Files
uniswap_auto_clp/doc/CHANGELOG.md

1.2 KiB

Changelog

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

[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.

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.