不给你看快照，给你看真相。所有数据来自 Binance/Bybit/OKX/Gate/Bitget 真实 API。
| 功能 | 竞品 | 我们 |
|---|---|---|
| 当前费率 | ✅ | ✅ |
| 跨交易所套利 | ❌ | ✅ |
| 5 交易所 | 最多 3 | ✅ |
| 实时套利热力图 | ❌ | ✅ |
| 费率异常检测 (Z-score) | ❌ | ✅ |
| 费率方向预测 | ❌ | ✅ |
| 容量估算 | ❌ | ✅ |
| 跨品种套利 (协整) | ❌ | ✅ |
| Kelly 准则仓位优化 | ❌ | ✅ |
| VaR/CVaR/Sortino/Calmar/Omega | ❌ | ✅ |
| 真实历史数据回测 | ❌ | ✅ |
| 4 策略回测对比 | ❌ | ✅ |
| 实时 equity 曲线图 | ❌ | ✅ |
| 模拟交易 (Paper Trading) | ❌ | ✅ |
| Telegram/Discord/Slack 告警 | ❌ | ✅ |
| SQLite 持久化 | ❌ | ✅ |
| REST API + WebSocket | ❌ | ✅ |
| JWT 认证 + API Key 管理 | ❌ | ✅ |
| 真实交易执行 (Binance/Bybit) | ❌ | ✅ |
| Docker 部署 | ❌ | ✅ |
| 移动端响应式 | ❌ | ✅ |
| 7x24 Sentinel 监控 | ❌ | ✅ |
| MCP Server (6 工具) | ❌ | ✅ |
crypto-funding-rate/ → MCP Server (6 工具) + Sentinel v2.0
web-platform/server/ → REST + WebSocket + 11 引擎 + SQLite + Auth
web-platform/client/ → 实时仪表盘 (8 面板 + 曲线图 + 移动端)
docker-compose.yml → 一键部署
- Arbitrage Detector — 5 交易所费率套利
- Anomaly Detection — Z-score 统计异常
- Rate Predictor — 订单簿失衡 + 动量 + 均值回归
- Capacity Estimator — 订单簿深度 → 容量/滑点
- Cross-Pair Engine — Pearson 协整跨品种套利
- Kelly Optimizer — Kelly 准则仓位优化
- Backtester — 4 策略 + 真实数据 + 风险指标
- Paper Trader — 实时模拟交易
- Risk Metrics — VaR, CVaR, Sortino, Calmar, Omega
- Trade Executor — 真实 Binance/Bybit 交易
- Alert System — Telegram/Discord/Slack 告警
docker-compose up -d# Sentinel
cd crypto-funding-rate && npm install && npm run build
node dist/sentinel.js
# Web Platform
cd web-platform/server && npm install && npm run build
npm startGET /api/rates | /api/opportunities | /api/anomalies | /api/predictions
GET /api/crosspair | /api/stats | /api/paper/stats | /api/backtest/strategies
GET /api/trade/positions | /api/trade/orders
GET /api/history/rates/:symbol | /api/history/opportunities | /api/history/anomalies
POST /api/backtest | /api/backtest/real | /api/kelly | /api/paper/open
POST /api/trade/credentials | /api/trade/order | /api/trade/arbitrage/open | /api/trade/arbitrage/close
POST /api/alerts/config | /api/alerts/test
POST/GET/DELETE /api/auth/keys
WS /ws
# 默认管理员密钥 (环境变量 ADMIN_API_KEY)
curl -H "Authorization: Bearer admin-key-change-me" http://localhost:8771/api/stats
# 创建新 API Key
curl -X POST -H "Authorization: Bearer admin-key-change-me" \
-H "Content-Type: application/json" \
-d '{"name":"trader","permissions":["read","trade"]}' \
http://localhost:8771/api/auth/keys# 1. 设置交易所 API 密钥
curl -X POST -H "Authorization: Bearer $API_KEY" \
-d '{"exchange":"Binance","apiKey":"xxx","secretKey":"yyy","testnet":true}' \
http://localhost:8771/api/trade/credentials
# 2. 下单
curl -X POST -H "Authorization: Bearer $API_KEY" \
-d '{"exchange":"Binance","symbol":"BTCUSDT","side":"BUY","quantity":0.001,"type":"MARKET"}' \
http://localhost:8771/api/trade/order
# 3. 一键套利开仓
curl -X POST -H "Authorization: Bearer $API_KEY" \
-d '{"symbol":"BTCUSDT","longEx":"Binance","shortEx":"Bybit","quantityUsdt":1000,"longPrice":65000,"shortPrice":65000}' \
http://localhost:8771/api/trade/arbitrage/open[#1] 17:11:21 | 3309 rates | 5 ex | 27 opps | 9 anom | 14985ms
Kelly: halfKelly=2.5%, size=$2,500, growth=2.4%
History: 800 real rates from Binance/Bybit/OKX
Trade: dry-run order executed successfully
Auth: JWT + API key management working
MIT