lulu/arbitrage-engine
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资金费率套利引擎 BTC/ETH 现货+永续对冲
142 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
02a769f513
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root 02a769f513 fix: FR collector use premiumIndex API for real-time 5min data 
- Changed from /fapi/v1/fundingRate (8h settlement only) to /fapi/v1/premiumIndex (real-time)
- Each 5-min poll now stores a new row with current timestamp
- Payload includes both fundingRate and lastFundingRate for compat
- Fixes: FR data was only 6 rows per 4 days, now ~288/day per coin
2026-03-02 04:22:12 +00:00
backend fix: FR collector use premiumIndex API for real-time 5min data 2026-03-02 04:22:12 +00:00
docs feat: store and serve indicators per strategy 2026-03-02 02:52:17 +00:00
frontend fix: paper latest signals use signal-history with strategy filter + layer scores 2026-03-02 03:08:19 +00:00
.gitignore chore: gitignore __pycache__ 2026-02-28 11:21:00 +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