mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
63 lines
1.9 KiB
Markdown
63 lines
1.9 KiB
Markdown
# Rapid-Fire Signal Merging Guide
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When same trader + same coin sends multiple signals in <2 minutes, merge into 1 push.
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## Detection Pattern
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```
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信号1 @ 05:20:08 → ETH 4450
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信号2 @ 05:20:12 → ETH 4460 (<2min, same trader+coin)
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信号3 @ 05:50:12 → ETH 4455 (>2min gap, new batch)
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```
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Rules:
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- Same trader + same coin + <2min gap → merge into batch
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- Track batch start position as baseline
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- Calculate % change from batch baseline (not previous signal)
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## Merge Format (TG summary)
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```
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📊 {交易员} {币种} 今晚演变：
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| 轮次 | 仓位 | 变动 | 当前价 | 浮盈 |
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|:----:|:----:|:----:|:------:|:----:|
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| ① | N ETH | 基准 | $XX | +$Xk |
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| ② | N ETH | ±X% | $XX | +$Xk |
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| ③ | N ETH | ±X% | $XX | +$Xk |
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```
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## Push Rules
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1. **Don't push each signal individually** — merge in TG with summary table
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2. **Only push to QQ on trigger points:**
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- A类: ≥5% change from baseline
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- B类: 仓位 -5% or 强平距 < $15
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- C类: 新开仓 (first appearance)
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- 里程碑: 整数关口/价格突破/PnL里程碑
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3. **End of batch**: If final state vs baseline reaches A/B/C threshold, push summary to QQ
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## Real Example (2026-07-02)
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麻吉大哥 ETH rapid-fire:
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```
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05:20:08 → 4,450 ETH (baseline)
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05:20:12 → 4,460 ETH (+0.22%) → within batch, don't push
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05:50:12 → 4,455 ETH (+0.11%) → within batch, don't push
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```
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Merged into single QQ push:
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```
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⚡ 跟单建议 | ETH 做多 🟩 25x（rapid-fire合并）
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📊 麻吉大哥 ETH 多头演变
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① 4,450 ETH → ② 4,460 ETH → ③ 4,455 ETH
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开仓均价: 1640.16 | 当前: 1702.9
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浮盈: +257,203 🔥 | 强平距: +59.4 (3.5%) ✅
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```
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## Pitfall: Don't Skip Pre-Check
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Even for rapid-fire merges, MUST check existing positions before pushing.
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2026-07-02 error: Pushed ETH "加仓" signal without checking existing 5-contract position.
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Result: Duplicate OCO orders (old sz=5 + new sz=1).
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