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refactor algo orchestrator and hedge ratio bug fix

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stevekeyharvey
2026-04-29 16:18:42 +00:00
parent 8f3f7c6667
commit dc3409ac40
14 changed files with 1475 additions and 11128 deletions
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37
algo.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 22,
"id": "d1eed397",
"metadata": {},
"outputs": [],
@@ -13,12 +13,13 @@
"import valkey\n",
"\n",
"with open('algo_config.json', 'r', encoding='utf-8') as file:\n",
" ALGO_CONFIG = json.load(file, object_hook=lambda d: structs.Algo_Config(**d))"
" ALGO_CONFIG = json.load(file)\n",
" ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 23,
"id": "c6151613",
"metadata": {},
"outputs": [],
@@ -38,23 +39,31 @@
"1"
]
},
"execution_count": 12,
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"config_update = {\n",
" # 'Min_Time_To_Funding_Minutes': 60,\n",
" # 'Allow_Ordering_Aster': True,\n",
" # 'Allow_Ordering_Extend': True,\n",
" # 'Loop_Sleep_Sec': 0.00,\n",
" # 'Min_Fund_Rate_Pct_To_Trade': 0.001,\n",
" # 'Flip_Side_For_Testing': False,\n",
" # 'Price_Worsener_Extend': 0.0,\n",
" # 'Log_Summary_Each_Loop': False,\n",
" 'Print_Summary_Each_Loop': True,\n",
" 'Flatten_Open_Positions': False,\n",
" # 'Config': {\n",
" # 'Loop_Sleep_Sec': 0.00,\n",
" # 'Min_Time_To_Funding_Minutes': 60,\n",
" # 'Min_Fund_Rate_Pct_To_Trade': 0.001,\n",
" # 'Price_Worsener_Extend': 0.0,\n",
" # 'Price_Worsener_Aster': 0.0,\n",
" # 'Switch_To_Taker_Seconds': 1,\n",
" # },\n",
" 'Logging': {\n",
" 'Log_Summary_Each_Loop': False,\n",
" 'Print_Summary_Each_Loop': True,\n",
" },\n",
" # 'Overrides': {\n",
" # 'Allow_Ordering_Aster': True,\n",
" # 'Allow_Ordering_Extend': True,\n",
" # 'Flip_Side_For_Testing': False,\n",
" # 'Flatten_Open_Positions': False,\n",
" # },\n",
"}\n",
"VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))"
]