diff --git a/src/strategy/basis-arb-engine.ts b/src/strategy/basis-arb-engine.ts index 5f4d28e..f17ccdd 100644 --- a/src/strategy/basis-arb-engine.ts +++ b/src/strategy/basis-arb-engine.ts @@ -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`); } }