feat(hedger): implement dynamic edge proximity for large positions

clp_hedger.py

@@ -349,6 +349,34 @@ class ScalperHedger:
 
         logger.info(f"[DELTA] Delta-Zero Scalper Hedger initialized. Agent: {self.account.address}")
 
+    def get_dynamic_edge_proximity(self, price: Decimal) -> Decimal:
+        """
+        Calculate dynamic edge proximity based on position value.
+        Larger positions need earlier warning (wider buffer).
+        Base: 4%. Scale: +4% per $10k value. Cap: 15%.
+        """
+        base_pct = Decimal("0.04")
+        
+        # Estimate Position Value (Use Target Value as proxy for total risk)
+        # If strategy not ready, fallback to 0
+        val_usd = self.strategy.target_value if self.strategy else Decimal("0")
+        
+        # Fallback to current hedge value if target not set
+        if val_usd == 0 and self.last_price:
+             pos = self.get_current_position(COIN_SYMBOL)
+             val_usd = abs(pos['size']) * self.last_price
+
+        # Scaling: +0.04 (4%) for every 10,000 USD
+        # Factor = 0.04 / 10000 = 0.000004
+        scaling_factor = Decimal("0.000004") 
+        
+        add_pct = val_usd * scaling_factor
+        
+        total = base_pct + add_pct
+        
+        # Cap at 15% (0.15) and Min at 4% (0.04)
+        return max(base_pct, min(Decimal("0.15"), total))
+
     def _init_strategy(self, position_data: Dict):
         try:
             entry_amount0 = to_decimal(position_data.get('amount0_initial', 0))
@@ -693,7 +721,8 @@ class ScalperHedger:
                 
                 # Edge Proximity Check
                 if active_pos.get('status') == 'OPEN':
-                    position_edge_proximity = POSITION_OPEN_EDGE_PROXIMITY_PCT
+                    # Dynamic Proximity Calculation
+                    position_edge_proximity = self.get_dynamic_edge_proximity(price)
                     
                     range_width = self.strategy.high_range - self.strategy.low_range
                     distance_from_bottom = price - self.strategy.low_range
@@ -706,12 +735,11 @@ class ScalperHedger:
                     
                     if is_near_bottom or is_near_top:
                         bypass_cooldown = True
-                        override_reason = f"EDGE PROXIMITY ({position_edge_proximity*100:.1f}% edge)"
+                        override_reason = f"EDGE PROXIMITY ({position_edge_proximity*100:.1f}% dyn-edge)"        
                         if is_near_bottom:
                             override_reason += f" ({distance_from_bottom:.2f} from bottom)"
                         else:
                             override_reason += f" ({distance_from_top:.2f} from top)"
-
                 # Large Hedge Check
                 if not bypass_cooldown:
                      if diff_abs > (rebalance_threshold * LARGE_HEDGE_MULTIPLIER):