Root cause analysis:
- Round-robin bottleneck: each strategy got attention every ~28s
- Orders cancelled immediately: POST-ONLY orders lived <=28s, near zero fill prob
- 5 strategies had over-tight thresholds (Iceberg 7/10, Momentum 2σ, etc.)
- No position management: no take-profit, no opposing signal close
Fixes applied:
1. ALL strategies execute every 4s (for name in names: parallel)
2. Orders rest 60s before refresh (was: cancelled every round)
3. Take-profit at 0.1% move + close on opposing signal
4. Aggressive 0.03% offset inside spread for higher fill probability
5. Iceberg: 7/10 -> 5/10 consecutive ticks
6. Momentum: 2σ -> 1.5σ Bollinger breakout
7. Mean Reversion: 1.5σ -> 1.0σ VWAP deviation
8. Funding Arb: uses real Hyperliquid API funding rate
9. OFI threshold kept at 0.04% (was 0.08%)
Verification:
Post-patch log shows all 7 strategies placing orders every 4 seconds.
Order Book Imbalance, Iceberg Detection, Funding Rate Arb, Pairs Trading
all confirmed active in tick 12680 output.
ramseshk
5004b23331