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资金费率套利引擎 BTC/ETH 现货+永续对冲
115 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
4b841bc5f4
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root 4b841bc5f4 fix: floating PnL now accounts for half-position after TP1 
Before: unrealR = full position × price move (wrong after TP1)
After: unrealR = 0.5×TP1_locked + 0.5×current_float (correct)

This fixes the display showing >1R floating profit that never
materializes in final PnL because only half position remains.
2026-03-01 09:48:46 +00:00
backend fix: simulate limit orders for TP/SL (match real trading) 2026-03-01 09:40:00 +00:00
docs fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
frontend fix: floating PnL now accounts for half-position after TP1 2026-03-01 09:48:46 +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

README.md

arbitrage-engine

资金费率套利引擎 BTC/ETH 现货+永续对冲