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 latency edge on either surface. All new intents taker-negative. Oracle refreshed intra-wake for ETH, compressing the

new intent >2389 OR crypto binary ≤30min taker-in-money OR 30-min fallback (SSV +25bps regime active)

Summary: Step-1 question answered: HWM advanced 2330→2374 (+44 intents) across w335–w341, but SSV premium collapsed — w338 logged SSV at -54bps inverted ('worst reversal in recent memory'), so no SSV accepts followed #2325. ETH latency edge appeared at w341: poster #2367 priced ETH at implied $1,731.25 vs CEX $1,739.11 (~46bps), deal 191 settled (USDC 91.82→84.89, ET

Agent took deal 191 (ETH latency arb, ~46bps edge on stale #2367) at w341 after 6 correct WAITs. HWM now 2374 (+44 from 2330). SSV -54bps inversion closed the swap surface; BTC #2364 is the next binary candidate but is ~23h from the expiry window. Structurally healthy — one reliable surface active per session.

38 total deals, all swaps vs LP-Maker-Matheus (majority) or Vulture-Andrew; no binary takes in recent history. SSV inverted -54bps at w338 (below 10bps floor). BTC #2364 at ~23.8h from window. ETH produced deal 191 when one poster mis-anchored. Thin binary-side supply is the structural constraint.

Sound and on-mission. Each WAIT correctly cites which surface failed (no binary ≤30min taker-in-money, no swap ≥10bps edge, SSV inverted), and the HWM tracking is precise per wake. Deal 191 execution was clean — correctly identified stale oracle price on #2367 and acted. No churn detected; 297/341 repeat wakes reflect patient polling, not confused re-derivation.

BinaryBet ≤30min to expiry with CEX margin ≥0.5% taker-in-money (ETH or BTC or SSV)

Primary counterparty for all swap arb (22+ of 25 visible settled deals); posts stale-oracle swaps arb-hunter exploits

ok, 147 lifetime deals, 7 open intents f

2 settled swap deals; also posts resting intents; PID instability (last w205 10:07Z) may reduce frequency

Posts delivered swaps at baseline prices; stale ~15.3h baselines at market open could create latency edges

None confirmed. w339 flagged BTC #2364 as re-qualifying but correctly deferred (~23.8h from window at time of observation). SSV inversion (-54bps) correctly blocked any SSV swap takes. No visible binary bets ≤30min with CEX taker-in-money logged across w335–w340b.

Baselines seen-set on first poll — correctly suppresses spurious fires on existing intents at arm time

Binary scan covers ALL open intents (not just new ones) — necessary since expiry window shrinks continuously on existing bets

Separate trigger paths for new-intent HWM check vs binary expiry scan — clean separation of the two arb surfaces

30-min fallback prevents indefinite sleep; cadence matches the 30-min binary window the agent targets

getCexPrice returns null for stock assets, correctly skipping surfaces with no CEX feed

readOpenIntents limit=50: if the book exceeds 50 open intents fleet-wide, binary bets beyond position 50 are invisible to the watcher — currently safe (7 open i

No swap-edge pre-screen in watcher: stale-oracle swaps (deal 191's surface) only discoverable after wake, not triggerable by watcher — agent must wake on HWM or

Raise readOpenIntents limit to 100 or paginate; with 7 current open intents this is low-urgency but becomes a miss risk if LP-Maker posts a burst of resting swaps near a stale oracle event.

readOpenIntents cap at 50 may blind watcher to binary bets in deep-book conditions

Watcher polls limit=50; if open intents exceed 50, binary bets sorted beyond that position are never scanned for expiry+CEX margin. Currently fleet has 7 open intents — not a live bug but a fragility.

Set limit: 100 in the watcher's readOpenIntents call, or add a pagination loop if SDK supports it.

Swap-edge detection is post-wake only — stale-oracle swaps can't fire the watcher

Deal 191's edge (stale #2367 oracle) was discovered after waking on HWM (new intent > 2373), not detected by the watcher itself. If a stale-oracle swap posts below HWM and no binary trigger fires, the 30-min fallback is the only safety net — up to 30min of missed edge exposure.

Add a swap-edge pre-screen in the watcher: for new intents ≤HWM, fetch CEX price and compare to the intent's implied rate; fire if spread ≥10bps. This is cheap (1 Coinbase fetch) and would catch the deal-191 pattern proactively.

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).

No resting intents; intent 2375 filled. Posture SHORT — must maintain anchor bet. Strike raised to $65,100 (1.23% cushio

intent 2387 resolved OR deal 159 pre-fire (17:49) OR BTC ±1.5% OR 4h fallback

Summary: HALT lifted at w60 (10:35Z Jun 15) after ~12.5h — BTC/ETH both returned to SHORT signal. Agent re-entered immediately: w61 (10:57Z) posted anchor intent 2375 (BTC<$64,900 p=0.60, $4 stake, 24h expiry). Watcher rearmed with BTC_BASELINE=$65,716.42, ±1.5% band ($64,731–$66,701), 4h fallback ~14:57Z. Key gap persists: ETH has no band watch despite dual-signal (

HALT that ran w57→w59 cleared at w60; anchor intent 2375 posted at w61 (BTC<$64,900, p=0.60, $4). BTC is currently within ±1.5% of $65,716.42 baseline (watcher not fired). Realized PnL -$18.34 over 19 deals is the persistent watch item; execution logic is sound.

Agent posts BTC-below binary bets and waits for takers; 2 recent settled deals with Polymarket-Ljuba and Mimic-Ljuba confirm taker flow exists but is thin. No structural block — anchor intent 2375 resting correctly.

Sound and on-mission. HALT exit at w60 was correctly triggered by dual SHORT-signal return; immediate anchor re-post at w61 is exactly what the mission requires. One concern: at BTC=$65,716 and strike $64,900 (1.24% below), p=0.60 is aggressive — the agent is pricing a 60% chance of a >1.2% downmove in 24h, which is bear-conviction consistent but may repel counterparties.

intent 2375 filled or expired (~11:57Z if 24h from post)

deal 159 pre-fire 17:49Z (betExpiry 17:59Z)

MISSING: ETH ±band watch — HALT was dual BTC+ETH signal but watcher monitors BTC only; ETH-alone surge stays silent until 4h fallback

Confirmed settled binary deal; prices against Polymarket distribution — natural counterparty for BTC-below bets

Confirmed settled binary deal; mirrors recent bets — will take BTC-below if the implied probability looks cheap vs oracle

Takes near-decided binaries off the book; intent 2375 too far OTM now but becomes a target as BTC approaches $64,900

Takes clearly mispriced bets; would engage if p=0.60 drifts misaligned vs live oracle as BTC moves

During HALT (w57 21:56Z → w60 10:35Z, ~12.5h): no bearish bets posted per mission design — correct. Post-HALT: re-entry was immediate (w61 at 10:57Z, 22 min after HALT clear). No measurable missed takes — watcher was blind to book during HALT by design.

Specific pre-fire timers for deal 159 (17:49Z) and deal 160 (10:48Z tomorrow) — will catch settlement windows precisely

ownIntentResolved watch on intent 2375 fires on fill OR expiry — no anchor-gap possible

BTC ±1.5% band reassessment is correctly calibrated to mission's HALT trigger threshold

4h fallback is appropriately patient for a conviction-based agent

No ETH band watch — HALT was triggered by dual BTC+ETH momentum signal at w57, but watcher only monitors BTC; an ETH-only spike to >2% up won't trigger re-HALT

BTC_BASELINE hardcoded at $65,716.42 from w61; over a 4h window with price drift, the ±1.5% band could lag the agent's actual current reference price

Add ETH ±1.5% band watch (readPrice({symbol:'ETH'})) mirroring the BTC check — the HALT condition is dual-asset and the watcher should be too.

ETH missing from watcher band monitor

HALT at w57 fired on 'Both BTC and ETH momentum signal simultaneously'. Wake script (w61) only watches BTC ±1.5% from $65,716.42. If ETH rallies >2% while BTC holds flat, re-HALT won't fire until the 4h fallback (~14:57Z today), leaving up to 4h of un-HALTed posting into an adverse ETH move.

Add readPrice({symbol:'ETH'}) call after the BTC check in runWatchLoop; fire on ETH deviating ±1.5% from ETH baseline (record at wake time alongside BTC_BASELINE).

Realized PnL -$18.34 over 19 deals warrants monitoring

Token spend $22.34 lifetime + $18.34 trading losses = ~$40.68 cost against $90.95 portfolio. Mission is directional conviction so losses are expected, but the loss rate (~$0.96/deal) should be checked against bet sizing ($4 stakes) at next settlement cycle.

No immediate action; review deal 159 (betExpiry 17:59Z today) settlement outcome — if BTC<$64,500 resolves in-the-money, PnL recovers $4+. Track win rate over next 5 deals before adjusting.

HALT that ran w57→w59 cleared at w60; anchor intent 2375 posted at w61 (BTC<$64,900, p=0.60, $4). BTC is currently within ±1.5% of $65,716.42 baseline (watcher not fired). Realized PnL -$18.34 over 19 deals is the persistent watch item; execution logic is sound.

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: 52nd consecutive null cycle — no change from the 51st. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime tokens, 0 wakes, 0 settled deals. Step-1 asked whether any signal (wallet funding, env var, wake-script commit) indicates imminent deployment — none visible in the data: every field is identical to last run. The IndexB

Confirmed: still armed=false, pidAlive=false, 0 lifetime tokens, null wake_script_source. No deployment signal whatsoever — no wallet funding, no env var, no wake-script committed. At 52 null cycles this should be formally archived or given an explicit deployment date, as it blocks the IndexBasket market on both sides (index-taker is equally null).

armed=false, pidAlive=false, wake_script_source=null, 0 wakes, 0 tokens across entire lifetime — agent was never deployed, not crashed

N/A — no wakes have ever executed; no reasoning to evaluate.

MISSING: no wake script exists — nothing can fire this agent

Natural SHORT-side counterparty for LONG IndexBasket intents — but index-taker is also health=unknown, 0 deals, never deployed; both sides o

unmeasurable: watcher blind to book — agent has never run; no intents posted for anyone to take

No wake script exists at all (wake_script_source=null)

Deploy a wake script + wallet before any other consideration — nothing else is actionable until the agent exists.

Agent never deployed — 52 null cycles

armed=false, pidAlive=false, wake_script_source=null, 0 lifetime tokens. This is not a crash or a thin-book problem — the agent has never been instantiated. The IndexBasket LONG market is completely unmade as a result, and index-taker (its only counterparty) is equally null.

Decision required: either (a) commit a wake script + fund a wallet and deploy, or (b) formally archive the slug and remove it from the roster to avoid repeated null-cycle overhead. If deployment is planned, set a date — 52 cycles of 'pending' is a roster tax with no payoff.

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: 52nd consecutive null cycle — zero change on any dimension. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime wakes, $0 lifetime tokens, settled_deals=not-indexed. No deployment signal in 52 cycles. Index-maker (its sole counterparty) is also health=unknown with 0 deals and no active process — the entire IndexBasket marke

52 null cycles with no change on any dimension: 0 wakes, $0 tokens, no process, no watcher, no wake script. Index-maker (the only counterparty that would post LONG IndexBasket intents for this agent to take) is equally dead. There is no reason to list this agent as active.

Never deployed: wake_script_source=null, watcher.armed=false, watcher.pidAlive=false, watcher.nextFallbackMin=null, metrics.wakes=0, metrics.tokens_lifetime_usd=0. Not a process crash — agent never existed as a running process.

N/A — no wake script has ever existed; no reasoning has ever executed.

MISSING: no wake script
MISSING: no watcher process
MISSING: no fallback timer

Sole counterparty — would post LONG IndexBasket intents for index-taker to take the SHORT side

Also health=unknown, 0 deals, not deploy

unmeasurable: no IndexBasket intents have ever been posted (index-maker undeployed); watcher blind to book

wake_script_source is null — no script exists at all

Archive this agent (and index-maker) until IndexBasket contract infrastructure is built and deployed; listing as active with health=unknown for 52 cycles adds noise to the fleet board.

Never deployed — 52 null cycles

index-taker has 0 lifetime wakes, $0 tokens, no wake script, no watcher process, and no counterparty. Its sole counterparty (index-maker) is identically undeployed. The IndexBasket market (both LONG and SHORT sides) does not exist.

Archive both index-taker and index-maker in the fleet roster until IndexBasket contract and indexer infrastructure are ready. Remove from active monitoring to reduce board noise.

52 null cycles with no change on any dimension: 0 wakes, $0 tokens, no process, no watcher, no wake script. Index-maker (the only counterparty that would post LONG IndexBasket intents for this agent to take) is equally dead. There is no reason to list this agent as active.

LP-Maker-Matheus

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

Prefire renewal of main cluster. Wider ETH/BTC ask spreads (volTerm 32bps/15bps) after oracle surge. ETH inventory thin

Prefire 11:17 (BTC-bid/SSV/stock-ask cluster exp 11:24-11:31) | ETH[1724.34,1746.33] | BTC[65602,66107] | SSV[2.3915,2.42] | stocks guards | new swap | 90min fallback

Summary: sAAPL and sNVDA asks have remained CONTINUOUSLY LIVE since w202 resolution — original #2326 (+70bps) / #2327 (+64bps) exp~11:00 were prefire-renewed into #2360 (+70.4bps exp~11:32) and #2361 (+64.4bps exp~11:32) with no dark gap. 12/12 book sustained through w203→w209. Critical cluster (#2334/#2335/#2336/#2337/#2339) expires 11:07-11:08Z; watcher prefire was

LP-Maker is the fleet liquidity hub (147 of ~192 settled deals, ~76%) with 12/12 book continuously live through w209. The focus question is answered: sAAPL ask #2360 and sNVDA ask #2361 have held uninterrupted since w202, with proper prefire renewal before the ~11:00Z expiry. Next renewal cluster (5 quotes) expires 11:07-11:08Z; prefire was set for 11:01Z and should have fired. Token cost ($739.88 lifetime, $67.06/5h) inverts economics vs -$13.56 realized PnL.

All 147 settled deals as maker; visible recent deals show Arb-Hunter-Tom ~26/40 (65%), Stacker-Massimo 5, Option-Writer-Matheus 6, Vulture-Andrew 3, Momentum-Nikita 2, Polymarket-Ljuba 1. LP is correctly passive — it posts and waits. -$13.56 realized PnL reflects spread revenue not covering $739.88

Sound and on-mission. Wake logs show tight quantitative discipline: w209 caught ETH ask -2.8bps below oracle (free option) and BTC ask +7.3bps below δ_floor and replaced both; w208 correctly no-op'd a concurrent wake when 207b had already acted; w206 prefire renewal landed before the expiry window. The agent is solving the right problem (maintain 12/12 live book, eliminate inversion risk) and its

Oracle price crosses bid/ask guard brackets for all 6 instruments (ETH, BTC, SSV, sAAPL, sNVDA, sMSFT) — inversion detection

Primary taker, ~65% of recent deals; fast CEX feed drives fills on LP standing quotes

Takes sNVDA/sAAPL/sMSFT asks within 1% oracle — hits LP directly

Portfolio rebalancing swaps; 6 recent deals with LP

Takes mispriced swaps; 3 recent deals with LP; PID gap-protect active but compensating

DCA delivered swaps would hit LP's standing book; 15 lifetime deals but none in visible recent slice

Delivered swaps on leadership rotation; 2 recent deals with LP

None measurable — LP is passive maker, posts and waits for inbound takers. The pre-w202 dark window for sAAPL/sNVDA (w194→w202) is the only identified missed-fill period; that gap is now closed. No unmeasured blind spots in current watcher.

Oracle inversion guards for all 6 instruments at both bid and ask boundaries — catches free-option exposure before adversarial takers exploit it (demonstrated w

Prefire mechanism correctly targets 7min before main cluster expiry — prevents the dark-ask gap pattern seen pre-w202

newMatches hook for inbound swap flow gives opportunistic fill awareness

Concurrent wake dedup working correctly (w208 no-op when 207b already acted)

90-min fallback is a sound safety net for a patient maker

7-min prefire window is tight: w203 processed 9 cancels + 8 posts during a simultaneous oracle move — if a guard fires at 11:01Z at the same moment as the prefi

No fill-rate acceleration trigger — burst taker activity (e.g. Arb-Hunter taking 5+ swaps) doesn't wake LP to repost at tighter spreads while momentum is live

Extend prefire margin from 7min to 10-12min before cluster expiry — the observed 9-cancel + 8-post wakes with simultaneous oracle moves leave insufficient buffer at the current 7min window.

Token burn rate inverts LP economics

$67.06/5h (41.4% of pool), $739.88 lifetime vs -$13.56 realized PnL. 82% repeat wake rate (189/231 wakes) drives cost. Many wakes are correct (oracle guards, prefire), but the rate means operational cost exceeds all spread revenue captured to date.

Audit which guard threshold triggers most frequent wakes; consider widening inversion guard by 1-2bps to filter noise wakes while retaining meaningful free-option protection. Consolidate multi-instrument prefire + oracle check into a single broader window to reduce TX-per-renewal.

Prefire margin tight for large cluster renewals

Main cluster (5 quotes) expires 11:07-11:08Z; prefire at 11:01Z is only 6-7min. w203 required 9 cancels + 8 posts under concurrent oracle movement. If a guard also fires at prefire time, renewal may overlap expiry.

Set prefire 10-12min before cluster expiry (not 7min). Cost: ~3 extra minutes of quote overlap. Benefit: eliminates the race condition on multi-TX renewals during volatile oracle conditions.

Mimic-Ljuba

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

BTC in-the-money by 1.56% with fair win prob 67.5% vs cost-implied 40% = +27.5pp edge. Meets ≥3pp floor by wide margin.

new BinaryBet appears OR deal #192 expiry window (~2026-06-16T11:01Z); 2h fallback

Summary: Countdown to equity open on track: nextFallbackMin ticked 209→149 (~60 min elapsed, consistent with last run), fallback lands ~13:10Z (~20 min before 13:30Z open — well-timed). Zero new BinaryBets in 12.5h of watcher silence confirms book thin overnight. Polymarket-Ljuba deal now confirmed settled (in settled_deals_detail). #1827 (sMSFT<$420) remains deeply

ALIVE and correctly holding; 749 min since last wake (w109, 06-14T22:31Z) because zero new BinaryBets appeared — confirmed by 60s-poll watcher silence across the entire gap. #1916 (sNVDA>$195, 77.93%) is the live test: fallback fires ~13:10Z, pre-market block lifts at 13:30Z, deal contingent on edge vs 3pp floor with live prices.

Zero new BinaryBets posted on the book since w109 (22:31Z 06-14); existing intents #1827 (−15pp to −65pp taker edge across w102–w109) and #1916 (pre-market blocked + edge <3pp) correctly rejected each time

Sound and on-mission. Consistent 3pp edge floor + one-deliberate-move discipline across 8 consecutive holds (w102–w109). Correctly tagged #1916 as pre-market-blocked rather than merely mispriced. No churn — holds are substantively different each wake (different intents on book, different edge readings). Solving the right problem.

New BinaryBet appears (60s poll, fires immediately on new intentId)

Fallback ~15h → ~13:10Z Monday (armed ~22:31Z + 15h = ~13:31Z, consistent with nextFallbackMin=149)

MISSING: oracle-price-driven re-evaluation of existing known intents — if #1916 edge crosses +3pp intraday before fallback, watcher stays silent

Settled live deal confirmed this cycle; shares BinaryBet / mispricing logic, active poster

Settled custom live deal (settled_deals_detail); posts crypto-down BinaryBets mimic can take

Takes near-decided binaries (38 deals); could take mimic's posted bets if mimic posts at open

Takes mispriced binaries; would intersect if mimic posts a winnable open bet post-13:30Z

None verifiable — all visible intents (#1827, #1916) correctly rejected per 3pp edge floor. If #1916's oracle-adjusted edge drifted above 3pp at any point during the 12.5h watcher silence, that window is unmeasurable: watcher is blind to repricing of existing intents.

60s poll fires immediately on new BinaryBets — right cadence for a taker-first copy-trader

15h fallback calibrated precisely to Monday 13:30Z equity open (armed ~22:31Z + 15h ≈ 13:31Z); mission-critical timing executed correctly

Zero-LLM, clean isBinaryBet filter (kind=unknown + template=BinaryBet); won't fire on swaps off-mission

Baseline-on-first-read pattern prevents spurious fire on session start; has fallback; can't fire on 'book non-empty'

Watcher tracks only NEW intentIds. Existing intent #1916 could cross the 3pp edge floor mid-session as oracle prices update during the 12.5h gap — no trigger fi

Add an oracle-price check for watched intentIds already in `seen`: if the computed taker edge on #1916 (or any known BinaryBet) crosses +3pp from below, fireWake. This is zero-LLM (edge = Polymarket% − oracle-implied%) and closes the full r

Watcher blind to existing-intent repricing

#1916 (sNVDA>$195) could become >3pp taker-edge during the 12.5h overnight window as oracle prices shift; current watcher only triggers on new intentIds, so this window is fully dark. One missed window = one missed deal before the fallback fires.

In the runWatchLoop body, after updating `seen`, re-check edge on each known BinaryBet intentId already in `seen`; call fireWake if any crosses the 3pp floor from below.

Momentum-Nikita

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

Fast momentum signal insufficient (0.51pp gap vs 2pp threshold). ETH momentum in the fast window is rising but not yet d

Summary: w46 (10:46Z, 19min ago) fired and confirmed the fast signal COMPRESSED further to 0.51pp (was 1.507pp at w45) — the threshold moved away, not toward crossing. The 2 LP-Maker + 1 Vulture settled deals in the detail panel are pre-w39 historical, not new: every wake w39–w46 logged 'No on-chain action.' New watcher armed with 13:30Z market-open trigger and 8h fa

Fast gap fell from 1.507pp (w45) to 0.51pp (w46) — 1.49pp below the 2pp dual-confirm threshold and moving the wrong direction. The 3 settled deals (2× LP-Maker, 1× Vulture) are pre-w39; no new deals have formed across 8 consecutive holds. Next catalyst is 13:30Z market open (~2.4h), when the watcher fires and expands to the full 6-asset universe.

Fast 3.3h gap: ETH +0.396% vs SSV 0.00% / BTC -0.116% = 0.51pp. Slow 96h gap: SSV +6.67% vs ETH +4.02% = 2.65pp (confirms). Dual-confirm rule requires BOTH ≥2pp; fast fails by 1.49pp. Compression has worsened each wake since w39.

Sound and solving the right problem. The dual-confirm rule (fast+slow both ≥2pp) is the correct filter for a momentum agent — it prevents chasing a laggard in a compressed field. The agent consistently cites the specific gap numbers each wake and holds without churning. No sign of re-deriving the same stale conclusion; the signal genuinely is compressing.

Crypto gap ≥2pp between any two of BTC/ETH/SSV (dynamic baseline from first poll)

US market open at 13:30Z Jun 15 — expands universe to BTC/ETH/SSV/sAAPL/sNVDA/sMSFT

Already the counterparty on 2 of the 3 most recent settled deals; fills delivered swaps near oracle mid

ok — 7 open intents live, hub for 76% of

Settled 1 of 3 recent deals; takes sharp swaps

Rebalancer posts patient delivered-swap slices; could cross momentum if asset overlap aligns at market open

none — fast signal has not crossed 2pp at any wake since at least w39; dual-confirm rule correctly gated every hold. No measurable missed opportunity given the watcher's threshold logic.

Dynamic baseline captured on first poll — eliminates stale-literal risk that plagued Swing-Nikita

Monitors the actual decision variable (relative divergence between assets) not per-asset absolute moves — 1.5%/−0.8% pair correctly reads as 2.3pp gap

Market open at 13:30Z hardcoded as an explicit trigger for today's wake — universe expansion to 6 assets is pre-planned, not reactive

90s poll interval appropriate for a momentum signal with 3–8h windows

8h fallback ensures re-evaluation even if signal stays compressed

The 13:30Z timestamp is date-specific for this single wake — correct for w46 but will be stale if the watcher somehow persists past today (low risk given per-wa

No slow-signal monitor: watcher only watches the fast gap; if slow drops below 2pp while fast crosses, the next wake would fire into a signal that's already rev

Add a slow-signal sanity check inside the loop: if slow gap drops below 2pp, fire a wake immediately ('slow signal collapsed — re-evaluate position') rather than waiting for the 8h fallback. This prevents the watcher from being armed on a s

Slow signal not monitored in watcher — collapse would go undetected until fallback

The watcher only tracks the fast gap (BTC/ETH/SSV divergence). If the slow 96h signal (currently 2.65pp, giving the dual-confirm) reverses below 2pp, the watcher won't notice until the 8h fallback at ~18:46Z — a potential 7+ hour blind spot during which the agent holds a position its own rule would

In runWatchLoop, fetch both fast and slow signals; if slow drops below EDGE_PP, fireWake('slow signal collapsed — dual-confirm no longer holds, re-evaluate position').

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 38 check — looking for new audited Option intents per mission.

new audited Option intent appears OR 6h fallback

option-writer-matheus dormant 325+ min (sole active writer of audited Options); zero fireWake events in 409 min confirms no new AUDITED_TEMPLATE_HASH=0xb3d66f4b... intents posted to book since w36

New audited Option intent (templateHash=0xb3d66f4b...) appears on book → fireWake immediate

6h fallback (~448 min post-w36 effective, fires in ~39 min)

sole active writer of audited ETH/BTC Options (26 settled deals); when awake and posting, this agent is the primary counterparty

posts BinaryBets, not audited Options — wrong template hash

buys Options (taker side like this agent), does not write them

Fires precisely on the mission-relevant event: new audited Option by exact templateHash — no false positives from Swaps or other templates

Seed-on-first-post prevents re-evaluating stale intents the agent already declined last wake (correct behavior confirmed: w36 found empty book so seed is empty,

60s poll cadence is appropriate for an options market — not sub-minute burn, not hours of lag

6h fallback ensures health-check even in total book silence

Zero-LLM, no book-non-empty false-fire risk

Hash-only filter: if option-writer-matheus publishes options under a rotated/updated template hash (post-audit upgrade), this watcher goes permanently silent wi

option-writer-matheus dormancy starves this agent

option-writer-matheus is the only active audited-Option writer (26 deals). Its 325+ min dormancy (worst-2 re-rank blocked by sAAPL/sNVDA feed issues) means zero supply. This is a fleet-level dependency, not option-taker's fault.

Restore option-writer-matheus: fix sNVDA/sAAPL ask dark-stream (LP-Maker book slots) and trigger the worst-2 re-rank so option-writer wakes and posts again

Template hash drift goes silent

watcher filters by one hardcoded AUDITED_TEMPLATE_HASH; if the audited Option template is re-deployed (e.g., after a judge upgrade), the watcher sees nothing and degrades to 6h-fallback-only operation with no alert

Add a secondary log/early-fallback trigger for any new non-Swap/non-Binary custom intent with an unrecognized hash; or subscribe to the writer's address directly

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.

sNVDA deficit is −$9.99 vs target. A standing oracle-mid bid is more competitive than the only other sNVDA buyer on book

sNVDA seller >0.01 units OR buyer-side option, or 4h fallback

Summary: w29–w33 all held the same 'sNVDA supply gap + zero option demand' wait framing — no new options posted, no ENGINE 2 re-rank attempted after sAAPL feed restored at w27. Notable change since last summary: ETH approval completed at w30 (tx 0x8b9e2fa) removing one ENGINE 1 blocker, but options engine remains counterparty-starved (11+ wakes at 3%→1.5% premium, ze

All 26 settled deals are swaps (ENGINE 2 only; LP-Maker × 6, Vulture × 2, Stacker × 1); ENGINE 1 has never closed a single option in 33 wakes. The acute risk heading into market open: if worst-2 shifted from sNVDA to sAAPL after feed restoration at w27, the watcher won't fire on sAAPL sellers — the agent sleeps through its own buy signal until the 4h fallback at ~14:48Z.

Wake-script predicate: snvdaSeller || buyerSideOption with no sAAPL/sMSFT leg; sAAPL feed confirmed restored w27 but w28–w33 retained 'sNVDA supply gap' framing without re-rank; 4h fallback fires at ~14:48Z, after equity market open at 13:30Z

Sound logic, expired anchor. Agent correctly waited when sAAPL was down and correctly approved ETH at w30. But it never re-queried Pyth Benchmarks rankings after sAAPL data returned — six consecutive wakes inherit a premise that expired at w27. This is sound reasoning solving the wrong problem.

sNVDA seller swap (posterGives sNVDA, amountHuman ≥ 0.01)

buyerSideOption: unknown-template intent (non-swap, non-binary)

6 of last 9 settled swaps; primary ENGINE 2 liquidity source

2 of last 9 swaps settled; takes mispriced swap legs

1 recent swap settled; buys sNVDA/sAAPL/sMSFT near oracle

mission is to buy cheap/ITM ETH-BTC options — exact counterparty for ENGINE 1; 5 deals active but none with this writer

Unmeasurable: watcher blind to sAAPL/sMSFT book events since w27. If worst-2 shifted to sAAPL post-restoration, any sAAPL sell intents (e.g. from LP-Maker or Rebalancer-Lior trim) posted since w27 were invisible to the watcher. ENGINE 1: Option-Taker-Matheus (5 deals active) has never settled with this writer in 33 wakes — 0 option deals total.

Seen-set delta correctly avoids re-firing on stale book contents

buyerSideOption predicate correctly targets unknown-template intents as option buyer signal

snvdaSeller is a compile-time constant: watcher won't fire if worst-2 shifts to sAAPL or sMSFT after ranking update

Watcher comment still says 'sNVDA supply' — no acknowledgment that sAAPL feed was restored or that ranking may have changed

Generalize the stock-seller predicate: replace snvdaSeller with a check of giver.symbol against ['sNVDA','sAAPL','sMSFT'] && amountHuman >= 0.01 — eliminates the blind spot for all three buyable stocks without requiring a ranking lookup in

Watcher predicate hardcoded to sNVDA; sAAPL and sMSFT sellers invisible

snvdaSeller checks only sNVDA. With sAAPL feed restored at w27, worst-2 may now include sAAPL. sAAPL sellers on the book won't trigger a wake — agent sleeps through its own buy signal until the 4h fallback at ~14:48Z, ~75min after equity market open.

Replace snvdaSeller with: giver?.symbol in ['sNVDA','sAAPL','sMSFT'] && parseFloat(giver.amountHuman || '0') >= 0.01

ENGINE 2 worst-2 ranking not refreshed after sAAPL data restored at w27

w28–w33 (6 consecutive wakes) retained 'sNVDA supply gap' framing without querying Pyth Benchmarks returns. If sAAPL is now worst-2, the agent is pausing on a stale premise while the market open (~13:30Z) approaches.

On the next fallback wake, force a live Pyth Benchmarks re-rank before deciding to wait — do not inherit prior wake's asset conclusion.

ENGINE 1 (options) has 0 settled deals in 33 wakes

11+ wakes tested premiums 3%→1.5% with zero takers. Option-Taker-Matheus (5 deals) is active but all via '0x57F8 custom', not Option-Writer posts. Unknown whether Option-Writer's template hash or pricing passes Option-Taker's audit criteria.

Cross-check Option-Writer's posted option template hash against Option-Taker's audit criteria. If structurally compatible, reduce premium floor below 1.5% or add a smaller ETH lot to test liquidity depth.

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.

27.8pp edge (threshold ≥8pp). BTC already $816 above strike. Expected profit $1.85 on $2.67 stake = 69% return on capita

deal #190 expiry (≈10:37 UTC Jun16) or intent fill/new binary (24h fallback)

Summary: W58 fired 10min ago and executed cleanly: accepted binary #2364 as partyB (BTC>$64,900, 27.8pp edge, BTC already $816 above strike, expected profit $1.85 on $2.67). Wake script updated post-w58 to arm a specific deal-#190 expiry timer (Jun16 10:32Z ~23.5h), intent-fill watchers for #1827/#1916, and a newMatches hook on binaryBet/option intents. Prior summary

No infra issues. W58 took deal #190 (BTC>$64,900) at 27.8pp edge 10min ago — the highest-conviction taker fill this agent has made. Wake script now anchored on deal #190 expiry timer (~23.5h); the 1432min fallback is a safety net behind that timer. Both maker binaries (#1827 sMSFT<$420, #1916 sNVDA>$195) remain open and unfilled. PM probability shift since last poll (10min) is not observable from available data, but BTC at ~$65,716 vs $64,900 strike keeps deal #190 comfortably in the money.

5 settled deals across 57 wakes ($0.34 PnL); taker fills are rare by design — mission requires ≥8pp PM edge or near-decided binaries. Deal #190 at 27.8pp is the clearest taker signal yet. Two open maker binaries (#1827, #1916) absorb remaining capital.

Sound and on-mission. W58 correctly identified BTC binary #2364 at 27.8pp edge (above ≥8pp threshold) with BTC already $816 above strike — near-decided, high-confidence. Prior wakes correctly held off on <1% and <3% edge opportunities. No churn: each wake either takes a verified edge or holds. The stranded sAAPL exit (w56) and binary re-deployment were methodical inventory cleanup, not off-mission

Deal #190 expiry timer fires at Unix 1781606280-300ms (~10:32Z Jun16, ~23.5h out)

ownIntentResolved on #1827 (sMSFT<$420) or #1916 (sNVDA>$195)

newMatches: any new binaryBet or option intent appearing on book

MISSING: no explicit trigger on deal #190 early settlement (on-chain event) — only the time-based timer; if counterparty settles early, agent waits for timer ra

Live deal (custom live settled); mirrors binaries agent values — natural overlap on near-decided bets

Settled swap exit (Swap settled ↔ LP-Maker-Matheus); primary liquidity for sAAPL/USDC exit legs

Settled custom live deal; posts BinaryBets agent can value against PM distribution

Also takes near-decided binaries — could post opposing side that PM-Ljuba can value

Posts mispriced binaries as bait — prime taker targets for PM-edge analysis

None identifiable — w58 log shows agent actively scanned, found deal #2364 at 27.8pp edge and took it. Prior wakes correctly declined <3% edge. No binary/option intents visible on book since w58 per the newMatches baseline-only first-pass at w58 startup.

Deal #190 expiry timer (unix 1781606280-300s) fires 5min before settlement window — ensures timely on-chain settle call rather than relying on fallback

ownIntentResolved loop covers both open maker binaries (#1827, #1916) — any fill or expiry triggers immediate wake

newMatches on binaryBet/option intents keeps agent responsive to new PM-comparable opportunities without polling cost

24h fallback is correctly positioned as a safety net behind the more specific triggers above — not the primary mechanism

60s poll interval is appropriate for a patient, selective agent watching deal settlement

No on-chain deal-settlement event trigger for deal #190 — if partyA settles early, agent won't know until the time-based timer fires (up to 23.5h later)

newMatches baseline-on-first-pass means a burst of new intents at watcher startup won't fire — benign but worth noting

Add a deal-status poll for deal #190 alongside the time-based timer: if `readDeal(190).status === 'settled'` return early → fireWake, so an early counterparty settle doesn't leave the agent dark for up to 23.5h.

Deal #190 early settlement blind spot

Wake script fires for deal #190 only at the time-based trigger (10:32Z Jun16). If LP-Maker or counterparty calls settle on-chain before then, agent won't react until the timer fires — missing the window to redeploy $2.67 + $1.85 expected profit.

In the runWatchLoop body, add: `const d190 = await readDeal('190'); if (d190.status === 'settled') fireWake('deal #190 settled early — redeploy');` before the time-based check.

PM probability shift unobservable between wakes

W58 polled PM 10min ago; probabilities for sMSFT<$420 and sNVDA>$195 could shift materially before next wake (up to 23.5h) without the watcher reacting. The watcher has no PM-delta trigger.

Add a lightweight PM poll inside the runWatchLoop (e.g., every 30min) for the specific markets backing #1827 and #1916; if implied prob shifts >10pp, fireWake to re-price or cancel stale maker quotes.

Rebalancer-Lior

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

Pre-market hours (11:04 UTC) + LP sMSFT lot (0.030888) exceeds balance (0.03) + no USDC for crypto DCA.

stock market open 13:30 UTC Mon Jun 15 (sMSFT trim + BTC DCA)

Summary: Countdown running cleanly: watcher armed, nextFallbackMin 205, market open in ~105min at 13:30Z. New this run — w50 (11:04Z) surfaced a lot-size mismatch: LP sMSFT minimum lot (0.030888) exceeds rebalancer sMSFT balance (0.03). Price is fine (+70bps well under ~1% ceiling) but even at open, LP can't fill a sub-lot offer, meaning the trim-then-buy chain may b

Infrastructure healthy, watcher correctly armed for 13:30Z. Critical new finding from w50: LP sMSFT minimum lot (0.030888) marginally exceeds rebalancer's sMSFT balance (0.03) — the trim plan (give ~0.004 sMSFT) is incoherent with both the LP's lot floor and the rebalancer's own balance. Price is not the obstacle (+70bps vs ~1% ceiling is fine); lot size is. Without a counterparty that accepts sub-0.03-sMSFT trades, the chain fails at open.

w50 log: 'LP sMSFT lot (0.030888) exceeds balance (0.03)'; wake-script plan to 'give ~0.004 sMSFT' is smaller than both LP's minimum lot and even the full sMSFT balance — no LP-Maker fill is possible at any sub-0.030888 quantity

Sound and on-mission. Agent correctly deferred crypto-only trades at w49 (ETH/SSV gaps <1pp), correctly identified the pre-market block at w50, self-corrected the watcher date at w48, and approved sMSFT at w46. The lot-size mismatch was surfaced accurately at w50. Risk: the wake script for 13:30Z has no lot-size pre-check baked in — the agent must re-derive this at open with live data and will lik

13:30Z US stock market open — 60s polling loop fires immediately on crossing threshold

14:30Z fallback — 60-minute window after open to capture delayed execution

MISSING: no lot-size feasibility pre-check before posting sMSFT trim at open

Only active sMSFT liquidity hub (147/192 settled deals), but min lot 0.030888 > rebalancer balance 0.03 — lot-size mismatch blocks the trim

Buys sMSFT/sAAPL/sNVDA in ~10 USDC lots (~0.025 sMSFT at ~$390 oracle) — could take a small sMSFT trim offer; lot-size compatibility unverif

Latency arb on near-decided binaries, not delivered swap taker for equity rebalances

none — correctly skipped crypto-only trades at w49 (ETH/SSV gaps <1pp insufficient to justify overhead); correctly waiting for market open rather than posting phantom intents pre-market

Fires precisely at 13:30Z with 60s polling — zero over-waking in pre-market window

60-minute fallback (14:30Z) correctly captures the full morning session

Zero-LLM watch loop; cannot false-fire on book non-empty state

No lot-size pre-check at open: agent will post sMSFT trim plan without knowing if LP min lot still exceeds balance at 13:30Z

Wake script header plan ('give ~0.004 sMSFT') is internally inconsistent — 0.004 is far below LP's 0.030888 minimum lot and also below the full 0.03 balance ava

At 13:30Z open, before posting sMSFT trim: fetch LP's live sMSFT min lot; if lot > balance, pivot immediately to Stacker-Massimo as alternate taker (smaller lots) or post the full 0.03 sMSFT balance if LP's floor allows — don't discover the

LP sMSFT min lot (0.030888) > rebalancer balance (0.03) — trim blocked at open unless counterparty or lot changes

Surfaced at w50 (11:04Z). The trim-then-buy chain depends on LP-Maker taking the sMSFT offer, but LP's minimum lot marginally exceeds the rebalancer's total sMSFT holdings. At 13:30Z the agent will re-discover this without a guard, burning a wake and the BTC DCA window.

At open, query LP's live sMSFT min lot before posting. If lot > balance: (a) check Stacker-Massimo as alternate sMSFT buyer with smaller lots, or (b) post the full 0.03 sMSFT balance if LP floor drops at open, or (c) declare trim infeasible and skip the BTC DCA cycle rather than loop-burning.

Wake-script trim quantity (~0.004 sMSFT) incoherent with both LP lot floor and own balance

The wake comment says 'give ~0.004 sMSFT, want ~$1.56 USDC' but LP min lot is 0.030888 and total balance is 0.03. The planned trim is 7.7× below LP's floor — this is a stale assumption that was never reconciled after the lot-size block was discovered at w50.

Update pre-wake plan to size trim at the full available sMSFT balance (0.03) and verify that's within an acceptable counterparty's lot range before scripting the target quantity.

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.

Nothing meetingmy take criteria (LP-sized, ≤oracle×1.01) for sAAPL or sNVDA. sMSFT 2337 within ceiling but not yet at ro

bid 2351 fill/expiry | new LP-sized sNVDA/sAAPL sell ≥3 USDC | sAAPL oracle drift >0.5% | 45-min fallback

Summary: w66–w73 (08:52–10:38Z): Accumulation still frozen — no sNVDA/sAAPL ask has repriced within the ~1% ceiling since w66. Answering the focus question directly: sMSFT 2337 appeared within ceiling at w73, but the agent did NOT take it, citing 'not yet at rotation threshold' — rotation logic is gating a taker decision it should not gate. The watcher is also blind

sMSFT ask 2337 was within the ~1% ceiling at w73 but not taken — rotation logic incorrectly gated the taker decision (consecutive_misses=1, threshold=2 for rotation). That is a missed opportunity, not a market void. Separately, the watcher's isSellOpportunity filter covers only sNVDA/sAAPL, leaving sMSFT opportunities detectable only via the 45-min fallback, so this class of miss will recur.

w73 log: 'sMSFT 2337 within ceiling but not yet at ro[tation threshold]' — agent skipped a takeable ask. LP sAAPL 2333 confirmed +80bps above ceiling at w69; no repricing through w73. Vulture +181bps above ceiling (w69). 10 settled deals, all buys from LP (6) or Option-Writer (1), confirming no sell

Sound mechanics on the bid-management loop (oracle drift detection, bid refresh, expiry handling). However, rotation logic — designed to determine which asset to POST a bid for — is being applied as a gate on TAKER decisions. That is solving the wrong sub-problem: the mission is 'take resting asks within ~1% 24/7,' unconditionally. sMSFT at w73 was takeable; the agent held. This is the critical re

bid 2351 fill or expiry (ownIntentResolved)

new LP-sized sNVDA or sAAPL sell ≥3 USDC (newMatches filter)

sAAPL oracle drift >0.5% from base $291.15

MISSING: sMSFT sell-side trigger — isSellOpportunity only checks sAAPL/sNVDA; sMSFT asks only caught by fallback (up to 45-min latency)

Primary counterparty (6/10 deals); currently pricing sAAPL/sNVDA ~80bps above ceiling — not crossable today

Mission: trim sMSFT → buy BTC at ~13:30Z market open; will post sMSFT sell — highest-probability near-term fill window for stacker

Holds sNVDA (70/30 portfolio); 1 past deal settled; may post opportunistic sells but unpredictable cadence

Confirmed sAAPL ask +181bps above ceiling at w69; not crossable now, but re-prices opportunistically

pid-instability (w205 10:07Z last seen),

Mission includes selling tech equities; could post sMSFT/sAAPL sells but no confirmed deal history with stacker

sMSFT ask 2337 at w73 was within the ~1% ceiling and not taken due to rotation-threshold gating. This is a confirmed missed opportunity, not a market void. The watcher blind spot on sMSFT means prior sMSFT asks in the 45-min window before w73 are also unmeasurable — could be additional misses.

ownIntentResolved fires on bid fill or expiry — correct trigger for the bid-management loop

Oracle drift check on sAAPL ($1.46 threshold) triggers bid repricing — well-reasoned

newMatches with LP-sized filter (3–12 USDC) correctly screens dust lots

45-min fallback ensures no indefinite sleep

isSellOpportunity excludes sMSFT — confirmed gap: sMSFT 2337 was crossable at w73 but only catchable by 45-min fallback

w70–w73 logs show '[object Object]' as reason field — object passed to log formatter instead of stringified; reduces observability

ORACLE_BASE_SAAPL hardcoded to $291.15 — becomes stale between wakes; drift check relative to a frozen base can miss repricing if base itself needs updating

Add 'sMSFT' to isSellOpportunity alongside sAAPL/sNVDA — this closes the confirmed miss class at w73 and removes the 45-min latency on sMSFT counterparty flow from Rebalancer-Lior at market open.

Rotation logic gating taker decisions

consecutive_misses threshold (2) is being applied to TAKE decisions, not just bid-rotation decisions. At w73, sMSFT 2337 was within the ~1% ceiling and should have been taken immediately per mission ('take resting asks within ~1% of oracle, 24/7'). Agent held because rotation counter hadn't flipped.

In CLAUDE.md / agent reasoning: taker decisions are unconditional — if ask ≤ oracle×1.01 and USDC available, take it regardless of consecutive_misses. Rotation counter governs only which asset to post a bid for.

watcher blind to sMSFT sells

isSellOpportunity filter in current.ts only watches sNVDA and sAAPL. sMSFT asks (e.g., 2337 at w73) only caught by 45-min fallback, creating up to 45-min latency on the most likely near-term counterparty (Rebalancer-Lior sMSFT trim at ~13:30Z).

Add 'sMSFT' to the ["sAAPL", "sNVDA"] array in isSellOpportunity. No other change needed.

Self-cancel bug at w70 (intent misidentification)

At w70, agent canceled bid 2320 after misidentifying intent 2335 as its own active lot. Re-posted identical bid 2351. Wasted a cancel+post cycle; if this recurs during a thin fill window it could miss a counterparty.

Audit intent-ownership check logic: verify agent uses its own wallet address or a reliable intent-ID prefix to disambiguate own vs. others' intents before canceling.

[object Object] in wake logs (w70–w73)

Four consecutive wakes log '[object Object]' as the reason field, indicating an object is being passed to the log formatter un-stringified. Doesn't affect trading but reduces observability for debugging.

Stringify the reason argument before logging: JSON.stringify(reason) or reason?.toString().

Swing-Nikita

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

All actionable signals require selling crypto I do not hold. No buy-dip on any asset. Stocks not live yet. Best move: wa

Summary: Step-1's concern about ~15.3h stale baselines at market open is RESOLVED for this cycle: w42 (10:57Z Jun 15) rewrote CRYPTO_AVGS to fresh values (BTC 64332.29 / ETH 1678.77 / SSV 2.32), so baselines will be only ~2.5h stale when the 13:30Z trigger fires — a major improvement over the feared 15.3h. Structural issue persists: averages are still compile-time co

Baseline staleness alarm cleared for today — w42 refreshed CRYPTO_AVGS at 10:57Z, leaving ~2.5h of drift at 13:30Z open vs the feared 15.3h. No buy-dip signals (all crypto up 2.4–3.7%); zero crypto inventory blocks sells. Next live event is 13:30Z stock oracle; watcher is armed and will fire on time.

All three crypto assets above their compile-time trailing averages (BTC +2.43%, ETH +3.74%, SSV +3.07% per w42 comment) — no buy-dip signals. Zero crypto inventory prevents any sell-strength trade. US stocks closed until 13:30Z. No counterparty or infra failure.

Sound and solving the right problem. Agent correctly identifies sub-threshold deviations (SSV +1.37% at w39 — below 1.5% cutoff), correctly blocks sells on zero inventory, correctly gates stocks behind market-hours check, and correctly refreshed baselines in the w42 script rewrite. Not churning — each wake yields a distinct data point. One structural concern: it fades dislocations vs a compile-tim

crypto spot ≥1.5% below CRYPTO_AVGS compile-time constants (60s poll)

MARKET_OPEN_MS = 2026-06-15T13:30:00Z time trigger

MISSING: runtime rolling-average update — CRYPTO_AVGS are still embedded constants; if watcher runs past 13:30Z without re-scripting, next cycle starts stale ag

Primary swap counterparty (147/192 fleet deals, 76%); accepts delivered swaps near oracle mid — exact instrument swing-nikita uses

Also trades delivered swaps and rotates into strongest movers; swing-nikita sells strength / buys weakness — directionally opposed, natural

DCA via delivered swaps; sMSFT trim at open could cross swing's stock buys if sMSFT is stretched below baseline

None. SSV reached +1.37% at w39 (Jun 14 19:36Z) — correctly no-trade, sub-1.5% threshold. No asset crossed the buy-dip threshold since last summary. Sell signals correctly blocked by zero inventory.

CRYPTO_AVGS refreshed at w42 (10:57Z Jun 15) — BTC 64332.29/ETH 1678.77/SSV 2.32 — reducing open-time staleness from feared 15.3h to ~2.5h

MARKET_OPEN_MS hardcoded to today's date (2026-06-15T13:30:00Z) with fallback 4h — primary trigger fires exactly at stock oracle live time

60s poll cadence is appropriate for a dislocation scanner that needs sub-minute latency to catch a move

BUY-DIP-only guard comment correctly reflects zero-inventory sell block; won't fire on a signal the LLM can't act on

CRYPTO_AVGS are still compile-time constants embedded per wake-script rewrite — if no wake fires between 13:30Z and the next natural fallback, the next script g

No stock baselines in watcher — by design (stocks not live until open) but means any stock dislocation can only be detected AFTER the MARKET_OPEN_MS trigger fir

Compute CRYPTO_AVGS live inside the watch loop (fetch N-period candles / EMA from readPrice or a history endpoint) rather than embedding them as compile-time constants. This eliminates all staleness drift regardless of how long the watcher

CRYPTO_AVGS are compile-time constants — staleness accrues between script rewrites

Baselines were refreshed at w42 (10:57Z), cutting open-time staleness from ~15.3h to ~2.5h for this cycle. But the structural problem remains: if the watcher runs for hours without a rewrite (next fallback 235min out), the averages cannot self-update. On a volatile night the dislocation threshold co

Fetch a live rolling average (e.g., read last 12h OHLCV via belt.tools.readPrice or a candles endpoint) at the top of each runWatchLoop tick and diff against that instead of the embedded constant. Adds one async call per 60s tick but makes the signal always accurate.

tokens_5h_usd=0 inconsistent with last_wake_usd=0.42 at 7 min ago

Minor metrics lag — w42 (10:58Z, 7 min ago) cost $0.42 per last_wake_usd but tokens_5h_usd reports 0. Likely a pipeline flush delay, not a real issue, but worth confirming the 5h window closes correctly post-wake.

Verify metrics aggregation pipeline picks up the most recent wake within the 5h window; may be an off-by-one on flush timing.

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.

BTC rose $196 from $65,716, ETH rose $11 from $1,727, SSV rose $0.01 — eroded all crypto margins below tolerance band [1

19 intents, none takeable; soonestExpiry=1781524935; next poll 63s

PID deaths at w201/w202/w203/w204/w205 (~15-20 min intervals); watcher process crashes between 30s polls rather than timing out. armed=true + nextFallbackMin=40 means fallback is absorbing each death. 6 open baits on book; 0 edges found at w205; no counterparty flow to take.

New takeable edge ≥1% (scan-edges.ts, 30s poll)

~5 min before soonest intent expiry (soonestExpirySec from scan)

Quote erosion/undercut (check-my-quotes.ts cancelCmds > 0)

MISSING: PID crash detection / auto-restart within the watcher process itself — the process dies silently and gap-protect on next wake is the only corrective pa

3 of last 8 settled deals; dominant hub with 12 open intents and deep inventory

2 of last 8 settled deals; fast-moving, likely to post mispriced intents vulture can take

2 of last 8 settled deals; posts options vulture can take near-decided

1 of last 8 settled deals; delivers swaps, occasional overlap

Four-trigger design (edge, pre-expiry, quote erosion, fallback) maps directly to vulture's active-quoting + opportunistic-taking mission

Pre-seeded honeypot IDs (779/836/869) prevent watcher from re-firing on known traps

30s poll cadence is appropriate — tight enough to catch price drift, not sub-minute spam

2h hard fallback is a correct safety net for a patient agent

No crash-resilience within the script itself: when execSync(scan-edges) or JSON.parse throws outside the try blocks (e.g. scan.takeable on a malformed response)

soonestExpirySec arithmetic: if scan.soonestExpirySec is undefined (malformed scan output), the pre-expiry condition evaluates undefined math silently — NaN >=

2h fallback is correct for a patient agent, but with PID dying every ~15-20 min the effective fallback is 'next gap-protect wake' not '2h' — the fallback is not

Watcher PID crash cadence undiagnosed (~15-20 min, 5+ deaths in 1h)

Deaths at w201/w202/w203/w204/w205 — far more frequent than the 2h fallback interval. The cause is unknown but likely: (a) unhandled exception from malformed scan-edges JSON crashing runWatch outside the inner try block, or (b) memory pressure from the execSync tight loop. gap-protect is compensatin

Add a top-level try/catch in runWatch; log the crash message before re-throwing. Then check watcher logs for the actual error — the gap-protect wakes will contain it in their output once it's surfaced.

Net PnL vs token burn: $2.09 realized on $136.54 lifetime burn

46 deals with only $2.09 realized PnL while burning $136.54 in tokens lifetime (current rate $8.19/5h = ~$39/day). The bait-posting loop is expensive. If fill rate doesn't improve, the strategy is token-negative net.

Audit fill rate on the 6-bait book: how many baits are being taken vs expiring? If >80% expire unfilled, reduce bait count or widen the cadence to cut token burn.

OPEN LOADING, LP HUB STEADY

LP-Maker-Matheus ⇄ Arb-Hunter-Tom (26/38 Arb deals), Vulture-Andrew, Stacker-Massimo, Momentum-Nikita

Active — 7 open asks live; critical cluster #2334–#2339 expires 11:07–11:08Z, wa

Bear-Yosher → Mimic-Ljuba (live), Polymarket-Ljuba ↔ Mimic-Ljuba (live)

Thin but live — 2 deals in flight, 4 agents converge at 13:30Z open

Option-Writer-Matheus → Option-Taker-Matheus / 0x57F8

FROZEN — writer predicate locked to snvdaSeller, sAAPL restored w27 but no re-ra

DARK — neither agent ever deployed; 52 cycles, 0 lifetime wakes, 0 deals

Option-Writer-Matheus wake predicate hardcoded to snvdaSeller — no sAAPL/sMSFT leg added after sAAPL feed restored at w2

Option-Taker-Matheus starved 409+ min — zero audited AUDITED_TEMPLATE_HASH intents on book since w36; its 39min fallback

w28–w33 all retain 'sNVDA supply gap' framing; Option-Writer nextFallbackMin=238 (fires 14:48Z); Option-Taker zero fireWake events across 409min

LP-Maker-Matheus minimum sMSFT lot (0.030888) exceeds Rebalancer-Lior full sMSFT balance (0.03)

Rebalancer trim-then-buy chain blocked at step 1 regardless of price — even giving entire balance (0.03) is sub-lot; no

w50 log: 'LP sMSFT lot (0.030888) exceeds balance (0.03)'; agent planned 'give ~0.004 sMSFT' — sub-lot by 7.7×

Stacker-Massimo rotation threshold applied as a gate on taker accumulation decisions

sMSFT intent #2337 skipped at w73 despite being within ~1% ceiling — rotation logic intended for sell-side rebalancing i

w73 log: 'sMSFT 2337 within ceiling but not yet at ro[tation threshold]'; 10 settled deals are all buys — no rotation sells confirm threshold never crossed

LP-Maker-Matheus is sole active swap hub (147/194 settled deals, 76%)

Any prefire miss or outage cascades simultaneously to Arb-Hunter, Vulture, Stacker, Momentum, and Rebalancer — fleet has

Critical cluster #2334–#2339 expires 11:07–11:08Z; 4 reliable taker counterparties all depend on LP posts; Vulture-Andrew is secondary but posts baits, not continuous two-sided quotes

Vulture-Andrew PID deaths at ~15–20 min intervals (w201–w205, undiagnosed root cause)

Recurring ~20min taker gaps; at 13:30Z open, a mid-cycle death leaves Rebalancer and Swing-Nikita without a secondary ta

5 consecutive PID deaths ~10:07Z last; gap-protect compensating each time; 6 baits expire 10:55–11:02Z; armed=true nextFallbackMin=32 absorbing deaths

IndexBasket market dark — 52 cycles, never deployed

Index-Maker and Index-Taker have never run: watcher.armed=false, pidAlive=false, wake_script_source=null, 0 lifetime tokens, 0 wakes on both. Entire IndexBasket market non-functional. Not a crash — these containers were never stood up.

Both agents: metrics.wakes=0, metrics.tokens_lifetime_usd=0, nextFallbackMin=null across 52 consecutive cycles

Deploy Index-Maker and Index-Taker with funded wallets and wake scripts

Option-Writer stale predicate freezes options market through 13:30Z open

sAAPL feed restored w27; Option-Writer's predicate (snvdaSeller || buyerSideOption) has no sAAPL/sMSFT leg — w28–w33 all framed as 'sNVDA supply gap.' Fallback fires 14:48Z (nextFallbackMin=238), 78min after equity open. Option-Taker-Matheus finds nothing at its ~39min fallback and goes dormant through the highest-liquidity window.

6 consecutive wakes (w28–w33) with unchanged framing post-sAAPL restore; Option-Taker 409min zero fireWake triggers

Add sAAPL and sMSFT to Option-Writer wake predicate immediately — 238min fallback is too wide to recover before open; manual re-rank trigger preferred

Rebalancer-Lior sMSFT trim blocked by lot-size floor at open

LP-Maker minimum sMSFT lot (0.030888) exceeds Rebalancer's entire sMSFT balance (0.03). Trim-then-buy chain cannot execute at 13:30Z open regardless of price; agent has no documented fallback path. USDC needed to buy BTC cannot be sourced until sMSFT trim clears.

w50 log: 'LP sMSFT lot (0.030888) exceeds balance (0.03)'; planned give ~0.004 sMSFT — sub-lot by factor of 7.7

Top up Rebalancer sMSFT above 0.030888 before 13:30Z, or update mission to give full balance and document sub-lot handling (skip trim, sell elsewhere, or abort chain)

Stacker-Massimo rotation gate incorrectly blocks within-ceiling taker buys

sMSFT #2337 was takeable at w73 (within ~1% ceiling) but skipped because rotation threshold not met. Rotation logic governs sell-side rebalancing; it should not gate buy-side opportunistic accumulation. Each missed fill delays portfolio construction.

w73 log: 'sMSFT 2337 within ceiling but not yet at ro[tation threshold]'; 10 lifetime deals all buy-side, zero sell-side confirms rotation threshold never reached

Decouple taker buy decision from rotation threshold in Stacker-Massimo CLAUDE.md — within-ceiling buys should fire unconditionally

Vulture-Andrew PID death pattern undiagnosed — 5 crashes in ~1h

PID deaths at w201–w205 (~15–20 min intervals); gap-protect compensating correctly but root cause unknown. A death at 13:30Z open creates a ~20min taker gap when Rebalancer and Swing-Nikita most need a secondary counterparty. 6 baits expire 10:55–11:02Z.

PID 198107 last died post-w205 (10:07Z); watcher.pidAlive=false but armed=true nextFallbackMin=32; 5 consecutive deaths with no diagnosis

Capture Vulture-Andrew process exit code and stderr at next death — check for OOM, unhandled exception in gap-protect handler, or signal from host

LP-Maker-Matheus single point of failure — 76% of fleet deals

147/194 settled deals route through LP-Maker-Matheus as maker. No secondary continuous-quote maker exists. Critical cluster (#2334–#2339) expires 11:07–11:08Z; any prefire miss freezes swap flow for Arb-Hunter, Vulture, Stacker, Momentum, and Rebalancer simultaneously.

147 settled as maker (76%); 4 active taker counterparties; nextFallbackMin=81 covering cluster expiry window

Monitor prefire success at 11:07–11:08Z; consider alerting on book gap >5 min; longer term deploy a second swap maker

Trigger Option-Writer-Matheus re-rank now — add sAAPL/sMSFT to wake predicate before 13:30Z; fallback fires 14:48Z (78min late), leaving options market dark through peak open window and Option-Taker-Matheus dormant

Top up Rebalancer-Lior sMSFT balance above 0.030888 before 13:30Z — current 0.03 balance is sub-lot for LP, blocking the entire trim-then-buy chain at open

Capture Vulture-Andrew exit code/stderr at next PID death — 5 consecutive crashes ~15–20 min intervals undiagnosed; gap at 13:30Z open risks leaving Rebalancer/Swing without secondary taker

Monitor LP-Maker-Matheus prefire at 11:07–11:08Z cluster expiry (#2334–#2339) — a miss freezes swap flow for 5 taker agents simultaneously; alert if book gap exceeds 5 min

Fix Stacker-Massimo rotation gate — decouple within-ceiling taker buys from rotation threshold; sMSFT #2337 was skipped at w73 despite being takeable

Better than last run — options market partially thawed (Option-Writer ↔ LP-Maker settled, Stacker ↔ Option-Writer settled, Option-Taker took 0x57F8 custom), Arb-Hunter accelerated to 38 deals with multiple recent LP/Vulture settles, Polymarket-Ljuba ↔ Mimic-Ljuba now live; persistent issues unchange

Equity market open ~13:30Z (~3h out) triggers 4 agents simultaneously: Mimic-Ljuba (binary decisions), Rebalancer-Lior (sMSFT trim → USDC needed to buy BTC), Swing-Nikita (wakes on stale ~15.3h baseli

LP-Maker-Matheus is the liquidity hub behind 147/192 settled deals (76%); 7 open intents live — any dark-ask regression blocks the whole fleet

Vulture-Andrew PID death persists (last: w205 10:07Z, gap-protect compensating); 6 baits expire ~10:55–11:02Z — whether a 7th PID death has already occurred before next fallback (35min) is the live qu

Swing-Nikita crypto baselines are compile-time constants, ~11.8h stale now, ~15.3h at market open — every swing trade at open will price off a phantom baseline

Option-Writer-Matheus watcher hardcoded to snvdaSeller: sAAPL feed restored at w27 but no re-rank fired; 212min to next fallback means the missed ranking slot is 212min wide

HWM was 2330 after w333 accepted #2325 (SSV +54bps deal); since then 5+ additional LP/Vulture deals settled — did HWM advance beyond 2330, and has the SSV premium held above the 10bps floor long enough to warrant more accepts, or did it dro

HALT continues w57→w59; open intent is 4 USDC → 2.667 USDC (a ~67% binary); 4h fallback fires in ~238min — has BTC moved outside the ±1.5% band ($64,761–$66,733) since last check to trigger HALT reassessment, and is the open binary correctl

52nd null cycle — confirm still armed=false/pidAlive=false/0 tokens; is there any signal (wallet funding, env var, wake-script commit) that deployment is imminent, or should this agent be formally archived?

52nd null cycle — confirm still dead on all dimensions; with no index-maker counterpart active, is there any reason to keep this agent listed as active vs archived?

Dark ask gaps (sAAPL/sNVDA) resolved at w202 with 12/12 book sustained through w205; 7 open intents on book now — have the sAAPL and sNVDA asks remained continuously live since w202, or have any re-darkened (expired/cancelled without replac

Live deal with Polymarket-Ljuba confirmed; equity open ~13:30Z is ~3h away (nextFallbackMin=151 lands ~13:01Z, just before open) — are binary intents #1827 (sMSFT<$420, 79.94%) and #1916 (sNVDA>$195, 77.93%) still unmatched, and is mimic's

2 recent deals with LP, 1 with Vulture settled — but prior summary said fast 8h signal was 0.493pp below the 2pp dual-confirm threshold at w45 (17min ago); did these deals happen because the threshold crossed, or were they from an earlier c

Deal 0x57F8 ↔ Option-Taker settled (custom) but last wake was 451min ago (w36 at 03:16Z) — did that custom deal represent an option that was already on-book at w36 and just settled now, and with nextFallbackMin=343 (~6h out), is option-take

Settled with both LP-Maker and Stacker since last summary; watcher predicate hardcoded to snvdaSeller with no sAAPL/sMSFT trigger; sAAPL feed restored at w27 but w28+ retained stale framing — did option-writer post any new options at w29–w3

Live deal with Mimic-Ljuba; 2 open custom intents (#1827, #1916); last wake 10min ago with nextFallbackMin=1434 (~24h) — did the Polymarket-implied probabilities shift materially since the last poll (10min ago), and is the 1434min fallback

No USDC, waiting for sMSFT trim at equity open (~13:30Z); LP's current sMSFT ask is #2326 posted at +70bps — is LP's sAAPL or sMSFT ask within the rebalancer's ~1% acceptance ceiling (i.e., could a trim-then-buy chain execute at open), or w

Bid 2320 ($292.61, oracle×1.005) posted with nextFallbackMin=41; LP and Vulture sAAPL asks confirmed ~80bps above ceiling at w69 — in the 25min since last wake, has any new sNVDA or sMSFT ask appeared within the ~1% tolerance that stacker c

Baselines confirmed stale at ~11.8h (BTC 64136/ETH 1670/SSV 2.31, from w41 22:17Z Jun 14); will be ~15.3h stale at 13:30Z market open — has any baseline-refresh logic been deployed to the wake-script since the last cycle, or will swing fire

PID death at w205 (10:07Z), gap-protect fired, 6 fresh baits posted expiring ~10:55–11:02Z UTC; nextFallbackMin=35 — have those 6 baits expired unfilled by now (current time ~10:30Z), has a new PID death occurred post-w205, and did gap-prot

swing-nikita: Replace compile-time CRYPTO_AVGS constants with a live-fetch (or daily-refresh) baseline — the ~15.3h-stale reference at market open will cause every swing trade to price off phantom lev

option-writer-matheus: Expand watcher predicate beyond snvdaSeller to include sAAPL and sMSFT ranking events — current hardcode means worst-2 re-rank after sAAPL feed restoration is invisible until 21

vulture-andrew: Diagnose and fix the structural PID death pattern (persistent across 5+ cycles, undiagnosed) — gap-protect is compensating but adding latency and LLM cost on every death

Equity open ~13:30Z in ~3h: verify Rebalancer-Lior USDC chain (sMSFT trim → BTC buy), Mimic-Ljuba countdown (nextFallbackMin=151 lands ~13:01Z, check alignment), and Swing-Nikita baseline before they

index-maker / index-taker: 52 consecutive null cycles, $0 spend, 0 wakes — decide deploy or formally archive to stop polluting fleet health metrics

polymarket-ljuba: nextFallbackMin=1434 (~24h) is misaligned with equity open at ~13:30Z today — consider a shorter fallback so PM probability checks run near-open for #1827/#1916