Deploy Hurst/VPIN directional strategy to live + paper

Live node:
  - Added Hurst VPIN to STRATEGIES (BTC, 0.00024 size, 00)
  - Feed BTC price into dollar-bar Hurst/VPIN every 5 ticks
  - Signal: BUY/SELL when H>0.55 + VPIN>0.25 + direction bias

Paper trader:
  - Added Kalman Pairs, Avellaneda-Stoikov, Hurst VPIN strategies
  - All 00 allocation, matching live node asset distribution
  - Hurst/VPIN signal from BTC mid-price dollar bars

Strategy file: hurst_vpin_live.py (lightweight price-tick mode)

live/paper_trader.py

@@ -122,6 +122,27 @@ STRATEGIES = {
         "signals": [], "type": "gueant", "size": 0.001, "fee_model": "maker",
         "description": "Closed-form market making — Guéant-Lehalle asymptotic solution. Handles asymmetric information with adverse-selection-adjusted spreads. Computationally efficient closed form.",
     },
+    "Kalman Pairs": {
+        "allocation": 100.0, "instrument": "ETH", "pnl": 0.0,
+        "trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
+        "position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
+        "signals": [], "type": "stat_arb", "size": 0.005, "fee_model": "taker",
+        "description": "Kalman-filter adaptive hedge ratio — tracks evolving BTC/ETH beta.",
+    },
+    "Avellaneda-Stoikov": {
+        "allocation": 100.0, "instrument": "BTC", "pnl": 0.0,
+        "trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
+        "position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
+        "signals": [], "type": "market_making", "size": 0.00023, "fee_model": "maker",
+        "description": "Dual-sided quoting at best bid/ask — captures spread via stochastic control.",
+    },
+    "Hurst VPIN": {
+        "allocation": 100.0, "instrument": "BTC", "pnl": 0.0,
+        "trades_today": 0, "wins": 0, "win_rate": 0.0, "status": "idle",
+        "position": 0.0, "entry_price": 0.0, "fee_paid": 0.0,
+        "signals": [], "type": "momentum", "size": 0.00024, "fee_model": "taker",
+        "description": "Hurst exponent regime filter + VPIN informed flow — enters when both align trending + high flow imbalance.",
+    },
 }
 
 trades_log: list[dict] = []
@@ -324,6 +345,21 @@ def compute_signals():
 
     for s in STRATEGIES.values():
         s["signals"] = s["signals"][-20:]
+    # Hurst/VPIN: feed BTC mid price into dollar-bar regime detection
+    try:
+        from strategies.hurst_vpin_live import HurstVPINLive
+        if "_hv_paper" not in dir():
+            globals()["_hv_paper"] = HurstVPINLive()
+        hv_signal = globals()["_hv_paper"].feed_price(btc)
+        if hv_signal:
+            STRATEGIES["Hurst VPIN"]["signals"].append({
+                "time": time.time(), 
+                "signal": hv_signal["signal"],
+                "strength": hv_signal["hurst"],
+                "reason": f"H={hv_signal['hurst']:.2f}_V={hv_signal['vpin']:.2f}"
+            })
+    except:
+        pass
 
 # ═══════════════════════ Fill Simulation ═══════════════════════