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

clp_auto_hedger/velocity_threshold_analysis.md

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+# Velocity Threshold Analysis
+
+## Current Configuration
+- VELOCITY_THRESHOLD_PCT = 0.008 (0.8% per 4-second interval)
+- CHECK_INTERVAL = 4 seconds
+
+## Timeframe Analysis
+
+### Per 4 seconds (current):
+- 0.8% price movement triggers HIGH VELOCITY alert
+
+### Per minute equivalent:
+- 0.8% per 4 seconds = 12% per minute
+- This is extremely volatile - typical crypto doesn't move 12% in a minute
+
+### Per hour equivalent:
+- 0.8% per 4 seconds = 720% per hour
+- This is impossible for normal market conditions
+
+## Analysis
+
+### Current Problem:
+The 0.8% threshold is **too sensitive** for normal crypto markets:
+- ETH typically moves 0.5-2% per HOUR, not per 4 seconds
+- Getting -20% alerts indicates calculation was broken, but 0.8% may still be too low
+
+### Suggested Adjustments:
+
+#### Conservative (Recommended):
+```python
+VELOCITY_THRESHOLD_PCT = 0.002  # 0.2% per 4 seconds = 3% per minute
+```
+
+#### More Conservative:
+```python
+VELOCITY_THRESHOLD_PCT = 0.001  # 0.1% per 4 seconds = 1.5% per minute
+```
+
+#### Very Conservative:
+```python
+VELOCITY_THRESHOLD_PCT = 0.0005  # 0.05% per 4 seconds = 0.75% per minute
+```
+
+## Recommendation
+
+**Start with 0.002 (0.2%)** because:
+- 3% per minute is still very volatile but possible during market stress
+- Will catch real flash crashes and pumps
+- Won't trigger on normal volatility
+- Can be adjusted based on real-world testing
+
+## Context for Different Market Conditions:
+
+### Normal Market (90% of time):
+- ETH moves <0.05% per 4 seconds
+- Should not trigger velocity alerts
+
+### High Volatility (9% of time):
+- ETH moves 0.1-0.3% per 4 seconds  
+- May trigger occasional alerts
+
+### Extreme Market Stress (1% of time):
+- ETH moves >0.5% per 4 seconds
+- Should trigger emergency protection
+- This is when we want the override
+
+The velocity protection should only trigger during genuine market emergencies, not normal volatility.