feat: add allow_same_quote config, fix overlapping pair isolation to check all 3 legs, document config example

config.yaml.example

@@ -1,23 +1,54 @@
+# Live trading mode. false = paper trades (test endpoint, no real orders).
 live_mode: false
 
 fused_engine:
+  # Log verbosity: INFO, DEBUG, or WARN
   log_level: INFO
+
+  # Minimum predicted profit in basis points (0.01%) to fire a signal
   signal_threshold_bps: 2
+
+  # Currencies to exclude from triangle enumeration entirely
   excluded_currencies: [EUR, BRL]
+
+  # Currencies the bot holds as capital. Triangles must start and end in one of these.
   hold_currencies: [USDT, USDC, USD1]
+
+  # KuCoin WebSocket base URL (override for alternate endpoint)
   ws_url: wss://ws-api-spot.kucoin.com
+
+  # KuCoin token endpoint (public bullet for WS credentials)
   token_url: https://api.kucoin.com/api/v1/bullet-public
+
+  # Initial WebSocket reconnect delay in seconds (exponential backoff)
   reconnect_base_delay: 1.0
+
+  # Maximum WebSocket reconnect delay in seconds
   reconnect_max_delay: 60.0
+
+  # WebSocket ping interval in seconds
   heartbeat_interval: 18.0
+
+  # If true, apply 20% discount to fee rates (KCS holding benefit)
   kcs_discount_active: false
+
+  # Number of parallel executor threads (each owns one signal slot, max 16)
   concurrent_slots: 1
+
+  # Wait for WS balance settlement between live legs (requires private WS channel)
   balance_wait_enabled: false
+
+  # Allow parallel triangles that share the same primary quote currency
+  # Useful when exchange balance can support multiple concurrent trades
+  allow_same_quote: false
+
+  # Maximum quote amount per triangle signal, per currency
   initial_capital:
     USDT: 5
     USDC: 5
     USD1: 5
 
+# KuCoin API credentials for authenticated endpoints (top-level keys)
 kucoin_api_key: ""
 kucoin_api_secret: ""
 kucoin_api_passphrase: ""

src/config.c

@@ -80,6 +80,8 @@ static void handle_value(parse_state_t *st, const char *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(key, "allow_same_quote") == 0) {
+            st->cfg->allow_same_quote = (strcmp(val, "true") == 0 || strcmp(val, "yes") == 0);
         }
     } else if (strcmp(st->section, "executor") == 0) {
         return;
@@ -124,6 +126,7 @@ int config_load(const char *path, config_t *cfg) {
     cfg->concurrent_slots = 1;
     cfg->live_mode = false;
     cfg->balance_wait_enabled = false;
+    cfg->allow_same_quote = false;
     
     FILE *f = fopen(path, "r");
     if (!f) {

src/config.h

@@ -37,6 +37,7 @@ typedef struct {
     int    concurrent_slots;                     /* number of executor threads (1 = single-threaded) */
     bool live_mode;                              /* live trading vs paper/simulation */
     bool balance_wait_enabled;                   /* wait for WS balance settlement between legs */
+    bool allow_same_quote;                       /* allow same primary quote in parallel triangles */
 
     /* Capital allocation limits — each entry maps a currency ticker to a max
      * quote amount the fused engine may deploy for any one triangle signal. */

src/executor.c

@@ -146,19 +146,21 @@ void executor_execute_triangle(executor_thread_t *et,
             log_write("[EXEC] Dropping signal for overlapping triangle: %s\n", sig->triangle_key);
             return;
         }
-        if (strcmp(sh->primary_quotes[i], sig->primary_quote) == 0) {
+        if (!et->cfg->allow_same_quote && strcmp(sh->primary_quotes[i], sig->primary_quote) == 0) {
             pthread_mutex_unlock(&sh->lock);
             log_write("[EXEC] Dropping signal for same primary quote: %s\n", sig->triangle_key);
             return;
         }
         for (int p = 0; p < 3; p++) {
-            if (sh->pairs[i] == pair_hashes[p]) {
+            for (int k = 0; k < 3; k++) {
+                if (sh->pairs[i][k] == pair_hashes[p]) {
                     pthread_mutex_unlock(&sh->lock);
                     log_write("[EXEC] Dropping signal for overlapping pair on %s\n", sig->triangle_key);
                     return;
                 }
             }
         }
+    }
     /* Register this execution */
     int slot = -1;
     for (int i = 0; i < MAX_IN_FLIGHT; i++) {
@@ -167,7 +169,9 @@ void executor_execute_triangle(executor_thread_t *et,
     if (slot >= 0) {
         strncpy(sh->triangles[slot], sig->triangle_key, sizeof(sh->triangles[slot]) - 1);
         strncpy(sh->primary_quotes[slot], sig->primary_quote, sizeof(sh->primary_quotes[slot]) - 1);
-        sh->pairs[slot] = pair_hashes[0];
+        sh->pairs[slot][0] = pair_hashes[0];
+        sh->pairs[slot][1] = pair_hashes[1];
+        sh->pairs[slot][2] = pair_hashes[2];
         sh->count++;
     }
     pthread_mutex_unlock(&sh->lock);
@@ -493,7 +497,9 @@ void executor_execute_triangle(executor_thread_t *et,
         if (strcmp(sh->triangles[i], sig->triangle_key) == 0) {
             sh->triangles[i][0] = '\0';
             sh->primary_quotes[i][0] = '\0';
-            sh->pairs[i] = 0;
+            sh->pairs[i][0] = 0;
+            sh->pairs[i][1] = 0;
+            sh->pairs[i][2] = 0;
             if (sh->count > 0) sh->count--;
             break;
         }

src/executor.h

@@ -15,7 +15,7 @@
 typedef struct {
     pthread_mutex_t lock;
     char  triangles[MAX_IN_FLIGHT][128];
-    uint64_t pairs[MAX_IN_FLIGHT];
+    uint64_t pairs[MAX_IN_FLIGHT][3];
     char  primary_quotes[MAX_IN_FLIGHT][16];
     int   count;
     char  last_triangles[MAX_TRACKED_TRIANGLES][128];