models/arbitrage_agent.py

class ArbitrageAgent:
    """
    Arbitrage Agent (Rule-Based).
    Monitors Perp vs Spot prices.
    """
    def __init__(self, threshold=0.005):
        self.threshold = threshold

    def analyze(self, spot_price, perp_price, funding_rate):
        """
        Returns Action:
        0: Do Nothing
        1: Long Spot / Short Perp (Basis > Thresh)
        2: Short Spot / Long Perp (Basis < -Thresh)
        """
        basis = (perp_price - spot_price) / spot_price
        
        # Funding Arbitrage
        # If funding positive -> Shorts pay Longs. We want to be Short Perp.
        # So we Long Spot, Short Perp.
        
        if basis > self.threshold:
            print(f"Arb Opportunity: Basis {basis:.4f} > {self.threshold}. Action: Long Spot / Short Perp")
            return 1 # Cash and Carry
            
        if basis < -self.threshold:
             print(f"Arb Opportunity: Basis {basis:.4f} < -{self.threshold}. Action: Short Spot / Long Perp")
             return 2 # Reverse Carry?
             
        return 0