Commit Graph

5 Commits

Author SHA1 Message Date
nicolas 405fc557dc remove fee table path: fee rate now computed solely from formula fee_category * 0.001 * taker_fee_coeff 2026-05-29 09:49:37 -03:00
nicolas b714ac132e perf: replace SPSC signal queue with per-executor atomic slot delivery 2026-05-28 22:15:59 -03:00
nicolas 174b7570fa feat: concurrent executor slots; fix: fundsIncrement for market buys, remove double-counted leg0 fee hold
- Add concurrent_slots config (fused_engine section, default 1)
- Create executor_shared_t with shared in_flight table + queue mutex for multi-thread
- Move in_flight state from executor_thread_t to executor_shared_t (cross-thread isolation)
- event_executor_thread: per-thread entry point, N threads created in main.c
- Add fundsIncrement to trading_pair_t, triangle_t, signal_leg_t (fetch from KuCoin API)
- Use funds_increment for rounding market buy quote_cost (evaluate.c) and increment floor (executor.c)
- Fix leg 0: remove double-counted apply_fee_hold (evaluate already accounts via ff)
2026-05-27 13:18:53 -03:00
nicolas 71ed25fe56 refactor: move order sizing to engine, simplify executor
Engine (evaluate.c):
- Compute per-leg minimum order size from quoteMinSize
  (max(baseMinSize * price, quoteMinSize), rounded to quoteIncrement)
- Convert each leg's minimum to starting-quote via pure-rate product (no fees)
- Viability gate: skip triangle if candidate < min_volume (strictest leg)
- Floor starting_volume at min_volume; supersedes old base_min_size guard

Data (symbols_api.h, triangle.h, symbols_api.c):
- Parse quoteMinSize from KuCoin /api/v2/symbols; propagate to triangle struct

Executor (executor.py):
- Remove _precheck_volume: sizing is the engine's responsibility
- Live mode: don't deduct estimated fee from filled_volume (exchange nets fees)
- Live mode: LegFill.fee always zero
2026-05-24 17:49:09 -03:00
nicolas 2a82086683 Add initial triangular arbitrage bot
Two-process architecture: a C17 fused engine (WebSocket order book
mirror, triangle enumeration, real-time profitability evaluation)
communicating via Unix domain socket to a Python 3 executor (order
placement with paper/live trading modes, REST control API).
Targets KuCoin spot market.
2026-05-24 16:12:04 -03:00