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@@ -652,12 +652,11 @@ def _grid_fill_proximity(strategy: dict[str, Any], narrative_payload: dict[str,
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def _grid_fill_fights_breakout(grid_fill: dict[str, Any], breakout: dict[str, Any]) -> bool:
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- side = str(grid_fill.get("near_fill_side") or "")
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- bias = str(breakout.get("meso_bias") or breakout.get("micro_bias") or "")
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- if bias == "bullish":
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- return side == "sell"
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- if bias == "bearish":
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- return side == "buy"
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+ """Whether a nearby grid fill is trading against the breakout move.
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+
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+ Current product requirement: grid proximity-to-fills should not block or trigger a handoff.
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+ We only care about overall regime/tradeoff (fees vs staying), not which side happens to fill.
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+ """
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return False
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@@ -744,8 +743,7 @@ def _grid_switch_tradeoff(*,
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switch_benefit += 0.28
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if trend_ready:
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switch_benefit += 0.34
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- if fill_fights:
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- switch_benefit += 0.12
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+ # Requirement: ignore nearby fill timing/side when estimating the stay-vs-switch tradeoff.
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if levels >= _trend_handoff_level_threshold(breakout):
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switch_benefit += 0.18
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switch_benefit += min(trend_score, 2.5) * 0.18
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@@ -770,10 +768,7 @@ def _grid_switch_tradeoff(*,
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stay_cost += 0.1
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stay_cost += min(levels, 6.0) * 0.06
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stay_cost += min(open_order_count, 8) * 0.025
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- if near_fill:
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- stay_cost += 0.06
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- if fill_fights:
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- stay_cost += 0.18
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+ # Requirement: ignore nearby fill timing/side when estimating the stay-vs-switch tradeoff.
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if not persistent:
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stay_cost += 0.12
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if adverse_notional_ratio >= 1.0:
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