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.

bestTake=null on both surfaces. CEX below oracle on all crypto — no latency edge. No binary near expiry with CEX coverag

new crypto intent >2017, binary ≤30min in money, or 30min fallback

Summary: Deal #178 landed at w268 (BTC swap intentId 1984, +12bps vs 10bps bar, LP-Maker counterparty, USDC $65.34→$77.34) — first fill since #177 at w256, confirming the CEX-below-oracle drought ended briefly before reverting. w263–w267 and w269–w270 all correctly waited (explicit 'CEX below oracle' or 'CEX and oracle in line' verdicts). Now 30 deals lifetime, $2.18

CEX-lag edge returned at w268 (+12bps BTC swap) and was captured cleanly; w269–w270 reverted to waits as CEX re-aligned with oracle. Current w271 wake is live — base-rate prediction is another wait, but the 30-min fallback correctly forces the check. BTC residual is effectively zero (0.0000027) after w268, which will cause any BTC-swap trigger above HIGH_WATER 2006 to fire a wake that immediately fails the asset-availability check.

w263–w267 and w269–w270 all log explicit 'CEX below oracle' or 'CEX and oracle in line' verdicts; edge appears intermittently (w268: 12bps BTC) and closes after one fill — fundamental constraint is CEX/oracle divergence frequency, not book depth or toolchain

Sound and solving the right problem. Agent correctly identifies CEX-below-oracle as taker-negative for all USDC-pay crypto swaps, waits through 7 dry wakes, then executes immediately when a 12bps edge appears at w268. No churn, no off-mission probes, no label-direction inversion recurrence since w248.

new crypto swap or binary bet above HIGH_WATER 2006

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

28/30 deals; posts resting USDC↔crypto swaps at oracle mid — exactly the stale-poster arb-hunter targets on CEX-above-oracle spikes

2/30 deals — occasional stale swap overlap, not primary

None verifiable — watcher correctly skipped non-crypto binaries and CEX-negative swaps; no CEX-in-money crypto binary bets observed in the 21-intent book per fleet data

HIGH_WATER advances each wake to prevent the watcher trigger re-firing on old intents — does not block the LLM from taking them during a fallback wake

Binary bet trigger runs a live CEX fetch per tick for near-expiry bets — zero-LLM, catches resting bets as they enter the 30-min window without requiring a new

30-min fallback is correctly sized: binary time-decay demands it, and it's what enabled w268's fill on intentId 1984 (below the trigger HIGH_WATER at the time)

wokenBets persistence prevents re-firing the same binary bet trigger across watcher restarts

No BTC residual guard: watcher fires on any new BTC swap above HIGH_WATER even when BTC balance is near zero (currently 0.0000027), burning a $0.50 LLM wake tha

wokenBets file has no TTL or pruning — expired bet IDs accumulate unbounded across watcher restarts

Add a pre-trigger BTC balance check in the watcher: skip (do not fire) the new-BTC-swap trigger when on-chain BTC residual is below the minimum lot size — avoids spending $0.50 on a wake that will immediately no-op.

Near-zero BTC residual causes wasted wake on next BTC swap intent

After w268, BTC residual is 0.0000027 — below any viable lot. The watcher will fire on the next BTC swap above HIGH_WATER 2006 and the LLM will correctly decline, but the $0.50 wake cost is pure waste.

Read on-chain BTC balance in the watcher loop; suppress the BTC-swap-new-intent trigger branch when balance < minimum lot (0.0001831 per w268 evidence). Natural pause until LP-Maker reseeds is also acceptable if the cost is tolerable.

wokenBets file grows unbounded across restarts

saveWokenBets() appends every triggered binary bet ID but never prunes entries whose bets have expired. File and in-memory Set grow monotonically.

On loadWokenBets(), cross-reference against currently open intents and discard IDs no longer on the book.

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).

Summary: Still HALTED 189 min post-w57 (21:56 UTC June 14) — 60 min further along than last summary, no new deals or intents. Watcher is armed (pidAlive=true), 5h fallback fires in ~116 min (~02:56 UTC June 15) for posture re-check. BTC/ETH price is unobservable from this data — the watcher is time-only and cannot detect a reversion; the fallback is the designed re-a

Correctly HALTED since w57; watcher alive and time-only, with the 5h fallback (~02:56 UTC June 15, ~116 min away) as the designed re-assessment point. BTC/ETH price is unobservable — cannot confirm whether the HALT condition has cleared. Given both BTC and ETH momentum fired simultaneously at w57, the watcher will likely re-arm another HALT window unless both have reversed >2–3%. Open_intents=0 is correct HALT behavior, not a failure.

w57 log: 'Both BTC and ETH momentum signal fired HALT simultaneously — market has moved sustainedly against the SHORT thesis.' 0 open intents is deliberate per HALT protocol; not a market or infra failure. watcher.armed=true, pidAlive=true confirms the agent is alive and waiting.

Sound and on-mission through the HALT. The w50–w57 sequence shows disciplined strike tightening ($65k → $64,800 → $64,500 → $66k re-anchor) before HALT triggered correctly on a dual BTC+ETH momentum signal. The time-only HALT watcher is intentional — no price-reactive re-entry prevents whipsaw on a volatile reversal. The only gap is that a genuine BTC/ETH reversion cannot shorten the wait below th

Primary: Date.now() >= 2026-06-15T17:49:00Z (deal 159 betExpiry pre-fire, 10 min before 17:59 UTC expiry)

Fallback: 5h from w57 arm (~02:56 UTC June 15, now ~116 min away) for posture re-check

MISSING: price-reversion trigger — if BTC/ETH both drop >2–3% from the w57 HALT-entry level, no wake fires until the 5h fallback; a genuine reversal goes unacte

Deal 159 is confirmed ↔ Mimic-Ljuba; mimic copies directional bets and can appear on either side of a binary

Takes near-decided binaries; would take bear-yosher's BELOW bets if they look near-decided post-HALT

Picks off mispriced intents; could take bear-yosher's BELOW bets if strike looks sharp vs. oracle

Fills swaps near oracle mid; relevant when bear-yosher DCA-buys tech equities post-HALT

Unmeasurable during HALT — agent is intentionally not scanning the book per mission. Any BELOW-BTC/ETH binary bets posted since w57 are missed by design. This is correct behavior, not a gap.

Time-only HALT watcher is correct — prevents reactive re-entry during a momentum adverse move, matching 'halt when crypto climbs persistently' mission language;

Deal 159 pre-fire trigger at 17:49 UTC June 15 ensures settlement at betExpiry isn't missed even while in HALT

5h fallback cadence is appropriate for a 'persistent' momentum re-check — not aggressive enough to whipsaw, not so long it buries a reversal

Price-blind: no BTC/ETH oracle check inside runWatchLoop — a sharp reversal (e.g., BTC -4% from w57 level) keeps the agent in HALT for up to 5h instead of re-as

Add a BTC+ETH oracle price poll inside runWatchLoop every 60s; if both have dropped >3% from the w57 HALT-entry price (store as constants HALT_BTC_PRICE / HALT_ETH_PRICE), call fireWake('price-reversion detected — re-assess HALT exit'). Thi

HALT watcher is price-blind — reversion cannot shorten the 5h fallback wait

runWatchLoop checks only Date.now() vs. deal-159 pre-fire time. A genuine BTC+ETH reversal of -3–5% from the w57 HALT-entry level is indistinguishable from continued elevated prices until the fallback fires (~02:56 UTC June 15).

Store HALT-entry BTC and ETH prices as constants in the watcher source; poll oracle every 60s inside runWatchLoop; fireWake if both drop >3%. Focus question cannot be answered with confidence until this is in place.

Realized PnL -$18.34 on 18 deals vs $21.56 lifetime LLM spend — net deeply negative

Trading losses (-$18.34) plus LLM costs ($21.56) = ~$40 net burn across 84 wakes. The w50–w57 sequence shows 9 consecutive misses at $65k before the strike was tightened; bets may be systematically too far OTM to fill before expiry.

Post-HALT: review strike-setting logic. Consider tightening to 0.75–1% below oracle (vs. current 1.25–1.75%) when BTC is in a range-bound regime. Track fill-rate by strike-cushion tier to calibrate.

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: 42nd consecutive null cycle — no change whatsoever. watcher.armed=false, watcher.pidAlive=false, wake_script_source=null, 0 lifetime tokens, 0 wakes, no wallet/config/env/wake-script signal in any run to date. The IndexBasket LONG-side market remains entirely offline; index-taker (the intended SHORT-side counterparty) is also unindexed. Neither side of this

42nd null cycle with zero provisioning signal of any kind — no wake script, no wakes, no tokens, no wallet activity. The agent has never run. Both index-maker and index-taker are unprovisioned; the IndexBasket market cannot exist until at least index-maker is deployed.

armed=false, pidAlive=false, wake_script_source=null, wakes=0, tokens_lifetime_usd=0 — agent has never been started in any of 42 observed cycles

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

MISSING: no wake script exists (wake_script_source=null)

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

Designed as the SHORT-side consumer of index-maker's LONG IndexBasket intents; mutual dependency — index-maker must post first

unmeasurable: agent has never run and watcher is blind to the book; no baseline exists

No wake script exists at all (wake_script_source=null) — nothing to evaluate

Provision a wake script before any other judgment is possible; the script should wake on a time interval (e.g. every 2–4 hours), check for an existing open LONG IndexBasket intent, and post one if none is live — zero-LLM check, with a fallb

Agent never provisioned — 42 consecutive null cycles

No wallet, no config, no wake script, no watcher process has ever been observed. watcher.armed=false, watcher.pidAlive=false, wake_script_source=null across all 42 runs. This is not a market or counterparty problem; the agent simply does not exist yet.

Deploy index-maker: assign a wallet, write and install a wake script (current.ts), start the watcher process. Until then, the IndexBasket market cannot open.

index-taker also unprovisioned — both sides of IndexBasket market missing

index-taker is also health=unknown and not indexed. Even if index-maker were deployed today, there would be no counterparty to take the SHORT side of its LONG intents.

Provision both index-maker and index-taker together; deploying only one side produces an unmatched order book.

42nd null cycle with zero provisioning signal of any kind — no wake script, no wakes, no tokens, no wallet activity. The agent has never run. Both index-maker and index-taker are unprovisioned; the IndexBasket market cannot exist until at least index-maker is deployed.

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: 42nd consecutive null cycle — zero change from all prior cycles. armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null, 0 wakes, $0 lifetime tokens, health=unknown. No deployment signal this cycle. Index-maker (the sole source of LONG IndexBasket intents, the only natural counterparty) remains equally undeployed: health=unknown, 0 deals,

42nd consecutive null: not a crash, not idle — never launched. wake_script_source=null, 0 lifetime tokens, watcher not armed, no fallback. Index-maker is identically undeployed, so even if index-taker started today it would find zero LONG IndexBasket intents to take.

armed=false, pidAlive=false, nextFallbackMin=null, wake_script_source=null — container/process has never been started; no wakes in all-time history; $0 lifetime tokens

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

MISSING: no wake script deployed (wake_script_source=null)

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

MISSING: no fallback timer (nextFallbackMin=null)

sole producer of LONG IndexBasket intents; index-taker's entire mission is to take the short side of exactly these

health=unknown, 0 deals, equally undeplo

unmeasurable: watcher blind to book — but moot, as index-maker has posted 0 LONG IndexBasket intents; nothing to take even if live

No wake script exists (source=null) — cannot assess fit-to-mission

No watcher process, no fallback, no deployment of any kind

Deploy the agent: write and register a wake script that polls for LONG IndexBasket intents on the book, fetches verified source from the indexer, and fires the audit-custom-deal skill; arm the watcher with a periodic fallback.

index-taker never deployed — 42 consecutive null cycles

wake_script_source=null, armed=false, pidAlive=false, nextFallbackMin=null, 0 wakes, $0 lifetime tokens. This is not a crash or a thin-book wait — the agent simply does not exist as a running process.

Deploy the agent container, write and register a wake script (poll book for LONG IndexBasket intents → fetch indexer source → audit-custom-deal → accept if ACCEPT), and arm the watcher. Note: index-maker must also be deployed simultaneously or index-taker will find an empty book.

Deployment blocked by counterparty dependency — index-maker also undeployed

Even after deployment, index-taker has 0 reliable counterparties: index-maker (health=unknown, 0 deals, no intents on the 21-intent live book) is the only agent that can post LONG IndexBasket intents. Both must be launched together.

Coordinate deployment of index-maker and index-taker as a pair; index-taker is useless without index-maker posting supply.

42nd consecutive null: not a crash, not idle — never launched. wake_script_source=null, 0 lifetime tokens, watcher not armed, no fallback. Index-maker is identically undeployed, so even if index-taker started today it would find zero LONG IndexBasket intents to take.

LP-Maker-Matheus

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

BTC bid inverted (free option — cancel immediately). ETH fill restored inventory, enabling ETH ask to go live again. Wid

Summary: Prior: sNVDA+BTC asks dark 14+ wakes, ETH ask newly dark (9/12 book), w173b PID-race produced 6 spurious cancels, SSV guard patched in w175. This run (w176–w179): BTC ask RECOVERED after w178 BTC fill → 11/12 book briefly; ETH ask and sNVDA ask remain persistently dark (10/12 in w179). W173b concurrent-wake PID-race did NOT repeat in w174–w179. Book is funct

No repeat of the w173b PID-race; BTC ask restored after w178 fill, but ETH ask (dark 10+ wakes) and sNVDA ask (dark 14+ wakes) remain offline from inventory depletion. With 0 sNVDA sellers anywhere on the 21-intent book and ETH bids unmet, these dark slots will persist until the fleet produces sellers — a structural fleet-level problem, not an LP fault. At $71.39 in 5h (43.8% of pool) mostly on 0-fill maintenance wakes, token efficiency is the agent-level lever.

ETH ask dark since at least w175 (9/12), sNVDA ask dark 14+ wakes. LP correctly refuses to post an ask it cannot fill. No ETH or sNVDA sellers on the 21-intent book; 3 fleet agents (LP-Maker $12 bid, Stacker $10 bid, Option-Writer $10 bid) hold ~$32 USDC combined sNVDA bids with zero takers. Invento

Sound and on-mission. Each wake correctly identifies the specific inversion or expiry risk triggering action (e.g., w176: 'ETH bid -64.8bps after ETH jump — too wide'; w177: 'nonce conflicts requiring sequential retry'; w179: 'SSV dropped 42bps, inverting bid #2007'). The agent is solving the right problem (book freshness + inversion prevention). No evidence of churn or off-mission drift. The one

Price inversion: ETH < $1717.70 (bid guard only; ask dark so no upper guard needed)

Price inversion: BTC outside [$65430, $65693]

Price inversion: SSV outside [$2.3418, $2.382]

Price inversion: sAAPL outside [$289.86, $293.35]

Price inversion: sNVDA < $204.15 (bid guard only; ask dark)

Price inversion: sMSFT outside [$389.08, $393.80]

Dominant counterparty — 14 of last 40 settled deals; takes LP swaps on fast CEX-vs-oracle arb; active and healthy.

5 of last 40 deals; swaps for portfolio rebalancing; consistent source of flow.

3 of last 40 deals; takes mispriced swaps; active.

5 of last 40 deals; rotational concentration swaps; active.

3 of last 40 deals; needs sNVDA/sAAPL/sMSFT asks — sNVDA ask is dark, limiting fill surface.

ok, but sNVDA ask gap blocks primary flo

DCA swaps are natural LP fills, but only 0 recent deals in the list; possible fit when Rebalancer fires.

none identifiable — LP is a maker and correctly does not chase takers. The 10/12 book covers all instruments it has inventory for. No fillable ask intents from other agents for ETH or sNVDA were present to take (LP is not a taker). The w178 false-positive new-intent fire (0x64Aa #1997 at +181bps — not fillable) shows the intent filter is working but not perfectly calibrated.

Instrument-specific bid/ask guards calibrated to current posted prices — correctly omits upper guards for dark asks (ETH, sNVDA)

Prefire timestamp for imminent expiry (sAAPL ask #1995 01:33 UTC) prevents unnecessary mid-cluster wake

newMatches filter excludes LP's own address and restricts to FILLABLE symbols — avoids false-positive fires on binary/option intents

PID file written at startup (writeFileSync current.pid) — the mechanical guard against the w173b concurrent-wake race

90-min absolute fallback prevents silent gaps if no price moves or intents appear

No inventory/balance trigger: when a bid fill restores ETH or sNVDA inventory, the LP can't know until the next scheduled wake — up to 90 min later — delaying a

w178 false-positive (non-fillable intent at +181bps) suggests FILLABLE filter catches symbol but not price; a spread-floor check would reduce spurious fires

Add a balance-delta check in the watch loop: if ETH or sNVDA wallet balance increases by ≥ threshold since last wake (indicating a bid fill settled), fireWake immediately so dark asks can be re-posted — currently this latency can be up to 9

sNVDA and ETH ask-side drought — structural fleet supply gap

LP has held sNVDA ask dark 14+ wakes and ETH ask dark 10+ wakes. Three agents (~$32 USDC combined) hold live sNVDA bids with 0 fleet sellers. Until the fleet adds an sNVDA/ETH seller agent or an external address sells in, these slots stay dark and LP-Maker's 10/12 book is the ceiling.

Add a seller-side agent for sNVDA/ETH (or incentivize Option-Writer / Swing-Nikita to post asks). Fleet-level gap, not fixable in LP-Maker's CLAUDE.md.

No inventory-restoration wake trigger — up to 90-min latency on ask re-posting

When a bid fill restores ETH or sNVDA inventory on-chain, the LP discovers it only on the next scheduled or price-guard wake (up to 90 min). This is a measurable delay in ask-side liquidity restoration.

Add balance-delta polling in the watch loop: if readBalance shows ETH or sNVDA balance increased vs last-wake snapshot, fire immediately to re-quote dark asks.

Token spend $71.39/5h (43.8% of pool) for predominantly 0-fill maintenance wakes

190 wakes, 135 deals = 0.71 deal/wake. w174 (0 TXs), w177 (4 TXs, 0 fills), w179 (2 TXs, 0 fills) each cost ~$0.95 for book-keeping. At avg_gap_min=41 and 43.8% of the token pool consumed, this is the fleet's largest per-agent token burn despite being structurally limited to 10/12 quoting surface.

Lengthen the fallback window to 120 min when both ETH+sNVDA asks are confirmed dark (no inventory to restore); shorten only when a bid fill event occurs. This halves the maintenance-wake frequency during inventory drought.

PID-race root cause unconfirmed (w173b: 'investigate why two wakes ran simultaneously')

W173b produced 6 spurious cancels. The mechanical fix (writeFileSync current.pid at startup) is present in w178 script, and no repeat occurred in w174–w179. However, the investigation log ('PID lock should prevent… investigate why') suggests the cause was not definitively identified — only mitigated

Audit SDK wake-watch.js PID-lock logic for the race window between armWatcher() and the first PID file write; confirm the writeFileSync at line 1 of the agent script closes the gap before calling it resolved.

newMatches false-positive on unfillable high-spread intents (w178: 0x64Aa #1997 at +181bps)

The intent filter catches FILLABLE symbols but not price; a +181bps ask is not fillable at LP mid-spread yet still triggered a wake. Low severity but contributes to token burn.

Add a spread-threshold filter in newMatches: skip intents where ask bps > LP's max-spread (e.g., >100bps above oracle) to reduce false-positive fires.

Mimic-Ljuba

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

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

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

Summary: w102–w109 (through 06-14T22:31 Saturday) all holds on edge discipline: #1827 sMSFT at −15pp, #1916 sNVDA sub-3pp. No new BinaryBet appeared since w109 (149 min ago) — watcher would have fired immediately on any new post. Critical new finding: the hardcoded 15h fallback set at Saturday 22:31 UTC fires at Sunday 13:31 UTC (today), NOT Monday 13:30 UTC as the i

No new BinaryBet since w109; both visible binaries (#1827 −15pp, #1916 sub-3pp) still below the 3pp edge floor — holds are correct. But the 15h hardcoded fallback fires Sunday 13:31 UTC (nextFallbackMin=749 from now + 149 elapsed = 898 min ≈ 15h from Saturday 22:31), missing Monday equity open by ~24h.

21-intent book: only #1827 (sMSFT<$420, −15pp taker edge) and #1916 (sNVDA>$195, sub-3pp taker edge) visible as binaries; 0 sNVDA sellers fleet-wide per Step-1; Bear-Yosher and Polymarket-Ljuba are the two historical binary counterparties but neither posted a fresh binary since w109

Sound — edge-floor discipline (≥3pp) consistently applied; holds on #1827 (−15pp) and #1916 (sub-3pp) are both correct. The agent is solving the right problem. The failure is not in reasoning but in wake-script date arithmetic: sound execution of the mission, wrong fallback calendar.

New BinaryBet posted on the book (60s poll, fires immediately)

MISSING: Monday 13:30 UTC equity open — fallback set at Saturday 22:31 + 15h = Sunday 13:31, not Monday; correct offset is ~39h

Historical binary maker (custom live deal confirmed); directional BTC/ETH-down + tech-equity-up BinaryBet poster

ok, 18 deals, health ok — no fresh binar

Historical binary counterparty (custom live deal); posts BinaryBets priced off Polymarket distribution

ok, 4 deals — no fresh binary since last

Writes Options not BinaryBets; same underlying instruments (sNVDA, sMSFT) but wrong template — not a direct binary source

Competing taker of near-decided binaries; not a maker source for mimic-ljuba

None: no new BinaryBet posted since w109; the two visible binaries (#1827 −15pp, #1916 sub-3pp) both correctly rejected on the 3pp floor. Watcher fires on new posts, so miss detection is accurate.

Fires immediately on any new BinaryBet (60s poll) — correct for a reactive taker mission

Baseline-then-fire pattern avoids false trigger on first read

isBinaryBet filter is tight (kind=unknown AND template=BinaryBet) — no spurious wakes on swaps

Fallback hardcoded to 15h regardless of current weekday: 15h from Saturday 22:31 = Sunday 13:31, not Monday 13:30 as the comment states — markets closed Sunday

No dynamic time-to-next-market-open calculation; comment says 'Monday 13:30 UTC' but the math assumes watcher is always armed on Sunday evening

seen set grows unbounded and never resets — if an expired intent is re-listed with the same ID, it will be skipped (seenIntentIds dead-zone risk)

Replace `fallbackMs: 15 * 60 * 60_000` with a dynamic computation of milliseconds from now to the next weekday 13:30 UTC (checking current UTC day at arm-time), so the fallback correctly targets Monday regardless of which evening the watche

Fallback 15h hardcode lands Sunday 13:31, not Monday 13:30

w109 at 06-14T22:31 (Saturday) + 15h = 06-15T13:31 (Sunday). nextFallbackMin=749 confirms this (149 elapsed + 749 remaining = 898 min ≈ 15h). The inline comment 'Monday 13:30 UTC' was written assuming the watcher is set Sunday evening — the same weekday confusion bug flagged in rebalancer-lior. Agen

Dynamically compute fallbackMs = ms until next Monday (or next weekday) 13:30 UTC from Date.now() at watcher-arm time. A fixed-offset approach is only safe when the watcher always arms at a predictable weekday/time.

seen set never resets — potential dead-zone on re-listed intents

If an intent ID is re-used or an expired binary is re-posted under the same ID, it will be permanently suppressed in the seen set. Low-probability but cumulative risk over 127 wakes.

Bound the seen set to a rolling window (e.g., last 200 intent IDs) or reset it on each fallback wake.

Momentum-Nikita

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

Summary: 13+ consecutive correct holds (w32–w44) continue unchanged; portfolio at passive ATH $104.15 (USDC ~41%, SSV ~50%, BTC ~8%). 107 min since w44 with no watcher fire confirms crypto gaps remain below 2pp — the agent is correctly dormant, not stuck. One live bug identified in the wake script: MARKET_OPEN_MS is hardcoded to 2026-06-15T13:30:00Z (Sunday) — US mar

Momentum is correctly sitting out a structurally compressed market (13 holds, max gap 1.06pp vs 2pp threshold); no deal since w31 is the market's fault, not the agent's. One concrete fix needed before 13:30Z today: MARKET_OPEN_MS points to Sunday, so the equity-universe trigger fires into closed markets.

Max intra-session crypto gap 1.06pp at w44 (ETH vs BTC on 6h); dual-confirm rule requires both fast AND slow ≥2pp; 13 consecutive wakes without threshold breach; US equity markets closed Sunday, excluding sAAPL/sNVDA/sMSFT from the universe

Sound and solving the right problem. The dual-confirmation rule (fast AND slow ≥2pp) correctly filtered all 13 sessions of noise — w39's 1.73pp fast signal was held because slow didn't confirm. The watcher measures relative divergence from a dynamic baseline (not hardcoded prices or absolute per-asset moves), which is the correct decision variable for momentum. The two-stage filter (coarse watcher

crypto gap ≥2pp intra-wake from dynamic first-poll baseline (BTC/ETH/SSV)

US market open 13:30 UTC Jun 15 — BUGGY: this is Sunday; markets open Monday Jun 16

5 of 7 visible settled deals; deep delivered-swap inventory on BTC/ETH/SSV; fills any momentum rotation immediately

armed, 135 lifetime deals, hub of networ

1 deal settled historically; opportunistic taker that may cross on mispriced rotations

1 deal settled; directional overlap possible when Lior is rebalancing into an asset momentum-nikita is rotating out of

armed, scheduled ~13:30Z today (also has

none — watcher has not fired in 107 min since w44, confirming no gap ≥2pp has appeared; LP-Maker's resting crypto bids exist but no trigger condition was met

Measures relative divergence (leader ret minus runner-up ret) from dynamic first-poll baseline — the exact decision variable for momentum, not misleadable by fl

Dynamic baseline captured on first poll; no hardcoded price literals

Correctly excludes frozen equities while US markets are closed

90-second poll cadence fits a momentum agent (not over-polling, not missing fast moves)

8h fallback prevents indefinite sleep; deadline is passed into runWatchLoop correctly

MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z') is Sunday — US equity markets are closed; will fire a spurious equity-expansion wake at ~13:30Z today

Watcher gap is from intra-wake baseline only; the LLM applies multi-timeframe dual-confirm on wake — this is correct but the two-stage relationship is undocumen

Replace the hardcoded MARKET_OPEN_MS literal with a next-weekday-13:30Z calculation (skip Saturday/Sunday) so the equity trigger always resolves to a real market open. Correct target for this cycle: 2026-06-16T13:30:00Z. Rebalancer-lior has

MARKET_OPEN_MS hardcoded to Sunday 2026-06-15T13:30:00Z

The wake script fires the equity-universe expansion trigger at 13:30 UTC today (Sunday June 15), when US equity markets (sAAPL/sNVDA/sMSFT) are closed and won't reopen until Monday June 16 13:30Z. At 13:30Z today the agent will wake, try to evaluate sAAPL/sNVDA/sMSFT momentum, likely find stale/froz

Compute next market open dynamically: advance from now to the next weekday at 13:30Z (getDay() ∈ {1..5}, skip 0=Sun and 6=Sat). For this cycle the correct literal is 2026-06-16T13:30:00Z. Consider a shared sdk/scripts/next-market-open.ts that both momentum-nikita and rebalancer-lior can import.

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.

Intent #1924 fails both edge bar criteria: premium 3% of notional exceeds 1-2% threshold; expiry 87min below 4h threshol

Summary: seenIntentIds dead-zone confirmed a second consecutive miss: the ETH call (strike $1,741.73, 0.12 USDC, ~24 min expiry at Step-1 time) was already on the book when the watcher re-armed after w35 (06-14T21:19, 226 min ago), so it was seeded into seenIntentIds on first poll and the watcher never fired. The option has now expired. Pattern is identical to the pr

The ETH call at $1,741.73 / 0.12 USDC expired unseen — exactly as last summary predicted. Two confirmed near-expiry misses in two consecutive summary cycles, both caused by the same seenIntentIds dead-zone in the watcher. The fix is one branch: after seeding seenIntentIds, immediately fireWake if any seeded option has <2h remaining.

Wake script seeds seenIntentIds on first loop iteration and returns without firing — any option already on the book at that moment is permanently invisible until it expires. Confirmed miss #1: ETH call $1,740.25 / 0.16 USDC (w35, 06-14T21:19). Confirmed miss #2: ETH call $1,741.73 / 0.12 USDC (Step-

Within-wake reasoning is sound and disciplined — w31–w35 show correct edge-bar evaluation (rejected #1924 for 40× overpriced premium at w31; rejected #1924 again at w35 for sub-threshold premium AND sub-4h expiry). But the watcher is solving the wrong problem: it detects *new arrivals* only, while the profitable opportunities are *near-expiry options already on book* — the exact class the dead-zon

new audited ETH/BTC Option intent appears that was NOT in seenIntentIds at last poll

6h fallback (FALLBACK_MS = 6 * 3600_000)

MISSING: urgency trigger for near-expiry (<2h) options already seeded into seenIntentIds at watcher-start

sole ETH/BTC option writer on the fleet; all 5 lifetime deals vs 0x57F8…B0ff; currently posting ETH calls (confirmed: $1,741.73 on book at S

alive, health ok, 26 deals, actively pos

ETH call strike $1,741.73 / 0.12 USDC (~24 min expiry at Step-1 orientation, now expired) — on book at w35 re-arm, seeded into seenIntentIds, watcher never fired. Prior miss: ETH call $1,740.25 / 0.16 USDC at w35 (06-14T21:19). Both were near-expiry options from the agent's only active counterparty; both expired unseen. Two missed opportunities in two observation cycles.

60s poll cadence is appropriate — fast enough to catch new ETH/BTC option posts

Template hash filter (0xb3d66f…) plus ETH/BTC asset guard prevents off-mission fires on swaps or equity options

6h fallback guarantees the agent eventually wakes even when no new option appears

seenIntentIds dead-zone: first loop iteration seeds the set and returns — options already on book are permanently invisible until they expire or the 6h fallback

No expiry-urgency branch: a near-expiry option (24 min left) is indistinguishable from a long-dated one inside seenIntentIds — both silently expire

6h fallback is far too long when profitable options have 30–90 min expiry windows; the fallback is the only rescue, and it arrives hours too late

In the seenIntentIds=null branch (first loop iteration), after seeding the set, check if any seeded option has <2h remaining (use i.expiry or equivalent field) — if so, call fireWake() immediately with an urgency label instead of returning.

seenIntentIds dead-zone: near-expiry options expire unseen, two confirmed misses

On every watcher start (post-wake), the first loop iteration seeds seenIntentIds with all currently open audited ETH/BTC options and returns without firing. Any option in that initial set — including one with 24 min left — is never surfaced until the 6h fallback, by which point it has expired. Confi

After seeding seenIntentIds (the `if (!seenIntentIds)` branch), before returning, check `auditedOptions.some(i => i.expiryMs - Date.now() < 2 * 3600_000)` — if true, call `fireWake('urgency: near-expiry audited Option already on book')` instead of returning. Also consider reducing fallback from 6h t

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.

Disciplined repricing: lower premium when unfilled (never raise). Empirical evidence shows 2%+ not attracting buyers. sN

intent 1993 acceptBy (~56 min) or intent 1994 expires (~57 min); watch for either to resolve

Summary: W11 mistrade (-11.73 USDC) corrected in w12 (sold sAAPL 23.12 USDC, deals 173–174). Since last summary: 30% option sleeve repriced ETH call three times (3%→2%→1.5% premium, w14→w17) with zero fills; current live intents are 1993 (ETH call, 1.5%, ~24 min left) and 1994 (sNVDA buy, +0.5% oracle, 10 USDC). No new deals since w12. Both open positions are counter

No deals since w12 correction; both live intents (1993 ETH call 1.5% / 1994 sNVDA buy 10 USDC) are counterparty-starved, not mispriced. sNVDA drought is fleet-structural (0 sellers on 21-intent book); ETH call clearing depends on Option-Taker-Matheus waking in the next ~24 min — it is 224 min overdue. Agent logic is correct; the market is the blocker.

Intent 1994 (sNVDA buy, 10 USDC): 0 sNVDA sellers on 21-intent fleet book despite 3 buyer agents (~32 USDC combined bids). Intent 1993 (ETH call, 1.5%): Option-Taker-Matheus last woke 224 min ago, already past its nextFallbackMin=219; 3 prior reprices (3%→2%→1.5%) all unfilled; no other fleet agent

Sound and on-mission. ETH call repricing (empirical: lower when unfilled, never raise) is disciplined and correct. W15 sNVDA diagnosis ('supply gap not pricing gap') is accurate given the fleet context. W18 'no trades, let intents run' avoids churn correctly. One forward flag: after 3 unfilled option reprices, if intent 1993 also expires, the agent should assess whether any ETH call premium clears

intent 1993 (ETH call) resolves (fill or expiry) — polled every 60s via readIntent

intent 1994 (sNVDA buy) resolves (fill or expiry) — polled every 60s via readIntent

55-min fallback (~23 min remaining) — covers both intent deadlines

MISSING: no trigger on Option-Taker-Matheus posting a new buy (can't know when taker becomes available)

6 of last 9 swap deals; primary liquidity hub for 70% engine's next rebalance swap once current intents resolve

sole fleet agent that buys ETH/BTC options; 1.5% premium on intent 1993 may clear if it wakes before the ~24 min deadline

overdue — last wake 224 min ago, past ne

2 of last 9 swap deals; opportunistic taker for mispriced swaps but will not supply sNVDA or buy options

also holds a live sNVDA buy bid (10 USDC); competing for the same scarce sNVDA supply, not a counterparty

none identifiable — 70% engine correctly waiting on sNVDA intent 1994; 0 sNVDA asks exist to take on the fleet book. Option sleeve has no active taker agents to miss an opportunity against.

Fires exactly when an intent resolves (fill or expire) — the only event that changes what the agent should do next

55-min fallback tightly calibrated to the ~56–57 min intent expiry windows at time of posting

Zero-LLM, no book dependency, clean 60s poll loop with explicit logging

readIntent catch blocks leave intentOpen=false on error, so a transient read failure (network blip, belt init error) fires fireWake immediately — spurious wake,

In both catch blocks, set intent1993Open=true (resp. intent1994Open=true) to treat a read error as 'assume still open'; only a confirmed non-open status (status != 'open') should trigger fireWake.

sNVDA ask-side drought — fleet composition gap, not agent fault

LP-Maker (12 USDC), Stacker-Massimo (10 USDC), and Option-Writer (10 USDC) all hold live sNVDA buy bids (~32 USDC combined) with zero sNVDA sellers on the 21-intent fleet book. No fleet agent is configured to sell or supply sNVDA.

Add a sNVDA seller agent or configure LP-Maker to quote two-sided sNVDA (ask as well as bid) when it holds sNVDA inventory; alternatively direct Momentum-Nikita or Swing-Nikita to take sNVDA profits via asks when they hold long sNVDA.

readIntent error fires spurious wake

Both catch blocks in wake script leave intentOpen=false on any readIntent exception, causing fireWake to trigger on transient errors rather than genuine resolutions.

Set intentOpen=true in each catch block; treat read errors as 'assume still open' and continue polling.

ETH call sleeve may need pause threshold after 4 consecutive unfilled reprices

3 reprices (3%→2%→1.5%, w14–w17) all unfilled. If intent 1993 also expires (4th consecutive miss), continuing to re-post risks gas burn without signal that Option-Taker-Matheus is active or that any premium clears.

After 4 consecutive unfilled option posts, pause the option sleeve for 1–2 wakes; only resume when Option-Taker-Matheus shows a recent wake or a new option-buying agent appears on the fleet roster.

Polymarket-Ljuba

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

Summary: w57 (22:14 UTC Jun14) closed the sAAPL saga and posted two maker binaries: #1827 sMSFT<$420 (79.94%) and #1916 sNVDA>$195 (77.93%). Now 170 min resting, nextFallbackMin=1272 (~21h out, fires ~22:15 UTC Sun Jun15). ALIVE, no errors. The open question from last run is confirmed: the wake script has NO price-drift trigger — sNVDA sliding below $195 on Monday op

Agent is alive and correctly patient on the taker side (0 mispriced opps per w53, correctly declining <3% edge swaps). The real risk is structural: its sNVDA>$195 maker binary (#1916, $7 USDC at risk) has no oracle price trigger in the wake script — a gap-down on Monday open would run undetected until the 22h fallback fires ~9h later. With sNVDA at $205.10 (4.9% buffer) and the entire fleet showing zero sNVDA sellers, the binary faces both market risk and zero exit liquidity.

4 settled deals total (1 swap ↔ LP-Maker, 1 custom ↔ Mimic-Ljuba). Fleet: 21-intent book, 0 sNVDA sellers — no counterparty to take the bear-side of #1916 (sNVDA<$195). w53 confirmed 0 takeable mispriced opps and all directional swaps <1% edge. Maker binaries simply have no takers; this is a thin-bo

Sound and disciplined on the taker side — correctly refusing swaps below MIN_EDGE 3% and passing when Polymarket distribution data is unavailable. The sAAPL exit was patient and executed cleanly (exit fill at w56, capital redeployed into #1916 at w57). Solving the right problem for the taker mission. The gap: maker fallback binaries are posted without any monitoring of whether the strike remains s

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

New BinaryBet or Option intent appears on the open book

MISSING: price oracle check — sNVDA approaching or crossing $195 strike goes undetected between wakes

1 settled swap; primary swap counterparty, deep inventory, always on

1 settled custom deal; directional mimic could take a binary the agent posts

bears crypto/tech — could be sNVDA bear (take the short side of #1916) but no confirmed interaction

holds live sNVDA buy-bid (~10 USDC) — same direction as #1916, not a counterparty

None verifiable. w53 logged 0 takeable opps and <1% edge on all swaps; w52 likewise. Fleet's 21-intent book has 0 sNVDA sellers. The agent's taker logic correctly passed. No evidence of a missed fill.

Watches own intent resolution (fills + expiry) — correct; taker opps vanish when intent resolves

Fires on any new BinaryBet/Option intent — directly serves primary taker-first mission

24h fallback is appropriate for a patient 162-min avg-gap agent

Zero-LLM, PID-tracked, baseline-seeded (skips first poll to avoid stale-set fire)

No price-oracle trigger for open maker positions: if sNVDA crosses $195 between wakes the agent is blind for up to 22h

No differentiation between a 'new intent worth taking NOW' vs 'new intent that's still coin-flip' — fires on any new binary, which may produce wasted wakes on u

24h fallback on a Sunday means next spontaneous check is ~22:15 UTC Sun; Monday market open is ~13:30Z Mon — 9h of unmonitored price drift before second look

Add a price-oracle poll inside the watch loop: if sNVDA < $198 (3% above strike) fire immediately — gives the agent a chance to cancel #1916 or re-evaluate before damage is done. A single `readOracle('sNVDA')` call per loop iteration costs

Wake script blind to price drift on open maker binary #1916

sNVDA>$195 binary (#1916, $7 USDC at stake, expiry Jun19 20:00Z) has no price monitoring. sNVDA at $205.10 (~4.9% above strike) but fleet shows structural ask-side drought and zero exit liquidity. A gap-down on Monday open goes undetected until the 22h fallback fires (~22:15Z Mon), by which point th

In `current.ts` watch loop, add `const price = await readOracle('sNVDA'); if (price < 198) fireWake('sNVDA approaching $195 strike');` — 3% buffer gives one wake to decide before crossing.

Maker binary fallback posts without exit/hedge path

Mission is taker-first; maker binary is a 'nothing mispriced' fallback. But once posted, there's no cancel logic or exit plan in the agent's recorded reasoning. If the position goes against it (sNVDA < $195 by Jun19), the $7 USDC is lost with no documented stop.

Add a strike-proximity cancellation rule to CLAUDE.md: if oracle < strike + 5% within 48h of expiry, cancel maker binary and reclaim USDC rather than riding to expiry.

Rebalancer-Lior

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

Summary: w48 (06-14T21:44Z) 'corrected' the watcher date from 06-16 to 06-15, labeling 06-15 as 'Monday' — but June 15 is Sunday; 06-16 was the correct Monday. Watcher is now armed to fire at 13:30Z today (Sunday), hardcoded in current.ts as `new Date('2026-06-15T13:30:00Z')`. When it fires, the agent will almost certainly detect closed markets (it correctly identifi

Wake script hardcodes `2026-06-15T13:30:00Z` as 'Monday stock open' but June 15 is Sunday — US markets are closed. Agent will fire (~13:30Z or 14:30Z fallback), detect closed markets as it did in w48, and must re-arm a 4th time. Each misfire costs ~0.65 USD; the actual Monday target (06-16T13:30Z) was the original date w48 overwrote.

current.ts line 7: `const MARKET_OPEN_MS = new Date('2026-06-15T13:30:00Z')` — June 15 2026 is Sunday; w48 log confirms 'fixed watcher date 2026-06-16→2026-06-15' but 06-16 was the correct Monday; nextFallbackMin=805 from ~01:05Z = fires ~14:30Z Sunday, also wrong

Sound reasoning on the trade itself (trim sMSFT +1.52pp → DCA BTC -1.65pp is correct DCA logic) but solving the wrong day. The date mislabel in w48 is a compounding error: agent correctly identified Sunday at 21:44Z, then wrote a watcher targeting Sunday 13:30Z labeled 'Monday'. The weekday check is downstream (in agent CLAUDE.md), so the watcher fires correctly per its own logic — the bug is that

watchLoop every 5 min: fires when Date.now() >= 2026-06-15T13:30:00Z (today at 13:30Z, Sunday)

fallback at 2026-06-15T14:30:00Z (also Sunday, nextFallbackMin=805 confirms ~14:29Z)

MISSING: day-of-week validation before arming — watcher should compute next NYSE open dynamically, not hardcode a date the agent mislabeled

Delivered swap hub (135 lifetime deals); will absorb sMSFT sell and BTC buy at oracle mid

Historical BTC counterparty (1 settled deal on record); rotates into momentum assets

Holds live sNVDA/sAAPL/sMSFT bids; could take the sMSFT sell side

None since w45 BTC fill (06-10T23:41Z) — stocks have been closed and no USDC available for crypto-only rebalance; 0 open intents. No missed opportunities attributable to the agent; the gap is calendar (weekend closure) not agent fault.

Fires on a specific market-open timestamp rather than polling the book — correct for a patient DCA agent

5-min poll cadence is appropriate (not sub-minute)

Has a fallback (14:30Z) so it doesn't hang forever

Zero-LLM watcher; can't accidentally fire on 'book non-empty'

Hardcodes `2026-06-15` as the target date, which is Sunday — agent mislabeled the day in w48 and baked the error into current.ts

No day-of-week guard: if date arithmetic is wrong again, the script silently fires on a closed-market day

FALLBACK_MS computed at script-write time (06-14T21:44Z) so it correctly targets 14:30Z Sunday — but Sunday 14:30Z is also wrong

Label string says 'Monday 2026-06-15T13:30Z' — self-contradictory (June 15 is Sunday)

Replace hardcoded `2026-06-15T13:30:00Z` with a function that computes the next NYSE weekday open from `Date.now()` (skip Saturday/Sunday, add 1-2 days as needed), so a mislabeled day can never survive into the watcher. This one change elim

Watcher hardcodes Sunday as 'Monday' market open — will misfire at 13:30Z today

current.ts targets `2026-06-15T13:30:00Z` (Sunday); w48 log shows agent 'corrected' 06-16→06-15 believing it was fixing an error, but 06-16 was the correct Monday. Fallback at 14:30Z is also Sunday. Agent will wake, detect closed market, re-arm a 4th time (~0.65 USD wasted).

Before 13:30Z Sunday: manually re-arm watcher targeting `2026-06-16T13:30:00Z` (actual Monday). Longer-term: replace hardcoded date with `nextNYSEOpen()` helper that computes from current timestamp, so weekday confusion can't recurse.

No day-of-week validation in wake-script date arithmetic

Three consecutive wakers (w46 approval, w47 wait, w48 'fix') all targeted incorrect market-open times. Root pattern: the agent computes a date string and writes it to current.ts without validating the resulting weekday.

Add a `assert(new Date(MARKET_OPEN_MS).getUTCDay() !== 0 && !== 6, 'arming on weekend')` guard in current.ts generation, or use a `nextWeekdayOpen()` utility so the check is structural, not manual.

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.

Bid 1833 correctly priced at oracle+0.5% ($206.13), drift 0% < 0.5% threshold. Nothing to sweep, nothing to refresh.

Summary: w43–w50 (19:28–01:01): 12 consecutive no-action wakes. Bid #1833 posted at $206.13 (oracle+0.5% of $205.10 base), drift 0% all 8 wakes since re-post — has NOT drifted. sNVDA ask-side structurally absent: 0 sellers across 21-intent book, Vulture-Andrew's 6 open intents confirmed as sMSFT/sAAPL/BTC/ETH/SSV (zero sNVDA supply from any agent). Portfolio unchange

w50 (01:01) adds the 12th consecutive no-action wake; bid #1833 is stable at $206.13, drift 0%, 10 USDC locked. The sNVDA ask-side is structurally absent — zero sellers on the 21-intent book confirmed across Vulture-Andrew (sMSFT/sAAPL/BTC/ETH/SSV only), LP-Maker (buyer side), and Option-Writer (also a buyer). Agent is healthy and well-reasoned; this is the market's problem, not the agent's.

0 sNVDA sellers on 21-intent book across w43–w50; LP-Maker ($12 USDC bid), Stacker ($10 USDC), Option-Writer ($10 USDC) all holding live sNVDA buys = ~32 USDC demand vs 0 supply. Vulture-Andrew's 6 open intents: sMSFT/sAAPL/BTC/ETH/SSV — no sNVDA.

Sound and solving the right problem. Each wake (w44–w50) correctly checks: (1) is #1833 still live and on-price? Yes — drift 0%, ~5–6h TTL remaining at post. (2) Is there a takeable sNVDA sell ≤oracle×1.01 and ≤12 USDC? No. (3) Does anything need refreshing? No. The logic is disciplined triage, not churn. consecutive_misses counter appeared at w47 (=1) but was omitted from w48–w50 logs — this is c

intent #1833 fill or expiry (ownIntentResolved)

oracle drift >0.5% from hardcoded $205.10 post-base

new sNVDA sell intent (posterGives=sNVDA, posterWants=USDC) ≤12 USDC and ≤oracle×1.01 — via newMatches on seenIntents

LP-Maker is posting sNVDA buy-bids (same side as Stacker); 14/16 recent deals are as liquidity provider on swaps — not a sNVDA seller

Could opportunistically post a sNVDA sell if it spots a mispriced bid, but its 6 live intents are sMSFT/sAAPL/BTC/ETH/SSV — no sNVDA supply

Also holding a live sNVDA buy-bid (~10 USDC) — same demand side, not supply

Could sell sNVDA if its target portfolio underweights it on a rebalance pass, but no evidence of current sNVDA sell intent

armed, scheduled ~13:30Z — equity market

None — book has 21 intents with zero sNVDA posterGives=sNVDA entries. The watcher's isTakeableSnvdaSell filter would correctly find any that appeared; none have.

isTakeableSnvdaSell correctly guards direction (posterGives=sNVDA, posterWants=USDC) to prevent accidentally selling the accumulated stack when accepting

newMatches(seenIntents, ...) pattern fires only on genuinely new sell intents — avoids re-firing on stale book state every 60s

45-min fallback is appropriate for a patient accumulator that checks oracle drift independently

oracle drift guard (>0.5% from $205.10 base) ensures bid is refreshed if market moves while #1833 is live

ORACLE_BASE hardcoded at bid-post price is correct — it's the anchor for THIS bid's validity; a new watcher after resolution will reset it

seenIntents initialization skip: on first loop pass, only populates the set without scanning existing intents — a sNVDA sell already on-book when the watcher ar

On seenIntents first-init, also run isTakeableSnvdaSell over existing intents and fireWake immediately if any qualify — closes the between-wake blind spot where a sNVDA sell posted while the watcher is looping would silently be skipped on t

sNVDA ask-side structurally absent: 3 buyers, 0 sellers

LP-Maker ($12), Stacker ($10), Option-Writer ($10) hold ~32 USDC in live sNVDA bids with zero sell-side on the 21-intent book for 8+ consecutive wakes. This is not an agent misconfiguration — no supply exists.

Recruit a sNVDA seller agent or configure Rebalancer-Lior / Swing-Nikita to post sNVDA sells when sNVDA is above their target weight. Until supply appears, Stacker's bid #1833 will expire unfilled.

seenIntents init skips existing on-book sNVDA sells

First loop pass sets seenIntents without checking existing intents; a sNVDA sell posted before watcher-arm would never trigger the watcher — only caught at the next agent wake.

In the seenIntents initialization block, also evaluate existing intents with isTakeableSnvdaSell and call fireWake if any match, before returning.

Swing-Nikita

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

Summary: Holdings unchanged at 44.2 USDC + 0.06888 sAAPL + 0.178 sNVDA, zero crypto, no trades w34–w41 (8 straight no-ops). Prior gap: watcher blind to sNVDA/sAAPL sell signals. Key update this run: the 52h fallback is a backstop — the PRIMARY trigger is a hardcoded US market-open timestamp (2026-06-15T13:30:00Z, ~12h from w41) that WILL fire today; with 32 USDC of l

Agent is alive and armed; the 52h/3136min nextFallbackMin is a backstop — the watcher fires at 2026-06-15T13:30Z (≈12h from w41) on the US market-open condition. With 0.178 sNVDA held and 32 USDC of sNVDA bids pooled across 3 counterparties, a sNVDA sell deal is the most credible first trade in 8 wakes — contingent on sNVDA being ≥1.5% above its trailing avg at open. Between wakes the agent cannot detect real-time stock dislocations.

CRYPTO_AVGS in wake script (BTC=64136.58, ETH=1670.93, SSV=2.31) has no STOCK entries; watcher polls crypto prices every 60s for buy-dips but fires stock checks only via hardcoded market-open timestamp; agent holds sAAPL+sNVDA but cannot detect when either crosses +1.5% threshold between market-open

Sound directionally — correctly deferring stocks to market-hours, correctly flagging zero-inventory blocks on crypto sells (w39: 'SSV sell-strength blocked by zero inventory'). However, eight consecutive identical no-trade conclusions (w34–w41) with CRYPTO_AVGS pinned to w41 values suggests trailing averages are a static snapshot rather than a live rolling calc; if BTC/ETH have moved materially si

Crypto buy-dip: BTC/ETH/SSV spot ≤ CRYPTO_AVGS[sym] × 0.985 (60s poll loop)

US market open: Date.now() >= 2026-06-15T13:30:00Z — fires ~12h from w41, this is the primary next event

MISSING: real-time sAAPL/sNVDA price polling — sell-dislocation signal for agent's actual equity holdings is invisible to watcher between market-open wakes

12 USDC live sNVDA bid; 135 deals, main liquidity hub; would accept an sNVDA sell at oracle

10 USDC live sNVDA bid; accumulator mission aligns with buying sNVDA

10 USDC live sNVDA bid (portfolio rebalancer leg)

sAAPL buyer if rebalancer targets equities, but date/weekday bug (Sunday labeled Monday) may affect today's 13:30Z wake reliability

Unmeasurable for stocks: watcher is blind to intraday sNVDA/sAAPL price moves between market-open triggers — if sNVDA spiked ≥1.5% above trailing avg at any point during Sunday's crypto session the agent had no mechanism to detect it. For crypto (buy-side): w34–w41 show no BTC/ETH buy-dips; SSV closest at +1.37% (w39/w40) but sub-threshold and zero inventory anyway — no clear missed opportunity th

Market-open timestamp trigger is correct — stocks are only tradeable during hours, so waking at session open is the right anchor

Real-time 60s crypto price polling for buy-dips fits the mission's buy-side on BTC/ETH/SSV

55h fallback ensures eventual wake; watcher armed with pidAlive=true confirms it is live

Zero-LLM, no spurious book-non-empty firing

No STOCK_AVGS or real-time stock price polling: agent holds 0.06888 sAAPL + 0.178 sNVDA but watcher cannot fire on their sell-dislocations between market-open w

CRYPTO_AVGS hardcoded from w41 (BTC=64136.58, ETH=1670.93, SSV=2.31): stale baseline; if prices moved ≥1.5% and recovered since w41 the agent would have misfire

Market-open timestamp is a one-shot hardcoded value for 2026-06-15T13:30Z; after today's wake the new script must recompute and embed the next session open

Add STOCK_AVGS (sAAPL, sNVDA) to the wake script and poll their spot prices in the runWatchLoop during market hours, firing on sell-dislocation ≥1.5% above avg — mirrors the crypto buy-dip pattern on the equity sell side and turns the 32 US

Watcher blind to equity sell dislocations

sAAPL and sNVDA are the agent's only sellable non-cash assets (0.06888 + 0.178) but have no entries in the wake script's price-polling loop. The 32 USDC sNVDA bid pool (3 live counterparties) goes unfilled until the next market-open timestamp fires — any intraday spike is invisible.

Add STOCK_AVGS: { sAAPL: <last_avg>, sNVDA: <last_avg> } to the wake script; in runWatchLoop, guard on market hours (Date.now() >= MARKET_OPEN_MS && Date.now() < MARKET_CLOSE_MS) then poll stock prices and fireWake on dev >= +THRESHOLD. Mirror the crypto buy-dip pattern for the equity sell side.

CRYPTO_AVGS stale — static snapshot from w41

BTC=64136.58 / ETH=1670.93 / SSV=2.31 are pinned from 06-14T22:17Z. After 8 wakes without a trade the baseline may be materially off; the agent could miss a genuine dip or fire on a ghost signal.

Compute CRYPTO_AVGS as a rolling mean of the last N price samples fetched in the watch loop itself, rather than embedding a prior-wake snapshot into the script literal.

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.

2008 dropped below 1% floor. Already awake — cancelled and reposted to restore floor discipline.

16 intents, none takeable; soonestExpiry=1781486871; next poll 75s

Summary: Agent ALIVE and active: armed=true, nextFallbackMin=37, last_wake 5 min ago, 6 bait-sells live (intents 2008-2012 + 1998). No new takes this cycle — w163/w164/w165 all report 0 takeable edges, so LP-Maker's fresh intents did NOT clear vulture's ≥1% edge threshold. Floor bug confirmed active: w165 shows SSV rival 2002 at 0.93% triggered a requote to exactly 1

No LP-Maker intents cleared the ≥1% edge bar this cycle (3 consecutive wakes: 0 takeable edges). The floor constraint did cause missed bait-sell competitiveness: w165 shows SSV rival at 0.93% arrived and vulture requoted to exactly 1.00% floor — a tighter post at 0.94-0.99% could have captured takers instead. Both the floor and the concurrent-wake bug remain unpatched after 181 wakes.

6 bait-sells live, 0 takeable edges across w163/w164/w165; SSV rival intent 2002 at 0.93% undercuts vulture's 1.00% floor (w165), making vulture's bait sells second-choice for any taker. LP-Maker's fresh intents priced within book but below vulture's 1% take-floor this cycle.

Sound on defensive mechanics (pre-expiry requote, floor discipline, false-positive filtering in w163). Solving the wrong problem on margin: the 1%-floor is treated as immutable gospel even when it demonstrably costs deals (w165 SSV rival at 0.93%). Agent correctly identifies the rival but refuses to adapt below the floor — this is disciplined reasoning locked to a suboptimal parameter.

new takeable edge ≥1% (scan-edges, 30s poll)

pre-expiry: 5 min before soonest intent expiry

MISSING: 30-35 min pre-expiry trigger — agent logic acts at 35 min (w164: 'within 35-min threshold') but watcher only fires at 5 min; the gap means 30-min requo

3 of 8 recent settled deals; primary take counterparty; posts high-volume swaps vulture can price against

armed, hub of 14/16 recent fleet deals —

2 of 8 recent deals; posts Options and swaps that overlap vulture's take criteria

2 of 8 recent deals; fast CEX-feed agent posts binaries vulture can pick off when near-decided

1 of 8 recent deals; rotational swap poster, less predictable timing

posts sNVDA/sAAPL/sMSFT bids; bait-sell overlap possible but stacker is a taker-first agent — may compete rather than complement

Floor constraint (1.00%) prevented competitive bait-sell pricing when SSV rival 2002 appeared at 0.93% (w165) — vulture requoted to exactly 1.00% rather than 0.94-0.99%, leaving it as second-choice for any taker approaching the SSV book. On the take side: no LP-Maker intents cleared ≥1% edge this cycle (confirmed 0 takeable edges across w163/w164/w165), so no take opportunities were missed by the

30s poll with 30s minimum cooldown prevents sub-minute hammering

seenEdgeIds pre-seeded with honeypot intent IDs (779, 836, 869) — avoids re-firing on confirmed traps

check-my-quotes cancelCmds path catches erosion/undercut reactively

2h hard fallback ensures no permanent stall

Pre-expiry trigger fires at 5 min (soonestExpiry - 300) but agent requote logic acts at 35 min — the watcher trigger arrives 30 min after the agent's own thresh

No rate-floor override path: watcher can detect sub-floor rivals (via check-my-quotes undercut) but cannot signal 'rival below floor — go tighter' to the wake;

Change `const preExpiryTime = soonestExpiry - 300` to `soonestExpiry - 2100` (35 min) to align the watcher's pre-expiry fire with the agent's actual requote window — this eliminates the structural dead-zone where expiring intents drift 30 m

1%-floor concurrent-wake bug: posts at exactly floor, not tighter

w165: SSV rival intent 2002 appeared at 0.93%; vulture requoted to exactly 1.00% floor, not 0.94-0.99%. The concurrent-wake path also has a nonce-collision risk (duplicate w164 entry; w160 'concurrent wake already filled all') — both stem from posting without knowing what the parallel wake already p

Add a post-post recheck: after each bait-sell post, re-read the book and tighten if a sub-floor rival still undercuts. Alternatively, lower the floor to 0.85% for sNVDA/SSV where the book is thin and rivals routinely sit at 0.93%. For concurrent-wake nonce collision: serialize posts with a file-lock

Pre-expiry watcher trigger misaligned with agent's 35-min requote window

Watcher fires at soonestExpiry - 300 (5 min), but agent requotes at 35 min remaining (w164: '1981/1980 expiring in 26 min — within 35-min threshold'). The 30-min gap means requotes rely on check-my-quotes or fallback, adding latency and unnecessary token burns.

Set `const preExpiryTime = soonestExpiry - 2100` (35 min) in the wake-script to align watcher trigger with agent logic.

PnL/token-spend ratio thin and worsening

$1.87 realized PnL on $118.78 lifetime token spend — 1.57% return on spend. 5h burn of $9.68 (5.2% of pool) with 0 new deals this cycle. 143/181 wakes are repeat wakes (79%), suggesting frequent re-derives with no action.

Audit repeat-wake triggers: if check-my-quotes is firing and returning 0 cancelCmds (false-positive wakes), add a result-cache to skip the LLM call entirely when scan-edges + check-my-quotes both return clean. Target: reduce repeat wakes from 79% to <50%.

SUNDAY BUG + sNVDA DROUGHT

LP-Maker-Matheus ⇄ Arb-Hunter-Tom (8 of 16 recent deals)

ACTIVE — LP ETH ask dark; no ETH sellers to restock inventory

LP-Maker-Matheus ⇄ Arb-Hunter-Tom / 0xBd6a…9863

ACTIVE — BTC ask recovered after w178 fill

LP-Maker ($12) + Stacker ($10) + Option-Writer ($10) bids ← [NO SELLERS]

FROZEN — $32 USDC demand, 0 supply; 14+ wakes stranded

INTERMITTENT — 1 deal this cycle; Vulture floor bug reduces competitiveness

LP-Maker-Matheus ⇄ Rebalancer-Lior / Momentum-Nikita

INTERMITTENT — Rebalancer Sunday-misfire risk at 13:30Z today

Option-Writer-Matheus → Option-Taker-Matheus [BLIND]

BROKEN — seenIntentIds dead-zone; 2 expired untouched (0.16+0.12 USDC); current

No sNVDA seller exists anywhere in the fleet

LP-Maker sNVDA ask dark 14+ wakes; Stacker bid #1833 unfilled 12 wakes; Option-Writer intent 1994 unfilled — $32 USDC co

Open book: 3 sNVDA buy intents, 0 sNVDA ask-side; Vulture-Andrew's 6 live intents span sMSFT/sAAPL/BTC/ETH/SSV — no sNVDA supply from any agent

Option-Taker seeds seenIntentIds on first poll, blinding it to any book-resident option at re-arm time

Option-Writer's ETH calls expire untouched across 3 reprices (3%→2%→1.5%); effective taker count for the options market

Confirmed miss #1: ETH call $1,740.25/0.16 USDC (w35, 06-14T21:19); confirmed miss #2: ETH call $1,741.73/0.12 USDC (this cycle, expired); Option-Taker last wake 224 min ago, past nextFallbackMin=219

4 agents share a Sunday-labeled-as-Monday hardcoded timestamp (2026-06-15T13:30:00Z)

All 4 will wake or evaluate as a trading day with US equity markets closed: Rebalancer-Lior fires at 13:30Z Sunday; Mome

rebalancer-lior current.ts `new Date('2026-06-15T13:30:00Z')` labeled Monday (w48 'corrected' from correct 06-16 to wrong 06-15); momentum-nikita MARKET_OPEN_MS identical; swing-nikita same; mimic-lju

LP-Maker is the sole liquidity hub (14/16 recent deals, 135 lifetime)

LP-Maker inventory gaps (sNVDA + ETH asks dark) propagate immediately to fleet — Arb-Hunter, Stacker, and Momentum-Nikit

16 recent deals: LP-Maker present in 14; Rebalancer-Lior ↔ Momentum-Nikita (1 deal) is the only non-LP-Maker pair in the recent window

Index-Maker and Index-Taker never provisioned (42 cycles)

Entire IndexBasket market offline — 0 LONG or SHORT side liquidity, 0 lifetime deals, $0 tokens consumed

Both: armed=false, pidAlive=false, wake_script_source=null, wakes=0, tokens_lifetime_usd=0

Sunday-as-Monday date bug: 4 agents fire at wrong time today

Rebalancer-Lior, Momentum-Nikita, Swing-Nikita, and Mimic-Ljuba all hardcode 2026-06-15T13:30:00Z as 'Monday market open' — June 15 2026 is Sunday. Shared symptom across 4 agents = fleet-wide pattern, not coincidence. All 4 wake or evaluate as a live trading day with US equity markets closed; Rebalancer-Lior armed to fire at 13:30Z today.

rebalancer-lior current.ts line 7 `new Date('2026-06-15T13:30:00Z')` (w48 'corrected' 06-16→06-15, but 06-16 was the correct Monday); momentum-nikita MARKET_OPEN_MS=same; swing-nikita=same; mimic-ljuba 15h fallback Saturday 22:31Z = Sunday

URGENT before 13:30Z today: patch all 4 agents — replace hardcoded date with `2026-06-16T13:30:00Z` (Monday) or dynamic `getDay()` weekday guard

sNVDA ask-side drought: $32 USDC demand, 0 fleet supply

LP-Maker ($12 USDC bid), Stacker-Massimo ($10 USDC bid #1833), and Option-Writer ($10 USDC intent 1994) hold $32 USDC combined sNVDA demand. Zero sNVDA sellers exist on the 21-intent fleet book. LP-Maker's sNVDA ask has been dark 14+ wakes; Stacker bid unfilled 12 consecutive wakes. No current fleet agent supplies sNVDA in any form.

Open book: 3 sNVDA buy intents totaling $32 USDC, 0 sNVDA ask-side entries; Vulture-Andrew's 6 open intents confirmed as sMSFT/sAAPL/BTC/ETH/SSV only

Add sNVDA supply: expand Vulture-Andrew or Swing-Nikita scope to include sNVDA bait-sells, or deploy a dedicated sNVDA seller — $32 USDC in standing demand is immediately actionable

Option-Taker seenIntentIds dead-zone: ETH options market structurally non-functional

Option-Taker seeds seenIntentIds on first poll, permanently blinding it to any option present at re-arm time. 2 consecutive confirmed misses: ETH call $1,740.25/0.16 USDC (w35) and ETH call $1,741.73/0.12 USDC (this cycle, now expired). Option-Writer's current 1.5% reprice (intent 1993) is also invisible. 3 reprices with 0 fills.

Option-Taker last wake 224 min ago, past nextFallbackMin=219; both prior ETH calls expired without a take; Option-Writer repriced 3%→2%→1.5% with 0 fills from only viable taker

Fix Option-Taker wake script: do not seed seenIntentIds on first iteration — populate only after a successful take or explicit reset; or use intent expiry-time as dedup key to survive re-arms

Vulture-Andrew floor bug: 6 bait-sells posting at exactly 1% floor, not capturing margin

Requote logic fires when a rival undercuts but snaps to exactly 1.00% floor instead of undercutting. SSV rival (intent 2002) at 0.93% makes Vulture second-choice for any taker on that pair. 0 takes across w163/w164/w165 despite 6 live intents.

w154+ consistent floor behavior; w165: SSV rival at 0.93% triggered requote to exactly 1.00%; 0 new deals this cycle

Change requote logic to undercut rival by a configured increment (e.g., rival_rate - 0.1%) with floor as a hard minimum, not a target

Index-Maker + Index-Taker never deployed: 42 consecutive null cycles

Both agents report armed=false, pidAlive=false, wake_script_source=null, 0 wakes, $0 lifetime tokens across all 42 observed cycles. The entire IndexBasket market is offline — no LONG or SHORT side has ever been active.

index-maker + index-taker: armed=false, pidAlive=false, wakes=0, tokens_lifetime_usd=0, wake_script_source=null in every cycle

Deploy both agents (provision wallets, write wake scripts, start containers) or formally remove from fleet roster to stop generating null cycle noise

LP-Maker hub functional: 14/16 recent deals, 135 lifetime, no infra issues

W173b concurrent-wake PID-race did not repeat w174–w179. BTC ask recovered post-w178 fill. ETH and sNVDA asks dark due to structural inventory depletion — correct behavior, not infra failure.

14 of 16 recent deals via LP-Maker; watcher armed, nextFallbackMin=88; ETH+sNVDA dark = no sellers to restock from, not a wake failure

No LP-Maker action needed; fleet sNVDA supply fix (critical insight above) would restore 2 dark asks and unblock $32 USDC in demand

URGENT before 13:30Z today: patch Sunday/Monday date bug in rebalancer-lior, momentum-nikita, swing-nikita, mimic-ljuba — correct hardcoded 2026-06-15T13:30:00Z to 2026-06-16T13:30:00Z or add dynamic getDay() weekday guard

Fix Option-Taker seenIntentIds seeding bug: skip first-iteration population or switch to expiry-time dedup — every re-arm currently blacks out all book-resident options until expiry

Add sNVDA supply: expand Vulture-Andrew or Swing-Nikita to include sNVDA bait-sells — $32 USDC in standing bids across 3 agents is immediately fillable the moment a seller exists

Fix Vulture-Andrew requote to undercut rivals by increment below floor rather than snapping to 1.00% — all 6 bait-sells are currently second-choice vs the 0.93% SSV rival

Deploy index-maker + index-taker or remove from roster — 42 null cycles with zero provisioning signal; keeping them generates observer noise with no upside

Worse than last run on taker diversity: LP-Maker is still the hub (14/16 recent deals, 135 lifetime) but sNVDA ask-side drought has spread — LP-Maker, Stacker-Massimo, and Option-Writer all hold live sNVDA buy-bids (~32 USDC combined) with zero sNVDA sellers on the 21-intent book; funnel settled=179

sNVDA ask-side drought: 3 agents (LP-Maker 12 USDC bid, Stacker 10 USDC bid, Option-Writer 10 USDC bid) holding live sNVDA buys with 0 sNVDA sellers anywhere on the 21-intent book

Option-taker-matheus is overdue (last_wake=224 min ago, nextFallbackMin=219 — already past) while ETH call strike $1,741.73 / 0.12 USDC has only 24 min left; seenIntentIds dead-zone likely kills this

Vulture-Andrew concurrent-wake 1%-floor bug still uncorrected (w154 evidence), 6 live bait-sells posting at exactly floor instead of capturing margin

Rebalancer-lior armed to fire at ~13:30Z today (Sunday June 15) when US equity markets are closed — date/weekday confusion bug (labeled Sunday as 'Monday') risks a wasted wake or bad post

last_wake_min_ago=-1 means it is waking right now — did it find a viable CEX-lag edge this wake (ETH/BTC above oracle), or is CEX still below oracle killing the arb as in w257–w262?

still in HALT 187 min post-w57; nextFallbackMin=118 means it fires ~2h from now — has BTC or ETH price moved enough since w57 to justify exiting HALT, or will the watcher correctly re-arm another HALT window?

42nd consecutive null cycle with armed=false, pidAlive=false — has any provisioning signal (wallet, config, env var, wake script) appeared, or is this another null?

42nd consecutive null cycle, same as index-maker — any deployment signal, or another null; and is the IndexBasket LONG-side (index-maker) still equally undeployed?

last wake 8 min ago with 10 open intents — did the concurrent-wake PID-race bug ('two wakes ran simultaneously' from w173b) produce spurious cancels again this cycle, and are the dark sNVDA/BTC/ETH asks (absent 9+ consecutive wakes) still m

2 live maker binaries (#1827 sMSFT<$420 and #1916 sNVDA>$195) resting with 751-min fallback — has any taker appeared for either binary since w109, and is the long fallback correctly targeting Monday equity open?

holding USDC ~41% / SSV ~50% / BTC ~8% ($104.15) with 13+ consecutive correct holds below 2pp threshold — did any asset gap exceed 2pp in the 105 min since last wake, and does the book have any LP-Maker fills momentum could take?

nextFallbackMin=219 with last_wake=224 min ago means it is already overdue — the ETH call (strike $1,741.73, 0.12 USDC premium) has ~24 min left on the book; did option-taker wake in time to see and take it, or did seenIntentIds block it as

2 open intents live (sNVDA swap 0.04852 sNVDA and ETH call $1,741.73 / 0.12 USDC, both 24 min left); did the 30% option sleeve post successfully this wake, and has the sNVDA buy intent attracted any counterparty given the 3-agent buyer queu

2 maker binaries (#1827 sMSFT, #1916 sNVDA) resting 168+ min with nextFallbackMin=1274 (~22h); is the 22h sleep justified given no price-drift trigger exists — would sNVDA sliding below $195 go undetected until Monday?

watcher armed to fire at ~13:30Z today (Sunday June 15, US markets closed); when it fires, will it correctly detect Sunday-closed markets and defer, or will the w48 'Monday' mislabel cause it to post sNVDA/sAAPL intents into a closed book?

11 consecutive misses on sNVDA buys; Vulture-Andrew's current 6 open intents are sMSFT/sAAPL/BTC/ETH/SSV — no sNVDA sells from Vulture either; is the sNVDA ask-side completely absent (confirming structural drought), and has bid #1833 drifte

watcher blind to sAAPL/sNVDA sell signals with nextFallbackMin=3138 (~52h); current holdings are 44.2 USDC + 0.06888 sAAPL + 0.178 sNVDA — is there any BTC/ETH/SSV buy-dip signal the watcher WOULD fire on before the 52h fallback, or is the

6 live bait-sells posted 3 min ago; the 1%-floor concurrent-wake bug (posts at exactly floor, not tighter) is unpatched — did any of LP-Maker's 10 fresh intents fall within vulture's range this cycle, and did the floor constraint cause any

option-taker-matheus: flush or skip seenIntentIds for intents near expiry (<30 min) — ETH call ($1,741.73, 0.12 USDC) expires in ~24 min and is almost certainly blocked by the dead-zone pattern

rebalancer-lior: add ISO weekday check (getDay()===0 = Sunday) to wake script before posting — current 'Monday' mislabel will fire into closed US equity markets at 13:30Z today

swing-nikita: add sAAPL and sNVDA sell-signal checks to wake script — agent holds both but its watcher only polls BTC/ETH/SSV buy dips, so holdings can never rotate

sNVDA ask-side drought: 3 agents hold live sNVDA bids (~32 USDC) with zero sellers — nudge Vulture-Andrew or Option-Writer to post sNVDA sells when inventory allows

vulture-andrew: fix concurrent-wake 1%-floor constraint to post tighter than exactly 1.00% when rival asks are below floor — confirmed margin leakage in w154