%%{init:{'theme':'base','themeVariables':{ 'fontFamily':'SF Mono, Fira Code, monospace', 'fontSize':'12px', 'primaryColor':'#0f1a2e','primaryTextColor':'#e2e8f0','primaryBorderColor':'#334155', 'lineColor':'#475569','secondaryColor':'#111827','tertiaryColor':'#1f2937', 'clusterBkg':'#0b1120','clusterBorder':'#1e293b', 'edgeLabelBackground':'#0b1120','titleColor':'#e2e8f0' }}}%% flowchart TD subgraph SRC["Continuous inputs"] direction LR WS["AllMidsSubscription
dex=xyz
(every tick)"] CS["CandleSubscription 1m
(forming + closed candles)"] BG["Background news
TS RSS 30s · X fast 5s
X regular 30s · phone webhook"] end %% Shared resources BG --> CR["news_cache_refresher_loop
every 20s if new posts
Haiku LLM → sentiment"] CR -. fills .-> NC[(news_cache
TTL 90s + persistent
last_confirmed_sentiment)] CS -- forming updates --> PC["_pending_candle
(open + OHLC so far)"] WS --> TB["_tick_buffer
last 600 ticks ≈10min"] CS --> PS["pre_scrape_loop
mid-candle ≥0.2%
→ warms news cache"] PS -. fills .-> NC %% ─── SOLE FRESH-ENTRY PATH: WICK ──────────────────────────────── WS --> CWT PC --> CWT CWT["`**WICK TRIGGER** (every tick, per-asset) |tick − candle.open| / open ≥ asset.wick_pct AND in-progress vol / 20c_avg ≥ asset.vol_ratio dedup: once per candle`"] CWT -- fires --> EMA{"`**5m EMA20 trend filter** bullish wicks: 5m EMA20 sloping UP bearish wicks: sloping DOWN (E10, deployed 2026-04-28)`"} EMA -- counter-trend --> SKIPF["filter: counter-trend wick
→ skip"] EMA -- trend-aligned --> CVD{"`**CVD Z-score gate** (paper only;
xyz:CL track-only) 60s window vs 5min history bullish: Z ≥ +2.0σ; bearish: Z ≤ −2.0σ bypass if <10 trades in window (E11, deployed 2026-04-28)`"} CVD -- order flow disagrees --> SKIPC["filter: CVD opposite
→ skip"] CVD -- order flow agrees --> WSIG["PriceSignal
type = 'wick'
entry_price = tick price"] WSIG --> CTL["`**confirmation_trade_loop** type == 'wick'? → SKIP news check → open position`"] CTL --> ENT %% ─── RT PATH: RE-ENTRY ONLY (gated 2026-04-23) ────────────────── TB --> RT["`**check_realtime_entry()** (polled 1s) SWEEP: velocity ≥ 0.10% / 10s AND dir-consistency ≥ 80% CHAOTIC: 10s vol OR tick rate ≥ 1.5× / 2× of 5-min baseline`"] RT -- "sweep or chaotic" --> GATE{"re-entry window active
AND direction matches
stored catalyst?"} GATE -- "no" --> SKIP["logged as 'no re-entry window'
or 'opposite-direction'
→ skip"] GATE -- "yes" --> PFL["`**price_first_rt_loop** skip news check → open position (source = 'reentry')`"] PFL --> ENT ENT{{"**open_position()**
asyncio.Lock · re-checks has_position
size = total_equity × asset.size_pct%"}} ENT --> POS["`**IN POSITION** Hard SL/TP placed on-chain V2 scale-out armed: 25%/25%/25%/25% @ +1/+2/+5/+10% parabolic skip · BE-stop after first partial`"] %% ─── PARTIAL SCALE-OUTS (V2, X8 deployed 2026-04-27) ─── POS --> SO{"`**check_partial()** every tick current MFE crossed next level? (slice ≥ HL $10 min-notional)`"} SO -- "vol accelerating" --> SOSK["parabolic skip
→ recorded, ride the tail"] SO -- "slice < $10" --> SOMN["min-notional skip
(2026-04-29: account too small
for 25% slice)"] SO -- "fire" --> SOFIRE["reduce-only IoC
BE-stop arms after 1st"] SOFIRE -. residual --> POS %% ─── EXITS ─── POS --> EX1{{"Exit checks
every tick + every candle close"}} EX1 -- "tick pnl ≤ −1.0% (or 0% post-partial)" --> X1["soft stop-loss"] EX1 -- "price hits ∓1.5% / +10%" --> X2["hard SL/TP (on-chain)"] EX1 -- "3 candles, peak PnL < 0.05%" --> X3["no-movement cut"] EX1 -- "2c vol < 20% trigger
AND close pnl > 0" --> X4["volume decay"] X1 --> CLOSE["close_position()
→ market_close → cancel hard SL/TP"] X2 --> CLOSE X3 --> CLOSE X4 --> REENT["`**re-entry window** 60 min direction + sentiment stored → RT path now live`"] REENT -. grants pass .-> GATE CLOSE --> COOL["cooldown 600s
→ idle"] %% Disabled paths (shown for context) CS -. disabled .-> LG["spike trigger
(spike_enabled=false)"] LG -. disabled .-> SUS["sustained trigger
(sustained.enabled=false)"] classDef price fill:#2a1f00,stroke:#854d0e,color:#fde68a classDef reent fill:#0f2a1b,stroke:#166534,color:#86efac classDef share fill:#1f2937,stroke:#374151,color:#cbd5e1 classDef gate fill:#111827,stroke:#475569,color:#e2e8f0,stroke-width:2px classDef exit fill:#2a0808,stroke:#7f1d1d,color:#fca5a5 classDef disabled fill:#1a1a2e,stroke:#3a3a4e,color:#6b6b82,stroke-dasharray:4 4 classDef skip fill:#1a1a2e,stroke:#64748b,color:#94a3b8,stroke-dasharray:4 4 class CWT,WSIG,CTL,EMA,CVD price class RT,PFL,NC,BG,CR,PS,GATE,REENT reent class WS,CS,TB,PC share class EX1,X1,X2,X3,X4,CLOSE,COOL,SO,SOFIRE exit class ENT,POS gate class LG,SUS,SKIP,SKIPF,SKIPC,SOSK,SOMN disabled