Files
ftdt-quant-lab/live
ramseshk 9cf871be46 Fix order pricing: 1-tick advantage at best bid/ask + process guard
A-S was quoting at best bid/ask (0% win) — orders filled but
0.04% round-trip maker fee exceeded spread capture.
Now: bid+1 / ask-1 = captures spread minus 1 tick each side.

Signal-driven strategies: same 1-tick pricing instead of
0.03% offset that crossed the book or sat too far away.

Added fcntl file lock to prevent duplicate live nodes.
Added IOC fallback (market-crossing) when post-only rejected.

A-S win rate: 0% → 25% (first 8 trades with new pricing)
2026-08-06 09:47:21 +00:00
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