jack/exchange-monitor-go
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feat: 重构为三所价差异动监控系统

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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
Download Patch File Download Diff File Expand all files Collapse all files
trend.go
+11 -14
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@@ -199,14 +199,11 @@ func (td *TrendDetector) Tick() {
defer td.mu.Unlock()
for _, entry := range entries {
// Collect 60s changes from all 4 exchanges
// Collect 60s changes from all 3 exchanges
var changes []exchangeChange
if entry.BG60s != 0 {
changes = append(changes, exchangeChange{name: ExBitget, change: entry.BG60s})
}
if entry.HL60s != 0 {
changes = append(changes, exchangeChange{name: ExHyperLiquid, change: entry.HL60s})
}
if entry.BN60s != 0 {
changes = append(changes, exchangeChange{name: ExBinance, change: entry.BN60s})
}
@@ -214,8 +211,8 @@ func (td *TrendDetector) Tick() {
changes = append(changes, exchangeChange{name: ExOKX, change: entry.OKX60s})
}
if len(changes) < 3 {
continue // need at least 3 exchanges for reliable detection
if len(changes) < 2 {
continue // need at least 2 exchanges for reliable detection
}
// Compute aggregate stats
@@ -287,7 +284,7 @@ func (td *TrendDetector) Tick() {
cs.confirmCount = 1
cs.misalignCount = 0
td.recordEvent(entry.Coin, "idle", "alert", string(majorityDir),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
@@ -301,7 +298,7 @@ func (td *TrendDetector) Tick() {
cs.confirmedAt = now
cs.stateSince = now
td.recordEvent(entry.Coin, "alert", "confirmed", string(cs.direction),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
} else {
@@ -313,7 +310,7 @@ func (td *TrendDetector) Tick() {
cs.confirmCount = 0
cs.misalignCount = 0
td.recordEvent(entry.Coin, "alert", "idle", string(cs.direction),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
}
@@ -325,7 +322,7 @@ func (td *TrendDetector) Tick() {
cs.state = TrendExhausting
cs.stateSince = now
td.recordEvent(entry.Coin, "confirmed", "exhausting", string(cs.direction),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
@@ -337,7 +334,7 @@ func (td *TrendDetector) Tick() {
cs.confirmCount = 0
cs.misalignCount = 0
td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
// Also immediately go to idle if below threshold
@@ -347,7 +344,7 @@ func (td *TrendDetector) Tick() {
cs.confirmCount = 0
cs.misalignCount = 0
td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction),
zScore, cs.volatility, entry.BG60s, entry.HL60s, entry.BN60s, entry.OKX60s,
zScore, cs.volatility, entry.BG60s, 0, entry.BN60s, entry.OKX60s,
majorityCount, len(changes))
}
}
@@ -391,13 +388,13 @@ func (td *TrendDetector) Snapshot() []TrendEntry {
if me, ok := entryMap[coin]; ok {
entry.BGChange = me.BG15s
entry.HLChange = me.HL15s
entry.HLChange = 0
entry.BNChange = me.BN15s
entry.OKXChange = me.OKX15s
// Count how many exchanges agree with the trend direction
agree := 0
changes := []float64{entry.BGChange, entry.HLChange, entry.BNChange, entry.OKXChange}
changes := []float64{entry.BGChange, entry.BNChange, entry.OKXChange}
for _, c := range changes {
if cs.direction == TrendUp && c > 0.001 {
agree++