# BfxSentry Agent 默认配置

engine:
  mode: dry-run          # dry-run | live
  log_level: info        # debug | info | warn | error

collector:
  bitfinex:
    base_url: https://api-pub.bitfinex.com
    symbol: tBTCUSD
    deriv_symbol: tBTCF0:USTF0
    funding_symbol: fUSD
    ws_url: wss://api-pub.bitfinex.com/ws/2
  polymarket:
    gamma_url: https://gamma-api.polymarket.com
    clob_url: https://clob.polymarket.com

smart_follow:
  enabled: true
  tick_interval: 180
  entry_conditions:
    min_score: 65
    min_whales_aligned: 5
    min_correlation: 0.5
    position_confirm: true
  exit_conditions:
    score_drop_below: 45
    whale_flip_count: 3
    max_hold_hours: 24
    trailing_stop_pct: 1.5
  risk:
    size_pct: 8
    max_leverage: 2
    stop_loss_pct: 2.0

funding_arb:
  enabled: true
  tick_interval: 300
  lend:
    min_rate_percentile: 0.75
    min_utilization: 0.80
    min_spare_capacity: 0.15
    lend_amount_pct: 25
    preferred_period_days: 7
    high_rate_period_days: 30
    high_rate_threshold: 0.90
  warning:
    rate_spike_pct: 5
    critical_utilization: 0.90
  exit_conditions:
    rate_drop_percentile: 0.30
    supply_recovery_pct: 2

liq_hunter:
  enabled: true
  tick_interval: 5
  trend_follow:
    min_intensity_pct: 0.85
    min_dominance: 0.70
    min_price_move_pct: 0.3
    price_window_sec: 180
  reversal:
    min_intensity_pct: 0.95
    price_stall_pct: 0.1
    require_ob_confirm: true
    ob_imbalance_threshold: 1.2
  risk:
    size_pct: 5
    max_leverage: 3
    trend_stop_pct: 0.5
    reversal_stop_pct: 0.3
    take_profit_pct: 1.0
    cooldown_sec: 300

ob_sniper:
  enabled: true
  tick_interval: 5
  entry_conditions:
    imbalance_buy: 1.5
    imbalance_sell: 0.67
    depth_range_pct: 0.5
    require_flow_confirm: true
    flow_buy_ratio: 0.60
    flow_sell_ratio: 0.40
    flow_window_sec: 60
    wall_multiplier: 5
    wall_break_price_pct: 0.1
  risk:
    size_pct: 5
    max_leverage: 3
    stop_loss_pct: 0.3
    take_profit_pct: 0.5
    signal_ttl_sec: 120
    cooldown_sec: 120

pm_hedge:
  enabled: true
  tick_interval: 15
  signal_driven:
    min_confidence: 35       # Backtested optimal: 35% = 55.6% accuracy on 4h horizon
    stake_usdc: 100          # Fixed stake per bet in USDC
    horizon: 4h              # Target prediction horizon (for user reference)

risk:
  max_total_position_usd: 5000
  max_daily_loss_usd: 200
  max_daily_trades: 50
  max_concurrent_positions: 3
  conflict_resolution: conservative
  same_direction_cooldown_sec: 300
  opposite_signal_cooldown_sec: 60
  max_slippage_pct: 0.1
  order_type: limit
  limit_offset_pct: 0.02
  retry:
    max_attempts: 3
    backoff_ms: [1000, 3000, 5000]
    on_max_retry: alert_and_skip
  portfolio:
    max_portfolio_var_pct: 3
    var_confidence: 0.95
    max_same_direction_pct: 70
    circuit_breaker:
      consecutive_losses: 5
      loss_streak_usd: 300
      cooldown_minutes: 60
      action: pause_all
    trading_hours:
      enabled: false

recorder:
  enabled: true
  retention_days: 30