ditus/uniswap_auto_clp
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Sync scripts with latest changes from florida directory

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DiTus
2026-01-01 20:33:35 +01:00
parent b1a86b81fc
commit 5cc14d485a
2 changed files with 20 additions and 11 deletions
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1
clp_config.py
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@ -24,6 +24,7 @@ DEFAULT_STRATEGY = {
"TRANSACTION_TIMEOUT_SECONDS": 30, # Timeout for blockchain transactions
# Hedging Settings
"HEDGE_STRATEGY": "ASYMMETRIC", # Options: "STANDARD" (Full Range Hedge), "ASYMMETRIC" (Edge-Only Reduction)
"MIN_HEDGE_THRESHOLD": Decimal("0.012"), # Minimum delta change (in coins) required to trigger a trade
# Unified Hedger Settings

14
clp_hedger.py
View File

@ -213,7 +213,7 @@ class HyperliquidStrategy:
else: # >=5% range
return Decimal("0.075") # Standard for wide ranges
def calculate_rebalance(self, current_price: Decimal, current_short_size: Decimal) -> Dict:
def calculate_rebalance(self, current_price: Decimal, current_short_size: Decimal, strategy_type: str = "ASYMMETRIC") -> Dict:
# Note: current_short_size here is virtual (just for this specific strategy),
# but the unified hedger will use the 'target_short' output primarily.
@ -221,6 +221,8 @@ class HyperliquidStrategy:
# --- ASYMMETRIC COMPENSATION ---
adj_pct = Decimal("0.0")
if strategy_type == "ASYMMETRIC":
range_width = self.high_range - self.low_range
if range_width > 0:
@ -664,8 +666,12 @@ class UnifiedHedger:
if coin not in self.last_prices: continue
price = self.last_prices[coin]
# Get Config & Strategy Type
config = self.coin_configs.get(coin, {})
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
# Calc Logic
calc = strat.calculate_rebalance(price, Decimal("0"))
calc = strat.calculate_rebalance(price, Decimal("0"), strategy_type)
if coin not in aggregates:
aggregates[coin] = {'target_short': Decimal("0"), 'contributors': 0, 'is_at_edge': False, 'is_at_bottom_edge': False, 'adj_pct': Decimal("0"), 'is_closing': False}
@ -788,7 +794,9 @@ class UnifiedHedger:
# --- ASYMMETRIC HEDGE CHECK ---
is_asymmetric_blocked = False
p_mid_asym = Decimal("0")
if is_buy_bool and not bypass_cooldown:
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
if strategy_type == "ASYMMETRIC" and is_buy_bool and not bypass_cooldown:
total_L_asym = Decimal("0")
for k_strat, strat_inst in self.strategies.items():
if self.strategy_states[k_strat]['coin'] == coin: