Improve lifecycles trend strategies

api/exchange_apis/kucoin/futures/futures_deal.py

@@ -78,15 +78,14 @@ class KucoinPositionDeal(KucoinBaseBalance):
     TOP_GAINER_EARLY_MOMENTUM_RETEST_DISCOUNT_PCT = 0.5
     TOP_GAINER_EARLY_MOMENTUM_STOP_TRIGGER_BUFFER_PCT = 0.5
     ENTRY_LIQUIDITY_PRICE_BAND_BPS = 50.0
-    # Spread/slippage ceilings scale with the same ATR-derived allowance used
-    # for the body-capped entry price, clamped to [MIN, MAX] so a quiet
-    # symbol is held to a tighter bar than a volatile one.
-    ENTRY_LIQUIDITY_MIN_SPREAD_BPS = 15.0
-    ENTRY_LIQUIDITY_MAX_SPREAD_BPS = 40.0
-    ENTRY_LIQUIDITY_SPREAD_ATR_MULTIPLIER = 0.4
-    ENTRY_LIQUIDITY_MIN_SLIPPAGE_BPS = 18.0
-    ENTRY_LIQUIDITY_MAX_SLIPPAGE_BPS = 50.0
-    ENTRY_LIQUIDITY_SLIPPAGE_ATR_MULTIPLIER = 0.5
+    # Runner entries need enough participation to capture asymmetric upside,
+    # but execution costs must stay small relative to the configured stop.
+    # Live top-gainer evidence supported entries through roughly a 30bps
+    # spread when the requested size still averaged no more than 15bps of
+    # slippage. Keep both limits explicit so a deep first level cannot hide a
+    # pathological spread, and a tight top of book cannot hide a costly walk.
+    ENTRY_LIQUIDITY_MAX_SPREAD_BPS = 30.0
+    ENTRY_LIQUIDITY_MAX_SLIPPAGE_BPS = 15.0
     # Thin books can go many seconds between quote updates without being
     # genuinely stale (KuCoin's ts reflects the last book change, not "now"),
     # confirmed against live low-cap futures books (~15s observed on a quiet
@@ -576,33 +575,6 @@ def liquidity_snapshot_summary(
             f"imbalance={imbalance}, data_age={snapshot.data_age_ms}ms"
         )
 
-    def _atr_scaled_liquidity_thresholds(self) -> tuple[float, float]:
-        """Spread/slippage ceilings, scaled by the ATR allowance already
-        computed for the body-capped entry price (falls back to the same
-        fallback allowance body_capped_entry_limit_price() uses)."""
-        cached_allowance_pct = getattr(self, "_entry_allowance_pct", None)
-        allowance_pct = (
-            cached_allowance_pct
-            if cached_allowance_pct is not None
-            else self.ENTRY_FALLBACK_ALLOWANCE_PCT
-        )
-        atr_bps = allowance_pct * 100
-        spread_threshold_bps = max(
-            self.ENTRY_LIQUIDITY_MIN_SPREAD_BPS,
-            min(
-                atr_bps * self.ENTRY_LIQUIDITY_SPREAD_ATR_MULTIPLIER,
-                self.ENTRY_LIQUIDITY_MAX_SPREAD_BPS,
-            ),
-        )
-        slippage_threshold_bps = max(
-            self.ENTRY_LIQUIDITY_MIN_SLIPPAGE_BPS,
-            min(
-                atr_bps * self.ENTRY_LIQUIDITY_SLIPPAGE_ATR_MULTIPLIER,
-                self.ENTRY_LIQUIDITY_MAX_SLIPPAGE_BPS,
-            ),
-        )
-        return spread_threshold_bps, slippage_threshold_bps
-
     def liquidity_gated_contracts(
         self, requested_contracts: int, candidate_limit_price: float
     ) -> tuple[int, float]:
@@ -611,9 +583,8 @@ def liquidity_gated_contracts(
             if self.active_bot.position == Position.short
             else AddOrderReq.SideEnum.BUY
         )
-        spread_threshold_bps, slippage_threshold_bps = (
-            self._atr_scaled_liquidity_thresholds()
-        )
+        spread_threshold_bps = self.ENTRY_LIQUIDITY_MAX_SPREAD_BPS
+        slippage_threshold_bps = self.ENTRY_LIQUIDITY_MAX_SLIPPAGE_BPS
         try:
             order_book = load_futures_order_book(
                 self.kucoin_futures_api,
@@ -651,7 +622,7 @@ def liquidity_gated_contracts(
         if requested_snapshot.spread_bps > spread_threshold_bps:
             message = (
                 "Entry rejected: KuCoin futures spread exceeds "
-                f"{spread_threshold_bps:.2f}bps (ATR-scaled). {summary}."
+                f"{spread_threshold_bps:.2f}bps. {summary}."
             )
             self.reject_entry_for_liquidity(message)
 
@@ -679,7 +650,7 @@ def liquidity_gated_contracts(
         ):
             message = (
                 "Entry rejected: expected KuCoin futures slippage exceeds "
-                f"{slippage_threshold_bps:.2f}bps (ATR-scaled). {summary}."
+                f"{slippage_threshold_bps:.2f}bps. {summary}."
             )
             self.reject_entry_for_liquidity(message)
 
@@ -700,7 +671,7 @@ def liquidity_gated_contracts(
 
         self.active_bot.add_log(
             f"Futures entry liquidity snapshot: {summary}. "
-            f"thresholds(ATR-scaled): spread<={spread_threshold_bps:.2f}bps, "
+            f"thresholds: spread<={spread_threshold_bps:.2f}bps, "
             f"slippage<={slippage_threshold_bps:.2f}bps."
         )
         if approved_contracts < requested_contracts:
@@ -1075,7 +1046,7 @@ def reconcile_exchange_sl(self) -> None:
                 10**-self.price_precision
             ):
                 self.active_bot.add_log(
-                    "Bounded top-gainer stop drift detected: "
+                    "Buffered top-gainer stop-market drift detected: "
                     f"expected trigger={expected_trigger_price} exchange={exchange_price}; replacing."
                 )
                 self.cancel_current_sl()
@@ -1316,27 +1287,26 @@ def place_stop_loss(self) -> None:
             side = AddOrderReq.SideEnum.SELL
             stop = AddOrderReq.StopEnum.DOWN
 
-        bounded_top_gainer_stop = self.active_bot.name == TOP_GAINER_EARLY_MOMENTUM_ALGO
+        buffered_top_gainer_stop = (
+            self.active_bot.name == TOP_GAINER_EARLY_MOMENTUM_ALGO
+        )
         trigger_price = (
             self.top_gainer_stop_trigger_price(stop_price)
-            if bounded_top_gainer_stop
+            if buffered_top_gainer_stop
             else stop_price
         )
 
         order_response = self.kucoin_futures_api.place_futures_order(
             symbol=self.kucoin_symbol,
             side=side,
-            order_type=(
-                OrderType.limit if bounded_top_gainer_stop else OrderType.market
-            ),
-            price=stop_price if bounded_top_gainer_stop else None,
+            order_type=OrderType.market,
             stop=stop,
             stop_price=trigger_price,
             stop_price_type=AddOrderReq.StopPriceTypeEnum.MARK_PRICE,
             reduce_only=True,
             size=self.active_bot.deal.opening_qty,
             leverage=self.symbol_info.futures_leverage,
-            allow_market_fallback=not bounded_top_gainer_stop,
+            allow_market_fallback=True,
         )
 
         if order_response.price and order_response.qty:
@@ -1353,9 +1323,10 @@ def place_stop_loss(self) -> None:
         self.controller.update_logs(
             bot=self.active_bot,
             log_message=(
-                f"Bounded stop loss trigger set @ {trigger_price}, limit @ {stop_price}"
-                if bounded_top_gainer_stop
-                else f"Stop loss set @ {stop_price}"
+                f"Buffered stop-market trigger set @ {trigger_price} "
+                f"for configured stop @ {stop_price}"
+                if buffered_top_gainer_stop
+                else f"Stop-market set @ {stop_price}"
             ),
         )
 

api/grid_ladders/lifecycle.py

@@ -31,9 +31,8 @@
 
 GRID_LIQUIDITY_PRICE_BAND_BPS = 50.0
 # Spread/slippage ceilings scale with the ladder's own initial BB-width
-# volatility read (mirrors the ATR-scaled thresholds used for standalone
-# futures entries in KucoinPositionDeal), clamped to [MIN, MAX] so a quiet
-# symbol is held to a tighter bar than a volatile one.
+# volatility read and remain grid-specific. Standalone futures entries use
+# separate fixed participation ceilings in KucoinPositionDeal.
 GRID_LIQUIDITY_MIN_SPREAD_BPS = 15.0
 GRID_LIQUIDITY_MAX_SPREAD_BPS = 40.0
 GRID_LIQUIDITY_SPREAD_BB_WIDTH_MULTIPLIER = 0.05

api/tests/test_kucoin_futures_contract_sizing.py

@@ -244,6 +244,25 @@ def test_entry_liquidity_gate_preserves_exchange_book_price_when_tightening_buy(
     assert entry_limit_price == 100.005
 
 
+def test_entry_liquidity_gate_allows_qualified_spread_below_thirty_bps():
+    deal = make_sizing_deal(multiplier=1)
+    deal.active_bot.position = Position.long
+    attach_order_book(
+        deal,
+        bids=[[99.875, 100]],
+        asks=[[100.125, 100]],
+    )
+
+    contracts, entry_limit_price = deal.liquidity_gated_contracts(10, 100.5)
+
+    assert contracts == 10
+    assert entry_limit_price == 100.125
+    assert any(
+        "thresholds: spread<=30.00bps, slippage<=15.00bps" in log
+        for log in deal.active_bot.logs
+    )
+
+
 def test_entry_liquidity_gate_rejects_excessive_spread_and_records_reason():
     deal = make_sizing_deal(multiplier=1)
     deal.active_bot.position = Position.long
@@ -276,6 +295,7 @@ def test_entry_liquidity_gate_rejects_excessive_expected_slippage():
         deal.liquidity_gated_contracts(10, 100.0)
 
     assert "expected_slippage=44.20bps" in deal.active_bot.logs[-1]
+    assert "exceeds 15.00bps" in deal.active_bot.logs[-1]
 
 
 def test_entry_liquidity_gate_rejects_stale_book_data():
@@ -870,7 +890,7 @@ def test_top_gainer_early_momentum_waits_for_half_percent_retest(monkeypatch):
     )
 
 
-def test_top_gainer_stop_triggers_early_and_never_falls_back_to_market():
+def test_top_gainer_stop_triggers_early_as_stop_market():
     deal = make_sizing_deal(multiplier=1)
     deal.active_bot.name = "top_gainer_early_momentum"
     deal.active_bot.position = Position.long
@@ -898,10 +918,10 @@ def test_top_gainer_stop_triggers_early_and_never_falls_back_to_market():
     deal.place_stop_loss()
 
     kwargs = place_order.call_args.kwargs
-    assert kwargs["order_type"] == OrderType.limit
-    assert kwargs["price"] == 98.0
+    assert kwargs["order_type"] == OrderType.market
+    assert "price" not in kwargs
     assert kwargs["stop_price"] == 98.49
-    assert kwargs["allow_market_fallback"] is False
+    assert kwargs["allow_market_fallback"] is True
     assert deal.active_bot.deal.stop_loss_price == 98.0
 
 

api/tests/test_streaming_lifecycle_strategies.py

@@ -30,6 +30,9 @@
 from streaming.strategies.relative_strength_impulse_rider import (
     RelativeStrengthImpulseRiderLifecycleStrategy,
 )
+from streaming.strategies.top_gainer_early_momentum import (
+    TopGainerEarlyMomentumLifecycleStrategy,
+)
 
 
 INTERVAL_MS = 15 * 60 * 1000
@@ -114,7 +117,8 @@ def _context(
             "relative_strength_impulse_rider",
             RelativeStrengthImpulseRiderLifecycleStrategy,
         ),
-        ("top_gainer_early_momentum", DefaultLifecycleStrategy),
+        ("top_gainer_early_momentum", TopGainerEarlyMomentumLifecycleStrategy),
+        ("top_loser_early_momentum", TopGainerEarlyMomentumLifecycleStrategy),
         ("coinrule_price_tracker", PriceTrackerLifecycleStrategy),
         ("coinrule_buy_the_dip", DefaultLifecycleStrategy),
         ("bb_extreme_reversion", BBExtremeReversionLifecycleStrategy),
@@ -248,6 +252,31 @@ def test_default_runtime_strategy_preserves_pullback_adjustment(monkeypatch) ->
     assert update.trailing_deviation == 1.55
 
 
+@pytest.mark.parametrize(
+    "algorithm_name",
+    ["top_gainer_early_momentum", "top_loser_early_momentum"],
+)
+def test_top_mover_lifecycle_delays_and_widens_trailing(
+    monkeypatch, algorithm_name: str
+) -> None:
+    monkeypatch.setattr(
+        "streaming.strategies.default.ApexFlowClose",
+        FakeApexFlowClose,
+    )
+    context = _context(
+        name=algorithm_name,
+        stop_loss=2.0,
+        dynamic_trailing=True,
+    )
+
+    update = TopGainerEarlyMomentumLifecycleStrategy().signal(context).parameter_update
+
+    assert update is not None
+    assert update.stop_loss == 2.0
+    assert update.trailing_profit == 6.0
+    assert update.trailing_deviation == 2.5
+
+
 def test_bb_extreme_reversion_uses_atr_stop_and_bb_trailing() -> None:
     context = _context(
         name="bb_extreme_reversion",

streaming/context_evaluator.py

@@ -21,6 +21,9 @@
 from streaming.strategies.relative_strength_impulse_rider import (
     RelativeStrengthImpulseRiderLifecycleStrategy,
 )
+from streaming.strategies.top_gainer_early_momentum import (
+    TopGainerEarlyMomentumLifecycleStrategy,
+)
 
 
 @dataclass(frozen=True)
@@ -34,6 +37,7 @@ class LifecycleContextEvaluator:
         MeanReversionFadeLifecycleStrategy,
         LiquidationSweepPumpLifecycleStrategy,
         RelativeStrengthImpulseRiderLifecycleStrategy,
+        TopGainerEarlyMomentumLifecycleStrategy,
         PriceTrackerLifecycleStrategy,
         BBExtremeReversionLifecycleStrategy,
     )

streaming/strategies/top_gainer_early_momentum.py

@@ -0,0 +1,15 @@
+from streaming.strategies.default import DefaultLifecycleStrategy
+
+
+class TopGainerEarlyMomentumLifecycleStrategy(DefaultLifecycleStrategy):
+    """Keep volatile top-mover runners alive long enough to express their edge."""
+
+    algorithm_names = frozenset(
+        {"top_gainer_early_momentum", "top_loser_early_momentum"}
+    )
+
+    MIN_STOP_LOSS = 2.0
+    MIN_TRAILING_PROFIT = 6.0
+    MAX_TRAILING_PROFIT = 8.0
+    MIN_TRAILING_DEVIATION = 2.5
+    MAX_TRAILING_DEVIATION = 4.0

terminal/.env

@@ -37,6 +37,7 @@ VITE_RESEARCH_CONTROLLER=/autotrade-settings/bots
 VITE_TEST_AUTOTRADE=/autotrade-settings/paper-trading
 VITE_NO_CANNIBALISM_SYMBOLS=/account/symbols/no-cannibal
 VITE_GAINERS_LOSERS=/charts/gainers-losers
+VITE_GAINERS_LOSERS_SERIES=/charts/gainers-losers-series
 VITE_MARKET_BREADTH=/charts/market-breadth
 VITE_BALANCE_SERIES=/portfolio/benchmark-series
 VITE_TEST_BOT=/paper-trading