Function detectSignals

src/lib/smartSignals.ts:50–238

(
  trades: WhaleTrade[],
  markets: ProcessedMarket[],
  hoursBack = 6
)

}

export function detectSignals(
  trades: WhaleTrade[],
  markets: ProcessedMarket[],
  hoursBack = 6
): SmartSignal[] {
  const signals: SmartSignal[] = [];
  const now = Date.now();
  const cutoff = now - hoursBack * 3600_000;
  const cutoff2h = now - 2 * 3600_000;
  const cutoff3h = now - 3 * 3600_000;

  // Filter smart trades within timeframe
  const recentTrades = trades.filter(
    (t) => t.isSmartWallet && new Date(t.timestamp).getTime() >= cutoff
  );

  if (recentTrades.length === 0) return [];

  // Group trades by slug
  const bySlug = new Map<string, WhaleTrade[]>();
  for (const t of recentTrades) {
    if (!bySlug.has(t.slug)) bySlug.set(t.slug, []);
    bySlug.get(t.slug)!.push(t);
  }

  for (const [slug, slugTrades] of bySlug) {
    const market = findMarket(slug, markets);
    if (!market) continue;

    const marketInfo = { title: market.title, slug: market.slug, prob: market.prob };

    // 1. Whale Accumulation: same wallet, same market, >=3 buys, total >= $5000
    const byWallet = new Map<string, WhaleTrade[]>();
    for (const t of slugTrades) {
      if (!byWallet.has(t.wallet)) byWallet.set(t.wallet, []);
      byWallet.get(t.wallet)!.push(t);
    }

    for (const [wallet, walletTrades] of byWallet) {
      const buys = walletTrades.filter((t) => t.side === "BUY");
      const sells = walletTrades.filter((t) => t.side === "SELL");

      const buyVol = buys.reduce((s, t) => s + t.usdcSize, 0);
      const sellVol = sells.reduce((s, t) => s + t.usdcSize, 0);

      if (buys.length >= 3 && buyVol >= 5000) {
        const strength = rateStrength(buys.length, buyVol);
        signals.push({
          id: makeId("whale_accumulation", slug, now),
          type: "whale_accumulation",
          strength,
          market: marketInfo,
          wallets: [{ address: wallet, username: walletTrades[0].username ?? null }],
          direction: "bullish",
          summary: `Whale accumulating ${market.title} — ${buys.length} buys totaling $${(buyVol / 1000).toFixed(1)}k`,
          timestamp: Math.max(...buys.map((t) => new Date(t.timestamp).getTime())),
          details: { totalVolume: buyVol, tradeCount: buys.length, priceAtSignal: market.prob ?? undefined },
        });