diff --git a/btc_agentic_oracle.py b/btc_agentic_oracle.py index 0d13a63..c14193e 100644 --- a/btc_agentic_oracle.py +++ b/btc_agentic_oracle.py @@ -1,24 +1,24 @@ import asyncio -import datetime import json import random -import threading +import sqlite3 import time +from collections import deque from dataclasses import dataclass -from typing import Dict, List +from typing import Dict +import aiohttp +import ccxt.async_support as ccxt import numpy as np import pywt -import requests import sympy import uvicorn from fastapi import FastAPI, WebSocket from fastapi.responses import HTMLResponse from scipy.signal import find_peaks -from zoneinfo import ZoneInfo # ============================================================ -# 1. CORE DATA STRUCTURES +# 1. CORE DATA STRUCTURES (FIRE-INFUSED) # ============================================================ @@ -36,8 +36,16 @@ class FrequencyRidge: magnitudes: np.ndarray +@dataclass +class Agent: + prime: int + params: Dict[str, float] + swarm: "RidgeSwarm" + fitness: float = 0.0 + + # ============================================================ -# 2. PORTFOLIO (FRACTIONAL KELLY) +# 2. PORTFOLIO (FRACTIONAL KELLY — UNLEASHED) # ============================================================ @@ -58,24 +66,298 @@ def size(self, confidence: float) -> float: # ============================================================ -# 3. MARKET INGESTION +# 3. POSITION SIMULATOR (FEES + SLIPPAGE + DRAW) — PLUGS TO REAL +# ============================================================ + + +FEE = 0.0004 +SLIPPAGE = 0.0005 + +POSITION = { + "side": "FLAT", + "entry": 0.0, + "size": 0.0, + "pnl": 0.0, + "equity": 100_000.0, + "max_drawdown": 0.0, + "peak": 100_000.0, +} + + +# ============================================================ +# 4. PLUG & PLAY: REAL TRADING VIA CCXT # ============================================================ -def fetch_returns(limit: int = 300) -> tuple[np.ndarray, float]: - url = ( - "https://api.binance.com/api/v3/klines" - f"?symbol=BTCUSDT&interval=1s&limit={limit}" +ENABLE_LIVE = False +BINANCE_API_KEY = "YOUR_API_KEY_HERE" +BINANCE_API_SECRET = "YOUR_API_SECRET_HERE" + +exchange = ( + ccxt.binance( + { + "apiKey": BINANCE_API_KEY, + "secret": BINANCE_API_SECRET, + "enableRateLimit": True, + "options": {"defaultType": "future"}, + } + ) + if ENABLE_LIVE + else None +) + + +def simulate_trade(signal: str, price: float, size_usdt: float) -> str: + if signal == "HOLD": + return "HOLD" + + action = "HOLD" + if POSITION["side"] == "FLAT": + POSITION["side"] = signal + POSITION["entry"] = price * (1 + SLIPPAGE if signal == "LONG" else 1 - SLIPPAGE) + POSITION["size"] = size_usdt + action = f"OPEN_{signal}" + elif POSITION["side"] != signal: + exit_price = price * (1 - SLIPPAGE if POSITION["side"] == "LONG" else 1 + SLIPPAGE) + qty = POSITION["size"] / max(POSITION["entry"], 1e-9) + gross = (exit_price - POSITION["entry"]) * qty + if POSITION["side"] == "SHORT": + gross = -gross + fees = (POSITION["entry"] + exit_price) * qty * FEE + pnl = gross - fees + + POSITION["pnl"] = pnl + POSITION["equity"] += pnl + POSITION["peak"] = max(POSITION["peak"], POSITION["equity"]) + dd = (POSITION["peak"] - POSITION["equity"]) / POSITION["peak"] + POSITION["max_drawdown"] = max(POSITION["max_drawdown"], dd) + + log_trade(POSITION["side"], POSITION["entry"], exit_price, POSITION["size"], pnl, POSITION["equity"]) + + POSITION["side"] = signal + POSITION["entry"] = price * (1 + SLIPPAGE if signal == "LONG" else 1 - SLIPPAGE) + POSITION["size"] = size_usdt + action = f"FLIP_TO_{signal}" + + return action + + +async def execute_real_trade(signal: str, price: float, size_usdt: float) -> str: + if not ENABLE_LIVE or not exchange: + return "SIM" + + try: + symbol = "BTCUSDT" + side = "buy" if signal == "LONG" else "sell" + amount = size_usdt / max(price, 1e-9) + await exchange.set_leverage(10, symbol) + order = await exchange.create_order( + symbol=symbol, + type="market", + side=side, + amount=amount, + params={"positionSide": "BOTH"}, + ) + return f"LIVE {signal} @ {price:.0f} (order: {order['id']})" + except Exception as e: + print(f"LIVE TRADE FAIL: {e}") + return "SIM_FALLBACK" + + +# ============================================================ +# 5. SQLITE LOGGING (ETERNAL FLAME + AIRDROP) +# ============================================================ + + +def init_db() -> None: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute( + """ + CREATE TABLE IF NOT EXISTS trades ( + ts REAL, side TEXT, entry REAL, exit REAL, size REAL, pnl REAL, equity REAL, live TEXT + ) + """ + ) + c.execute( + """ + CREATE TABLE IF NOT EXISTS metrics ( + ts REAL, sharpe REAL, drawdown REAL, equity REAL, regime TEXT + ) + """ + ) + c.execute( + """ + CREATE TABLE IF NOT EXISTS airdrops ( + ts REAL, amount REAL, claimer TEXT, reason TEXT, eth_address TEXT + ) + """ + ) + conn.commit() + conn.close() + + +def log_trade( + side: str, + entry: float, + exit_price: float, + size: float, + pnl: float, + equity: float, + live_mode: str = "SIM", +) -> None: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute( + """ + INSERT INTO trades (ts, side, entry, exit, size, pnl, equity, live) + VALUES (?, ?, ?, ?, ?, ?, ?, ?) + """, + (time.time(), side, entry, exit_price, size, pnl, equity, live_mode), + ) + conn.commit() + conn.close() + + +def log_metrics(sharpe: float, regime: str) -> None: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute( + """ + INSERT INTO metrics (ts, sharpe, drawdown, equity, regime) + VALUES (?, ?, ?, ?, ?) + """, + (time.time(), sharpe, POSITION["max_drawdown"], POSITION["equity"], regime), + ) + conn.commit() + conn.close() + + +def log_airdrop( + amount: float, + claimer: str = "Sovereign", + reason: str = "Fire Horse Gallop", + eth_address: str = "0x", +) -> None: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute( + """ + INSERT INTO airdrops (ts, amount, claimer, reason, eth_address) + VALUES (?, ?, ?, ?, ?) + """, + (time.time(), amount, claimer, reason, eth_address), ) - data = requests.get(url, timeout=5).json() - prices = np.array([float(k[4]) for k in data]) - returns = np.diff(np.log(prices)) - standardized = (returns - returns.mean()) / (returns.std() + 1e-8) - return standardized, prices[-1] + conn.commit() + conn.close() + + +# ============================================================ +# 6. RETURNS TRACKER + SHARPE FITNESS +# ============================================================ + + +RETURNS: list[float] = [] + + +def update_sharpe(pnl: float) -> float: + RETURNS.append(pnl) + if len(RETURNS) > 100: + RETURNS.pop(0) + if len(RETURNS) > 10: + r = np.array(RETURNS) + return float(np.mean(r) / (np.std(r) + 1e-8)) + return 0.0 + + +def fitness() -> float: + if len(RETURNS) < 20: + return 0.0 + r = np.array(RETURNS) + sharpe = np.mean(r) / (np.std(r) + 1e-8) + dd_penalty = POSITION["max_drawdown"] * 2 + return float(sharpe - dd_penalty) + + +# ============================================================ +# 7. REGIME DETECTION (VOL-BASED) +# ============================================================ + + +def detect_regime(signal: np.ndarray) -> str: + vol = np.std(signal) + if vol < 0.5: + return "LOW_VOL" + if vol < 1.2: + return "MID_VOL" + return "HIGH_VOL" + + +# ============================================================ +# 8. AIRDROP SYSTEM +# ============================================================ + + +AIRDROP_POOL = 1_000_000.0 +AIRDROP_CLAIMED = 0.0 +ETH_ADDRESS = "YOUR_ETH_ADDRESS_HERE" + + +def claim_airdrop(confidence: float = 0.0, regime: str = "MID_VOL") -> float: + global AIRDROP_CLAIMED + if AIRDROP_CLAIMED >= AIRDROP_POOL or not ETH_ADDRESS.startswith("0x"): + return 0.0 + base = AIRDROP_POOL * 0.001 + multiplier = 1 + (confidence * 3) + (1.0 if regime == "LOW_VOL" else 0.5 if regime == "MID_VOL" else 0) + amount = min(base * multiplier, AIRDROP_POOL - AIRDROP_CLAIMED) + AIRDROP_CLAIMED += amount + log_airdrop(amount, "Sovereign Holder", f"Eclipsed Sun Airdrop • {regime}", ETH_ADDRESS) + return amount # ============================================================ -# 4. SPECTRAL ENGINE +# 9. MARKET STREAM (ASYNC WS) +# ============================================================ + + +PRICE_BUFFER_FAST: deque[float] = deque(maxlen=300) +PRICE_BUFFER_SLOW: deque[float] = deque(maxlen=600) + + +async def fetch_live_tick() -> None: + url = "wss://stream.binance.com:9443/ws/btcusdt@trade" + async with aiohttp.ClientSession() as session: + async with session.ws_connect(url) as ws: + print("🟢 Connected to Binance WS — Fire Horse Rides") + async for msg in ws: + try: + data = json.loads(msg.data) + price = float(data["p"]) + await process_tick(price) + except Exception as e: + print(f"WS error: {e}") + + +async def process_tick(price: float) -> None: + PRICE_BUFFER_FAST.append(price) + PRICE_BUFFER_SLOW.append(price) + if len(PRICE_BUFFER_FAST) < 50: + return + + prices_fast = np.array(PRICE_BUFFER_FAST) + prices_slow = np.array(PRICE_BUFFER_SLOW) + + returns_fast = np.diff(np.log(prices_fast)) + returns_slow = np.diff(np.log(prices_slow)) + + returns_fast = (returns_fast - returns_fast.mean()) / (returns_fast.std() + 1e-8) + returns_slow = (returns_slow - returns_slow.mean()) / (returns_slow.std() + 1e-8) + + await oracle_step(returns_fast, returns_slow, price) + + +# ============================================================ +# 10. SPECTRAL ENGINE + RIDGE SWARM # ============================================================ @@ -91,213 +373,516 @@ def compute_peaks(signal: np.ndarray) -> list[SpectralPeak]: return peaks -# ============================================================ -# 5. RIDGE SWARM -# ============================================================ - - class RidgeSwarm: def __init__(self, jf: float = 0.12, gap: int = 3, minlen: int = 6) -> None: self.ridges: list[list[SpectralPeak]] = [] self.active: dict[int, int] = {} - self.jf = jf - self.gap = gap - self.minlen = minlen + self.jf, self.gap, self.minlen = jf, gap, minlen def update(self, peaks: list[SpectralPeak]) -> None: - for peak in sorted(peaks, key=lambda x: x.time_idx): + for p in sorted(peaks, key=lambda x: x.time_idx): matched = False - for idx, last_time in list(self.active.items()): - if peak.time_idx - last_time <= self.gap: - last_freq = self.ridges[idx][-1].frequency - if abs(peak.frequency - last_freq) / max(last_freq, 1e-8) <= self.jf: - self.ridges[idx].append(peak) - self.active[idx] = peak.time_idx + for i, t in list(self.active.items()): + if p.time_idx - t <= self.gap: + lf = self.ridges[i][-1].frequency + if abs(p.frequency - lf) / max(lf, 1e-8) <= self.jf: + self.ridges[i].append(p) + self.active[i] = p.time_idx matched = True break if not matched: - self.ridges.append([peak]) - self.active[len(self.ridges) - 1] = peak.time_idx + self.ridges.append([p]) + self.active[len(self.ridges) - 1] = p.time_idx def get(self) -> list[FrequencyRidge]: - output = [] - for ridge in self.ridges: - if len(ridge) >= self.minlen: - output.append( + out = [] + for r in self.ridges: + if len(r) >= self.minlen: + out.append( FrequencyRidge( - np.array([p.time_idx for p in ridge]), - np.array([p.frequency for p in ridge]), - np.array([p.magnitude for p in ridge]), + np.array([p.time_idx for p in r]), + np.array([p.frequency for p in r]), + np.array([p.magnitude for p in r]), ) ) - return output + return out # ============================================================ -# 6. EVOLUTIONARY AGENTS +# 11. EVOLUTIONARY AGENTS # ============================================================ -@dataclass -class Agent: - prime: int - params: Dict[str, float] - swarm: RidgeSwarm - fitness: float = 0.0 - - -def ridge_score(ridge: FrequencyRidge, horizon: int) -> float: - return np.mean(ridge.magnitudes) * (len(ridge.times) / 10) / ( - horizon - ridge.times[-1] + 1 - ) - - class Evolution: def __init__(self, n: int = 40) -> None: self.pop: list[Agent] = [] for _ in range(n): - prime = sympy.nextprime(random.randint(1_000_000, 9_000_000)) + p = sympy.nextprime(random.randint(1_000_000, 9_000_000)) params = { "jf": random.uniform(0.05, 0.2), "gap": random.randint(2, 5), "minlen": random.randint(4, 9), } - self.pop.append(Agent(prime, params, RidgeSwarm(**params))) + self.pop.append(Agent(p, params, RidgeSwarm(**params))) self.gen = 0 def evolve(self) -> None: self.pop.sort(key=lambda a: a.fitness, reverse=True) keep = self.pop[: len(self.pop) // 2] children = [] - for agent in keep: - prime = sympy.nextprime(agent.prime + random.randint(1, 1000)) - params = { - k: v * (1 + random.uniform(-0.1, 0.1)) for k, v in agent.params.items() - } + for a in keep: + p = sympy.nextprime(a.prime + random.randint(1, 1000)) + params = {k: v * (1 + random.uniform(-0.1, 0.1)) for k, v in a.params.items()} params["gap"] = int(params["gap"]) params["minlen"] = int(params["minlen"]) - children.append(Agent(prime, params, RidgeSwarm(**params))) + children.append(Agent(p, params, RidgeSwarm(**params))) self.pop = keep + children self.gen += 1 # ============================================================ -# 7. SHARED STATE (WEB PORTAL) +# 12. SHARED STATE # ============================================================ STATE = { - "price": 0, + "price": 0.0, "signal": "HOLD", - "confidence": 0, - "size": 0, + "confidence": 0.0, + "size": 0.0, "generation": 0, - "fitness": 0, + "fitness": 0.0, + "equity": 100_000.0, + "side": "FLAT", + "pnl": 0.0, + "drawdown": 0.0, + "regime": "MID_VOL", + "airdrop": 0.0, + "live_mode": ENABLE_LIVE, } AGENTS: list[dict] = [] EVENTS: list[str] = [] +LOCK = asyncio.Lock() # ============================================================ -# 8. ORACLE LOOP (THREAD) +# 13. ORACLE STEP # ============================================================ -def oracle_loop() -> None: - evo = Evolution() +LAST_SIGNAL_TIME = 0.0 +COOLDOWN = 5 + + +async def oracle_step(returns_fast: np.ndarray, returns_slow: np.ndarray, price: float) -> None: + global LAST_SIGNAL_TIME + global evo + + if "evo" not in globals(): + evo = Evolution() + print("🔥🐎 Fire Horse Swarm Awakened") + pf = PortfolioManager() - while True: - try: - signal, price = fetch_returns() - peaks = compute_peaks(signal) - horizon = len(signal) - for agent in evo.pop: - agent.swarm.update(peaks) - ridges = agent.swarm.get() - agent.fitness = max( - [ridge_score(ridge, horizon) for ridge in ridges], default=0 - ) - best = max(evo.pop, key=lambda a: a.fitness) - ridges = best.swarm.get() - if ridges: - ridge = max(ridges, key=lambda x: ridge_score(x, horizon)) - slope, _ = np.polyfit(ridge.times, ridge.frequencies, 1) - confidence = min(np.mean(ridge.magnitudes) * 8, 1) - signal = "LONG" if slope > 0 else "SHORT" - size = pf.size(confidence) - - STATE.update( - { - "price": price, - "signal": signal, - "confidence": confidence, - "size": size, - "generation": evo.gen, - "fitness": best.fitness, - } + peaks_fast = compute_peaks(returns_fast) + peaks_slow = compute_peaks(returns_slow) + + for a in evo.pop: + a.swarm.update(peaks_fast) + a.swarm.update(peaks_slow) + + regime = detect_regime(returns_fast) + + best = max(evo.pop, key=lambda a: a.fitness) + ridges = best.swarm.get() + if ridges: + r = max( + ridges, + key=lambda x: np.mean(x.magnitudes) + * (len(x.times) / 10) + / (len(returns_fast) - x.times[-1] + 1), + ) + slope_fast, _ = np.polyfit(r.times, r.frequencies, 1) + conf = min(float(np.mean(r.magnitudes) * 8), 1.0) + + if peaks_slow: + slow_times = [p.time_idx for p in peaks_slow] + slow_freqs = [p.frequency for p in peaks_slow] + slope_slow, _ = np.polyfit(slow_times, slow_freqs, 1) + else: + slope_slow = 0.0 + + if regime == "HIGH_VOL": + conf *= 0.65 + sig = "HOLD" if abs(slope_fast) < 0.3 else ("LONG" if slope_fast > 0 and slope_slow > 0 else "SHORT") + elif regime == "LOW_VOL": + conf *= 1.2 + sig = "LONG" if slope_fast > 0 and slope_slow > 0 else "SHORT" + else: + sig = "LONG" if slope_fast > 0 and slope_slow > 0 else "SHORT" + + vol_factor = 1.3 if regime == "LOW_VOL" else 0.7 if regime == "HIGH_VOL" else 1.0 + size = pf.size(conf) * vol_factor + + now = time.time() + if now - LAST_SIGNAL_TIME < COOLDOWN: + action = "HOLD" + else: + if ENABLE_LIVE: + action = await execute_real_trade(sig, price, size) + else: + action = simulate_trade(sig, price, size) + if action != "HOLD": + LAST_SIGNAL_TIME = now + + sharpe = 0.0 + airdrop = 0.0 + if "HOLD" not in action: + sharpe = update_sharpe(POSITION["pnl"]) + log_metrics(sharpe, regime) + airdrop = claim_airdrop(conf, regime) + + if POSITION["max_drawdown"] > 0.25: + async with LOCK: + STATE["signal"] = "PAUSED" + EVENTS.append( + f"PAUSED | DD={POSITION['max_drawdown']:.2%} | Equity=${POSITION['equity']:,.0f} | Sharpe={sharpe:.2f} | regime={regime}" ) - EVENTS.append(f"{signal} | conf={confidence:.2f} | size=${size:,.0f}") + await asyncio.sleep(60) + return + + current_fitness = fitness() + for a in evo.pop: + a.fitness = current_fitness + + async with LOCK: + STATE.update( + { + "price": price, + "signal": sig, + "confidence": conf, + "size": size, + "generation": evo.gen, + "fitness": current_fitness, + "equity": POSITION["equity"], + "side": POSITION["side"], + "pnl": POSITION["pnl"], + "drawdown": POSITION["max_drawdown"], + "regime": regime, + "airdrop": airdrop, + "live_mode": ENABLE_LIVE, + } + ) + EVENTS.append( + f"{action} {sig} | conf={conf:.2f} | size=${size:,.0f} | price=${price:,.0f} | equity=${POSITION['equity']:,.0f} | pnl=${POSITION['pnl']:,.0f} | fit={current_fitness:.2f} | {regime} | 💧{airdrop:.0f} FH to {ETH_ADDRESS}" + ) AGENTS.clear() - for i, agent in enumerate( - sorted(evo.pop, key=lambda x: x.fitness, reverse=True)[:10] - ): - AGENTS.append({"id": i, "fitness": agent.fitness, "params": agent.params}) + for i, a in enumerate(sorted(evo.pop, key=lambda x: x.fitness, reverse=True)[:10]): + AGENTS.append({"id": i, "fitness": a.fitness, "params": a.params}) - if len(EVENTS) % 10 == 0: - evo.evolve() - time.sleep(2) - except Exception as exc: - EVENTS.append(f"ERR {exc}") - time.sleep(2) + if len(EVENTS) % 10 == 0: + evo.evolve() # ============================================================ -# 9. WEB PORTAL +# 14. WEB APP + APIs # ============================================================ app = FastAPI() +@app.get("/api/trades") +async def get_trades() -> dict: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute("SELECT ts, side, pnl, equity, live FROM trades ORDER BY ts DESC LIMIT 200") + trades = [ + {"ts": row[0], "side": row[1], "pnl": row[2], "equity": row[3], "live": row[4]} + for row in c.fetchall() + ] + conn.close() + return {"trades": trades} + + +@app.get("/api/metrics") +async def get_metrics() -> dict: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute("SELECT ts, sharpe, drawdown, equity, regime FROM metrics ORDER BY ts DESC LIMIT 200") + metrics = [ + { + "ts": row[0], + "sharpe": row[1], + "drawdown": row[2], + "equity": row[3], + "regime": row[4], + } + for row in c.fetchall() + ] + conn.close() + return {"metrics": metrics} + + +@app.get("/api/airdrops") +async def get_airdrops() -> dict: + conn = sqlite3.connect("firehorse.db") + c = conn.cursor() + c.execute("SELECT ts, amount, reason, eth_address FROM airdrops ORDER BY ts DESC LIMIT 50") + airdrops = [ + {"ts": row[0], "amount": row[1], "reason": row[2], "eth_address": row[3]} + for row in c.fetchall() + ] + conn.close() + return {"airdrops": airdrops} + + @app.get("/") def dash() -> HTMLResponse: return HTMLResponse( """ - -

🧠 BTC AGENTIC ORACLE

-

-

-

-
-
+
+
+    🔥🐎 THE FIRE HORSE ORACLE
+    
+    
+
+
+    

+        

+        
🐎🔥 THE FIRE HORSE ORACLE v10

+        PLUG & PLAY • Eclipsed Sun Airdrop • Year of the Fire Horse 2026
+    

+    

+        
💧 LIVE AIRDROP: 0 FH CLAIMED to 0x...

+        
+    

+    

+        

+            
📈 Equity Curve (Galloping Forward)

+            
+        

+        

+            
📉 PNL Flames

+            
+        

+        

+            
📊 Drawdown Inferno

+            
+        

+        

+            
🌋 Regime Firebreak

+            
+        

+    

+    

+    

+    

+    
+
+
 """
     )
 
 
 @app.websocket("/ws")
-async def ws(socket: WebSocket) -> None:
-    await socket.accept()
+async def ws_endpoint(websocket: WebSocket) -> None:
+    await websocket.accept()
     while True:
-        await socket.send_text(
-            json.dumps({"state": STATE, "agents": AGENTS, "events": EVENTS[-30:]})
-        )
+        async with LOCK:
+            payload = {"state": STATE, "agents": AGENTS, "events": EVENTS[-30:]}
+        await websocket.send_text(json.dumps(payload))
         await asyncio.sleep(1)
 
 
-# ============================================================
-# 10. BOOT
-# ============================================================
-
-
 if __name__ == "__main__":
-    threading.Thread(target=oracle_loop, daemon=True).start()
+    init_db()
+    print("🔥🐎 Fire Horse DB Awakened • Eclipsed Sun Rises Tomorrow")
+    print("🔌 HOW TO PLUG: Set ENABLE_LIVE=True + API keys in code. Then restart.")
+    loop = asyncio.get_event_loop()
+    loop.create_task(fetch_live_tick())
     uvicorn.run(app, host="0.0.0.0", port=8000)