Update IDLE log to show trigger price levels

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2025-12-21 22:56:48 +01:00
parent 1a12fde839
commit e5151d9d66
2 changed files with 11 additions and 1 deletions

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@ -9,6 +9,8 @@ All notable changes to this project will be documented in this file.
- Introduced `BASE_REBALANCE_THRESHOLD_PCT` configuration flag in `clp_hedger.py`.
- Increased base rebalance threshold from **0.05 (5%)** to **0.08 (8%)** to reduce "churn" (excessive trading) during low volatility/sideways markets.
- This change aims to improve net profitability by ensuring that rebalancing fees are only paid when the delta imbalance is statistically significant.
- **Logging Improvements**:
- Updated `[IDLE]` log format to show estimated **BUY (B)** and **SELL (S)** trigger price levels instead of raw delta difference. This provides better visual feedback on how far the price is from the next rebalance.
## [2025-12-20]