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:
jackyu66git
2026-05-08 02:01:18 +08:00
co-authored by Claude Opus 4.6
parent 559d7bb870
commit d38782490c
36 changed files with 1201 additions and 6374 deletions
+10 -19
View File
@@ -1,26 +1,17 @@
{
"test_mode": false,
"trade_enabled": true,
"arb_threshold": 0.3,
"scan_interval_ms": 200,
"trade_threshold": 0.3,
"trade_amount_usd": 20,
"trade_cooldown_ms": 30000,
"alert_cooldown_sec": 300,
"mock_slippage_pct": 0.05,
"max_positions": 1,
"blacklist_duration_sec": 3600,
"initial_capital": 1000,
"taker_fee_bitget": 0.060,
"taker_fee_hyperliquid": 0.045,
"take_profit_pct": 0.3,
"spread_reverse_exit_pct": 0,
"position_timeout_sec": 1800,
"leg_delay_ms": 300,
"reversal_tolerance_pct": 0.1,
"scale_step_pct": 0.3,
"scale_cooldown_sec": 5,
"surge_enabled": true,
"surge_window_size": 600,
"surge_baseline_multiplier": 3.0,
"surge_min_abs_spread_pct": 0.05,
"surge_cooldown_sec": 60,
"momentum_enabled": true,
"momentum_threshold_pct": 0.25,
"trend_enabled": true
"trend_enabled": true,
"trend_baseline_window": 600,
"trend_anomaly_mul": 3.0,
"trend_confirm_ticks": 3,
"trend_alert_cooldown_ms": 60000
}