8694e5cf3a
P1-1: exit_price按reduceOnly过滤平仓成交+加权平均价 P1-2: 资金费率窗口对齐8h结算周期(0/8/16 UTC)，防双累加 P2-2: emergency文件先执行操作+写state再删除，消除TOCTOU P2-3: API恢复auto_resume排除日限亏损/人工熔断 P2-4: fee汇总窗口从entry_ts-200ms起算(与P1-1一起修) P3-1: SYMBOL_PRECISION提取到trade_config.py共用模块 P3-2: main.py 4处hardcoded risk_usd=2改为从live_config读 P3-3: CORS限制为arb.zhouyangclaw.com+localhost P3-4: 三进程加RotatingFileHandler(10MB×5轮转)
15 lines
574 B
Python
15 lines
574 B
Python
"""交易配置常量 — 所有实盘模块共用"""
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SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
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# 币安合约精度（qty=数量小数位, price=价格小数位, min_notional=最小名义价值）
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SYMBOL_PRECISION = {
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"BTCUSDT": {"qty": 3, "price": 1, "min_notional": 100},
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"ETHUSDT": {"qty": 3, "price": 2, "min_notional": 20},
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"XRPUSDT": {"qty": 0, "price": 4, "min_notional": 5},
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"SOLUSDT": {"qty": 2, "price": 4, "min_notional": 5},
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}
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# qty精度快捷查询
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SYMBOL_QTY_PRECISION = {sym: p["qty"] for sym, p in SYMBOL_PRECISION.items()}
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