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资金费率套利引擎 BTC/ETH 现货+永续对冲
151 Commits 8 Branches 5 Tags 3.9 MiB
TypeScript 54.4%
Python 45.4%
CSS 0.1%
JavaScript 0.1%
cb869926e2
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root cb869926e2 feat: 完整11层实盘页面 + 补充API 
前端（/live page.tsx 594行）：
- L0: 顶部固定风险条(sticky) - 交易状态/R预算/对账/清算/连亏
- L1: 一键止血区 - 全平/禁新仓/恢复(双重确认)
- L2: 账户概览8卡片 - 权益/保证金/杠杆/今日PnL/总PnL/成本/胜率PF
- L3: 当前持仓(WS实时) - 含清算距离/滑点/裸奔/延迟/OrderID
- L4: 执行质量面板 - 滑点/延迟P50/P95按币种分组
- L5: 对账面板 - 本地vs币安持仓+挂单+差异列表
- L6: 风控状态 - 规则检查+熔断原因+恢复条件
- L8: 实盘vs模拟盘对照 - signal_id匹配+入场差/R差
- L9: 权益曲线+回撤 - 双Area叠加
- L10: 历史交易 - 含成交价/滑点/费用+筛选
- L11: 系统健康 - PM2进程状态+数据新鲜度

后端新增API：
- /api/live/account: 币安账户数据
- /api/live/health: PM2进程+数据新鲜度
- /api/live/reconciliation: 对账(本地vs币安)
- /api/live/execution-quality: 执行质量统计
- /api/live/paper-comparison: 实盘vs模拟盘
2026-03-02 09:38:14 +00:00
backend feat: 完整11层实盘页面 + 补充API 2026-03-02 09:38:14 +00:00
docs feat: store and serve indicators per strategy 2026-03-02 02:52:17 +00:00
frontend feat: 完整11层实盘页面 + 补充API 2026-03-02 09:38:14 +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 fix: clamp direction score to max weight (accel_bonus included) 2026-03-02 01:36:20 +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