Hardening

This commit is contained in:
Daniel Sapkota
2026-07-05 22:15:30 -04:00
parent cb4438655c
commit a18e1ac7fb
17 changed files with 815 additions and 68 deletions
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# 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"
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[[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
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# 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