malkhut: fee+slippage execution threshold

2026-07-18 17:44:20 +02:00
parent 5503aafa28
commit ebf7f17132
4 changed files with 49 additions and 22 deletions
--- a/MALKHUT/malkhut/tests/test_hft_cwm.py
+++ b/MALKHUT/malkhut/tests/test_hft_cwm.py
@@ -107,6 +107,7 @@ def _params() -> FulfilmentPolicyParams:
        low_liquidity_weight=2.0, latency_stress_weight=1.0,
        wait_to_retry_ms=0, chase_enabled=False, chase_offset_ticks=1, chase_max_retries=0,
        urgency_taker_threshold=0.65, urgency_taker_penalty_bps=2.0,
+        execution_friction_threshold_bps=3.0,
    )

 def _place(side: Side = Side.BUY, price_ticks: int = 0, qty: float = 0.10,