From 77b681a40eb1914d6172a285e952eebeaa2680e1 Mon Sep 17 00:00:00 2001 From: WrBug Date: Sat, 14 Feb 2026 19:35:37 +0800 Subject: [PATCH] =?UTF-8?q?chore:=20=E8=B7=9F=E5=8D=95=E8=AE=A2=E5=8D=95?= =?UTF-8?q?=E7=8A=B6=E6=80=81=E6=97=A5=E5=BF=97=E4=B8=8E=E5=B0=BE=E7=9B=98?= =?UTF-8?q?=20auto=20=E7=B3=BB=E6=95=B0=E8=B0=83=E6=95=B4?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - OrderStatusUpdateService: 移除「检查 N 个30秒前创建的订单是否成交」debug 日志 - BinanceKlineAutoSpreadService: auto 模式最小价差系数由 80% 改为 70% - CryptoTailStrategyDto: 同步更新自动最小价差注释 Co-authored-by: Cursor --- .../com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt | 2 +- .../service/binance/BinanceKlineAutoSpreadService.kt | 4 ++-- .../copytrading/statistics/OrderStatusUpdateService.kt | 2 -- 3 files changed, 3 insertions(+), 5 deletions(-) diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt index 088e47e..7b33506 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/dto/CryptoTailStrategyDto.kt @@ -134,7 +134,7 @@ data class CryptoTailStrategyTriggerListResponse( ) /** - * 自动最小价差计算响应（按 30 根历史 K 线 + IQR 剔除后 × 0.8） + * 自动最小价差计算响应（按 30 根历史 K 线 + IQR 剔除后 × 0.7） */ data class CryptoTailAutoMinSpreadResponse( val minSpreadUp: String = "0", diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineAutoSpreadService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineAutoSpreadService.kt index 177c1a0..63b78ba 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineAutoSpreadService.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/binance/BinanceKlineAutoSpreadService.kt @@ -9,7 +9,7 @@ import java.math.RoundingMode import java.util.concurrent.ConcurrentHashMap /** - * 自动最小价差：按周期计算。每个周期首次需要时，拉取该周期前的 20 根已收盘 K 线，按方向筛选、IQR 剔除后求平均 × 0.8，缓存 (interval, period)。 + * 自动最小价差：按周期计算。每个周期首次需要时，拉取该周期前的 20 根已收盘 K 线，按方向筛选、IQR 剔除后求平均 × 0.7，缓存 (interval, period)。 * 不在保存策略时计算。 */ @Service @@ -21,7 +21,7 @@ class BinanceKlineAutoSpreadService( private val symbol = "BTCUSDC" private val historyLimit = 20 - private val autoSpreadCoefficient = BigDecimal("0.8") + private val autoSpreadCoefficient = BigDecimal("0.7") private val minSamplesAfterIqr = 3 /** (intervalSeconds, periodStartUnix) -> (minSpreadUp, minSpreadDown) */ diff --git a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/copytrading/statistics/OrderStatusUpdateService.kt b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/copytrading/statistics/OrderStatusUpdateService.kt index bf67ded..2f31d63 100644 --- a/backend/src/main/kotlin/com/wrbug/polymarketbot/service/copytrading/statistics/OrderStatusUpdateService.kt +++ b/backend/src/main/kotlin/com/wrbug/polymarketbot/service/copytrading/statistics/OrderStatusUpdateService.kt @@ -198,8 +198,6 @@ class OrderStatusUpdateService( return } - logger.debug("检查 ${ordersToCheck.size} 个30秒前创建的订单是否成交") - // 按账户分组，避免重复创建 API 客户端 val ordersByAccount = ordersToCheck.groupBy { it.accountId }