triangular_arbitrage_bot/executor
nicolas affe18cbac fix: authenticated session warmup, balance-aware cascade, books always in signal
executor/executor.py:
- Replace unauthenticated /api/v1/time warmup with authenticated /api/v1/accounts
- Keepalive interval 15s -> 30s, uses authenticated warmup_session
- After sell leg, override filled_volume with latest balance from WS (net of fee)

executor/kucoin_api.py:
- Add warmup_session() method for GET /api/v1/accounts (authenticated)
- Pre-heats TCP/TLS connection pool to reduce first-order latency

executor/ws_client.py:
- Add latest_balance() method to expose WS balance cache

src/events.c:
- Always include book tops in signal (remove !sig->live gate)
- Only serialize top bid/ask level (not all 5)
2026-05-25 22:34:24 -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 fix: add kcs_discount_active to Python config known keys 2026-05-25 20:39:40 -03:00
executor.py fix: authenticated session warmup, balance-aware cascade, books always in signal 2026-05-25 22:34:24 -03:00
kucoin_api.py fix: authenticated session warmup, balance-aware cascade, books always in signal 2026-05-25 22:34:24 -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: authenticated session warmup, balance-aware cascade, books always in signal 2026-05-25 22:34:24 -03:00