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feat: make balance wait between live legs configurable, default off

This commit is contained in:
nicolas 2026-05-28 16:37:32 -03:00
parent 2c3796005b
commit 7253d34983
4 changed files with 6 additions and 1 deletions
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1
config.yaml.example
View File

@ -12,6 +12,7 @@ fused_engine:
heartbeat_interval: 18.0 heartbeat_interval: 18.0
cooldown_seconds: 0.0 cooldown_seconds: 0.0
kcs_discount_active: false kcs_discount_active: false
balance_wait_enabled: false
initial_capital: initial_capital:
USDT: 5 USDT: 5
USDC: 5 USDC: 5

3
src/config.c
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@ -82,6 +82,8 @@ static void handle_value(parse_state_t *st, const char *val) {
st->cfg->stats_interval_seconds = atof(val); st->cfg->stats_interval_seconds = atof(val);
} else if (strcmp(key, "concurrent_slots") == 0) { } else if (strcmp(key, "concurrent_slots") == 0) {
st->cfg->concurrent_slots = atoi(val); st->cfg->concurrent_slots = atoi(val);
} else if (strcmp(key, "balance_wait_enabled") == 0) {
st->cfg->balance_wait_enabled = (strcmp(val, "true") == 0 || strcmp(val, "yes") == 0);
} }
} else if (strcmp(st->section, "executor") == 0) { } else if (strcmp(st->section, "executor") == 0) {
return; return;
@ -127,6 +129,7 @@ int config_load(const char *path, config_t *cfg) {
cfg->stats_interval_seconds = 60.0; cfg->stats_interval_seconds = 60.0;
cfg->concurrent_slots = 1; cfg->concurrent_slots = 1;
cfg->live_mode = false; cfg->live_mode = false;
cfg->balance_wait_enabled = false;
FILE *f = fopen(path, "r"); FILE *f = fopen(path, "r");
if (!f) { if (!f) {

1
src/config.h
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@ -39,6 +39,7 @@ typedef struct {
double stats_interval_seconds; /* period between stats log dumps */ double stats_interval_seconds; /* period between stats log dumps */
int concurrent_slots; /* number of executor threads (1 = single-threaded) */ int concurrent_slots; /* number of executor threads (1 = single-threaded) */
bool live_mode; /* live trading vs paper/simulation */ bool live_mode; /* live trading vs paper/simulation */
bool balance_wait_enabled; /* wait for WS balance settlement between legs */
/* Capital allocation limits — each entry maps a currency ticker to a max /* Capital allocation limits — each entry maps a currency ticker to a max
* quote amount the fused engine may deploy for any one triangle signal. */ * quote amount the fused engine may deploy for any one triangle signal. */

2
src/executor.c
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@ -342,7 +342,7 @@ void executor_execute_triangle(executor_thread_t *et,
fills[leg][3] = total_funds; fills[leg][3] = total_funds;
/* ── Balance wait (live only): wait for KuCoin to settle before next leg ── */ /* ── Balance wait (live only): wait for KuCoin to settle before next leg ── */
if (sig->live && leg < 2) { if (sig->live && leg < 2 && et->cfg->balance_wait_enabled) {
const char *pair = sl->symbol; const char *pair = sl->symbol;
const char *dash = strchr(pair, '-'); const char *dash = strchr(pair, '-');
char out_ccy[16] = {0}; char out_ccy[16] = {0};