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PDB_VWAP代理设置完成
2026-07-26 22:56:35 +08:00
# BTC 15-Minute Live Trading Bot - Complete Logic Documentation
**Suite:** [PolyBullLabs — polymakret-5min-15min-1hour-arbitrage-bot](https://github.com/PolyBullLabs/polymakret-5min-15min-1hour-arbitrage-bot) · [@terauss](https://t.me/terauss) · [README](README.md) · [CONFIG.md](CONFIG.md)
## Table of Contents
1. [System Overview](#1-system-overview)
2. [Market Structure](#2-market-structure)
3. [Data Acquisition Layer](#3-data-acquisition-layer)
4. [Indicator Calculations (Formulas)](#4-indicator-calculations-formulas)
5. [Signal Generation Engine](#5-signal-generation-engine)
6. [Order Execution Pipeline](#6-order-execution-pipeline)
7. [Hedge Mechanism](#7-hedge-mechanism)
8. [Position Lifecycle and PnL Accounting](#8-position-lifecycle-and-pnl-accounting)
9. [Drawdown Tracking](#9-drawdown-tracking)
10. [Chainlink BTC/USD Oracle Integration](#10-chainlink-btcusd-oracle-integration)
11. [Auto-Redemption System](#11-auto-redemption-system)
12. [Configuration Reference](#12-configuration-reference)
13. [Fault Tolerance and Recovery](#13-fault-tolerance-and-recovery)
14. [File and Log Architecture](#14-file-and-log-architecture)
---
## 1. System Overview
The bot trades **Polymarket BTC Up/Down 15-minute binary markets**. Each market resolves to either "UP" (BTC price rose) or "DOWN" (BTC price fell) over a 15-minute window aligned to epoch boundaries (multiples of 900 seconds).
### Architecture
```
LiveTradingBot
+----------------------------------------------------------+
| |
| +----------+ +--------------+ +------------------+ |
| | Market | | WebSocket | | Chainlink RTDS | |
| | Finder | | Client | | Price Client | |
| | (HTTP) | | (wss://) | | (wss://) | |
| +----+-----+ +------+-------+ +--------+---------+ |
| | | | |
| v v v |
| +-------------------------------------------------+ |
| | MarketState (shared) | |
| | up_token, down_token, btc_price, end_time | |
| +------------------------+------------------------+ |
| | |
| +-------------------+-------------------+ |
| v v v |
| +----------+ +---------------+ +------------+ |
| |Dashboard | | Signal | | Order | |
| | (Rich) | | Generator | | Executor | |
| +----------+ +-------+-------+ +------+-----+ |
| | | |
| v v |
| +----------------+ +--------------+ |
| | TradingStats | | HedgeManager | |
| | (Position/PnL) | | (GTD orders) | |
| +----------------+ +--------------+ |
| |
| +--------------+ +------------------+ |
| | AutoRedeemer | | TelegramNotifier | |
| | (background) | | (alerts/charts) | |
| +--------------+ +------------------+ |
+----------------------------------------------------------+
```
### Main Loop (simplified)
```
while running:
market = find_active_btc_15m_market() # HTTP -> Gamma API
subscribe_websocket(market.tokens) # wss:// -> live prices
while market.is_active:
update_indicators() # every 250ms
signal = evaluate_strategy() # check all conditions
if signal == BUY:
execute_entry(signal) # FAK order
place_hedge() # GTD order (opposite token)
track_drawdown() # update min_price_seen
if time_left <= 10s:
close_position() # record PnL
break
wait_for_next_market() # ~5-30 seconds
```
---
## 2. Market Structure
### Polymarket BTC Up/Down 15-Min Markets
Each market is a **binary outcome** contract:
- **UP token**: Pays $1.00 if BTC price is higher at market end vs. start. Otherwise $0.
- **DOWN token**: Pays $1.00 if BTC price is lower at market end vs. start. Otherwise $0.
Tokens trade between $0.01 and $0.99. At any time:
```
P_UP + P_DOWN ~ 1.00
```
### Market Timing
Markets are aligned to 15-minute epoch boundaries:
```
T_start = floor(T_now / 900) * 900
T_end = T_start + 900
```
Market slug format: `btc-updown-15m-{T_start}`
Example: `btc-updown-15m-1770831900` starts at Unix timestamp 1770831900.
### Market Discovery
The bot searches the Gamma API for active markets using offsets from the current 15-minute window:
```python
for offset in [0, 900, -900, 1800]:
target_ts = current_window + offset
slug = f"btc-updown-15m-{target_ts}"
# Query: GET /markets?slug={slug}&active=true&closed=false
```
---
## 3. Data Acquisition Layer
### 3.1 Market Data WebSocket
**URL**: `wss://ws-subscriptions-clob.polymarket.com/ws/market`
Subscribes to both UP and DOWN token IDs. Processes three event types:
#### `last_trade_price` - Trade Execution
Each trade is stored as `Trade(timestamp, price, size, side)` in a deque per token.
Tracked aggregates:
- `trade_count`: Total number of trades
- `volume_total`: Total contract volume
- `volume_buy`: Volume from buy-side
- `volume_sell`: Volume from sell-side
#### `price_change` - Best Bid/Ask Updates
Updates `best_bid` and `best_ask` for each token.
#### `book` - Order Book Snapshots
Parses bids and asks arrays, extracts top-of-book:
- `best_bid`, `best_bid_size`
- `best_ask`, `best_ask_size`
Spread:
```
Spread = P_ask - P_bid
```
### 3.2 User WebSocket (Order Tracking)
**URL**: Polymarket User Channel (authenticated via API credentials)
Tracks order lifecycle: `PLACEMENT -> MATCHED -> MINED -> CONFIRMED`
Used for:
- Fill confirmation after entry orders
- Hedge fill detection
- Timeout recovery (checking if order filled despite timeout)
### 3.3 Chainlink BTC/USD Price Stream
**URL**: `wss://ws-live-data.polymarket.com` (Polymarket RTDS)
**Topic**: `crypto_prices_chainlink` filtered for `btc/usd` symbol.
See Section 10 for full details.
---
## 4. Indicator Calculations (Formulas)
All indicators are calculated from the live trade stream. Each token (UP and DOWN) has its own independent indicator set.
### 4.1 VWAP (Volume-Weighted Average Price)
VWAP over a configurable time window W (default 30 seconds):
```
SUM(P_i * V_i) for all trades where (T_now - T_i) <= W
VWAP_W = -------------------------
SUM(V_i)
```
Where:
- `P_i` = price of trade i
- `V_i` = size (volume) of trade i
- `trades(W)` = set of trades within the last W seconds
Returns 0.0 if no trades in window.
### 4.2 Deviation from VWAP
Percentage deviation of the current last-trade price from VWAP:
```
P_last - VWAP
D = ---------------------- * 100%
VWAP
```
Where:
- `D > 0`: Price is **above** VWAP (bullish pressure)
- `D < 0`: Price is **below** VWAP (bearish pressure)
- `D = 0`: Price equals VWAP
### 4.3 Momentum
Momentum compares the current price to the average price W seconds ago (default 60s), using a band of +/-1.5 seconds to smooth:
```
P_ago = mean({P_i where T_now - W - d <= T_i <= T_now - W + d})
P_last - P_ago
M = ------------------------- * 100%
P_ago
```
Where:
- `W` = momentum_window_sec (default 60)
- `d` = averaging band (1.5 seconds)
- Returns `None` if no trades exist in the band window
Interpretation:
- `M > 0`: Price has risen over the window (positive momentum)
- `M < 0`: Price has fallen (negative momentum)
### 4.4 Z-Score
Statistical z-score of the current price relative to recent trade prices over a 5-second window:
```
P_last - mean(prices_5s)
z = ----------------------------
stdev(prices_5s)
```
Where:
- `mean(prices_5s)` = arithmetic mean of all trade prices in last 5 seconds
- `stdev(prices_5s)` = standard deviation, with minimum floor of 0.001
Interpretation:
- `z > 2`: Price significantly above recent mean (overbought short-term)
- `z < -2`: Price significantly below recent mean (oversold short-term)
### 4.5 Win Rate Lookup
Historical win rates are stored in `data/win_rate.csv` as a 10x15 matrix:
| Price Range | min_0 | min_1 | ... | min_14 |
|-------------|--------|--------|-----|--------|
| 0.50-0.54 | 52.2% | 50.2% | ... | 52.7% |
| 0.75-0.79 | 71.1% | 76.4% | ... | 75.0% |
| 0.85-0.89 | 68.0% | 73.0% | ... | 93.3% |
| 0.95-0.99 | 63.2% | 68.2% | ... | 100% |
**Time bin** calculation:
```
bin = floor(14 - T_remaining / 60)
```
Where `bin` is in [0, 14], with bin 0 = first minute, bin 14 = last minute.
**Lookup**: Given favorite token price P_fav and time bin, the table returns the historical win probability.
---
## 5. Signal Generation Engine
The signal generator runs inside `Dashboard.create_strategy_panel()`, evaluated every 250ms (4 Hz refresh).
### 5.1 Favorite Token Selection
The "favorite" is the token with the higher last-trade price:
```
| UP if P_UP > P_DOWN
favorite = |
| DOWN otherwise
```
The favorite's indicators are used for signal evaluation:
- `P_fav` = favorite price
- `D_fav` = favorite deviation from VWAP
- `M_fav` = favorite momentum
### 5.2 Entry Conditions (ALL must be true)
| # | Condition | Formula | Config Parameter |
|----|-------------------------|--------------------------------|---------------------------|
| 1 | Price in range | P_min <= P_fav <= P_max | min_price, max_price |
| 2 | Sufficient time elapsed | T_elapsed >= T_min_elapsed | min_elapsed_sec |
| 3 | Deviation in range | D_min < D_fav < D_max | min/max_deviation_pct |
| 4 | Positive momentum | M_fav > 0 | - |
| 5 | Not too close to end | T_remaining > T_no_entry | no_entry_before_end_sec |
Where:
- `T_elapsed = 900 - T_remaining`
- `T_remaining = T_end - T_now`
### 5.3 Signal States
```
if T_remaining <= T_no_entry:
-> NO ENTRY (cutoff reached, no further entry this market)
elif ALL 5 conditions TRUE:
-> BUY {UP|DOWN} (signal triggers execute_entry)
elif P_fav >= 0.70 AND T_elapsed >= T_min_elapsed:
if M_fav <= 0: -> ALMOST (need Mom>0%)
if D_fav >= D_max: -> ALMOST (Dev too high)
else: -> ALMOST (need dev)
else:
-> WAIT (with specific reason: elapsed/price/dev/mom)
```
### 5.4 Signal Flow
```
Dashboard.create_strategy_panel()
|
+-- Evaluates conditions every 250ms
+-- If BUY: sets self.last_signal = "BUY_UP" or "BUY_DOWN"
|
v
Main loop (run_session)
|
+-- Reads self.dashboard.last_signal
+-- Clears signal (one-shot)
+-- Creates asyncio task: _safe_execute_entry(signal)
|
v
execute_entry("BUY_UP" or "BUY_DOWN")
```
**Important**: Only ONE entry per market. `can_enter()` returns False once a position is recorded OR entry is blocked.
---
## 6. Order Execution Pipeline
### 6.1 Pre-Execution Guards
Before placing any order, three guards are checked:
1. **Position check**: `stats.can_enter()` - no existing position, not closed this market, not blocked
2. **Time cutoff**: `T_remaining > T_no_entry`
3. **Token data available**: Both UP and DOWN tokens must have data
### 6.2 Order Configuration
| Parameter | Value | Description |
|------------------|---------|------------------------------------------|
| bet_amount_usd | 50 | USD to risk per trade |
| price_offset | 0.02 | Added to best bid for aggressive fill |
| order_type | FAK | Fill-And-Kill (immediate or cancel) |
| max_retries | 3 | Retry count on failure |
| retry_delay_ms | 300 | Delay between retries |
| fill_timeout_ms | 1000 | Max wait for fill confirmation |
| min_contracts | 5 | Polymarket minimum |
| max_entry_price | 0.88 | Hard price ceiling |
### 6.3 Contract Calculation
```
contracts = floor(bet_amount_usd / P_entry)
```
Where `P_entry = min(P_best_ask, P_max_entry)`
The order is placed at:
```
P_order = P_best_bid + price_offset
```
### 6.4 FAK Order Flow
```
1. Fetch best_bid from orderbook
2. Calculate: P_order = best_bid + price_offset
3. Validate: P_order <= max_entry_price
4. Place FAK BUY order
5. Wait fill_timeout_ms for fill confirmation via WebSocket
6. If filled: record position -> place hedge -> done
7. If timeout: enter recovery mode (see Section 13)
8. If rejected: retry up to max_retries
```
### 6.5 Signal Logging
At the moment of execution, a comprehensive snapshot is logged to `signals.log`:
- Timestamp, market slug, signal direction, token
- Elapsed/remaining time, time bin
- For each token (UP and DOWN):
- LAST, BID, ASK prices
- VWAP, Deviation, Z-Score, Momentum
- Trade count, Total/Buy/Sell volume
- Win rate lookup value
- Strategy config parameters
- Chainlink BTC/USD price, anchor, and deviation
---
## 7. Hedge Mechanism
### 7.1 Purpose
After buying the favorite token (e.g., UP at $0.85), the bot places a **hedge order** on the **opposite token** (DOWN) at a very low price ($0.02).
If the trade loses (UP resolves to $0), the hedge may fill, providing the opposite token at $0.02 which resolves to $1.00 -- a $0.98 profit per contract that partially offsets the loss.
### 7.2 Hedge PnL Math
**Without hedge** (unhedged loss):
```
PnL_loss = -C * P_entry
```
Where C = contracts, P_entry = entry price.
**With hedge** (if hedge fills before resolution):
```
PnL_hedged_loss = -C * P_entry + C_hedge * (1.00 - P_hedge)
```
With P_hedge = 0.02:
```
PnL_hedged_loss = -C * P_entry + C_hedge * 0.98
```
### 7.3 Hedge Order Type
- **GTD (Good-Till-Date)**: Limit order that stays on the book until expiry
- Placed at `hedge_price` ($0.02) on the opposite token
- Expires in 1 hour (market resolves in <=15 minutes)
- Only fills if opposite token price drops to $0.02 (i.e., our side is winning strongly)
### 7.4 Hedge Fill Tracking
The User WebSocket monitors for fill events matching the hedge order ID:
```
on_trade(data):
if data.order_id == hedge_order_id AND status == "MATCHED":
hedge_mgr.on_hedge_fill(size, price)
if hedge_mgr.is_fully_hedged:
stats.record_hedge(contracts, price)
```
---
## 8. Position Lifecycle and PnL Accounting
### 8.1 Position States
```
NO POSITION OPEN POSITION
+----------+ execute_entry +--------------+
| can_enter | ---------------> | LONG UP |
| = true | | or DOWN |
+----------+ | |
| entry_price |
| contracts |
| hedged? |
+------+-------+
|
check_market_end (T_left <= 10s)
|
v
+--------------+
| CLOSED |
| TradeRecord |
| (PnL, DD) |
+--------------+
```
### 8.2 PnL Calculation
At market end (10 seconds before expiry), the bot reads the final token price.
**Win condition**: `P_final >= 0.70`
**Win PnL** (token resolves to ~$1.00):
```
PnL_win = C * 1.00 - C * P_entry = C * (1 - P_entry)
```
**Loss PnL** (token resolves to ~$0.00):
```
PnL_loss = 0 - C * P_entry = -C * P_entry
```
**Examples** with C = 64 contracts:
| Entry Price | Win PnL | Loss PnL |
|-------------|----------|-----------|
| $0.75 | +$16.00 | -$48.00 |
| $0.81 | +$12.16 | -$51.84 |
| $0.88 | +$7.68 | -$56.32 |
### 8.3 Win Rate and Session Statistics
```
Win Rate = W / (W + L) * 100%
Total PnL = SUM(PnL_i) for all trades i = 1..N
Avg Win = SUM(PnL_w) / count(wins)
Avg Loss = SUM(PnL_l) / count(losses)
```
### 8.4 Break-Even Win Rate
For a given entry price P, the minimum win rate needed to break even:
```
WR_breakeven = P / 1.00 = P
```
| Entry Price | Break-Even WR |
|-------------|---------------|
| $0.75 | 75% |
| $0.80 | 80% |
| $0.85 | 85% |
| $0.88 | 88% |
This is why the win rate CSV is critical -- the bot only enters when historical win rate exceeds the break-even threshold for the given price and time bin.
---
## 9. Drawdown Tracking
### 9.1 Per-Trade Drawdown
After entry, the bot tracks the minimum price seen every 250ms:
```
P_min = min(P_min, P_current) # updated every 250ms
```
Initialized at entry: `P_min = P_entry`
At position close, drawdown is calculated:
**Absolute drawdown**:
```
DD_abs = max(0, P_entry - P_min)
```
**Percentage drawdown**:
```
DD_pct = (DD_abs / P_entry) * 100%
```
**Dollar drawdown** (total exposure):
```
DD_usd = DD_abs * C
```
### 9.2 Logging
At market end, logged to `signals.log`:
```
Max Drawdown: -0.0500 (-6.17%)
Max DD ($): -$3.20 (min price: 0.7600)
```
### 9.3 Live Dashboard
While position is open, the dashboard shows real-time drawdown:
```
LONG UP @ 0.810 (64 contracts)
Unrealized: +$3.84 (price: 0.870)
Max DD: -$1.92 (-3.7%) (low: 0.780)
```
---
## 10. Chainlink BTC/USD Oracle Integration
### 10.1 Purpose
The Chainlink price feed provides the **actual BTC/USD price** used by Polymarket to resolve markets. The bot tracks this independently for:
1. **Dashboard display**: Shows real-time BTC price and deviation from market start
2. **Signal logging**: Records BTC deviation at the moment of each trade entry
3. **Analysis**: Understanding how BTC price movement correlates with market outcomes
### 10.2 Connection
```
URL: wss://ws-live-data.polymarket.com
Topic: crypto_prices_chainlink
Symbol: btc/usd (filtered in code)
```
### 10.3 Anchor Price and Deviation
At each 15-minute boundary, the **anchor price** is captured as the first tick of the new window:
```
Window = floor(T_chainlink / 900) * 900
```
When Window changes (new 15-minute period), the first tick's price becomes the anchor:
```
P_anchor = price of first tick where Window(T_tick) != Window_previous
```
**BTC Deviation**:
```
Delta_abs = P_current - P_anchor
Delta_pct = (Delta_abs / P_anchor) * 100%
```
### 10.4 Calibration Logging
For calibration purposes, every tick within [-15s, +5s] of a 15-minute boundary is logged:
```
BTC_TICK 16:59:59.000 (local 17:00:00.653) $69,481.26 [-1.000s before 17:00:00]
BTC_TICK 17:00:00.000 (local 17:00:01.578) $69,483.32 [+0.000s after 17:00:00]
```
Fields:
- **Chainlink timestamp**: From the oracle data (millisecond precision)
- **Local timestamp**: Server clock time when message was processed
- **Price**: BTC/USD price from Chainlink
- **Offset**: Seconds before/after the 15-minute boundary
### 10.5 Watchdog
If no Chainlink messages are received for 30 seconds, the watchdog forces a WebSocket reconnection:
```python
if time.time() - last_msg_time > DATA_TIMEOUT: # 30 seconds
ws.close() # Triggers reconnection in connect() loop
```
---
## 11. Auto-Redemption System
### 11.1 Purpose
After a market resolves, winning positions must be **redeemed** on-chain to collect the $1.00 payout per contract.
### 11.2 Flow
```
Every 180 seconds:
1. Fetch all positions from Polymarket Data API
2. Categorize: active, pending, redeemable
3. For each redeemable position:
a. Check oracle resolution (payoutDenominator)
b. Submit redemption transaction on Polygon
c. Wait for confirmation
```
### 11.3 Implementation Details
- Runs as a background asyncio task
- File lock prevents concurrent redemptions
- Supports both EOA (direct) and Gnosis Safe (proxy) wallets
- Blockchain transactions require POL (MATIC) for gas fees
- Runs in a dedicated thread pool to avoid blocking the main event loop
---
## 12. Configuration Reference
### Strategy Parameters
| Parameter | config.json | Dataclass Default | Description |
|---------------------|-------------|-------------------|-----------------------------------|
| min_price | 0.75 | 0.65 | Min favorite token price to enter |
| max_price | 0.88 | 0.91 | Max favorite token price to enter |
| min_elapsed_sec | 500 | 480 | Min seconds since market start |
| min_deviation_pct | 0 | 5.0 | Min VWAP deviation (%) |
| max_deviation_pct | 100 | 100.0 | Max VWAP deviation (%) |
| no_entry_before_end | 335 | 90 | Min seconds remaining for entry |
| momentum_window_sec | 60 | 120 | Momentum lookback window |
| vwap_window_sec | 30 | 30 | VWAP calculation window |
> **Note**: "config.json" = active value. "Dataclass Default" = fallback if field is missing from JSON.
### Timing Constraints Visualization
```
Market: 900 seconds (15 minutes)
0s ----------- 500s ---- 565s ----------- 900s
| | | |
| NO ENTRY | ENTRY | NO ENTRY |
| (too early) | WINDOW | (too late) |
| | | |
<-min_elapsed-> | | |
| <---335s cutoff-->|
| | |
<-- 65s -->
allowed
```
Entry is allowed when:
- `T_elapsed >= 500` seconds AND
- `T_remaining > 335` seconds
This creates a **65-second entry window** (from 500s to 565s elapsed).
---
## 13. Fault Tolerance and Recovery
### 13.1 Order Timeout Recovery
When a FAK order times out (no fill confirmation within fill_timeout_ms):
```
1. Check User WebSocket for recent fills on the token
2. Wait up to ws_recovery_timeout_sec (10s)
3. If fills found:
-> RECOVERY: Record position from WS fill data
-> Place hedge as normal
4. If no fills found:
-> Block entry for rest of market (prevent duplicates)
-> Log: "Network timeout - no fill detected"
```
### 13.2 Entry Blocking
After any failed entry attempt, `stats.block_entry()` prevents further attempts on the same market. This avoids:
- Duplicate orders from timeout+retry
- Repeated failures hitting rate limits
Reset on new market: `entry_blocked = False`
### 13.3 WebSocket Reconnection
**Market Data WebSocket**: On ConnectionClosed, reconnects after 2 seconds. On any other exception, reconnects after 5 seconds.
**Chainlink RTDS WebSocket**: Same reconnection logic plus a 30-second **watchdog** that detects silent disconnections (TCP alive but no data flowing).
### 13.4 Config Validation
At startup, `validate_config()` checks:
- Private key exists and starts with "0x"
- API credentials are set
- `min_price < max_price`
- `max_entry_price <= max_price`
- `max_deviation_pct > min_deviation_pct`
Bot refuses to start if any validation fails.
---
## 14. File and Log Architecture
### Directory Structure
```
btc_15m_live/
+-- main.py # Main bot (2000+ lines, all core logic)
+-- config.json # Runtime configuration
+-- .env # Secrets (API keys, private key)
+-- chart_pnl.py # PnL chart generator
+-- PROJECT_LOGIC.md # This document
+-- data/
| +-- win_rate.csv # Historical win rate matrix (10x15)
+-- logs/
| +-- bot.log # Main application log
| +-- signals.log # Trade signal snapshots
| +-- orders.log # Order execution details
| +-- trading_log.json # Trade history (JSON persistence)
| +-- api_activity.json # API call log
| +-- pnl_chart.png # Generated PnL chart
| +-- equity_chart.png # Equity curve chart
+-- src/
+-- config_loader.py # Configuration loading & validation
+-- order_executor.py # FAK order execution with retry
+-- hedge_manager.py # GTD hedge order management
+-- market_finder.py # Gamma API market discovery
+-- position_tracker.py # Position & PnL tracking
+-- auto_redeemer.py # On-chain position redemption
+-- telegram_notifier.py # Telegram alerts & charts
+-- user_websocket.py # User channel WebSocket
+-- websocket_client.py # Market data WebSocket
+-- signal_generator.py # (Legacy, unused)
+-- realtime_dashboard.py # (Legacy, unused)
```
### Log Contents
| Log File | Contents |
|--------------------|---------------------------------------------------------------------|
| bot.log | All events: connections, market changes, errors, BTC ticks, anchors |
| signals.log | Full indicator snapshot at each trade + market end with PnL and DD |
| orders.log | Detailed order execution: prices, retries, fills, rejections |
| trading_log.json | Persistent trade array with entry/exit, PnL, drawdown, win/loss |
### trading_log.json Structure
```json
{
"trades": [
{
"market_slug": "btc-updown-15m-1770831900",
"token_name": "UP",
"entry_price": 0.81,
"exit_price": 0.03,
"contracts": 64,
"pnl": -51.84,
"won": false,
"timestamp": 1770832790.165,
"max_drawdown_abs": 0.05,
"max_drawdown_pct": 6.17
}
],
"markets_seen": 27
}
```
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