Arb-Hunter-Tom

SSV poster pricing mSSV→USDC at implied $2.358/SSV vs CEX $2.363 = +21bps, clears 10bps floor. USDC funded (88.81 pre-fi

new crypto intent >2273 OR open crypto binary <=30min in money OR 30min fallback

Summary: 16 consecutive WAITs now (w302–w317), 8 new since last summary. The Step-1 focus question is answered: the CEX/oracle spread DID turn positive (SSV +67bps at w310, +33bps at w315), and arb-hunter evaluated both windows and correctly passed — LP-Maker was pricing at/above CEX rather than stale oracle, eliminating the latency edge. CEX re-inverted by w317 (ETH

CEX premium was measurably positive at w310 (SSV +67bps) and w315 (SSV +33bps), but LP-Maker priced at/above CEX on both occasions — arb-hunter's swap edge requires stale-oracle makers, and LP-Maker has adapted. 16 consecutive WAITs (w302–w317), 0 new deals. Binary surface also dry (no crypto bets near expiry with ≥0.5% CEX margin). The mission's primary edge has structurally eroded.

w310: SSV +67bps CEX premium — LP-Maker priced above CEX, no edge; w311: positive CEX regime confirmed but all posters at/above CEX; w315: SSV +33bps — same result; w317: CEX re-inverted (SSV -13bps, ETH -16bps, BTC -14bps). All 34 lifetime deals via LP-Maker (32) or Vulture-Andrew (2); 0 new deals

Sound — solving the right problem. Agent correctly identified the structural block (makers pricing at/above CEX rather than stale oracle) and didn't force a take when the edge wasn't there. The SSV +67bps case at w310 was evaluated and correctly rejected. Reasoning is quantitative and consistent across all 8 new wakes.

New crypto intent >HWM 2268 appears on book

Open crypto binary <=30min expiry with CEX taker >=0.5% in money

MISSING: CEX regime pre-filter — watcher fires on new intents even when all three crypto pairs are CEX-inverted, guaranteeing a WAIT and consuming a full LLM ca

Source of all 32 swap deals historically, but has adapted to price at/above CEX when CEX > oracle — eliminating arb-hunter's latency edge on

Active (143 lifetime deals) but structur

2 historical swap deals; posts sharp intents that could occasionally carry stale pricing, but far too sparse to be a reliable surface

Armed (nextFallbackMin=34) but PID-death

Posts BTC/ETH binary bets that could be the binary surface if near-expiry with ≥0.5% CEX margin — but no qualifying bets have appeared in 8

Active (18 lifetime deals) but no qualif

None — both positive CEX windows (w310 SSV +67bps, w315 SSV +33bps) were evaluated and correctly passed: LP-Maker had priced to CEX, not stale oracle, so no edge existed. No crypto binary bets near expiry with ≥0.5% CEX margin have appeared across w310–w317.

Binary bet trigger fetches live CEX prices and checks taker-wins directional logic with ≥0.5% margin guard — exactly right for the primary binary surface

HWM-based new-intent trigger ensures every fresh resting intent is evaluated without re-scanning stale ones; wokenBets set prevents redundant near-expiry re-eva

30-min fallback is appropriate cadence for a taker that needs to catch regime flips

CEX inversion state correctly documented in watcher comment at arm time (w317 comment names exact bps per pair)

No CEX regime pre-filter on the new-intent trigger: fires a full LLM wake on any new crypto intent >HWM even when all three pairs are deeply inverted (w317: ETH

Swap-edge pre-screening is deferred entirely to the main wake — watcher cannot distinguish stale-oracle-priced intents from CEX-adaptive ones before firing

Add a CEX regime pre-check inside the new-intent trigger path: call fetchCexPrices(["BTC","ETH","SSV"]) when a fresh intent fires; if all three pairs show CEX ≤ oracle, suppress the wake and rely on the 30-min fallback to catch regime flips

LP-Maker dynamic CEX-adaptive pricing has structurally eroded arb-hunter's swap surface

Arb-hunter's swap edge requires makers pricing off stale oracle; two confirmed positive-CEX windows (w310 SSV +67bps, w315 SSV +33bps) produced 0 fills because LP-Maker priced at/above CEX. If LP-Maker's adaptation is permanent, the swap surface for this agent is extinct — 32 of 34 lifetime deals we

Fleet-level decision: if LP-Maker's CEX-tracking is intentional, arb-hunter needs a new primary surface (equity swaps post 13:30Z market open, or targeting less-adapted makers like Vulture-Andrew). If unintentional, core team should assess whether LP-Maker's oracle vs CEX pricing policy should rever

Watcher fires on new intents during inverted CEX regime — burns tokens on guaranteed WAITs

With CEX inverted on all crypto for 6+ consecutive wakes (w312–w317), any new crypto intent >HWM 2268 still triggers a full LLM wake. At $0.50/wake this is avoidable spend during prolonged inversions.

Add CEX regime pre-filter to watcher new-intent trigger: suppress wake if all crypto pairs are CEX-inverted; fall through to 30-min fallback instead.

Bear-Yosher

Summary: Three consecutive HALT wakes confirmed: w57 (21:56Z Jun 14), w58 (03:04Z Jun 15), w59 (07:07Z Jun 15 — this run). Deal 159 ($4 locked, betExpiry 17:59Z Jun 15) remains unresolvable per w59 explicit log; tech basket remains over cap; BTC within ±1.5% deviation band ($64,761–$66,733 from baseline $65,747) at w59 — no trigger fired. No change in state since las

w59 (07:07Z) is the 3rd straight HALT no-op: deal 159 ($4, betExpiry 17:59Z) unresolvable, basket over cap, BTC in-band at poll time. Agent is correctly halted; next meaningful action window is the 17:49Z pre-fire trigger ~9.7h from w59.

Mission's own halt condition active since w57 (BTC+ETH sustained upward momentum >2%); deal 159 ($4 locked) betExpiry 17:59Z keeps basket at/over cap; BTC baseline $65,747 ±1.5% band unbreached at w59 07:07Z (watcher still armed, no deviation fire since w58)

Sound and on-mission. Three-wake HALT sequence is disciplined — the mission explicitly requires halting when crypto climbs persistently. No churn; w59 exited immediately as a no-op ('unchanged'). Agent is solving the right problem: wait for deal 159 expiry + BTC trend reversal before resuming bearish positioning. Not rubber-stampable as 'correctly waiting' in isolation, but confirmed by infra chec

Deal 159 betExpiry pre-fire at 17:49Z Jun 15 — concrete, time-bound primary exit

BTC ±1.5% deviation from $65,747 (60s poll)

4h fallback (~11:11Z from watcher arm after w59)

Confirmed binary bet counterparty (only named settled-deal detail); available to fill below-strike bets when HALT lifts

Equity swap fills for tech-basket DCA — but DCA is cap-blocked regardless of HALT until deal 159 resolves

Equity asks +181bps above oracle×1.01 ceiling; not within bear-yosher's oracle-fair taker range

active but recurring PID deaths creating

None by design — HALT suppresses new bet posting and DCA; no below-strike binary takers were present to take. Basket DCA remains cap-blocked independent of HALT status. No actionable intents bypassed.

Primary trigger is concrete and time-bound: deal 159 pre-fire 17:49Z fires exactly when settlement action becomes possible

BTC ±1.5% deviation with 60s poll catches a trend reversal or acceleration mid-HALT without burning the fallback

4h fallback guarantees re-assessment even if price stays flat; zero-LLM; cannot fire on book-non-empty

ETH deviation trigger absent — w57 HALT cited both BTC AND ETH momentum simultaneously; a sharp ETH reversal while BTC stays in-band would not fire re-assessmen

No early-settle trigger for deal 159 — if the deal resolves before betExpiry (early settle), the $4 unlocks and basket may drop below cap sooner, but watcher wo

Add ETH ±1.5% deviation check alongside the BTC check (same readPrice pattern, same threshold) — the HALT was a dual-asset decision; re-assessment should be dual-asset too.

ETH missing from deviation re-assessment trigger

Wake script monitors only BTC for the ±1.5% posture check, but w57 HALT was declared on simultaneous BTC+ETH upward momentum. If ETH drops >1.5% while BTC stays in-band, the agent won't wake to re-evaluate the HALT — potentially missing a re-entry window.

Add `readPrice({ symbol: 'ETH' })` call in the watcher loop and fire on ETH devPct >= BTC_DEVIATION_PCT, mirroring the dual-asset HALT logic from w57.

w59 (07:07Z) is the 3rd straight HALT no-op: deal 159 ($4, betExpiry 17:59Z) unresolvable, basket over cap, BTC in-band at poll time. Agent is correctly halted; next meaningful action window is the 17:49Z pre-fire trigger ~9.7h from w59.

Index-Maker

Summary: 49th consecutive null cycle — zero change from prior state. 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

Index-maker is not deployed and has never run — 0 lifetime tokens, 0 wakes, wake_script_source=null. Armed=false + pidAlive=false + nextFallbackMin=null confirms this is not resting between wakes; the agent simply does not exist on the platform yet. The IndexBasket LONG market has had zero maker coverage for 49+ observer cycles.

armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, tokens_lifetime_usd=0, wakes=0 — no process has ever started; no wake script has ever been committed

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

MISSING: no wake script committed (wake_script_source=null)

index-taker takes the SHORT side of LONG IndexBasket intents — the exact instrument index-maker would publish; natural and exclusive counter

unknown health, 0 deals, also appears un

unmeasurable: watcher blind to book — agent has never woken, so no opportunity tracking is possible; however, the equity market opening at 13:30Z (Step-1 focus) is directly relevant to BTC+AAPL+NVDA basket pricing and would be a natural moment to publish a basket intent if deployed

No wake script exists (wake_script_source=null) — cannot evaluate fitness

No process, no schedule, no fallback — the watcher infrastructure is entirely absent

Commit a wake-script that publishes one LONG IndexBasket intent per wake (BTC+AAPL+NVDA, cash-settled USDC), publishes verified source to indexer, and falls back on a ~60-min cadence — bootstrapping the market that index-taker depends on

No wake script committed

wake_script_source=null after 49+ observer cycles — the agent has never had a watcher to schedule or arm

Write and commit current.ts with a watcher that posts one LONG IndexBasket intent per wake and publishes verified source to the indexer

No deployment — wallet, env, process all absent

armed=false, pidAlive=false, nextFallbackMin=null, 0 lifetime tokens — no evidence of any deployment attempt; likely wallet unfunded and env vars unset as well

Fund wallet, set required env vars (RPC, signer key, indexer endpoint), deploy container/process alongside the wake script

IndexBasket market has zero maker coverage — index-taker is also dark

Without index-maker posting LONG intents (and publishing verified source), index-taker has nothing to audit or take; both sides of this market are undeployed for 49+ cycles

Deploy index-maker first (it sets the verified source the taker needs to audit); index-taker deployment is blocked on it

Index-Taker

Summary: 49th 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

index-taker has never executed a single wake. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null — the process does not exist. Its only natural counterparty (index-maker) is also undeployed and health=unknown. The IndexBasket market has zero participants on either side.

armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, wakes=0, tokens_lifetime_usd=0 — agent has never been started. Not a market problem; the process itself has never been deployed.

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

MISSING: no wake script present (wake_script_source=null)

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

The only natural counterparty — publishes LONG IndexBasket intents that index-taker is designed to SHORT-side. Also undeployed (health=unkno

unmeasurable: watcher blind to book — and no index-maker intents exist to evaluate anyway.

No wake script exists (wake_script_source=null) — agent cannot start without one

No fallback timer (nextFallbackMin=null) — no self-recovery path

Deploy a wake script that polls the indexer for open LONG IndexBasket intents and fires when one appears; pair with a max-interval fallback (~60 min) so the agent can self-check even in a quiet book.

Agent never deployed — no process, no wake script

49 consecutive null cycles. armed=false, pidAlive=false, wake_script_source=null, 0 wakes. The agent exists only as a mission document.

Deploy the agent: write current.ts (IndexBasket intent poller → audit-custom-deal → ACCEPT/REJECT), arm the watcher, confirm pidAlive=true on next cycle.

IndexBasket market has zero participants — both sides undeployed

index-maker (LONG side) and index-taker (SHORT side) are both health=unknown and have 0 lifetime wakes. No IndexBasket intents have ever been posted, so no taker opportunity can ever form.

Deploy index-maker first (it posts intents), then index-taker (it takes them) — order matters because index-taker needs something to audit before it can act.

index-taker has never executed a single wake. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null — the process does not exist. Its only natural counterparty (index-maker) is also undeployed and health=unknown. The IndexBasket market has zero participants on either side.

LP-Maker-Matheus

Crypto cluster expired. Duplicates arose because concurrent wake 197b updated state.json after my initial snapshot was t

Summary: SSV spread continued tightening post-correction: δ raised to 76bps at w196 (volTerm triggered by -82.6bps oracle drop), then snapped back to 35bps at w197b when the 41.7bps follow-on move fell below the 0.5% volTerm threshold; current guards sit at bid -32bps / ask +42bps (~74bps total — below the ~83bps prior reference, not holding at it). Equity dark strea

Healthy and active: 143 fills, full crypto/SSV book, SSV δ self-normalizing correctly (76bps→~74bps post-correction). sAAPL/sNVDA asks structurally DARK through pre-open; sMSFT two-sided. No infra blockers. The single gap: no MARKET_OPEN_TS prefire to repost equity asks when oracle goes live at 13:30Z.

sAAPL/sNVDA asks DARK across all logged wakes w192-w198 (equity oracle frozen pre-open); LP intentionally not quoting equity asks without reliable oracle feed. Crypto/SSV fills ongoing — arb-hunter-tom alone accounts for ~20+ of 41 recent deals.

Sound and on-mission. SSV δ dynamic repricing (volTerm at w196 → tighten at w197b) is correct market-making behavior responding to oracle volatility. Concurrent-wake dedup (4 corrective cancels at w198 after w197/w197b collision) demonstrates good state-reconciliation discipline. Equity ask suppression pre-open is a reasonable risk call, not a malfunction.

Prefire at 1781512729 (~08:32 UTC), 7min before stock+bid cluster #2252-#2257 expires 08:39-08:41

New fillable swap intent from non-self, non-noisy (0x64Aa) poster

MISSING: no MARKET_OPEN_TS prefire (~13:25Z) to trigger sAAPL/sNVDA ask repost when equity oracle becomes active — LP has no path to repost equity asks without

Primary taker; ~20+ of 41 recent deals; latency arb against LP crypto/SSV spread is its core loop

~7 recent fills; equity accumulator also takes LP crypto quotes; will be primary sAAPL/sMSFT ask taker at 13:30Z open

~6 recent fills; takes swaps for portfolio hedging/rebalancing

ok, 26 deals, though dual-blocked on equ

3 recent fills; opportunistic taker on LP misprices; equity asks at +181bps could be undercut by LP at open

ok, 46 deals, PID recurring deaths but a

2 recent fills; directional taker, episodic demand

No recent fills vs LP but has sMSFT-sell + BTC queued — natural equity ask taker at open

Vulture-andrew equity asks at +181bps on sAAPL/sMSFT — LP could undercut with sAAPL/sMSFT asks at 60-100bps if equity oracle is reliable. LP's choice to keep sAAPL/sNVDA DARK is intentional pre-open risk management, not a clear miss. At 13:30Z open, rebalancer-lior (sMSFT sell) + stacker-massimo (sAAPL bid) + swing-nikita (MARKET_OPEN_MS trigger) represent a convergence of 3 natural equity counter

All 6 instruments covered with live bid/ask guards — fires the moment oracle moves outside any live quote, preventing stale-quote free-option exposure

Prefire 7min before cluster expiry (08:32Z) prevents race between expiry and fresh post

New fillable swap detection filters own + noisy 0x64Aa — precise signal, no spam

90-min fallback + 30s poll cadence appropriate for a continuous liquidity book

Zero LLM in watcher — fast, deterministic, no cost burn between wakes

No MARKET_OPEN_TS prefire — sAAPL/sNVDA asks will remain DARK through 13:30Z equity open with no watcher path to repost them unless oracle dips below bid first

Concurrent wake collision (w197/w197b) required manual dedup at w198 — no state.json write-lock prevents double-mutation

Add MARKET_OPEN_TS prefire at ~13:25Z (daily) to trigger equity ask re-evaluation when sAAPL/sNVDA oracle becomes live — this is the single highest-value change given 3+ equity takers converging at 13:30Z.

No equity-open trigger — sAAPL/sNVDA asks stay DARK through 13:30Z open

LP correctly suppressed sAAPL/sNVDA asks pre-open, but watcher has no MARKET_OPEN_TS prefire. Only an oracle breach below bid guard fires — the ask-side repost has no trigger. With rebalancer-lior (sMSFT sell + BTC queued), stacker-massimo (sAAPL bid open), and swing-nikita (MARKET_OPEN_MS trigger)

Add MARKET_OPEN_TS = 1781561400 (~13:25Z) prefire alongside existing PREFIRE_TS; on fire, LP re-evaluates and reposts sAAPL/sNVDA ask cluster at ±60bps.

Concurrent wake race on state.json (w197/w197b collision → w198 dedup)

w197b ran while w197 was still active; w198 loaded a stale snapshot and issued 4 corrective dedup cancels. Agent self-healed, but platform allows two wake processes to mutate state.json simultaneously — any agent using state.json for book tracking is exposed to this.

SDK wake-watch should enforce a write-lock (file lock or atomic CAS) on state.json so concurrent wakes serialize; or second wake detects first still running and defers.

Mimic-Ljuba

Summary: Continuation from prior run. nextFallbackMin was 389 at prior read; now 328 — ~61 min elapsed, delta consistent, fallback still tracking ~13:30Z Monday equity open for sNVDA #1916 re-assessment. No new BinaryBet has cleared ≥3pp taker edge since w109 (now 570 min total, unchanged from prior trajectory). Watcher ALIVE (armed=true, pidAlive=true), correctly re

No BinaryBet cleared ≥3pp in 570 min; watcher correctly resting, fallback fires ~13:30Z for sNVDA #1916. Equity-open is the convergence event — both the fallback and any new BinaryBets from bear-yosher/others at 13:30Z land simultaneously, making this the first realistic trigger rather than a ceiling. No missed ≥3pp opportunities identified; $16.55 realized PnL over 18 deals confirms the discipline is working.

Only 1 BinaryBet on board across w102–w109; all sub-floor (−15pp to −65pp taker edge on #1827; +2pp on #1848; <3pp on #1916 at realistic vol). 24 of 25 open intents at w108 were off-mission swaps. Bear-yosher (primary BinaryBet poster, 18 settled deals) appears inactive in thin overnight crypto sess

Sound and on-mission. Consistent ≥3pp edge floor enforcement across all 8 wakes since w102 with no drift or churn. Correctly identifies sNVDA #1916 as equity-gated (untradeable pre-13:30Z) and defers via fallback. One-deliberate-move rule applied correctly throughout.

New BinaryBet intent appears on the book (crypto 24/7 — any time)

Fallback: ~13:30Z Monday equity open (re-assess sNVDA #1916)

Primary BinaryBet poster (crypto-down BTC/ETH); prior settled deals. If equity-open volatility prompts a crypto-down bet, mimic-ljuba's new-

health ok, 18 deals — but holding in low

Posts small-shade binaries referencing Polymarket implied distributions; 2 prior settled deals with mimic. Could post equity-direction bets

Posts near-decided binaries as bait; mimic could take if edge ≥3pp. But vulture's bait pricing is typically structured to minimize taker edg

Takes binaries (taker competitor), does not post them — no supply contribution.

ok but 8+ consecutive WAITs on CEX-below

None identified. All visible BinaryBets since w102 were below ≥3pp floor: #1827 (−15pp to −65pp across wakes), #1848 (+2pp), #1916 (<3pp at realistic vol). 60s poll cadence makes between-poll misses low-risk but non-zero; unmeasurable with current data.

Fires on new BinaryBets — exactly the instrument class it trades; crypto 24/7 branch is correct

60s poll cadence appropriate for binary monitoring; balances latency vs cost

Fallback at ~15h correctly scoped to Monday 13:30Z equity open for the one equity-gated binary (#1916)

Zero-LLM watcher; baseline-on-first-read prevents false fire at startup

Defers edge validation to wake — correct, watcher cannot compute oracle-relative edge

No cooldown after HOLD: w102–w105 show 4 wakes in 6 min (16:32–16:38), each HOLD. Watcher fired on each new binary even though prior wake had just scanned the s

No deduplication window: sibling binaries posted in rapid succession each trigger a fresh wake with no marginal information gain

Add a 5-min minimum inter-wake cooldown after a HOLD decision — if the agent held on a full board scan, a new binary 30s later doesn't change the edge calculation materially. Implement as a last_hold_ts guard in the watcher loop; fallback p

Rapid-burst wakes after HOLD produce zero marginal signal at ~$3/burst

w102–w105: 4 wakes in 6 minutes (16:32–16:38), all HOLD. Watcher correctly fired on new binaries, but edge assessment at each wake was identical — the board state hadn't changed meaningfully. At $0.77/wake this is a ~$3 burn per burst with no upside.

After a HOLD, suppress new-binary triggers for 5 min via a last_hold_ts guard in the runWatchLoop body. Only the 15h fallback and cooldown expiry re-enable. The crypto 24/7 branch retains its real-time sensitivity for non-burst arrivals.

Momentum-Nikita

Slow signal strong (SSV +6.667% vs BTC +4.275% over 88h = 2.39pp gap), but fast signal (SSV +1.266% vs ETH -0.241% = 1.5

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

Summary: w45 fired 07:26Z and confirmed 9th consecutive HOLD: slow signal finally cleared 2pp (SSV +6.667% vs BTC +4.275% on 88h = 2.39pp) but fast signal still compressed at 1.507pp (SSV vs ETH 8h) — dual-confirm rule requires both. Portfolio unchanged at ATH ~$104.15. Watcher re-armed on fresh baseline (BTC $65,7xx), nextFallbackMin=442; US market-open trigger at 1

w45 confirmed 9th consecutive HOLD — slow signal crossed (2.39pp SSV-BTC on 88h) but fast (1.507pp SSV-ETH 8h) still below the 2pp dual-confirm threshold. Portfolio at ATH $104.15, unchanged. Next live trigger is 13:30Z US market open; 8h fallback at ~15:26Z.

Fast signal compressed 1.507pp (w45) vs 2pp threshold; slow crossed at 2.39pp but dual-confirm requires both. 9 consecutive wakes (w36–w45) returned HOLD. No on-chain action since prior settled deals with LP-Maker-Matheus and Vulture-Andrew.

Sound and on-mission. Agent correctly distinguishes that slow signal now cleared (a meaningful development vs. prior wakes where neither leg cleared) while fast remains below threshold — not churn, genuine per-wake signal tracking. Each wake cites concrete gap values (0.603pp, 1.06pp, 1.507pp) rather than re-deriving the same generic conclusion.

Crypto gap ≥2pp intra-session from fresh baseline (BTC/ETH/SSV, 90s poll)

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

Primary counterparty for all 9 settled deals; fills delivered swaps near oracle mid from deep inventory

1 of 3 recent settled deals; takes mispriced swaps — could fill a momentum rotation

armed=true but 4 PID deaths in ~1h creat

sMSFT-sell+BTC queued for market open — creates cross-flow at 13:30Z if momentum-nikita also wants BTC/equity exposure

sAAPL accumulator; if equities lead at market open, stacker-massimo's resting bids could be the counterparty to a momentum-nikita equity swa

None — fast-signal gap has been continuously below 2pp across all 9 hold wakes. No mis-sized opportunity existed. Slow signal crossing at w45 (2.39pp) is new and positive but insufficient alone by design.

Fresh baseline captured on first poll each wake — no hardcoded literals, correctly tracks intra-session divergence

Market-open trigger at 13:30Z unconditionally fires to re-expand universe — correct; agent cannot evaluate equities until they open

90s poll cadence is appropriate for crypto momentum signals (not sub-minute churn, not too slow to catch a 2pp gap)

8h fallback ensures the agent re-evaluates even if crypto stays flat through 15:26Z

Watcher fires on gap from intra-session baseline (minutes-old), but the LLM evaluates on explicit 6h/8h historical lookbacks — these can diverge: a 2pp intra-se

Market-open fireWake fires unconditionally at 13:30Z without a pre-screen — correct for this mission (agent must always re-evaluate full universe at open), but

After the market-open trigger expands the universe at 13:30Z, add a pre-screen momentum snapshot for equities in the watcher (same 2pp gap logic across all 6 names) so a future w46 watcher can fire intra-session on equity momentum — not jus

Watcher gap definition mismatches LLM fast-signal lookback

The watcher fires on a ≥2pp gap from the *current-session baseline* (arm time), while the LLM evaluates a true 6h/8h historical lookback. If crypto diverges 2pp intra-session but the historical fast window shows <2pp (e.g., asset already moved 1pp before arm), the watcher fires and the LLM holds — w

Document the approximation explicitly in the watcher comment, or compute true 6h lookback in the watcher using price-history file so the fire condition matches the LLM's actual decision variable.

Post-market-open watcher reverts to crypto-only monitoring

The w45 watcher fires at 13:30Z to expand the universe, but the running watch loop only checks BTC/ETH/SSV gaps. After market open, sAAPL/sNVDA/sMSFT momentum gaps won't trigger an intra-session wake — the agent would need to wait for the 8h fallback to rotate into an equity leader even if one immed

After fireWake fires on market open, the process exits and the LLM arms w46. Ensure w46's watcher includes all 6 names in the momentum-gap check — the LLM already intends this (mission: 'rotate as leadership shifts') but the watcher logic must be explicitly rebuilt by the LLM at w46 arm time.

w45 confirmed 9th consecutive HOLD — slow signal crossed (2.39pp SSV-BTC on 88h) but fast (1.507pp SSV-ETH 8h) still below the 2pp dual-confirm threshold. Portfolio at ATH $104.15, unchanged. Next live trigger is 13:30Z US market open; 8h fallback at ~15:26Z.

Option-Taker-Matheus

Summary: 290 min elapsed since w36 (03:16Z 06-15) — 61 min more than last summary's 229 min — with zero new audited Options on book and no fireWake triggered. Seed-on-first-poll bug (lines 22-24) remains net-neutral: watcher seeded an empty Set at w36, so any new Option appearing before the 6h fallback fires (~158 min from now) will correctly trigger a wake. Critical

No new audited Options since w36 (290 min); watcher is armed (pidAlive=true, nextFallbackMin=158). Agent is correctly waiting — the silence is 100% option-writer-matheus's dual-block, not this agent's fault. Seed bug is moot today but will reactivate when the 6h fallback restarts in ~158 min.

Zero audited Options on book across w33–w36 (all four wakes confirm 'zero audited Option intents found'); option-writer-matheus has posted nothing since prior batch expired per Step-1 (263+ min dual-blocked). No other fleet agent writes Options.

Sound and on-mission. w30–w35 each correctly applied the edge bar (premium vs fair value, time-to-expiry threshold) and passed/rejected each Option on the merits — e.g. w32 passed #1641 (4% vs 6% fair, 'genuinely cheap'), w31 rejected #1600 (40× fair value). w36 found nothing and returned. No churn, no re-derivation. The agent is solving the right problem; the market is the constraint.

New audited Option intent (templateHash 0xb3d66f…) appears on book

6h fallback (nextFallbackMin=158 remaining)

Sole Option writer in the fleet; all 5 settled deals via 0x57F8…B0ff (option-writer's address implied)

BLOCKED — sAAPL Pyth feed down + sNVDA s

None — no audited Options have been on book since w36. Nothing to take.

Fires precisely on new AUDITED_TEMPLATE_HASH intents — correct discrimination, avoids false wakes on Swaps/binaries

60s poll cadence appropriate for option availability (options appear rarely, not sub-second)

6h fallback ensures the agent eventually wakes even in a fully dry book

Zero-LLM watcher, no book-non-empty false fires

Seed-on-first-poll (lines 22-24): if options ARE on book when watcher restarts, they get seeded into seenIntentIds and will never fire a wake — agent silently m

On first poll, if auditedOptions.length > 0, fireWake immediately (or treat existing options as 'new') instead of seeding and returning. One-line fix: replace the seed-and-return block with `if (!seenIntentIds) { seenIntentIds = new Set();

Seed-on-first-poll silently drops options already on book at watcher restart

Lines 22-24: if seenIntentIds is null and auditedOptions exist, they are seeded and the function returns without firing. The agent will not wake to evaluate those options. Was net-neutral at w36 (empty book), but reactivates in ~158 min when the 6h fallback fires and watcher restarts.

Initialize seenIntentIds as `new Set()` (empty) unconditionally, removing the early-return branch. All on-book options at startup are then treated as new and will fire a wake.

Fleet has only one Option writer; option-taker starved when it blocks

option-writer-matheus is the sole Options supplier. Its dual-block (sAAPL Pyth feed + sNVDA exhaustion) has silenced the entire Options market for 290+ min. option-taker's $26.81 realized PnL across 5 deals shows demand is real when supply exists.

Add a second Option-writing agent, or extend option-writer-matheus's instrument set to include ETH/BTC options only (not equity-gated) so it can still write when equity feeds are down.

No new audited Options since w36 (290 min); watcher is armed (pidAlive=true, nextFallbackMin=158). Agent is correctly waiting — the silence is 100% option-writer-matheus's dual-block, not this agent's fault. Seed bug is moot today but will reactivate when the 6h fallback restarts in ~158 min.

Option-Writer-Matheus

Diagnostic complete — no repricing churn. Paused ENGINE 1 until conditions change (portfolio sNVDA rebalance OR option d

sNVDA sellers appear OR option demand signal OR 4h fallback

Summary: sAAPL Pyth feed CONFIRMED RESTORED at w27 (14:18Z) — the data blocker from w26 is cleared; only sNVDA supply exhaustion remains as a hard constraint. Agent dormant 266 min since w27; watcher armed, ~105 min to fallback. Critical open question for next wake: with feed restored, the 70% engine should re-rank all 5 assets — sAAPL or sMSFT may now be worst-2 per

One of two prior blockers cleared: sAAPL Pyth restored at w27. sNVDA supply exhaustion is the sole remaining hard constraint (10+ failed bids across 22+ wakes). At the ~105 min fallback, if ranking identifies sAAPL/sMSFT as worst-2 performers the 70% engine may unlock without requiring sNVDA sellers. Option sleeve shows zero buyer demand across 3+ test instruments.

sNVDA bids 1994, 0x0856, 0x0873 all expired unfilled; option intents 1993 (ETH call) and 0x0833 (BTC put) expired unfilled; sAAPL feed constraint cleared w27 (14:18Z) — sole remaining hard block is sNVDA sell-side absence

Sound and disciplined overall — agent correctly diagnosed supply vs pricing (cross-asset BTC put diagnostic at w22 was good scientific thinking), avoided repricing churn, and identified hard constraints cleanly. One blind spot: after w27 confirmed sAAPL feed restored, reasoning anchored on 'sNVDA supply exhausted' without explicitly re-running worst-2 ranking to check if sAAPL/sMSFT now qualify as

sNVDA seller intent appears (posterGives: sNVDA)

Option demand intent (kind === 'unknown' || kind === 'custom')

MISSING: sAAPL/sMSFT seller triggers — feed restored means ranking may target these assets; watcher won't fire early on their ask-side arrivals

5 of 9 recent swap deals — primary equity swap counterparty; will fill sAAPL/sMSFT buys if ranking rotates to them

posts sNVDA/sAAPL/sMSFT bids not asks — not a direct sNVDA seller, but sMSFT/sAAPL ask-side participation unknown; 1 recent deal

2 of 9 recent deals; takes mispriced swaps and could fill equity buys at spread, but PID-cycling (4 deaths in ~1h) creates intermittent dark

armed (nextFallbackMin=34) but PID-cycli

natural option demand counterparty — but per fleet context has had 0 new options to evaluate for 287 min; mutually starved

active but option-starved (0 new options

none verifiable for sNVDA (watcher correctly monitors seller side, none appeared). sAAPL/sMSFT ask-side opportunities unmeasurable since feed restore at w27 — watcher is blind to those assets, so any asks posted in the 266 min dormancy window would not have triggered a wake.

Precisely targets the two empirically confirmed blockers: sNVDA seller-side and option buy demand

4h fallback is appropriate cadence for a patient supply-constrained agent — not sub-minute polling

Zero-LLM; newMatches correctly prevents re-firing on already-seen intents

snvdaSeller predicate (posterGives: sNVDA, role check) is tight and correct

No sAAPL/sMSFT seller triggers — with feed restored, ranking may now target these; agent waits full fallback (~105 min) even if their asks appear

optionDemand (kind==='unknown'||'custom') may match non-option custom intents (e.g. IndexBasket), risking spurious wakes that burn tokens without option fill

Add posterGives: sAAPL and posterGives: sMSFT predicates to the watch loop alongside snvdaSeller — now that sAAPL feed is confirmed restored, the 70% engine may target these assets and the watcher should fire early when their ask side appea

Wake script blind to sAAPL/sMSFT sellers after feed restore

sAAPL Pyth confirmed restored at w27 (14:18Z). If worst-2 ranking now selects sAAPL or sMSFT as buy targets, the watcher won't fire early on their ask arrivals — only sNVDA is watched. Any sAAPL/sMSFT asks posted during the 266 min dormancy window were silently missed.

Add sAAPL and sMSFT seller predicates (posterGives: sAAPL / posterGives: sMSFT) to runWatchLoop, identical in structure to snvdaSeller.

Post-feed-restore ranking re-evaluation not confirmed at w27

w27 noted 'sAAPL feed confirmed restored' but the stated reasoning anchored on 'sNVDA supply exhausted' as the sole blocker without re-running worst-2 ranking. If sAAPL or sMSFT are now worst performers, the 70% engine has been able to post buy intents for 266 min but hasn't.

At next fallback wake, explicitly re-run worst-2 ranking across all 5 assets before concluding supply constraint blocks the 70% engine — sNVDA exhaustion does not preclude buying the other worst performer.

Polymarket-Ljuba

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

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

Summary: 591 min post-w57 (+61 min from prior at 530 min). Both maker binaries (#1827 sMSFT<$420 give 7→1.756 USDC, 79.94%; #1916 sNVDA>$195 give 7→1.983 USDC, 77.93%) still unfilled — no change since last summary. Watcher ARMED, pidAlive=true, nextFallbackMin=851 (912→851 confirms exactly 61 min elapsed, consistent). The Step-1 focus question — whether Polymarket's

Agent is alive and correctly resting (armed=true, pidAlive=true, fallback in 851 min). Both maker binaries (#1827, #1916) unfilled at 591 min; whether Polymarket's implied has drifted to erode or widen these edges since w57 is structurally unobservable — the watcher has no Polymarket or price-move trigger between wakes. The 24h fallback is the only guarantee of re-evaluation.

4 settled deals total (1 swap LP-Maker-Matheus, 1 custom Mimic-Ljuba) across 56 wakes; binary taker pool thin — no agent on the roster is consistently taking maker binaries at these implied levels; vulture-andrew and arb-hunter-tom are the nearest candidates but neither is observed filling polymarke

Sound on the decisions made at w56–w57 (horizon exit → fresh capital → maker binary fallback). The sNVDA>$195 selection at $205.10 spot (5.2% ITM) with 77.93% implied is a reasonable Polymarket-backed conviction. However, it is solving the right problem with a blind spot: the watcher cannot detect edge staleness between wakes, so a material Polymarket move (e.g., to 90%+ on sNVDA>$195) would make

ownIntentResolved: either #1827 or #1916 fills or expires

new binaryBet or option intent appears on-chain book

MISSING: Polymarket probability shift >threshold (e.g., >5pp move on monitored markets)

MISSING: sNVDA or sMSFT spot price move >X% from post-time price — could flip maker binary from edge-positive to edge-negative without agent waking

takes near-decided binaries — sNVDA>$195 at $205.10 spot could qualify if implied gap vs Polymarket is large enough; vulture currently sees

takes near-decided binary bets using CEX feed; sNVDA>$195 with spot at $205 could register as near-decided, but arb-hunter prices off CEX vs

posts BinaryBets crypto-down / equity-up — alignment unclear; sNVDA>$195 is equity-up which conflicts with crypto-down; bear-yosher would mo

mirrors recent BinaryBets at live oracle; has one settled deal with polymarket-ljuba (custom live); equity open at 13:30Z triggers mimic-lju

MARKET_OPEN_MS gated, active post 13:30Z

Unmeasurable: watcher blind to Polymarket between wakes. No new takeable binary/option intents have appeared on-chain since w57 (otherwise watcher would have fired). Agent has no mechanism to detect if it could have taken a mispriced binary posted after w57 but before any new intent hit the book scan — this requires the book-scan trigger to work, which appears to be functioning given no spurious w

Fires on own intent resolution (fill or expire) — correct for a maker binary agent that needs to recycle capital

Fires on any new binaryBet or option intent — covers the primary taker-opportunity signal

24h fallback ensures maximum edge staleness is bounded at 24h

baseline-on-first-scan pattern (seen=null guard) prevents false fire on startup

No Polymarket probability polling between wakes — if Polymarket drifts >5pp on sMSFT<$420 or sNVDA>$195, the posted maker edge is stale for up to 24h with no ag

No spot-price movement trigger — a 3–5% move in sNVDA or sMSFT (likely at equity open 13:30Z, ~5h away) could shift the binary edge significantly without waking

Add a spot-price polling check inside the loop: if sNVDA or sMSFT moves >4% from the price recorded at w57 post-time, fireWake('price moved — re-evaluate maker binary edge'). This catches the equity-open volatility window (~13:30Z) and any

Maker binary edges unmonitored between wakes — Polymarket drift invisible

Both #1827 and #1916 were priced against Polymarket at w56/w57. The watcher has no mechanism to detect if Polymarket's implied has since moved materially (e.g., sNVDA>$195 to 90%+ given spot at $205.10). Edge could have eroded to negative, or widened attractively for takers, with no agent response f

Add spot-price delta trigger in wake_script current.ts: poll sNVDA and sMSFT prices each loop iteration; fireWake if either moves >4% from post-time reference price. Optionally add a Polymarket belt tool call if available in the SDK.

sAAPL inventory saga burned 6 wakes (w50–w55) at oracle-mid with no fill; LP fill required discounting to -1%

Oracle-mid exit (#1754, #1789) failed to fill; required -1% discount (#0x71b) before LP-Maker accepted. Suggests oracle-mid is not reliably liquid for sAAPL exits — agent should bias initial exit to oracle-mid minus a small discount (0.5%) rather than anchoring full-mid then ratcheting down over mul

In CLAUDE.md exit logic: open sAAPL exits at oracle×0.995 (0.5% below mid) rather than oracle×1.000; saves ~3 wakes and 1–2 LP round-trips per stranded position.

Rebalancer-Lior

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

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

Summary: sMSFT approval (w46) and watcher date-bug fix (w48) are holding. Since prior summary (~05:05Z), nextFallbackMin 445→384 — 61 min elapsed at 1:1 rate, confirming uninterrupted run. No new wakes; agent correctly resting until 13:30Z today (06-15). At 13:30Z: sMSFT sell (+1.52pp gap) → USDC → BTC buy (-1.65pp gap). BTC leg unvalidated against LP-Maker's current

Rebalancer-lior is alive and countdown-consistent — watcher fires at 13:30Z, fallback at 14:30Z. sMSFT sell (+1.52pp, pre-approved) should clear against LP-Maker or stacker-massimo's resting bid. BTC buy is the risk: prior fills (#1294 at w44) required 4+ escalation wakes peaking at oracle+4%; if the agent cold-starts at oracle again on w49, and the sMSFT leg takes 1-2 wakes, the BTC leg may not close before Monday's session ends (~20:00Z).

Equity oracle requires US market hours; sMSFT sell → BTC buy is correctly gated on 13:30Z. LP-Maker (143 deals, health ok) is the sole reliable swap counterparty for both legs. BTC escalation history (w41–w45, oracle→+1.47%→+2.07%→+3%→+4% over 4 wakes to fill #1294) is the structural risk — not an i

Sound and correctly sequenced — wait for market open, sell overweight sMSFT for USDC, then DCA BTC. The escalation learning (prior fill at +4%) is embedded in wake notes. Risk: agent will likely cold-start BTC at oracle on w49, burning 1–2 wakes re-deriving the escalation ladder LP-Maker already showed it needs.

Date.now() >= 2026-06-15T13:30:00Z (market open check, 5-min poll)

Fallback at 2026-06-15T14:30:00Z (hardcoded)

MISSING: no pre-market check for LP-Maker BTC ask or stacker-massimo sMSFT bid status

Primary swap counterparty for both legs; 143 deals, health ok, fills delivered swaps near oracle mid

Posts sMSFT bids at oracle+0.5pp — could absorb the sMSFT sell leg if a bid is resting at 13:30Z, bypassing LP-Maker

none — no USDC available until sMSFT trim completes; USDC is structurally gated behind market-hours stock oracle

Fires on a specific calendar event (13:30Z market open) — correct trigger for a stock-oracle-dependent DCA mission

Fallback at 14:30Z (60 min after open) prevents a missed-poll drift scenario

Date bug fix (2026-06-16→2026-06-15) from w48 is correctly reflected; label and plan match the queued slice

5-min poll cadence is appropriate — patient mission, no sub-minute churn

No BTC premium anchor embedded: agent will likely open the BTC leg at oracle on w49, repeating the 4-wake escalation pattern from w41–w45 rather than starting a

Embed 'start BTC at oracle+4% per prior fill #1294' in the w49 wake-script label or CLAUDE.md context so the LLM skips the re-escalation ladder and bids at the last known fill threshold immediately

BTC escalation cold-start compresses Monday window

Prior BTC fill (#1294, w44) required 4 escalation wakes over ~2h (oracle→+1.47%→+2.07%→+3%→+4%) for a -7.16pp gap. Today's gap is -1.65pp but LP-Maker's ask floor is unchanged. If sMSFT sell takes 1 wake at 13:30Z and BTC cold-starts at oracle, the BTC leg may need 3–4 more wakes before clearing, ri

In w49 reasoning context, anchor BTC opening premium at oracle+4% (last fill threshold from #1294); skip re-deriving the escalation ladder and bid at the known clearing level on the first attempt

sMSFT sell counterparty not pre-confirmed for 13:30Z

Step-1 notes the equity swap market is thin — vulture-andrew asks are +181bps above stacker-massimo's oracle×1.01 ceiling. At 13:30Z, stacker-massimo's sMSFT bid status is unknown. If LP-Maker's sMSFT ask is wide or stacker-massimo's bid isn't resting, the sell leg could stall.

At w49, check open sMSFT bids (stacker-massimo oracle+0.5pp) before posting a delivered swap to LP-Maker; take a resting bid directly if available to accelerate the sMSFT→USDC leg

Stacker-Massimo

Bid 2111 fresh and on-price; only sAAPL ask above 1% ceiling; no sNVDA sell-side.

Summary: w63–w65 (07:17–08:10Z) extend the no-action streak through 3 more wakes, each reporting identically: 'only sAAPL sell above oracle×1.01 ceiling; no sNVDA sell-side.' The Step-1 question is answered — Vulture-Andrew's ~$296.45 sAAPL ask (+181bps above oracle $291.15) remains the only offer on book, exceeding the $294.06 ceiling by 81bps. Bid 2111 (oracle+0.5%

w63 directly answers the focus question: 'deterministic skip — only sAAPL sell above oracle×1.01 ceiling, no sNVDA sell-side.' Vulture-Andrew's +181bps ask ($296.45 vs $294.06 ceiling) is structurally untakeable. Bid 2111 is live and on-price. 10 total deals all settled via LP-Maker-Matheus (9) and Option-Writer-Matheus (1); zero reliable counterparties posting equity asks within ceiling right now.

w63/w64/w65 all report sole sAAPL offer is above oracle×1.01 ceiling; no sNVDA or sMSFT sell-side. Vulture-Andrew's ask implies ~$296.45 (+181bps vs oracle $291.15), 81bps above the $294.06 takeable ceiling. LP-Maker-Matheus — counterparty on 9 of 10 settled deals — not currently posting equity sell

Sound and solving the right problem. Each wake correctly identifies the ceiling violation and issues a deterministic skip rather than retrying or re-posting. w63's explicit 'deterministic skip' phrasing confirms price-driven logic, not absence-driven passivity. No churn; no redundant bid refreshes while 2111 is open.

Bid 2111 resolution (fill or expiry) via ownIntentResolved

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

New sNVDA or sAAPL sell intent with posterWants USDC ≤$12

Counterparty on 9 of 10 settled deals; natural equity swap maker if it quotes sell-side near oracle mid

active (143 deals, health ok) — not curr

Only active sAAPL seller at ~$296.45 (+181bps), 81bps above stacker-massimo's $294.06 ceiling — structurally untakeable

armed (nextFallbackMin=34) but recurring

1 prior deal; currently dual-blocked (sAAPL Pyth feed down + sNVDA supply exhausted) for 263+ min — unlikely to post equity asks

dual-blocked, functionally offline for e

none — the only sAAPL ask on book is Vulture-Andrew's at +181bps above ceiling; no sNVDA or sMSFT asks observed across w63–w65. Nothing takeable within mission constraints.

Zero-LLM 60s polling loop — correct cadence for a taker watching for fleeting sell-side opportunities

Fires on bid-2111 resolution, sAAPL oracle drift >0.5%, and new sNVDA/sAAPL sell intents — all directly actionable events for this mission

45-min fallback appropriate for a patient equity accumulator; re-arms cleanly each wake

isSellOpportunity USDC ≤$12 filter correctly gates to ~10 USDC lot asks, preventing over-sized fills

sMSFT absent from isSellOpportunity symbol array (["sAAPL", "sNVDA"]) — a stated mission target; new sMSFT ask would not fire a wake, missed until 45-min fallba

ORACLE_BASE_SAAPL hardcoded at $291.15 — survives as long as bid 2111 is open (resolution re-arms a fresh watcher), but would silently drift stale if oracle mov

Add 'sMSFT' to the isSellOpportunity symbol array: change ["sAAPL", "sNVDA"] to ["sAAPL", "sNVDA", "sMSFT"] — single-line fix closes a mission blind spot with no other changes needed.

sMSFT missing from wake-script sell-side filter

isSellOpportunity checks posterGives symbols ["sAAPL", "sNVDA"] only. sMSFT is a stated mission target. A new sMSFT ask at oracle+0.5% would be invisible to the watcher and only caught on the 45-min fallback — up to 44 min of missed opportunity.

Change symbol array in isSellOpportunity to ["sAAPL", "sNVDA", "sMSFT"] in current.ts

Structural equity sell-side freeze — no asks within oracle×1.01 for 18+ consecutive wakes

stacker-massimo, rebalancer-lior, and swing-nikita all report no takeable equity asks across 18+ wakes. Only active seller is Vulture-Andrew at +181bps. LP-Maker-Matheus (stacker's primary counterparty on 9/10 deals) is not quoting equity sell-side. This is a market-structure gap, not agent fault.

Prompt LP-Maker-Matheus to quote equity sell-side (sAAPL/sNVDA/sMSFT) near oracle mid when demand bids are visible, or surface to fleet orchestration that equity swap market is one-sided

Swing-Nikita

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

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

Summary: Prior conclusion confirmed: MARKET_OPEN_MS=1781530200000 fires at 13:30Z today (~5h out); watcher armed/pidAlive, resting correctly. Critical update this run: crypto baselines (BTC 64136.58, ETH 1670.93, SSV 2.31) are now ~9.8h stale and will be ~15h stale at open — deviation math anchored to stale June 14 22:17Z mids. More importantly, the 13:30Z fire is ne

Armed and resting correctly; last wake w41 (589 min ago, 22:17Z June 14). MARKET_OPEN_MS fires at 13:30Z guaranteed, but zero equity baselines in the watcher means the agent will SAMPLE not trade — needs ≥3 equity warm-up passes (evidenced in w34–w36: '1/3', '2/3', then compute) before dislocation math is possible. 5 total deals, $0.76 PnL, 0 open intents, 40 wakes — 29 repeat with no trade.

w39–w41: SSV sell-strength blocked by zero inventory; w37–w41: no asset clears 1.5% buy-dip threshold (SSV closest at +1.37% sub-threshold); equity structurally dark until 13:30Z. Post-open equity still needs 3+ warm-up samples before any trade is possible — same warm-up sequence seen in w34–w36.

Sound per wake — correctly identifies threshold misses and inventory constraints (w41: 'All actionable signals require selling assets I do not hold'; w39: 'SSV sell-strength blocked by zero inventory'). Disciplined. However, solving the wrong structural preparation problem: the agent woke 8 times Sunday with no path to trade and still exits market open needing multiple warm-up passes for equity —

MARKET_OPEN_MS >= 2026-06-15T13:30:00Z (primary, ~5h out, guaranteed fire)

BTC/ETH/SSV spot <= trailing avg × (1 - 0.015) — crypto buy-dip only

55h fallback (nextFallbackMin=2715, ~45h from now)

Primary swap liquidity, 143 deals, quotes near oracle mid — natural fill for swing's delivered swaps on both crypto and equity

Wants sMSFT-sell + BTC queued for open — could cross with swing-nikita BTC-buy-dip if price dips ≥1.5% from stale baseline

Has sAAPL bid resting — could take equity supply from swing-nikita once baselines are built, but swing needs 3+ warm-up wakes first

Equity asks +181bps above stacker-massimo oracle×1.01 ceiling — far outside swing's dislocation-at-oracle-price mandate

Equity: unmeasurable (market closed Sunday). Crypto: w37–w41 show no asset ≥1.5% buy-dip — no measurable misses. Sell-side opportunities entirely untrackable: zero inventory prevents all sells so the watcher correctly suppresses them, but this also means any upward spike on held crypto would go unexploited.

MARKET_OPEN_MS trigger is precisely the right primary event for an equity-dislocation fader — fires exactly once at 13:30Z

Crypto buy-dip loop (dev <= -THRESHOLD) is on-mission; sell-side correctly suppressed given zero inventory

60s poll cadence appropriate for a patient agent; 55h fallback is a reasonable safety net

Zero-LLM, deterministic — cannot fire spuriously on book-non-empty

Equity baselines entirely absent — 13:30Z fire wakes the agent but first post-open wake is guaranteed sample-only; agent cannot compute sAAPL/sNVDA/sMSFT deviat

Crypto baselines ~9.8h stale now, ~15h stale at open — BTC 64136.58/ETH 1670.93/SSV 2.31 from June 14 22:17Z; sustained overnight move could bias threshold math

After MARKET_OPEN_MS fires once, no equity dislocation trigger exists in this watcher — post-open watcher must add equity fire conditions or equity warm-up neve

In the post-13:30Z watcher rewrite, embed equity trailing averages (sAAPL/sNVDA/sMSFT) from the first sample pass and add equity dislocation fire conditions (dev <= -THRESHOLD for buy, dev >= +THRESHOLD with inventory for sell) alongside th

Equity baselines absent from watcher → guaranteed sample-only pass at 13:30Z open

MARKET_OPEN_MS fires correctly at 13:30Z but the agent will wake into live equity oracles with no prior average to compute deviation against. Its own warm-up rule (evidenced in w34='1/3 samples', w35='2/3', w36='computing') requires ≥3 samples. Assuming ~2h inter-wake gaps, equity dislocation trades

After 13:30Z wake and first equity sample, post-open watcher must hardcode equity trailing averages from that pass and add equity dislocation fire conditions. Pattern the equity loop identically to the existing crypto loop (dev <= -THRESHOLD fires buy, dev >= +THRESHOLD with inventory fires sell).

Crypto baselines ~15h stale at market open

BTC 64136.58, ETH 1670.93, SSV 2.31 sourced from wake 41 at 22:17Z June 14. By 13:30Z June 15 they will be ~15h old. A sustained BTC overnight move of ≥1.5% either triggers a false buy-dip signal (if prices fell) or hides a real one (if prices rose from stale baseline). The 60s poll sees live prices

On each successful wake, refresh CRYPTO_AVGS from a rolling window (e.g., EMA over the last N wakes) rather than hardcoding a single snapshot. The agent already appends price samples per wake — use them.

Vulture-Andrew

All baits healthy; 0 edges; CMQ flags false positives; existing replenish covers USDC; sNVDA at floor.

15 intents, none takeable; soonestExpiry=1781513138; next poll 80s

PID deaths confirmed at w185, w191, w194-relaunch, current snapshot; w193 gap explicitly caused '4 baits expired 07:08-09 before watcher fallback 07:15'; 0x5F79 DeadlineSwap absent across all 8 recent wakes despite being in vulture's target zone; $2.25 realized PnL vs $131.29 lifetime token spend

scan-edges: new takeable edge ≥1% (SUSPENDED while PID dead)

pre-expiry: ~5min before soonest intent expiry (SUSPENDED while PID dead)

check-my-quotes: erosion/undercut cancel triggers (SUSPENDED while PID dead)

fallback: 2h hard fallback — ARMED, fires in ~30min (sole live detection path)

MISSING: no self-restart on process exit — polling loop dies silently, relies entirely on fallback deadline

3 settled swaps in recent detail; deep inventory on all instruments vulture targets

2 settled swaps recently; overlapping instrument set, both hunting mispricings

2 settled swaps recently; OW posts near-decided options vulture takes

1 settled swap; posts directional swaps vulture can evaluate on rotation

scan-edges + check-my-quotes zero-LLM polling every 30s — correct cadence for a real-time sniper mission

honeypot pre-seed (IDs 779, 836, 869) prevents re-firing on confirmed traps

pre-expiry trigger catches own intent window 5min early — protects the book

EDGE_MIN_PCT=1% threshold is appropriately selective; prevents chasing noise

2h hard fallback as safety net — the one thing keeping the agent from going fully dark

No self-restart on process exit: when runWatchLoop terminates, scan-edges/check-my-quotes stops entirely until fallback fires — gap can be 30-120min

seenEdgeIds is in-memory only: dies with the process, so a refused intent could re-fire spuriously after each PID death

Watcher process dying repeatedly — 4+ confirmed PID deaths in ~1h

runWatchLoop exits silently; pidAlive=false at w185, w191, w194 relaunch, and current snapshot. Each death creates a scan-dark window until the fallback fires. w193 gap explicitly lost '4 baits expired 07:08-09 before fallback 07:15'. Platform-level pattern — likely affects other agents with watcher

Add a supervised restart in wake-watch.js: on runWatchLoop exit, trap the exit event and re-exec with a shortened fallback window (15min) rather than waiting for the original deadline. Fleet-wide fix.

0x5F79 DeadlineSwap (BTC+sAAPL→5.025 USDC) not evaluated in 8 recent wakes

External multi-asset compound intent with ~43min remaining at snapshot — in vulture's core target zone. Absent from all logged wake reasoning. Likely scan-edges missed it during a PID-dead gap, or the tool does not enumerate compound/multi-asset intents as 'takeable edges'.

At next wake: manually check if scan-edges surfaces compound intents (multi-asset → USDC deadline swaps); if not, extend scan-edges coverage or add a dedicated compound-intent scan step.

PnL efficiency: $2.25 realized vs $131.29 lifetime token spend

46 deals settled but net realized PnL is $2.25 — token costs alone are 58x realized gains. Either the PnL metric is partial (fees/settlement not captured), or the edge-per-deal is narrowing. Worth auditing at the agent level whether bait margins are being correctly tracked.

Verify realized_pnl_usd accounts for all settled deal proceeds; if accurate, review bait margins — 1.02-1.95% posted spreads should yield >$2.25 across 46 deals unless many expired uncollected.

wallet-address frequency (12/14 agents addressed)

EQUITY OPEN IMMINENT, LP DOMINATES

dominant — 8 of 16 recent deals LP↔Arb-Hunter; 16 of 21 open intents

3 open (0x57F8 USDC loop, 2× Polymarket-Ljuba binary makers)

1 open (0x5F79 SSV+sNVDA→USDC, vulture-andrew bait zone)

LP-Maker-Matheus ⇄ Arb-Hunter-Tom (8 recent deals); LP-Maker ⇄ Momentum-Nikita (2); LP-Maker ⇄ Stacker-Massimo (2); Vulture-Andrew ⇄ Momentum-Nikita (1); LP-Maker ⇄ 0xBd6a (1)

ACTIVE — LP-Maker hub on 13 of 16 recent deals; SSV spread normalized ~74bps

Vulture-Andrew asks (+181bps) → (no taker); Stacker-Massimo bid 2111 → (no seller); LP-Maker equity asks DARK

FROZEN pre-open — equity oracle offline; 6 agents gate on 13:30Z (~5h)

Option-Writer-Matheus → (0 options posted since prior batch expired); Option-Taker-Matheus → (nothing to evaluate)

DARK — sNVDA inventory exhausted; pair silent 290+ min; sAAPL feed cleared w27 b

Bear-Yosher → (HALTED); Mimic-Ljuba → (edge sub-floor 570+ min); Polymarket-Ljuba makers → (no takers)

THIN — bear-yosher deal 159 ($4) locked until 17:59Z; binary supply suspended fl

NONEXISTENT — index-maker and index-taker never deployed; 49 consecutive null cy

LP-Maker tightened SSV spread from +137bps peak to ~74bps

Arb-Hunter-Tom finds no latency edge — 16 consecutive WAITs (w302–w317); LP pricing at/above CEX closes the structural a

w310: SSV +67bps CEX premium but LP above CEX — no edge; w315: +33bps same result; w317: CEX re-inverted (-13bps SSV, -16bps ETH, -14bps BTC); all 34 lifetime deals via LP-Maker (32) or Vulture-Andrew

6 agents simultaneously dark or gating: LP-Maker equity asks suppressed (w192–w198), Stacker bid 2111 unfilled, Vulture

LP-Maker: sAAPL/sNVDA asks DARK all logged wakes; Stacker w63/w64/w65: sole sAAPL offer above oracle×1.01 ceiling; Vulture ask $296.45 vs ceiling $294.06; swing-nikita MARKET_OPEN_MS=1781530200000; mi

Vulture-Andrew equity asks +181bps above oracle×1.01 ceiling

Stacker-Massimo's only on-book sAAPL seller is structurally untakeable; bid 2111 (oracle+0.5%) sits open with 78 min rem

w63/w64/w65 all log: sole sAAPL offer above ceiling; oracle $291.15 × 1.01 = $294.06 ceiling vs $296.45 Vulture ask (+81bps above ceiling)

Option-writer-matheus sNVDA inventory exhausted

Zero options posted since prior batch expired; option-taker-matheus idle 290+ min with nothing to evaluate — pair's mark

sNVDA bids 1994/0x0856/0x0873 all expired unfilled; option-taker w33–w36 all confirm 'zero audited Option intents found'; sAAPL Pyth feed restored w27 (14:18Z) but unused without sNVDA unblock

Bear-yosher HALT — deal 159 ($4 locked, betExpiry 17:59Z) keeps basket at/over cap; 3rd consecutive HALT

No new bear-yo BinaryBets posted; mimic-ljuba starved of ≥3pp-edge bets (570+ min); polymarket-ljuba counterparty pool t

Bear-yosher w57–w59 all HALT; mimic-ljuba: 'bear-yosher (primary BinaryBet poster, 18 settled deals) appears inactive'; polymarket-ljuba: 4 settled deals across 56 wakes

Repeated scan-edge dark windows until 30-min fallback fires; confirmed 4 baits expired 07:08–09Z during one gap; $2.25 r

PID deaths confirmed at w185, w191, w194-relaunch, current snapshot (pidAlive=false, nextFallbackMin=29); w193 gap explicitly logged as causing expired baits

13:30Z equity open: 6-agent simultaneous cascade (~5h)

Rebalancer-lior (sMSFT sell→USDC→BTC buy), stacker-massimo (sAAPL bid 2111 — 78min remaining at snapshot, may expire before open), swing-nikita (sampling trigger fires, needs 3+ warm-up wakes before any trade), mimic-ljuba (fallback ~13:29Z), LP-Maker equity asks resuming, vulture-andrew equity requotes — all activate at or around 13:30Z. Coordination risk: if LP-Maker equity ask latency > stacker/rebalancer taker timeouts, early legs e

6 agents with explicit 13:30Z gates; stacker bid 2111 78min at snapshot (expires ~09:28Z — before open); swing-nikita crypto baselines 9.8h stale at snapshot, ~15h stale at open

Verify stacker bid 2111 is re-posted at open if expired; confirm LP-Maker equity ask latency; watch rebalancer BTC escalation path and flag if oracle premium exceeds +2% again

Vulture-Andrew PID death loop: 4× per hour, 1.7% efficiency

4 confirmed PID deaths in ~1h (w185, w191, w194-relaunch, current snapshot — pidAlive=false). Each death creates a ~30min scan-blind window until fallback fires. Confirmed: 4 baits expired during one gap (07:08–09Z before 07:15 fallback). $2.25 realized PnL vs $131.29 lifetime tokens. Agent execution is sharp when alive (w193: SSV requote at [1.55%,2.05%] boundary) — the death loop is the only issue.

pidAlive=false at snapshot; nextFallbackMin=29; $131.29 tokens/$2.25 PnL logged; w193 gap explicitly caused bait expirations

Diagnose vulture-andrew PID death root cause (OOM, unhandled exit, signal); reduce fallback interval to <5min as interim mitigation while root cause is investigated

Option supply chain dark 290+ min — one restock away from restart

Option-writer-matheus sNVDA inventory exhausted; sAAPL Pyth feed restored at w27 (14:18Z). sNVDA sell-side absence is the sole remaining hard block. Option-taker-matheus has had 0 options to evaluate since w36 (03:16Z). Chain to restart: restock sNVDA → writer posts options → taker evaluates. 6h fallback fires in ~142 min from snapshot.

option-taker: zero audited Options w33–w36; option-writer: sNVDA bids 1994/0x0856/0x0873 expired unfilled; sAAPL confirmed restored w27

Restock option-writer-matheus sNVDA inventory; confirm 70% engine re-ranks with sAAPL as candidate now that feed is restored

Binary segment dark — 3-agent simultaneous starvation from single upstream HALT

Bear-yosher (primary binary supply, 18 settled deals) HALTED since w57; deal 159 $4 locked until 17:59Z blocks basket reset. Directly starves: mimic-ljuba (sub-floor 570+ min, 0 BinaryBets ≥3pp edge) and thins polymarket-ljuba counterparty pool (4 settled deals / 56 wakes). This is a single-point-of-failure: one agent's halt cascades to two dependent takers.

bear-yosher w57–w59 HALT; mimic-ljuba summary: 'bear-yosher appears inactive'; polymarket-ljuba: 4 deals/56 wakes; deal 159 betExpiry 17:59Z today

No action until 17:59Z — flag deal 159 expiry for re-check; if bear-yosher unhalts and BTC stays within ±1.5% band, binary supply resumes automatically

Index market nonexistent — 49 null cycles, both sides undeployed

index-maker and index-taker: armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 lifetime wakes, $0 tokens — for both agents across 49 consecutive cycles. The IndexBasket market (LONG and SHORT sides) has never existed. No wallet, no env, no wake-script on either agent.

index-maker: wakes=0, tokens=0, armed=false; index-taker: wakes=0, tokens=0, armed=false — 49 consecutive null cycles

Deploy both agents simultaneously: fund wallets, set env, commit wake-scripts. Both LONG and SHORT sides are required; deploying one side alone produces no market

LP-Maker healthy hub — 13/16 recent deals, spread normalized

SSV spread corrected from +137bps peak to ~74bps (bid -32bps / ask +42bps at w197b). Equity asks correctly suppressed pending 13:30Z oracle restore. 4 reliable counterparties active. Arb-hunter WAITs are the market working correctly — LP tightening is the direct cause.

13 of 16 recent deals involve LP-Maker; reliableCounterparties=4; volTerm trigger fired at w196 (+82.6bps drop), spread snapped back at w197b

None — monitor equity ask timing at 13:30Z open

13:30Z equity open watch: confirm stacker bid 2111 is re-posted if expired (~09:28Z); verify LP-Maker equity asks precede taker submissions; monitor rebalancer BTC escalation (flag if oracle premium >+2%)

Diagnose vulture-andrew PID death root cause; reduce fallback interval to <5min as interim until fixed — 4 deaths/hour leaks edge on every cycle

Restock option-writer-matheus sNVDA inventory — sAAPL feed cleared, sNVDA is the only remaining block; one restock restarts the entire options pair

Flag 17:59Z for bear-yosher deal 159 expiry — if basket unblocks, binary supply chain (bear-yosher → mimic-ljuba / polymarket-ljuba) restarts automatically

Deploy index-maker and index-taker: fund wallets, commit wake-scripts, set env — both sides simultaneously; 49 null cycles, IndexBasket market has never existed

Same vs last run: LP-Maker ↔ Arb-Hunter fills continuing (8 of 16 recent deals), SSV spread held at ~+83bps after prior correction from +137bps peak; no new blockers, no new clearings — equity swap legs (sAAPL/sNVDA/sMSFT) structurally dark 18+ consecutive wakes, option-writer dual-blocked, bear-yos

Equity open at 13:30Z (~5h): 4 agents gating on it — swing-nikita MARKET_OPEN_MS trigger, rebalancer-lior sMSFT-sell+BTC queued, stacker-massimo sAAPL bid open, mimic-ljuba fallback targeting ~13:29Z

Vulture-Andrew equity asks +181bps above stacker-massimo oracle×1.01 ceiling — sAAPL/sMSFT swap market frozen between only two active equity-side agents

option-writer-matheus dual-blocked (sAAPL Pyth feed down + sNVDA supply exhausted) for 263+min → option-taker-matheus has had 0 new options to evaluate since w36 (287min ago)

arb-hunter-tom: 8+ consecutive WAITs on CEX-below-oracle; LP-Maker SSV correction (+137→+83bps) may or may not have opened a new snipe window — unverified this run

vulture-andrew PID death recurring (4 confirmed deaths in ~1h) — armed=true/nextFallbackMin=34 so not crashed, but creates repeated edge-scan dark windows

Has the CEX/oracle spread for any crypto pair turned positive since last summary, and did LP-Maker's SSV correction to +83bps (from +137bps) open a taker edge that arb-hunter evaluated but passed on, or hasn't been seen yet?

Is deal 159 still unresolvable and basket still over cap? Has BTC moved outside the ±1.5% deviation band since w58 (03:04Z) — and is this now a 3rd consecutive confirmed HALT or a new data point?

Any change from the prior null state — armed, wallet, env variable, or wake-script presence?

Any change from the prior null state — armed, wallet, env variable, or wake-script presence?

Has the SSV spread held at ~+83bps or drifted further post-correction? Did any equity fill (sAAPL/sNVDA/sMSFT) occur since the last summary, or is the equity dark streak extending beyond 18 wakes?

Has any BinaryBet cleared ≥3pp taker edge since w109 (~567min ago), and is the ~13:29Z fallback the first realistic trigger candidate — or could equity-open volatility generate an edge earlier?

w45 fired just after 07:24Z (nextFallbackMin was 17 at prior snapshot) — what did w45 conclude, and has the ETH-BTC gap recovered above the 2pp dual-confirm threshold, or is the 467-min silence extending into a 9th consecutive HOLD?

Has any new Option appeared on-book since w36 (~287min ago)? Is the seed-on-first-poll bug (lines 22-24) currently moot because option-writer-matheus has posted nothing, or a live risk for the next new option?

Is sAAPL Pyth still down and sNVDA supply still exhausted going into the ~108min fallback? What is the earliest realistic unblock for either constraint — Pyth feed recovery or sNVDA resupply?

Have Polymarket's implied probabilities for sMSFT<$420 (#1827) or sNVDA>$195 (#1916) shifted since w57 (588min ago), widening or narrowing the edge on the two unfilled maker binaries?

sMSFT sell + BTC buy queued for 13:30Z: has the LP-Maker BTC leg pricing been validated against oracle escalation thresholds, and is the sMSFT sell leg executable at LP-Maker's current ask?

w63 just fired (-2min ago): did it find any equity ask within the oracle×1.01 ceiling (~$294.06 for sAAPL), or is Vulture-Andrew's sAAPL ask at +181bps above ceiling still the only offer — confirming the structural equity freeze for another

Wake script contains only crypto baselines (BTC 64136.58, ETH 1670.93, SSV 2.31) with equity baselines absent — will the 13:30Z MARKET_OPEN_MS wake build sAAPL/sNVDA/sMSFT baselines only (sample pass), or attempt a trade immediately, and ar

PID dying 4th time in ~1h (structural pattern, not a crash) — did the wake firing post-snapshot find or take any new edge, and are the 6 open intents (sAAPL, sMSFT, SSV, ETH, BTC) still positioned correctly given 58min of elapsed book time?

Investigate vulture-andrew recurring PID death (4 deaths in ~1h, pidAlive oscillates true→false every ~15-20min) — identify whether the watcher process is crashing on exit or being killed, as each dea

option-taker-matheus: fix seed-on-first-poll bug (lines 22-24) before option-writer-matheus's ~108min fallback fires — currently net-neutral only because no new options have appeared; the bug will cau

Coordinate the 13:30Z equity-open cluster: rebalancer-lior sMSFT-sell, stacker-massimo sAAPL-bid, swing-nikita first equity wake — verify LP-Maker has funded sAAPL/sMSFT legs and check if Vulture-Andr

option-writer-matheus: manually check sAAPL Pyth feed status before the 108min fallback — if still down, the wake will HOLD again; an early intervention (e.g., skip sAAPL from ranking if feed absent)