jackyu66git and Claude Opus 4.6
d38782490c
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 >
2026-05-08 02:01:18 +08:00
jackyu66git and Claude Opus 4.6
b7767c95ae
feat: 添加OKX行情接入+趋势检测+累积变动系统+界面重构
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- 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 >
2026-05-06 13:26:05 +08:00
jackyu66git
ce204abc81
fix: remove HL-delisted coins from scanner (BNT/CATI/CYBER/ILV/LISTA/OGN/STG) + PIXEL
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Root cause: HL WS uses allMids (all coins), BG WS subscribes per-coin.
Delisted coins had stale HL prices showing huge fake spreads (~200%).
Monitor tried entry → BG buy succeeds, HL sell fails (Trading is halted)
→ orphan position on BG accumulated across restarts.
Fix:
- Set HL="" for BNT, CATI, CYBER, ILV, LISTA, OGN, STG, PIXEL
- Add guard in ScanBGHL to skip coins where BG or HL is empty
- Same guard in SpreadWindowTracker.Tick
2026-05-04 23:12:41 +08:00
jackyu66git
5d6d9352f3
fix: use taker fees (BG 0.06%, HL 0.045%) + threshold 0.25%
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All IOC market orders incur taker fees, not maker fees. Previous
makerFees (BG 0.02%, HL 0.015%) caused 0.10% threshold trades to
actually lose 0.11% per round trip.
Changes:
- scanner.go: makerFees → takerFees (BG 0.060, HL 0.045)
- dashboard.go: makerFees → takerFees
- types.go: makerFees → takerFees
- trader.go: makerFees → takerFees
- config.json: trade_threshold 0.1 → 0.25
2026-05-03 23:34:01 +08:00
jackyu66git
5cfb6afa55
Fix SpreadWindow: use netProfit() for fee accuracy, track real peak
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- Replace manual spread-fee calc with netProfit() call — matches
scanner's exact fee model (round-trip 0.07%)
- Each direction gets correct buy/sell fee pairing
- Add PeakNet field to record true max during window, not close-time value
- Log peak net with +/- sign instead of approx symbol
2026-05-03 20:28:27 +08:00
jackyu66git
8ae85750b5
Add SpreadWindowTracker to measure opportunity duration
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- New SpreadWindowTracker in types.go watches BG↔HL spread for all
tracked coins, both directions
- Logs duration when spread stays above trade threshold then converges
- Wired into main loop after each scan tick
- Filters sub-100ms windows as noise
2026-05-03 20:24:36 +08:00
jackyu66git
719f0a061d
Initial commit
2026-05-03 16:54:36 +08:00
