arbitrage-engine/docs/ai/INDEX.md
fanziqi 22787b3e0a docs: add AI documentation suite and comprehensive code review report
- Generate full AI-consumable docs (docs/ai/): system overview, architecture,
  module cheatsheet, API contracts, data model, build guide, decision log,
  glossary, and open questions (deep tier coverage)
- Add PROBLEM_REPORT.md: categorized bug/risk summary
- Add DETAILED_CODE_REVIEW.md: full line-by-line review of all 15 backend
  files, documenting 4 fatal issues, 5 critical deployment bugs, 4 security
  vulnerabilities, and 6 architecture defects with prioritized fix plan
2026-03-03 19:01:18 +08:00

3.4 KiB
Raw Blame History

generated_by version created last_updated source_commit coverage
repo-insight 1 2026-03-03 2026-03-03 0d9dffa deep

Arbitrage Engine — AI Documentation Index

Project: arbitrage-engine Summary: Full-stack crypto perpetual futures funding-rate arbitrage monitoring and V5.x CVD/ATR-based short-term trading signal engine. Python/FastAPI backend + Next.js frontend + PostgreSQL + Binance USDC-M Futures.

Generated Documents

File Description
00-system-overview.md Project purpose, tech stack, repo layout, entry points, environment variables
01-architecture-map.md Multi-process architecture, component diagram, signal pipeline data flow, risk guard rules, frontend polling
02-module-cheatsheet.md Module-by-module index: role, public interfaces, dependencies for all 20 backend + 15 frontend files
03-api-contracts.md All REST endpoints, auth flows, request/response shapes, error conventions
04-data-model.md All PostgreSQL tables, columns, partitioning strategy, storage design decisions
05-build-run-test.md 构建/运行/部署命令环境变量PM2 配置,回测和模拟盘操作
06-decision-log.md 9 项关键技术决策PG 消息总线、循环间隔、双写、分区、自研 JWT 等
07-glossary.md 交易术语CVD/ATR/R/tier+ 工程术语paper trading/warmup/circuit break
99-open-questions.md 11 个未解决问题users 表双定义冲突、依赖不完整、硬编码密码、无测试等
  1. Start here: 00-system-overview.md — 了解项目定位和结构。
  2. Architecture: 01-architecture-map.md — 理解 7+ 进程的交互方式。
  3. Data: 04-data-model.md — 任何 DB 相关工作的必读;注意时间戳格式不统一问题。
  4. API: 03-api-contracts.md — 前端开发或 API 对接时参考。
  5. Module detail: 02-module-cheatsheet.md — 修改特定文件前的参考。
  6. Ops: 05-build-run-test.md — 部署和运维操作。
  7. Concepts: 07-glossary.md — 不熟悉量化术语时查阅。
  8. Risks: 99-open-questions.md — 开始开发前必读,了解已知风险点。

Coverage Tier

Deep — 包含完整的模块签名读取、核心业务模块深度阅读signal_engine 全文、evaluate_signal 评分逻辑、backtest.py、构建运行指南、决策日志、术语表和开放问题。

Key Facts for AI Agents

  • Signal engine is the core: backend/signal_engine.py — change with care; affects all trading modes.
  • Strategy tuning via JSON: modify backend/strategies/v51_baseline.json or v52_8signals.json to change signal weights/thresholds without code changes.
  • No ORM: raw SQL via asyncpg/psycopg2; schema in db.py:SCHEMA_SQL.
  • Auth is custom JWT: no third-party auth library; hand-rolled HMAC-SHA256 in auth.py.
  • TRADE_ENV=testnet default: production use requires explicit env override + strong JWT_SECRET.
  • Dual timestamp formats: ts = Unix seconds, time_ms/entry_ts/timestamp_ms = Unix milliseconds — do not confuse.

Generation Timestamp

2026-03-03T00:00:00 (UTC)