diff --git a/clp_hedger.py b/clp_hedger.py index 65428fb..843ba5a 100644 --- a/clp_hedger.py +++ b/clp_hedger.py @@ -900,13 +900,9 @@ class ScalperHedger: # --- Shadow Order Creation --- # Simulate: "What if we placed a Maker order instead?" try: - # Dynamic Timeout: Inverse to Volatility - # Low Vol (0.025%) -> 60s wait. High Vol (0.15%) -> 10s wait. - base_vol = Decimal("0.0005") # 0.05% - # Avoid div by zero - safe_vol = max(Decimal("0.0001"), vol_pct) - calc_timeout = float(30 * (base_vol / safe_vol)) - dynamic_timeout = max(10.0, min(60.0, calc_timeout)) + # Fixed Timeout for Data Collection (10 min) + # We want to capture the full distribution of fill times. + dynamic_timeout = 600.0 # Shadow Price (Passive) # If we Taker BUY, we would have Maker BUY at BID