资金费率套利引擎 BTC/ETH 现货+永续对冲
- FR score = (|current_FR| / max_historical_FR) × 5, clamped to [-5, +5] - Contrarian direction: positive score (going against crowded side) - Same direction: negative score (going with crowded side) - Historical max FR cached per symbol, refreshed every hour - Score is float with 2 decimal places - Total score supports 1 decimal place |
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| backend | ||
| docs | ||
| frontend | ||
| .gitignore | ||
| README.md | ||
| SEPARATION_TASK.md | ||
| signal-engine.log | ||
| V52_FRONTEND_TASK.md | ||
| V52_TASK.md | ||
arbitrage-engine
资金费率套利引擎 BTC/ETH 现货+永续对冲