feat: 所有参数移至config.json, 重构退出逻辑, 清理遗留接口

- 将所有硬编码参数迁移到 config.json (手续费率、止盈/止损阈值、
  超时、腿间隔、加仓步进等)
- 退出条件: 净利 >= take_profit_pct 止盈, 价差 <= 0 平仓
- 删除 Binance/dYdX 遗留代码
- 更新 README 文档
- Dashboard: 双交易所价格表、黑名单UI、按币名排序持仓
- Bitget WS: 文本ping保活
- 数据库: 重置, 无历史仓位

dashboard.go

@@ -253,7 +253,8 @@ func (d *Dashboard) Run() {
 // DetailedStats holds aggregated PnL and duration statistics.
 type DetailedStats struct {
 	TotalTrades      int     `json:"total_trades"`
-	TotalPnlPct      float64 `json:"total_pnl_pct"`
+	TotalPnlUSD      float64 `json:"total_pnl_usd"`      // sum of all trade PnL in USD
+	CapitalPnlPct    float64 `json:"capital_pnl_pct"`    // TotalPnlUSD / InitialCapital * 100
 	AvgPnlPct        float64 `json:"avg_pnl_pct"`
 	MaxProfitPct     float64 `json:"max_profit_pct"`
 	MaxLossPct       float64 `json:"max_loss_pct"`
@@ -266,7 +267,7 @@ type DetailedStats struct {
 
 // calcDetailedStats computes trading statistics from a slice of closed trades.
 // This is a pure function — no dependency on Trader internals.
-func calcDetailedStats(trades []TradeRecord) DetailedStats {
+func calcDetailedStats(trades []TradeRecord, initialCapital float64) DetailedStats {
 	ds := DetailedStats{}
 	if len(trades) == 0 {
 		return ds
@@ -275,7 +276,7 @@ func calcDetailedStats(trades []TradeRecord) DetailedStats {
 	ds.MaxLossPct = 1e9 // sentinel
 	for _, tr := range trades {
 		ds.TotalTrades++
-		ds.TotalPnlPct += tr.PnlPct
+		ds.TotalPnlUSD += tr.PnlUSD
 		if tr.PnlPct >= 0 {
 			ds.WinningTrades++
 			if tr.PnlPct > ds.MaxProfitPct {
@@ -295,7 +296,8 @@ func calcDetailedStats(trades []TradeRecord) DetailedStats {
 		ds.MaxLossPct = 0
 	}
 	if ds.TotalTrades > 0 {
-		ds.AvgPnlPct = ds.TotalPnlPct / float64(ds.TotalTrades)
+		ds.CapitalPnlPct = ds.TotalPnlUSD / initialCapital * 100
+		ds.AvgPnlPct = ds.TotalPnlUSD / float64(ds.TotalTrades) / initialCapital * 100
 		ds.WinRate = float64(ds.WinningTrades) / float64(ds.TotalTrades) * 100
 	}
 	if totalDur > 0 {
@@ -354,15 +356,16 @@ func (d *Dashboard) broadcastLoop() {
 		positions := d.trader.ReadSnapshot()
 		posList := make([]map[string]interface{}, 0, len(positions))
 		for _, pos := range positions {
-			posEntry := map[string]interface{}{
-				"coin":         pos.Coin,
-				"direction":    pos.Direction,
-				"amount_usd":   pos.AmountUSD,
-				"entry_spread": pos.EntrySpread,
-				"scales":       pos.ScaleLevels,
-				"duration":     time.Since(pos.StartedAt).Round(time.Second).String(),
-				"started_at":   pos.StartedAt.Format("15:04:05"),
-			}
+		posEntry := map[string]interface{}{
+			"coin":         pos.Coin,
+			"direction":    pos.Direction,
+			"amount_usd":   pos.AmountUSD,
+			"entry_spread": pos.EntrySpread,
+			"scales":       pos.ScaleLevels,
+			"duration":     time.Since(pos.StartedAt).Round(time.Second).String(),
+			"started_at":   pos.StartedAt.Format("15:04:05"),
+			"started_ts":   pos.StartedAt.UnixMilli(),
+		}
 
 			// Calculate live PnL from current prices — use weighted average for scale-ins
 			if exMap := snap[pos.Coin]; exMap != nil {
@@ -420,7 +423,7 @@ func (d *Dashboard) broadcastLoop() {
 
 		// 4. Stats + connection status (P3-5)
 		converged, diverged, flat, total := d.trader.GetClosedStats()
-		detail := calcDetailedStats(d.trader.GetClosedTrades())
+		detail := calcDetailedStats(d.trader.GetClosedTrades(), d.trader.cfg.InitialCapital)
 		stats := map[string]interface{}{
 			"total_trades":   total,
 			"converged":      converged,
@@ -428,18 +431,20 @@ func (d *Dashboard) broadcastLoop() {
 			"flat":           flat,
 			"open_positions": len(positions),
 			"coins":          len(prices),
+			"capital":        d.trader.cfg.InitialCapital,
 
 			// Detailed PnL & duration stats (session only)
 			"detail": map[string]interface{}{
-				"total_pnl":   detail.TotalPnlPct,
-				"avg_pnl":     detail.AvgPnlPct,
-				"max_profit":  detail.MaxProfitPct,
-				"max_loss":    detail.MaxLossPct,
-				"avg_dur":     detail.AvgDuration,
-				"win_rate":    detail.WinRate,
-				"wins":        detail.WinningTrades,
-				"losses":      detail.LosingTrades,
-				"total_dur":   detail.TotalDuration,
+				"total_pnl_usd": math.Round(detail.TotalPnlUSD*100) / 100,
+				"capital_pnl":   math.Round(detail.CapitalPnlPct*10000) / 10000,
+				"avg_pnl":       detail.AvgPnlPct,
+				"max_profit":    detail.MaxProfitPct,
+				"max_loss":      detail.MaxLossPct,
+				"avg_dur":       detail.AvgDuration,
+				"win_rate":      detail.WinRate,
+				"wins":          detail.WinningTrades,
+				"losses":        detail.LosingTrades,
+				"total_dur":     detail.TotalDuration,
 			},
 		}
 
@@ -459,6 +464,25 @@ func (d *Dashboard) broadcastLoop() {
 		d.connMu.RUnlock()
 		stats["connections"] = connInfo
 
+		// Blacklist — stale spread coins
+		bl := d.trader.GetBlacklist()
+		blList := make([]map[string]interface{}, 0, len(bl))
+		for coin, t := range bl {
+			if d.trader.cfg.BlacklistDuration > 0 && time.Since(t) >= d.trader.cfg.BlacklistDuration {
+				continue // expired, will be cleaned up on next check
+			}
+			remaining := time.Duration(0)
+			if d.trader.cfg.BlacklistDuration > 0 {
+				remaining = d.trader.cfg.BlacklistDuration - time.Since(t)
+			}
+			blList = append(blList, map[string]interface{}{
+				"coin":            coin,
+				"since":           t.Format("15:04:05"),
+				"remaining_sec":   int(remaining.Seconds()),
+			})
+		}
+		stats["blacklist"] = blList
+
 		d.hub.Broadcast("stats", stats)
 	}
 }