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Codex e01ad567cb fix: reject stale clearing valuation prices
2026-09-09 10:20:10 +08:00
clearing_service fix: reject stale clearing valuation prices 2026-09-09 10:20:10 +08:00
common feat: add fail-closed symbol rules and controlled retry 2026-08-06 12:42:07 +08:00
config fix: stop monitor restart alert flapping 2026-09-03 13:37:53 +08:00
doc chore: import current project baseline 2026-06-26 15:52:44 +08:00
docs fix: reject stale clearing valuation prices 2026-09-09 10:20:10 +08:00
examples chore: import current project baseline 2026-06-26 15:52:44 +08:00
execution_service fix: allow below-min-notional position reductions 2026-08-20 17:48:07 +08:00
gateway_service feat: add fail-closed symbol rules and controlled retry 2026-08-06 12:42:07 +08:00
migrations feat: drive production services from runtime topology 2026-07-27 10:04:06 +08:00
monitoring_service fix: keep monitor restart within control deadline 2026-09-03 13:51:52 +08:00
ops docs: clarify strategy runtime lifecycle 2026-08-06 10:30:30 +08:00
tests fix: reject stale clearing valuation prices 2026-09-09 10:20:10 +08:00
tools fix: identify monitor alerts by node 2026-08-19 22:06:23 +08:00
.gitattributes fix: enforce LF for Linux service scripts 2026-07-20 18:12:50 +08:00
.gitignore chore: import current project baseline 2026-06-26 15:52:44 +08:00
pyproject.toml ops: make Linux runtime paths portable 2026-07-30 17:12:40 +08:00
README.md docs: align production operations and review guides 2026-07-20 22:57:16 +08:00
requirements.txt ops: make Linux runtime paths portable 2026-07-30 17:12:40 +08:00
restart.sh ops: make Linux runtime paths portable 2026-07-30 17:12:40 +08:00
service-control.sh fix: release control lock before service exec 2026-08-14 13:49:23 +08:00
stop.sh ops: make Linux runtime paths portable 2026-07-30 17:12:40 +08:00

README.md

加密交易平台

面向 Binance USD-M Futures 的策略交易服务，支持 Target Weight CSV 和 Lifecycle JSON 两类信号。生产链路由 Gateway、User Stream、Execution、Clearing 和 Monitor 组成。

当前核心约束：

  • 每个 deployment 固定绑定一个 trading account，禁止账户回退。
  • 策略意图、交易所订单 Attempt 和成交事实分层持久化。
  • User Stream 用于低延迟事件，REST 查询负责订单最终收敛。
  • 不确定发单先查询原 Client ID，只有确认不存在才允许创建新 Attempt。
  • 单账户多策略通过订单身份和成交分摊归属，仓位差异不允许自动猜测 owner。
  • Lifecycle 主单真实成交后才创建保护单，保护单也使用独立 Attempt 状态机。
  • 清算使用策略自己的成交成本账本，不直接采用共享账户的交易所 realized PnL。
  • 监控可有限重启进程，但不会自动修复不确定订单、仓位归属或历史 NAV。

文档入口

  1. 新部署或启动服务：快速开始
  2. Review 当前设计和代码：项目架构与生产就绪度
  3. 新 Codex 会话接手：项目上下文与会话交接
  4. 故障恢复：恢复手册
  5. 日常排障：故障排查手册
  6. 全部文档：文档索引

生产命令只维护在 docs/QUICKSTART.md 和脚本 service-control.sh、restart.sh 中，README 不再复制易过期的部署参数。