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Hummingbot HedgeAssetController: SOL Inventory Hedge with Exact Zero-Ratio Defaults

Faithful port of HedgeAssetController by hummingbot, Apache-2.0, from https://github.com/hummingbot/hummingbot/blob/9af100d6822da7d2d0291a906c730ef172284ee2/controllers/generic/hedge_asset.py. Maintain a short SOL…

Hypothesis

Faithful port of HedgeAssetController by hummingbot, Apache-2.0, from https://github.com/hummingbot/hummingbot/blob/9af100d6822da7d2d0291a906c730ef172284ee2/controllers/generic/hedge_asset.py. Maintain a short SOL perpetual position equal to the configured fraction of existing Binance spot SOL inventory. Preserve hedge_ratio=0, min_notional_size=10, cooldown_time=10.0 seconds, leverage=20 and total_amount_quote=0 exactly. The source requests HEDGE mode but manages only a short position; faithfully substitute the……Show moreShow less

Faithful port of HedgeAssetController by hummingbot, Apache-2.0, from https://github.com/hummingbot/hummingbot/blob/9af100d6822da7d2d0291a906c730ef172284ee2/controllers/generic/hedge_asset.py. Maintain a short SOL perpetual position equal to the configured fraction of existing Binance spot SOL inventory. Preserve hedge_ratio=0, min_notional_size=10, cooldown_time=10.0 seconds, leverage=20 and total_amount_quote=0 exactly. The source requests HEDGE mode but manages only a short position; faithfully substitute the platform's single net short position, with BUY adjustments reducing it without opening a long. SOLUSDC spot is the inventory reference; SOLUSDT perpetual is the traded hedge. The controller does not buy spot inventory. For an isolated research fixture, initialize spot SOL inventory worth 20% of starting capital at the first available spot price, deduct its purchase value from cash, and keep its quantity constant; this is an explicitly chosen account initialization, not a source entry rule. Evaluate at each 1-minute perpetual bar close using current account inventory and that close as the market-price proxy. This sampling preserves the strict 10-second cooldown condition but does not reproduce continuous sub-minute polling. With the exact default hedge ratio of zero and no initial short, the correct result is no hedge trades. Do not change the ratio or invent signals to satisfy a trade-count gate.

Analysis

HedgeAssetController

Backtest and paper results are hypothetical. Trading involves risk of loss.