triangular_arbitrage_bot/executor
nicolas 3828e2b104 fix: cross-leg increment floor, ceiling-to-floor rounding, balance WS subscription, order-level logging
src/evaluate.c:
- Add cross-leg increment floor after each leg's output
- Fix sell-leg min_volume conversion (was understated by rates[leg])
- Change ceil to floor for all leg rounding (round input down, then compute)

executor/ws_client.py:
- Subscribe to /account/balance via Classic WS (subject: account.balance)
- Add await_balance() with ack tracking and per-currency futures
- Handle balance events and store latest available per currency

executor/executor.py:
- Reject order detail included in fills list with real attempted volume/latency
- Screen/log output shows fills, book tops, profit for all statuses
- side field in order_placed/order_rejected logs
- predicted_bps read early from signal (no more hardcoded 0.0)
- timings in failed/aborted reports
- Paper mode rounding: buy funds/base floored to qi/bi
2026-05-25 20:21:19 -03:00
..
__init__.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
__main__.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
config.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
executor.py fix: cross-leg increment floor, ceiling-to-floor rounding, balance WS subscription, order-level logging 2026-05-25 20:21:19 -03:00
kucoin_api.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
rest_api.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
socket_server.py Add initial triangular arbitrage bot 2026-05-24 16:12:04 -03:00
ws_client.py fix: cross-leg increment floor, ceiling-to-floor rounding, balance WS subscription, order-level logging 2026-05-25 20:21:19 -03:00