dexbot 1.5.3 → 1.6.1

package/analysis/results/bot_fitting_results_lp_pool_133_1h.json

@@ -1,218 +0,0 @@
-{
-  "meta": {
-    "generatedAt": "2026-08-26T15:40:53.423Z",
-    "dataPath": "market_adapter/data/lp/1_3_5537_1_3_0/lp_pool_133_1h.json",
-    "resultsPath": "analysis/ama_fitting/optimization_results_lp_pool_133_1h.json",
-    "candles": 26281,
-    "activeOrders": "all",
-    "feeRoundtripPct": 0.2,
-    "btsCreateFee": 0.4826,
-    "btsCancelFee": 0.00482,
-    "makerCreateFactor": 0.1,
-    "txFeePrice": 1,
-    "btsFeeCapital": 10000,
-    "search": {
-      "spreadValues": [
-        2,
-        4
-      ],
-      "incrementValues": [
-        0.5,
-        1
-      ],
-      "ratioValues": [
-        2,
-        3
-      ],
-      "minSpreadFactor": 2.1,
-      "repositionPct": 1,
-      "asymmetricBounds": false,
-      "combosPerAma": 8
-    },
-    "scoring": {
-      "baseScore": "totalNetCaptureAfterFeesPct * (fillEfficiency / 100)",
-      "gridModel": "persistent fixed chain prices (createOrderGrid port): master rail at sqrt(1±inc) offsets bounded by [center/ratio, center*ratio], gapSlots spread zone centered on center; prices never follow AMA after placement",
-      "spreadParam": "targetSpreadPercent for calculateGapSlots (floored at increment * MIN_SPREAD_FACTOR)",
-      "resetTriggers": "(A) AMA drift >= 1% from recorded center (ratchet) (trigger B gated off — asymmetricBounds whitelist)",
-      "gridPriceOffset": "disabled (asymmetricBounds whitelist)",
-      "repositionAccounting": "unfilled orders canceled + counted (incl armed refills/rebids); bought-and-held base carries across resets in a weighted-average-entry inventory pool (resync never market-sells); end-of-run inventory mark is informational and excluded from scoring",
-      "cycleEconomics": "slot rotation: filled buy re-offers one rail step up; that refill selling books ~increment% minus round-trip fee and the freed quote re-bids one step down; unlinked initial-grid sells only execute against held inventory at weighted-average entry (no shorting)",
-      "totalGrossCapturePct": "sum of realized per-rotation gross from actual fixed prices (linked rotations + inventory sales)",
-      "totalNetCapturePct": "realized gross - roundtrip fee per completed disposition; excludes the end-of-run inventory mark",
-      "btsFees": "every order placement (initial grid + armed refills/rebids) pays maker create (0.4826*0.1 BTS), every reset cancel pays 0.00482 BTS; btsFeePts = total BTS * txFeePrice / btsFeeCapital * 100 deducted from net before scoring",
-      "warmup": "getAmaWarmupBars(er, slow, 0, fast)",
-      "riskPenalty": "avgOpenDurationBars*1 + peakOpenOrders*2 + avgImbalance*1.2 + canceledOnReposition*0.15",
-      "finalScore": "baseScore - riskPenalty"
-    }
-  },
-  "results": [
-    {
-      "strategy": {
-        "id": "AMA1",
-        "name": "AMA1",
-        "er": 500,
-        "fast": 2,
-        "slow": 50
-      },
-      "best": {
-        "spreadPct": 4,
-        "incrementPct": 0.01,
-        "maxMinRatio": 2,
-        "touchedOrders": 17118,
-        "matchedPairs": 4463,
-        "cyclesTotal": 4463,
-        "rotationCount": 1911,
-        "inventorySaleCount": 2552,
-        "avgCyclesPerSlot": 32.81617647058823,
-        "fillEfficiency": 26.071971024652413,
-        "totalGrossCapturePct": 74380.64032509834,
-        "totalNetCapturePct": 73488.04032508115,
-        "btsFeePts": 73.45986739997919,
-        "btsFeesBts": 7345.986739997918,
-        "totalNetCaptureAfterFeesPct": 73414.58045768116,
-        "avgNetPerPair": 16.46606325903678,
-        "canceledOnReposition": 129640,
-        "repositionCount": 972,
-        "driftTriggerCount": 972,
-        "slopeTriggerCount": 0,
-        "inventoryUnits": 567,
-        "inventoryAvgEntry": 1480.717680275907,
-        "inventoryNetPts": -8250.559317877065,
-        "offsetAppliedCount": 0,
-        "avgOpenDurationBars": 7.108843537414966,
-        "peakOpenOrders": 136,
-        "avgImbalance": 4.6666405484818805,
-        "riskPenalty": 19730.708812195593,
-        "baseScore": 19140.628144796767,
-        "utilization": 67.06103580662854,
-        "score": -590.0806673988263
-      }
-    },
-    {
-      "strategy": {
-        "id": "AMA2",
-        "name": "AMA2",
-        "er": 500,
-        "fast": 2,
-        "slow": 50
-      },
-      "best": {
-        "spreadPct": 4,
-        "incrementPct": 0.01,
-        "maxMinRatio": 2,
-        "touchedOrders": 17118,
-        "matchedPairs": 4463,
-        "cyclesTotal": 4463,
-        "rotationCount": 1911,
-        "inventorySaleCount": 2552,
-        "avgCyclesPerSlot": 32.81617647058823,
-        "fillEfficiency": 26.071971024652413,
-        "totalGrossCapturePct": 74380.64032509834,
-        "totalNetCapturePct": 73488.04032508115,
-        "btsFeePts": 73.45986739997919,
-        "btsFeesBts": 7345.986739997918,
-        "totalNetCaptureAfterFeesPct": 73414.58045768116,
-        "avgNetPerPair": 16.46606325903678,
-        "canceledOnReposition": 129640,
-        "repositionCount": 972,
-        "driftTriggerCount": 972,
-        "slopeTriggerCount": 0,
-        "inventoryUnits": 567,
-        "inventoryAvgEntry": 1480.717680275907,
-        "inventoryNetPts": -8250.559317877065,
-        "offsetAppliedCount": 0,
-        "avgOpenDurationBars": 7.108843537414966,
-        "peakOpenOrders": 136,
-        "avgImbalance": 4.6666405484818805,
-        "riskPenalty": 19730.708812195593,
-        "baseScore": 19140.628144796767,
-        "utilization": 67.06103580662854,
-        "score": -590.0806673988263
-      }
-    },
-    {
-      "strategy": {
-        "id": "AMA3",
-        "name": "AMA3",
-        "er": 500,
-        "fast": 2,
-        "slow": 50
-      },
-      "best": {
-        "spreadPct": 4,
-        "incrementPct": 0.01,
-        "maxMinRatio": 2,
-        "touchedOrders": 17118,
-        "matchedPairs": 4463,
-        "cyclesTotal": 4463,
-        "rotationCount": 1911,
-        "inventorySaleCount": 2552,
-        "avgCyclesPerSlot": 32.81617647058823,
-        "fillEfficiency": 26.071971024652413,
-        "totalGrossCapturePct": 74380.64032509834,
-        "totalNetCapturePct": 73488.04032508115,
-        "btsFeePts": 73.45986739997919,
-        "btsFeesBts": 7345.986739997918,
-        "totalNetCaptureAfterFeesPct": 73414.58045768116,
-        "avgNetPerPair": 16.46606325903678,
-        "canceledOnReposition": 129640,
-        "repositionCount": 972,
-        "driftTriggerCount": 972,
-        "slopeTriggerCount": 0,
-        "inventoryUnits": 567,
-        "inventoryAvgEntry": 1480.717680275907,
-        "inventoryNetPts": -8250.559317877065,
-        "offsetAppliedCount": 0,
-        "avgOpenDurationBars": 7.108843537414966,
-        "peakOpenOrders": 136,
-        "avgImbalance": 4.6666405484818805,
-        "riskPenalty": 19730.708812195593,
-        "baseScore": 19140.628144796767,
-        "utilization": 67.06103580662854,
-        "score": -590.0806673988263
-      }
-    },
-    {
-      "strategy": {
-        "id": "AMA4",
-        "name": "AMA4",
-        "er": 500,
-        "fast": 2,
-        "slow": 50
-      },
-      "best": {
-        "spreadPct": 4,
-        "incrementPct": 0.01,
-        "maxMinRatio": 2,
-        "touchedOrders": 17118,
-        "matchedPairs": 4463,
-        "cyclesTotal": 4463,
-        "rotationCount": 1911,
-        "inventorySaleCount": 2552,
-        "avgCyclesPerSlot": 32.81617647058823,
-        "fillEfficiency": 26.071971024652413,
-        "totalGrossCapturePct": 74380.64032509834,
-        "totalNetCapturePct": 73488.04032508115,
-        "btsFeePts": 73.45986739997919,
-        "btsFeesBts": 7345.986739997918,
-        "totalNetCaptureAfterFeesPct": 73414.58045768116,
-        "avgNetPerPair": 16.46606325903678,
-        "canceledOnReposition": 129640,
-        "repositionCount": 972,
-        "driftTriggerCount": 972,
-        "slopeTriggerCount": 0,
-        "inventoryUnits": 567,
-        "inventoryAvgEntry": 1480.717680275907,
-        "inventoryNetPts": -8250.559317877065,
-        "offsetAppliedCount": 0,
-        "avgOpenDurationBars": 7.108843537414966,
-        "peakOpenOrders": 136,
-        "avgImbalance": 4.6666405484818805,
-        "riskPenalty": 19730.708812195593,
-        "baseScore": 19140.628144796767,
-        "utilization": 67.06103580662854,
-        "score": -590.0806673988263
-      }
-    }
-  ]
-}