okx-codex-trader/docs/current-status.md

Current Status

Last updated: 2026-05-25 Asia/Shanghai.

Live Trading

Main live service:

• Service: bb-squeeze-executor.service
• Host: ubuntu@66.253.42.170
• App dir: /opt/okx-codex-trader
• Symbol: ETH-USDT-SWAP
• Bar: 15m
• Strategy module: okx_codex_trader/bb_squeeze_strategy.py
• Runner: scripts/run_bb_squeeze_executor.py

The service is live-capable and has submitted real OKX orders before. It must remain small-risk unless explicitly changed.

Current live strategy family:

• BB squeeze, both long/short.
• 15m completed-candle decision loop.
• Exchange-side stop-loss attachment is required for opening orders.
• No fixed exchange-side take-profit is currently part of the live strategy.
• Strategy exits are primarily signal/middle-band exits plus stop-loss.

Recent server backtest snapshot, data through 2026-05-24T16:15:00Z:

strategy	30d	14d	7d	trades_30d
live_bb_squeeze_mxbuf0.0005	-9.99%	-5.42%	-3.22%	23
bb_squeeze_t_gated_tre96	-10.22%	-9.32%	-9.32%	0
crash_follow_short	0.00%	0.00%	0.00%	0

Source:

• reports/eth-exploration/current-strategy-recent-activity-report.md
• Historical deployment note: docs/live-strategy-status-2026-05-20.md

Read-only Observers

Currently active observer services on the server:

service	purpose	current readout
bb-squeeze-t-gated-observer.service	T-gated BB squeeze variant	Mostly state replay; 1 entry in latest 7d snapshot.
calendar-fusion-observer.service	Long/short calendar fusion candidate	Recently fixed after stale candidate failure; needs fresh observation.
crash-follow-short-observer.service	Crash-follow short candidate	Healthy, but no recent entry.
eth-focused-portfolio-observer.service	ETH-focused conservative portfolio	Has recent ETH entry signals; remains read-only.
eth-nextgen-micro-observer.service	ETH nextgen + micro switch	Has sparse recent long entries; remains read-only.
high-frequency-portfolio-observer.service	Cross-symbol high-frequency portfolio risk-3-hf00486	Newly added; current target flat.
short-bias-readonly-observer.service	Short-bias overlay	Has sparse recent short entries.

Latest unified snapshot:

• reports/live-recent/readonly-observers-snapshot.md

Generate it on the server or locally with available var/ logs:

rtk .venv/bin/python scripts/summarize_readonly_observers.py

Most Recent Changes

• Fixed calendar-fusion-observer: it no longer reads an empty selected-candidate CSV with stale hardcoded names. It now selects top observation candidates from reports/long-short-fusion/fusion-calendar-total.csv by explicit rule.
• Added high-frequency portfolio read-only observer for risk-3-hf00486.
• Added unified read-only observer snapshot generator.
• Deployed high-frequency-portfolio-observer.service to the server.
• Confirmed bb-squeeze-executor.service, calendar-fusion-observer.service, and high-frequency-portfolio-observer.service are active after deployment.

Current Strategy Ranking Read

Near-term replacement is not justified by current evidence.

Important candidates:

1. risk-3-hf00486 high-frequency portfolio

   • Report: reports/ultrashort/high-frequency-portfolio-report.md
   • Full return: +114.17%
   • 1y: +22.94%
   • 6m: +2.78%
   • 3m: +7.39%
   • Frequency: about 46.4 trades/month
   • Status: now read-only observed.

2. ETH-focused conservative portfolio

   • Report: reports/eth-exploration/eth-focused-portfolio-conservative-report.md
   • Existing observer: eth-focused-portfolio-observer.service
   • Status: read-only, recent entries observed.

3. ETH nextgen + micro

   • Report: reports/eth-exploration/eth-nextgen-micro-portfolio-report.md
   • Existing observer: eth-nextgen-micro-observer.service
   • Status: read-only, sparse recent entries.

4. Short-bias overlay

   • Report: reports/short-bias/overlay-mix-report.md
   • Existing observer: short-bias-readonly-observer.service
   • Status: read-only, sparse short entries.

Open Work

• Let the newly added high-frequency portfolio observer accumulate forward logs before considering promotion.
• Continue monitoring recent BB squeeze degradation before changing live risk.
• Keep improving modularity by moving reusable research accounting into okx_codex_trader/.
• If a strategy is promoted from observer to executor, first design target-position reconciliation and exchange-side risk orders.

Safety Boundary

Do not convert any observer into a live executor by adding order calls in-place. A live promotion needs a separate executor path with:

• explicit margin caps
• idempotent candle processing
• position reconciliation
• OKX fill and fee logging
• exchange-side stop-loss handling
• tests for long, short, flat, reduce, and no-op states