Switched from taker IOC orders (0.05% fee) to POST-ONLY limit orders
(0.02% maker fee) — 60% fee reduction. Orders are placed at mid ± 1-2 bps
to capture the spread as a liquidity provider.
Added 2 new strategies (7 total):
6. Momentum Breakout — Bollinger Band (2σ) breakouts, trend-following
7. Mean Reversion — VWAP deviation, mean-reverting at extremes
All strategies have real signal computation:
- OFI: 5-tick price momentum
- Iceberg: volume-weighted trend detection
- Funding Arb: carry trade signal from funding proxy
- Pairs: BTC/ETH ratio Z-score
- A-S: continuous market making
- Momentum: Bollinger band breakouts
- Mean Reversion: VWAP ± 1.5σ deviation
Dashboard: click-to-expand strategy cards with description, mini-stats
(PnL, fees, win rate, trades), and live signal log.
Added fee column to trade log.
ramseshk
9f2d506383