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refactor: Standardize CLP Manager and Hedger modules & cleanup

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- **clp_manager.py**: Renamed from 'uniswap_manager.py'. Standardized logic for Uniswap V3 liquidity provision.
- **clp_hedger.py**: Renamed from 'unified_hedger.py'. Consolidated hedging logic including Delta Calculation fixes, EAC (Edge Avoidance), and Fishing order implementation.
- **Cleanup**: Removed legacy 'aerodrome' folder and tools.
- **Monitoring**: Added Telegram monitoring scripts.
- **Config**: Updated gitignore to exclude market data CSVs.
This commit is contained in:
DiTus
2025-12-31 11:09:33 +01:00
parent 69fbf389c8
commit b22fdcf741
31 changed files with 3499 additions and 6869 deletions
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169
clp_config.py
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@ -3,74 +3,137 @@ from decimal import Decimal
# --- GLOBAL SETTINGS ---
# Use environment variables to switch profiles
# Example: TARGET_DEX="UNISWAP_V3"
TARGET_DEX = os.environ.get("TARGET_DEX", "UNISWAP_V3")
STATUS_FILE = os.environ.get("STATUS_FILE", "hedge_status.json")
STATUS_FILE = os.environ.get("STATUS_FILE", f"{TARGET_DEX}_status.json")
# --- DEX PROFILES ---
DEX_PROFILES = {
# --- DEFAULT STRATEGY ---
DEFAULT_STRATEGY = {
"MONITOR_INTERVAL_SECONDS": 60, # How often the Manager checks for range status
"CLOSE_POSITION_ENABLED": True, # Allow the bot to automatically close out-of-range positions
"OPEN_POSITION_ENABLED": True, # Allow the bot to automatically open new positions
"REBALANCE_ON_CLOSE_BELOW_RANGE": True, # Strategy flag for specific closing behavior
# Investment Settings
"TARGET_INVESTMENT_AMOUNT": 2000, # Total USD value to deploy into the LP position
"INITIAL_HEDGE_CAPITAL": 1000, # Capital reserved on Hyperliquid for hedging
"VALUE_REFERENCE": "USD", # Base currency for all calculations
# Range Settings
"RANGE_WIDTH_PCT": Decimal("0.01"), # LP width (e.g. 0.05 = +/- 5% from current price)
"SLIPPAGE_TOLERANCE": Decimal("0.02"), # Max allowed slippage for swaps and minting
"TRANSACTION_TIMEOUT_SECONDS": 30, # Timeout for blockchain transactions
# Hedging Settings
"MIN_HEDGE_THRESHOLD": Decimal("0.012"), # Minimum delta change (in coins) required to trigger a trade
# Unified Hedger Settings
"CHECK_INTERVAL": 1, # Loop speed for the hedger (seconds)
"LEVERAGE": 5, # Leverage to use on Hyperliquid
"ZONE_BOTTOM_HEDGE_LIMIT": Decimal("1.0"), # Multiplier limit at the bottom of the range
"ZONE_CLOSE_START": Decimal("10.0"), # Distance (pct) from edge to start closing logic
"ZONE_CLOSE_END": Decimal("11.0"), # Distance (pct) from edge to finish closing logic
"ZONE_TOP_HEDGE_START": Decimal("10.0"), # Distance (pct) from top edge to adjust hedging
"PRICE_BUFFER_PCT": Decimal("0.0015"), # Buffer for limit order pricing (0.15%)
"MIN_ORDER_VALUE_USD": Decimal("10.0"), # Minimum order size allowed by Hyperliquid
"DYNAMIC_THRESHOLD_MULTIPLIER": Decimal("1.2"), # Expansion factor for thresholds
"MIN_TIME_BETWEEN_TRADES": 60, # Cooldown (seconds) between rebalance trades
"MAX_HEDGE_MULTIPLIER": Decimal("1.25"), # Max allowed hedge size relative to calculated target
"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.25"), # Base tolerance for delta drift (20%)
"EDGE_PROXIMITY_PCT": Decimal("0.04"), # Distance to range edge where protection activates
"VELOCITY_THRESHOLD_PCT": Decimal("0.0005"), # Minimum price velocity to trigger volatility logic
"POSITION_OPEN_EDGE_PROXIMITY_PCT": Decimal("0.06"), # Safety margin when opening new positions
"POSITION_CLOSED_EDGE_PROXIMITY_PCT": Decimal("0.025"), # Safety margin for closing positions
"LARGE_HEDGE_MULTIPLIER": Decimal("5.0"), # Multiplier to bypass trade cooldown for big moves
"ENABLE_EDGE_CLEANUP": True, # Force rebalances when price is at range boundaries
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.02"), # % of range width used for edge detection
"MAKER_ORDER_TIMEOUT": 600, # Timeout for resting Maker orders (seconds)
"SHADOW_ORDER_TIMEOUT": 600, # Timeout for theoretical shadow order tracking
"ENABLE_FISHING": False, # Use passive maker orders for rebalancing (advanced)
"FISHING_ORDER_SIZE_PCT": Decimal("0.10"), # Size of individual fishing orders
"FISHING_TIMEOUT_FALLBACK": 30, # Seconds before converting fishing order to taker
# EAC (Enhanced Asymmetric Compensation)
"EAC_NARROW_RANGE_THRESHOLD": Decimal("0.02"), # <2% = narrow
"EAC_MEDIUM_RANGE_THRESHOLD": Decimal("0.05"), # <5% = medium
"EAC_NARROW_BOOST": Decimal("0.15"), # 15% boost
"EAC_MEDIUM_BOOST": Decimal("0.10"), # 10% boost
"EAC_WIDE_BOOST": Decimal("0.075"), # 7.5% boost
}
# --- CLP PROFILES ---
CLP_PROFILES = {
"UNISWAP_V3": {
"NAME": "Uniswap V3 (Arbitrum)",
"COIN_SYMBOL": "ETH", # Asset to hedge on Hyperliquid
"RPC_ENV_VAR": "MAINNET_RPC_URL", # Env var to read RPC from
"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC",
"COIN_SYMBOL": "ETH",
"RPC_ENV_VAR": "MAINNET_RPC_URL",
"NPM_ADDRESS": "0xC36442b4a4522E871399CD717aBDD847Ab11FE88",
"ROUTER_ADDRESS": "0xE592427A0AEce92De3Edee1F18E0157C05861564",
"WETH_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # WETH
"USDC_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
"POOL_FEE": 500, # 0.05%
},
"PANCAKESWAP_V3": {
"NAME": "PancakeSwap V3 (Arbitrum)",
"COIN_SYMBOL": "ETH",
"RPC_ENV_VAR": "MAINNET_RPC_URL",
"NPM_ADDRESS": "0x46A15B0b27311cedF172AB29E4f4766fbE7F4364",
"ROUTER_ADDRESS": "0x1b81D678ffb9C0263b24A97847620C99d213eB14",
"WETH_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
"USDC_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
"TOKEN_A_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # WETH
"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
"POOL_FEE": 500,
},
"UNISWAP_BNB": {
"NAME": "Uniswap V3 (BNB Chain)",
"COIN_SYMBOL": "BNB", # Hedge BNB
"RPC_ENV_VAR": "BNB_RPC_URL", # Needs a BSC RPC
# Uniswap V3 Official Addresses on BNB Chain
"NPM_ADDRESS": "0x7b8A01B39D58278b5DE7e48c8449c9f4F5170613",
"ROUTER_ADDRESS": "0xB971eF87ede563556b2ED4b1C0b0019111Dd35d2",
# Pool: 0x47a90a2d92a8367a91efa1906bfc8c1e05bf10c4
# Tokens: WBNB / USDT
"WETH_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c", # WBNB
"USDC_ADDRESS": "0x55d398326f99059fF775485246999027B3197955", # USDT (BSC)
"POOL_FEE": 500, # 0.05%
"UNISWAP_wide": {
"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC Wide",
"COIN_SYMBOL": "ETH",
"RPC_ENV_VAR": "MAINNET_RPC_URL",
"NPM_ADDRESS": "0xC36442b4a4522E871399CD717aBDD847Ab11FE88",
"ROUTER_ADDRESS": "0xE592427A0AEce92De3Edee1F18E0157C05861564",
"TOKEN_A_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # WETH
"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
"POOL_FEE": 500,
"RANGE_WIDTH_PCT": Decimal("0.05"),
"TARGET_INVESTMENT_AMOUNT": 2000,
"MIN_HEDGE_THRESHOLD": Decimal("0.01"),
"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.15"),
},
"PANCAKESWAP_BNB": {
"NAME": "PancakeSwap V3 (BNB Chain)",
"NAME": "PancakeSwap V3 (BNB Chain) - BNB/USDT",
"COIN_SYMBOL": "BNB",
"RPC_ENV_VAR": "BNB_RPC_URL",
"NPM_ADDRESS": "0x46A15B0b27311cedF172AB29E4f4766fbE7F4364",
"ROUTER_ADDRESS": "0x1b81D678ffb9C0263b24A97847620C99d213eB14", # Smart Router
# Pool: 0x172fcD41E0913e95784454622d1c3724f546f849 (USDT/WBNB)
"WETH_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c", # WBNB
"USDC_ADDRESS": "0x55d398326f99059fF775485246999027B3197955", # USDT
"ROUTER_ADDRESS": "0x1b81D678ffb9C0263b24A97847620C99d213eB14",
"TOKEN_A_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c", # WBNB
"TOKEN_B_ADDRESS": "0x55d398326f99059fF775485246999027B3197955", # USDT
"WRAPPED_NATIVE_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c",
"POOL_FEE": 100,
"RANGE_WIDTH_PCT": Decimal("0.004"),
"TARGET_INVESTMENT_AMOUNT": 1000,
"MIN_HEDGE_THRESHOLD": Decimal("0.015"),
"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.10"),
"EDGE_PROXIMITY_PCT": Decimal("0.015"),
"DYNAMIC_THRESHOLD_MULTIPLIER": Decimal("1.1"),
"MIN_TIME_BETWEEN_TRADES": 20,
"ENABLE_FISHING": False,
"FISHING_ORDER_SIZE_PCT": Decimal("0.05"),
"MAKER_ORDER_TIMEOUT": 180,
"FISHING_TIMEOUT_FALLBACK": 60,
},
"WETH_CBBTC_BASE": {
"NAME": "Aerodrome/Uni (Base) - WETH/cbBTC",
"COIN_SYMBOL": "ETH",
"RPC_ENV_VAR": "BASE_RPC_URL",
"NPM_ADDRESS": "0x0000000000000000000000000000000000000000", # Placeholder
"ROUTER_ADDRESS": "0x0000000000000000000000000000000000000000", # Placeholder
"TOKEN_A_ADDRESS": "0x4200000000000000000000000000000000000006", # WETH (Base)
"TOKEN_B_ADDRESS": "0xcbB7C915AB58735a1391B9fE18541b4d8926D412", # cbBTC (Base)
"WRAPPED_NATIVE_ADDRESS": "0x4200000000000000000000000000000000000006",
"POOL_FEE": 3000,
"TARGET_INVESTMENT_AMOUNT": 200,
"VALUE_REFERENCE": "USD",
"RANGE_WIDTH_PCT": Decimal("0.10")
}
}
# --- STRATEGY SETTINGS ---
MONITOR_INTERVAL_SECONDS = 60
CLOSE_POSITION_ENABLED = True
OPEN_POSITION_ENABLED = True
REBALANCE_ON_CLOSE_BELOW_RANGE = True
TARGET_INVESTMENT_VALUE_USDC = 2000
INITIAL_HEDGE_CAPITAL_USDC = 1000
RANGE_WIDTH_PCT = Decimal("0.05") # +/- 5%
SLIPPAGE_TOLERANCE = Decimal("0.02") # 2%
TRANSACTION_TIMEOUT_SECONDS = 30
# --- HELPER TO GET ACTIVE CONFIG ---
def get_current_config():
conf = DEX_PROFILES.get(TARGET_DEX)
if not conf:
raise ValueError(f"Unknown DEX profile: {TARGET_DEX}")
return conf
profile = CLP_PROFILES.get(TARGET_DEX)
if not profile:
raise ValueError(f"Unknown CLP profile: {TARGET_DEX}")
# Merge Default Strategy with Profile (Profile wins)
config = DEFAULT_STRATEGY.copy()
config.update(profile)
return config