资金费率套利引擎 BTC/ETH 现货+永续对冲
- TP/SL now exit at order price (limit order), not market price - SL exits at sl_price, TP1 at tp1_price, TP2 at tp2_price - Only timeout and signal_flip use market price (current price) - Updated fix_historical_pnl.py to also correct exit_price - This eliminates fake slippage in paper trading stats |
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| README.md | ||
arbitrage-engine
资金费率套利引擎 BTC/ETH 现货+永续对冲