Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.

Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.

Server: added total_trades and sortino to /api/backtests summary response.

Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.

Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.

live/node.py

@@ -64,11 +64,18 @@ def get_fills(addr):
     return r.json() if r.status_code==200 else []
 
 def get_mark_prices():
-    r = requests.post(TESTNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
-    data = r.json(); prices = {}
-    for i,u in enumerate(data[0]["universe"]):
-        if u["name"] in ("BTC","ETH"): prices[u["name"]] = float(data[1][i]["markPx"])
-    return prices
+    try:
+        r = requests.post(TESTNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
+        data = r.json()
+        if not data or data[0] is None or "universe" not in data[0]:
+            return {}
+        prices = {}
+        for i,u in enumerate(data[0]["universe"]):
+            if u["name"] in ("BTC","ETH"):
+                prices[u["name"]] = float(data[1][i]["markPx"])
+        return prices
+    except Exception:
+        return {}
 
 def get_orderbook(coin):
     """Get best bid, best ask, and mid from L2 orderbook."""

live/paper_trader.py

@@ -226,12 +226,12 @@ def compute_signals():
     if len(btc_prices) < 20: return
     btc = btc_prices[-1]; eth = eth_prices[-1] if eth_prices else btc/34
 
-    # OFI
+    # Order Book Imbalance — 5-tick price momentum (1.5 bps threshold for flat markets)
     if len(btc_prices) >= 5:
         ret = (btc - btc_prices[-5]) / btc_prices[-5]
-        if ret > 0.0005:
+        if ret > 0.00015:
             STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"SELL","strength":ret})
-        elif ret < -0.0005:
+        elif ret < -0.00015:
             STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(ret)})
 
     # Iceberg
@@ -406,7 +406,7 @@ def simulate_avellaneda(btc_bid, btc_ask):
         side = "BUY" if cfg["position"] <= 0 else "SELL"
         sz = cfg["size"]
         notional = sz * bid_fill_price
-        fee = notional * TAKER_FEE
+        fee = notional * MAKER_FEE  # A-S is a MAKER strategy — pay maker fee, not taker
         spread_profit = sz * (btc_ask - btc_bid)/2 if side == "BUY" else 0
 
         if side == "BUY":