feat: Implement re-entry analytics system with fresh TradingView data
- Add market data cache service (5min expiry) for storing TradingView metrics - Create /api/trading/market-data webhook endpoint for continuous data updates - Add /api/analytics/reentry-check endpoint for validating manual trades - Update execute endpoint to auto-cache metrics from incoming signals - Enhance Telegram bot with pre-execution analytics validation - Support --force flag to override analytics blocks - Use fresh ADX/ATR/RSI data when available, fallback to historical - Apply performance modifiers: -20 for losing streaks, +10 for winning - Minimum re-entry score 55 (vs 60 for new signals) - Fail-open design: proceeds if analytics unavailable - Show data freshness and source in Telegram responses - Add comprehensive setup guide in docs/guides/REENTRY_ANALYTICS_QUICKSTART.md Phase 1 implementation for smart manual trade validation.
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mindesbunister
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docs/guides/REENTRY_ANALYTICS_QUICKSTART.md
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docs/guides/REENTRY_ANALYTICS_QUICKSTART.md
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# Re-Entry Analytics System - Quick Setup Guide
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## 🎯 What You Just Got
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A smart validation system for manual Telegram trades that uses fresh TradingView data to prevent bad entries.
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## 📊 How It Works
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### 1. Data Collection (Automatic)
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- Every trade signal from TradingView auto-caches metrics
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- Cache expires after 5 minutes
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- Includes: ATR, ADX, RSI, volume ratio, price position
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### 2. Manual Trade Flow
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```
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You: "long sol"
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↓
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Bot checks /api/analytics/reentry-check
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↓
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✅ Fresh TradingView data (<5min old)?
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→ Use real metrics, score quality
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↓
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⚠️ Stale/no data?
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→ Use historical metrics, apply penalty
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↓
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Score >= 55? → Execute trade
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Score < 55? → Block (suggest --force)
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↓
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You: "long sol --force" → Override and execute
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```
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### 3. Performance Modifiers
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- **-20 points**: Last 3 trades lost money (avgPnL < -5%)
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- **+10 points**: Last 3 trades won (avgPnL > +5%, WR >= 66%)
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- **-5 points**: Using stale data
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- **-10 points**: No data available
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## 🚀 Setup Steps
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### Step 1: Deploy Updated Code
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```bash
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cd /home/icke/traderv4
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# Build and restart
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docker compose build trading-bot
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docker compose up -d trading-bot
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# Restart Telegram bot
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docker compose restart telegram-bot
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```
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### Step 2: Create TradingView Market Data Alerts
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For **each symbol** (SOL, ETH, BTC), create a separate alert:
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**Alert Name:** "Market Data - SOL 5min"
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**Condition:**
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```
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ta.change(time("1"))
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```
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(Fires every bar close on 1-5min chart)
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**Alert Message (JSON):**
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```json
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{
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"action": "market_data",
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"symbol": "{{ticker}}",
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"timeframe": "{{interval}}",
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"atr": {{ta.atr(14)}},
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"adx": {{ta.dmi(14, 14)}},
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"rsi": {{ta.rsi(14)}},
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"volumeRatio": {{volume / ta.sma(volume, 20)}},
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"pricePosition": {{(close - ta.lowest(low, 100)) / (ta.highest(high, 100) - ta.lowest(low, 100)) * 100}},
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"currentPrice": {{close}}
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}
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```
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**Webhook URL:**
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```
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https://your-domain.com/api/trading/market-data
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```
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**Frequency:** Every 1-5 minutes (recommend 5min to save alert quota)
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**Repeat for:** SOL-PERP, ETH-PERP, BTC-PERP
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### Step 3: Test the System
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```bash
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# Check if market data endpoint is accessible
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curl http://localhost:3001/api/trading/market-data
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# Should return available symbols and cache data
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```
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### Step 4: Test via Telegram
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```
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You: "long sol"
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✅ Analytics check passed (68/100)
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Data: tradingview_real (23s old)
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Proceeding with LONG SOL...
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✅ OPENED LONG SOL
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Entry: $162.45
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Size: $2100.00 @ 10x
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TP1: $162.97 TP2: $163.59 SL: $160.00
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```
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**Or if analytics blocks:**
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```
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You: "long sol"
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🛑 Analytics suggest NOT entering LONG SOL
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Reason: Recent long trades losing (-2.4% avg)
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Score: 45/100
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Data: ✅ tradingview_real (23s old)
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Use `long sol --force` to override
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```
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**Override with --force:**
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```
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You: "long sol --force"
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⚠️ Skipping analytics check...
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✅ OPENED LONG SOL (FORCED)
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Entry: $162.45
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...
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```
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## 📊 View Cached Data
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```bash
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# Check what's in cache
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curl http://localhost:3001/api/trading/market-data
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# Response shows:
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{
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"success": true,
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"availableSymbols": ["SOL-PERP", "ETH-PERP"],
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"count": 2,
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"cache": {
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"SOL-PERP": {
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"atr": 0.45,
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"adx": 32.1,
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"rsi": 58.3,
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"ageSeconds": 23
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}
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}
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}
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```
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## 🔧 Configuration
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### Adjust Thresholds (if needed)
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Edit `app/api/analytics/reentry-check/route.ts`:
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```typescript
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const MIN_REENTRY_SCORE = 55 // Lower = more permissive
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// Performance modifiers
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if (last3Count >= 2 && avgPnL < -5) {
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finalScore -= 20 // Penalty for losing streak
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}
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if (last3Count >= 2 && avgPnL > 5 && winRate >= 66) {
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finalScore += 10 // Bonus for winning streak
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}
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```
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### Cache Expiry
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Edit `lib/trading/market-data-cache.ts`:
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```typescript
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private readonly MAX_AGE_MS = 5 * 60 * 1000 // 5 minutes
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```
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## 🎯 Benefits
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✅ **Prevents revenge trading** - Blocks entry after consecutive losses
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✅ **Uses real data** - Fresh TradingView metrics, not guessed
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✅ **Data-driven** - Considers recent performance, not just current signal
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✅ **Override capability** - `--force` flag for manual judgment
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✅ **Fail-open** - If analytics fails, trade proceeds (not overly restrictive)
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✅ **Transparent** - Shows data age and source in responses
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## 📈 Next Steps
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1. **Monitor effectiveness:**
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- Track how many trades are blocked
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- Compare win rate of allowed vs forced trades
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- Adjust thresholds based on data
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2. **Add more symbols:**
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- Create market data alerts for any new symbols
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- System auto-adapts to new cache entries
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3. **Phase 2 (Future):**
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- Time-based cooldown (no re-entry within 10min of exit)
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- Trend reversal detection (check if price crossed MA)
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- Volatility spike filter (ATR expansion = risky)
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## 🐛 Troubleshooting
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**No fresh data available:**
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- Check TradingView alerts are firing
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- Verify webhook URL is correct
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- Check Docker logs: `docker logs -f trading-bot-v4`
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**Analytics check fails:**
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- Trade proceeds anyway (fail-open design)
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- Check logs for error details
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- Verify Prisma database connection
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**--force always needed:**
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- Lower MIN_REENTRY_SCORE threshold
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- Check if TradingView alerts are updating cache
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- Review penalty logic (may be too aggressive)
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## 📝 Files Created/Modified
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**New Files:**
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- `lib/trading/market-data-cache.ts` - Cache service
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- `app/api/trading/market-data/route.ts` - Webhook endpoint
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- `app/api/analytics/reentry-check/route.ts` - Validation logic
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**Modified Files:**
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- `app/api/trading/execute/route.ts` - Auto-cache metrics
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- `telegram_command_bot.py` - Pre-execution analytics check
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- `.github/copilot-instructions.md` - Documentation
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---
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**Ready to use!** Send `long sol` in Telegram to test the system.
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