144 lines
8.4 KiB
Python
144 lines
8.4 KiB
Python
import os
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from decimal import Decimal
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# --- GLOBAL SETTINGS ---
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# Use environment variables to switch profiles
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TARGET_DEX = os.environ.get("TARGET_DEX", "UNISWAP_V3")
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STATUS_FILE = os.environ.get("STATUS_FILE", f"{TARGET_DEX}_status.json")
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# --- DEFAULT STRATEGY ---
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DEFAULT_STRATEGY = {
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"MONITOR_INTERVAL_SECONDS": 60, # How often the Manager checks for range status
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"CLOSE_POSITION_ENABLED": True, # Allow the bot to automatically close out-of-range positions
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"OPEN_POSITION_ENABLED": True, # Allow the bot to automatically open new positions
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"REBALANCE_ON_CLOSE_BELOW_RANGE": True, # Strategy flag for specific closing behavior
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# Investment Settings
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"TARGET_INVESTMENT_AMOUNT": 2000, # Total USD value to deploy into the LP position
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"INITIAL_HEDGE_CAPITAL": 1000, # Capital reserved on Hyperliquid for hedging
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"VALUE_REFERENCE": "USD", # Base currency for all calculations
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# Range Settings
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"RANGE_WIDTH_PCT": Decimal("0.01"), # LP width (e.g. 0.05 = +/- 5% from current price)
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"SLIPPAGE_TOLERANCE": Decimal("0.02"), # Max allowed slippage for swaps and minting
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"TRANSACTION_TIMEOUT_SECONDS": 30, # Timeout for blockchain transactions
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# Hedging Settings
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"HEDGE_STRATEGY": "ASYMMETRIC", # Options: "STANDARD" (Full Range Hedge), "ASYMMETRIC" (Edge-Only Reduction)
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"MIN_HEDGE_THRESHOLD": Decimal("0.012"), # Minimum delta change (in coins) required to trigger a trade
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# Unified Hedger Settings
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"CHECK_INTERVAL": 1, # Loop speed for the hedger (seconds)
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"LEVERAGE": 2, # Leverage to use on Hyperliquid
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"ZONE_BOTTOM_HEDGE_LIMIT": Decimal("1.0"), # Multiplier limit at the bottom of the range
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"ZONE_CLOSE_START": Decimal("10.0"), # Distance (pct) from edge to start closing logic
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"ZONE_CLOSE_END": Decimal("11.0"), # Distance (pct) from edge to finish closing logic
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"ZONE_TOP_HEDGE_START": Decimal("10.0"), # Distance (pct) from top edge to adjust hedging
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"PRICE_BUFFER_PCT": Decimal("0.0015"), # Buffer for limit order pricing (0.15%)
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"MIN_ORDER_VALUE_USD": Decimal("10.0"), # Minimum order size allowed by Hyperliquid
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"DYNAMIC_THRESHOLD_MULTIPLIER": Decimal("1.2"), # Expansion factor for thresholds
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"MIN_TIME_BETWEEN_TRADES": 60, # Cooldown (seconds) between rebalance trades
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"MAX_HEDGE_MULTIPLIER": Decimal("1.25"), # Max allowed hedge size relative to calculated target
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"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.25"), # Base tolerance for delta drift (20%)
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"EDGE_PROXIMITY_PCT": Decimal("0.04"), # Distance to range edge where protection activates
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"VELOCITY_THRESHOLD_PCT": Decimal("0.0005"), # Minimum price velocity to trigger volatility logic
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"POSITION_OPEN_EDGE_PROXIMITY_PCT": Decimal("0.06"), # Safety margin when opening new positions
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"POSITION_CLOSED_EDGE_PROXIMITY_PCT": Decimal("0.025"), # Safety margin for closing positions
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"LARGE_HEDGE_MULTIPLIER": Decimal("5.0"), # Multiplier to bypass trade cooldown for big moves
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"ENABLE_EDGE_CLEANUP": True, # Force rebalances when price is at range boundaries
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"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.03"), # % of range width used for edge detection
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"MAKER_ORDER_TIMEOUT": 600, # Timeout for resting Maker orders (seconds)
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"SHADOW_ORDER_TIMEOUT": 600, # Timeout for theoretical shadow order tracking
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"ENABLE_FISHING": False, # Use passive maker orders for rebalancing (advanced)
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"FISHING_ORDER_SIZE_PCT": Decimal("0.10"), # Size of individual fishing orders
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"FISHING_TIMEOUT_FALLBACK": 30, # Seconds before converting fishing order to taker
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# EAC (Enhanced Asymmetric Compensation)
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"EAC_NARROW_RANGE_THRESHOLD": Decimal("0.02"), # <2% = narrow
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"EAC_MEDIUM_RANGE_THRESHOLD": Decimal("0.05"), # <5% = medium
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"EAC_NARROW_BOOST": Decimal("0.15"), # 15% boost
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"EAC_MEDIUM_BOOST": Decimal("0.10"), # 10% boost
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"EAC_WIDE_BOOST": Decimal("0.075"), # 7.5% boost
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}
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# --- CLP PROFILES ---
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CLP_PROFILES = {
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"UNISWAP_V3": {
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"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC",
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"COIN_SYMBOL": "ETH",
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"RPC_ENV_VAR": "MAINNET_RPC_URL",
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"NPM_ADDRESS": "0xC36442b4a4522E871399CD717aBDD847Ab11FE88",
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"ROUTER_ADDRESS": "0xE592427A0AEce92De3Edee1F18E0157C05861564",
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"TOKEN_A_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # WETH
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"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
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"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
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"POOL_FEE": 500,
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"TARGET_INVESTMENT_AMOUNT": 1000,
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"HEDGE_STRATEGY": "BOTTOM",
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},
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"UNISWAP_wide": {
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"NAME": "Uniswap V3 (Arbitrum) - ETH/USDC Wide",
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"COIN_SYMBOL": "ETH",
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"RPC_ENV_VAR": "MAINNET_RPC_URL",
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"NPM_ADDRESS": "0xC36442b4a4522E871399CD717aBDD847Ab11FE88",
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"ROUTER_ADDRESS": "0xE592427A0AEce92De3Edee1F18E0157C05861564",
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"TOKEN_A_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", # WETH
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"TOKEN_B_ADDRESS": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831", # USDC
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"WRAPPED_NATIVE_ADDRESS": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1",
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"POOL_FEE": 500,
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"RANGE_WIDTH_PCT": Decimal("0.05"),
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"TARGET_INVESTMENT_AMOUNT": 2000,
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"MIN_HEDGE_THRESHOLD": Decimal("0.01"),
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"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.15"),
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},
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"PANCAKESWAP_BNB": {
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"NAME": "PancakeSwap V3 (BNB Chain) - BNB/USDT",
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"COIN_SYMBOL": "BNB",
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"RPC_ENV_VAR": "BNB_RPC_URL",
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"NPM_ADDRESS": "0x46A15B0b27311cedF172AB29E4f4766fbE7F4364",
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"ROUTER_ADDRESS": "0x1b81D678ffb9C0263b24A97847620C99d213eB14",
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"TOKEN_A_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c", # WBNB
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"TOKEN_B_ADDRESS": "0x55d398326f99059fF775485246999027B3197955", # USDT
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"WRAPPED_NATIVE_ADDRESS": "0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c",
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"POOL_FEE": 100,
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"EDGE_CLEANUP_MARGIN_PCT": Decimal("0.1875"), # 0.1875 only for asymmetric shedge % of range width used for edge detection
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"RANGE_WIDTH_PCT": Decimal("0.004"),
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"TARGET_INVESTMENT_AMOUNT": 1000,
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"MIN_HEDGE_THRESHOLD": Decimal("0.015"),
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"BASE_REBALANCE_THRESHOLD_PCT": Decimal("0.10"),
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"EDGE_PROXIMITY_PCT": Decimal("0.015"),
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"DYNAMIC_THRESHOLD_MULTIPLIER": Decimal("1.1"),
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"MIN_TIME_BETWEEN_TRADES": 20,
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"ENABLE_FISHING": False,
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"FISHING_ORDER_SIZE_PCT": Decimal("0.05"),
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"MAKER_ORDER_TIMEOUT": 180,
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"FISHING_TIMEOUT_FALLBACK": 60,
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},
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"WETH_CBBTC_BASE": {
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"NAME": "Aerodrome/Uni (Base) - WETH/cbBTC",
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"COIN_SYMBOL": "ETH",
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"RPC_ENV_VAR": "BASE_RPC_URL",
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"NPM_ADDRESS": "0x0000000000000000000000000000000000000000", # Placeholder
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"ROUTER_ADDRESS": "0x0000000000000000000000000000000000000000", # Placeholder
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"TOKEN_A_ADDRESS": "0x4200000000000000000000000000000000000006", # WETH (Base)
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"TOKEN_B_ADDRESS": "0xcbB7C915AB58735a1391B9fE18541b4d8926D412", # cbBTC (Base)
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"WRAPPED_NATIVE_ADDRESS": "0x4200000000000000000000000000000000000006",
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"POOL_FEE": 3000,
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"TARGET_INVESTMENT_AMOUNT": 200,
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"VALUE_REFERENCE": "USD",
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"RANGE_WIDTH_PCT": Decimal("0.10")
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}
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}
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# --- HELPER TO GET ACTIVE CONFIG ---
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def get_current_config():
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profile = CLP_PROFILES.get(TARGET_DEX)
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if not profile:
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raise ValueError(f"Unknown CLP profile: {TARGET_DEX}")
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# Merge Default Strategy with Profile (Profile wins)
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config = DEFAULT_STRATEGY.copy()
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config.update(profile)
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return config
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