config.py

OKX_BASE_URL = "https://www.okx.com"

TIMEFRAME = "1H"
CANDLE_LIMIT = 300
REQUEST_DELAY = 0.15
REQUEST_RETRIES = 3
REQUEST_TIMEOUT = 10

# --- ATR & STRUCTURE ---
ATR_PERIOD = 14
ATR_STOP_MULT = 2.5
STRUCTURE_LOOKBACK = 10
STRUCTURE_CONFIRM_BARS = 3
VOLATILITY_EXPANSION_MULT = 1.8
VOLATILITY_CONTRACTION_MULT = 0.6
RR_RATIO = 2.0

# --- VOLATILITY COMPRESSION FILTER ---
VOL_COMPRESSION_LOOKBACK = 100
VOL_COMPRESSION_PERCENTILE = 60
VOL_EXPANSION_CONFIRM_MULT = 1.3

# --- FAKE BREAKOUT DETECTION ---
BREAKOUT_ATR_BUFFER = 0.25
BREAKOUT_CONFIRMATION_BARS = 2
BREAKOUT_LOOKBACK = 20
BREAKOUT_RETEST_BARS = 3

# --- ABSORPTION DETECTION ---
ABSORPTION_WICK_RATIO = 0.6
ABSORPTION_VOL_MULT = 2.2
ABSORPTION_BODY_RATIO = 0.35

# --- VOLUME ANALYSIS ---
VOLUME_MA_PERIOD = 20
VOLUME_SPIKE_MULT = 2.0
VOLUME_CLIMAX_MULT = 3.0
VOLUME_WEAK_THRESHOLD = 0.7
OBV_SLOPE_BARS = 10

# --- REGIME CONFIDENCE ---
REGIME_CONFIDENCE_MIN = 0.55
ADX_PERIOD = 14
ADX_TREND_THRESHOLD = 22
ADX_STRONG_THRESHOLD = 30

# --- DISTANCE FROM MEAN FILTER ---
DIST_FROM_MEAN_MA = 50
DIST_FROM_MEAN_ATR_MAX = 2.0

# --- RISK ENGINE ---
MAX_RISK_PER_TRADE = 0.015
HIGH_VOL_THRESHOLD = 1.8
LOW_VOL_THRESHOLD = 0.5
REDUCED_RISK_FACTOR = 0.4
CONSEC_LOSS_RISK_SCALE = [1.0, 0.8, 0.6, 0.4, 0.25]

# --- VETO ---
VETO_VOLUME_MIN = 0.35
VETO_VOL_RATIO_MAX = 2.2
VETO_STRUCTURE_MIN = 0.35
VETO_CLIMAX = True
VETO_ABSORPTION = True
VETO_EXTENDED_PRICE = True
VETO_NO_COMPRESSION = True

# --- SCORING WEIGHTS ---
WEIGHT_REGIME = 0.35
WEIGHT_VOLUME = 0.30
WEIGHT_STRUCTURE = 0.20
WEIGHT_CONFIDENCE = 0.15

TOP_N_DEFAULT = 20
DEFAULT_ACCOUNT_EQUITY = 10000.0

DEFAULT_SYMBOLS = [
    "BTC-USDT", "ETH-USDT", "SOL-USDT", "BNB-USDT", "XRP-USDT",
    "ADA-USDT", "AVAX-USDT", "DOT-USDT", "MATIC-USDT", "LINK-USDT",
    "UNI-USDT", "ATOM-USDT", "LTC-USDT", "ETC-USDT", "BCH-USDT",
    "NEAR-USDT", "APT-USDT", "ARB-USDT", "OP-USDT", "DOGE-USDT",
    "SUI-USDT", "INJ-USDT", "TIA-USDT", "SEI-USDT", "JTO-USDT",
    "WIF-USDT", "BONK-USDT", "PEPE-USDT", "SHIB-USDT", "FIL-USDT",
    "LDO-USDT", "RPL-USDT", "MKR-USDT", "AAVE-USDT", "CRV-USDT",
    "SNX-USDT", "GMX-USDT", "DYDX-USDT", "1INCH-USDT", "SAND-USDT",
    "MANA-USDT", "AXS-USDT", "GALA-USDT", "ENJ-USDT", "ICP-USDT",
    "HBAR-USDT", "EGLD-USDT", "FTM-USDT", "ONE-USDT", "ZIL-USDT",
    "THETA-USDT", "VET-USDT", "FLOW-USDT", "CHZ-USDT", "GRT-USDT",
    "BAT-USDT", "ZRX-USDT", "ENS-USDT", "IMX-USDT", "BLUR-USDT",
    "MAGIC-USDT", "RUNE-USDT", "OSMO-USDT", "KAVA-USDT", "ALGO-USDT",
    "WAVES-USDT", "XTZ-USDT", "ZEC-USDT", "DASH-USDT", "EOS-USDT",
    "TRX-USDT", "XLM-USDT", "NEO-USDT", "QTUM-USDT", "STX-USDT",
    "CELO-USDT", "ROSE-USDT", "CFX-USDT", "FXS-USDT", "CVX-USDT",
    "BAL-USDT", "SUSHI-USDT", "COMP-USDT", "YFI-USDT", "BAND-USDT",
    "API3-USDT", "ANKR-USDT", "CKB-USDT", "SKL-USDT", "STORJ-USDT",
    "REN-USDT", "NMR-USDT", "OGN-USDT", "CELR-USDT", "BOBA-USDT",
    "MDT-USDT", "POND-USDT", "REQ-USDT", "UMA-USDT", "PERP-USDT",
]