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introduce to tests

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DiTus
2026-01-02 09:05:01 +01:00
parent 9eb1abcfc8
commit e37369608b
12 changed files with 2126 additions and 705 deletions
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10
florida/clp_config.py
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@ -19,11 +19,13 @@ DEFAULT_STRATEGY = {
"VALUE_REFERENCE": "USD", # Base currency for all calculations
# Range Settings
"RANGE_WIDTH_PCT": Decimal("0.01"), # LP width (e.g. 0.05 = +/- 5% from current price)
"RANGE_WIDTH_PCT": Decimal("0.05"), # LP width (e.g. 0.05 = +/- 5% from current price)
"SLIPPAGE_TOLERANCE": Decimal("0.02"), # Max allowed slippage for swaps and minting
"TRANSACTION_TIMEOUT_SECONDS": 30, # Timeout for blockchain transactions
# Hedging Settings
"HEDGE_STRATEGY": "ASYMMETRIC", # Options: "STANDARD" (Full Range Hedge), "ASYMMETRIC" (Edge-Only Reduction)
# ude wide areas for ASYMETRIC "EDGE_CLEANUP_MARGIN_PCT": Decimal("0.1875"),
"MIN_HEDGE_THRESHOLD": Decimal("0.012"), # Minimum delta change (in coins) required to trigger a trade
# Unified Hedger Settings
@ -45,7 +47,7 @@ DEFAULT_STRATEGY = {
"POSITION_CLOSED_EDGE_PROXIMITY_PCT": Decimal("0.025"), # Safety margin for closing positions
"LARGE_HEDGE_MULTIPLIER": Decimal("5.0"), # Multiplier to bypass trade cooldown for big moves
"ENABLE_EDGE_CLEANUP": True, # Force rebalances when price is at range boundaries
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.02"), # % of range width used for edge detection
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.05"), # % of range width used for edge detection
"MAKER_ORDER_TIMEOUT": 600, # Timeout for resting Maker orders (seconds)
"SHADOW_ORDER_TIMEOUT": 600, # Timeout for theoretical shadow order tracking
"ENABLE_FISHING": False, # Use passive maker orders for rebalancing (advanced)
@ -72,6 +74,9 @@ CLP_PROFILES = {
"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
"POOL_FEE": 500,
"RANGE_WIDTH_PCT": Decimal("0.05"),
"TARGET_INVESTMENT_AMOUNT": 1000,
"HEDGE_STRATEGY": "BOTTOM",
},
"UNISWAP_wide": {
"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC Wide",
@ -98,6 +103,7 @@ CLP_PROFILES = {
"TOKEN_B_ADDRESS": "0x55d398326f99059fF775485246999027B3197955", # USDT
"WRAPPED_NATIVE_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c",
"POOL_FEE": 100,
"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.1875"), # 0.1875 only for asymmetric shedge % of range width used for edge detection
"RANGE_WIDTH_PCT": Decimal("0.004"),
"TARGET_INVESTMENT_AMOUNT": 1000,
"MIN_HEDGE_THRESHOLD": Decimal("0.015"),