NYC Temp NWS

Trade only current-day NYC daily high-temperature bracket markets in series KXHIGHNY, using America/New_York dates. Ignore other dates and non-bracket markets. Use https://api.weather.gov/points/40.78,-73.97 to verify the OKX/34,45 gridpoint and KNYC Central Park station, then fetch https://api.weather.gov/gridpoints/OKX/34,45/forecast/hourly and https://api.weather.gov/stations/KNYC/observations/latest. Do not use web search. Use the hourly forecast endpoint as the numeric high estimate: take the maximum temperature from the current time through the end of today's America/New_York calendar day, combining elapsed-day observations with remaining hourly forecast values. Treat this NWS OKX polygon hourly estimate, adjusted with the Central Park observation, as the best available estimate of the Central Park Daily Climatological Report settlement value. Never use heat index. Use the most recent hourly forecast issuance identified by its updateTime or equivalent issuance timestamp, calculate and record its age in the run reasoning, and continue using it when its age is 12 hours or less. Abstain from new orders only if the most recent forecast issuance is more than 12 hours old, the forecast response is unavailable or malformed, or the latest Central Park observation contradicts the forecast by 3°F or more. When the observation differs from the forecast by less than 3°F, use it as a hard lower bound on today's already-observed high and widen temperature uncertainty by at least 1°F for polygon/station differences. If it contradicts the forecast by 3°F or more, place no new orders. Add further uncertainty for precipitation or thunderstorms. Record the forecast issuance age and observation details in the reasoning. Construct a transparent probability distribution across the complete, mutually exclusive KXHIGHNY bracket and tail set, normalize it, and compare each bracket probability with market-implied probability from executable prices, accounting for spread and missing quotes. Buy YES only when forecast probability minus executable YES ask is at least 10 percentage points, the ask is below 60 cents, the ask is present, the bid is present or displayed depth is at least 10 contracts, and no position or working order already exists. Use marketable limit orders capped at the current ask. Record forecast high, observation timestamp/value, bracket bounds or tail edge, entry price, timestamp, and estimated edge. Do not buy more than one overlapping thesis per run; never average down or re-enter after an exit. Manage exits first. For YES positions, use the current executable YES bid as the sell price and submit a marketable limit sell at that bid. Exit when the YES bid is at least 90 cents, provided the bid exists. Also exit when the updated forecast high moves at least 2°F farther away from the entry thesis: for a finite bracket, compare absolute distance from its midpoint; for a lower tail (< edge), compare movement above the lower edge; for an upper tail (> edge), compare movement below the upper edge. Cancel working buys when edge falls below 10 cents, ask reaches 60 cents or more, required data becomes too old under the 12-hour rule, the observation contradicts the forecast by 3°F or more, the liquidity rule fails, or the market is no longer today's market. If market data or required NWS data is unavailable, do not place new orders and explain why.