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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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36
algo_config.json
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@@ -1,16 +1,24 @@
{
"Config_Updated_Timestamp": 1777411434591,
"Allow_Ordering_Aster": true,
"Allow_Ordering_Extend": true,
"Loop_Sleep_Sec": 0.0,
"Max_Target_Notional": 0.0,
"Min_Time_To_Funding_Minutes": 60,
"Min_Fund_Rate_Pct_To_Trade": 0.0,
"Price_Worsener_Aster": 0.0,
"Price_Worsener_Extend": -0.1,
"Target_Open_Cash_Position": 10,
"Log_Summary_Each_Loop": false,
"Print_Summary_Each_Loop": true,
"Flatten_Open_Positions": false,
"Flip_Side_For_Testing": false
"Updated_Timestamp": 1777478176165,
"Config": {
"Loop_Sleep_Sec": 0.0,
"Max_Order_Over_Notional_Ratio": 1.05,
"Max_Target_Notional": 0.0,
"Min_Time_To_Funding_Minutes": 60,
"Min_Fund_Rate_Pct_To_Trade": 0.0,
"Price_Worsener_Aster": 0.0,
"Price_Worsener_Extend": -0.1,
"Switch_To_Taker_Seconds": 1,
"Target_Open_Cash_Position": 10
},
"Logging": {
"Log_Summary_Each_Loop": false,
"Print_Summary_Each_Loop": true
},
"Overrides": {
"Allow_Ordering_Aster": true,
"Allow_Ordering_Extend": true,
"Flatten_Open_Positions": false,
"Flip_Side_For_Testing": false
}
}