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Lower approved strategy edge threshold to 0.49
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Proof: Strategy gross edge threshold is lowered to the user-approved 0.49 percent in repo defaults and Kubernetes deploy config; targeted threshold tests, dashboard build, and full npm test pass.

Assumptions: User explicitly approved lowering below the previous 0.99 percent threshold for the active BTC/EURe NEAR Intents pair; max notional and funds exposure are unchanged.

Still fake: Venue-native terminal fill events, fee attribution, realized per-trade PnL, and full inventory-skew strategy controls remain incomplete.
This commit is contained in:
philipp 2026-04-12 17:17:45 +02:00
parent c91c8f00de
commit 72b399d91f
3 changed files with 7 additions and 6 deletions
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2
deploy/k8s/base/unrip.yaml
View file

@ -78,7 +78,7 @@ data:
MARKET_REFERENCE_COINGECKO_URL: https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=eur MARKET_REFERENCE_COINGECKO_URL: https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=eur
INVENTORY_SYNC_REFRESH_MS: "15000" INVENTORY_SYNC_REFRESH_MS: "15000"
LIQUIDITY_REFRESH_MS: "30000" LIQUIDITY_REFRESH_MS: "30000"
STRATEGY_GROSS_THRESHOLD_PCT: "0.99" STRATEGY_GROSS_THRESHOLD_PCT: "0.49"
STRATEGY_INITIAL_ARMED: "false" STRATEGY_INITIAL_ARMED: "false"
STRATEGY_MAX_NOTIONAL_EURE: "150" STRATEGY_MAX_NOTIONAL_EURE: "150"
STRATEGY_PRICE_MAX_AGE_MS: "30000" STRATEGY_PRICE_MAX_AGE_MS: "30000"

2
src/lib/config.mjs
View file

@ -62,7 +62,7 @@ const DEFAULTS = {
'https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=eur', 'https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=eur',
inventorySyncRefreshMs: 15_000, inventorySyncRefreshMs: 15_000,
liquidityRefreshMs: 30_000, liquidityRefreshMs: 30_000,
strategyGrossThresholdPct: 0.99, strategyGrossThresholdPct: 0.49,
strategyInitialArmed: false, strategyInitialArmed: false,
strategyMaxNotionalEure: 5, strategyMaxNotionalEure: 5,
strategyPriceMaxAgeMs: 30_000, strategyPriceMaxAgeMs: 30_000,

9
test/strategy-threshold-config.test.mjs
View file

@ -4,21 +4,22 @@ import { readFileSync } from 'node:fs';
import { loadConfig } from '../src/lib/config.mjs'; import { loadConfig } from '../src/lib/config.mjs';
test('repo default strategy threshold reflects explicitly approved 0.99 percent edge', () => { test('repo default strategy threshold reflects explicitly approved 0.49 percent edge', () => {
const previous = process.env.STRATEGY_GROSS_THRESHOLD_PCT; const previous = process.env.STRATEGY_GROSS_THRESHOLD_PCT;
delete process.env.STRATEGY_GROSS_THRESHOLD_PCT; delete process.env.STRATEGY_GROSS_THRESHOLD_PCT;
try { try {
const config = loadConfig({ envPath: '/tmp/unrip-no-such-env-file' }); const config = loadConfig({ envPath: '/tmp/unrip-no-such-env-file' });
assert.equal(config.strategyGrossThresholdPct, 0.99); assert.equal(config.strategyGrossThresholdPct, 0.49);
} finally { } finally {
if (previous == null) delete process.env.STRATEGY_GROSS_THRESHOLD_PCT; if (previous == null) delete process.env.STRATEGY_GROSS_THRESHOLD_PCT;
else process.env.STRATEGY_GROSS_THRESHOLD_PCT = previous; else process.env.STRATEGY_GROSS_THRESHOLD_PCT = previous;
} }
}); });
test('kubernetes strategy threshold deploys the approved 0.99 percent edge', () => { test('kubernetes strategy threshold deploys the approved 0.49 percent edge', () => {
const manifest = readFileSync(new URL('../deploy/k8s/base/unrip.yaml', import.meta.url), 'utf8'); const manifest = readFileSync(new URL('../deploy/k8s/base/unrip.yaml', import.meta.url), 'utf8');
assert.match(manifest, /STRATEGY_GROSS_THRESHOLD_PCT: "0\.99"/); assert.match(manifest, /STRATEGY_GROSS_THRESHOLD_PCT: "0\.49"/);
assert.doesNotMatch(manifest, /STRATEGY_GROSS_THRESHOLD_PCT: "0\.99"/);
assert.doesNotMatch(manifest, /STRATEGY_GROSS_THRESHOLD_PCT: "1\.49"/); assert.doesNotMatch(manifest, /STRATEGY_GROSS_THRESHOLD_PCT: "1\.49"/);
}); });