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资金费率套利引擎 BTC/ETH 现货+永续对冲
169 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
fix/audit-v3
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dev-worker 31e6e19ea6 fix: V3全面审阅修复 — 12项问题 
P0-1: 风控Fail-Closed(状态文件缺失/过期/异常→拒绝开仓)
P0-2: 1R基准跨模块统一(position_sync+risk_guard从live_config动态读)
P0-3: close_all紧急全平校验返回值+二次验仓
P0-4: Coinbase Premium单位修复(premium_pct/100→比例值)
P1-3: 正向funding计入净PnL(不再只扣负值)
P1-4: 数据新鲜度检查落地(查signal_indicators最新ts)
P1-6: live表DDL补全到SCHEMA_SQL(live_config/live_events/live_trades)
P2-1: _get_risk_usd()加60秒缓存
P2-3: 模拟盘前端*200→从config动态算paper1R
P2-4: XRP/SOL跳过Coinbase Premium采集(无数据源)
P3-2: SQL参数化(fetch_pending_signals用ANY替代f-string)
额外: pnl_r公式修正(gross-fee+funding，funding正负都正确计入)
2026-03-02 17:28:23 +00:00
backend fix: V3全面审阅修复 — 12项问题 2026-03-02 17:28:23 +00:00
docs feat: store and serve indicators per strategy 2026-03-02 02:52:17 +00:00
frontend fix: V3全面审阅修复 — 12项问题 2026-03-02 17:28:23 +00:00
.gitignore fix: 审阅P1/P2/P3全部修复 2026-03-02 14:04:33 +00:00
README.md Initial commit 2026-02-26 11:53:55 +00:00
signal-engine.log fix: clamp direction score to max weight (accel_bonus included) 2026-03-02 01:36:20 +00:00
V52_FRONTEND_TASK.md feat: V5.2 frontend differentiation - strategy tabs, side-by-side scores, visual badges 2026-03-01 12:21:19 +00:00
V52_TASK.md feat: sidebar navigation with V5.1/V5.2 separate entries 2026-03-01 12:25:40 +00:00

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲