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Needs you
Today in three sentences
- missing
Open positions
Arms
Closed trades
Arms side by side
Tracked wallets c8 clusters, one vote each
Live survivors
Open positions
Closed trades
Live deployments
Open position the venue's, with the stop the supervisor holds
Controls (header menu) act on the live book only here: Pause stops new live quotes and deployments, Cancel pulls the live quotes, Liquidate closes the live positions through the supervisor. The paper book keeps trading.
Whale state state only, never copied
Funding
Hummingbot
Paper vs real arms eligible for live (PROBATION or SCALED)
The point of the live desk: the paper fill model measured against the venue. Fill rate is maker fills per hour quoted; markout is the mark 60 s after a maker fill from our side (negative is adverse selection). A gap in red means the paper model is optimistic.
Round trips per book win rate, expectancy, average gross win and loss, fees, markout
Pre-fill drift: the price move over the 5 s before each maker fill and the 5 s trade-flow imbalance, from the venue trade tape, signed from our side (negative: the price was running through the quote). Paper fills are measured at the first tape trade that reached their price.
Scouts
Maker round trips
c1 and c5 live on these numbers: the share of closes that exit as a maker, the spread captured per round trip, and the markout: the mark 60 s after each maker fill from our side (negative is adverse selection), for touch and trade-through fills.
Judge calls
Model calls per day on this desk and their estimated cost (DESK_COST_PER_JUDGE_CALL_USD each). Reused: answered without a call (the same coin, arm version and bar; the same dossier; or one call shared by several arms). Stub: the rules judge, no model.
Calibration
Lessons
Priors
Hypotheses
Sunday table
missing