diff --git a/doc/CHANGELOG.md b/doc/CHANGELOG.md index 0bf3023..82cbcaa 100644 --- a/doc/CHANGELOG.md +++ b/doc/CHANGELOG.md @@ -17,7 +17,7 @@ All notable changes to this project will be documented in this file. - **Shadow Order Simulator**: Implemented a simulation engine in `clp_hedger.py` to verify if Maker orders would have filled. - **Trigger**: Created automatically alongside every Taker trade. - **Logic**: Tracks if the market price crosses the passive Maker price within a timeframe. - - **Dynamic Timeout**: "Time to Live" scales inversely with volatility (10s in high vol, 60s in low vol). + - **Extended Timeout**: Fixed at **600s (10 min)** to capture the full distribution of fill times. This data will help determine the optimal "Time to Live" for future Maker strategies. - **Goal**: Gather empirical data to determine if switching to Maker orders is profitable. ### Documentation