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Implement BOTTOM hedge strategy

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DiTus
2026-01-01 21:01:58 +01:00
parent 5cc14d485a
commit 6ac0f4478f
1 changed files with 21 additions and 1 deletions
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22
clp_hedger.py
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@ -234,6 +234,18 @@ class HyperliquidStrategy:
adj_pct = max(-max_boost, min(max_boost, adj_pct)) adj_pct = max(-max_boost, min(max_boost, adj_pct))
raw_target_short = pool_delta raw_target_short = pool_delta
# --- BOTTOM STRATEGY LOGIC ---
if strategy_type == "BOTTOM":
if current_price > self.entry_price:
# Disable hedging in upper half
raw_target_short = Decimal("0")
adj_pct = Decimal("0")
else:
# Enable hedging in lower half (standard delta)
# No asymmetric boost applied
adj_pct = Decimal("0")
adjusted_target_short = raw_target_short * (Decimal("1.0") + adj_pct) adjusted_target_short = raw_target_short * (Decimal("1.0") + adj_pct)
diff = adjusted_target_short - abs(current_short_size) diff = adjusted_target_short - abs(current_short_size)
@ -791,10 +803,18 @@ class UnifiedHedger:
if not (is_buy_bool and data.get('is_at_bottom_edge', False)): if not (is_buy_bool and data.get('is_at_bottom_edge', False)):
bypass_cooldown = True bypass_cooldown = True
# --- BOTTOM STRATEGY SAFEGUARDS ---
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC")
if strategy_type == "BOTTOM":
# strict: "do not use taker orders... except only on very bottom"
if not data.get('is_at_bottom_edge', False):
bypass_cooldown = False
force_taker_retry = False # Disable taker retry from fishing
# --- ASYMMETRIC HEDGE CHECK --- # --- ASYMMETRIC HEDGE CHECK ---
is_asymmetric_blocked = False is_asymmetric_blocked = False
p_mid_asym = Decimal("0") p_mid_asym = Decimal("0")
strategy_type = config.get("HEDGE_STRATEGY", "ASYMMETRIC") # strategy_type already fetched above
if strategy_type == "ASYMMETRIC" and is_buy_bool and not bypass_cooldown: if strategy_type == "ASYMMETRIC" and is_buy_bool and not bypass_cooldown:
total_L_asym = Decimal("0") total_L_asym = Decimal("0")