Location: score_entry() function, after existing VROC outflow check
# v7.6.5: VROC DOWN CONFIRMATION — heavy sell volume priority
if side == "DOWN" and vroc < -50:
score += 1.0
reasons.append(f"HEAVY SELL VROC={vroc:.1f}")Location: score_entry() function, after existing VROC outflow check
# v7.6.5: VROC DOWN CONFIRMATION — heavy sell volume priority
if side == "DOWN" and vroc < -50:
score += 1.0
reasons.append(f"HEAVY SELL VROC={vroc:.1f}")[2026-04-16 16:32:56] [CLOB PRICE] yes=0.5050 no=0.4950 [2026-04-16 16:32:56] [BTC] [CLOB OVERLAY] YES=0.5050 (replaced Gamma) [2026-04-16 16:32:56] [BTC] [TICK 809] YES=0.5050 Cap=$14.00 Urgent=False [2026-04-16 16:32:56] [BTC] [IND] RSI=60.8 Stoch=82.3 CCI=77.6 | MACD=9.2843 ADX=30.0 E74660.2/E74690.4/E74832.2 | BBlo=74533.72,BBhi=74753.89 BBp=74708.19 ATR=38.4986 | VROC=+35.1 [[1m]] [2026-04-16 16:32:56] [CLOB PRICE] yes=0.4650 no=0.5350 [2026-04-16 16:32:56] [ETH] [CLOB OVERLAY] YES=0.4650 (replaced Gamma) [2026-04-16 16:32:57] [ETH] [TICK 809] YES=0.4650 Cap=$14.00 Urgent=False [2026-04-16 16:32:57] [ETH] [IND] RSI=67.0 Stoch=90.1 CCI=143.9 | MACD=0.4560 ADX=42.0 E2340.3/E2341.8/E2348.2 | BBlo=2335.45,BBhi=2343.64 BBp=2342.99 ATR=1.3743 | VROC=+187.3 [[1m]] [2026-04-16 16:32:57] [ETH] [ENTRY BLOCKED] BUY UP: score=3.50 < 4.0 [2026-04-16 16:33:08] [CLOB PRICE] yes=0.5050 no=0.4950
| # mr_bot_v76.py — v7.6.3 Exit Logic + CLOB Price Overlay | |
| # ========================================================== | |
| # Three critical exit layers: | |
| # LAYER 1: ORDER PURGE — cancel-all before sell | |
| # LAYER 2: AGGRESSIVE LIMIT SELL — 4¢ offset from mid | |
| # LAYER 3: SYNTHETIC EXIT FALLBACK — buy opposite outcome if sell fails | |
| # | |
| # CLOB Price Overlay: | |
| # get_clob_price() — live CLOB midpoints replacing Gamma for millisecond accuracy |
| #!/usr/bin/env python3 | |
| """ | |
| mr_bot_v76.py — v7.6 "KELLY EDITION" with Liquidity Guard | |
| ========================================================== | |
| Upgrades from v7.5.9 HardCore: | |
| 1. KELLY SIZING: Position size scaled by confidence score | |
| - Score 4.0 → 50% Kelly fraction | |
| - Score 5.0 → 100% Kelly fraction | |
| 2. LIQUIDITY GUARD: Orderbook check before entry | |
| - Skip if spread > $0.03 |