style: Clean up code formatting for improved readability

CHANGELOG.md

@@ -18,6 +18,7 @@
 - Added synthetic latency profiler scenarios and CLI scripts for baseline generation and regression checks.
 - Added latency baseline/threshold artifacts and CI latency guardrail enforcement.
 - Added deterministic replay backtesting engine, CLI script, and unit coverage for JSONL event replay.
+- Added dashboard controls for tradable pair universe selection and strategy mode/parameter configuration.
 
 ### Changed
 
@@ -27,6 +28,7 @@
 - Added explicit Kraken API key permission configuration (`KRAKEN_API_KEY_PERMISSIONS`) and docs for least-privilege key usage.
 - Optimized dashboard metrics aggregation to use DuckDB SQL aggregates/quantiles instead of Python row scans.
 - Added backtesting usage and replay format documentation to README.
+- Dashboard controls now surface tradable pairs and strategy config snapshot values.
 
 ### Removed
 

scripts/backtest_replay.py

@@ -30,8 +30,7 @@ def _parse_balances(raw: str) -> Mapping[str, float]:
 
 
 def main() -> int:
-    parser = argparse.ArgumentParser(
-        description="Run a deterministic replay backtest.")
+    parser = argparse.ArgumentParser(description="Run a deterministic replay backtest.")
     parser.add_argument("--events", type=Path, required=True)
     parser.add_argument("--starting-balances", type=str, default="USD=1000.0")
     parser.add_argument("--trade-capital", type=float, default=100.0)
@@ -56,18 +55,15 @@ def main() -> int:
         started_at=events[0].occurred_at if events else datetime.now(UTC),
     )
     report = asyncio.run(
-        engine.run(events, starting_balances=_parse_balances(
-            args.starting_balances))
+        engine.run(events, starting_balances=_parse_balances(args.starting_balances))
     )
 
     print("Backtest report:")
     print(f"- processed_events: {report.processed_events}")
     print(f"- opportunities_seen: {report.opportunities_seen}")
     print(f"- trades_executed: {report.trades_executed}")
-    print(
-        f"- win_rate: {report.win_rate if report.win_rate is not None else 'n/a'}")
-    print(
-        f"- fill_rate: {report.fill_rate if report.fill_rate is not None else 'n/a'}")
+    print(f"- win_rate: {report.win_rate if report.win_rate is not None else 'n/a'}")
+    print(f"- fill_rate: {report.fill_rate if report.fill_rate is not None else 'n/a'}")
     print(f"- realized_pnl_usd: {report.realized_pnl_usd:.4f}")
     print(f"- max_drawdown_usd: {report.max_drawdown_usd:.4f}")
     print(f"- miss_reasons: {dict(report.miss_reasons)}")

scripts/security_scan.py

@@ -63,16 +63,13 @@ def scan_worktree() -> list[str]:
 
         for rule_name, pattern in PATTERNS:
             if pattern.search(content):
-                findings.append(
-                    f"worktree:{path.relative_to(WORKSPACE)}:{rule_name}")
+                findings.append(f"worktree:{path.relative_to(WORKSPACE)}:{rule_name}")
     return findings
 
 
 def scan_git_history() -> list[str]:
-    cmd = ["git", "-C", str(WORKSPACE), "log", "--all",
-           "-p", "--pretty=format:%H"]
-    completed = subprocess.run(
-        cmd, check=False, capture_output=True, text=True)
+    cmd = ["git", "-C", str(WORKSPACE), "log", "--all", "-p", "--pretty=format:%H"]
+    completed = subprocess.run(cmd, check=False, capture_output=True, text=True)
     if completed.returncode != 0:
         return ["history_scan_failed"]
 

src/arbitrade/api/control_state.py

@@ -10,6 +10,10 @@ from arbitrade.risk.kill_switch import KillSwitch
 class DashboardControlState:
     is_running: bool = True
     kill_switch: KillSwitch = field(default_factory=KillSwitch)
+    tradable_pairs: list[str] = field(default_factory=list)
+    strategy_mode: str = "incremental"
+    strategy_profit_threshold: float = 0.0005
+    strategy_max_depth_levels: int = 10
     updated_at: datetime = field(default_factory=lambda: datetime.now(UTC))
 
     def mark_updated(self) -> None:

src/arbitrade/api/routes.py

@@ -271,6 +271,9 @@ def _dashboard_controls(request: Request) -> dict[str, object]:
 
     dedup_seconds_raw = alert_status.get("dedup_seconds", 0.0)
     dedup_seconds = float(dedup_seconds_raw) if isinstance(dedup_seconds_raw, int | float) else 0.0
+    tradable_pairs_display = (
+        ", ".join(controls.tradable_pairs) if controls.tradable_pairs else "All"
+    )
 
     return {
         "execution_status": "running" if controls.is_running else "stopped",
@@ -307,6 +310,11 @@ def _dashboard_controls(request: Request) -> dict[str, object]:
         "alerts_last_channel_results": [
             str(item) for item in cast(list[object], alert_status.get("last_channel_results", []))
         ],
+        "tradable_pairs_display": tradable_pairs_display,
+        "tradable_pairs_value": ", ".join(controls.tradable_pairs),
+        "strategy_mode": controls.strategy_mode,
+        "strategy_profit_threshold": f"{controls.strategy_profit_threshold:.6f}",
+        "strategy_max_depth_levels": str(controls.strategy_max_depth_levels),
         "updated_at": controls.updated_at.isoformat(),
         "start_endpoint": "/dashboard/control/start",
         "stop_endpoint": "/dashboard/control/stop",
@@ -327,6 +335,18 @@ def _form_bool(value: str | None) -> bool:
     return value.lower() in {"1", "true", "yes", "on"}
 
 
+def _parse_comma_separated_list(value: str | None) -> list[str]:
+    if value is None:
+        return []
+
+    items: list[str] = []
+    for raw_item in value.split(","):
+        item = raw_item.strip().upper()
+        if item and item not in items:
+            items.append(item)
+    return items
+
+
 async def _dashboard_response(
     request: Request, template_name: str = "dashboard.html"
 ) -> HTMLResponse:
@@ -514,6 +534,17 @@ async def dashboard_control_config(request: Request) -> HTMLResponse:
         max_concurrent_value = form["max_concurrent_trades"].strip()
         settings.max_concurrent_trades = int(max_concurrent_value) if max_concurrent_value else None
 
+    controls.tradable_pairs = _parse_comma_separated_list(form.get("tradable_pairs"))
+    if "strategy_mode" in form and form["strategy_mode"].strip():
+        strategy_mode = form["strategy_mode"].strip().lower()
+        if strategy_mode not in {"incremental", "paper", "live"}:
+            raise ValueError("strategy_mode must be one of: incremental, paper, live")
+        controls.strategy_mode = strategy_mode
+    if "strategy_profit_threshold" in form and form["strategy_profit_threshold"].strip():
+        controls.strategy_profit_threshold = float(form["strategy_profit_threshold"])
+    if "strategy_max_depth_levels" in form and form["strategy_max_depth_levels"].strip():
+        controls.strategy_max_depth_levels = int(form["strategy_max_depth_levels"])
+
     settings.paper_trading_mode = _form_bool(form.get("paper_trading_mode"))
     controls.mark_updated()
 
@@ -549,6 +580,10 @@ async def dashboard_control_config(request: Request) -> HTMLResponse:
             "max_trade_capital_usd": settings.max_trade_capital_usd,
             "max_concurrent_trades": settings.max_concurrent_trades,
             "paper_trading_mode": settings.paper_trading_mode,
+            "tradable_pairs": controls.tradable_pairs,
+            "strategy_mode": controls.strategy_mode,
+            "strategy_profit_threshold": controls.strategy_profit_threshold,
+            "strategy_max_depth_levels": controls.strategy_max_depth_levels,
         },
     )
 

src/arbitrade/backtesting/replay.py

@@ -153,8 +153,7 @@ def _parse_book_levels(raw_levels: Any) -> tuple[BookLevel, ...]:
             or not isinstance(raw_level[1], int | float)
         ):
             raise ValueError("Each level must be [price, volume]")
-        levels.append(BookLevel(price=float(
-            raw_level[0]), volume=float(raw_level[1])))
+        levels.append(BookLevel(price=float(raw_level[0]), volume=float(raw_level[1])))
 
     return tuple(levels)
 
@@ -173,8 +172,7 @@ def load_replay_events(path: Path) -> list[ReplayBookEvent]:
         if not isinstance(timestamp_raw, str) or not isinstance(symbol_raw, str):
             raise ValueError("Each event must include timestamp and symbol")
 
-        occurred_at = datetime.fromisoformat(
-            timestamp_raw.replace("Z", "+00:00")).astimezone(UTC)
+        occurred_at = datetime.fromisoformat(timestamp_raw.replace("Z", "+00:00")).astimezone(UTC)
         events.append(
             ReplayBookEvent(
                 occurred_at=occurred_at,
@@ -208,8 +206,7 @@ class BacktestReplayEngine:
             min_order_size_by_pair=config.min_order_size_by_pair,
         )
         self._pre_trade = PreTradeValidator()
-        self._trade_limits = TradeLimitsGuard(
-            max_concurrent_trades=config.max_concurrent_trades)
+        self._trade_limits = TradeLimitsGuard(max_concurrent_trades=config.max_concurrent_trades)
         self._simulated_rest = _SimulatedRestClient(
             self._clock,
             slippage_bps=config.slippage_bps,
@@ -244,8 +241,7 @@ class BacktestReplayEngine:
         trades_executed = 0
 
         realized_pnl = 0.0
-        equity = float(starting_balances.get(
-            self._config.quote_asset.upper(), 0.0))
+        equity = float(starting_balances.get(self._config.quote_asset.upper(), 0.0))
         peak_equity = equity
         max_drawdown = 0.0
 
@@ -288,8 +284,7 @@ class BacktestReplayEngine:
                 result = await self._sequencer.execute(opportunity)
                 self._trade_limits.close_trade(exposure)
 
-                execution_latencies.append(
-                    self._simulated_rest.last_trade_latency_ms)
+                execution_latencies.append(self._simulated_rest.last_trade_latency_ms)
                 fill_samples.append(self._simulated_rest.last_fill_ratio)
 
                 if not result.success:
@@ -312,8 +307,7 @@ class BacktestReplayEngine:
 
         wins = sum(1 for pnl in realized_samples if pnl > 0.0)
         win_rate = (wins / len(realized_samples)) if realized_samples else None
-        fill_rate = (sum(fill_samples) / len(fill_samples)
-                     ) if fill_samples else None
+        fill_rate = (sum(fill_samples) / len(fill_samples)) if fill_samples else None
 
         return BacktestReport(
             started_at=events[0].occurred_at if events else self._clock.now,

src/arbitrade/runtime/lifecycle.py

@@ -140,8 +140,7 @@ async def restore_runtime_state(app: FastAPI) -> RuntimeRecoveryReport:
         snapshot_at = latest.snapshot_at.isoformat()
         controls.is_running = latest.is_running
         if latest.kill_switch_active:
-            controls.kill_switch.activate(
-                reason=latest.kill_switch_reason or "recovered")
+            controls.kill_switch.activate(reason=latest.kill_switch_reason or "recovered")
         else:
             controls.kill_switch.deactivate()
         controls.mark_updated()
@@ -151,8 +150,7 @@ async def restore_runtime_state(app: FastAPI) -> RuntimeRecoveryReport:
     if open_trades > 0:
         controls.is_running = False
         if not controls.kill_switch.is_active:
-            controls.kill_switch.activate(
-                reason="recovery_open_trades_detected")
+            controls.kill_switch.activate(reason="recovery_open_trades_detected")
         controls.mark_updated()
         restart_guard_active = True
 

tests/test_dashboard.py

@@ -202,6 +202,8 @@ async def test_dashboard_page_and_fragment_and_sse(tmp_path) -> None:
     assert "Last result" in controls.text
     assert "Paper trading mode" in controls.text
     assert "Trade capital USD" in controls.text
+    assert "Tradable pairs" in controls.text
+    assert "Strategy mode" in controls.text
 
     assert charts.status_code == 200
     assert "Opportunity Trend" in charts.text
@@ -229,6 +231,10 @@ async def test_dashboard_controls_update_runtime_state_and_config(tmp_path) -> N
                 "trade_capital_usd": "250.50",
                 "max_trade_capital_usd": "300.00",
                 "max_concurrent_trades": "4",
+                "tradable_pairs": "BTC/USD, ETH/BTC, BTC/USD",
+                "strategy_mode": "paper",
+                "strategy_profit_threshold": "0.0025",
+                "strategy_max_depth_levels": "7",
                 "paper_trading_mode": "on",
             },
         )
@@ -247,10 +253,18 @@ async def test_dashboard_controls_update_runtime_state_and_config(tmp_path) -> N
     assert "250.50 USD" in config_response.text
     assert "300.00 USD" in config_response.text
     assert "4" in config_response.text
+    assert "BTC/USD, ETH/BTC" in config_response.text
+    assert "paper" in config_response.text
+    assert "0.002500" in config_response.text
+    assert "7" in config_response.text
     assert app.state.settings.trade_capital_usd == 250.5
     assert app.state.settings.max_trade_capital_usd == 300.0
     assert app.state.settings.max_concurrent_trades == 4
     assert app.state.settings.paper_trading_mode is True
+    assert app.state.dashboard_controls.tradable_pairs == ["BTC/USD", "ETH/BTC"]
+    assert app.state.dashboard_controls.strategy_mode == "paper"
+    assert app.state.dashboard_controls.strategy_profit_threshold == 0.0025
+    assert app.state.dashboard_controls.strategy_max_depth_levels == 7
 
     transport = httpx.ASGITransport(app=app)
     async with httpx.AsyncClient(transport=transport, base_url="http://test") as client:

tests/unit/test_backtesting_replay.py

@@ -67,13 +67,11 @@ def test_backtest_replay_engine_runs_deterministically() -> None:
     engine = BacktestReplayEngine(
         cycles_by_pair=cycles_by_pair,
         available_pairs=available_pairs,
-        config=BacktestConfig(trade_capital=100.0,
-                              slippage_bps=5.0, execution_latency_ms=10.0),
+        config=BacktestConfig(trade_capital=100.0, slippage_bps=5.0, execution_latency_ms=10.0),
         started_at=started_at,
     )
 
-    report = asyncio.run(engine.run(
-        replay_events, starting_balances={"USD": 1000.0}))
+    report = asyncio.run(engine.run(replay_events, starting_balances={"USD": 1000.0}))
 
     assert report.processed_events == 3
     assert report.opportunities_seen >= 0

web/templates/partials/controls.html

@@ -16,6 +16,10 @@
       <div class="meta">Trade capital: {{ trade_capital_usd }}</div>
       <div class="meta">Max trade capital: {{ max_trade_capital_usd }}</div>
       <div class="meta">Max concurrent trades: {{ max_concurrent_trades }}</div>
+      <div class="meta">Tradable pairs: {{ tradable_pairs_display }}</div>
+      <div class="meta">Strategy mode: {{ strategy_mode }}</div>
+      <div class="meta">Profit threshold: {{ strategy_profit_threshold }}</div>
+      <div class="meta">Max depth levels: {{ strategy_max_depth_levels }}</div>
     </article>
     <article class="card">
       <div class="label">Alerting</div>
@@ -109,6 +113,76 @@
             value="{{ max_concurrent_trades_value }}"
           />
         </label>
+        <label class="field">
+          <span>Tradable pairs</span>
+          <input
+            name="tradable_pairs"
+            type="text"
+            placeholder="BTC/USD, ETH/BTC"
+            value="{{ tradable_pairs_value }}"
+          />
+        </label>
+        <label class="field">
+          <span>Strategy mode</span>
+          <select name="strategy_mode">
+            <option
+              value="incremental"
+              {%
+              if
+              strategy_mode=""
+              ="incremental"
+              %}selected{%
+              endif
+              %}
+            >
+              incremental
+            </option>
+            <option
+              value="paper"
+              {%
+              if
+              strategy_mode=""
+              ="paper"
+              %}selected{%
+              endif
+              %}
+            >
+              paper
+            </option>
+            <option
+              value="live"
+              {%
+              if
+              strategy_mode=""
+              ="live"
+              %}selected{%
+              endif
+              %}
+            >
+              live
+            </option>
+          </select>
+        </label>
+        <label class="field">
+          <span>Strategy profit threshold</span>
+          <input
+            name="strategy_profit_threshold"
+            type="number"
+            min="0"
+            step="0.0001"
+            value="{{ strategy_profit_threshold }}"
+          />
+        </label>
+        <label class="field">
+          <span>Max depth levels</span>
+          <input
+            name="strategy_max_depth_levels"
+            type="number"
+            min="1"
+            step="1"
+            value="{{ strategy_max_depth_levels }}"
+          />
+        </label>
         <label class="field checkbox">
           {% set check = "checked" if paper_trading_mode == "enabled" else "" %}
           <input name="paper_trading_mode" type="checkbox" {{ check }} />