From 63c01bcf5146088f1b27070bce0c26da19ba0312 Mon Sep 17 00:00:00 2001
From: DiTus <ditus@o2.pl>
Date: Fri, 19 Dec 2025 22:50:05 +0100
Subject: [PATCH] feat(hedger): add edge protection and large hedge override to
 clp_hedger.py

---
 clp_hedger.py | 52 +++++++++++++++++++++++++++++++++++++++++++++++----
 1 file changed, 48 insertions(+), 4 deletions(-)

diff --git a/clp_hedger.py b/clp_hedger.py
index 1b6ecba..99172ef 100644
--- a/clp_hedger.py
+++ b/clp_hedger.py
@@ -683,21 +683,65 @@ class ScalperHedger:
                     time.sleep(CHECK_INTERVAL)
                     continue
 
-                # 6. Execute Trade
+                # 6. Execute Trade (with Edge Protection)
+                bypass_cooldown = False
+                override_reason = ""
+                
+                # Edge Proximity Check
+                if active_pos.get('status') == 'OPEN':
+                    position_edge_proximity = POSITION_OPEN_EDGE_PROXIMITY_PCT
+                    
+                    range_width = self.strategy.high_range - self.strategy.low_range
+                    distance_from_bottom = price - self.strategy.low_range
+                    distance_from_top = self.strategy.high_range - price
+                    
+                    edge_distance = range_width * position_edge_proximity
+                    
+                    is_near_bottom = distance_from_bottom <= edge_distance
+                    is_near_top = distance_from_top <= edge_distance
+                    
+                    if is_near_bottom or is_near_top:
+                        bypass_cooldown = True
+                        override_reason = f"EDGE PROXIMITY ({position_edge_proximity*100:.1f}% edge)"
+                        if is_near_bottom:
+                            override_reason += f" ({distance_from_bottom:.2f} from bottom)"
+                        else:
+                            override_reason += f" ({distance_from_top:.2f} from top)"
+
+                # Large Hedge Check
+                if not bypass_cooldown:
+                     if diff_abs > (rebalance_threshold * LARGE_HEDGE_MULTIPLIER):
+                        bypass_cooldown = True
+                        override_reason = f"LARGE HEDGE NEEDED ({diff_abs:.4f} vs {rebalance_threshold:.4f})"
+
+                can_trade = False
+                cooldown_text = ""
+                
                 if diff_abs > rebalance_threshold:
-                    if time.time() - self.last_trade_time > MIN_TIME_BETWEEN_TRADES:
+                    if bypass_cooldown:
+                        can_trade = True
+                        logger.info(f"[WARN] COOLDOWN BYPASSED: {override_reason}")
+                    elif time.time() - self.last_trade_time > MIN_TIME_BETWEEN_TRADES:
+                        can_trade = True
+                    else:
+                        time_left = MIN_TIME_BETWEEN_TRADES - (time.time() - self.last_trade_time)
+                        cooldown_text = f" | [WAIT] Cooldown ({time_left:.0f}s)"
+
+                    if can_trade:
                         is_buy = (calc['action'] == "BUY")
                         # Taker execution for rebalance
                         exec_price = levels['ask'] * Decimal("1.001") if is_buy else levels['bid'] * Decimal("0.999")
                         
-                        logger.info(f"[TRIG] Rebalance: {calc['action']} {diff_abs:.4f} (Diff > {rebalance_threshold:.4f})")
+                        urgency = "URGENT" if bypass_cooldown else "NORMAL"
+                        logger.info(f"[TRIG] Rebalance ({urgency}): {calc['action']} {diff_abs:.4f} (Diff > {rebalance_threshold:.4f})")
+                        
                         oid = self.place_limit_order(COIN_SYMBOL, is_buy, diff_abs, exec_price, "Ioc")
                         if oid:
                             self.last_trade_time = time.time()
                             self.track_fills_and_pnl(force=True)
                     else:
                         if time.time() - self.last_idle_log_time > 30:
-                            logger.info(f"[WAIT] Cooldown. Diff: {diff_abs:.4f}")
+                            logger.info(f"[WAIT] Cooldown. Diff: {diff_abs:.4f}{cooldown_text}")
                             self.last_idle_log_time = time.time()
                 else:
                     if time.time() - self.last_idle_log_time > 30: