From ccf25c164391004cc9e4bf341fa71da0333c3b52 Mon Sep 17 00:00:00 2001 From: DiTus Date: Fri, 19 Dec 2025 23:30:44 +0100 Subject: [PATCH] docs: create CHANGELOG.md with summary of 2025-12-19 changes --- doc/CHANGELOG.md | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) create mode 100644 doc/CHANGELOG.md diff --git a/doc/CHANGELOG.md b/doc/CHANGELOG.md new file mode 100644 index 0000000..65b049d --- /dev/null +++ b/doc/CHANGELOG.md @@ -0,0 +1,18 @@ +# Changelog + +All notable changes to this project will be documented in this file. + +## [2025-12-19] + +### Added +- **Dynamic Edge Proximity**: Implemented `get_dynamic_edge_proximity` in `clp_hedger.py` and `clp_scalper_hedger.py`. This scales the edge protection buffer based on position size (Base 4% + 4% per $10k, capped at 15%) to better protect larger positions. +- **Large Hedge Override**: Added logic to bypass trade cooldowns in `clp_hedger.py` when a rebalance requirement significantly exceeds the threshold (`LARGE_HEDGE_MULTIPLIER`). + +### Fixed +- **Double Logging**: Resolved duplicate log entries in the terminal by setting `logger.propagate = False` in both `clp_hedger.py` and `clp_scalper_hedger.py` and cleaning up root logger handlers. +- **Bug Fixes**: Fixed a `NameError` (undefined `dynamic_buffer`) and an `IndentationError` in `clp_hedger.py`. + +### Configuration Changes +- **Weekend Strategy Update**: + - Updated `uniswap_manager.py`: Increased capital to $2,000 (`TARGET_INVESTMENT_VALUE_USDC`) and set a tighter range of +/- 1% (`RANGE_WIDTH_PCT = 0.01`). + - Updated `clp_hedger.py`: Lowered `MIN_THRESHOLD_ETH` to 0.008 for finer control and reduced `DYNAMIC_THRESHOLD_MULTIPLIER` to 1.2 for lower volatility environment.