copybot: one-shot 10s re-quote retry for FAK no-match OPENs

'no orders found to match with FAK order' is the #1 miss class (13 of the
last 48h's misses) — the copy lands in the crater the sharp just swept,
before makers requote. Instead of recording the miss at the first
rejection, hand the OPEN to Copybot.fak_requote_retry: sleep fak_retry_s
(default 10, 0 disables) OUTSIDE the bot lock, then re-run the whole gated
buy path (fresh quote, price guard, depth gate) exactly once, mirroring
the webhook call site's fill drain so a retry fill books lag + bet rows.
A second rejection records the miss tagged 'twice (re-quote retry)'.
Paper-parity: the hook is installed in both modes, and PaperExecutor's
FAK model re-decides on the fresh book. tests/test_fak_retry.py covers
hook scheduling, no-double-count sizing (their_size=0 re-entry), ADD and
non-FAK bypasses, and the end-to-end retry thread.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-20 14:52:15 -04:00
parent 57b549abb0
commit 01687f4a44
5 changed files with 255 additions and 4 deletions
+1
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@@ -4,6 +4,7 @@
"bankroll_usd": 66.42,
"bankroll_pct": 0.04,
"price_guard_abs": 0.05,
"fak_retry_s": 10,
"taker_fee_rate": 0.03,
"discord_webhook": "",
"follow": {