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Add opportunity detection and storage functionality with async processing

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- Introduced OpportunityEvent class for structured opportunity data.
- Enhanced IncrementalCycleDetector to generate opportunities based on updated pairs.
- Implemented AsyncOpportunityWriter for persisting opportunities to the database.
- Updated MarketDataFeed to handle opportunity detection and execution in both paper and live trading modes.
- Added unit tests for opportunity detection and persistence.
This commit is contained in:
zwitschi
2026-06-01 10:59:09 +02:00
parent 652b20274a
commit a89886186f
10 changed files with 728 additions and 39 deletions
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.env.example
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@@ -15,3 +15,4 @@ KRAKEN_RETRY_ATTEMPTS=3
KRAKEN_RETRY_BASE_DELAY_SECONDS=0.25
WS_HEARTBEAT_TIMEOUT_SECONDS=20.0
WS_MAX_STALENESS_SECONDS=5.0
PAPER_TRADING_MODE=true