dexbot 1.6.2 → 1.6.3

package/analysis/results/bot_fitting_results_lp_pool_133_1h.json

@@ -0,0 +1,218 @@
+{
+  "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
+      }
+    }
+  ]
+}