/**
* Influence Graph
* Establish causal links between indicators and compute coherence penalties/bonuses.
*/
export function analyzeInfluence(marketData) {
const outcome = {
bonus: 0,
penalty: 0,
minorMismatches: 0,
majorMismatches: 0,
criticalFlags: [],
notes: []
};
const indicators = marketData?.indicators || marketData?.data?.indicators || {};
const ext = marketData?.externalData || marketData?.data?.externalData || {};
const futures = ext?.futures || {};
const hl = ext?.hyperliquid || {};
// Funding → Premium / OI coherence
const funding = futures?.fundingRate || { current: hl.fundingRate };
const premium = futures?.premiumIndex || { premiumPct: hl.premium };
const oi = futures?.openInterest || { trend: hl.oiTrend };
if (funding) {
const fr = funding.current ?? 0;
const absFr = Math.abs(fr);
const prem = premium?.premiumPct ?? 0;
// Neutral funding and tight premium = coherent futures
if (absFr < 0.0005 && Math.abs(prem) < 0.001) {
outcome.bonus += 4;
outcome.notes.push('Funding~neutral & Premium tight');
}
else if (absFr > 0.0015 && Math.abs(prem) > 0.002) {
outcome.penalty += 4;
outcome.majorMismatches++;
outcome.notes.push('Funding high bias with wide premium');
}
// Funding rising but OI falling is suspicious
if (funding?.trend === 'rising' && oi?.trend === 'falling') {
outcome.penalty += 3;
outcome.majorMismatches++;
outcome.notes.push('Funding rising but OI falling (incoherent)');
}
}
// OI → Liquidation proximity
const liq = futures?.liquidation;
if (liq && typeof liq.liquidationDistance === 'number') {
if (liq.liquidationDistance >= 5) {
outcome.bonus += 3;
outcome.notes.push('Liquidation distance comfortable (>=5%)');
}
else if (liq.liquidationDistance < 2) {
outcome.penalty += 5;
outcome.majorMismatches++;
outcome.criticalFlags.push('Liquidation proximity <2%');
outcome.notes.push('Liquidation proximity high risk (<2%)');
}
}
// Volume Delta → Breakout validity (use comprehensive volume analysis if present)
const cva = ext?.comprehensiveVolumeAnalysis;
if (cva?.volumeConfirmation) {
const vc = cva.volumeConfirmation;
if (vc.isValid && (vc.strength === 'strong' || vc.strength === 'moderate')) {
outcome.bonus += vc.strength === 'strong' ? 4 : 2;
outcome.notes.push(`Volume confirms move (${vc.strength})`);
}
else if (!vc.isValid) {
outcome.penalty += 3;
outcome.minorMismatches++;
outcome.notes.push('Volume does not confirm move');
}
}
// Spoofing/Wash → False breakout propensity
const whale = futures?.whaleActivity || ext?.enhanced; // fallback
if (whale?.spoofingDetected || whale?.washTradingDetected) {
outcome.penalty += 5;
outcome.majorMismatches++;
outcome.notes.push('Spoofing/Wash trading detected');
}
// BTC → Alt reaction (corr stability)
const btc = futures?.btcCorrelation;
if (btc && typeof btc.correlation7d === 'number') {
const absCorr = Math.abs(btc.correlation7d);
if (absCorr >= 0.7) {
outcome.bonus += 3;
outcome.notes.push('BTC correlation stable/strong');
}
else if (absCorr < 0.3) {
outcome.penalty += 2;
outcome.minorMismatches++;
outcome.notes.push('BTC correlation weak/unstable');
}
}
// Volatility regime sanity (ATR + BB width)
const atr = indicators?.atr;
const bb = indicators?.bollingerBands;
if (atr && bb) {
const width = (bb.upper - bb.lower) / Math.max(1e-9, bb.middle);
if (width > 0.08) {
outcome.penalty += 2;
outcome.minorMismatches++;
outcome.notes.push('Volatility very high (BB width > 8%)');
}
}
return outcome;
}
