10_additional_pairs

Prompt file imported from acid0ikario/trade-bot (.codex/prompts/10_additional_pairs.md). Copyright stays with the author.

You are acting as a multi-asset trading engineer. Enable trading multiple pairs with correlation-aware limits.

Context

• Currently single pair. We want to add ETH/USDT and BNB/USDT alongside BTC/USDT.
• Paper and live code must be able to handle multiple concurrent symbols.

Goals

• Multi-pair trading with per-pair caps and a correlation guard to avoid overexposure.

Tasks

1. Config updates

• Update config/config.example.yaml:
  • symbols_whitelist: ["BTC/USDT","ETH/USDT","BNB/USDT"]
  • max_notional_usdt_per_pair: 200
  • max_correlated_trades: 2
  • correlation_threshold: 0.85
• Optionally support config/pairs.yaml for per-pair caps, e.g.: BTC:200, ETH:150, BNB:100.
• Extend AppConfig in src/bot/config.py to include the new fields with sensible defaults; loading pairs.yaml is optional and should fall back to the global cap.

2. Broker/exchange support

• Ensure paper broker and live exchange tracking can hold multiple open positions keyed by symbol.
• Enforce per-pair notional caps and global max_open_trades across all symbols.

3. Correlation guard

• Before opening a trade for symbol_new, compute Pearson correlation of last N returns (e.g., 100 bars) between symbol_new and each open position’s symbol using available OHLCV.
• If correlation > threshold and current count of correlated positions >= max_correlated_trades, skip the new trade and log the reason.

4. Runner changes

• Iterate over each whitelisted symbol per loop.
• Apply correlation and risk guards across combined PnL and open positions.

5. Tests: tests/test_multi_pairs.py

• Create synthetic OHLCV for correlated and uncorrelated series.
• Verify the guard blocks opening beyond the correlation cap while allowing uncorrelated positions up to max_open_trades.

Acceptance criteria

• Multi-pair trading works with per-pair caps.
• Correlation guard enforced according to thresholds.
• Tests pass for edge and typical cases.