feat: 添加OKX行情接入+趋势检测+累积变动系统+界面重构
- 新增OKX WebSocket行情连接器，扩展4交易所价格监控 - 新增z-score趋势检测引擎(TrendDetector)，识别价格异动/趋势启动 - 新增累积变动跟踪(CumulativeTracker)，基于1min/5min多交易所共识 - 趋势事件和累积变动事件持久化到SQLite - 新增Binance/OKX动量检测字段，扩展前端动量卡片至15列 - 迁移至macOS(darwin-arm64)，更新前端依赖 - Dashboard网格重构：非交易卡片置顶，交易卡片置底 - TrackedCoin添加OK字段，添加ExBinance/ExOKX常量 - 前端新增趋势检测卡片、趋势历史卡片、累积变动卡片 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jackyu66git
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
047571921e
commit
b7767c95ae
@@ -60,6 +60,21 @@ func main() {
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store := NewPriceStore()
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notifier := NewNotifier(cfg.TelegramBotToken, cfg.TelegramChatID)
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// Initialize momentum tracker (for momentum scanning mode)
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momentumTracker := NewMomentumTracker()
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// Initialize trend detector (for price anomaly / trend detection)
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trendDetector := NewTrendDetector(momentumTracker)
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if cfg.TrendEnabled {
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trendDetector.Configure(cfg.TrendBaselineWindow, cfg.TrendAnomalyMul, cfg.TrendConfirmTicks, cfg.TrendAlertCooldown)
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log.Printf("[Trend] Z-score detection enabled (z-score >= %.1fσ, window=%d ticks, confirm=%d ticks)",
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cfg.TrendAnomalyMul, cfg.TrendBaselineWindow, cfg.TrendConfirmTicks)
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}
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// Initialize cumulative tracker (1min/5min multi-exchange consensus change)
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cumulativeTracker := NewCumulativeTracker()
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log.Printf("[CM] Cumulative change tracking enabled (1m >= %.1f%%, 3+ exchanges)", cumulativeTracker.surgePct1m)
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// Initialize SQLite database
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database, err := db.Open("")
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if err != nil {
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@@ -75,7 +90,7 @@ func main() {
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trader.startIPCServer()
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// Initialize dashboard (web server + SSE)
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dashboard := NewDashboard(store, trader, database, ":8888")
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dashboard := NewDashboard(store, trader, database, ":8888", cfg, momentumTracker, trendDetector, cumulativeTracker)
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go dashboard.Run()
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// Spread window tracker — measures how long spreads stay above threshold
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@@ -83,7 +98,9 @@ func main() {
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// P3-4: wire real-time trade event broadcast
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trader.OnTradeEvent = dashboard.BroadcastEvent
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if trader.IsConfigured() {
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if cfg.MomentumEnabled {
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log.Printf("[Trader] MOMENTUM SCAN mode: arbitrage trading disabled, momentum detection active (threshold >= %.2f%%)", cfg.MomentumThresholdPct)
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} else if trader.IsConfigured() {
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log.Printf("[Trader] %s mode: automated trading ENABLED (threshold >= %.2f%%, $%.0f/leg, max %d positions, $%.0f capital)",
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trader.ModeLabel(), cfg.TradeThreshold, cfg.TradeAmountUSD, cfg.MaxPositions, cfg.InitialCapital)
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if cfg.TestMode {
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@@ -101,8 +118,8 @@ func main() {
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sigCh := make(chan os.Signal, 1)
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signal.Notify(sigCh, os.Interrupt, syscall.SIGUSR1)
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// Collect symbols — only BG and HL for now (BN, dYdX disabled)
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var bgSymbols, hlSymbols []string
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// Collect symbols for all exchanges
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var bgSymbols, hlSymbols, bnSymbols, okxSymbols []string
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for _, c := range TrackedCoins {
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if c.BG != "" {
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bgSymbols = append(bgSymbols, c.BG)
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@@ -110,9 +127,15 @@ func main() {
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if c.HL != "" {
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hlSymbols = append(hlSymbols, c.HL)
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}
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if c.BN != "" {
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bnSymbols = append(bnSymbols, c.BN)
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}
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if c.OK != "" {
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okxSymbols = append(okxSymbols, c.OK)
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}
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}
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// Start exchange WS connections (BG + HL only)
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// Start exchange WS connections
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startExchange := func(name string, runner func(func(string, float64, float64, float64)) error) {
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go func() {
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for {
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@@ -133,6 +156,8 @@ func main() {
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startExchange("HyperLiquid", exchange.NewHyperLiquidWS(hlSymbols).Run)
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startExchange("Bitget", exchange.NewBitgetWS(bgSymbols).Run)
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startExchange("Binance", exchange.NewBinanceWS(bnSymbols).Run)
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startExchange("OKX", exchange.NewOKXWS(okxSymbols).Run)
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log.Println("[Monitor] Waiting for initial data...")
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time.Sleep(10 * time.Second)
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@@ -206,6 +231,25 @@ func main() {
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// Scan for arbitrage entries using maker fees (limit orders)
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snap := store.GetAll()
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// Feed prices to momentum tracker (for momentum scanning or trend detection)
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if cfg.MomentumEnabled || cfg.TrendEnabled {
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for coin, exMap := range snap {
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for ex, price := range exMap {
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momentumTracker.Record(coin, ex, price)
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}
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}
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}
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// Feed snapshots to cumulative tracker (always on)
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for _, tc := range TrackedCoins {
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exMap := snap[tc.Name]
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if exMap == nil || len(exMap) < 3 {
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continue
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}
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cumulativeTracker.Record(tc.Name, exMap)
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}
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makerOpps := ScanBGHL(snap)
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dashboard.UpdateScan(makerOpps)
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t2 := time.Now()
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@@ -213,12 +257,15 @@ func main() {
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// Track spread window durations (how long each opportunity stays alive)
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spreadTracker.Tick(snap, cfg.TradeThreshold)
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for _, opp := range makerOpps {
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if opp.NetProfit < cfg.ArbThreshold {
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continue
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}
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if trader.TryEntry(opp, store, notifier) {
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log.Printf("[Trader] %s: entry initiated for %.4f%%", opp.Coin, opp.NetProfit)
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// In momentum mode, arbitrage trading is disabled
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if !cfg.MomentumEnabled {
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for _, opp := range makerOpps {
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if opp.NetProfit < cfg.ArbThreshold {
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continue
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}
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if trader.TryEntry(opp, store, notifier) {
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log.Printf("[Trader] %s: entry initiated for %.4f%%", opp.Coin, opp.NetProfit)
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}
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}
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}
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t3 := time.Now()
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