Hardening
This commit is contained in:
@@ -0,0 +1,37 @@
|
||||
# CONSERVATIVE live-test config (Fable autonomous run, ~$50 mandate).
|
||||
[wallet]
|
||||
chain_id = 137
|
||||
signature_type = 3
|
||||
clob_host = "https://clob.polymarket.com"
|
||||
gamma_host = "https://gamma-api.polymarket.com"
|
||||
data_api_host = "https://data-api.polymarket.com"
|
||||
polygon_rpc = "https://polygon-bor-rpc.publicnode.com"
|
||||
|
||||
[engine]
|
||||
debounce_ms = 250
|
||||
reconcile_interval_s = 20
|
||||
catalog_refresh_s = 300
|
||||
heartbeat = true
|
||||
heartbeat_interval_s = 5
|
||||
journal = true
|
||||
loop = "uvloop"
|
||||
|
||||
[risk]
|
||||
max_total_exposure_usdc = 40.0 # hard ceiling on deployed capital
|
||||
max_event_group_loss_usdc = 30.0
|
||||
max_market_notional_usdc = 15.0 # per-market cap
|
||||
daily_loss_kill_usdc = 12.0 # stop trading if we lose ~$12
|
||||
ws_stale_halt_s = 8.0
|
||||
user_ws_blind_halt_s = 12.0
|
||||
heartbeat_halt_failures = 3
|
||||
max_order_error_rate = 0.25
|
||||
|
||||
[execution]
|
||||
rate_budget_fraction = 0.15
|
||||
post_only = true
|
||||
max_orders_per_batch = 15
|
||||
|
||||
[paths]
|
||||
db = "livecfg/state.db"
|
||||
journal_dir = "livecfg/journal"
|
||||
log_dir = "livecfg/logs"
|
||||
@@ -0,0 +1,9 @@
|
||||
[[markets]]
|
||||
slug = "will-gavin-newsom-win-the-2028-democratic-presidential-nomination-568"
|
||||
profile = "live-tiny"
|
||||
enabled = true
|
||||
|
||||
[[markets]]
|
||||
slug = "will-jd-vance-win-the-2028-republican-presidential-nomination"
|
||||
profile = "live-tiny"
|
||||
enabled = true
|
||||
@@ -0,0 +1,27 @@
|
||||
# Tiny, defensive profile for the live test — small size, quick to pull.
|
||||
[profiles.live-tiny]
|
||||
micro_levels = 3
|
||||
flow_ewma_halflife_s = 90
|
||||
gamma = 0.8
|
||||
delta_min_ticks = 2
|
||||
c_vol = 1.5
|
||||
c_tox = 3.0
|
||||
vol_short_halflife_s = 10
|
||||
vol_long_halflife_s = 600
|
||||
base_size_usdc = 5.0
|
||||
q_max_usdc = 12.0
|
||||
q_soft_frac = 0.5
|
||||
layers = 1
|
||||
layer_step_ticks = 2
|
||||
reprice_ticks = 2
|
||||
resize_frac = 0.2
|
||||
min_edge_ticks = 1
|
||||
event_cooloff_s = 90
|
||||
event_jump_ticks = 6
|
||||
event_sweep_levels = 2
|
||||
trend_flow_z = 1.2
|
||||
end_date_taper_days = 7
|
||||
reduce_only_hours = 48
|
||||
halt_before_hours = 6
|
||||
exit_urgency_s = 600
|
||||
merge_min_size = 20.0
|
||||
Reference in New Issue
Block a user