valentineus/overnight-trading-bot
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second version

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Valentin Popov
2026-06-07 21:51:20 +00:00
parent 8e2d7efc32
commit 282c841e11
23 changed files with 869 additions and 151 deletions
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.env.example
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@@ -66,6 +66,7 @@ RISK_API_OUTAGE_HALT_SEC=180
RISK_MAX_CLOCK_DRIFT_SEC=2
RISK_RECONCILIATION_WINDOW_HOURS=72
RISK_RECONCILIATION_SKEW_SEC=10
RISK_COMMISSION_TOLERANCE_RUB=0.01
RISK_CASH_USAGE_BUFFER=0.95
RISK_RISK_BUDGET_PER_INSTRUMENT_PCT=0.005
RISK_MIN_ORDER_NOTIONAL_RUB=1000