mzoe/ritmex-bot
1
0
Fork 0
mirror of https://github.com/discountry/ritmex-bot.git synced 2026-09-09 08:18:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: 更新基础套利引擎，使用扣费后价差计算入场机会并优化日志信息

Browse Source
This commit is contained in:
discountry
2025-10-07 16:31:26 +08:00
parent 2e2990369b
commit 8ad19b007b
1 changed files with 3 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/strategy/basis-arb-engine.ts
+3 -2
View File
@@ -398,7 +398,8 @@ export class BasisArbEngine {
const spotTs = snapshot.spotLastUpdate ?? 0;
if (futTs <= readyAt || spotTs <= readyAt) return;
const now = this.now();
const spreadBps = snapshot.spreadBps;
// Use net spread after taker fees to match UI's "扣除 taker 手续费" bp
const spreadBps = snapshot.netSpreadBps;
const fundingRate = snapshot.fundingRate;
const nextFundingTime = snapshot.nextFundingTime;
const msUntilFunding = typeof nextFundingTime === "number" ? nextFundingTime - now : null;
@@ -409,7 +410,7 @@ export class BasisArbEngine {
this.lastEntrySignalAt = now;
const bpTxt = (spreadBps as number).toFixed(2);
const minutes = Math.floor(((msUntilFunding as number) / 60000));
this.tradeLog.push("entry", `入场机会: 价差 ${bpTxt} bp ｜ 距下次资金费约 ${minutes} 分钟`);
this.tradeLog.push("entry", `入场机会: 扣费后价差 ${bpTxt} bp ｜ 距下次资金费约 ${minutes} 分钟`);
}
}