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docs: update changelog for 600s shadow order timeout

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DiTus
2025-12-21 10:58:05 +01:00
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doc/CHANGELOG.md
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@ -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. - **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. - **Trigger**: Created automatically alongside every Taker trade.
- **Logic**: Tracks if the market price crosses the passive Maker price within a timeframe. - **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. - **Goal**: Gather empirical data to determine if switching to Maker orders is profitable.
### Documentation ### Documentation