Commit Graph

3 Commits

Author SHA1 Message Date
nicolas b714ac132e perf: replace SPSC signal queue with per-executor atomic slot delivery 2026-05-28 22:15:59 -03:00
nicolas 2f518d1a2d fix: cascade-based threshold gate, status log, best_net_bps tracking
- Restore post-simulation threshold gate using cascade net_bps (catches
  edge cases where cumulative formula sign differs from cascade result)
- Restore STATUS line with eval count (pre-simulation, every 30s)
- Move best_net_bps/worst tracking before post-simulation gate so all
  cascade-evaluated triangles contribute
- Remove executor idle diagnostic line
- Remove cooldown from evaluator (last_signal_ts_ms field removed)
- Move cooldown check before max_volume computation to save CPU
2026-05-28 10:01:17 -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