 ramseshk
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3073415d33
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feat: funding arb strategy, queue-aware paper fills, WQI live integration
- strategies/funding_arb_strategy.py: full backtestable funding rate carry module
with entry/exit thresholds, position tracking, funding payment accounting,
basis stop-loss, max-hold timeout. Includes backtest_funding_arb() and
run_funding_discovery() for threshold optimization
- live/node_v2.py: replaced naive random fills with QueueAwareFillModel (sim/fills.py)
with queue-priority simulation; integrated WQI predictor and funding arb strategies;
per-coin WQI signal generation every 3 ticks; funding arb metrics in dashboard
- cli.py: added 'funding' command for funding rate distribution analysis and
threshold backtesting
- tests/test_funding_arb.py: 20 tests covering entry/exit logic, fee accounting,
signal generation, backtesting, and node integration
321 tests passing (20 new).
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2026-08-11 11:15:25 +08:00 |
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