feat: 重构为三所价差异动监控系统
删除 HyperLiquid + 全部交易功能,构建自适应 surge 检测器。 - 新增 surge_detector.go: 每币独立滚动窗口基线,检测三所价差异常飙升 - 新增 SpreadCard/SurgeCard 前端组件 - 保留 momentum/trend/cumulative/trend_filter 扫描功能 - 更新文档和配置以反映新系统 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Opus 4.6
parent
559d7bb870
commit
d38782490c
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{
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"test_mode": false,
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"trade_enabled": true,
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"arb_threshold": 0.3,
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"scan_interval_ms": 200,
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"trade_threshold": 0.3,
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"trade_amount_usd": 20,
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"trade_cooldown_ms": 30000,
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"alert_cooldown_sec": 300,
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"mock_slippage_pct": 0.05,
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"max_positions": 1,
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"blacklist_duration_sec": 3600,
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"initial_capital": 1000,
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"taker_fee_bitget": 0.060,
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"taker_fee_hyperliquid": 0.045,
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"take_profit_pct": 0.3,
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"spread_reverse_exit_pct": 0,
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"position_timeout_sec": 1800,
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"leg_delay_ms": 300,
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"reversal_tolerance_pct": 0.1,
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"scale_step_pct": 0.3,
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"scale_cooldown_sec": 5,
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"surge_enabled": true,
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"surge_window_size": 600,
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"surge_baseline_multiplier": 3.0,
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"surge_min_abs_spread_pct": 0.05,
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"surge_cooldown_sec": 60,
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"momentum_enabled": true,
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"momentum_threshold_pct": 0.25,
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"trend_enabled": true
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"trend_enabled": true,
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"trend_baseline_window": 600,
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"trend_anomaly_mul": 3.0,
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"trend_confirm_ticks": 3,
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"trend_alert_cooldown_ms": 60000
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}
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