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bfr w buy_ratios and std, algo with symbol switching and fr exponentiation for optimization

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stevekeyharvey
2026-05-06 16:20:06 +00:00
parent 5f945f8b08
commit 99312b768f
12 changed files with 13319 additions and 10903 deletions
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71
extended.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"execution_count": 10,
"id": "6c70a8c3",
"metadata": {},
"outputs": [],
@@ -27,7 +27,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": 11,
"id": "ff971ca9",
"metadata": {},
"outputs": [],
@@ -49,7 +49,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 12,
"id": "fc2c6d2b",
"metadata": {},
"outputs": [],
@@ -59,7 +59,7 @@
},
{
"cell_type": "code",
"execution_count": 65,
"execution_count": 13,
"id": "32ed5ff1",
"metadata": {},
"outputs": [],
@@ -73,29 +73,29 @@
},
{
"cell_type": "code",
"execution_count": 24,
"execution_count": 32,
"id": "13c77a09",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"WrappedApiResponse[PlacedOrderModel](status='OK', data=PlacedOrderModel(id=2050968195556405248, external_id='568330596456633775076894572695283213707051390160460447061058608689459399656'), error=None, pagination=None)"
"WrappedApiResponse[PlacedOrderModel](status='OK', data=PlacedOrderModel(id=2051770708505657344, external_id='2340464894308509827608947727447767756843769945398481824754838465475567294613'), error=None, pagination=None)"
]
},
"execution_count": 24,
"execution_count": 32,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"symbol = 'LIT-USD'\n",
"qty = 3\n",
"price = 0.9090\n",
"side = 'BUY'\n",
"symbol = 'HYPE-USD'\n",
"qty = 11.2\n",
"price = 45.455\n",
"side = 'SELL'\n",
"taker_fee = 0.00025\n",
"post_only = False\n",
"reduce_only = True\n",
"reduce_only = False\n",
"\n",
"order_resp = await trading_client.place_order(\n",
" market_name=symbol,\n",
@@ -109,6 +109,53 @@
"order_resp"
]
},
{
"cell_type": "code",
"execution_count": 29,
"id": "d751e661",
"metadata": {},
"outputs": [
{
"ename": "_IncompleteInputError",
"evalue": "incomplete input (2582004791.py, line 1)",
"output_type": "error",
"traceback": [
" \u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[29]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[31m \u001b[39m\u001b[31mtaker_fee = str(0.00025\u001b[39m\n ^\n\u001b[31m_IncompleteInputError\u001b[39m\u001b[31m:\u001b[39m incomplete input\n"
]
}
],
"source": [
"taker_fee = str(0.00025"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"True"
]
},
"execution_count": 30,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"taker_fee"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "8af88032",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": 17,