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Hermes-Skills/okx-auto-position/references/rapid-fire-merging.md
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mike 657dc41c46 Initial commit: Trading skills collection
- 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)
2026-07-05 02:39:41 -04:00

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Rapid-Fire Signal Merging Guide

When same trader + same coin sends multiple signals in <2 minutes, merge into 1 push.

Detection Pattern

信号1 @ 05:20:08 → ETH 4450
信号2 @ 05:20:12 → ETH 4460   (<2min, same trader+coin)
信号3 @ 05:50:12 → ETH 4455   (>2min gap, new batch)

Rules:

  • Same trader + same coin + <2min gap → merge into batch
  • Track batch start position as baseline
  • Calculate % change from batch baseline (not previous signal)

Merge Format (TG summary)

📊 {交易员} {币种} 今晚演变:
| 轮次 | 仓位 | 变动 | 当前价 | 浮盈 |
|:----:|:----:|:----:|:------:|:----:|
| ① | N ETH | 基准 | $XX | +$Xk |
| ② | N ETH | ±X% | $XX | +$Xk |
| ③ | N ETH | ±X% | $XX | +$Xk |

Push Rules

  1. Don't push each signal individually — merge in TG with summary table
  2. Only push to QQ on trigger points:
    • A类: ≥5% change from baseline
    • B类: 仓位 -5% or 强平距 < $15
    • C类: 新开仓 (first appearance)
    • 里程碑: 整数关口/价格突破/PnL里程碑
  3. End of batch: If final state vs baseline reaches A/B/C threshold, push summary to QQ

Real Example (2026-07-02)

麻吉大哥 ETH rapid-fire:

05:20:08 → 4,450 ETH (baseline)
05:20:12 → 4,460 ETH (+0.22%) → within batch, don't push
05:50:12 → 4,455 ETH (+0.11%) → within batch, don't push

Merged into single QQ push:

⚡ 跟单建议 | ETH 做多 🟩 25xrapid-fire合并)

📊 麻吉大哥 ETH 多头演变
① 4,450 ETH → ② 4,460 ETH → ③ 4,455 ETH
开仓均价: 1640.16 | 当前: 1702.9
浮盈: +257,203 🔥 | 强平距: +59.4 (3.5%) ✅

Pitfall: Don't Skip Pre-Check

Even for rapid-fire merges, MUST check existing positions before pushing. 2026-07-02 error: Pushed ETH "加仓" signal without checking existing 5-contract position. Result: Duplicate OCO orders (old sz=5 + new sz=1).