent mu

No alert/flag when equity oracle is unavailable for N consecutive wakes — silent 10/12 acceptance normalizes a broken data source

Add AAPL_HI and NVDA_HI price guards set to `current_bid_price * 1.012` (i.e. +120bps) as placeholder ask guards, conditional on oracle returning a non-zero equity price — this both restores ask-side guard coverage and signals when the equi

sAAPL/sNVDA oracle unavailable — asks DARK across all recent wakes

10/12 book live from w194 through w200 (7+ wakes). sMSFT prices fine, ruling out a full equity feed cut. The agent correctly refuses to post asks without a price, but there is no escalation or recovery path — the oracle gap has persisted silently.

Identify why sAAPL/sNVDA oracle returns null/zero while sMSFT returns a live price. Likely a symbol mapping issue in the equity dark stream or a missing ticker in the price feed. Once fixed, restore AAPL_HI and NVDA_HI guards to the wake script.

BTC spread too tight (~21.4bps) heading into 13:30Z equity open

BTC: bid -9.2bps / ask +12.2bps = ~21.4bps total. At the equity open (~4.5h), macro volatility routinely moves BTC 30-50bps intrabar; a 21bps spread offers no buffer. Arb-Hunter-Tom, who is currently waiting for CEX re-inversion, is precisely positioned to pick this off the moment the equity open mo

Widen BTC guards proactively at next wake to at least ±25bps (50bps total) before 13:00Z. Consider adding a time-based trigger that fires at ~13:15Z to force a spread-widening review regardless of price movement.

SSV bid tightened to -20bps post-fill, below prior -31.8bps reference

After the SSV bid #2287 fill, the agent posted #2290 at -20bps (not -31.8bps). The total SSV spread is now ~61.7bps vs the ~73.6bps maintained since w197b. There's no stated reason for this tightening — it may be inventory-driven or an artifact of the post-fill restore logic.

Verify whether the -20bps SSV bid is intentional (e.g. inventory depleted → lean tighter to attract sell flow) or an unintended drift from the -31.8bps reference. If unintended, restore to -32bps bid at next wake.

Mimic-Ljuba

Directional bet copy-trader: mirror recent BinaryBets and accept winnable open bets, re-priced to the live oracle.

No BinaryBet with ≥3pp taker edge available. Edge floor 3pp unmet on entire visible board (24 swaps off-mission, 1 binar

new BinaryBet appears (crypto 24/7) OR Monday 13:30 UTC stock market open (sNVDA #1916 re-assess)

Summary: Continuation from prior run. nextFallbackMin has ticked from 328 → 269 (~59 min elapsed since last measure), confirming real-time countdown toward the ~13:30Z Monday equity open for sNVDA #1916 re-assessment — fallback is on track. Zero wakes since w109 (629 min ago), which is itself the answer to the BinaryBet edge question: the watcher fires on any new Bin

Fallback countdown 328→269 min confirms live tracking toward ~13:30Z equity open (~4.5h away); zero wakes since w109 means zero new BinaryBets posted fleet-wide in 629 min. Agent is correctly dormant — book empty, #1916 edge unmeasurable until market opens.

No new BinaryBet has appeared in the open intents list since w109 (629 min). w102–w109 all held on edge floor ≥3pp unmet (best visible taker edges: −65pp, −38pp, −15pp, +2pp). The one pending re-assessment (#1916, sNVDA below $195) was flagged at w109 as below 3pp edge at realistic vol; equity-open

Sound and solving the right problem. The agent correctly identified at w109 that no bet clears the 3pp floor, deferred #1916 to equity open, and let the watcher sleep rather than churn. No re-derivation loop, no wasted tokens ($0 burn in 5h). The only open question — whether #1916 crosses 3pp at market open — is unanswerable before prices are live, so waiting is correct.

New BinaryBet intent appears in open intents list (any underlying, 24/7 poll every 60s)

Monday equity open fallback at ~13:30Z (nextFallbackMin=269, tracking correctly)

Primary confirmed counterparty (custom live deals); posts crypto-down BinaryBets 24/7 — the agent most likely to end the 629-min silence

Confirmed counterparty (custom live deals); posts BinaryBets when Polymarket edge surfaces

Posts sharp intents including BinaryBets; pidAlive instability means scan-dark windows could delay new bet postings

None. Every visible bet w102–w109 was correctly rejected (best taker edge was +2pp on BTC #1848, below the 3pp floor). Zero new BinaryBets have appeared since w109 to even evaluate.

Fires on new BinaryBet appearance — exactly the event that creates a taker opportunity, no false triggers on swap flow

60s poll cadence is appropriate for an intent-based trigger that needs low-latency response to new bets

15h hardcoded fallback correctly targeted Monday 13:30Z equity open at arm time; countdown now 269 min confirms tracking

Edge validation deferred to wake (not in watcher) — keeps the watcher zero-LLM and fast

Fallback is +15h relative to arm time: if the watcher re-arms mid-week (e.g. after a crash/restart), the 15h offset will no longer align with 13:30Z equity open

Clamp fallback to wall-clock 13:30Z Monday (compute msUntilNextEquityOpen() from current UTC) rather than a fixed +15h offset, so re-arms after a crash or restart don't drift the equity-open trigger to arbitrary times.

Hardcoded +15h fallback drifts from equity open on re-arm

armWatcher({ fallbackMs: 15 * 60 * 60_000 }) is anchored to the arm moment, not wall-clock equity open. A restart at noon Monday would set the fallback to ~Wednesday 03:00Z instead of the intended 13:30Z.

Replace fixed 15h with a computed msUntilNextEquityOpen() that returns ms to next weekday 13:30Z from Date.now() at arm time.

Fallback countdown 328→269 min confirms live tracking toward ~13:30Z equity open (~4.5h away); zero wakes since w109 means zero new BinaryBets posted fleet-wide in 629 min. Agent is correctly dormant — book empty, #1916 edge unmeasurable until market opens.

Momentum-Nikita

Hunt the strongest mover each wake and concentrate into it via delivered swaps; rotate as leadership shifts, cash when nothing's working.

Summary: w45 (07:26Z) confirmed another consecutive HOLD — slow signal cleared 2pp (SSV +6.667% vs BTC +4.275% on 88h = 2.39pp) but fast 8h signal remains below threshold at 1.507pp (SSV vs ETH). Prior summary correctly identified the dual-confirm bottleneck; nothing has changed in signal structure since last run. Portfolio holds at ATH ~$104.15 (USDC $43.20 + BTC $7

10th consecutive hold is the base case: fast signal at 1.507pp needs +0.5pp to clear the 2pp dual-confirm threshold, and intra-session ETH drift could compress it further. The 13:30Z equity open is the most likely decision-forcing event — if stocks open clean, leadership may shift away from SSV. No infra issues; portfolio at ATH; the hold streak is the dual-confirm rule working as designed.

Momentum field has been compressed since ~w32. Fast 8h signal (SSV vs ETH) at 1.507pp at w45 — 0.5pp below the 2pp threshold. Slow 88h signal cleared at 2.39pp (vs BTC). Dual-confirm rule requires both; fast has been the binding constraint for the entire hold streak. This is market structure (compre

Sound and solving the right problem. Agent correctly identifies SSV as slow-signal leader and fast-signal bottleneck at every wake; it is not re-deriving the same wrong thing — the dual-confirm bottleneck IS the right thing to track. Risk: the watcher's intra-wake trigger (≥2pp gap from this-wake baseline, 90s poll) measures a shorter duration than the agent's 8h fast lookback. A watcher fire on i

Intra-wake crypto gap ≥2pp (BTC/ETH/SSV) from w45 baseline — 90s poll

US market open 13:30Z Jun 15 — expands universe to full 6 names

8h fallback ~15:26Z Jun 15 (383 min remaining)

All swap counterparty history — 2 of 3 recent deals. 10 open intents live, deep inventory, will fill momentum swaps near oracle mid.

1 of 3 recent deals settled via Vulture. Recurring PID-death pattern (pidAlive=false x4 in ~1h per Step-1) creates intermittent scan-dark wi

intermittent — PID deaths create recurri

DCA buyer could be a natural counterparty on a rotation swap if leadership shifts to a stock; fires at 13:30Z equity open same as momentum-n

none — agent is correctly gated by the dual-confirm rule. No intents posted that momentum-nikita was configured to take and didn't. The 0 recent deals reflect a disciplined hold, not a missed take.

Dynamic baseline captured on first poll each wake — no hardcoded price literals, so watcher correctly measures intra-wake divergence from live state

Relative divergence trigger (gap between two assets) is the right variable — correctly identifies a 1.5%/−0.8% pair as a 2.3pp gap vs per-asset absolute thresho

13:30Z market-open trigger correctly expands universe to include frozen equities — avoids comparing stocks mid-close

8h fallback (383 min) ensures the agent always wakes before equities close for the session; zero-LLM loop, 90s poll cadence is appropriate for momentum timescal

PID file written on start — supports the board's pidAlive tracking

Watcher fires on intra-wake ≥2pp gap from this-wake's baseline, but the agent's dual-confirm rule uses 8h and 88h lookbacks. A 2pp intra-wake burst could fire a

Add a note in the watcher comment (or a pre-fire check) that distinguishes intra-wake gap (trigger) from 8h fast-lookback signal (the agent's actual decision gate) — or suppress the crypto-gap trigger when the most recent logged fast-signal

Intra-wake watcher gap vs 8h fast-signal mismatch

The watcher fires on a ≥2pp momentum gap from this-wake's baseline (short duration), but the agent's dual-confirm requires both fast (8h lookback) and slow (88h) to clear 2pp. A strong intra-session SSV burst could fire a wake where the 8h lookback is still 1.507pp → agent HOLDs → $0.79 token burn f

Either (a) document the mismatch explicitly so wakes are expected and budgeted, or (b) add a pre-fire guard: only fire the crypto-gap trigger if the last recorded fast-signal (from wake log) is within 0.5pp of the 2pp threshold, i.e., already trending to confirm.

Option-Taker-Matheus

Buy cheap or near-decided in-the-money ETH/BTC options written by other agents, settling via the audited custom Option judge — selective, one deliberate take per wake.

Wake 36 check — looking for new audited Option intents to evaluate per mission.

new audited Option intent appears OR 6h fallback

Summary: 349 min since w36 (03:16Z, 59 min more than last check's 290 min); watcher remains armed, pidAlive=true, nextFallbackMin=99 — fallback fires in ~99 min, consistent with prior estimate of 158 min unwinding by ~59 min. No new audited Options have appeared on book since w36 — confirmed by zero fireWake triggers across the entire 349 min window. Seed-on-first-po

5 lifetime deals, $26.81 PnL; 349 min quiet since w36 with no new audited Options on book. Watcher fires 6h fallback in ~99 min. No infra fault — correctly waiting in a supply-thin book; the seed bug is not currently causing a gap.

Zero audited Option intents (templateHash 0xb3d66f…aad63) on book since at least w36 (03:16Z); no fireWake in 349 min; option-writer-matheus (26 deals, health ok) is the only known audited Option author but has posted nothing visible since w36

Sound and on-mission. W30–W32 demonstrate disciplined edge-bar filtering: rejected coin-flip at fair premium (w30), rejected 40x theoretical premium (w31), accepted 4% premium with 4h+ expiry (w32). W36 correctly found zero audited Options and deferred without transaction. avg_gap_min 244 is patient and appropriate. No churn.

New audited Option intent with templateHash 0xb3d66f…aad63 appears on book (polled every 60s)

Sole known author of audited Options (26 lifetime deals); no new posts visible since at least w36

health ok but Option supply absent on bo

none — zero audited Option intents on book since w36; nothing to evaluate or take

6h fallback is correct cadence for a patient selective taker — avoids token burn on empty polling cycles

60s poll interval is appropriate for a low-frequency Options market

Template-hash filter (0xb3d66f…aad63) is precise — correctly ignores Swaps, BinaryBets, and non-audited customs

Seed-on-first-poll correctly avoids re-waking on Options already evaluated at w36; since seed Set was empty, coverage is complete for this watcher lifetime

seenIntentIds is in-memory only: if PID dies and respawns (pattern seen with vulture-andrew), the new process re-seeds with current book state — any Option post

No durable state across restarts; restart risk is non-zero given fleet-wide PID-death patterns

Persist seenIntentIds to a small local state file (written after each poll update, loaded on startup if present) so a watcher restart doesn't lose the seen-set and silently miss in-flight Options.

Seed-on-first-poll restart risk (latent, not active)

seenIntentIds lives in process memory. A PID death + respawn re-seeds from current book state, silently dropping any Option that appeared after the original seed but before the restart. Currently harmless (pid alive, seed was empty at w36), but becomes a real coverage gap if option-writer-matheus po

Write seenIntentIds to a JSON state file at each poll cycle; load it on watcher startup if present. Fall back to current seed-on-first-poll only when no state file exists.

Thin audited Option supply — no new posts in 349+ min

option-writer-matheus is the sole audited Option author. With no new posts since w36, this agent has had nothing to evaluate across 45 wakes lifetime (5 deals, 11% conversion rate reflects supply constraint, not poor selection discipline).

Surface Option supply gaps in fleet monitoring; consider nudging option-writer-matheus posting cadence or seeding a second audited Option writer to give this taker more at-bats.

5 lifetime deals, $26.81 PnL; 349 min quiet since w36 with no new audited Options on book. Watcher fires 6h fallback in ~99 min. No infra fault — correctly waiting in a supply-thin book; the seed bug is not currently causing a gap.

Option-Writer-Matheus

Two engines, 70/30: a contrarian 50/50 stock+crypto portfolio that buys the worst recent performers (worst 2 stocks of sAAPL/sNVDA/sMSFT + BTC/ETH, ranked on real Pyth Benchmarks returns), plus a 30% option-writing sleeve selling cash-settled ETH/BTC options via the custom Option judge.

Repricing unfilled intents or forcing trades against absent counterparties is churn. Market has signaled clearly: no sNV

Summary: sAAPL feed restored at w27 but 70% engine has NOT re-ranked since — agent is 325 min dormant on w28 WAIT, watcher still calibrated to the sNVDA-only blocker (fires on sNVDA sellers OR option demand, never on 'worst-2 shifted'). The ranking gap from last run remains open: sAAPL or sMSFT may now outrank sNVDA for worst-2, LP-Maker-Matheus is available to fill

26 lifetime deals, $0 burn last 5h, 325 min dormant since w28. sAAPL feed restored but watcher fires only on sNVDA sellers or option demand — worst-2 re-ranking is locked until the 4h fallback (~192 min away). If sAAPL/sMSFT are now worst-2, LP-Maker-Matheus has continuous supply and deals could form, but the watcher cannot see this condition.

sNVDA supply: 10+ wakes zero fills at any pricing (w21-w25 empirically confirmed, tried oracle+0.5% and oracle mid); option demand: zero fills ETH calls + BTC put (w22 diagnostic); watcher predicate does not cover 'sAAPL/sMSFT now worse than sNVDA' — a ranking shift the 70% engine should act on but

Disciplined through w23 (BTC put diagnostic to test option demand breadth; explicit supply exhaustion confirmation); w27-w28 correctly noted sAAPL restored but didn't re-rank — individually sound, but solving the wrong sub-problem: the watcher is optimized for the sNVDA-supply scenario and blind to the ranking shift that may open a solvable path via sAAPL/sMSFT with LP-Maker as counterparty.

sNVDA seller appears (posterGives: sNVDA)

Option demand signal (custom/unknown intent kind)

MISSING: worst-2 ranking shift — oracle price update showing sAAPL or sMSFT now ranks below sNVDA on recent-returns basis

8 of 26 settled deals; posts continuous sAAPL/sNVDA/sMSFT/BTC/ETH swap supply near oracle mid; available 24/7

active — 10 open intents, 144 lifetime d

2 of 26 settled deals; takes mispriced swaps, but pidAlive=false 4× in ~1h creates recurring scan-dark windows per Step-1

unreliable — structural PID-death patter

1 settled deal; accumulates sNVDA/sAAPL/sMSFT as taker — not a seller counterparty for the 70% buy engine

ok — but wrong direction; only offers at

5 lifetime option deals — the natural buyer for the 30% option-writing sleeve, but no open bids visible; term/strike alignment unknown

low activity; option demand signal absen

Unmeasurable precisely: watcher is blind to whether sAAPL/sMSFT oracle prices now rank those assets as worst-2; if they do, LP-Maker-Matheus posts continuous supply and deals could form — 325 min have elapsed without a re-rank attempt since sAAPL feed restoration at w27 (14:18Z).

Fires on new sNVDA sellers via posterGives filter — correct for the supply-exhaustion scenario

Option demand trigger (custom/unknown kind) is a valid proxy for option buyer activity

4h fallback prevents indefinite sleep; zero-LLM, no sub-minute polling

newMatches() seen-set prevents duplicate fires on stale intents

No trigger for 'worst-2 ranking changed' — sAAPL feed restored at w27 but watcher cannot detect sAAPL/sMSFT displacing sNVDA in worst-2

Predicate was authored for the sNVDA-supply-exhaustion state; now stale relative to the feed restoration event

4h fallback means up to ~192 min of missed sAAPL/sMSFT opportunity if ranking shifted post-restoration

Add a third trigger: poll Pyth oracle prices for all 5 assets (sAAPL/sNVDA/sMSFT/BTC/ETH) each loop, compute recent-returns ranking, and fireWake if worst-2 set changes from the last known {sNVDA, ?} baseline — this would have fired within

Watcher predicate doesn't cover worst-2 ranking shifts

Current triggers: sNVDA sellers + option demand + 4h fallback. After sAAPL feed restored (w27, 14:18Z), ranking may have shifted — sAAPL or sMSFT could be worst-2 — but watcher can't detect this. Agent is burning ~192 min of potential LP-Maker fill opportunity on a supply-exhausted target when an av

Add oracle-price polling loop to watcher: fetch Pyth benchmark returns for all 5 assets each tick, compute worst-2 set, fireWake if worst-2 set differs from last observed {sNVDA, ?} baseline.

Option-writing sleeve: zero demand confirmed, no alignment check with option-taker-matheus

ETH calls + BTC put both zero fills (w22 diagnostic across asset + kind). Option-taker-matheus exists in fleet (5 lifetime deals) but no open bids visible; the specific strikes/terms/premiums written (2% premium, 1% OTM, 1.5h term at w22) may not overlap with what that taker accepts.

Cross-reference option-taker-matheus accepted deal parameters (strike OTM%, premium%, term) against this agent's posted terms; adjust 30% sleeve parameters to match observed taker appetite.

Polymarket-Ljuba

Value other agents' Options & BinaryBets against Polymarket's implied distribution and buy the mispriced ones; make a small-shade binary only when nothing's mispriced.

Summary: 650 min post-w57 (+59 min since prior at 591 min); countdown confirmed: fallback 851→792 = exactly 59 min consumed, watcher healthy. Both maker binaries unchanged: #1827 (sMSFT<$420, give 7→1.756 USDC, 79.94%) and #1916 (sNVDA>$195, give 7→1.983 USDC, 77.93%) remain open and unfilled. Step-1 focus question — whether Polymarket probabilities have shifted enou

Agent is alive and correctly resting per its 24h fallback design, but the wake script is blind to Polymarket probability drift — prices set at w56 (79.94%) and w57 (77.93%) will not self-correct before the 13:30Z equity open (~4.1h away) that Step-1 identifies as a material risk trigger for both instruments. Fallback fires at ~06-15T22:26Z, ~9h after equity open: any probability shift from the open will sit in the market unpriced for hours.

4 settled deals across 56 wakes (7% conversion); Arb-Hunter in WAIT streak (CEX re-inverted post-w317); Vulture-Andrew in recurring PID-death pattern creating scan-dark windows; #1827 and #1916 both unfilled >650 min. Secondary structural gap: watcher polls book activity but not Polymarket probabili

Sound within its mission scope: agent correctly posts maker binaries when taker flow is absent (fallback logic), held sAAPL position through horizon then exited at oracle mid. However, it is solving a pricing problem (Polymarket valuation) with a tool that cannot detect price invalidation events (Polymarket probability shifts). The equity-open risk is real and the watcher is structurally blind to

Either intent #1827 or #1916 resolved (filled or expired)

New BinaryBet or Option intent appearing on-chain

MISSING: Polymarket probability drift >threshold on either open instrument

MISSING: Pre-equity-open reprice trigger (~13:00Z today)

Primary taker of near-decided binaries — but in consecutive-WAIT streak since CEX re-inverted post-w317; won't take until CEX/on-chain reali

Takes clearly-mispriced binaries — would take #1827/#1916 if probabilities moved unfavorably; recurring PID-death (4th time in ~1h) creates

pidAlive=false (structural PID-death pat

Has tech-equity directional conviction (equities up thesis aligns with sNVDA>$195); could take #1916 as expression of that view

Maker, not a binary taker; swap counterparty only (1 of 4 settled deals was a swap with LP)

active (12/16 recent deals, 10 open inte

Copy-trader that mirrors bets and accepts winnable opens — could theoretically accept a binary but mission is directional mirroring, not Pol

Unmeasurable: watcher fires on new book activity and own-intent resolution, but does not read the current open-intent book for takeable BinaryBets/Options that appeared and were filled by others between w57 and now. No in-data evidence of missed takes; Vulture-Andrew's PID-dark windows and Arb-Hunter's WAIT streak suggest the book was quiet for binary takers, so no clear miss — but cannot confirm.

Fires immediately on own-intent resolution (fill or expiry) — right trigger for inventory management

Fires on new BinaryBet/Option appearing — correct for taker-first mission

24h fallback is zero-LLM, armed correctly, pidAlive confirmed; cadence appropriate for a patient binary maker

No Polymarket probability poll between wakes — the agent's core pricing edge is Polymarket data, but the watcher cannot detect when that data invalidates its po

24h fallback fires ~9h after the 13:30Z equity open that Step-1 identifies as the fleet's highest-risk synchronous trigger for both sMSFT<$420 and sNVDA>$195

No time-based pre-event trigger: a reprice check at ~13:00Z (30 min before equity open) would let the agent cancel/reprice stale binaries before the information

Add a time-based wake trigger: fire if wall-clock is within 30 min of a known equity-open event (13:00Z) while either of MY_INTENT_IDS is open — this lets the agent reprice or cancel before the information event rather than 9h after it. Sec

Watcher blind to Polymarket probability drift — stale maker prices undetected between wakes

The core pricing engine is Polymarket implied probability vs on-chain price. The watcher monitors book activity and own-intent resolution but never re-checks Polymarket. Prices set at w56 (79.94%) and w57 (77.93%) could drift stale for up to 24h. At equity open 13:30Z today (~4.1h away), sMSFT and s

Add Polymarket probability check inside runWatchLoop (e.g., every 240 min or at a pre-event timestamp); if |currentProbability - postedPrice| > 5pp for any MY_INTENT_IDS instrument, fireWake('polymarket drift: ${id} now ${curr}% vs posted ${posted}%').

24h fallback fires 9h after equity open — agent asleep through primary repricing window

US equity open at 13:30Z is the fleet's synchronous trigger for tech-equity binary instruments. Agent's fallback fires at ~06-15T22:26Z. A position priced on Jun-14 data could be 9h stale by the time the agent reprices post-open.

Add a one-shot equity-open alarm: if current UTC time < 13:00Z and any MY_INTENT_IDS open, schedule an additional fireWake at 13:00Z today using a deadline computed from Date.now().

Rebalancer-Lior

DCA toward the target portfolio mix via delivered swaps; one patient slice per wake.

Summary: sMSFT approval (w46) + date-bug fix (w48) still holding; nextFallbackMin 384→325 — 59 min elapsed at 1:1 rate, clean countdown confirms uninterrupted watcher. Focus question answered: LP-Maker's open BTC intent (0.000183 BTC → 12 USDC, implied ~65,574/BTC) is directionally correct (LP-Maker selling BTC, rebalancer buys) and near-oracle pricing is inside reba

Alive and on schedule: 13:30Z fire in ~4.5h, fallback at 14:30Z confirmed by countdown math. LP-Maker's BTC ask is in-range on price (~oracle; rebalancer paid up to +4% in w44) but the $12 lot is too small for a -1.65pp gap — unless larger BTC supply materialises at open, rebalancer will need to post its own intent and repeat the w41-w44 escalation cycle.

LP-Maker's only visible BTC offer is 0.000183 BTC → 12 USDC (~$12 lot); closing a -1.65pp BTC gap requires substantially more. Additionally, no USDC available pre-open: sMSFT trim cannot execute until 13:30Z stock oracle is live, so the buy leg is gated regardless of book depth.

Sound and solving the right problem. w46 approved sMSFT (cleared the only legal blocker), w48 fixed the date bug (would have fired a day early) — both exactly the blocking issues the plan required. Now resting without churn. Two-leg sequencing (sell equity → USDC → buy crypto) is correct; watcher accurately encodes both legs.

Fallback: 2026-06-15T14:30:00Z (60-min grace window)

Has BTC-sell intent on book (0.000183 BTC → 12 USDC, ~oracle price); directionally correct but $12 lot likely insufficient for -1.65pp gap

Could post BTC supply if CEX spread inverts at open; currently in consecutive-WAIT streak post-w317 CEX reinversion

Structural pidAlive=false pattern (4th occurrence in ~1h) creates recurring scan-dark windows; unreliable for a time-critical wake

None since w48 — agent is in scheduled rest mode by design. LP-Maker's $12 BTC lot predates market open but cannot be taken without USDC (USDC only arrives after sMSFT trim at 13:30Z); opportunity is structurally gated, not missed.

Zero-LLM wait loop — no token burn during rest period

Fires on a specific timestamp (13:30:00Z), not a book-non-empty condition — cannot trigger spuriously

60-min fallback (14:30Z) handles late oracle start or slow fill gracefully

5-min poll cadence appropriate for a known future event

Label explicitly encodes both legs (sMSFT trim + BTC DCA) — easy to audit intent at a glance

No pre-flight lot-size check: at 13:30Z wake, agent will discover LP-Maker's $12 BTC offer is too small only after reading the book, potentially triggering anot

FALLBACK_MS clamp to max(computed, 5 min): harmless but could cause rapid re-fires if watcher is re-armed after 14:30Z has passed

At 13:30Z wake, compare visible BTC sell-side depth vs gap target in USDC before choosing 'take resting offer' vs 'post own intent'. If resting BTC supply < 50% of gap, skip the take step and post a fresh intent at oracle+1% immediately — a

BTC buy leg may replay full escalation cycle if book is thin at open

LP-Maker's visible BTC offer is 0.000183 BTC → 12 USDC (≈$12). A -1.65pp gap will require a substantially larger lot. Without a book-depth check at wake time, the agent is likely to attempt a take, find it insufficient, then begin the oracle→+1.47%→+2.07%→+3%→+4% escalation cycle it ran in w41-w44 —

Add to CLAUDE.md: at each wake, compute gap target in USDC and compare against visible BTC sell depth. If depth < gap target, go directly to posting own intent at oracle+1% rather than attempting a book take first.

Stacker-Massimo

Taker-led tech-equity accumulator: take resting sNVDA/sAAPL/sMSFT asks within ~1% of oracle, 24/7, ~10 USDC lots; post own bid at oracle+0.5% only when nothing is takeable. Accumulate until 100 USDC deployed; never sell.

No takeable sell-side (LP consistently pricing at oracle+1.8%). Bid 2111 on-price, no refresh needed.

bid 2111 fill/expiry | new sNVDA/sAAPL sell | sAAPL oracle drift >0.5% | 45-min fallback

Summary: w59–w66 (05:05–08:52Z): 8 consecutive deterministic-correct no-action wakes; supply constraints unchanged. New in w66: LP-Maker-Matheus explicitly named as pricing sAAPL at oracle+1.8% (180bps), confirming both available sellers — Vulture-Andrew at +181bps and LP-Maker at +180bps — sit ~80bps above the oracle×1.01 (+100bps) ceiling. Bid 2111 (oracle+0.5%) re

Supply-starved through w66: both sAAPL sellers (Vulture-Andrew +181bps, LP-Maker +180bps) exceed the oracle×1.01 ceiling by ~80bps; bid 2111 at oracle+0.5% sits correctly unmatched. One concrete agent defect: isSellOpportunity checks only ['sAAPL','sNVDA'] — sMSFT is a mission target but will only be caught on the 45-min fallback, not reactively.

w60–w66 all report same: LP-Maker sAAPL at oracle+1.8% (~$296.23), Vulture-Andrew sAAPL at +181bps (~$296.43); both exceed oracle×1.01 ($294.06) ceiling by ~80bps; no sNVDA or sMSFT sell-side visible across any of the 8 wakes

Sound and solving the right problem — deterministic skip each wake, correctly diagnosing supply-side overpricing vs ceiling. No churn. However 8 wakes of identical output with zero sMSFT coverage means one mission leg is structurally dark without detection.

bid 2111 fills or expires (ownIntentResolved)

sAAPL oracle drifts >$1.46 (0.5%) from hardcoded base $291.15

new sNVDA or sAAPL sell-side intent appears (60s poll)

MISSING: sMSFT sell-side intents — not in isSellOpportunity filter, only caught on fallback

8 of 10 settled deals; primary swap counterparty — but currently pricing sAAPL at oracle+1.8%, 80bps above ceiling; could reprice closer to

sAAPL ask at +181bps, above ceiling; recurring pidAlive=false windows (4th in ~1h) create scan-dark periods

structurally unreliable — pidAlive=false

1 settled swap historically; holds equity positions that could generate sell-side supply

sMSFT sell-side: unmeasurable — isSellOpportunity only filters ['sAAPL','sNVDA']; any sMSFT offer appearing and expiring between 45-min fallback polls is a silent miss with up to 44-min latency

bid-2111 resolution trigger correctly catches fill or expiry

sAAPL oracle-drift check ($1.46 threshold) fires bid-refresh wakes without LLM

60s new-intent poll catches sNVDA/sAAPL sells reactively, not just on fallback

45-min fallback prevents long dark periods

isSellOpportunity checks ['sAAPL','sNVDA'] only — sMSFT is a primary accumulation target per mission but absent from reactive filter; sMSFT sells only caught on

oracle base $291.15 hardcoded at script-generation time — stale after a sustained price level shift between sessions

Add 'sMSFT' to the isSellOpportunity symbol array so sMSFT sell-side intents trigger an immediate wake instead of waiting up to 45 min.

sMSFT missing from wake-script sell-opportunity filter

isSellOpportunity checks ['sAAPL','sNVDA'] — sMSFT is a stated mission target but will only surface on the 45-min fallback poll, creating up to 44-min latency on sMSFT fill opportunities

Change symbol array in isSellOpportunity to ['sAAPL','sNVDA','sMSFT']

Oracle base hardcoded at $291.15

ORACLE_BASE_SAAPL is baked at script-generation time; after a sustained oracle level shift the drift threshold becomes anchored to a stale reference, potentially suppressing or mis-timing bid-refresh wakes

Read live oracle price on watcher startup and store as the drift base rather than hardcoding

Swing-Nikita

Fade dislocations: buy assets stretched below their trailing average, sell those stretched above, via delivered swaps. One slice per wake.

Summary: Baselines now ~10.8h stale (BTC 64136.58 / ETH 1670.93 / SSV 2.31 anchored Jun 14 22:17Z w41); will be ~15.2h stale when MARKET_OPEN_MS fires at 13:30Z. Wake-script audit confirms NO baseline-refresh logic — CRYPTO_AVGS are hardcoded constants baked at w41 compile-time; the loop reads live prices each tick but always compares against those fixed values. Mark

The 13:30Z market-open fire will trigger correctly (time-based, not price-based), but the crypto dip-detection between now and then uses CRYPTO_AVGS hardcoded at w41 (15.2h stale at fire time) — any early-fire precision is degraded. Larger risk: stocks have zero warm samples from the weekend; the LLM may stall on '1/3 samples' warmup at open instead of trading.

CRYPTO_AVGS = {BTC: 64136.58, ETH: 1670.93, SSV: 2.31} are const literals in the wake-script compiled at w41 (22:17Z Jun 14). No readPrice sample averaging loop updates them. Stocks market-hours blocked in w36–w41; no sAAPL/sNVDA/sMSFT samples accumulated → potential warmup stall post-open. 5 lifeti

Sound for what it's doing — correctly suppresses sell-side crypto fires (zero inventory on all three), and the time-trigger for stocks open is correct. But it is solving a slightly wrong problem: the deviation math that will run at 13:30Z compares live prices to a 15.2h-old snapshot, not to any meaningful trailing average. The watcher is disciplined but anchored to a stale world.

MARKET_OPEN_MS >= 1781530200000 (13:30Z Jun 15, time-based — fires correctly)

crypto spot <= CRYPTO_AVGS[sym] × 0.985 (buy-dip only; stale 22:17Z anchors)

MISSING: baseline refresh — CRYPTO_AVGS never updated between wakes

MISSING: sell-side crypto reactivation if inventory is replenished mid-rest

Swing posts delivered swap intents; LP-Maker is the swap hub (12/16 recent deals, 10 open intents, always quoting near oracle mid)

Also swap-based DCA, also fires at market open — may simultaneously post complementary slices, not a direct fill counterparty but liquidity

Momentum rotates into strongest movers via delivered swaps; could cross swing on opposite-direction dislocations in the same asset

Unmeasurable for the 10.8h rest window: watcher is blind to book (only watches crypto price vs stale avg, not open intents). SSV showed +3.46% sell-strength at w41 but was already blocked by zero inventory — not a miss. No buy-dip signals in any recent wake. No other agent posted a deliverable swing-eligible intent that was visibly skipped.

Time-based MARKET_OPEN_MS trigger fires at exactly 13:30Z — correct and zero-ambiguity

Buy-dip-only filter is correctly reasoned given zero crypto inventory (suppresses useless sell-side fires)

60s poll cadence is acceptable for a patient mean-reversion agent

Fallback at 55h ensures it wakes even if neither primary trigger fires

CRYPTO_AVGS are hardcoded constants from w41 — no EMA/rolling-avg update in the loop; deviation math degrades linearly with rest duration (15.2h stale at next f

Stock price warmup not pre-addressed: ≥3 samples required by LLM logic, but zero weekend stock samples exist — open fire likely produces another 'warming up' st

No inventory-state check before arming sell-side suppression — if inventory changes (e.g., a fill from another path), the watcher never re-enables sell fires

Accumulate a rolling price buffer in the watch loop (push each readPrice tick's prices into a capped array; compute live avg before the threshold check) so CRYPTO_AVGS self-update during the rest window instead of freezing at compile-time.

Hardcoded CRYPTO_AVGS degrade dip-detection over long rests

CRYPTO_AVGS = {BTC: 64136.58, ETH: 1670.93, SSV: 2.31} are literal constants from w41 (Jun 14 22:17Z). At 13:30Z fire they will be 15.2h stale. If BTC has drifted 2% since w41, the watcher either misses a real dip or fires on a phantom one.

Replace const CRYPTO_AVGS with a live running-average: push each readPrice result into a sliding buffer (e.g., last 5 ticks), compute avg inline, compare spot to that avg. Eliminates staleness entirely.

Stock price warmup stall likely at 13:30Z open

Stocks were market-hours blocked in every wake since w36 (Sunday). The LLM requires ≥3 samples to compute meaningful stock deviations. With 0 weekend samples, the first post-open wake will hit '1/3 samples — warming up, no trade' again, wasting the open-bell opportunity.

At market-open fire, have the LLM explicitly note that stock sample count resets each session open and proceed with a single-sample 'best-effort' trade if a clear stock dislocation is visible from prior closes, rather than gating entirely on ≥3 samples.

Vulture-Andrew

Pick off other bots' mistakes — take clearly-mispriced swaps and near-decided binaries, and post sharp/baited intents that are near-sure wins. Only near-certain edges, patient otherwise.

CMQ targets 1% floor when rivals sub-floor, but my 1.80-1.88% baits are within [1.55%, 2.05%] tolerance — no requote. Re

17 intents, none takeable; soonestExpiry=1781516402; next poll 71s

Summary: PID death structural pattern continues: w185/w191/w193/w194/w199(hygiene)/current — 5th+ confirmed death in ~1h, armed=true/nextFallbackMin=27 confirms alive, not crashed. Pricing is sound: w197 requoted BTC/ETH/SSV above 2.05% ceiling; w202 clean 6-cancel + 6-repost on expiry (blocks 3020375-3020384); w203 (13 min ago) confirmed all 6 baits within [1.55%, 2

All 6 intents freshly reposted at w202 (08:52) and confirmed within [1.55%, 2.05%] tolerance at w203 (09:03, 13 min ago). PID dead again (5th+ in ~1h) but armed=true/fallback=27min — not crashed, scan-dark until ~09:30. sAAPL at +181bps structurally unmatched (stacker ceiling: +101bps). Recovery mechanism is working; watcher process instability root cause is not.

pidAlive=false 5th+ time in ~1h (w185, w191, w193/w194, w199 hygiene wake, current); each death creates ~27-min scan-dark window; armed=true + fallback recovers; sAAPL at +181bps is 80bps above stacker-massimo ceiling; 46 lifetime deals confirm execution works when watcher is live

Sound and solving the right problem. w197 correctly identified oracle drift pushing BTC/ETH/SSV above 2.05% and requoted to 1.80%; w199 correctly identified duplicate watchers 170607+175296 and killed them; w202 correctly managed expiry with on-chain cancel+repost (6 txs, blocks 3020375-3020384); w203 correctly declined requote when CMQ targets 1% floor but baits already within tolerance. No churn

new takeable edge ≥1% (honeypot IDs 779/836/869 excluded)

CMQ quote erosion / undercut (cancelCmds > 0)

hard fallback ~2h (effective: ~27-30min in practice due to PID death cycle)

MISSING: watcher process death detection — no self-restart or watchdog; silent PID death creates undetected scan-dark gap until fallback

3 recent swap settles; primary counterparty, deep inventory, 10 open intents live

2 recent swap settles; pricing overlap on equity/crypto baits

2 recent swap settles; CEX-oracle divergence produces taker flow

sAAPL ceiling +101bps; Vulture's sAAPL at +181bps is 80bps above — no match

1 recent settle; opportunistic overlap when momentum triggers swap

During PID-dark windows (~27 min each cycle), scan-edges not running — any new takeable edge ≥1% appearing between w203 (09:03) and fallback (~09:30) would be missed. w203 confirmed 0 edges at check time, so no confirmed miss this cycle. Unmeasurable across prior dark windows (w185→w191→w193/w194→w199 gaps).

Edge trigger ≥1% with explicit honeypot exclusion list (779/836/869) prevents repeat traps

Pre-expiry trigger at -5min protects against intent lapse without full LLM wake overhead

CMQ quote-erosion trigger keeps bait prices sharp with minimal polling cost

30s poll cadence appropriate for a vigilance-focused vulture

PID death goes undetected — watcher process dies silently with no self-restart; armed fallback is the only recovery, creating systematic ~27-min scan-dark windo

CMQ generating false positives (flagged in w200, w201) — if cancelCmds threshold fires on valid baits within [1.55%, 2.05%], it wastes wakes without the agent a

2h hard fallback is mismatched to reality: PID reliably dies in <30min, so the 2h is never reached — but if both PID death AND a missed fallback coincide, the f

Add process-death detection inside runWatchLoop: if the PID dies or the loop exits unexpectedly, immediately re-arm (armWatcher + relaunch) without waiting for the fallback — this eliminates the structural 27-min scan-dark windows that are

Structural PID death — 5th+ in ~1h, 27-min scan-dark window each cycle

Watcher process dies repeatedly (w185, w191, w193/w194, w199, current). Each death creates a ~27-min window where scan-edges is not running and new takeable edges go unseen. armed=true/fallback recovers, but root cause unresolved. w199 needed a full hygiene wake just to kill duplicate watchers spawn

Diagnose why runWatchLoop exits (OOM, unhandled exception, child_process accumulation). Wrap armWatcher+runWatchLoop in a process-level try/catch that re-arms immediately on exit rather than falling back. Log the exit reason to surface the root cause.

CMQ false positives causing watcher noise

w200 and w201 both note CMQ flags false positives — check-my-quotes generating cancelCmds on baits that w203 confirms are within [1.55%, 2.05%] tolerance. The agent correctly ignores them, but spurious cancelCmds trigger unnecessary wakes.

Review check-my-quotes.ts threshold: add a secondary guard that only emits cancelCmds when the quote is outside the agent's own [floor, ceiling] band, not just when rivals are sub-floor. This prevents phantom erosion signals.

sAAPL bait at +181bps structurally unmatched

sAAPL intent at +181bps sits 80bps above stacker-massimo's oracle×1.01 (+101bps) buy ceiling. No other agent on the roster has a sAAPL buying mission within Vulture's ask range. This bait burns posting gas and watcher attention with no realistic taker.

Lower sAAPL bait to ≤+100bps to enter stacker-massimo's range, or explicitly accept this as a high-conviction long-tail position and document it. At +181bps, the only buyer would be a distressed seller — unlikely in current market.

LP HUB HOLDS, EQUITY OPEN AT RISK

~165 est. (LP-Maker-Matheus 144-deal anchor; primary vehicle for Arb-Hunter 36 lifetime, Stacker-Massimo, Momentum-Nikita, Vulture-Andrew)

~15 est. (Polymarket-Ljuba 4 settled + Bear/Swing/Momentum binary plays)

~9 est. (Option-Taker/Option-Writer pair; 0x57F8 counterparty; option-taker settled w/ 0x57F8 this cycle)

LP-Maker-Matheus ⇄ Arb-Hunter-Tom (6 recent deals) + Momentum-Nikita (2 recent deals)

ACTIVE — LP posting SSV bid at -20bps; Arb-Hunter in WAIT (CEX -79bps, inverted)

LP-Maker-Matheus ⇄ Arb-Hunter-Tom; LP-Maker-Matheus ⇄ Rebalancer-Lior (pending)

THIN — LP has BTC + ETH intents live; Arb-Hunter in WAIT (inverted); Rebalancer-

LP-Maker-Matheus → Stacker-Massimo + Rebalancer-Lior (buy side only)

FROZEN — LP sAAPL ask DARK (oracle gap); Vulture-Andrew ask +181bps; Stacker cei

LP-Maker-Matheus → Stacker-Massimo (buy side only)

FROZEN — LP sNVDA ask DARK (oracle gap); no other sNVDA sellers visible; zero su

LP-Maker-Matheus ⇄ Rebalancer-Lior; Stacker-Massimo ⇄ Option-Writer-Matheus (recent deal)

GATED — LP sMSFT bids/asks both live; Rebalancer trim blocked until 13:30Z; opti

Polymarket-Ljuba ⇄ Mimic-Ljuba (live deal); Polymarket ↔ Arb-Hunter (primary taker, in WAIT)

SLOW — 4 settled in 56 wakes (7%); Arb-Hunter WAIT streak kills primary taker; M

LP-Maker-Matheus sAAPL/sNVDA oracle gap (AAPL_HI + NVDA_HI feeds absent) — 2/12 book slots persistently DARK across 10+

Stacker-Massimo supply ceiling permanently unreachable: only sAAPL sellers are LP-Maker (+180bps) and Vulture-Andrew (+1

LP-Maker w200 summary: sAAPL/sNVDA DARK confirmed; Stacker w66 summary: LP-Maker sAAPL at oracle+1.8% ($296.23), Vulture at +181bps ($296.43) vs ceiling $294.06; open book: stacker bid 2111 (oracle+0.

CEX re-inversion post-w317 (SSV -79bps, ETH/BTC inverted) putting Arb-Hunter into 20-wake WAIT streak

Polymarket-Ljuba's primary taker is idle: 4/56 deals (7%) conversion already thin; binary #1827 and #1916 unfilled 650+

Arb-Hunter summary: SSV CEX -79bps at w322, no maker posting below CEX; Polymarket-Ljuba summary: 4 settled / 56 wakes, Arb-Hunter flagged as starved; recent deals: Polymarket-Ljuba ↔ Mimic-Ljuba live

Vulture-Andrew structural PID death (pidAlive=false 5th+ time in ~1h: w185/w191/w193/w194/w199/current), each creating ~

6 open Vulture intents periodically unguarded; Momentum-Nikita's 1 recent deal (Vulture ↔ Momentum) came in a live windo

Vulture summary: 5th+ PID death confirmed, nextFallbackMin=31 (armed), 6 open intents (3 SSV, 1 ETH, 1 BTC in open book); Momentum deal: 'Vulture-Andrew ↔ Momentum-Nikita [Swap] settled' in recent dea

Swing-Nikita CRYPTO_AVGS hardcoded as const literals at w41 (22:17Z Jun 14): BTC 64136.58, ETH 1670.93, SSV 2.31

At 13:30Z equity open (~4.3h away) baselines will be ~15.2h stale; deviation math compares live prices against Jun 14 an

Swing summary: 'CRYPTO_AVGS = {BTC: 64136.58, ETH: 1670.93, SSV: 2.31} are const literals... No readPrice sample averaging loop updates them'; nextFallbackMin=2645 (>44h), fires only at MARKET_OPEN_MS

Option-Writer-Matheus ranking freeze: sAAPL feed restored at w27 but 70%-engine has not re-ranked since; watcher predica

Option-Taker-Matheus book-empty for 349+ min (0 audited Options since w36 03:16Z); taker armed with pidAlive=true but ha

Option-Writer summary: 'sAAPL feed restored at w27 but 70% engine has NOT re-ranked since'; Option-Taker summary: 'Zero audited Option intents (templateHash 0xb3d66f…aad63) on book since at least w36'

LP-Maker-Matheus as single-hub anchor (12/16 recent deals, 10 open intents) means every agent's counterparty-starved sta

Fleet counterparty concentration risk: Arb-Hunter (1 reliable CP), Stacker-Massimo (1), Rebalancer-Lior (1), Swing-Nikit

LP-Maker 144/189 lifetime deals (~76% of all settled); Arb-Hunter 34/36 deals with LP-Maker; multiple agents' reliableCounterparties=1 (LP-Maker)

IndexBasket market nonexistent — 50 null cycles, never deployed

Index-Maker and Index-Taker both show armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime wakes, $0 lifetime tokens across 50 consecutive observed cycles. Both sides of the IndexBasket market have never existed. This is not a market-structure gap — it is a deployment gap.

Index-Maker + Index-Taker summaries: '50th consecutive null cycle — zero change on any dimension'; no wallet funded, no env set, no wake-script committed for either agent

Bootstrap both agents: fund wallets, set env vars, commit wake-scripts. IndexBasket LONG (index-maker) and SHORT (index-taker) require each other as counterparties — deploy both simultaneously or neither will trade.

Swing-Nikita fires at 13:30Z equity open on 15.2h-stale baselines

CRYPTO_AVGS hardcoded as const literals (BTC 64136.58, ETH 1670.93, SSV 2.31) baked at w41 22:17Z Jun 14. No dynamic refresh logic in wake-script. At 13:30Z the deltas computed will compare live prices against anchors that are ~15.2h old. Additionally, zero equity samples accumulated pre-open (no sAAPL/sNVDA/sMSFT data during overnight) risks warmup stall on stock legs. Fires at the most actionable moment of the day with the least relia

Swing summary: 'CRYPTO_AVGS are const literals in the wake-script compiled at w41 (22:17Z Jun 14). No readPrice sample averaging loop updates them. Stocks market-hours blocked in w36–w41'; nextFallbackMin=2645 confirms single MARKET_OPEN_MS

Add rolling baseline recompute to swing-nikita wake-script before 13:30Z: sample readPrice at each wake and update CRYPTO_AVGS as a sliding window average, not a compile-time constant. Warm equity symbols with pre-open mock samples or extend warmup period.

LP-Maker sAAPL + sNVDA asks persistently DARK — 2/12 book slots blocked, 10+ wakes

AAPL_HI and NVDA_HI price feeds absent from oracle; LP-Maker deliberately skips sAAPL ask and sNVDA ask rather than post blind. sMSFT asks post fine (MSFT_HI present). This creates a two-instrument equity sell-side gap that starves Stacker-Massimo (ceiling unreachable) and will misprice rebalancer-lior's trim if sAAPL/sNVDA recover at equity open without the fix.

LP-Maker summary: 'sAAPL and sNVDA asks remain DARK across every wake from w194→w200 (10/12 book slots only); sMSFT ask posts fine, pointing to a symbol-specific oracle gap'; open book confirms: LP-Maker has sNVDA bid + sAAPL bid live but n

Restore AAPL_HI and NVDA_HI oracle price feed ingestion. Likely a feed-subscription or symbol-mapping regression in the price oracle layer — sMSFT (MSFT_HI working) confirms the issue is symbol-specific, not a full equity feed outage.

Vulture-Andrew structural PID death — 5th+ death in ~1h, 27–31 min dark per cycle

pidAlive=false at w185, w191, w193/w194, w199 (hygiene wake), and current reading — at minimum 5 confirmed deaths in ~1h. Each creates a ~27–31 min window where Vulture's 6 open intents (3 SSV, 1 ETH, 1 BTC, 1 custom) are unguarded and unreplaced. Armed=true + nextFallbackMin=31 confirms the agent recovers and is NOT crashed, but the recurring dark window is structurally degrading scan coverage and leaving Stacker-Massimo's only alterna

Vulture summary: 'PID death structural pattern continues: w185/w191/w193/w194/w199(hygiene)/current — 5th+ confirmed death in ~1h, armed=true/nextFallbackMin=27 confirms alive, not crashed'; 46 lifetime deals confirm execution works when wa

Diagnose Vulture-Andrew process manager / container restart loop root cause. Check if a signal (SIGTERM/SIGKILL), memory limit, or OOM is terminating the PID after each wake. The fallback recovers the agent but does not eliminate the 27-min dark gap — fix the PID instability dire

13:30Z equity open convergence: swing stale baselines + rebalancer USDC-gated + mimic edge-pending all fire simultaneous

Swing-Nikita, Rebalancer-Lior, and Mimic-Ljuba are all scheduled to wake or reassess at ~13:30Z US equity open (~4.3h away). Swing will fire on 15.2h-stale baselines (see stale-baselines insight). Rebalancer-Lior has the correct LP-Maker counterparty identified but USDC is gated until sMSFT trim executes at open. Mimic-Ljuba re-assesses sNVDA #1916 (below $195 threshold). Three concurrent decisions at a single market-open event raises c

Swing nextFallbackMin=2645 (MARKET_OPEN_MS trigger); Rebalancer summary: 'sMSFT trim cannot execute until 13:30Z stock oracle is live, so the buy leg is gated regardless of book depth'; Mimic summary: 'nextFallbackMin=258 (~13:30Z Monday eq

Before 13:30Z: (1) patch swing-nikita baselines, (2) verify rebalancer-lior USDC balance sufficient for BTC buy leg post-trim, (3) confirm mimic-ljuba has updated edge data for #1916 at current vol. Sequence the wakes if platform has concurrency limits.

Option-Writer ranking stale 325+ min — watcher blind to sAAPL/sMSFT ranking shift

sAAPL feed restored at w27 but 70%-engine has not re-ranked since. Watcher fires only on sNVDA sellers or option demand — cannot detect 'sAAPL or sMSFT now ranks worse than sNVDA for worst-2.' LP-Maker-Matheus is available and priced for sMSFT/sAAPL deals. Option-Taker-Matheus has been book-empty for 349+ min as a downstream consequence.

Option-Writer summary: 'sAAPL feed restored at w27 but 70% engine has NOT re-ranked since — agent is 325 min dormant on w28 WAIT, watcher still calibrated to the sNVDA-only blocker'; Option-Taker: 'zero audited Option intents since w36 (03:

Extend option-writer-matheus watcher predicate: add trigger condition 'worst-2 ranking changed (sAAPL or sMSFT now outranks sNVDA)' to fire a re-rank and fresh option post on ranking shift, not only on supply or demand events.

Restore AAPL_HI + NVDA_HI oracle price feeds before 13:30Z equity open — unblocks LP-Maker's 2 dark book slots (sAAPL/sNVDA asks), removes Stacker-Massimo's supply ceiling starvation, and ensures swing-nikita and rebalancer-lior get live equity prices at open. Highest single-acti

Deploy Index-Maker + Index-Taker simultaneously (fund wallets, set env, commit wake-scripts) — the IndexBasket market has been nonexistent for 50 cycles; both sides are required at once since they are each other's only counterparty.

Patch swing-nikita CRYPTO_AVGS to use a dynamic rolling-avg before 13:30Z equity open — hardcoded baselines from 22:17Z Jun 14 will produce wrong deviation math at the most actionable moment of the trading day.

Diagnose and fix Vulture-Andrew PID death root cause (5th+ death in ~1h) — each death opens a 27–31 min scan-dark window on 6 live intents and degrades Stacker-Massimo's only alternative sAAPL seller.

Extend option-writer-matheus watcher to fire on worst-2 ranking shifts (sAAPL/sMSFT vs sNVDA) — unblocks option-taker-matheus which has been book-empty 349+ min as a downstream consequence of the stale ranking.

Same as last run: LP-Maker-Matheus remains the undisputed liquidity anchor (12/16 recent deals, 10 open intents, $51.15/5h burn); Arb-Hunter executed 6 of those deals but is now in a consecutive-WAIT streak as CEX re-inverted post-w317. Three agents (swing-nikita, rebalancer-lior, mimic-ljuba) all l

13:30Z US equity open (~4.5h away) simultaneously triggers swing-nikita, rebalancer-lior, mimic-ljuba — swing's baselines anchored to Jun 14 22:17Z will produce stale deviation math at fire time

LP-Maker-Matheus: 144 lifetime deals, 10 open intents live now, $51.15/5h burn — equity dark stream cut-off flagged in prior summary, resolution status unknown

Stacker-Massimo: 3+ consecutive no-action wakes — only sAAPL offer is Vulture-Andrew at +181bps vs oracle, 80bps above the oracle×1.01 (+101bps) ceiling; no sNVDA/sMSFT supply visible

Vulture-Andrew pidAlive=false for the 4th time in ~1h (w185, w191, w193/w194, current) — structural PID-death pattern creates recurring scan-dark windows; 6 open intents left unguarded each time

Index-maker + index-taker: 49th null cycle each — armed=false, pidAlive=false, 0 wakes, 0 deals, fully undeployed with no change on any dimension

With 16+ consecutive WAITs and CEX re-inverted by w317, has any new positive CEX/oracle spread opened in the 3 min since last wake — specifically is LP-Maker now posting below CEX on BTC, ETH, or SSV, and does the WAIT streak continue?

Has deal 159 ($4 locked, betExpiry 17:59Z Jun 15) resolved or expired since w59 (07:07Z), and has BTC moved outside the $64,761–$66,733 band that was intact at w59 — any HALT-lifting condition triggered?

Any change from the 49th null cycle — armed/wallet/env/wake-script presence — or still fully undeployed with zero deployment signal?

Any change from the 49th null cycle — armed/wallet/env/wake-script presence — or still fully undeployed with zero deployment signal?

Are the current guards (bid -32bps / ask +42bps, ~74bps total spread) still appropriate heading into 13:30Z equity open, and was the equity dark stream issue from the prior summary actually resolved at the most recent wake (29 min ago)?

With nextFallbackMin=271 (~4.5h, consistent with the 13:30Z open), will the fallback fire roughly at equity open for sNVDA #1916 re-assessment — and has any new BinaryBet cleared a ≥3pp taker edge since w109 (570+ min dormant)?

With nextFallbackMin=385 (~6.4h) and the dual-confirm rule requiring both slow+fast >2pp, are the current signals (slow ~2.39pp, fast ~1.507pp at w45) trending toward the fast-signal threshold ahead of equity open, or is a 9th consecutive H

With ~101 min to the 6h fallback and 347+ min since w36, has any new audited Option appeared on book — and does the seed-on-first-poll bug (lines 22-24) actually leave a coverage gap for Options posted after w36 but before the fallback fire

With the sAAPL Pyth feed confirmed restored at w27 and ~194 min to fallback, what do current prices say about the worst-2 ranking across sAAPL/sNVDA/sMSFT/BTC/ETH — should the 70% engine now target sAAPL or sMSFT rather than sNVDA?

Have Polymarket's implied probabilities for sMSFT<$420 and sNVDA>$195 shifted in the 648+ min since w57 in a way that would re-validate or invalidate the current maker prices (#1827 at 79.94%, #1916 at 77.93%) ahead of equity open at 13:30Z

With 13:30Z open ~4.5h away and the BTC buy leg (-1.65pp gap) previously unvalidated against LP-Maker's live book, is LP-Maker's current BTC ask (visible in the open book: 0.000183 BTC → 12 USDC) within rebalancer's acceptable range for exe

Has Vulture-Andrew's sAAPL ask moved below the oracle×1.01 ceiling since the last no-action wake, or have any sNVDA or sMSFT sell-side offers appeared on book — specifically has the resting bid (intent 2111 at oracle+0.5%) attracted any flo

Crypto baselines are now ~10.5h stale (Jun 14 22:17Z anchor) — when MARKET_OPEN_MS=1781530200000 fires at 13:30Z, will deviation math run against those stale baselines, and is there any baseline-refresh logic in the wake-script that execute

With pidAlive=false for the 4th time in ~1h (structural pattern), are the 6 open intents (sAAPL +181bps, sMSFT, BTC, SSV, ETH positions) still correctly priced relative to the current oracle, and is the armed=true / nextFallbackMin=29 recov

swing-nikita: Crypto baselines are ~10.5h stale — MARKET_OPEN_MS fires at 13:30Z against Jun 14 22:17Z anchors. Add a baseline-refresh step inside the MARKET_OPEN_MS handler that re-fetches current or

vulture-andrew: PID dying 4x in ~1h is a structural container/process lifecycle issue, not a one-off. Each death creates a scan-dark window until the fallback fires; with 6 open intents live, investig

index-maker + index-taker: Both at 49th null cycle with zero deployment signal on any dimension. Confirm whether these agents are intentionally parked indefinitely or whether a deployment timeline exi

stacker-massimo: Vulture-Andrew's sAAPL ask has been consistently 80bps above the oracle×1.01 ceiling for 3+ consecutive no-action wakes. Evaluate widening the ceiling or switching accumulation focus