lulu/arbitrage-engine
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
资金费率套利引擎 BTC/ETH 现货+永续对冲
128 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
a571a221e5
Go to file
root a571a221e5 feat: gradient liquidation scoring - no threshold, ratio-based 
Removed USD threshold gates. Now any liquidation data triggers scoring:
- ratio ≥ 2.0 → +5 (extreme imbalance)
- ratio ≥ 1.5 → +3
- ratio ≥ 1.2 → +1
- ratio 0.8~1.2 → 0 (balanced)
- Inverse for SHORT direction
2026-03-01 23:35:45 +00:00
backend feat: gradient liquidation scoring - no threshold, ratio-based 2026-03-01 23:35:45 +00:00
docs fix(P0): pnl_r calculation + cooldown bypass + partition month bug 2026-03-01 09:29:32 +00:00
frontend fix: always show FR/Liq scores for V5.2 trades in history 2026-03-01 23:18:48 +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 feat: gradient liquidation scoring - no threshold, ratio-based 2026-03-01 23:35:45 +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