forked from kcolbchain/quoter
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathrun.py
More file actions
93 lines (73 loc) · 2.89 KB
/
run.py
File metadata and controls
93 lines (73 loc) · 2.89 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
#!/usr/bin/env python3
"""
kcolbchain quoter — autonomous market-making agent runner.
Usage:
python run.py --simulate # backtest mode
python run.py --config config/live.yaml # live mode
python run.py --pair ETH/USDC --spread 0.5 # quick test
"""
import argparse
import logging
import yaml
from pathlib import Path
from src.agents.rwa_market_maker import RWAMarketMaker
from src.strategies.constant_spread import ConstantSpreadStrategy
from src.strategies.adaptive_spread import AdaptiveSpreadStrategy
from src.oracle.price_feed import PriceFeed
from src.backtest.engine import BacktestEngine
def load_config(path: str) -> dict:
with open(path) as f:
return yaml.safe_load(f)
def run_simulate(config: dict):
"""Run a backtest simulation."""
logging.info("=== SIMULATE MODE ===")
pair = config.get("pair", "ETH/USDC")
strategy_name = config.get("strategy", "constant_spread")
oracle = PriceFeed(source="mock", pair=pair)
if strategy_name == "adaptive":
strategy = AdaptiveSpreadStrategy(
base_spread=config.get("spread", 0.5),
volatility_window=config.get("vol_window", 20),
)
else:
strategy = ConstantSpreadStrategy(spread_pct=config.get("spread", 0.5))
agent = RWAMarketMaker(
strategy=strategy,
oracle=oracle,
config=config,
)
engine = BacktestEngine(agent=agent, oracle=oracle)
results = engine.run(ticks=config.get("ticks", 100))
engine.print_summary(results)
def run_live(config: dict):
"""Run live market making (requires API keys + wallet)."""
logging.info("=== LIVE MODE ===")
logging.info("Live trading not yet implemented — use --simulate for now")
logging.info("To go live, implement exchange connectors in src/exchanges/")
def main():
parser = argparse.ArgumentParser(description="kcolbchain quoter — market-making agent")
parser.add_argument("--config", default="config/default.yaml", help="Config path")
parser.add_argument("--simulate", action="store_true", help="Backtest mode")
parser.add_argument("--pair", help="Trading pair (e.g., ETH/USDC)")
parser.add_argument("--spread", type=float, help="Spread percentage")
parser.add_argument("--ticks", type=int, default=100, help="Simulation ticks")
args = parser.parse_args()
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-8s [%(name)s] %(message)s",
datefmt="%H:%M:%S",
)
config_path = Path(args.config)
config = load_config(config_path) if config_path.exists() else {}
if args.pair:
config["pair"] = args.pair
if args.spread:
config["spread"] = args.spread
if args.ticks:
config["ticks"] = args.ticks
if args.simulate or config.get("simulate", True):
run_simulate(config)
else:
run_live(config)
if __name__ == "__main__":
main()