Restructured hedger modules: moved CLP hedger and auto hedger into separate folders, updated data fetchers and main app, removed deprecated files

clp_auto_hedger/enhanced_order_functions.py

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+import logging
+
+def get_price_momentum_pct(self, current_price):
+    """Calculate price momentum percentage over last 5 intervals"""
+    if not hasattr(self, 'price_momentum_history') or len(self.price_momentum_history) < 2:
+        return 0.0
+    
+    recent_prices = self.price_momentum_history[-5:]  # Last 5 prices
+    if len(recent_prices) < 2:
+        return 0.0
+        
+    # Calculate momentum as percentage change
+    oldest_price = recent_prices[0]
+    momentum_pct = (current_price - oldest_price) / oldest_price
+    return momentum_pct
+
+def get_dynamic_price_buffer(self):
+    """Calculate dynamic price buffer based on market conditions"""
+    # These constants should be defined in the main module
+    try:
+        PRICE_BUFFER_PCT = 0.0015
+        MOMENTUM_ADJUSTMENT_ENABLED = True
+        
+        if not MOMENTUM_ADJUSTMENT_ENABLED:
+            return PRICE_BUFFER_PCT
+        
+        current_price = self.last_price if hasattr(self, 'last_price') and self.last_price else 0
+        momentum_pct = get_price_momentum_pct(self, current_price)
+        
+        base_buffer = PRICE_BUFFER_PCT
+        
+        # Adjust buffer based on momentum and position direction
+        momentum_adjustment = abs(momentum_pct) * 0.3  # 30% of momentum as adjustment
+        dynamic_buffer = base_buffer + momentum_adjustment
+        
+        # Cap the maximum buffer to prevent excessive thresholds
+        max_buffer = base_buffer * 3.0
+        dynamic_buffer = min(dynamic_buffer, max_buffer)
+        
+        return dynamic_buffer
+    except Exception as e:
+        logging.error(f"Error calculating dynamic buffer: {e}")
+        return 0.0015  # Return default buffer on error