168dba25d9
- deployment-status and pool-matrix snapshots aligned with validate-deployment-status.cjs. - Micro-trade / scorecard docs and run-scenario wiring. Made-with: Cursor
1.5 KiB
1.5 KiB
Bot Pseudo-Code (Watcher + Rebalance)
Per-pool loop (v1)
for each pool (cW* / quote):
P_oracle = getOraclePrice(T)
P_pool = getPoolMidPrice(T)
δ = (P_pool - P_oracle) / P_oracle
inv = getInventoryImbalance(T)
if |δ| > circuitBreakBps:
setState(CIRCUIT_BREAK)
continue
if inCooldown(pool):
continue
if δ > normalBandBps:
sell T into pool (size within budget)
setCooldown(pool)
else if δ < -normalBandBps:
buy T from pool (size within budget)
setCooldown(pool)
if inv outside threshold:
schedule inventory re-center (add/remove single-sided T, or bridge)
v2 additions
- Route selection: Among pools for same T (e.g. T/USDC, T/USDT, T/DAI), choose edge with lowest slippage + fee; execute there; optionally rebalance quote via DEX.
- Bridge throttle: If bridge backlog or risk flag, widen bands or skip trade.
- Global budget: Before any trade, check per-token trade budget for current window; skip if exhausted.
- Min improvement: Only trade if expected |δ| improvement net of fees ≥ minImprovementBps.
- Gas-budgeted micro-support: For selected USD wrappers (especially
cWUSDC,cWUSDT), allow tiny matched-quote trades (cWUSDC/USDC,cWUSDT/USDTwhen available) under a separate gas budget so wrappers stay economically live without converting the PMM into the destination venue.
Thresholds and bands from ../config/peg-bands.json. Mesh reflexivity from ../docs/07-mesh-reflexivity.md.