Snapshot nautilus_mm after EXP_002 Phase 1 stop.

Keep frozen research conclusions and code; raw ledgers and secrets stay out of git. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-09-10 16:53:22 +08:00
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+# Binance Futures API (prefer TESTNET first)
+BINANCE_API_KEY=
+BINANCE_API_SECRET=
+# Must be exactly TESTNET or LIVE (case-insensitive). Anything else exits.
+BINANCE_ENVIRONMENT=TESTNET
+# Required only for LIVE:
+# I_UNDERSTAND_LIVE=yes
+
+# Proxy: 本地可开；服务器请留空（直连）
+# 本地: USE_PROXY=true ./scripts/run_probe.sh
+HTTP_PROXY=
+HTTPS_PROXY=
+
+# Instrument
+SYMBOL=BTCUSDT-PERP
+ORDER_QTY=0.001
+# Default false — set true explicitly to place post-only quotes
+ENABLE_TRADING=false
+COOLDOWN_SECS=60
+OBI_ENTER=0.25
+QUOTE_TTL_SECS=30
+# Absolute inventory circuit breaker (BTC). Beyond: reduce-only side.
+MAX_ABS_INVENTORY=0.005
+
+# Logs (shared schema with Freqtrade MakerEdgeProbe)
+MAKER_EDGE_LOG_DIR=
+
+# Experiment identity (bind every fill + every report)
+EXPERIMENT_ID=MM_EDGE_EXP_001
+PROBE_VERSION=probe_v0.1
+EXCHANGE_NAME=binance_usdm
+
+# --- MM_EDGE_EXP_002 (Event-State Observability — use run_event_state.sh) ---
+# EXPERIMENT_ID=MM_EDGE_EXP_002
+# PROBE_VERSION=event_state_v0.1
+# ENABLE_TRADING=false          # hard-enforced; never true for EXP_002
+# EVENT_STATE_LOG_DIR=logs/event_state
+# PREFILL_WINDOW_SEC=5.0
+# PREFILL_MARGIN_SEC=0.25
+# LARGE_TRADE_QTY=0.1
+# LOG_EVERY_BOOK_DELTA=true