Files
ftdt-quant-lab/live
ramseshk 8461ed5097 Live open orders/positions + A-S gamma fix + MR 60-tick window
1. Live dashboard now shows real open orders (87) and positions (2)
   from Hyperliquid API, cached every 5s to avoid 429 rate limit.

2. A-S gamma scaling: gamma*500K gives ~0 skew at max inventory
   (was bash.003, functionally identical to naive dual-quote).

3. Mean Reversion: 60-tick window with 0.5σ threshold
   (20s of 1s ticks was noise, not mean-reverting).

4. Sizes reduced for margin safety (wallet 86, 9 concurrent orders).

5. Kalman win_rate bug fixed: added net_pnl/gross_pnl field support.
2026-08-06 09:13:51 +00:00
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