Files
ftdt-quant-lab/live
ramseshk fb231eef7c Strategy isolation fix: unique sizes + tighter fill matching
Root cause: 6 BTC strategies shared size=0.0002. Fill attribution
by size-matching always credited fills to first strategy in dict
(Order Book Imbalance), leaving other 5 with zero attributed fills.

Fix:
  OBI:     0.000200 (unchanged)
  Iceberg: 0.000210 (+5%)
  Funding: 0.000220 (+10%)
  A-S:     0.000230 (+15%)
  Momentum:0.000240 (+20%)
  MeanRev: 0.000250 (+25%)

Matching tolerance tightened 1e-5 → 1e-6 for unambiguous attribution.
Also fixed MAINNET_INFO → TESTNET_API undefined variable.
2026-08-05 08:43:48 +00:00
..