Add paper liquidity-provision loop (lp_paper.py)

Simulates two-sided quoting on the screener's top low-vol markets against the
live order book, tracking net = rewards accrued - adverse-selection bleed.
Clean cash + mark-to-market accounting; fills modeled when midpoint crosses a
resting quote (slightly pessimistic on fill rate); rewards accrue by
score-share of each pool. Discord summaries + state persistence so it can run
for days. This is the decisive, no-money test before any funded/hosted bot.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-06-13 11:21:21 -04:00
parent d1ca52a33f
commit a410845fd5
3 changed files with 251 additions and 2 deletions
+1
View File
@@ -14,3 +14,4 @@ edge_profitable.json
copyable_77.csv
lp_markets.csv
follow_10.json
lp_paper_state.json