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