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feat(hedger): add Bid/Ask data to rebalance trigger logs for Maker vs Taker analysis

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DiTus
2025-12-21 09:44:01 +01:00
parent 7d772a628a
commit b1913ec870
1 changed files with 1 additions and 1 deletions
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clp_hedger.py
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@ -830,7 +830,7 @@ class ScalperHedger:
exec_price = levels['ask'] * Decimal("1.001") if is_buy else levels['bid'] * Decimal("0.999") exec_price = levels['ask'] * Decimal("1.001") if is_buy else levels['bid'] * Decimal("0.999")
urgency = "URGENT" if bypass_cooldown else "NORMAL" urgency = "URGENT" if bypass_cooldown else "NORMAL"
logger.info(f"[TRIG] Rebalance ({urgency}): {calc['action']} {diff_abs:.4f} > {rebalance_threshold:.4f} (Vol: {vol_pct*100:.3f}% x{vol_multiplier:.1f} | Thresh: {final_threshold_pct*100:.1f}%)") logger.info(f"[TRIG] Rebalance ({urgency}): {calc['action']} {diff_abs:.4f} > {rebalance_threshold:.4f} | Book: {levels['bid']}/{levels['ask']} | Vol: {vol_pct*100:.3f}% x{vol_multiplier:.1f} | Thresh: {final_threshold_pct*100:.1f}%")
oid = self.place_limit_order(COIN_SYMBOL, is_buy, diff_abs, exec_price, "Ioc") oid = self.place_limit_order(COIN_SYMBOL, is_buy, diff_abs, exec_price, "Ioc")
if oid: if oid: