arbitrage-engine

lulu/arbitrage-engine

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Author	SHA1	Message	Date
root	d7788d3766	feat: L7事件流 — live_events表+API+前端+三模块事件写入 DB: - live_events表(id/ts/level/category/symbol/message/detail) 后端: - GET /api/live/events?limit=30&level=all\|critical\|warn\|info&category=all\|trade\|risk - log_live_event() 异步辅助函数事件源: - live_executor: 开仓成功写event(trade/info, 含滑点/score) - position_sync: 平仓写event(trade, 含PnL拆解) - risk_guard: 熔断/禁仓/恢复写event(risk/critical\|warn\|info) 前端L7: - 5秒轮询, 最近30条事件 - 按级别筛选(全部/严重/警告/信息) - 彩色分类标签(trade绿/risk红/system灰/reconciliation紫) - 时间线布局, 最大高度56带滚动	2026-03-02 10:22:40 +00:00
root	fe754cf628	feat: live_executor开仓前检查risk_guard状态+紧急指令 - 读/tmp/risk_guard_state.json: block_new_entries=true → 拒绝开仓 - 读/tmp/risk_guard_state.json: reduce_only=true → 拒绝开仓 - 读/tmp/risk_guard_emergency.json: close_all/block_new → 拒绝开仓 - risk_guard未启动(文件不存在) → 允许交易(不阻塞)	2026-03-02 10:05:45 +00:00
root	21970038df	feat: live_executor.py + signal_engine NOTIFY + live_trades table - live_executor.py: PG LISTEN/NOTIFY接收信号, 币安API开仓+挂保护单 - signal_engine: 有信号时发NOTIFY new_signal - live_trades表: 含binance_order_id, slippage_bps, protection_gap_ms等实盘字段 - 支持GCP Secret Manager + env fallback读API Key - 支持testnet/production环境切换	2026-03-02 08:55:36 +00:00

Author

SHA1

Message

Date

root

d7788d3766

feat: L7事件流 — live_events表+API+前端+三模块事件写入

DB:
- live_events表(id/ts/level/category/symbol/message/detail)

后端:
- GET /api/live/events?limit=30&level=all|critical|warn|info&category=all|trade|risk
- log_live_event() 异步辅助函数

事件源:
- live_executor: 开仓成功写event(trade/info, 含滑点/score)
- position_sync: 平仓写event(trade, 含PnL拆解)
- risk_guard: 熔断/禁仓/恢复写event(risk/critical|warn|info)

前端L7:
- 5秒轮询, 最近30条事件
- 按级别筛选(全部/严重/警告/信息)
- 彩色分类标签(trade绿/risk红/system灰/reconciliation紫)
- 时间线布局, 最大高度56带滚动

2026-03-02 10:22:40 +00:00

root

fe754cf628

feat: live_executor开仓前检查risk_guard状态+紧急指令

- 读/tmp/risk_guard_state.json: block_new_entries=true → 拒绝开仓
- 读/tmp/risk_guard_state.json: reduce_only=true → 拒绝开仓
- 读/tmp/risk_guard_emergency.json: close_all/block_new → 拒绝开仓
- risk_guard未启动(文件不存在) → 允许交易(不阻塞)

2026-03-02 10:05:45 +00:00

root

21970038df

feat: live_executor.py + signal_engine NOTIFY + live_trades table

- live_executor.py: PG LISTEN/NOTIFY接收信号, 币安API开仓+挂保护单
- signal_engine: 有信号时发NOTIFY new_signal
- live_trades表: 含binance_order_id, slippage_bps, protection_gap_ms等实盘字段
- 支持GCP Secret Manager + env fallback读API Key
- 支持testnet/production环境切换

2026-03-02 08:55:36 +00:00

3 Commits