refactor algo orchestrator and hedge ratio bug fix

This commit is contained in:
2026-04-29 16:18:42 +00:00
parent 8f3f7c6667
commit dc3409ac40
14 changed files with 1475 additions and 11128 deletions

View File

@@ -3,25 +3,39 @@ from dataclasses import dataclass, field
from typing import Any
import valkey
from pydantic import BaseModel
@dataclass(kw_only=True)
class Algo_Config:
Config_Updated_Timestamp: int
# @dataclass(kw_only=True)
class Algo_Config_Overrides(BaseModel):
Allow_Ordering_Aster: bool
Allow_Ordering_Extend: bool
Flatten_Open_Positions: bool
Flip_Side_For_Testing: bool
# @dataclass(kw_only=True)
class Algo_Config_Config(BaseModel):
Loop_Sleep_Sec: int
Max_Order_Over_Notional_Ratio: float
Max_Target_Notional: float
Min_Time_To_Funding_Minutes: int
Min_Fund_Rate_Pct_To_Trade: float
Price_Worsener_Aster: float
Price_Worsener_Extend: float
Switch_To_Taker_Seconds: int
Target_Open_Cash_Position: int
Log_Summary_Each_Loop: bool = False
Print_Summary_Each_Loop: bool = False
Flatten_Open_Positions: bool = False
Flip_Side_For_Testing: bool = False
# @dataclass(kw_only=True)
class Algo_Config_Logging(BaseModel):
Log_Summary_Each_Loop: bool
Print_Summary_Each_Loop: bool
# @dataclass(kw_only=True)
class Algo_Config(BaseModel):
Updated_Timestamp: int
Config: Algo_Config_Config
Logging: Algo_Config_Logging
Overrides: Algo_Config_Overrides
@dataclass(kw_only=True)
class Flags: