crypto_rebalance-threshold
Detect drift in crypto portfolio weights and compute required trades to restore targets. Trigger rebalancing when threshold is exceeded.
Instructions
Portfolio rebalance analyzer: drift detection and trade computation.
Use when checking if a crypto portfolio needs rebalancing. Provide target weights and current weights. Returns: whether rebalancing is needed, drift per asset, and trade list to restore targets.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| holdings | Yes | Array of current portfolio holdings | |
| min_trade_usd | No | Minimum trade size in USD | |
| threshold_pct | No | Rebalance trigger threshold as percentage |