Implement 'Always Buy' Fishing Order at Hedge Entry

This commit is contained in:
2025-12-22 14:19:30 +01:00
parent e5151d9d66
commit b3cdf98161
2 changed files with 96 additions and 5 deletions

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@ -11,6 +11,11 @@ All notable changes to this project will be documented in this file.
- This change aims to improve net profitability by ensuring that rebalancing fees are only paid when the delta imbalance is statistically significant.
- **Logging Improvements**:
- Updated `[IDLE]` log format to show estimated **BUY (B)** and **SELL (S)** trigger price levels instead of raw delta difference. This provides better visual feedback on how far the price is from the next rebalance.
- **Fishing Order Logic**:
- Implemented a "Fishing Order" mechanism that keeps a Maker order (10% of hedge size) resting at the `entry_price` while in the safe zone.
- **Logic Update:** Configured to always place a **Limit BUY** at the entry price (when Px > Entry) to reduce the hedge size at break-even.
- **Fix:** Updated position tracking to use the actual Hedge Entry Price from Hyperliquid instead of the LP Strategy entry price.
- Integrated fishing order tracking to distinguish it from standard rebalance orders.
## [2025-12-20]