eth-v1-arb-full / thresholds.json
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{
"trading": {
"edge_threshold": 0.11538358189195043,
"entry_price_max": 0.5685012199310154
},
"notes": "Edge-margin rule: edge_up = model_pred - up_ask; edge_dn = (1 - model_pred) - dn_ask. Enter the side with the larger edge, iff that edge >= edge_threshold. Edge is expected PnL per share before fees."
}