33 lines
42 KiB
JSON
33 lines
42 KiB
JSON
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{"ts": 1785001620.1463785, "type": "snapshot", "round_ts": 1785001500, "remaining": 179.85412883758545, "strike": 64225.97450121262, "btc": 64229.663027756564, "bid": 0.6, "side": "up", "entry_price": 0.57, "state": {"ts": 1785001620.1463785, "btc": 64229.66, "strike": 64225.97, "btc_dev": 3.69, "btc_dev_pct": 0.0057, "btc_velocity": 0.0014, "btc_accel": 0.0, "up_bid": 0.6, "up_ask": 0.61, "dn_bid": 0.39, "dn_ask": 0.4, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2184.0, "up_ask_depth": 2238.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -54.4, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 3, "streak_up_shares": 440.0, "streak_dn_shares": 87.0, "streak_concentration": 0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 25, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 87, "winners_dn_n": 33, "winners_up_s": 4110.0, "winners_dn_s": 1185.0, "winners_side": "up", "hedged_count": 59, "up_total_shares": 8321.0, "dn_total_shares": 8393.0, "up_count": 247, "dn_count": 152, "round_ts": 1785001500, "round_elapsed": 120.1, "round_remaining": 179.9, "side": "up"}, "peak_pnl_pct": 7.0175438596491295, "trough_pnl_pct": -8.771929824561392}
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{"ts": 1785001630.1975052, "type": "snapshot", "round_ts": 1785001500, "remaining": 169.802494764328, "strike": 64225.97450121262, "btc": 64229.19086133, "bid": 0.58, "side": "up", "entry_price": 0.57, "state": {"ts": 1785001630.1975052, "btc": 64229.19, "strike": 64225.97, "btc_dev": 3.22, "btc_dev_pct": 0.005, "btc_velocity": 0.0072, "btc_accel": 0.0, "up_bid": 0.58, "up_ask": 0.59, "dn_bid": 0.41, "dn_ask": 0.42, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2257.0, "up_ask_depth": 1839.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 417.8, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 3, "streak_up_shares": 440.0, "streak_dn_shares": 87.0, "streak_concentration": 0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 25, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 91, "winners_dn_n": 33, "winners_up_s": 4243.0, "winners_dn_s": 1254.0, "winners_side": "up", "hedged_count": 59, "up_total_shares": 8473.0, "dn_total_shares": 8545.0, "up_count": 251, "dn_count": 152, "round_ts": 1785001500, "round_elapsed": 130.2, "round_remaining": 169.8, "side": "up"}, "peak_pnl_pct": 7.0175438596491295, "trough_pnl_pct": -8.771929824561392}
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{"ts": 1785001640.0745916, "type": "snapshot", "round_ts": 1785001500, "remaining": 159.92610144615173, "strike": 64225.97450121262, "btc": 64230.21081877602, "bid": 0.68, "side": "up", "entry_price": 0.57, "state": {"ts": 1785001640.0738986, "btc": 64230.21, "strike": 64225.97, "btc_dev": 4.24, "btc_dev_pct": 0.0066, "btc_velocity": 0.188, "btc_accel": 0.0, "up_bid": 0.68, "up_ask": 0.69, "dn_bid": 0.31, "dn_ask": 0.32, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2127.0, "up_ask_depth": 2177.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -49.7, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 3, "streak_up_shares": 452.0, "streak_dn_shares": 87.0, "streak_concentration": 0.455, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 26, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 94, "winners_dn_n": 33, "winners_up_s": 4447.0, "winners_dn_s": 1722.0, "winners_side": "up", "hedged_count": 59, "up_total_shares": 8938.0, "dn_total_shares": 8989.0, "up_count": 258, "dn_count": 152, "round_ts": 1785001500, "round_elapsed": 140.1, "round_remaining": 159.9, "side": "up"}, "peak_pnl_pct": 19.298245614035107, "trough_pnl_pct": -8.771929824561392}
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{"ts": 1785001647.9964259, "type": "exit", "reason": "take_profit", "entry_price": 0.57, "exit_price": 0.73, "shares": 1.75, "pnl": 0.28, "pnl_pct": 28.1, "hold_seconds": 131.9, "btc": 64232.07464223676, "strike": 64225.97450121262, "peak_pnl_pct": 26.315789473684216, "trough_pnl_pct": -8.771929824561392, "max_bid": 0.72, "min_bid": 0.52, "state": {"ts": 1785001647.9964259, "btc": 64232.07, "strike": 64225.97, "btc_dev": 6.1, "btc_dev_pct": 0.0095, "btc_velocity": 0.2952, "btc_accel": 0.0, "up_bid": 0.75, "up_ask": 0.76, "dn_bid": 0.27, "dn_ask": 0.28, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1473.0, "up_ask_depth": 3274.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1801.1, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 2, "streak_up_shares": 492.0, "streak_dn_shares": 80.0, "streak_concentration": 0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 31, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 101, "winners_dn_n": 33, "winners_up_s": 4828.0, "winners_dn_s": 1450.0, "winners_side": "up", "hedged_count": 62, "up_total_shares": 9255.0, "dn_total_shares": 9296.0, "up_count": 267, "dn_count": 168, "round_ts": 1785001500, "round_elapsed": 148.0, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+1.26 < $10, 无趋势)", "btc_accel": "UP +1 (v=+0.161/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=895/3563, DN bid/ask=2794/876)", "streak_leader": "UP +4 (🔥 8U/2D, 上轮赢家 23U/5D, 综合 +79%)"}}
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{"ts": 1785001686.7527094, "type": "entry", "round_ts": 1785001500, "strike": 64225.97450121262, "btc": 64266.85014347708, "side": "up", "score": 5, "signals": {"btc_dev": "UP +1 (BTC $+40.88 vs 锚定)", "btc_accel": "UP +2 (v=+3.025/s, a=+0.302/s², 加速)", "book": "DN -1 (UP bid/ask=990/2049, DN bid/ask=1334/1516)", "streak_leader": "UP +3 (🔥 15U/1D, 上轮赢家 149U/40D, 综合 +67%)"}, "price": 0.75, "shares": 1.33, "amount": 1.0, "streak_up": 15, "streak_dn": 1, "streak_concentration": 0.875, "state": {"ts": 1785001686.7527094, "btc": 64266.85, "strike": 64225.97, "btc_dev": 40.88, "btc_dev_pct": 0.0636, "btc_velocity": 3.0249, "btc_accel": 0.3025, "up_bid": 0.72, "up_ask": 0.73, "dn_bid": 0.25, "dn_ask": 0.26, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 990.0, "up_ask_depth": 2049.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1059.3, "up_depth_share": 1.0, "streak_up_n": 15, "streak_dn_n": 1, "streak_up_shares": 1122.0, "streak_dn_shares": 45.0, "streak_concentration": 0.875, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 48, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 149, "winners_dn_n": 40, "winners_up_s": 6582.0, "winners_dn_s": 1864.0, "winners_side": "up", "hedged_count": 105, "up_total_shares": 12049.0, "dn_total_shares": 12299.0, "up_count": 368, "dn_count": 261, "round_ts": 1785001500, "round_elapsed": 186.8, "round_remaining": 113.3, "side": "up"}, "virtual_balance": 9.54}
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{"ts": 1785001695.1845205, "type": "snapshot", "round_ts": 1785001500, "remaining": 104.81547951698303, "strike": 64225.97450121262, "btc": 64240.27610804405, "bid": 0.71, "side": "up", "entry_price": 0.75, "state": {"ts": 1785001695.1845205, "btc": 64240.28, "strike": 64225.97, "btc_dev": 14.3, "btc_dev_pct": 0.0223, "btc_velocity": -6.2472, "btc_accel": 0.0, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1636.0, "up_ask_depth": 2115.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -478.9, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 1, "streak_up_shares": 950.0, "streak_dn_shares": 45.0, "streak_concentration": 0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 52, "streak_dn_total_field": 14, "all_whale_up_shares": 225.0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 169, "winners_dn_n": 50, "winners_up_s": 7051.0, "winners_dn_s": 2583.0, "winners_side": "up", "hedged_count": 139, "up_total_shares": 15051.0, "dn_total_shares": 15300.0, "up_count": 511, "dn_count": 306, "round_ts": 1785001500, "round_elapsed": 195.2, "round_remaining": 104.8, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -13.33333333333333}
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{"ts": 1785001702.0657034, "type": "exit", "reason": "stop_loss", "entry_price": 0.75, "exit_price": 0.49, "shares": 1.33, "pnl": -0.35, "pnl_pct": -34.7, "hold_seconds": 15.3, "btc": 64237.063079037755, "strike": 64225.97450121262, "peak_pnl_pct": 0.0, "trough_pnl_pct": -21.333333333333336, "max_bid": 0.75, "min_bid": 0.59, "state": {"ts": 1785001702.0657034, "btc": 64237.06, "strike": 64225.97, "btc_dev": 11.09, "btc_dev_pct": 0.0173, "btc_velocity": -0.5469, "btc_accel": 0.0, "up_bid": 0.51, "up_ask": 0.52, "dn_bid": 0.45, "dn_ask": 0.46, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1672.0, "up_ask_depth": 1121.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 551.3, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 1, "streak_up_shares": 950.0, "streak_dn_shares": 45.0, "streak_concentration": 0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 52, "streak_dn_total_field": 14, "all_whale_up_shares": 225.0, "all_whale_dn_shares": 0, "winners_total": 437, "winners_up_n": 169, "winners_dn_n": 50, "winners_up_s": 7051.0, "winners_dn_s": 2583.0, "winners_side": "up", "hedged_count": 139, "up_total_shares": 15051.0, "dn_total_shares": 15300.0, "up_count": 511, "dn_count": 306, "round_ts": 1785001500, "round_elapsed": 202.1, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "UP +1 (BTC $+40.88 vs 锚定)", "btc_accel": "UP +2 (v=+3.025/s, a=+0.302/s², 加速)", "book": "DN -1 (UP bid/ask=990/2049, DN bid/ask=1334/1516)", "streak_leader": "UP +3 (🔥 15U/1D, 上轮赢家 149U/40D, 综合 +67%)"}}
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