@5322/Fvg Engine

FVG-Delta Crypto Signal Engine v6.0

A production FastAPI service that scans MEXC UST-M perpetual futures on closed 15-minute candles, runs a strict lock-forward Smart-Money-Concept (SMC) staged state machine, draws annotated chart screenshots, sends per-trade Telegram alerts, and serves a live dashboard with an in-memory Trade History. Everything lives in assets/app.py; the rest is config, docs, and entrypoints.

The strategy — five locked stages

Each stage is searched ONCE and its bar index is stored; stages only advance, hard- invalidate, or expire. Never skip or regress.

0. Zone — a clean impulse leaves an FVG. A valid impulse is a tight burst of ≥3 consecutive same-direction candles that creates the FVG and never re-enters it (rejects staggered/cluttered legs). 1. First liquidity + BoS — the first retracement (one candle closing past the immediate impulse candle's open, OR a 2+ candle pullback) sets the liquidity line. Hard rules: a gap must exist between that line and the FVG (it may never rest on the FVG edge), and BoS sits above liquidity for longs / below for shorts. A BoS close through the impulse wick extreme confirms Stage 1. 2. Sweep — price breaks and CLOSES past the first liquidity, into the gap. 3. FVG interaction — price reaches the FVG. A wick THROUGH that closes back inside is still valid; only a CLOSE beyond the FVG invalidates. 4. Verified entry — an opposite-direction confirmation candle (strong body or long-wick rejection + opposite close). SL anchors beyond the interaction wick (breathing room), TP1 = midpoint, TP2 = max(3R, resting liquidity).

Automatic leverage

leverage = round_to_5(LEV_TARGET_SL_LOSS_PCT / stop_distance_%), clamped to [LEV_MIN, LEV_MAX] (20–50) and the pair's exchange max. Default target = 50% of margin at SL. Wider stop → lower leverage. TP is uncapped (rides TP1/TP2).

Per-trade Telegram lifecycle

A confirmed Stage-4 trade emits its own alert chain, each fired once on candle close: Entry Confirmed → TP1 Hit (close 50% + move SL to break-even) → SL Hit / TP2 Hit / Break-Even Close. Only terminal Stage-4 outcomes reach Trade History; Stage 1–3 invalidations are removed beforehand.

Universe (why majors show up)

load_symbols ranks the MEXC perp universe by 24h quote turnover (amount24) via /contract/ticker and keeps the top UNIVERSE_TOP_N, so BTC/ETH/SOL/XRP lead. Tokenized equities/commodities/indices are excluded (UNIVERSE_EXCLUDE + the UNIVERSE_EXCLUDE_CONTAINS="STOCK" substring rule for the xStock family).

Run it

# 1. credentials (never paste keys in chat — use the secure env flow)
cp .env.example .env   # set TELEGRAM_BOT_TOKEN + TELEGRAM_CHAT_ID
# 2. local
bash assets/run_one_shot.sh
# 3. docker / Hugging Face Spaces (Docker SDK)
docker build -t fvg-delta assets/ && docker run -p 7860:7860 --env-file .env fvg-delta

Endpoints: / (dashboard), /health, /api/state, /api/chart.png?symbol=BTC_USDT. Without Telegram creds the UI still runs; alerts are skipped and logged.

Tuning & gotchas

• All knobs are env vars with production-safe defaults — see

assets/VARIABLES_AND_SECRETS_GUIDE.txt (§14 covers every v6.0 variable).

• Decisions use bars[-2] (last CLOSED candle); bars[-1] (forming) is never used.
• Cron/weekly times are UTC. Dashboard times render in the viewer's browser zone;

Telegram uses its own received time (no embedded timezone).

• MEXC sends brotli — keep the brotli package installed and send

Accept-Encoding: gzip, deflate.

• Prefer adding new tunables to CFG (env override + default) over hard-coding, and

keep stage strictness intact (sequential, no skipping, close-through = invalidation).

Files (in assets/)

app.py (engine), Dockerfile, start.sh, run_one_shot.sh, preflight_check.py, requirements.txt, AGENT.md (maintainer guide + v6.0 changelog), STRATEGY_DETAILED_SPEC.txt, VARIABLES_AND_SECRETS_GUIDE.txt, README.md. Read assets/AGENT.md before editing app.py.