# Changelog

All notable changes to this project will be documented in this file.

## [2025-12-20]

### Added
- **Dynamic Rebalance Threshold**: Implemented volatility-based threshold adjustment in `clp_hedger.py`.
    - **Volatility Metric**: Added `calculate_volatility()` using rolling Standard Deviation (5-minute window).
    - **Adaptive Logic**: Rebalance threshold now scales (1.0x - 3.0x) based on market volatility to reduce fee costs during "chop" (noise) while maintaining precision during trends.
    - **Safety Cap**: Threshold is capped at 20% of the range width to prevent dangerous unhedged exposure in tight ranges.

### Documentation
- **Analysis**: Completed optimization analysis in `todo/optymalization rebalance_threshol.md` with technical justification for using StdDev over ATR.

## [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`.

### Removed
- **clp_scalper_hedger.py**: Removed the scalper-hedger script as the main `clp_hedger.py` now includes all necessary edge protection and dynamic proximity features.

### 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.