From 42e0dfc5c6be44c6d4190f3547c1834ac91edba6 Mon Sep 17 00:00:00 2001
From: DiTus <ditus@o2.pl>
Date: Sun, 21 Dec 2025 10:24:40 +0100
Subject: [PATCH] docs: add Shadow Order Simulator to changelog

---
 doc/CHANGELOG.md | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/doc/CHANGELOG.md b/doc/CHANGELOG.md
index c2aeb14..0bf3023 100644
--- a/doc/CHANGELOG.md
+++ b/doc/CHANGELOG.md
@@ -14,6 +14,11 @@ All notable changes to this project will be documented in this file.
         - **x1.0 (Multiplier):** Scales based on reference volatility (0.05%). Multiplier = `max(1.0, Vol / 0.05%)`.
         - **Thresh:** The % of max delta deviation required to trigger a trade. Calculated as `Base (Range Dependent) * Multiplier`.
 - **Execution Analysis Logs**: Added Bid/Ask book state to the `[TRIG]` log in `clp_hedger.py`. This data enables "Shadow Logging" to compare current Taker execution costs against theoretical Maker savings (Spread capture + Rebates).
+- **Shadow Order Simulator**: Implemented a simulation engine in `clp_hedger.py` to verify if Maker orders would have filled.
+    - **Trigger**: Created automatically alongside every Taker trade.
+    - **Logic**: Tracks if the market price crosses the passive Maker price within a timeframe.
+    - **Dynamic Timeout**: "Time to Live" scales inversely with volatility (10s in high vol, 60s in low vol).
+    - **Goal**: Gather empirical data to determine if switching to Maker orders is profitable.
 
 ### Documentation
 - **Analysis**: Completed optimization analysis in `todo/optymalization rebalance_threshol.md` with technical justification for using StdDev over ATR.