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36 lines
825 B
Markdown
36 lines
825 B
Markdown
# Execution Optimization
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## 목적
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같은 신호를 더 안정적이고 더 낮은 비용으로 체결하기 위한 **실행 최적화 레이어**를 설계합니다.
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## 최적화 대상
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### 1. Entry Timing
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- next-open market
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- next-open limit band
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- close auction participation
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- split-entry window
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- liquidity-aware delay
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### 2. Exit Timing
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- close-based exit vs staggered exit
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- stop handling 개선
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- partial exit ladder
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### 3. Order Shaping
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- child order 분할
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- participation cap
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- spread-aware limit offset
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- liquidity gate
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## 정책
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- baseline execution을 항상 유지
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- execution 최적화는 feature flag 하에서만 활성화
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- failure 시 baseline execution으로 자동 fallback
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## 평가 지표
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- arrival slippage
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- decision-to-fill latency
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- implementation shortfall
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- fill ratio
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- partial fill rate
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