Bug/Derive the LP band's width cap from the pool's bin/tick granularity, not a flat percentage

[lgrawet]

The band width was chosen from OHLCV volatility and clamped to a flat [4%, 20%], with the venue's bin/tick ceiling applied afterwards as a prose step — "shrink W until it fits" — that a tick can skip, and did. Two Orca opens at the identical 20.8% width landed 118 spacings on a tick_spacing=16 pool (opened fine) and 237 on a tick_spacing=8 pool (SIMULATION_FAILED, no funds moved, slot left empty). On Meteora the floor is the trap: a bin_step=10 pool caps the half-width at 3.40%, below the 4% floor, so a percent-first clamp is guaranteed to over-reach the hard 69-bin limit and fail the open.

W_max is now derived from the pool's own bin_step / tick_spacing and applied as the ceiling — W = min(clamp(ATR×2, 4%, 20%), W_max) — so the granularity cap binds instead of trailing. The fit table (68 bins / 120 spacings) ships in the lp_range_config skill, with the one-line solve for off-table pools, so no log arithmetic is left to the caller under a tick budget. A "4% floor" is explicitly void when W_max < 4%: a fine-grained pool cannot hold that band, and widening past W_max is what fails the open.

Stated in the skill, in the lp_slot_operator strategy that copies it, and in AGENT.md so the root summary no longer reads percent-first.

[greptile-apps]

Confidence Score: 5/5

The PR appears safe to merge; both previous findings are resolved and no new actionable issue was introduced by the latest changes.

Summary

This PR replaces a flat percentage-first LP range cap with pool-specific limits derived from bin_step or tick_spacing.

• Documents conservative 68-bin and 119-spacing cap tables with formulas for off-table granularities.
• Makes the venue granularity limit bind even when it falls below the usual 4% volatility floor.
• Updates the latest revision to preserve BUY, SELL, and RANGE placement semantics while clamping.
• Adds sufficient headroom to the rounded Orca/Raydium table values.

Diagram

%%{init: {'theme': 'neutral'}}%%
flowchart TD
    A[Read pool info] --> B{Venue}
    B -->|Meteora| C[Derive W_max from 68 bins]
    B -->|Orca or Raydium| D[Derive W_max from 119 spacings]
    C --> E[Derive provisional volatility range]
    D --> E
    E --> F{Range exceeds logarithmic cap?}
    F -->|No| G[Keep bounds]
    F -->|Yes| H[Shrink while preserving side semantics]
    H --> I[BUY below P / SELL above P / RANGE brackets P]
    G --> J[Open position]
    I --> J

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[lgrawet]

Note for whoever merges: this PR and #252 are two halves of the same fix.
This one makes the width clamp side-preserving, but the GUARDRAIL line just
above still reads "always verify lower < current_price < upper" — it still
demands a bracketing range. #252 is what turns that line into the per-side
check. Landing either alone leaves strategy.md self-contradictory.
Intended order: #251 first, then rebase #252 onto it — they touch the same
clamp paragraph.