2026-03-10T16:00:55+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:00:55 💓 heartbeat | 扫描=12139 | 无持仓 | 余额=75.45 usdc.e | traded=28 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:01:56+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:01:56 💓 heartbeat | 扫描=12252 | 无持仓 | 余额=75.45 usdc.e | traded=28 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:02:00+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:02:00 🪟 btc-updown-5m-1773129600 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T16:02:00+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:02:00 🪟 btc-updown-5m-1773129600 T-180s | Up=0.68/3 Dn=0.33/24 spd=0.01 | ref=70499 beat=70404 +13.6bp σ=0.48 z=1.18 | ↑8s ↓0s 2026-03-10T16:02:00+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:02:00 ⏭ btc-updown-5m-1773129600 | 无信号 | Up=0.68 Down=0.33 | edge不足 best=Down net=-0.222 Up:量不足 2026-03-10T16:02:04+08:00 ip-172-26-5-159 python[203997]: 2026-03-10 16:02:04 ✅ v11买入 btc-updown-5m-1773129600 | Up avg≈0.660 8.900103shares limit=0.660 order=0xc336b14d19bbd6803d73643212043fa2847d8d068acdb8a64c052ae05cdef63a 2026-03-10T16:02:35+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-10T16:02:35+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-10T16:02:35+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T16:02:35+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 1min 13.199s CPU time, 97.0M memory peak, 0B memory swap peak. 2026-03-10T16:02:35+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 builder attribution: 已配置 BuilderConfig 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.9-ng (2026-03-10) 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 策略 决策窗 120s~180s | raw>0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 📡 价格流启动: binance, coinbase 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 UserOrderFeed 启动 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 MarketResolutionFeed 启动 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T16:02:39+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:39 📡 coinbase WS 已连接 2026-03-10T16:02:40+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:40 📡 binance WS 已连接 2026-03-10T16:02:42+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:42 ♻️ 启动恢复持仓 btc-updown-5m-1773129600 2026-03-10T16:02:42+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:42 MarketResolutionFeed WebSocket 已连接 2026-03-10T16:02:42+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:02:42 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773129600 Up | 余额=69.51 usdc.e | traded=29 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:03:43+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:03:43 💓 heartbeat | 扫描=103 | 持仓: btc-updown-5m-1773129600 Up | 余额=69.51 usdc.e | traded=29 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:04:43+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:04:43 💓 heartbeat | 扫描=206 | 持仓: btc-updown-5m-1773129600 Up | 余额=69.51 usdc.e | traded=29 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:05:43+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:05:43 💓 heartbeat | 扫描=305 | 持仓: btc-updown-5m-1773129600 Up | 余额=69.51 usdc.e | traded=29 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:06:44+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:06:44 💓 heartbeat | 扫描=408 | 持仓: btc-updown-5m-1773129600 Up | 余额=69.51 usdc.e | traded=29 | 今日 12W-4L 已实现PnL=$+2.41 2026-03-10T16:06:53+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:06:53 市场 resolved 事件 | condition=0x148f9816aa4613 2026-03-10T16:06:53+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:06:53 WS resolved 触发 | condition=0x148f9816aa4613 将在下次循环立即尝试 redeem 2026-03-10T16:07:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:00 📡 CTF redeem (gasless) tx 已发送: 0x732646e0e00e99bee9144a4c36b1c63b8d165ee9196d98bfb135e2007700d14b 2026-03-10T16:07:04+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:04 redeem 确认成功 | slug=btc-updown-5m-1773129600 outcome=Up tx=0x732646e0e00e99bee9144a4c36b1c63b8d165ee9196d98bfb135e2007700d14b 2026-03-10T16:07:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:05 🪟 btc-updown-5m-1773129900 | 进入决策窗口 T-175s [120s~180s] 2026-03-10T16:07:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:05 🪟 btc-updown-5m-1773129900 T-175s | Up=0.43/110 Dn=0.58/20 spd=0.01 | ref=70454 beat=70501 -6.7bp σ=1.10 z=0.26 | ↑0s ↓6s 2026-03-10T16:07:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:05 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.43 Down=0.58 | edge不足 best=Down net=+0.001 2026-03-10T16:07:07+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:07 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.47 Down=0.54 | 无候选 Up:量不足 Down:量不足 2026-03-10T16:07:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:10 🪟 btc-updown-5m-1773129900 T-170s | Up=0.52/233 Dn=0.51/551 spd=0.03 | ref=70491 beat=70501 -1.5bp σ=1.09 z=0.06 | ↑3s ↓5s 2026-03-10T16:07:15+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:15 🪟 btc-updown-5m-1773129900 T-164s | Up=0.59/190 Dn=0.43/976 spd=0.02 | ref=70508 beat=70501 +0.9bp σ=1.09 z=0.04 | ↑6s ↓2s 2026-03-10T16:07:15+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:15 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.59 Down=0.43 | edge不足 best=Down net=-0.002 2026-03-10T16:07:20+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:20 🪟 btc-updown-5m-1773129900 T-159s | Up=0.66/12 Dn=0.35/128 spd=0.01 | ref=70550 beat=70501 +7.0bp σ=1.09 z=0.29 | ↑9s ↓0s 2026-03-10T16:07:25+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:25 🪟 btc-updown-5m-1773129900 T-154s | Up=0.59/37 Dn=0.42/137 spd=0.01 | ref=70556 beat=70501 +7.8bp σ=1.09 z=0.32 | ↑8s ↓0s 2026-03-10T16:07:25+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:25 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.59 Down=0.42 | edge不足 best=Up net=+0.017 2026-03-10T16:07:30+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:30 🪟 btc-updown-5m-1773129900 T-149s | Up=0.60/89 Dn=0.41/322 spd=0.01 | ref=70555 beat=70501 +7.6bp σ=1.08 z=0.32 | ↑7s ↓0s 2026-03-10T16:07:33+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:33 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.68 Down=0.36 | 无候选 Up:价差大 Down:价差大 2026-03-10T16:07:36+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:36 🪟 btc-updown-5m-1773129900 T-144s | Up=0.70/7 Dn=0.32/507 spd=0.02 | ref=70548 beat=70501 +6.7bp σ=1.08 z=0.29 | ↑7s ↓0s 2026-03-10T16:07:36+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:36 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.70 Down=0.32 | edge不足 best=Down net=+0.010 Up:量不足 2026-03-10T16:07:41+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:41 🪟 btc-updown-5m-1773129900 T-139s | Up=0.61/216 Dn=0.40/49 spd=0.01 | ref=70567 beat=70501 +9.3bp σ=1.10 z=0.40 | ↑10s ↓0s 2026-03-10T16:07:44+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:44 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.74 Down=0.30 | 无候选 Up:量不足 Down:价差大 2026-03-10T16:07:44+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:44 💓 heartbeat | 扫描=471 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:07:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:46 🪟 btc-updown-5m-1773129900 T-134s | Up=0.76/7 Dn=0.31/11 spd=0.07 | ref=70580 beat=70501 +11.2bp σ=1.13 z=0.48 | ↑11s ↓0s 2026-03-10T16:07:48+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:48 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.76 Down=0.26 | edge不足 best=Down net=+0.026 2026-03-10T16:07:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:51 🪟 btc-updown-5m-1773129900 T-128s | Up=0.92/266 Dn=0.19/109 spd=0.11 | ref=70630 beat=70501 +18.2bp σ=1.15 z=0.79 | ↑12s ↓0s 2026-03-10T16:07:56+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:56 🪟 btc-updown-5m-1773129900 T-123s | Up=0.91/78 Dn=0.15/325 spd=0.06 | ref=70663 beat=70501 +23.0bp σ=1.24 z=0.94 | ↑12s ↓0s 2026-03-10T16:07:56+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:07:56 ⏭ btc-updown-5m-1773129900 | 无信号 | Up=0.91 Down=0.15 | 无候选 Up:价差大 Down:价差大 2026-03-10T16:08:44+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:08:44 💓 heartbeat | 扫描=567 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:09:45+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:09:45 💓 heartbeat | 扫描=673 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:10:45+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:10:45 💓 heartbeat | 扫描=771 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:11:45+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:11:45 💓 heartbeat | 扫描=877 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:12:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:00 🪟 btc-updown-5m-1773130200 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T16:12:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:00 🪟 btc-updown-5m-1773130200 T-180s | Up=0.18/8 Dn=0.83/235 spd=0.01 | ref=70809 beat=70923 -16.1bp σ=1.00 z=0.67 | ↑0s ↓10s 2026-03-10T16:12:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:00 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.18 Down=0.83 | edge不足 best=Down net=-0.074 Up:量不足 2026-03-10T16:12:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:05 🪟 btc-updown-5m-1773130200 T-175s | Up=0.17/174 Dn=0.84/242 spd=0.01 | ref=70809 beat=70923 -16.0bp σ=1.00 z=0.68 | ↑0s ↓7s 2026-03-10T16:12:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:10 🪟 btc-updown-5m-1773130200 T-169s | Up=0.13/105 Dn=0.88/250 spd=0.01 | ref=70807 beat=70923 -16.3bp σ=1.00 z=0.71 | ↑0s ↓7s 2026-03-10T16:12:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:10 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.13 Down=0.88 | edge不足 best=Up net=+0.037 2026-03-10T16:12:15+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:15 🪟 btc-updown-5m-1773130200 T-164s | Up=0.16/41 Dn=0.85/43 spd=0.01 | ref=70790 beat=70923 -18.7bp σ=0.99 z=0.83 | ↑0s ↓9s 2026-03-10T16:12:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:21 🪟 btc-updown-5m-1773130200 T-159s | Up=0.15/47 Dn=0.86/114 spd=0.01 | ref=70789 beat=70923 -18.9bp σ=0.99 z=0.85 | ↑0s ↓9s 2026-03-10T16:12:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:21 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.15 Down=0.86 | edge不足 best=Up net=+0.019 2026-03-10T16:12:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:21 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.18 Down=0.86 | 无候选 Up:量不足 Down:价差大 2026-03-10T16:12:26+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:26 🪟 btc-updown-5m-1773130200 T-154s | Up=0.18/49 Dn=0.83/265 spd=0.01 | ref=70789 beat=70923 -18.8bp σ=0.99 z=0.86 | ↑0s ↓8s 2026-03-10T16:12:31+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:31 🪟 btc-updown-5m-1773130200 T-149s | Up=0.18/114 Dn=0.83/826 spd=0.01 | ref=70810 beat=70923 -15.9bp σ=0.98 z=0.74 | ↑0s ↓8s 2026-03-10T16:12:31+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:31 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.18 Down=0.83 | edge不足 best=Up net=+0.015 2026-03-10T16:12:36+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:36 🪟 btc-updown-5m-1773130200 T-144s | Up=0.14/89 Dn=0.87/23 spd=0.01 | ref=70807 beat=70923 -16.3bp σ=0.98 z=0.78 | ↑0s ↓9s 2026-03-10T16:12:41+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:41 🪟 btc-updown-5m-1773130200 T-138s | Up=0.16/155 Dn=0.85/44 spd=0.01 | ref=70800 beat=70923 -17.3bp σ=0.96 z=0.86 | ↑0s ↓8s 2026-03-10T16:12:41+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:41 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.16 Down=0.85 | edge不足 best=Up net=+0.006 2026-03-10T16:12:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:46 💓 heartbeat | 扫描=955 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:12:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:47 🪟 btc-updown-5m-1773130200 T-133s | Up=0.14/61 Dn=0.87/150 spd=0.01 | ref=70795 beat=70923 -18.0bp σ=0.91 z=0.96 | ↑0s ↓8s 2026-03-10T16:12:52+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:52 🪟 btc-updown-5m-1773130200 T-128s | Up=0.16/271 Dn=0.87/268 spd=0.03 | ref=70795 beat=70923 -18.0bp σ=0.79 z=1.13 | ↑0s ↓8s 2026-03-10T16:12:52+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:52 ⏭ btc-updown-5m-1773130200 | 无信号 | Up=0.16 Down=0.87 | edge不足 best=Down net=-0.023 2026-03-10T16:12:57+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:12:57 🪟 btc-updown-5m-1773130200 T-123s | Up=0.13/59 Dn=0.89/609 spd=0.02 | ref=70790 beat=70923 -18.7bp σ=0.79 z=1.20 | ↑0s ↓6s 2026-03-10T16:13:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:13:46 💓 heartbeat | 扫描=1052 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:14:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:14:46 💓 heartbeat | 扫描=1156 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:15:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:15:47 💓 heartbeat | 扫描=1254 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:16:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:16:47 💓 heartbeat | 扫描=1357 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:17:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:00 🪟 btc-updown-5m-1773130500 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T16:17:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:00 🪟 btc-updown-5m-1773130500 T-179s | Up=0.17/103 Dn=0.84/239 spd=0.01 | ref=70815 beat=70895 -11.3bp σ=0.62 z=0.76 | ↑0s ↓8s 2026-03-10T16:17:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:00 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.17 Down=0.84 | edge不足 best=Up net=+0.018 2026-03-10T16:17:06+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:06 🪟 btc-updown-5m-1773130500 T-174s | Up=0.11/231 Dn=0.90/308 spd=0.01 | ref=70779 beat=70895 -16.4bp σ=0.63 z=1.11 | ↑0s ↓9s 2026-03-10T16:17:11+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:11 🪟 btc-updown-5m-1773130500 T-169s | Up=0.11/175 Dn=0.90/199 spd=0.01 | ref=70762 beat=70895 -18.8bp σ=0.62 z=1.31 | ↑0s ↓9s 2026-03-10T16:17:11+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:11 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.11 Down=0.90 | edge不足 best=Down net=-0.007 2026-03-10T16:17:16+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:16 🪟 btc-updown-5m-1773130500 T-164s | Up=0.14/28 Dn=0.88/147 spd=0.02 | ref=70762 beat=70895 -18.8bp σ=0.63 z=1.31 | ↑0s ↓11s 2026-03-10T16:17:17+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:17 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.12 Down=0.92 | 无候选 Up:价差大 Down:量不足 2026-03-10T16:17:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:21 🪟 btc-updown-5m-1773130500 T-159s | Up=0.09/571 Dn=0.92/42 spd=0.01 | ref=70759 beat=70895 -19.2bp σ=0.64 z=1.34 | ↑0s ↓12s 2026-03-10T16:17:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:21 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.09 Down=0.92 | edge不足 best=Up net=-0.013 2026-03-10T16:17:26+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:26 🪟 btc-updown-5m-1773130500 T-154s | Up=0.10/209 Dn=0.91/50 spd=0.01 | ref=70755 beat=70895 -19.7bp σ=0.64 z=1.40 | ↑0s ↓11s 2026-03-10T16:17:31+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:31 🪟 btc-updown-5m-1773130500 T-149s | Up=0.10/269 Dn=0.91/107 spd=0.01 | ref=70754 beat=70895 -19.8bp σ=0.64 z=1.43 | ↑0s ↓10s 2026-03-10T16:17:31+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:31 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.10 Down=0.91 | edge不足 best=Down net=+0.002 2026-03-10T16:17:33+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:33 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.07 Down=0.94 | 无候选 Up:ask超范围 Down:ask超范围 2026-03-10T16:17:36+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:36 🪟 btc-updown-5m-1773130500 T-144s | Up=0.07/45 Dn=0.94/425 spd=0.01 | ref=70756 beat=70895 -19.7bp σ=0.64 z=1.45 | ↑0s ↓10s 2026-03-10T16:17:41+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:41 🪟 btc-updown-5m-1773130500 T-139s | Up=0.07/47 Dn=0.94/367 spd=0.01 | ref=70756 beat=70895 -19.6bp σ=0.64 z=1.47 | ↑0s ↓9s 2026-03-10T16:17:43+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:43 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.08 Down=0.93 | 无候选 Up:量不足 Down:ask超范围 2026-03-10T16:17:44+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:44 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.09 Down=0.92 | edge不足 best=Down net=-0.002 2026-03-10T16:17:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:46 🪟 btc-updown-5m-1773130500 T-134s | Up=0.09/284 Dn=0.92/427 spd=0.01 | ref=70755 beat=70895 -19.8bp σ=0.64 z=1.51 | ↑0s ↓6s 2026-03-10T16:17:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:47 💓 heartbeat | 扫描=1435 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:17:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:51 🪟 btc-updown-5m-1773130500 T-129s | Up=0.10/333 Dn=0.91/849 spd=0.01 | ref=70761 beat=70895 -18.9bp σ=0.64 z=1.46 | ↑0s ↓7s 2026-03-10T16:17:54+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:54 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.08 Down=0.93 | edge不足 best=Up net=-0.015 Down:ask超范围 2026-03-10T16:17:56+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:56 🪟 btc-updown-5m-1773130500 T-124s | Up=0.08/448 Dn=0.93/1 spd=0.01 | ref=70771 beat=70895 -17.5bp σ=0.64 z=1.39 | ↑0s ↓8s 2026-03-10T16:17:57+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:17:57 ⏭ btc-updown-5m-1773130500 | 无信号 | Up=0.07 Down=0.94 | 无候选 Up:ask超范围 Down:ask超范围 2026-03-10T16:18:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:18:47 💓 heartbeat | 扫描=1533 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:19:48+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:19:48 💓 heartbeat | 扫描=1639 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:20:48+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:20:48 💓 heartbeat | 扫描=1738 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:21:49+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:21:49 💓 heartbeat | 扫描=1843 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:22:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:00 🪟 btc-updown-5m-1773130800 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T16:22:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:00 🪟 btc-updown-5m-1773130800 T-180s | Up=0.75/48 Dn=0.26/312 spd=0.01 | ref=70927 beat=70856 +10.1bp σ=0.64 z=0.66 | ↑10s ↓0s 2026-03-10T16:22:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:00 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.75 Down=0.26 | edge不足 best=Up net=-0.011 2026-03-10T16:22:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:05 🪟 btc-updown-5m-1773130800 T-175s | Up=0.77/211 Dn=0.24/11 spd=0.01 | ref=70925 beat=70856 +9.8bp σ=0.64 z=0.65 | ↑7s ↓0s 2026-03-10T16:22:08+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:08 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.77 Down=0.24 | 无候选 Up:量不足 Down:量不足 2026-03-10T16:22:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:10 🪟 btc-updown-5m-1773130800 T-170s | Up=0.77/295 Dn=0.24/55 spd=0.01 | ref=70922 beat=70856 +9.4bp σ=0.63 z=0.64 | ↑7s ↓0s 2026-03-10T16:22:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:10 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.77 Down=0.24 | edge不足 best=Down net=-0.005 2026-03-10T16:22:15+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:15 🪟 btc-updown-5m-1773130800 T-165s | Up=0.77/327 Dn=0.24/72 spd=0.01 | ref=70928 beat=70856 +10.3bp σ=0.63 z=0.72 | ↑7s ↓0s 2026-03-10T16:22:20+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:20 🪟 btc-updown-5m-1773130800 T-160s | Up=0.75/332 Dn=0.27/698 spd=0.02 | ref=70925 beat=70856 +9.7bp σ=0.61 z=0.71 | ↑8s ↓0s 2026-03-10T16:22:20+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:20 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.75 Down=0.27 | edge不足 best=Up net=-0.009 2026-03-10T16:22:25+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:25 🪟 btc-updown-5m-1773130800 T-154s | Up=0.67/150 Dn=0.34/469 spd=0.01 | ref=70917 beat=70856 +8.7bp σ=0.62 z=0.63 | ↑10s ↓0s 2026-03-10T16:22:30+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:30 🪟 btc-updown-5m-1773130800 T-149s | Up=0.73/18 Dn=0.28/491 spd=0.01 | ref=70910 beat=70856 +7.7bp σ=0.62 z=0.57 | ↑7s ↓0s 2026-03-10T16:22:30+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:30 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.73 Down=0.28 | edge不足 best=Down net=-0.014 Up:量不足 2026-03-10T16:22:35+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:35 🪟 btc-updown-5m-1773130800 T-144s | Up=0.78/459 Dn=0.23/80 spd=0.01 | ref=70915 beat=70856 +8.4bp σ=0.62 z=0.63 | ↑7s ↓0s 2026-03-10T16:22:40+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:40 🪟 btc-updown-5m-1773130800 T-139s | Up=0.78/1010 Dn=0.23/110 spd=0.01 | ref=70922 beat=70856 +9.4bp σ=0.62 z=0.72 | ↑8s ↓0s 2026-03-10T16:22:40+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:40 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.78 Down=0.23 | edge不足 best=Down net=-0.012 2026-03-10T16:22:46+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:46 🪟 btc-updown-5m-1773130800 T-134s | Up=0.88/119 Dn=0.13/80 spd=0.01 | ref=70926 beat=70856 +9.9bp σ=0.63 z=0.76 | ↑11s ↓0s 2026-03-10T16:22:49+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:49 💓 heartbeat | 扫描=1920 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:22:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:51 ⏭ btc-updown-5m-1773130800 | recheck无信号 | Up=0.89 Down=0.12 | edge不足 best=Down net=+0.040 2026-03-10T16:22:52+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:52 🪟 btc-updown-5m-1773130800 T-128s | Up=0.90/27 Dn=0.11/20 spd=0.01 | ref=70936 beat=70856 +11.3bp σ=0.63 z=0.89 | ↑9s ↓0s 2026-03-10T16:22:52+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:52 ⏭ btc-updown-5m-1773130800 | 无信号 | Up=0.90 Down=0.11 | edge不足 best=Down net=+0.039 2026-03-10T16:22:57+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:22:57 🪟 btc-updown-5m-1773130800 T-123s | Up=0.87/37 Dn=0.16/364 spd=0.03 | ref=70968 beat=70856 +15.8bp σ=0.63 z=1.27 | ↑9s ↓0s 2026-03-10T16:23:49+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:23:49 💓 heartbeat | 扫描=2017 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:24:49+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:24:49 💓 heartbeat | 扫描=2122 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:25:50+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:25:50 💓 heartbeat | 扫描=2224 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:26:50+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:26:50 💓 heartbeat | 扫描=2329 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:27:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:00 🪟 btc-updown-5m-1773131100 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T16:27:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:00 🪟 btc-updown-5m-1773131100 T-180s | Up=0.24/299 Dn=0.77/117 spd=0.01 | ref=70805 beat=70880 -10.6bp σ=0.60 z=0.73 | ↑0s ↓7s 2026-03-10T16:27:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:00 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.24 Down=0.77 | edge不足 best=Down net=-0.011 2026-03-10T16:27:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:05 🪟 btc-updown-5m-1773131100 T-175s | Up=0.24/355 Dn=0.77/175 spd=0.01 | ref=70805 beat=70880 -10.6bp σ=0.61 z=0.75 | ↑0s ↓10s 2026-03-10T16:27:10+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:10 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.33 Down=0.68 | edge不足 best=Down net=+0.048 2026-03-10T16:27:11+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:11 🪟 btc-updown-5m-1773131100 T-169s | Up=0.27/132 Dn=0.74/206 spd=0.01 | ref=70815 beat=70880 -9.1bp σ=0.61 z=0.64 | ↑0s ↓10s 2026-03-10T16:27:16+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:16 🪟 btc-updown-5m-1773131100 T-164s | Up=0.29/261 Dn=0.72/740 spd=0.01 | ref=70824 beat=70880 -7.9bp σ=0.61 z=0.57 | ↑0s ↓9s 2026-03-10T16:27:20+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:20 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.29 Down=0.72 | edge不足 best=Up net=-0.005 2026-03-10T16:27:21+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:21 🪟 btc-updown-5m-1773131100 T-159s | Up=0.29/169 Dn=0.72/471 spd=0.01 | ref=70834 beat=70880 -6.6bp σ=0.61 z=0.48 | ↑0s ↓7s 2026-03-10T16:27:26+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:26 🪟 btc-updown-5m-1773131100 T-154s | Up=0.30/350 Dn=0.71/143 spd=0.01 | ref=70833 beat=70880 -6.7bp σ=0.61 z=0.50 | ↑0s ↓6s 2026-03-10T16:27:31+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:31 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.29 Down=0.72 | edge不足 best=Up net=-0.014 2026-03-10T16:27:32+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:32 🪟 btc-updown-5m-1773131100 T-148s | Up=0.29/110 Dn=0.72/14 spd=0.01 | ref=70831 beat=70880 -6.9bp σ=0.61 z=0.52 | ↑0s ↓6s 2026-03-10T16:27:37+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:37 🪟 btc-updown-5m-1773131100 T-143s | Up=0.28/95 Dn=0.73/368 spd=0.01 | ref=70832 beat=70880 -6.8bp σ=0.61 z=0.53 | ↑0s ↓5s 2026-03-10T16:27:41+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:41 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.33 Down=0.68 | edge不足 best=Down net=-0.003 2026-03-10T16:27:42+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:42 🪟 btc-updown-5m-1773131100 T-138s | Up=0.33/443 Dn=0.68/302 spd=0.01 | ref=70834 beat=70880 -6.6bp σ=0.61 z=0.52 | ↑0s ↓6s 2026-03-10T16:27:47+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:47 🪟 btc-updown-5m-1773131100 T-133s | Up=0.31/103 Dn=0.71/37 spd=0.02 | ref=70836 beat=70880 -6.3bp σ=0.60 z=0.51 | ↑0s ↓7s 2026-03-10T16:27:50+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:50 💓 heartbeat | 扫描=2406 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:27:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:51 ⏭ btc-updown-5m-1773131100 | 无信号 | Up=0.35 Down=0.67 | edge不足 best=Down net=-0.015 2026-03-10T16:27:52+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:52 🪟 btc-updown-5m-1773131100 T-128s | Up=0.37/66 Dn=0.64/76 spd=0.01 | ref=70844 beat=70880 -5.2bp σ=0.59 z=0.44 | ↑0s ↓9s 2026-03-10T16:27:58+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:27:58 🪟 btc-updown-5m-1773131100 T-122s | Up=0.41/1075 Dn=0.61/10 spd=0.02 | ref=70851 beat=70880 -4.1bp σ=0.58 z=0.36 | ↑0s ↓8s 2026-03-10T16:28:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:28:51 💓 heartbeat | 扫描=2506 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:29:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:29:51 💓 heartbeat | 扫描=2612 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:30:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:30:51 💓 heartbeat | 扫描=2711 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:31:51+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:31:51 💓 heartbeat | 扫描=2816 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:32:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:00 🪟 btc-updown-5m-1773131400 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T16:32:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:00 🪟 btc-updown-5m-1773131400 T-180s | Up=0.77/38 Dn=0.24/260 spd=0.01 | ref=70926 beat=70839 +12.3bp σ=0.55 z=0.94 | ↑7s ↓0s 2026-03-10T16:32:00+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:00 ⏭ btc-updown-5m-1773131400 | 无信号 | Up=0.77 Down=0.24 | edge不足 best=Up net=+0.022 2026-03-10T16:32:05+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:05 🪟 btc-updown-5m-1773131400 T-175s | Up=0.83/157 Dn=0.18/35 spd=0.01 | ref=70922 beat=70839 +11.7bp σ=0.56 z=0.89 | ↑6s ↓0s 2026-03-10T16:32:11+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:11 🪟 btc-updown-5m-1773131400 T-169s | Up=0.84/39 Dn=0.17/535 spd=0.01 | ref=70921 beat=70839 +11.7bp σ=0.56 z=0.91 | ↑8s ↓0s 2026-03-10T16:32:11+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:11 ⏭ btc-updown-5m-1773131400 | 无信号 | Up=0.84 Down=0.17 | edge不足 best=Down net=-0.007 2026-03-10T16:32:16+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:16 ⏭ btc-updown-5m-1773131400 | 无信号 | Up=0.90 Down=0.14 | 无候选 Up:价差大 Down:价差大 2026-03-10T16:32:17+08:00 ip-172-26-5-159 python[210626]: 2026-03-10 16:32:17 🪟 btc-updown-5m-1773131400 T-163s | Up=0.86/77 Dn=0.16/287 spd=0.02 | ref=70928 beat=70839 +12.6bp σ=0.57 z=0.98 | ↑9s ↓0s 2026-03-10T16:32:20+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-10T16:32:20+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-10T16:32:20+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T16:32:20+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 38.480s CPU time, 170.6M memory peak, 0B memory swap peak. 2026-03-10T16:32:20+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 builder attribution: 已配置 BuilderConfig 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.10-ng (2026-03-10) 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 策略 决策窗 120s~180s | raw>0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 📡 价格流启动: binance, coinbase 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 UserOrderFeed 启动 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 MarketResolutionFeed 启动 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T16:32:25+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:25 📡 coinbase WS 已连接 2026-03-10T16:32:26+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:26 📡 binance WS 已连接 2026-03-10T16:32:28+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:28 🪟 btc-updown-5m-1773131400 | 进入决策窗口 T-152s [120s~180s] 2026-03-10T16:32:29+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:29 🪟 btc-updown-5m-1773131400 T-152s | Up=0.89/232 Dn=0.12/428 spd=0.01 | beat=70839 px=70941 +14.3bp | ↑12s ↓0s 2026-03-10T16:32:29+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:29 ⏭ btc-updown-5m-1773131400 | rej=无信号 edge不足 best=Up net=+0.030 | Up=0.89/232 Dn=0.12/428 spd=0.01 | beat=70839 px=70941 +14.3bp 2026-03-10T16:32:29+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:29 💓 heartbeat | 扫描=1 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:32:33+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:33 🪟 btc-updown-5m-1773131400 T-147s | Up=0.92/1025 Dn=0.09/77 spd=0.01 | beat=70839 px=70941 +14.4bp | ↑6s ↓0s 2026-03-10T16:32:38+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:38 ⏭ btc-updown-5m-1773131400 | rej=无信号 edge不足 best=Up net=+0.009 | Up=0.91/239 Dn=0.10/164 spd=0.01 | beat=70839 px=70943 +14.6bp 2026-03-10T16:32:39+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:39 🪟 btc-updown-5m-1773131400 T-141s | Up=0.91/347 Dn=0.10/133 spd=0.01 | beat=70839 px=70942 +14.5bp | ↑9s ↓0s 2026-03-10T16:32:42+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:42 ⏭ btc-updown-5m-1773131400 | rej=recheck无信号 edge不足 best=Up net=+0.027 Down:量不足 | Up=0.91/80 Dn=0.12/10 spd=0.03 | beat=70839 px=70939 +14.1bp 2026-03-10T16:32:44+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:44 🪟 btc-updown-5m-1773131400 T-135s | Up=0.92/262 Dn=0.09/408 spd=0.01 | beat=70839 px=70940 +14.2bp | ↑10s ↓0s 2026-03-10T16:32:49+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:49 ⏭ btc-updown-5m-1773131400 | rej=无信号 edge不足 best=Up net=+0.044 | Up=0.92/429 Dn=0.09/101 spd=0.01 | beat=70839 px=70937 +13.7bp 2026-03-10T16:32:49+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:49 🪟 btc-updown-5m-1773131400 T-130s | Up=0.90/29 Dn=0.11/188 spd=0.01 | beat=70839 px=70935 +13.5bp | ↑11s ↓0s 2026-03-10T16:32:53+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:53 ⏭ btc-updown-5m-1773131400 | rej=recheck无信号 edge不足 best=Up net=+0.066 | Up=0.88/27 Dn=0.13/536 spd=0.01 | beat=70839 px=70934 +13.3bp 2026-03-10T16:32:55+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:55 🪟 btc-updown-5m-1773131400 T-125s | Up=0.88/131 Dn=0.13/525 spd=0.01 | beat=70839 px=70934 +13.4bp | ↑9s ↓0s 2026-03-10T16:32:59+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:32:59 ⏭ btc-updown-5m-1773131400 | rej=无信号 edge不足 best=Up net=+0.050 | Up=0.89/79 Dn=0.12/58 spd=0.01 | beat=70839 px=70928 +12.5bp 2026-03-10T16:33:30+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:33:30 💓 heartbeat | 扫描=85 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:34:30+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:34:30 💓 heartbeat | 扫描=190 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:35:31+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:35:31 💓 heartbeat | 扫描=291 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:36:31+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:36:31 💓 heartbeat | 扫描=396 | 无持仓 | 余额=78.41 usdc.e | traded=29 | 今日 13W-4L 已实现PnL=$+5.37 2026-03-10T16:37:00+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:00 🪟 btc-updown-5m-1773131700 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T16:37:00+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:00 🪟 btc-updown-5m-1773131700 T-179s | Up=0.48/17 Dn=0.53/493 spd=0.01 | beat=70941 px=70957 +2.3bp | ↑6s ↓0s 2026-03-10T16:37:00+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:00 ⏭ btc-updown-5m-1773131700 | rej=无信号 edge不足 best=Down net=-0.059 Up:量不足 | Up=0.48/17 Dn=0.53/493 spd=0.01 | beat=70941 px=70957 +2.3bp 2026-03-10T16:37:05+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:05 🪟 btc-updown-5m-1773131700 T-174s | Up=0.45/20 Dn=0.57/24 spd=0.02 | beat=70941 px=70947 +0.9bp | ↑5s ↓3s 2026-03-10T16:37:10+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:10 ⏭ btc-updown-5m-1773131700 | rej=无信号 edge不足 best=Up net=-0.022 | Up=0.48/759 Dn=0.55/31 spd=0.03 | beat=70941 px=70945 +0.6bp 2026-03-10T16:37:11+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:11 🪟 btc-updown-5m-1773131700 T-169s | Up=0.44/340 Dn=0.57/127 spd=0.01 | beat=70941 px=70943 +0.4bp | ↑4s ↓4s 2026-03-10T16:37:17+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:17 🪟 btc-updown-5m-1773131700 T-163s | Up=0.44/1123 Dn=0.57/54 spd=0.01 | beat=70941 px=70940 -0.1bp | ↑3s ↓3s 2026-03-10T16:37:21+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:21 ⏭ btc-updown-5m-1773131700 | rej=无信号 edge不足 best=Up net=+0.042 | Up=0.32/57 Dn=0.71/65 spd=0.02 | beat=70941 px=70938 -0.4bp 2026-03-10T16:37:22+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:22 🪟 btc-updown-5m-1773131700 T-158s | Up=0.30/71 Dn=0.71/3 spd=0.01 | beat=70941 px=70934 -0.9bp | ↑0s ↓7s 2026-03-10T16:37:22+08:00 ip-172-26-5-159 python[212223]: 2026-03-10 16:37:22 ⏭ btc-updown-5m-1773131700 | rej=near_beat diff=0.9bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 📡 价格流启动: binance, coinbase 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 UserOrderFeed 启动 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 MarketResolutionFeed 启动 2026-03-10T16:57:39+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:39 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T16:57:40+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:40 📡 coinbase WS 已连接 2026-03-10T16:57:40+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:40 📡 binance WS 已连接 2026-03-10T16:57:42+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:42 🪟 btc-updown-5m-1773132900 | 进入决策窗口 T-137s [120s~180s] 2026-03-10T16:57:44+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:44 🪟 btc-updown-5m-1773132900 T-137s | Up=0.36/56 Dn=0.65/71 spd=0.01 | beat=70701 px=70675 -3.6bp | ↑0s ↓13s 2026-03-10T16:57:44+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:44 ⏭ btc-updown-5m-1773132900 | rej=无信号 edge不足 best=Down net=+0.066 | Up=0.36/56 Dn=0.65/71 spd=0.01 | beat=70701 px=70675 -3.6bp 2026-03-10T16:57:44+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:44 💓 heartbeat | 扫描=1 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T16:57:48+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:48 🪟 btc-updown-5m-1773132900 T-132s | Up=0.31/763 Dn=0.70/858 spd=0.01 | beat=70701 px=70672 -4.0bp | ↑0s ↓12s 2026-03-10T16:57:53+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:53 ⏭ btc-updown-5m-1773132900 | rej=无信号 edge不足 best=Down net=+0.020 | Up=0.32/220 Dn=0.69/352 spd=0.01 | beat=70701 px=70668 -4.6bp 2026-03-10T16:57:54+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:54 🪟 btc-updown-5m-1773132900 T-126s | Up=0.32/426 Dn=0.70/857 spd=0.02 | beat=70701 px=70668 -4.6bp | ↑0s ↓4s 2026-03-10T16:57:58+08:00 ip-172-26-5-159 python[214829]: 2026-03-10 16:57:58 ⏭ btc-updown-5m-1773132900 | rej=near_beat diff=5.1bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 📡 价格流启动: binance, coinbase 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 UserOrderFeed 启动 2026-03-10T17:02:14+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:14 MarketResolutionFeed 启动 2026-03-10T17:02:15+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T17:02:15+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:15 📡 coinbase WS 已连接 2026-03-10T17:02:15+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:15 📡 binance WS 已连接 2026-03-10T17:02:18+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:18 🪟 btc-updown-5m-1773133200 | 进入决策窗口 T-162s [120s~180s] 2026-03-10T17:02:19+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:19 🪟 btc-updown-5m-1773133200 T-162s | Up=0.46/20 Dn=0.55/332 spd=0.01 | beat=70693 px=70717 +3.4bp | ↑12s ↓0s 2026-03-10T17:02:19+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:19 ⏭ btc-updown-5m-1773133200 | rej=无信号 edge不足 best=Up net=+0.018 | Up=0.46/20 Dn=0.55/332 spd=0.01 | beat=70693 px=70717 +3.4bp 2026-03-10T17:02:19+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:19 💓 heartbeat | 扫描=1 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:02:23+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:23 ⏭ btc-updown-5m-1773133200 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.43/15 Dn=0.58/10 spd=0.01 | beat=70693 px=70710 +2.4bp 2026-03-10T17:02:23+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:23 🪟 btc-updown-5m-1773133200 T-156s | Up=0.43/29 Dn=0.58/57 spd=0.01 | beat=70693 px=70710 +2.4bp | ↑8s ↓0s 2026-03-10T17:02:28+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:28 ⏭ btc-updown-5m-1773133200 | rej=无信号 edge不足 best=Up net=+0.046 | Up=0.48/70 Dn=0.53/136 spd=0.01 | beat=70693 px=70710 +2.4bp 2026-03-10T17:02:29+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:29 🪟 btc-updown-5m-1773133200 T-151s | Up=0.49/88 Dn=0.52/37 spd=0.01 | beat=70693 px=70710 +2.4bp | ↑9s ↓0s 2026-03-10T17:02:34+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:34 ⏭ btc-updown-5m-1773133200 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.53/61 Dn=0.52/5 spd=0.05 | beat=70693 px=70710 +2.4bp 2026-03-10T17:02:35+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:35 🪟 btc-updown-5m-1773133200 T-145s | Up=0.51/97 Dn=0.50/52 spd=0.01 | beat=70693 px=70710 +2.4bp | ↑5s ↓0s 2026-03-10T17:02:39+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:39 ⏭ btc-updown-5m-1773133200 | rej=无信号 edge不足 best=Up net=+0.014 | Up=0.53/120 Dn=0.48/82 spd=0.01 | beat=70693 px=70725 +4.5bp 2026-03-10T17:02:41+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:41 🪟 btc-updown-5m-1773133200 T-139s | Up=0.53/45 Dn=0.48/69 spd=0.01 | beat=70693 px=70731 +5.3bp | ↑6s ↓0s 2026-03-10T17:02:47+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:47 🪟 btc-updown-5m-1773133200 T-133s | Up=0.51/115 Dn=0.50/15 spd=0.01 | beat=70693 px=70730 +5.1bp | ↑8s ↓0s 2026-03-10T17:02:50+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:50 ⏭ btc-updown-5m-1773133200 | rej=无信号 edge不足 best=Up net=-0.011 Down:量不足 | Up=0.49/542 Dn=0.52/11 spd=0.01 | beat=70693 px=70728 +4.9bp 2026-03-10T17:02:52+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:52 🪟 btc-updown-5m-1773133200 T-127s | Up=0.52/204 Dn=0.49/317 spd=0.01 | beat=70693 px=70728 +4.9bp | ↑9s ↓0s 2026-03-10T17:02:58+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:02:58 🪟 btc-updown-5m-1773133200 T-122s | Up=0.54/72 Dn=0.49/261 spd=0.03 | beat=70693 px=70728 +4.9bp | ↑6s ↓0s 2026-03-10T17:03:19+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:03:19 💓 heartbeat | 扫描=84 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:04:19+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:04:19 💓 heartbeat | 扫描=188 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:05:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:05:20 💓 heartbeat | 扫描=286 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:06:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:06:20 💓 heartbeat | 扫描=390 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:07:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:00 🪟 btc-updown-5m-1773133500 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T17:07:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:00 🪟 btc-updown-5m-1773133500 T-180s | Up=0.55/215 Dn=0.51/44 spd=0.06 | beat=70745 px=70781 +5.0bp | ↑7s ↓0s 2026-03-10T17:07:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:00 ⏭ btc-updown-5m-1773133500 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.55/215 Dn=0.51/44 spd=0.06 | beat=70745 px=70781 +5.0bp 2026-03-10T17:07:01+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:01 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Up net=+0.015 | Up=0.52/30 Dn=0.49/381 spd=0.01 | beat=70745 px=70781 +5.0bp 2026-03-10T17:07:05+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:05 🪟 btc-updown-5m-1773133500 T-175s | Up=0.60/101 Dn=0.41/50 spd=0.01 | beat=70745 px=70783 +5.3bp | ↑5s ↓0s 2026-03-10T17:07:10+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:10 🪟 btc-updown-5m-1773133500 T-170s | Up=0.58/97 Dn=0.43/35 spd=0.01 | beat=70745 px=70787 +5.9bp | ↑11s ↓0s 2026-03-10T17:07:11+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:11 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Down net=-0.037 Up:量不足 | Up=0.58/16 Dn=0.43/204 spd=0.01 | beat=70745 px=70786 +5.7bp 2026-03-10T17:07:15+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:15 🪟 btc-updown-5m-1773133500 T-165s | Up=0.58/5809 Dn=0.43/48 spd=0.01 | beat=70745 px=70788 +6.1bp | ↑12s ↓0s 2026-03-10T17:07:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:20 🪟 btc-updown-5m-1773133500 T-160s | Up=0.49/29 Dn=0.52/25 spd=0.01 | beat=70745 px=70795 +7.0bp | ↑5s ↓0s 2026-03-10T17:07:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:20 💓 heartbeat | 扫描=482 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:07:21+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:21 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Up net=-0.011 Down:量不足 | Up=0.48/20 Dn=0.53/6 spd=0.01 | beat=70745 px=70795 +7.0bp 2026-03-10T17:07:25+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:25 🪟 btc-updown-5m-1773133500 T-155s | Up=0.49/162 Dn=0.52/127 spd=0.01 | beat=70745 px=70789 +6.2bp | ↑4s ↓0s 2026-03-10T17:07:31+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:31 🪟 btc-updown-5m-1773133500 T-149s | Up=0.54/719 Dn=0.47/266 spd=0.01 | beat=70745 px=70782 +5.3bp | ↑11s ↓0s 2026-03-10T17:07:32+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:32 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Up net=-0.011 | Up=0.54/485 Dn=0.47/723 spd=0.01 | beat=70745 px=70782 +5.3bp 2026-03-10T17:07:35+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:35 ⏭ btc-updown-5m-1773133500 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.50/143 Dn=0.55/30 spd=0.05 | beat=70745 px=70786 +5.7bp 2026-03-10T17:07:37+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:37 🪟 btc-updown-5m-1773133500 T-143s | Up=0.47/6 Dn=0.54/92 spd=0.01 | beat=70745 px=70786 +5.7bp | ↑5s ↓0s 2026-03-10T17:07:42+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:42 🪟 btc-updown-5m-1773133500 T-138s | Up=0.54/126 Dn=0.47/37 spd=0.01 | beat=70745 px=70782 +5.2bp | ↑11s ↓0s 2026-03-10T17:07:42+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:42 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Up net=-0.011 | Up=0.54/126 Dn=0.47/37 spd=0.01 | beat=70745 px=70782 +5.2bp 2026-03-10T17:07:47+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:47 🪟 btc-updown-5m-1773133500 T-133s | Up=0.55/101 Dn=0.46/286 spd=0.01 | beat=70745 px=70779 +4.8bp | ↑5s ↓0s 2026-03-10T17:07:52+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:52 🪟 btc-updown-5m-1773133500 T-128s | Up=0.53/3465 Dn=0.48/226 spd=0.01 | beat=70745 px=70779 +4.8bp | ↑7s ↓0s 2026-03-10T17:07:52+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:52 ⏭ btc-updown-5m-1773133500 | rej=无信号 edge不足 best=Up net=+0.009 | Up=0.53/3465 Dn=0.48/226 spd=0.01 | beat=70745 px=70779 +4.8bp 2026-03-10T17:07:57+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:07:57 🪟 btc-updown-5m-1773133500 T-122s | Up=0.53/432 Dn=0.48/592 spd=0.01 | beat=70745 px=70779 +4.8bp | ↑9s ↓0s 2026-03-10T17:08:21+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:08:21 💓 heartbeat | 扫描=565 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:09:21+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:09:21 💓 heartbeat | 扫描=669 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:10:21+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:10:21 💓 heartbeat | 扫描=766 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:11:21+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:11:21 💓 heartbeat | 扫描=869 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:12:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:00 🪟 btc-updown-5m-1773133800 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T17:12:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:00 🪟 btc-updown-5m-1773133800 T-180s | Up=0.82/22 Dn=0.19/216 spd=0.01 | beat=70733 px=70787 +7.7bp | ↑5s ↓0s 2026-03-10T17:12:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:00 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Down net=+0.007 | Up=0.82/22 Dn=0.19/216 spd=0.01 | beat=70733 px=70787 +7.7bp 2026-03-10T17:12:01+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:01 ⏭ btc-updown-5m-1773133800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.82/4 Dn=0.19/5 spd=0.01 | beat=70733 px=70787 +7.7bp 2026-03-10T17:12:05+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:05 🪟 btc-updown-5m-1773133800 T-175s | Up=0.77/63 Dn=0.25/82 spd=0.02 | beat=70733 px=70793 +8.5bp | ↑5s ↓0s 2026-03-10T17:12:10+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:10 🪟 btc-updown-5m-1773133800 T-170s | Up=0.81/24 Dn=0.20/54 spd=0.01 | beat=70733 px=70793 +8.5bp | ↑6s ↓0s 2026-03-10T17:12:10+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:10 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Down net=+0.001 | Up=0.81/24 Dn=0.20/54 spd=0.01 | beat=70733 px=70793 +8.5bp 2026-03-10T17:12:15+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:15 🪟 btc-updown-5m-1773133800 T-165s | Up=0.81/34 Dn=0.20/150 spd=0.01 | beat=70733 px=70811 +11.1bp | ↑7s ↓0s 2026-03-10T17:12:17+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:17 ⏭ btc-updown-5m-1773133800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.80/35 Dn=0.24/58 spd=0.04 | beat=70733 px=70811 +11.1bp 2026-03-10T17:12:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:20 🪟 btc-updown-5m-1773133800 T-160s | Up=0.78/59 Dn=0.23/201 spd=0.01 | beat=70733 px=70811 +11.1bp | ↑8s ↓0s 2026-03-10T17:12:20+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:20 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Up net=+0.022 | Up=0.78/59 Dn=0.23/201 spd=0.01 | beat=70733 px=70811 +11.1bp 2026-03-10T17:12:22+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:22 💓 heartbeat | 扫描=960 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:12:25+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:25 🪟 btc-updown-5m-1773133800 T-154s | Up=0.85/760 Dn=0.16/255 spd=0.01 | beat=70733 px=70809 +10.8bp | ↑10s ↓0s 2026-03-10T17:12:30+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:30 ⏭ btc-updown-5m-1773133800 | rej=无信号 无候选 Up:ask超范围 Down:价差大 | Up=0.93/823 Dn=0.11/39 spd=0.04 | beat=70733 px=70809 +10.8bp 2026-03-10T17:12:30+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:30 🪟 btc-updown-5m-1773133800 T-149s | Up=0.89/44 Dn=0.12/15 spd=0.01 | beat=70733 px=70809 +10.8bp | ↑9s ↓0s 2026-03-10T17:12:30+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:30 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Up net=-0.067 Down:量不足 | Up=0.89/44 Dn=0.12/15 spd=0.01 | beat=70733 px=70809 +10.8bp 2026-03-10T17:12:36+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:36 🪟 btc-updown-5m-1773133800 T-144s | Up=0.89/127 Dn=0.15/208 spd=0.04 | beat=70733 px=70850 +16.6bp | ↑7s ↓0s 2026-03-10T17:12:41+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:41 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Up net=+0.026 Down:量不足 | Up=0.87/324 Dn=0.14/10 spd=0.01 | beat=70733 px=70857 +17.5bp 2026-03-10T17:12:41+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:41 🪟 btc-updown-5m-1773133800 T-138s | Up=0.87/28 Dn=0.14/249 spd=0.01 | beat=70733 px=70857 +17.5bp | ↑7s ↓0s 2026-03-10T17:12:47+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:47 🪟 btc-updown-5m-1773133800 T-133s | Up=0.90/80 Dn=0.11/478 spd=0.01 | beat=70733 px=70871 +19.5bp | ↑10s ↓0s 2026-03-10T17:12:51+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:51 ⏭ btc-updown-5m-1773133800 | rej=无信号 edge不足 best=Up net=+0.003 | Up=0.92/114 Dn=0.11/723 spd=0.03 | beat=70733 px=70872 +19.7bp 2026-03-10T17:12:52+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:52 🪟 btc-updown-5m-1773133800 T-128s | Up=0.92/99 Dn=0.09/199 spd=0.01 | beat=70733 px=70872 +19.7bp | ↑9s ↓0s 2026-03-10T17:12:57+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:12:57 🪟 btc-updown-5m-1773133800 T-123s | Up=0.91/40 Dn=0.10/229 spd=0.01 | beat=70733 px=70871 +19.5bp | ↑9s ↓0s 2026-03-10T17:13:22+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:13:22 💓 heartbeat | 扫描=1044 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:14:22+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:14:22 💓 heartbeat | 扫描=1148 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:15:22+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:15:22 💓 heartbeat | 扫描=1247 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:16:23+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:16:23 💓 heartbeat | 扫描=1351 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:17:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:17:00 🪟 btc-updown-5m-1773134100 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T17:17:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:17:00 🪟 btc-updown-5m-1773134100 T-180s | Up=0.66/357 Dn=0.35/2 spd=0.01 | beat=70813 px=70772 -5.8bp | ↑0s ↓7s 2026-03-10T17:17:00+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:17:00 ⏭ btc-updown-5m-1773134100 | rej=无信号 edge不足 best=Up net=-0.193 Down:量不足 | Up=0.66/357 Dn=0.35/2 spd=0.01 | beat=70813 px=70772 -5.8bp 2026-03-10T17:17:01+08:00 ip-172-26-5-159 python[215193]: 2026-03-10 17:17:01 ⏭ btc-updown-5m-1773134100 | rej=near_beat diff=5.9bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 📡 价格流启动: binance, coinbase 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 UserOrderFeed 启动 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 MarketResolutionFeed 启动 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T17:26:45+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:45 📡 coinbase WS 已连接 2026-03-10T17:26:46+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:46 📡 binance WS 已连接 2026-03-10T17:26:48+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:26:48 💓 heartbeat | 扫描=1 | 无持仓 | 余额=72.65 usdc.e | traded=30 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:27:00+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:00 🪟 btc-updown-5m-1773134700 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T17:27:01+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:01 ⏭ btc-updown-5m-1773134700 | Chainlink 起点价未对齐，跳过 2026-03-10T17:27:04+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:04 🪟 btc-updown-5m-1773134700 T-176s | Up=0.32/312 Dn=0.69/122 spd=0.01 | beat=71191 px=71095 -13.4bp | ↑0s ↓11s 2026-03-10T17:27:06+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:06 UserOrderFeed WebSocket 已连接 2026-03-10T17:27:07+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:07 ✅ v11买入 btc-updown-5m-1773134700 | Down avg≈0.700 9.889714shares limit=0.700 order=0x5f17aea8c8fc205fa6cea1c4820b04986dd669ed37d6b67178e68f0c1ee17f69 2026-03-10T17:27:20+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:20 MarketResolutionFeed WebSocket 已连接 2026-03-10T17:27:48+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:27:48 💓 heartbeat | 扫描=96 | 持仓: btc-updown-5m-1773134700 Down | 余额=65.65 usdc.e | traded=31 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:28:49+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:28:49 💓 heartbeat | 扫描=202 | 持仓: btc-updown-5m-1773134700 Down | 余额=65.65 usdc.e | traded=31 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:29:49+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:29:49 💓 heartbeat | 扫描=307 | 持仓: btc-updown-5m-1773134700 Down | 余额=65.65 usdc.e | traded=31 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:30:49+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:30:49 💓 heartbeat | 扫描=407 | 持仓: btc-updown-5m-1773134700 Down | 余额=65.65 usdc.e | traded=31 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:31:49+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:31:49 💓 heartbeat | 扫描=512 | 持仓: btc-updown-5m-1773134700 Down | 余额=65.65 usdc.e | traded=31 | 今日 13W-5L 已实现PnL=$-0.39 2026-03-10T17:32:02+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:02 📡 CTF redeem (gasless) tx 已发送: 0xa9c6fdc08774119175297030629ee526bcd8abcf4ea4953c10dea6368387d099 2026-03-10T17:32:09+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:09 redeem 确认成功 | slug=btc-updown-5m-1773134700 outcome=Down tx=0xa9c6fdc08774119175297030629ee526bcd8abcf4ea4953c10dea6368387d099 2026-03-10T17:32:09+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:09 🪟 btc-updown-5m-1773135000 | 进入决策窗口 T-171s [120s~180s] 2026-03-10T17:32:09+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:09 🪟 btc-updown-5m-1773135000 T-171s | Up=0.35/230 Dn=0.66/312 spd=0.01 | beat=71231 px=71221 -1.5bp | ↑2s ↓7s 2026-03-10T17:32:09+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:09 ⏭ btc-updown-5m-1773135000 | rej=无信号 edge不足 best=Up net=+0.031 | Up=0.35/230 Dn=0.66/312 spd=0.01 | beat=71231 px=71221 -1.5bp 2026-03-10T17:32:11+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:11 ⏭ btc-updown-5m-1773135000 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.42/141 Dn=0.62/5 spd=0.04 | beat=71231 px=71212 -2.8bp 2026-03-10T17:32:14+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:14 🪟 btc-updown-5m-1773135000 T-166s | Up=0.49/153 Dn=0.54/10 spd=0.03 | beat=71231 px=71214 -2.4bp | ↑1s ↓9s 2026-03-10T17:32:19+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:19 🪟 btc-updown-5m-1773135000 T-160s | Up=0.49/456 Dn=0.52/59 spd=0.01 | beat=71231 px=71223 -1.1bp | ↑6s ↓5s 2026-03-10T17:32:19+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:19 ⏭ btc-updown-5m-1773135000 | rej=无信号 edge不足 best=Down net=-0.013 | Up=0.49/456 Dn=0.52/59 spd=0.01 | beat=71231 px=71223 -1.1bp 2026-03-10T17:32:25+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:25 🪟 btc-updown-5m-1773135000 T-155s | Up=0.51/14 Dn=0.50/305 spd=0.01 | beat=71231 px=71235 +0.6bp | ↑10s ↓0s 2026-03-10T17:32:29+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:29 ⏭ btc-updown-5m-1773135000 | rej=无信号 edge不足 best=Down net=+0.010 | Up=0.57/486 Dn=0.44/171 spd=0.01 | beat=71231 px=71237 +0.8bp 2026-03-10T17:32:30+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:30 🪟 btc-updown-5m-1773135000 T-150s | Up=0.57/119 Dn=0.44/327 spd=0.01 | beat=71231 px=71238 +0.9bp | ↑7s ↓0s 2026-03-10T17:32:35+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:35 🪟 btc-updown-5m-1773135000 T-145s | Up=0.70/358 Dn=0.32/95 spd=0.02 | beat=71231 px=71256 +3.5bp | ↑7s ↓0s 2026-03-10T17:32:39+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:39 ⏭ btc-updown-5m-1773135000 | rej=无信号 edge不足 best=Down net=-0.011 | Up=0.72/131 Dn=0.29/34 spd=0.01 | beat=71231 px=71292 +8.5bp 2026-03-10T17:32:40+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:40 🪟 btc-updown-5m-1773135000 T-139s | Up=0.73/8 Dn=0.28/213 spd=0.01 | beat=71231 px=71293 +8.7bp | ↑9s ↓0s 2026-03-10T17:32:46+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:46 🪟 btc-updown-5m-1773135000 T-134s | Up=0.78/88 Dn=0.24/65 spd=0.02 | beat=71231 px=71296 +9.1bp | ↑10s ↓0s 2026-03-10T17:32:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:50 ⏭ btc-updown-5m-1773135000 | rej=无信号 edge不足 best=Down net=-0.002 Up:量不足 | Up=0.75/15 Dn=0.26/490 spd=0.01 | beat=71231 px=71296 +9.1bp 2026-03-10T17:32:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:50 💓 heartbeat | 扫描=571 | 无持仓 | 余额=65.65 usdc.e | traded=31 | 今日 13W-6L 已实现PnL=$-7.39 2026-03-10T17:32:51+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:51 🪟 btc-updown-5m-1773135000 T-128s | Up=0.72/30 Dn=0.29/23 spd=0.01 | beat=71231 px=71296 +9.1bp | ↑11s ↓0s 2026-03-10T17:32:52+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:52 ⏭ btc-updown-5m-1773135000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.67/80 Dn=0.37/180 spd=0.04 | beat=71231 px=71296 +9.1bp 2026-03-10T17:32:56+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:56 ⏭ btc-updown-5m-1773135000 | rej=recheck无信号 edge不足 best=Up net=+0.063 | Up=0.57/29 Dn=0.44/340 spd=0.01 | beat=71231 px=71293 +8.6bp 2026-03-10T17:32:57+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:32:57 🪟 btc-updown-5m-1773135000 T-123s | Up=0.58/100 Dn=0.43/373 spd=0.01 | beat=71231 px=71290 +8.3bp | ↑9s ↓0s 2026-03-10T17:33:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:33:50 💓 heartbeat | 扫描=668 | 无持仓 | 余额=65.65 usdc.e | traded=31 | 今日 13W-6L 已实现PnL=$-7.39 2026-03-10T17:34:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:34:50 💓 heartbeat | 扫描=772 | 无持仓 | 余额=65.65 usdc.e | traded=31 | 今日 13W-6L 已实现PnL=$-7.39 2026-03-10T17:35:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:35:50 💓 heartbeat | 扫描=873 | 无持仓 | 余额=65.65 usdc.e | traded=31 | 今日 13W-6L 已实现PnL=$-7.39 2026-03-10T17:36:50+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:36:50 💓 heartbeat | 扫描=977 | 无持仓 | 余额=65.65 usdc.e | traded=31 | 今日 13W-6L 已实现PnL=$-7.39 2026-03-10T17:37:00+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:00 🪟 btc-updown-5m-1773135300 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T17:37:00+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:00 🪟 btc-updown-5m-1773135300 T-180s | Up=0.37/64 Dn=0.64/112 spd=0.01 | beat=71168 px=71115 -7.5bp | ↑0s ↓6s 2026-03-10T17:37:00+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:00 ⏭ btc-updown-5m-1773135300 | rej=无信号 edge不足 best=Down net=+0.020 | Up=0.37/64 Dn=0.64/112 spd=0.01 | beat=71168 px=71115 -7.5bp 2026-03-10T17:37:05+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:05 🪟 btc-updown-5m-1773135300 T-175s | Up=0.42/9 Dn=0.59/24 spd=0.01 | beat=71168 px=71106 -8.8bp | ↑0s ↓6s 2026-03-10T17:37:06+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:06 ⏭ btc-updown-5m-1773135300 | rej=confirmation_fail ↑6s ↓0s need=8s | Up=0.44/87 Dn=0.57/46 spd=0.01 | beat=71168 px=71105 -8.9bp 2026-03-10T17:37:08+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:08 ⏭ btc-updown-5m-1773135300 | rej=recheck无信号 edge不足 best=Up net=-0.146 Down:量不足 | Up=0.48/137 Dn=0.53/15 spd=0.01 | beat=71168 px=71106 -8.8bp 2026-03-10T17:37:10+08:00 ip-172-26-5-159 python[215830]: 2026-03-10 17:37:10 ⏭ btc-updown-5m-1773135300 | rej=near_beat diff=8.0bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 📡 价格流启动: binance, coinbase 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 UserOrderFeed 启动 2026-03-10T21:00:01+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:01 MarketResolutionFeed 启动 2026-03-10T21:00:02+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:02 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T21:00:02+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:02 📡 coinbase WS 已连接 2026-03-10T21:00:02+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:02 📡 binance WS 已连接 2026-03-10T21:00:07+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:00:07 💓 heartbeat | 扫描=1 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:01:08+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:01:08 💓 heartbeat | 扫描=103 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:02:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:00 🪟 btc-updown-5m-1773147600 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T21:02:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:00 🪟 btc-updown-5m-1773147600 T-180s | Up=0.76/865 Dn=0.25/146 spd=0.01 | beat=70527 px=70574 +6.7bp | ↑10s ↓0s 2026-03-10T21:02:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:00 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Down net=-0.005 | Up=0.76/865 Dn=0.25/146 spd=0.01 | beat=70527 px=70574 +6.7bp 2026-03-10T21:02:05+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:05 🪟 btc-updown-5m-1773147600 T-175s | Up=0.69/5 Dn=0.32/110 spd=0.01 | beat=70527 px=70574 +6.7bp | ↑9s ↓0s 2026-03-10T21:02:08+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:08 💓 heartbeat | 扫描=201 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:02:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:10 🪟 btc-updown-5m-1773147600 T-169s | Up=0.70/584 Dn=0.31/91 spd=0.01 | beat=70527 px=70574 +6.7bp | ↑8s ↓0s 2026-03-10T21:02:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:10 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Up net=+0.021 | Up=0.70/584 Dn=0.31/91 spd=0.01 | beat=70527 px=70574 +6.7bp 2026-03-10T21:02:16+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:16 🪟 btc-updown-5m-1773147600 T-164s | Up=0.79/14 Dn=0.22/139 spd=0.01 | beat=70527 px=70574 +6.7bp | ↑9s ↓0s 2026-03-10T21:02:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:21 🪟 btc-updown-5m-1773147600 T-159s | Up=0.79/0 Dn=0.22/497 spd=0.01 | beat=70527 px=70586 +8.4bp | ↑10s ↓0s 2026-03-10T21:02:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:21 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Down net=-0.033 Up:量不足 | Up=0.79/0 Dn=0.22/497 spd=0.01 | beat=70527 px=70586 +8.4bp 2026-03-10T21:02:26+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:26 🪟 btc-updown-5m-1773147600 T-154s | Up=0.82/1010 Dn=0.19/131 spd=0.01 | beat=70527 px=70591 +9.0bp | ↑9s ↓0s 2026-03-10T21:02:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:31 🪟 btc-updown-5m-1773147600 T-149s | Up=0.82/1073 Dn=0.19/125 spd=0.01 | beat=70527 px=70591 +9.0bp | ↑8s ↓0s 2026-03-10T21:02:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:31 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Up net=-0.006 | Up=0.82/1073 Dn=0.19/125 spd=0.01 | beat=70527 px=70591 +9.0bp 2026-03-10T21:02:36+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:36 🪟 btc-updown-5m-1773147600 T-144s | Up=0.82/250 Dn=0.19/389 spd=0.01 | beat=70527 px=70591 +9.0bp | ↑7s ↓0s 2026-03-10T21:02:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:41 🪟 btc-updown-5m-1773147600 T-139s | Up=0.82/42 Dn=0.19/709 spd=0.01 | beat=70527 px=70591 +9.0bp | ↑8s ↓0s 2026-03-10T21:02:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:41 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Up net=+0.004 | Up=0.82/42 Dn=0.19/709 spd=0.01 | beat=70527 px=70591 +9.0bp 2026-03-10T21:02:46+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:46 🪟 btc-updown-5m-1773147600 T-134s | Up=0.90/1310 Dn=0.11/157 spd=0.01 | beat=70527 px=70591 +9.0bp | ↑7s ↓0s 2026-03-10T21:02:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:51 🪟 btc-updown-5m-1773147600 T-129s | Up=0.86/20 Dn=0.15/383 spd=0.01 | beat=70527 px=70604 +10.9bp | ↑7s ↓0s 2026-03-10T21:02:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:51 ⏭ btc-updown-5m-1773147600 | rej=无信号 edge不足 best=Up net=+0.009 | Up=0.86/20 Dn=0.15/383 spd=0.01 | beat=70527 px=70604 +10.9bp 2026-03-10T21:02:56+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:02:56 🪟 btc-updown-5m-1773147600 T-124s | Up=0.89/960 Dn=0.12/51 spd=0.01 | beat=70527 px=70606 +11.2bp | ↑7s ↓0s 2026-03-10T21:03:08+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:03:08 💓 heartbeat | 扫描=277 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:04:09+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:04:09 💓 heartbeat | 扫描=380 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:05:09+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:05:09 💓 heartbeat | 扫描=479 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:06:09+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:06:09 💓 heartbeat | 扫描=582 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:07:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:00 🪟 btc-updown-5m-1773147900 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T21:07:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:00 🪟 btc-updown-5m-1773147900 T-180s | Up=0.84/19 Dn=0.18/850 spd=0.02 | beat=70600 px=70677 +10.8bp | ↑10s ↓0s 2026-03-10T21:07:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:00 ⏭ btc-updown-5m-1773147900 | rej=无信号 edge不足 best=Down net=-0.031 Up:量不足 | Up=0.84/19 Dn=0.18/850 spd=0.02 | beat=70600 px=70677 +10.8bp 2026-03-10T21:07:06+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:06 🪟 btc-updown-5m-1773147900 T-174s | Up=0.87/141 Dn=0.14/15 spd=0.01 | beat=70600 px=70674 +10.5bp | ↑8s ↓0s 2026-03-10T21:07:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:10 ⏭ btc-updown-5m-1773147900 | rej=无信号 edge不足 best=Down net=+0.002 | Up=0.89/907 Dn=0.12/271 spd=0.01 | beat=70600 px=70679 +11.1bp 2026-03-10T21:07:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:10 💓 heartbeat | 扫描=679 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:07:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:11 🪟 btc-updown-5m-1773147900 T-169s | Up=0.89/933 Dn=0.12/274 spd=0.01 | beat=70600 px=70679 +11.2bp | ↑7s ↓0s 2026-03-10T21:07:16+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:16 🪟 btc-updown-5m-1773147900 T-164s | Up=0.90/980 Dn=0.11/68 spd=0.01 | beat=70600 px=70687 +12.3bp | ↑8s ↓0s 2026-03-10T21:07:20+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:20 ⏭ btc-updown-5m-1773147900 | rej=无信号 edge不足 best=Down net=+0.002 Up:ask超范围 | Up=0.93/1761 Dn=0.09/56 spd=0.02 | beat=70600 px=70687 +12.3bp 2026-03-10T21:07:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:21 🪟 btc-updown-5m-1773147900 T-159s | Up=0.91/45 Dn=0.11/338 spd=0.02 | beat=70600 px=70687 +12.3bp | ↑9s ↓0s 2026-03-10T21:07:22+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:22 ⏭ btc-updown-5m-1773147900 | rej=无信号 无候选 Up:ask超范围 Down:量不足 | Up=0.93/1606 Dn=0.08/6 spd=0.01 | beat=70600 px=70687 +12.3bp 2026-03-10T21:07:26+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:26 🪟 btc-updown-5m-1773147900 T-154s | Up=0.90/172 Dn=0.11/1 spd=0.01 | beat=70600 px=70688 +12.5bp | ↑8s ↓0s 2026-03-10T21:07:30+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:30 ⏭ btc-updown-5m-1773147900 | rej=无信号 edge不足 best=Up net=-0.014 | Up=0.89/233 Dn=0.12/399 spd=0.01 | beat=70600 px=70687 +12.3bp 2026-03-10T21:07:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:31 🪟 btc-updown-5m-1773147900 T-149s | Up=0.89/27 Dn=0.12/868 spd=0.01 | beat=70600 px=70685 +12.0bp | ↑7s ↓0s 2026-03-10T21:07:37+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:37 🪟 btc-updown-5m-1773147900 T-143s | Up=0.93/212 Dn=0.08/193 spd=0.01 | beat=70600 px=70686 +12.1bp | ↑7s ↓0s 2026-03-10T21:07:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:41 ⏭ btc-updown-5m-1773147900 | rej=无信号 edge不足 best=Down net=+0.001 Up:ask超范围 | Up=0.93/11 Dn=0.08/365 spd=0.01 | beat=70600 px=70688 +12.4bp 2026-03-10T21:07:42+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:42 ⏭ btc-updown-5m-1773147900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/604 Dn=0.07/422 spd=0.01 | beat=70600 px=70689 +12.7bp 2026-03-10T21:07:43+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:43 🪟 btc-updown-5m-1773147900 T-137s | Up=0.94/611 Dn=0.07/77 spd=0.01 | beat=70600 px=70689 +12.7bp | ↑7s ↓0s 2026-03-10T21:07:48+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:48 🪟 btc-updown-5m-1773147900 T-132s | Up=0.95/2268 Dn=0.06/80 spd=0.01 | beat=70600 px=70696 +13.6bp | ↑7s ↓0s 2026-03-10T21:07:52+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:52 ⏭ btc-updown-5m-1773147900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/50 Dn=0.07/635 spd=0.01 | beat=70600 px=70699 +14.1bp 2026-03-10T21:07:53+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:53 🪟 btc-updown-5m-1773147900 T-127s | Up=0.94/750 Dn=0.07/428 spd=0.01 | beat=70600 px=70699 +14.0bp | ↑9s ↓0s 2026-03-10T21:07:58+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:07:58 🪟 btc-updown-5m-1773147900 T-122s | Up=0.96/2026 Dn=0.05/46 spd=0.01 | beat=70600 px=70698 +13.9bp | ↑10s ↓0s 2026-03-10T21:08:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:08:10 💓 heartbeat | 扫描=752 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:09:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:09:10 💓 heartbeat | 扫描=855 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:10:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:10:10 💓 heartbeat | 扫描=954 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:11:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:11:10 💓 heartbeat | 扫描=1057 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:12:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:00 🪟 btc-updown-5m-1773148200 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T21:12:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:00 🪟 btc-updown-5m-1773148200 T-179s | Up=0.43/1301 Dn=0.58/61 spd=0.01 | beat=70742 px=70734 -1.1bp | ↑0s ↓11s 2026-03-10T21:12:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:00 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Up net=-0.013 | Up=0.43/1301 Dn=0.58/61 spd=0.01 | beat=70742 px=70734 -1.1bp 2026-03-10T21:12:06+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:06 🪟 btc-updown-5m-1773148200 T-174s | Up=0.33/59 Dn=0.68/90 spd=0.01 | beat=70742 px=70732 -1.4bp | ↑0s ↓6s 2026-03-10T21:12:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:11 🪟 btc-updown-5m-1773148200 T-169s | Up=0.28/403 Dn=0.73/43 spd=0.01 | beat=70742 px=70731 -1.6bp | ↑0s ↓7s 2026-03-10T21:12:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:11 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Up net=+0.025 | Up=0.28/403 Dn=0.73/43 spd=0.01 | beat=70742 px=70731 -1.6bp 2026-03-10T21:12:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:11 💓 heartbeat | 扫描=1155 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:12:16+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:16 🪟 btc-updown-5m-1773148200 T-164s | Up=0.23/26 Dn=0.78/49 spd=0.01 | beat=70742 px=70717 -3.5bp | ↑0s ↓7s 2026-03-10T21:12:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:21 🪟 btc-updown-5m-1773148200 T-159s | Up=0.30/1 Dn=0.71/470 spd=0.01 | beat=70742 px=70714 -4.0bp | ↑0s ↓10s 2026-03-10T21:12:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:21 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Down net=+0.003 Up:量不足 | Up=0.30/1 Dn=0.71/470 spd=0.01 | beat=70742 px=70714 -4.0bp 2026-03-10T21:12:26+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:26 🪟 btc-updown-5m-1773148200 T-154s | Up=0.32/148 Dn=0.69/200 spd=0.01 | beat=70742 px=70717 -3.5bp | ↑0s ↓10s 2026-03-10T21:12:32+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:32 🪟 btc-updown-5m-1773148200 T-148s | Up=0.27/618 Dn=0.74/89 spd=0.01 | beat=70742 px=70720 -3.1bp | ↑0s ↓8s 2026-03-10T21:12:32+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:32 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Up net=+0.012 | Up=0.27/618 Dn=0.74/89 spd=0.01 | beat=70742 px=70720 -3.1bp 2026-03-10T21:12:37+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:37 🪟 btc-updown-5m-1773148200 T-143s | Up=0.21/83 Dn=0.80/89 spd=0.01 | beat=70742 px=70720 -3.1bp | ↑0s ↓6s 2026-03-10T21:12:38+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:38 ⏭ btc-updown-5m-1773148200 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.17/5 Dn=0.84/9 spd=0.01 | beat=70742 px=70718 -3.4bp 2026-03-10T21:12:42+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:42 🪟 btc-updown-5m-1773148200 T-138s | Up=0.17/169 Dn=0.84/24 spd=0.01 | beat=70742 px=70709 -4.7bp | ↑0s ↓11s 2026-03-10T21:12:42+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:42 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Up net=+0.027 | Up=0.17/169 Dn=0.84/24 spd=0.01 | beat=70742 px=70709 -4.7bp 2026-03-10T21:12:47+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:47 🪟 btc-updown-5m-1773148200 T-133s | Up=0.16/161 Dn=0.85/954 spd=0.01 | beat=70742 px=70696 -6.5bp | ↑0s ↓6s 2026-03-10T21:12:52+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:52 🪟 btc-updown-5m-1773148200 T-128s | Up=0.26/10 Dn=0.75/1 spd=0.01 | beat=70742 px=70696 -6.5bp | ↑0s ↓7s 2026-03-10T21:12:52+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:52 ⏭ btc-updown-5m-1773148200 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.26/10 Dn=0.75/1 spd=0.01 | beat=70742 px=70696 -6.5bp 2026-03-10T21:12:53+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:53 ⏭ btc-updown-5m-1773148200 | rej=无信号 edge不足 best=Down net=+0.016 | Up=0.25/30 Dn=0.76/434 spd=0.01 | beat=70742 px=70705 -5.2bp 2026-03-10T21:12:57+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:12:57 🪟 btc-updown-5m-1773148200 T-123s | Up=0.28/545 Dn=0.73/117 spd=0.01 | beat=70742 px=70715 -3.9bp | ↑0s ↓8s 2026-03-10T21:13:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:13:11 💓 heartbeat | 扫描=1230 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:14:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:14:11 💓 heartbeat | 扫描=1334 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:15:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:15:11 💓 heartbeat | 扫描=1432 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:16:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:16:11 💓 heartbeat | 扫描=1535 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:17:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:00 🪟 btc-updown-5m-1773148500 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T21:17:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:00 🪟 btc-updown-5m-1773148500 T-180s | Up=0.53/229 Dn=0.48/220 spd=0.01 | beat=70759 px=70769 +1.5bp | ↑9s ↓0s 2026-03-10T21:17:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:00 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Up net=+0.017 | Up=0.53/229 Dn=0.48/220 spd=0.01 | beat=70759 px=70769 +1.5bp 2026-03-10T21:17:05+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:05 🪟 btc-updown-5m-1773148500 T-174s | Up=0.61/209 Dn=0.43/222 spd=0.04 | beat=70759 px=70769 +1.5bp | ↑7s ↓0s 2026-03-10T21:17:05+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:05 ⏭ btc-updown-5m-1773148500 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.61/209 Dn=0.43/222 spd=0.04 | beat=70759 px=70769 +1.5bp 2026-03-10T21:17:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:10 🪟 btc-updown-5m-1773148500 T-169s | Up=0.67/176 Dn=0.34/73 spd=0.01 | beat=70759 px=70776 +2.4bp | ↑8s ↓0s 2026-03-10T21:17:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:10 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Down net=+0.021 | Up=0.67/176 Dn=0.34/73 spd=0.01 | beat=70759 px=70776 +2.4bp 2026-03-10T21:17:11+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:11 💓 heartbeat | 扫描=1632 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:17:15+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:15 🪟 btc-updown-5m-1773148500 T-164s | Up=0.67/30 Dn=0.34/534 spd=0.01 | beat=70759 px=70789 +4.3bp | ↑8s ↓0s 2026-03-10T21:17:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:21 🪟 btc-updown-5m-1773148500 T-159s | Up=0.69/54 Dn=0.32/304 spd=0.01 | beat=70759 px=70794 +4.9bp | ↑8s ↓0s 2026-03-10T21:17:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:21 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Up net=+0.007 | Up=0.69/54 Dn=0.32/304 spd=0.01 | beat=70759 px=70794 +4.9bp 2026-03-10T21:17:26+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:26 🪟 btc-updown-5m-1773148500 T-154s | Up=0.69/123 Dn=0.32/137 spd=0.01 | beat=70759 px=70796 +5.2bp | ↑7s ↓0s 2026-03-10T21:17:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:31 🪟 btc-updown-5m-1773148500 T-149s | Up=0.66/29 Dn=0.35/73 spd=0.01 | beat=70759 px=70798 +5.5bp | ↑6s ↓0s 2026-03-10T21:17:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:31 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Up net=+0.028 | Up=0.66/29 Dn=0.35/73 spd=0.01 | beat=70759 px=70798 +5.5bp 2026-03-10T21:17:36+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:36 🪟 btc-updown-5m-1773148500 T-144s | Up=0.56/649 Dn=0.45/139 spd=0.01 | beat=70759 px=70792 +4.6bp | ↑8s ↓0s 2026-03-10T21:17:38+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:38 ⏭ btc-updown-5m-1773148500 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.51/121 Dn=0.53/17 spd=0.04 | beat=70759 px=70792 +4.6bp 2026-03-10T21:17:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:41 🪟 btc-updown-5m-1773148500 T-139s | Up=0.42/196 Dn=0.60/109 spd=0.02 | beat=70759 px=70773 +2.0bp | ↑5s ↓4s 2026-03-10T21:17:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:41 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Up net=-0.019 | Up=0.42/196 Dn=0.60/109 spd=0.02 | beat=70759 px=70773 +2.0bp 2026-03-10T21:17:46+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:46 🪟 btc-updown-5m-1773148500 T-134s | Up=0.53/467 Dn=0.48/78 spd=0.01 | beat=70759 px=70763 +0.6bp | ↑4s ↓5s 2026-03-10T21:17:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:51 🪟 btc-updown-5m-1773148500 T-128s | Up=0.47/222 Dn=0.54/101 spd=0.01 | beat=70759 px=70765 +0.9bp | ↑8s ↓2s 2026-03-10T21:17:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:51 ⏭ btc-updown-5m-1773148500 | rej=无信号 edge不足 best=Up net=+0.040 | Up=0.47/222 Dn=0.54/101 spd=0.01 | beat=70759 px=70765 +0.9bp 2026-03-10T21:17:57+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:17:57 🪟 btc-updown-5m-1773148500 T-123s | Up=0.51/194 Dn=0.50/51 spd=0.01 | beat=70759 px=70766 +1.0bp | ↑8s ↓0s 2026-03-10T21:18:12+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:18:12 💓 heartbeat | 扫描=1709 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:19:12+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:19:12 💓 heartbeat | 扫描=1813 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:20:12+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:20:12 💓 heartbeat | 扫描=1912 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:21:13+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:21:13 💓 heartbeat | 扫描=2015 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:22:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:00 🪟 btc-updown-5m-1773148800 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T21:22:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:00 🪟 btc-updown-5m-1773148800 T-180s | Up=0.24/8 Dn=0.77/395 spd=0.01 | beat=70719 px=70687 -4.5bp | ↑0s ↓7s 2026-03-10T21:22:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:00 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Down net=-0.063 Up:量不足 | Up=0.24/8 Dn=0.77/395 spd=0.01 | beat=70719 px=70687 -4.5bp 2026-03-10T21:22:05+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:05 🪟 btc-updown-5m-1773148800 T-174s | Up=0.25/89 Dn=0.76/406 spd=0.01 | beat=70719 px=70680 -5.5bp | ↑0s ↓9s 2026-03-10T21:22:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:10 🪟 btc-updown-5m-1773148800 T-169s | Up=0.31/659 Dn=0.72/219 spd=0.03 | beat=70719 px=70681 -5.4bp | ↑0s ↓8s 2026-03-10T21:22:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:10 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Down net=-0.034 | Up=0.31/659 Dn=0.72/219 spd=0.03 | beat=70719 px=70681 -5.4bp 2026-03-10T21:22:13+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:13 💓 heartbeat | 扫描=2111 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:22:16+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:16 🪟 btc-updown-5m-1773148800 T-164s | Up=0.29/726 Dn=0.72/69 spd=0.01 | beat=70719 px=70687 -4.6bp | ↑0s ↓7s 2026-03-10T21:22:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:21 🪟 btc-updown-5m-1773148800 T-159s | Up=0.28/80 Dn=0.73/321 spd=0.01 | beat=70719 px=70689 -4.3bp | ↑0s ↓5s 2026-03-10T21:22:21+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:21 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Up net=-0.001 | Up=0.28/80 Dn=0.73/321 spd=0.01 | beat=70719 px=70689 -4.3bp 2026-03-10T21:22:26+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:26 🪟 btc-updown-5m-1773148800 T-154s | Up=0.27/108 Dn=0.74/139 spd=0.01 | beat=70719 px=70690 -4.2bp | ↑0s ↓5s 2026-03-10T21:22:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:31 🪟 btc-updown-5m-1773148800 T-149s | Up=0.27/475 Dn=0.74/115 spd=0.01 | beat=70719 px=70690 -4.2bp | ↑0s ↓6s 2026-03-10T21:22:31+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:31 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Up net=+0.006 | Up=0.27/475 Dn=0.74/115 spd=0.01 | beat=70719 px=70690 -4.2bp 2026-03-10T21:22:36+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:36 🪟 btc-updown-5m-1773148800 T-144s | Up=0.23/84 Dn=0.78/560 spd=0.01 | beat=70719 px=70687 -4.5bp | ↑0s ↓8s 2026-03-10T21:22:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:41 🪟 btc-updown-5m-1773148800 T-139s | Up=0.24/69 Dn=0.77/202 spd=0.01 | beat=70719 px=70685 -4.8bp | ↑0s ↓11s 2026-03-10T21:22:41+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:41 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Up net=+0.035 | Up=0.24/69 Dn=0.77/202 spd=0.01 | beat=70719 px=70685 -4.8bp 2026-03-10T21:22:46+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:46 🪟 btc-updown-5m-1773148800 T-133s | Up=0.28/126 Dn=0.73/184 spd=0.01 | beat=70719 px=70685 -4.8bp | ↑0s ↓9s 2026-03-10T21:22:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:51 🪟 btc-updown-5m-1773148800 T-128s | Up=0.28/63 Dn=0.73/537 spd=0.01 | beat=70719 px=70691 -4.0bp | ↑0s ↓9s 2026-03-10T21:22:51+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:51 ⏭ btc-updown-5m-1773148800 | rej=无信号 edge不足 best=Up net=+0.014 | Up=0.28/63 Dn=0.73/537 spd=0.01 | beat=70719 px=70691 -4.0bp 2026-03-10T21:22:56+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:56 🪟 btc-updown-5m-1773148800 T-123s | Up=0.33/2 Dn=0.68/10 spd=0.01 | beat=70719 px=70694 -3.6bp | ↑0s ↓6s 2026-03-10T21:22:56+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:22:56 ⏭ btc-updown-5m-1773148800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.33/2 Dn=0.68/10 spd=0.01 | beat=70719 px=70694 -3.6bp 2026-03-10T21:23:13+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:23:13 💓 heartbeat | 扫描=2189 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:24:13+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:24:13 💓 heartbeat | 扫描=2292 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:25:14+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:25:14 💓 heartbeat | 扫描=2391 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:26:14+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:26:14 💓 heartbeat | 扫描=2494 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:27:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:00 🪟 btc-updown-5m-1773149100 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T21:27:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:00 🪟 btc-updown-5m-1773149100 T-180s | Up=0.56/65 Dn=0.45/328 spd=0.01 | beat=70870 px=70882 +1.7bp | ↑9s ↓0s 2026-03-10T21:27:00+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:00 ⏭ btc-updown-5m-1773149100 | rej=无信号 edge不足 best=Up net=-0.006 | Up=0.56/65 Dn=0.45/328 spd=0.01 | beat=70870 px=70882 +1.7bp 2026-03-10T21:27:05+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:05 🪟 btc-updown-5m-1773149100 T-175s | Up=0.49/21 Dn=0.52/25 spd=0.01 | beat=70870 px=70881 +1.5bp | ↑8s ↓2s 2026-03-10T21:27:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:10 🪟 btc-updown-5m-1773149100 T-170s | Up=0.56/147 Dn=0.45/406 spd=0.01 | beat=70870 px=70881 +1.5bp | ↑6s ↓2s 2026-03-10T21:27:10+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:10 ⏭ btc-updown-5m-1773149100 | rej=无信号 edge不足 best=Up net=-0.014 | Up=0.56/147 Dn=0.45/406 spd=0.01 | beat=70870 px=70881 +1.5bp 2026-03-10T21:27:14+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:14 💓 heartbeat | 扫描=2589 | 无持仓 | 余额=74.06 usdc.e | traded=35 | 今日 16W-6L 已实现PnL=$+1.02 2026-03-10T21:27:15+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:15 🪟 btc-updown-5m-1773149100 T-164s | Up=0.52/97 Dn=0.49/50 spd=0.01 | beat=70870 px=70875 +0.7bp | ↑7s ↓2s 2026-03-10T21:27:20+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:20 🪟 btc-updown-5m-1773149100 T-159s | Up=0.50/208 Dn=0.51/639 spd=0.01 | beat=70870 px=70875 +0.7bp | ↑9s ↓0s 2026-03-10T21:27:20+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:20 ⏭ btc-updown-5m-1773149100 | rej=无信号 edge不足 best=Up net=+0.012 | Up=0.50/208 Dn=0.51/639 spd=0.01 | beat=70870 px=70875 +0.7bp 2026-03-10T21:27:25+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:25 🪟 btc-updown-5m-1773149100 T-154s | Up=0.63/39 Dn=0.40/172 spd=0.03 | beat=70870 px=70875 +0.8bp | ↑9s ↓0s 2026-03-10T21:27:27+08:00 ip-172-26-5-159 python[219419]: 2026-03-10 21:27:27 ⏭ btc-updown-5m-1773149100 | rej=near_beat diff=0.8bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┃ 仓位 动态 Kelly on(q=0.25, floor=$5, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 📡 价格流启动: binance, coinbase 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 UserOrderFeed 启动 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 MarketResolutionFeed 启动 2026-03-10T21:59:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:20 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T21:59:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:21 📡 coinbase WS 已连接 2026-03-10T21:59:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:21 📡 binance WS 已连接 2026-03-10T21:59:24+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 21:59:24 💓 heartbeat | 扫描=1 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:00:24+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:00:24 💓 heartbeat | 扫描=97 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:01:24+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:01:24 💓 heartbeat | 扫描=200 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:02:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:00 🪟 btc-updown-5m-1773151200 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T22:02:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:00 🪟 btc-updown-5m-1773151200 T-180s | Up=0.05/36 Dn=0.96/1256 spd=0.01 | beat=69925 px=69662 -37.6bp | ↑0s ↓10s 2026-03-10T22:02:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:00 ⏭ btc-updown-5m-1773151200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/36 Dn=0.96/1256 spd=0.01 | beat=69925 px=69662 -37.6bp 2026-03-10T22:02:05+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:05 🪟 btc-updown-5m-1773151200 T-175s | Up=0.08/2 Dn=0.93/37 spd=0.01 | beat=69925 px=69658 -38.2bp | ↑0s ↓11s 2026-03-10T22:02:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:06 ⏭ btc-updown-5m-1773151200 | rej=无信号 执行edge不足 best=Up net=-0.021 Up:执行edge不足 Down:ask超范围 | Up=0.08/194 Dn=0.93/35 spd=0.01 | beat=69925 px=69658 -38.2bp 2026-03-10T22:02:10+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:10 🪟 btc-updown-5m-1773151200 T-170s | Up=0.12/128 Dn=0.89/102 spd=0.01 | beat=69925 px=69665 -37.2bp | ↑0s ↓11s 2026-03-10T22:02:15+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:15 🪟 btc-updown-5m-1773151200 T-165s | Up=0.10/164 Dn=0.91/259 spd=0.01 | beat=69925 px=69681 -34.9bp | ↑0s ↓12s 2026-03-10T22:02:16+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:16 ⏭ btc-updown-5m-1773151200 | rej=无信号 执行edge不足 best=Down net=-0.010 Up:执行edge不足 Down:执行edge不足 | Up=0.11/85 Dn=0.90/29 spd=0.01 | beat=69925 px=69686 -34.2bp 2026-03-10T22:02:20+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:20 🪟 btc-updown-5m-1773151200 T-160s | Up=0.14/743 Dn=0.89/99 spd=0.03 | beat=69925 px=69729 -28.0bp | ↑0s ↓12s 2026-03-10T22:02:22+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:22 ⏭ btc-updown-5m-1773151200 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.15/88 Dn=0.90/26 spd=0.05 | beat=69925 px=69745 -25.8bp 2026-03-10T22:02:25+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:25 💓 heartbeat | 扫描=290 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:02:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:26 🪟 btc-updown-5m-1773151200 T-154s | Up=0.19/354 Dn=0.83/30 spd=0.02 | beat=69925 px=69769 -22.3bp | ↑0s ↓12s 2026-03-10T22:02:27+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:27 ⏭ btc-updown-5m-1773151200 | rej=无信号 执行edge不足 best=Up net=+0.017 Up:执行edge不足 Down:执行edge不足 | Up=0.16/94 Dn=0.85/118 spd=0.01 | beat=69925 px=69769 -22.3bp 2026-03-10T22:02:31+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:31 🪟 btc-updown-5m-1773151200 T-149s | Up=0.16/2 Dn=0.86/144 spd=0.02 | beat=69925 px=69783 -20.4bp | ↑0s ↓11s 2026-03-10T22:02:32+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:32 ⏭ btc-updown-5m-1773151200 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.21/128 Dn=0.83/25 spd=0.04 | beat=69925 px=69783 -20.4bp 2026-03-10T22:02:36+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:36 🪟 btc-updown-5m-1773151200 T-144s | Up=0.22/236 Dn=0.79/54 spd=0.01 | beat=69925 px=69787 -19.8bp | ↑0s ↓10s 2026-03-10T22:02:37+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:37 ⏭ btc-updown-5m-1773151200 | rej=无信号 执行edge不足 best=Down net=-0.024 Up:执行edge不足 Down:执行edge不足 | Up=0.22/141 Dn=0.80/78 spd=0.02 | beat=69925 px=69788 -19.6bp 2026-03-10T22:02:41+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:41 🪟 btc-updown-5m-1773151200 T-139s | Up=0.17/161 Dn=0.85/1022 spd=0.02 | beat=69925 px=69803 -17.5bp | ↑0s ↓11s 2026-03-10T22:02:43+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:43 ⏭ btc-updown-5m-1773151200 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.20/11 Dn=0.81/19 spd=0.01 | beat=69925 px=69815 -15.8bp 2026-03-10T22:02:46+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:46 🪟 btc-updown-5m-1773151200 T-134s | Up=0.19/82 Dn=0.84/309 spd=0.03 | beat=69925 px=69857 -9.8bp | ↑0s ↓12s 2026-03-10T22:02:48+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:48 ⏭ btc-updown-5m-1773151200 | rej=无信号 执行edge不足 best=Down net=-0.104 Up:量不足 Down:执行edge不足 | Up=0.20/13 Dn=0.81/101 spd=0.01 | beat=69925 px=69860 -9.3bp 2026-03-10T22:02:50+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:50 UserOrderFeed WebSocket 已连接 2026-03-10T22:02:55+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:55 API error (attempt 1/3): PolyApiException[status_code=None, error_message=Request exception!] 2026-03-10T22:02:56+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:56 订单重复(可能已成功): PolyApiException[status_code=400, error_message={'error': 'order 0x478139e2198e5e02f7ff4ecbcc167d3269f7886c68aa76466713d896ca152427 is invalid. Duplicated.'}] 2026-03-10T22:02:56+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:02:56 duplicated 错误已返回 order_id=0x478139e2198e5e02f7ff4ecbcc167d3269f7886c68aa76466713d896ca152427，后续交给订单/成交对账继续确认 2026-03-10T22:03:08+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:03:08 FAK 订单未成交 | intent=8539b6ba-885a-4618-943a-89c7e70dc331 order=0x478139e2198e5e02f7ff4ecbcc167d3269f7886c68aa76466713d896ca152427 reason=order_unfilled 2026-03-10T22:03:08+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:03:08 ❌ v11买入未成交 btc-updown-5m-1773151200 | Up limit=0.260 reason=order_unfilled order=0x478139e2198e5e02f7ff4ecbcc167d3269f7886c68aa76466713d896ca152427 2026-03-10T22:03:08+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:03:08 ⏭ btc-updown-5m-1773151200 | 执行层放弃 reason=order_unfilled 2026-03-10T22:03:25+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:03:25 💓 heartbeat | 扫描=346 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:04:25+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:04:25 💓 heartbeat | 扫描=448 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:05:25+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:05:25 💓 heartbeat | 扫描=546 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:06:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:06:26 💓 heartbeat | 扫描=647 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:07:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:00 🪟 btc-updown-5m-1773151500 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T22:07:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:00 🪟 btc-updown-5m-1773151500 T-179s | Up=0.38/80 Dn=0.63/13 spd=0.01 | beat=70014 px=69968 -6.6bp | ↑0s ↓10s 2026-03-10T22:07:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:00 ⏭ btc-updown-5m-1773151500 | rej=无信号 执行edge不足 best=Up net=-0.001 Up:执行edge不足 Down:量不足 | Up=0.38/80 Dn=0.63/13 spd=0.01 | beat=70014 px=69968 -6.6bp 2026-03-10T22:07:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:06 🪟 btc-updown-5m-1773151500 T-174s | Up=0.31/75 Dn=0.72/275 spd=0.03 | beat=70014 px=69954 -8.6bp | ↑0s ↓11s 2026-03-10T22:07:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:06 ⏭ btc-updown-5m-1773151500 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.31/70 Dn=0.73/49 spd=0.04 | beat=70014 px=69952 -8.9bp 2026-03-10T22:07:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:11 🪟 btc-updown-5m-1773151500 T-169s | Up=0.26/123 Dn=0.75/53 spd=0.01 | beat=70014 px=69906 -15.4bp | ↑0s ↓12s 2026-03-10T22:07:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:11 ⏭ btc-updown-5m-1773151500 | rej=无信号 执行edge不足 best=Up net=-0.007 Up:执行edge不足 Down:执行edge不足 | Up=0.26/123 Dn=0.75/53 spd=0.01 | beat=70014 px=69906 -15.4bp 2026-03-10T22:07:16+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:16 🪟 btc-updown-5m-1773151500 T-164s | Up=0.21/28 Dn=0.85/61 spd=0.06 | beat=70014 px=69870 -20.5bp | ↑0s ↓12s 2026-03-10T22:07:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:21 🪟 btc-updown-5m-1773151500 T-159s | Up=0.25/182 Dn=0.79/3 spd=0.04 | beat=70014 px=69857 -22.4bp | ↑0s ↓11s 2026-03-10T22:07:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:21 ⏭ btc-updown-5m-1773151500 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.25/182 Dn=0.79/3 spd=0.04 | beat=70014 px=69857 -22.4bp 2026-03-10T22:07:22+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:22 ⏭ btc-updown-5m-1773151500 | rej=无信号 执行edge不足 best=Down net=+0.004 Up:量不足 Down:执行edge不足 | Up=0.19/10 Dn=0.82/144 spd=0.01 | beat=70014 px=69851 -23.3bp 2026-03-10T22:07:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:26 💓 heartbeat | 扫描=734 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:07:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:26 🪟 btc-updown-5m-1773151500 T-153s | Up=0.19/70 Dn=0.82/102 spd=0.01 | beat=70014 px=69846 -24.0bp | ↑0s ↓11s 2026-03-10T22:07:32+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:32 🪟 btc-updown-5m-1773151500 T-148s | Up=0.12/5 Dn=0.90/131 spd=0.02 | beat=70014 px=69841 -24.7bp | ↑0s ↓11s 2026-03-10T22:07:32+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:32 ⏭ btc-updown-5m-1773151500 | rej=无信号 执行edge不足 best=Up net=+0.013 Up:执行edge不足 Down:执行edge不足 | Up=0.11/101 Dn=0.90/125 spd=0.01 | beat=70014 px=69837 -25.3bp 2026-03-10T22:07:37+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:37 🪟 btc-updown-5m-1773151500 T-143s | Up=0.12/14 Dn=0.90/325 spd=0.02 | beat=70014 px=69832 -26.1bp | ↑0s ↓11s 2026-03-10T22:07:42+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:42 🪟 btc-updown-5m-1773151500 T-138s | Up=0.13/6 Dn=0.88/177 spd=0.01 | beat=70014 px=69825 -27.0bp | ↑0s ↓10s 2026-03-10T22:07:43+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:43 ⏭ btc-updown-5m-1773151500 | rej=无信号 执行edge不足 best=Down net=-0.007 Up:执行edge不足 Down:执行edge不足 | Up=0.12/40 Dn=0.89/952 spd=0.01 | beat=70014 px=69821 -27.7bp 2026-03-10T22:07:44+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:44 ⏭ btc-updown-5m-1773151500 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.11/10 Dn=0.90/18 spd=0.01 | beat=70014 px=69818 -28.0bp 2026-03-10T22:07:47+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:47 🪟 btc-updown-5m-1773151500 T-133s | Up=0.09/11 Dn=0.92/1332 spd=0.01 | beat=70014 px=69825 -27.0bp | ↑0s ↓10s 2026-03-10T22:07:52+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:52 🪟 btc-updown-5m-1773151500 T-127s | Up=0.08/2221 Dn=0.93/271 spd=0.01 | beat=70014 px=69821 -27.6bp | ↑0s ↓12s 2026-03-10T22:07:54+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:54 ⏭ btc-updown-5m-1773151500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/76 Dn=0.96/253 spd=0.01 | beat=70014 px=69816 -28.3bp 2026-03-10T22:07:57+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:07:57 🪟 btc-updown-5m-1773151500 T-122s | Up=0.04/40 Dn=0.97/962 spd=0.01 | beat=70014 px=69800 -30.6bp | ↑0s ↓12s 2026-03-10T22:08:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:08:26 💓 heartbeat | 扫描=818 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:09:27+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:09:27 💓 heartbeat | 扫描=921 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:10:27+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:10:27 💓 heartbeat | 扫描=1019 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:11:27+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:11:27 💓 heartbeat | 扫描=1122 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:12:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:00 🪟 btc-updown-5m-1773151800 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T22:12:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:00 🪟 btc-updown-5m-1773151800 T-179s | Up=0.26/86 Dn=0.75/429 spd=0.01 | beat=69625 px=69509 -16.7bp | ↑0s ↓9s 2026-03-10T22:12:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:00 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Up net=-0.007 Up:执行edge不足 Down:执行edge不足 | Up=0.26/86 Dn=0.75/429 spd=0.01 | beat=69625 px=69509 -16.7bp 2026-03-10T22:12:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:06 🪟 btc-updown-5m-1773151800 T-174s | Up=0.26/98 Dn=0.76/76 spd=0.02 | beat=69625 px=69510 -16.6bp | ↑0s ↓11s 2026-03-10T22:12:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:06 ⏭ btc-updown-5m-1773151800 | rej=无信号 无候选 Up:量不足 Down:价差大 | Up=0.29/3 Dn=0.75/126 spd=0.04 | beat=69625 px=69511 -16.4bp 2026-03-10T22:12:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:11 🪟 btc-updown-5m-1773151800 T-169s | Up=0.33/407 Dn=0.70/193 spd=0.03 | beat=69625 px=69513 -16.1bp | ↑0s ↓11s 2026-03-10T22:12:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:11 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Down net=+0.010 Up:执行edge不足 Down:执行edge不足 | Up=0.33/407 Dn=0.70/193 spd=0.03 | beat=69625 px=69513 -16.1bp 2026-03-10T22:12:16+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:16 🪟 btc-updown-5m-1773151800 T-164s | Up=0.35/86 Dn=0.66/46 spd=0.01 | beat=69625 px=69559 -9.5bp | ↑0s ↓9s 2026-03-10T22:12:18+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:18 ⏭ btc-updown-5m-1773151800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.39/269 Dn=0.65/129 spd=0.04 | beat=69625 px=69570 -7.9bp 2026-03-10T22:12:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:21 🪟 btc-updown-5m-1773151800 T-159s | Up=0.41/389 Dn=0.62/84 spd=0.03 | beat=69625 px=69587 -5.5bp | ↑1s ↓8s 2026-03-10T22:12:21+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:21 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Up net=-0.032 Up:执行edge不足 Down:执行edge不足 | Up=0.41/389 Dn=0.62/84 spd=0.03 | beat=69625 px=69587 -5.5bp 2026-03-10T22:12:26+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:26 🪟 btc-updown-5m-1773151800 T-154s | Up=0.46/124 Dn=0.59/52 spd=0.05 | beat=69625 px=69614 -1.5bp | ↑1s ↓9s 2026-03-10T22:12:28+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:28 💓 heartbeat | 扫描=1209 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:12:30+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:30 ⏭ btc-updown-5m-1773151800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.45/129 Dn=0.59/180 spd=0.04 | beat=69625 px=69612 -1.8bp 2026-03-10T22:12:31+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:31 🪟 btc-updown-5m-1773151800 T-149s | Up=0.42/201 Dn=0.60/142 spd=0.02 | beat=69625 px=69601 -3.4bp | ↑0s ↓10s 2026-03-10T22:12:31+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:31 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Up net=-0.003 Up:执行edge不足 Down:执行edge不足 | Up=0.42/201 Dn=0.60/142 spd=0.02 | beat=69625 px=69601 -3.4bp 2026-03-10T22:12:36+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:36 🪟 btc-updown-5m-1773151800 T-144s | Up=0.47/1215 Dn=0.54/119 spd=0.01 | beat=69625 px=69601 -3.4bp | ↑0s ↓10s 2026-03-10T22:12:41+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:41 🪟 btc-updown-5m-1773151800 T-139s | Up=0.39/80 Dn=0.64/215 spd=0.03 | beat=69625 px=69601 -3.5bp | ↑0s ↓10s 2026-03-10T22:12:41+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:41 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Up net=+0.013 Up:执行edge不足 Down:执行edge不足 | Up=0.39/80 Dn=0.64/215 spd=0.03 | beat=69625 px=69601 -3.5bp 2026-03-10T22:12:46+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:46 🪟 btc-updown-5m-1773151800 T-133s | Up=0.35/8 Dn=0.66/12 spd=0.01 | beat=69625 px=69602 -3.4bp | ↑0s ↓9s 2026-03-10T22:12:46+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:46 ⏭ btc-updown-5m-1773151800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.35/8 Dn=0.66/12 spd=0.01 | beat=69625 px=69602 -3.4bp 2026-03-10T22:12:51+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:51 🪟 btc-updown-5m-1773151800 T-128s | Up=0.35/139 Dn=0.66/88 spd=0.01 | beat=69625 px=69575 -7.3bp | ↑0s ↓9s 2026-03-10T22:12:51+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:51 ⏭ btc-updown-5m-1773151800 | rej=无信号 执行edge不足 best=Up net=-0.000 Up:执行edge不足 Down:执行edge不足 | Up=0.35/139 Dn=0.66/88 spd=0.01 | beat=69625 px=69575 -7.3bp 2026-03-10T22:12:56+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:12:56 🪟 btc-updown-5m-1773151800 T-123s | Up=0.38/85 Dn=0.65/102 spd=0.03 | beat=69625 px=69569 -8.0bp | ↑0s ↓10s 2026-03-10T22:13:28+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:13:28 💓 heartbeat | 扫描=1295 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:14:22+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:14:22 UserOrderFeed WebSocket 断开 2026-03-10T22:14:22+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:14:22 UserOrderFeed WebSocket 已连接 2026-03-10T22:14:28+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:14:28 💓 heartbeat | 扫描=1398 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:15:29+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:15:29 💓 heartbeat | 扫描=1495 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:16:29+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:16:29 💓 heartbeat | 扫描=1599 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:17:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:00 🪟 btc-updown-5m-1773152100 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T22:17:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:00 🪟 btc-updown-5m-1773152100 T-179s | Up=0.18/12 Dn=0.83/47 spd=0.01 | beat=69489 px=69342 -21.0bp | ↑0s ↓12s 2026-03-10T22:17:00+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:00 ⏭ btc-updown-5m-1773152100 | rej=无信号 执行edge不足 best=Down net=-0.049 Up:量不足 Down:执行edge不足 | Up=0.18/12 Dn=0.83/47 spd=0.01 | beat=69489 px=69342 -21.0bp 2026-03-10T22:17:03+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:03 ⏭ btc-updown-5m-1773152100 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.26/67 Dn=0.82/7 spd=0.08 | beat=69489 px=69344 -20.8bp 2026-03-10T22:17:06+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:06 🪟 btc-updown-5m-1773152100 T-174s | Up=0.28/166 Dn=0.74/0 spd=0.02 | beat=69489 px=69349 -20.1bp | ↑0s ↓12s 2026-03-10T22:17:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:11 🪟 btc-updown-5m-1773152100 T-169s | Up=0.22/58 Dn=0.79/29 spd=0.01 | beat=69489 px=69352 -19.6bp | ↑0s ↓12s 2026-03-10T22:17:11+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:11 ⏭ btc-updown-5m-1773152100 | rej=无信号 执行edge不足 best=Up net=-0.013 Up:执行edge不足 Down:执行edge不足 | Up=0.22/58 Dn=0.79/29 spd=0.01 | beat=69489 px=69352 -19.6bp 2026-03-10T22:17:16+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:16 🪟 btc-updown-5m-1773152100 T-164s | Up=0.26/55 Dn=0.77/279 spd=0.03 | beat=69489 px=69363 -18.1bp | ↑0s ↓11s 2026-03-10T22:17:18+08:00 ip-172-26-5-159 python[220686]: 2026-03-10 22:17:18 ⏭ btc-updown-5m-1773152100 | rej=near_beat diff=6.9bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 📡 价格流启动: binance, coinbase 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 UserOrderFeed 启动 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 MarketResolutionFeed 启动 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T22:22:01+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:01 📡 coinbase WS 已连接 2026-03-10T22:22:02+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:02 📡 binance WS 已连接 2026-03-10T22:22:04+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:04 🪟 btc-updown-5m-1773152400 | 进入决策窗口 T-175s [120s~180s] 2026-03-10T22:22:06+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:06 🪟 btc-updown-5m-1773152400 T-175s | Up=0.83/188 Dn=0.18/193 spd=0.01 | beat=69611 px=69725 +16.3bp | ↑13s ↓0s 2026-03-10T22:22:06+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:06 ⏭ btc-updown-5m-1773152400 | rej=无信号 执行edge不足 best=Down net=+0.039 Up:执行edge不足 Down:执行edge不足 | Up=0.83/188 Dn=0.18/193 spd=0.01 | beat=69611 px=69725 +16.3bp 2026-03-10T22:22:06+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:06 💓 heartbeat | 扫描=1 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:22:08+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:08 ⏭ btc-updown-5m-1773152400 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.83/10 Dn=0.18/8 spd=0.01 | beat=69611 px=69736 +17.8bp 2026-03-10T22:22:09+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:09 🪟 btc-updown-5m-1773152400 T-170s | Up=0.80/1 Dn=0.21/13 spd=0.01 | beat=69611 px=69733 +17.5bp | ↑8s ↓0s 2026-03-10T22:22:15+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:15 🪟 btc-updown-5m-1773152400 T-165s | Up=0.79/226 Dn=0.23/156 spd=0.02 | beat=69611 px=69724 +16.2bp | ↑12s ↓0s 2026-03-10T22:22:15+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:15 ⏭ btc-updown-5m-1773152400 | rej=无信号 执行edge不足 best=Down net=-0.010 Up:执行edge不足 Down:执行edge不足 | Up=0.79/226 Dn=0.23/156 spd=0.02 | beat=69611 px=69724 +16.2bp 2026-03-10T22:22:18+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:18 ⏭ btc-updown-5m-1773152400 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.74/15 Dn=0.27/5 spd=0.01 | beat=69611 px=69698 +12.5bp 2026-03-10T22:22:20+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:20 🪟 btc-updown-5m-1773152400 T-160s | Up=0.78/124 Dn=0.23/29 spd=0.01 | beat=69611 px=69697 +12.3bp | ↑11s ↓0s 2026-03-10T22:22:25+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:25 🪟 btc-updown-5m-1773152400 T-155s | Up=0.73/379 Dn=0.28/10 spd=0.01 | beat=69611 px=69684 +10.4bp | ↑10s ↓0s 2026-03-10T22:22:25+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:25 ⏭ btc-updown-5m-1773152400 | rej=无信号 执行edge不足 best=Up net=-0.038 Up:执行edge不足 Down:量不足 | Up=0.73/379 Dn=0.28/10 spd=0.01 | beat=69611 px=69684 +10.4bp 2026-03-10T22:22:29+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:29 ⏭ btc-updown-5m-1773152400 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.70/1 Dn=0.32/8 spd=0.02 | beat=69611 px=69678 +9.6bp 2026-03-10T22:22:30+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:30 🪟 btc-updown-5m-1773152400 T-150s | Up=0.72/53 Dn=0.30/1103 spd=0.02 | beat=69611 px=69678 +9.6bp | ↑11s ↓0s 2026-03-10T22:22:35+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:35 🪟 btc-updown-5m-1773152400 T-145s | Up=0.81/0 Dn=0.20/361 spd=0.01 | beat=69611 px=69679 +9.8bp | ↑10s ↓0s 2026-03-10T22:22:37+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:37 UserOrderFeed WebSocket 已连接 2026-03-10T22:22:37+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:37 下单失败: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-10T22:22:40+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:40 ❌ v11买入未成交 btc-updown-5m-1773152400 | Down limit=0.200 reason=create_order_failed order=- 2026-03-10T22:22:40+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:40 ⏭ btc-updown-5m-1773152400 | 执行层放弃 reason=create_order_failed 2026-03-10T22:22:41+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:41 🪟 btc-updown-5m-1773152400 T-138s | Up=0.78/61 Dn=0.23/57 spd=0.01 | beat=69611 px=69693 +11.7bp | ↑9s ↓0s 2026-03-10T22:22:41+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:41 ⏭ btc-updown-5m-1773152400 | rej=无信号 执行edge不足 best=Down net=+0.009 Up:执行edge不足 Down:执行edge不足 | Up=0.78/61 Dn=0.23/57 spd=0.01 | beat=69611 px=69693 +11.7bp 2026-03-10T22:22:46+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:46 🪟 btc-updown-5m-1773152400 T-133s | Up=0.81/155 Dn=0.20/205 spd=0.01 | beat=69611 px=69702 +13.1bp | ↑10s ↓0s 2026-03-10T22:22:52+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:52 🪟 btc-updown-5m-1773152400 T-128s | Up=0.87/388 Dn=0.14/7 spd=0.01 | beat=69611 px=69703 +13.2bp | ↑11s ↓0s 2026-03-10T22:22:52+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:52 ⏭ btc-updown-5m-1773152400 | rej=无信号 执行edge不足 best=Up net=-0.083 Up:执行edge不足 Down:量不足 | Up=0.87/388 Dn=0.14/7 spd=0.01 | beat=69611 px=69703 +13.2bp 2026-03-10T22:22:57+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:57 🪟 btc-updown-5m-1773152400 T-123s | Up=0.91/185 Dn=0.10/184 spd=0.01 | beat=69611 px=69719 +15.5bp | ↑12s ↓0s 2026-03-10T22:22:59+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:22:59 ⏭ btc-updown-5m-1773152400 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/148 Dn=0.07/1117 spd=0.01 | beat=69611 px=69727 +16.7bp 2026-03-10T22:23:06+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:23:06 💓 heartbeat | 扫描=69 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:24:07+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:24:07 💓 heartbeat | 扫描=171 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:25:07+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:25:07 💓 heartbeat | 扫描=269 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:26:07+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:26:07 💓 heartbeat | 扫描=371 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:27:00+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:00 🪟 btc-updown-5m-1773152700 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T22:27:00+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:00 🪟 btc-updown-5m-1773152700 T-180s | Up=0.82/40 Dn=0.19/56 spd=0.01 | beat=69729 px=69842 +16.2bp | ↑9s ↓0s 2026-03-10T22:27:00+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:00 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Down net=-0.016 Up:执行edge不足 Down:执行edge不足 | Up=0.82/40 Dn=0.19/56 spd=0.01 | beat=69729 px=69842 +16.2bp 2026-03-10T22:27:05+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:05 🪟 btc-updown-5m-1773152700 T-175s | Up=0.77/66 Dn=0.24/77 spd=0.01 | beat=69729 px=69840 +16.0bp | ↑10s ↓0s 2026-03-10T22:27:08+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:08 💓 heartbeat | 扫描=470 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:27:10+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:10 ⏭ btc-updown-5m-1773152700 | rej=recheck无信号 执行edge不足 best=Up net=+0.057 Up:执行edge不足 Down:执行edge不足 | Up=0.71/345 Dn=0.30/28 spd=0.01 | beat=69729 px=69827 +14.0bp 2026-03-10T22:27:11+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:11 🪟 btc-updown-5m-1773152700 T-169s | Up=0.72/338 Dn=0.29/8 spd=0.01 | beat=69729 px=69819 +12.9bp | ↑10s ↓0s 2026-03-10T22:27:11+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:11 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Up net=+0.036 Up:执行edge不足 Down:量不足 | Up=0.72/338 Dn=0.29/8 spd=0.01 | beat=69729 px=69819 +12.9bp 2026-03-10T22:27:16+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:16 🪟 btc-updown-5m-1773152700 T-164s | Up=0.74/11 Dn=0.27/601 spd=0.01 | beat=69729 px=69791 +9.0bp | ↑11s ↓0s 2026-03-10T22:27:21+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:21 🪟 btc-updown-5m-1773152700 T-158s | Up=0.77/169 Dn=0.24/105 spd=0.01 | beat=69729 px=69794 +9.3bp | ↑11s ↓0s 2026-03-10T22:27:21+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:21 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Down net=+0.028 Up:执行edge不足 Down:执行edge不足 | Up=0.77/169 Dn=0.24/105 spd=0.01 | beat=69729 px=69794 +9.3bp 2026-03-10T22:27:26+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:26 🪟 btc-updown-5m-1773152700 T-153s | Up=0.73/536 Dn=0.28/30 spd=0.01 | beat=69729 px=69797 +9.8bp | ↑9s ↓0s 2026-03-10T22:27:32+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:32 🪟 btc-updown-5m-1773152700 T-148s | Up=0.77/102 Dn=0.24/167 spd=0.01 | beat=69729 px=69801 +10.4bp | ↑7s ↓0s 2026-03-10T22:27:32+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:32 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Down net=-0.007 Up:执行edge不足 Down:执行edge不足 | Up=0.77/102 Dn=0.24/167 spd=0.01 | beat=69729 px=69801 +10.4bp 2026-03-10T22:27:37+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:37 🪟 btc-updown-5m-1773152700 T-143s | Up=0.75/49 Dn=0.26/649 spd=0.01 | beat=69729 px=69799 +10.1bp | ↑9s ↓0s 2026-03-10T22:27:39+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:39 ⏭ btc-updown-5m-1773152700 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.73/17 Dn=0.28/5 spd=0.01 | beat=69729 px=69797 +9.8bp 2026-03-10T22:27:42+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:42 🪟 btc-updown-5m-1773152700 T-138s | Up=0.71/180 Dn=0.30/32 spd=0.01 | beat=69729 px=69797 +9.8bp | ↑10s ↓0s 2026-03-10T22:27:42+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:42 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Up net=+0.018 Up:执行edge不足 Down:执行edge不足 | Up=0.71/180 Dn=0.30/32 spd=0.01 | beat=69729 px=69797 +9.8bp 2026-03-10T22:27:47+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:47 🪟 btc-updown-5m-1773152700 T-133s | Up=0.80/7 Dn=0.21/433 spd=0.01 | beat=69729 px=69795 +9.4bp | ↑9s ↓0s 2026-03-10T22:27:52+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:52 🪟 btc-updown-5m-1773152700 T-128s | Up=0.81/80 Dn=0.20/60 spd=0.01 | beat=69729 px=69808 +11.3bp | ↑8s ↓0s 2026-03-10T22:27:52+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:52 ⏭ btc-updown-5m-1773152700 | rej=无信号 执行edge不足 best=Down net=-0.003 Up:执行edge不足 Down:执行edge不足 | Up=0.81/80 Dn=0.20/60 spd=0.01 | beat=69729 px=69808 +11.3bp 2026-03-10T22:27:57+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:27:57 🪟 btc-updown-5m-1773152700 T-123s | Up=0.81/122 Dn=0.20/690 spd=0.01 | beat=69729 px=69810 +11.7bp | ↑10s ↓0s 2026-03-10T22:28:08+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:28:08 💓 heartbeat | 扫描=543 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:29:08+08:00 ip-172-26-5-159 python[221681]: 2026-03-10 22:29:08 💓 heartbeat | 扫描=646 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:29:46+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-10T22:29:46+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-10T22:29:46+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T22:29:46+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 9.768s CPU time, 101.5M memory peak, 0B memory swap peak. 2026-03-10T22:29:46+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 builder attribution: 已配置 BuilderConfig 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.10-ng (2026-03-10) 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 策略 决策窗 120s~180s | raw>0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 📡 价格流启动: binance, coinbase 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 UserOrderFeed 启动 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 MarketResolutionFeed 启动 2026-03-10T22:29:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:48 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-10T22:29:49+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:49 📡 coinbase WS 已连接 2026-03-10T22:29:49+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:49 📡 binance WS 已连接 2026-03-10T22:29:51+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:29:51 💓 heartbeat | 扫描=1 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:30:52+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:30:52 💓 heartbeat | 扫描=99 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:31:53+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:31:53 💓 heartbeat | 扫描=204 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:32:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:00 🪟 btc-updown-5m-1773153000 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T22:32:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:00 🪟 btc-updown-5m-1773153000 T-180s | Up=0.64/57 Dn=0.37/21 spd=0.01 | beat=69806 px=69869 +9.1bp | ↑9s ↓0s 2026-03-10T22:32:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:00 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Up net=+0.032 Up:执行edge不足 Down:执行edge不足 | Up=0.64/57 Dn=0.37/21 spd=0.01 | beat=69806 px=69869 +9.1bp 2026-03-10T22:32:05+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:05 🪟 btc-updown-5m-1773153000 T-175s | Up=0.68/47 Dn=0.33/58 spd=0.01 | beat=69806 px=69858 +7.4bp | ↑10s ↓0s 2026-03-10T22:32:10+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:10 🪟 btc-updown-5m-1773153000 T-170s | Up=0.81/248 Dn=0.22/372 spd=0.03 | beat=69806 px=69863 +8.1bp | ↑10s ↓0s 2026-03-10T22:32:10+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:10 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Down net=+0.053 Up:执行edge不足 Down:执行edge不足 | Up=0.81/248 Dn=0.22/372 spd=0.03 | beat=69806 px=69863 +8.1bp 2026-03-10T22:32:12+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:12 ⏭ btc-updown-5m-1773153000 | rej=recheck无信号 执行edge不足 best=Down net=+0.025 Up:执行edge不足 Down:执行edge不足 | Up=0.77/63 Dn=0.25/132 spd=0.02 | beat=69806 px=69869 +9.0bp 2026-03-10T22:32:15+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:15 🪟 btc-updown-5m-1773153000 T-164s | Up=0.73/53 Dn=0.28/28 spd=0.01 | beat=69806 px=69878 +10.3bp | ↑12s ↓0s 2026-03-10T22:32:20+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:20 🪟 btc-updown-5m-1773153000 T-159s | Up=0.67/213 Dn=0.37/31 spd=0.04 | beat=69806 px=69878 +10.3bp | ↑12s ↓0s 2026-03-10T22:32:20+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:20 ⏭ btc-updown-5m-1773153000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.67/213 Dn=0.37/31 spd=0.04 | beat=69806 px=69878 +10.3bp 2026-03-10T22:32:22+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:22 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Up net=+0.054 Up:执行edge不足 Down:执行edge不足 | Up=0.65/99 Dn=0.36/54 spd=0.01 | beat=69806 px=69873 +9.7bp 2026-03-10T22:32:26+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:26 🪟 btc-updown-5m-1773153000 T-154s | Up=0.70/407 Dn=0.31/30 spd=0.01 | beat=69806 px=69856 +7.1bp | ↑11s ↓0s 2026-03-10T22:32:32+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:32 🪟 btc-updown-5m-1773153000 T-148s | Up=0.69/8 Dn=0.32/85 spd=0.01 | beat=69806 px=69856 +7.2bp | ↑9s ↓0s 2026-03-10T22:32:33+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:33 ⏭ btc-updown-5m-1773153000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.69/695 Dn=0.35/37 spd=0.04 | beat=69806 px=69856 +7.2bp 2026-03-10T22:32:34+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:34 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Up net=+0.001 Up:执行edge不足 Down:执行edge不足 | Up=0.65/50 Dn=0.37/22 spd=0.03 | beat=69806 px=69856 +7.2bp 2026-03-10T22:32:37+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:37 🪟 btc-updown-5m-1773153000 T-143s | Up=0.65/212 Dn=0.37/45 spd=0.02 | beat=69806 px=69856 +7.2bp | ↑10s ↓0s 2026-03-10T22:32:43+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:43 🪟 btc-updown-5m-1773153000 T-137s | Up=0.71/38 Dn=0.30/10 spd=0.01 | beat=69806 px=69848 +6.0bp | ↑11s ↓0s 2026-03-10T22:32:44+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:44 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Down net=+0.006 Up:执行edge不足 Down:执行edge不足 | Up=0.71/42 Dn=0.31/88 spd=0.02 | beat=69806 px=69850 +6.4bp 2026-03-10T22:32:48+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:48 🪟 btc-updown-5m-1773153000 T-132s | Up=0.67/288 Dn=0.36/38 spd=0.03 | beat=69806 px=69850 +6.3bp | ↑10s ↓0s 2026-03-10T22:32:49+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:49 ⏭ btc-updown-5m-1773153000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.65/565 Dn=0.39/65 spd=0.04 | beat=69806 px=69845 +5.6bp 2026-03-10T22:32:53+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:53 🪟 btc-updown-5m-1773153000 T-127s | Up=0.60/202 Dn=0.41/58 spd=0.01 | beat=69806 px=69844 +5.5bp | ↑11s ↓0s 2026-03-10T22:32:53+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:53 💓 heartbeat | 扫描=278 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:32:54+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:54 ⏭ btc-updown-5m-1773153000 | rej=无信号 执行edge不足 best=Up net=+0.040 Up:执行edge不足 Down:执行edge不足 | Up=0.56/53 Dn=0.46/35 spd=0.02 | beat=69806 px=69835 +4.2bp 2026-03-10T22:32:58+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:32:58 🪟 btc-updown-5m-1773153000 T-121s | Up=0.59/41 Dn=0.42/135 spd=0.01 | beat=69806 px=69824 +2.5bp | ↑11s ↓0s 2026-03-10T22:33:54+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:33:54 💓 heartbeat | 扫描=380 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:34:54+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:34:54 💓 heartbeat | 扫描=485 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:35:54+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:35:54 💓 heartbeat | 扫描=582 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:36:55+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:36:55 💓 heartbeat | 扫描=683 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:37:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:00 🪟 btc-updown-5m-1773153300 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T22:37:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:00 🪟 btc-updown-5m-1773153300 T-180s | Up=0.38/363 Dn=0.63/32 spd=0.01 | beat=69967 px=69942 -3.6bp | ↑0s ↓7s 2026-03-10T22:37:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:00 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Up net=+0.002 Up:执行edge不足 Down:执行edge不足 | Up=0.38/363 Dn=0.63/32 spd=0.01 | beat=69967 px=69942 -3.6bp 2026-03-10T22:37:03+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:03 ⏭ btc-updown-5m-1773153300 | rej=无信号 无候选 Up:量不足 Down:价差大 | Up=0.41/14 Dn=0.63/121 spd=0.04 | beat=69967 px=69941 -3.8bp 2026-03-10T22:37:05+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:05 🪟 btc-updown-5m-1773153300 T-175s | Up=0.53/217 Dn=0.48/268 spd=0.01 | beat=69967 px=69942 -3.6bp | ↑3s ↓5s 2026-03-10T22:37:10+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:10 🪟 btc-updown-5m-1773153300 T-169s | Up=0.52/1306 Dn=0.49/111 spd=0.01 | beat=69967 px=69978 +1.5bp | ↑7s ↓2s 2026-03-10T22:37:10+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:10 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Up net=-0.002 Up:执行edge不足 Down:执行edge不足 | Up=0.52/1306 Dn=0.49/111 spd=0.01 | beat=69967 px=69978 +1.5bp 2026-03-10T22:37:15+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:15 🪟 btc-updown-5m-1773153300 T-164s | Up=0.51/108 Dn=0.50/612 spd=0.01 | beat=69967 px=69976 +1.2bp | ↑7s ↓4s 2026-03-10T22:37:21+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:21 🪟 btc-updown-5m-1773153300 T-159s | Up=0.48/40 Dn=0.53/475 spd=0.01 | beat=69967 px=69971 +0.5bp | ↑6s ↓6s 2026-03-10T22:37:21+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:21 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Up net=-0.011 Up:执行edge不足 Down:执行edge不足 | Up=0.48/40 Dn=0.53/475 spd=0.01 | beat=69967 px=69971 +0.5bp 2026-03-10T22:37:26+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:26 🪟 btc-updown-5m-1773153300 T-154s | Up=0.45/60 Dn=0.57/270 spd=0.02 | beat=69967 px=69966 -0.3bp | ↑4s ↓4s 2026-03-10T22:37:31+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:31 🪟 btc-updown-5m-1773153300 T-149s | Up=0.51/28 Dn=0.51/303 spd=0.02 | beat=69967 px=69966 -0.3bp | ↑2s ↓4s 2026-03-10T22:37:31+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:31 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Down net=-0.023 Up:执行edge不足 Down:执行edge不足 | Up=0.51/28 Dn=0.51/303 spd=0.02 | beat=69967 px=69966 -0.3bp 2026-03-10T22:37:36+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:36 🪟 btc-updown-5m-1773153300 T-144s | Up=0.52/48 Dn=0.49/18 spd=0.01 | beat=69967 px=69979 +1.6bp | ↑5s ↓2s 2026-03-10T22:37:41+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:41 🪟 btc-updown-5m-1773153300 T-138s | Up=0.44/15 Dn=0.57/264 spd=0.01 | beat=69967 px=69979 +1.7bp | ↑9s ↓2s 2026-03-10T22:37:41+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:41 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Down net=-0.059 Up:量不足 Down:执行edge不足 | Up=0.44/15 Dn=0.57/264 spd=0.01 | beat=69967 px=69979 +1.7bp 2026-03-10T22:37:46+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:46 🪟 btc-updown-5m-1773153300 T-133s | Up=0.43/377 Dn=0.58/17 spd=0.01 | beat=69967 px=69977 +1.4bp | ↑5s ↓4s 2026-03-10T22:37:52+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:52 🪟 btc-updown-5m-1773153300 T-128s | Up=0.46/8 Dn=0.56/137 spd=0.02 | beat=69967 px=69956 -1.6bp | ↑0s ↓8s 2026-03-10T22:37:52+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:52 ⏭ btc-updown-5m-1773153300 | rej=无信号 执行edge不足 best=Down net=-0.027 Up:量不足 Down:执行edge不足 | Up=0.46/8 Dn=0.56/137 spd=0.02 | beat=69967 px=69956 -1.6bp 2026-03-10T22:37:55+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:55 💓 heartbeat | 扫描=755 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:37:57+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:57 🪟 btc-updown-5m-1773153300 T-123s | Up=0.44/48 Dn=0.57/144 spd=0.01 | beat=69967 px=69953 -2.0bp | ↑0s ↓6s 2026-03-10T22:37:59+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:37:59 ⏭ btc-updown-5m-1773153300 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.48/51 Dn=0.56/8 spd=0.04 | beat=69967 px=69953 -2.0bp 2026-03-10T22:38:55+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:38:55 💓 heartbeat | 扫描=854 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:39:56+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:39:56 💓 heartbeat | 扫描=955 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:40:56+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:40:56 💓 heartbeat | 扫描=1052 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:41:56+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:41:56 💓 heartbeat | 扫描=1155 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:42:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:00 🪟 btc-updown-5m-1773153600 | 进入决策窗口 T-179s [120s~180s] 2026-03-10T22:42:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:00 🪟 btc-updown-5m-1773153600 T-179s | Up=0.94/388 Dn=0.07/150 spd=0.01 | beat=70176 px=70391 +30.6bp | ↑9s ↓0s 2026-03-10T22:42:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:00 ⏭ btc-updown-5m-1773153600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/388 Dn=0.07/150 spd=0.01 | beat=70176 px=70391 +30.6bp 2026-03-10T22:42:06+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:06 🪟 btc-updown-5m-1773153600 T-174s | Up=0.95/1173 Dn=0.07/909 spd=0.02 | beat=70176 px=70432 +36.5bp | ↑10s ↓0s 2026-03-10T22:42:09+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:09 ⏭ btc-updown-5m-1773153600 | rej=无信号 执行edge不足 best=Down net=+0.000 Up:执行edge不足 Down:执行edge不足 | Up=0.92/29 Dn=0.09/312 spd=0.01 | beat=70176 px=70432 +36.6bp 2026-03-10T22:42:11+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:11 🪟 btc-updown-5m-1773153600 T-169s | Up=0.95/414 Dn=0.06/271 spd=0.01 | beat=70176 px=70437 +37.2bp | ↑11s ↓0s 2026-03-10T22:42:11+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:11 ⏭ btc-updown-5m-1773153600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/414 Dn=0.06/271 spd=0.01 | beat=70176 px=70437 +37.2bp 2026-03-10T22:42:16+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:16 🪟 btc-updown-5m-1773153600 T-164s | Up=0.93/29 Dn=0.08/407 spd=0.01 | beat=70176 px=70442 +37.9bp | ↑11s ↓0s 2026-03-10T22:42:20+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:20 ⏭ btc-updown-5m-1773153600 | rej=无信号 执行edge不足 best=Down net=-0.004 Up:执行edge不足 Down:执行edge不足 | Up=0.92/40 Dn=0.09/205 spd=0.01 | beat=70176 px=70432 +36.5bp 2026-03-10T22:42:21+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:21 🪟 btc-updown-5m-1773153600 T-158s | Up=0.93/1755 Dn=0.08/128 spd=0.01 | beat=70176 px=70424 +35.3bp | ↑11s ↓0s 2026-03-10T22:42:27+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:27 🪟 btc-updown-5m-1773153600 T-153s | Up=0.92/1708 Dn=0.09/466 spd=0.01 | beat=70176 px=70407 +32.9bp | ↑11s ↓0s 2026-03-10T22:42:30+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:30 ⏭ btc-updown-5m-1773153600 | rej=无信号 执行edge不足 best=Down net=+0.016 Up:执行edge不足 Down:执行edge不足 | Up=0.92/106 Dn=0.09/579 spd=0.01 | beat=70176 px=70390 +30.4bp 2026-03-10T22:42:32+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:32 🪟 btc-updown-5m-1773153600 T-148s | Up=0.93/1813 Dn=0.08/51 spd=0.01 | beat=70176 px=70388 +30.3bp | ↑9s ↓0s 2026-03-10T22:42:34+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:34 ⏭ btc-updown-5m-1773153600 | rej=无信号 无候选 Up:ask超范围 Down:量不足 | Up=0.93/1264 Dn=0.08/9 spd=0.01 | beat=70176 px=70388 +30.3bp 2026-03-10T22:42:37+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:37 🪟 btc-updown-5m-1773153600 T-143s | Up=0.92/1527 Dn=0.09/175 spd=0.01 | beat=70176 px=70386 +29.9bp | ↑7s ↓0s 2026-03-10T22:42:40+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:40 ⏭ btc-updown-5m-1773153600 | rej=无信号 执行edge不足 best=Down net=+0.005 Up:执行edge不足 Down:执行edge不足 | Up=0.92/85 Dn=0.09/52 spd=0.01 | beat=70176 px=70383 +29.5bp 2026-03-10T22:42:42+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:42 🪟 btc-updown-5m-1773153600 T-138s | Up=0.92/20 Dn=0.09/751 spd=0.01 | beat=70176 px=70381 +29.2bp | ↑7s ↓0s 2026-03-10T22:42:45+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:45 ⏭ btc-updown-5m-1773153600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/198 Dn=0.06/28 spd=0.01 | beat=70176 px=70385 +29.9bp 2026-03-10T22:42:47+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:47 🪟 btc-updown-5m-1773153600 T-132s | Up=0.96/1467 Dn=0.05/34 spd=0.01 | beat=70176 px=70381 +29.2bp | ↑6s ↓0s 2026-03-10T22:42:52+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:52 🪟 btc-updown-5m-1773153600 T-127s | Up=0.98/6037 Dn=0.03/959 spd=0.01 | beat=70176 px=70413 +33.7bp | ↑8s ↓0s 2026-03-10T22:42:55+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:55 ⏭ btc-updown-5m-1773153600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/5764 Dn=0.03/1557 spd=0.01 | beat=70176 px=70424 +35.4bp 2026-03-10T22:42:56+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:56 💓 heartbeat | 扫描=1226 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:42:58+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:42:58 🪟 btc-updown-5m-1773153600 T-122s | Up=0.98/4959 Dn=0.03/2377 spd=0.01 | beat=70176 px=70437 +37.2bp | ↑11s ↓0s 2026-03-10T22:43:56+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:43:56 💓 heartbeat | 扫描=1327 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:44:57+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:44:57 💓 heartbeat | 扫描=1430 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:45:57+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:45:57 💓 heartbeat | 扫描=1528 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:46:57+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:46:57 💓 heartbeat | 扫描=1631 | 无持仓 | 余额=64.17 usdc.e | traded=37 | 今日 16W-8L 已实现PnL=$-8.87 2026-03-10T22:47:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:47:00 🪟 btc-updown-5m-1773153900 | 进入决策窗口 T-180s [120s~180s] 2026-03-10T22:47:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:47:00 🪟 btc-updown-5m-1773153900 T-180s | Up=0.54/115 Dn=0.47/56 spd=0.01 | beat=70463 px=70439 -3.4bp | ↑4s ↓6s 2026-03-10T22:47:00+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:47:00 ⏭ btc-updown-5m-1773153900 | rej=无信号 执行edge不足 best=Down net=+0.014 Up:执行edge不足 Down:执行edge不足 | Up=0.54/115 Dn=0.47/56 spd=0.01 | beat=70463 px=70439 -3.4bp 2026-03-10T22:47:05+08:00 ip-172-26-5-159 python[222207]: 2026-03-10 22:47:05 ⏭ btc-updown-5m-1773153900 | rej=near_beat diff=1.3bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 📡 价格流启动: binance, coinbase 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 UserOrderFeed 启动 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 MarketResolutionFeed 启动 2026-03-11T06:50:23+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:23 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T06:50:24+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:24 📡 coinbase WS 已连接 2026-03-11T06:50:24+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:24 📡 binance WS 已连接 2026-03-11T06:50:27+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:50:27 💓 heartbeat | 扫描=1 | 无持仓 | 余额=63.53 usdc.e | traded=49 | 今日 7W-3L 已实现PnL=$-6.55 2026-03-11T06:51:27+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:51:27 💓 heartbeat | 扫描=106 | 无持仓 | 余额=63.53 usdc.e | traded=49 | 今日 7W-3L 已实现PnL=$-6.55 2026-03-11T06:52:00+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:52:00 🪟 btc-updown-5m-1773183000 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T06:52:00+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:52:00 🪟 btc-updown-5m-1773183000 T-180s | Up=0.62/65 Dn=0.39/421 spd=0.01 | beat=69730 px=69726 -0.5bp | ↑3s ↓3s 2026-03-11T06:52:00+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:52:00 ⏭ btc-updown-5m-1773183000 | rej=无信号 执行edge不足 best=Down net=-0.003 Up:执行edge不足 Down:执行edge不足 | Up=0.62/65 Dn=0.39/421 spd=0.01 | beat=69730 px=69726 -0.5bp 2026-03-11T06:52:03+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:52:03 ⏭ btc-updown-5m-1773183000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.73/45 Dn=0.35/117 spd=0.08 | beat=69730 px=69737 +1.1bp 2026-03-11T06:52:03+08:00 ip-172-26-5-159 python[229142]: 2026-03-11 06:52:03 ⏭ btc-updown-5m-1773183000 | rej=near_beat diff=1.1bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat<8.0bps | A1=3次/+1.0bps | confirm>=8s 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%), AftHrs cap=5% | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 📡 价格流启动: binance, coinbase 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 UserOrderFeed 启动 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 MarketResolutionFeed 启动 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T08:30:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:48 📡 coinbase WS 已连接 2026-03-11T08:30:49+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:49 📡 binance WS 已连接 2026-03-11T08:30:51+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:30:51 💓 heartbeat | 扫描=1 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:31:52+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:31:52 💓 heartbeat | 扫描=104 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:32:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:00 🪟 btc-updown-5m-1773189000 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T08:32:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:00 🪟 btc-updown-5m-1773189000 T-180s | Up=0.26/25 Dn=0.75/632 spd=0.01 | beat=70058 px=70007 -7.3bp | ↑0s ↓6s 2026-03-11T08:32:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:00 ⏭ btc-updown-5m-1773189000 | rej=无信号 执行edge不足 best=Up net=-0.009 Up:执行edge不足 Down:执行edge不足 | Up=0.26/25 Dn=0.75/632 spd=0.01 | beat=70058 px=70007 -7.3bp 2026-03-11T08:32:05+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:05 🪟 btc-updown-5m-1773189000 T-175s | Up=0.22/507 Dn=0.79/1 spd=0.01 | beat=70058 px=70006 -7.4bp | ↑0s ↓9s 2026-03-11T08:32:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:10 🪟 btc-updown-5m-1773189000 T-170s | Up=0.18/660 Dn=0.86/37 spd=0.04 | beat=70058 px=69997 -8.7bp | ↑0s ↓9s 2026-03-11T08:32:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:10 ⏭ btc-updown-5m-1773189000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.18/660 Dn=0.86/37 spd=0.04 | beat=70058 px=69997 -8.7bp 2026-03-11T08:32:12+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:12 ⏭ btc-updown-5m-1773189000 | rej=无信号 执行edge不足 best=Down net=-0.051 Up:量不足 Down:执行edge不足 | Up=0.16/8 Dn=0.85/35 spd=0.01 | beat=70058 px=69980 -11.1bp 2026-03-11T08:32:16+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:16 🪟 btc-updown-5m-1773189000 T-164s | Up=0.15/88 Dn=0.86/257 spd=0.01 | beat=70058 px=69975 -11.8bp | ↑0s ↓9s 2026-03-11T08:32:22+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:22 🪟 btc-updown-5m-1773189000 T-158s | Up=0.16/291 Dn=0.85/127 spd=0.01 | beat=70058 px=69970 -12.5bp | ↑0s ↓6s 2026-03-11T08:32:22+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:22 ⏭ btc-updown-5m-1773189000 | rej=无信号 执行edge不足 best=Down net=-0.015 Up:执行edge不足 Down:执行edge不足 | Up=0.16/291 Dn=0.85/127 spd=0.01 | beat=70058 px=69970 -12.5bp 2026-03-11T08:32:28+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:28 🪟 btc-updown-5m-1773189000 T-152s | Up=0.12/1468 Dn=0.89/71 spd=0.01 | beat=70058 px=69963 -13.5bp | ↑0s ↓8s 2026-03-11T08:32:31+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:31 ⏭ btc-updown-5m-1773189000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/55 Dn=0.94/5 spd=0.01 | beat=70058 px=69963 -13.5bp 2026-03-11T08:32:33+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:33 🪟 btc-updown-5m-1773189000 T-146s | Up=0.06/26 Dn=0.95/225 spd=0.01 | beat=70058 px=69960 -13.9bp | ↑0s ↓9s 2026-03-11T08:32:39+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:39 🪟 btc-updown-5m-1773189000 T-141s | Up=0.05/746 Dn=0.96/28 spd=0.01 | beat=70058 px=69923 -19.3bp | ↑0s ↓9s 2026-03-11T08:32:41+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:41 ⏭ btc-updown-5m-1773189000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/269 Dn=0.96/181 spd=0.01 | beat=70058 px=69913 -20.7bp 2026-03-11T08:32:45+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:45 🪟 btc-updown-5m-1773189000 T-135s | Up=0.06/14 Dn=0.95/21 spd=0.01 | beat=70058 px=69908 -21.4bp | ↑0s ↓10s 2026-03-11T08:32:50+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:50 🪟 btc-updown-5m-1773189000 T-130s | Up=0.06/958 Dn=0.95/21 spd=0.01 | beat=70058 px=69900 -22.5bp | ↑0s ↓10s 2026-03-11T08:32:51+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:51 ⏭ btc-updown-5m-1773189000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/10 Dn=0.97/1379 spd=0.01 | beat=70058 px=69895 -23.2bp 2026-03-11T08:32:52+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:52 💓 heartbeat | 扫描=180 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:32:55+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:32:55 🪟 btc-updown-5m-1773189000 T-125s | Up=0.05/424 Dn=0.96/311 spd=0.01 | beat=70058 px=69887 -24.4bp | ↑0s ↓10s 2026-03-11T08:33:53+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:33:53 💓 heartbeat | 扫描=279 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:34:53+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:34:53 💓 heartbeat | 扫描=382 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:35:53+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:35:53 💓 heartbeat | 扫描=480 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:36:54+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:36:54 💓 heartbeat | 扫描=585 | 无持仓 | 余额=52.77 usdc.e | traded=55 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:37:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:00 🪟 btc-updown-5m-1773189300 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T08:37:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:00 🪟 btc-updown-5m-1773189300 T-180s | Up=0.76/332 Dn=0.25/14 spd=0.01 | beat=69899 px=69948 +7.0bp | ↑4s ↓0s 2026-03-11T08:37:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:00 ⏭ btc-updown-5m-1773189300 | rej=无信号 执行edge不足 best=Up net=-0.016 Up:执行edge不足 Down:量不足 | Up=0.76/332 Dn=0.25/14 spd=0.01 | beat=69899 px=69948 +7.0bp 2026-03-11T08:37:05+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:05 🪟 btc-updown-5m-1773189300 T-175s | Up=0.78/39 Dn=0.23/45 spd=0.01 | beat=69899 px=69945 +6.6bp | ↑12s ↓0s 2026-03-11T08:37:06+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:06 ⏭ btc-updown-5m-1773189300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.78/25 Dn=0.26/109 spd=0.04 | beat=69899 px=69945 +6.6bp 2026-03-11T08:37:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:10 🪟 btc-updown-5m-1773189300 T-170s | Up=0.73/142 Dn=0.29/3 spd=0.02 | beat=69899 px=69945 +6.6bp | ↑12s ↓0s 2026-03-11T08:37:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:10 ⏭ btc-updown-5m-1773189300 | rej=无信号 执行edge不足 best=Up net=+0.059 Up:执行edge不足 Down:量不足 | Up=0.73/142 Dn=0.29/3 spd=0.02 | beat=69899 px=69945 +6.6bp 2026-03-11T08:37:16+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:16 🪟 btc-updown-5m-1773189300 T-164s | Up=0.82/9 Dn=0.20/322 spd=0.02 | beat=69899 px=69962 +9.0bp | ↑8s ↓0s 2026-03-11T08:37:21+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:21 ⏭ btc-updown-5m-1773189300 | rej=无信号 执行edge不足 best=Down net=-0.062 Up:量不足 Down:执行edge不足 | Up=0.83/3 Dn=0.18/200 spd=0.01 | beat=69899 px=69982 +11.9bp 2026-03-11T08:37:22+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:22 🪟 btc-updown-5m-1773189300 T-158s | Up=0.83/31 Dn=0.18/31 spd=0.01 | beat=69899 px=69983 +12.1bp | ↑10s ↓0s 2026-03-11T08:37:27+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:27 🪟 btc-updown-5m-1773189300 T-153s | Up=0.83/433 Dn=0.19/139 spd=0.02 | beat=69899 px=69996 +14.0bp | ↑9s ↓0s 2026-03-11T08:37:29+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:29 ⏭ btc-updown-5m-1773189300 | rej=recheck无信号 执行edge不足 best=Down net=-0.128 Up:量不足 Down:执行edge不足 | Up=0.80/4 Dn=0.21/39 spd=0.01 | beat=69899 px=70000 +14.5bp 2026-03-11T08:37:30+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:30 ⏭ btc-updown-5m-1773189300 | rej=无信号 无候选 Up:量不足 Down:价差大 | Up=0.83/10 Dn=0.22/59 spd=0.05 | beat=69899 px=70001 +14.6bp 2026-03-11T08:37:32+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:32 UserOrderFeed WebSocket 已连接 2026-03-11T08:37:35+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:35 ✅ v11买入 btc-updown-5m-1773189300 | Up avg≈0.820 6.0shares limit=0.820 order=0xce8672c40f64693759b0204f4f41e140257c90e0995a42119dac4dc53f3f86e5 2026-03-11T08:37:43+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:43 MarketResolutionFeed WebSocket 已连接 2026-03-11T08:37:54+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:37:54 💓 heartbeat | 扫描=663 | 持仓: btc-updown-5m-1773189300 Up | 余额=47.85 usdc.e | traded=56 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:38:55+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:38:55 💓 heartbeat | 扫描=769 | 持仓: btc-updown-5m-1773189300 Up | 余额=47.85 usdc.e | traded=56 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:39:55+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:39:55 💓 heartbeat | 扫描=875 | 持仓: btc-updown-5m-1773189300 Up | 余额=47.85 usdc.e | traded=56 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:40:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:40:56 💓 heartbeat | 扫描=975 | 持仓: btc-updown-5m-1773189300 Up | 余额=47.85 usdc.e | traded=56 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:41:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:41:56 💓 heartbeat | 扫描=1081 | 持仓: btc-updown-5m-1773189300 Up | 余额=47.85 usdc.e | traded=56 | 今日 10W-6L 已实现PnL=$-17.31 2026-03-11T08:41:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:41:56 市场 resolved 事件 | condition=0x778bdba2a975ac 2026-03-11T08:41:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:41:56 WS resolved 触发 | condition=0x778bdba2a975ac 将在下次循环立即尝试 redeem 2026-03-11T08:42:01+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:01 📡 CTF redeem (gasless) tx 已发送: 0x5f68cd3782ecc32c83cb318732953ee6f2624bd30df8361b2405b046328c0139 2026-03-11T08:42:09+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:09 redeem 确认成功 | slug=btc-updown-5m-1773189300 outcome=Up tx=0x5f68cd3782ecc32c83cb318732953ee6f2624bd30df8361b2405b046328c0139 2026-03-11T08:42:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:10 🪟 btc-updown-5m-1773189600 | 进入决策窗口 T-170s [120s~180s] 2026-03-11T08:42:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:10 🪟 btc-updown-5m-1773189600 T-170s | Up=0.22/454 Dn=0.79/39 spd=0.01 | beat=69933 px=69868 -9.3bp | ↑0s ↓6s 2026-03-11T08:42:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:10 ⏭ btc-updown-5m-1773189600 | rej=无信号 执行edge不足 best=Up net=-0.012 Up:执行edge不足 Down:执行edge不足 | Up=0.22/454 Dn=0.79/39 spd=0.01 | beat=69933 px=69868 -9.3bp 2026-03-11T08:42:16+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:16 ⏭ btc-updown-5m-1773189600 | rej=recheck无信号 执行edge不足 best=Down net=+0.023 Up:执行edge不足 Down:执行edge不足 | Up=0.17/80 Dn=0.85/355 spd=0.02 | beat=69933 px=69865 -9.8bp 2026-03-11T08:42:17+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:17 🪟 btc-updown-5m-1773189600 T-163s | Up=0.16/255 Dn=0.85/137 spd=0.01 | beat=69933 px=69865 -9.8bp | ↑0s ↓11s 2026-03-11T08:42:21+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:21 ⏭ btc-updown-5m-1773189600 | rej=无信号 执行edge不足 best=Up net=-0.005 Up:执行edge不足 Down:执行edge不足 | Up=0.13/129 Dn=0.88/112 spd=0.01 | beat=69933 px=69851 -11.8bp 2026-03-11T08:42:23+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:23 🪟 btc-updown-5m-1773189600 T-157s | Up=0.12/8 Dn=0.89/571 spd=0.01 | beat=69933 px=69857 -10.9bp | ↑0s ↓11s 2026-03-11T08:42:29+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:29 FAK 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-11T08:42:29+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:29 ❌ v11买入未成交 btc-updown-5m-1773189600 | Down limit=0.850 reason=order_unfilled order=- 2026-03-11T08:42:29+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:29 ⏭ btc-updown-5m-1773189600 | 执行层放弃 reason=order_unfilled 2026-03-11T08:42:30+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:30 🪟 btc-updown-5m-1773189600 T-149s | Up=0.15/35 Dn=0.86/129 spd=0.01 | beat=69933 px=69849 -12.0bp | ↑0s ↓4s 2026-03-11T08:42:33+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:33 ⏭ btc-updown-5m-1773189600 | rej=recheck无信号 执行edge不足 best=Down net=-0.012 Up:执行edge不足 Down:执行edge不足 | Up=0.17/193 Dn=0.84/41 spd=0.01 | beat=69933 px=69851 -11.8bp 2026-03-11T08:42:33+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:33 ⏭ btc-updown-5m-1773189600 | rej=无信号 执行edge不足 best=Down net=-0.012 Up:执行edge不足 Down:执行edge不足 | Up=0.17/280 Dn=0.84/227 spd=0.01 | beat=69933 px=69850 -11.9bp 2026-03-11T08:42:40+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:40 ✅ v11买入 btc-updown-5m-1773189600 | Down avg≈0.840 5.979711shares limit=0.840 order=0x6759bf66eafb63eacbf735450cbd7a220ab85c689e70e63b3756338cf2749271 2026-03-11T08:42:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:42:56 💓 heartbeat | 扫描=1133 | 持仓: btc-updown-5m-1773189600 Down | 余额=48.85 usdc.e | traded=57 | 今日 11W-6L 已实现PnL=$-16.19 2026-03-11T08:43:57+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:43:57 💓 heartbeat | 扫描=1239 | 持仓: btc-updown-5m-1773189600 Down | 余额=48.85 usdc.e | traded=57 | 今日 11W-6L 已实现PnL=$-16.19 2026-03-11T08:44:57+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:44:57 💓 heartbeat | 扫描=1345 | 持仓: btc-updown-5m-1773189600 Down | 余额=48.85 usdc.e | traded=57 | 今日 11W-6L 已实现PnL=$-16.19 2026-03-11T08:45:57+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:45:57 💓 heartbeat | 扫描=1446 | 持仓: btc-updown-5m-1773189600 Down | 余额=48.85 usdc.e | traded=57 | 今日 11W-6L 已实现PnL=$-16.19 2026-03-11T08:46:50+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:46:50 📡 CTF redeem (gasless) tx 已发送: 0x2a76fb0413a0841c5bdcb556e9b62ead3900cd761e8ba3dc98523582f2de4c4d 2026-03-11T08:46:58+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:46:58 redeem 确认成功 | slug=btc-updown-5m-1773189600 outcome=Down tx=0x2a76fb0413a0841c5bdcb556e9b62ead3900cd761e8ba3dc98523582f2de4c4d 2026-03-11T08:46:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:46:59 💓 heartbeat | 扫描=1530 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:47:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:00 🪟 btc-updown-5m-1773189900 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T08:47:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:00 🪟 btc-updown-5m-1773189900 T-180s | Up=0.91/32 Dn=0.10/1943 spd=0.01 | beat=69843 px=69995 +21.8bp | ↑7s ↓0s 2026-03-11T08:47:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:00 ⏭ btc-updown-5m-1773189900 | rej=无信号 执行edge不足 best=Up net=+0.010 Up:执行edge不足 Down:执行edge不足 | Up=0.91/32 Dn=0.10/1943 spd=0.01 | beat=69843 px=69995 +21.8bp 2026-03-11T08:47:03+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:03 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/1169 Dn=0.07/18 spd=0.01 | beat=69843 px=69993 +21.6bp 2026-03-11T08:47:06+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:06 🪟 btc-updown-5m-1773189900 T-174s | Up=0.94/352 Dn=0.07/172 spd=0.01 | beat=69843 px=69993 +21.6bp | ↑8s ↓0s 2026-03-11T08:47:11+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:11 🪟 btc-updown-5m-1773189900 T-168s | Up=0.95/903 Dn=0.06/791 spd=0.01 | beat=69843 px=69997 +22.1bp | ↑5s ↓0s 2026-03-11T08:47:14+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:14 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/723 Dn=0.06/394 spd=0.01 | beat=69843 px=70003 +22.9bp 2026-03-11T08:47:17+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:17 🪟 btc-updown-5m-1773189900 T-163s | Up=0.94/201 Dn=0.07/745 spd=0.01 | beat=69843 px=70006 +23.4bp | ↑6s ↓0s 2026-03-11T08:47:23+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:23 🪟 btc-updown-5m-1773189900 T-157s | Up=0.96/890 Dn=0.05/171 spd=0.01 | beat=69843 px=70006 +23.4bp | ↑7s ↓0s 2026-03-11T08:47:25+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:25 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.96/644 Dn=0.05/110 spd=0.01 | beat=69843 px=70006 +23.4bp 2026-03-11T08:47:29+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:29 🪟 btc-updown-5m-1773189900 T-151s | Up=0.96/303 Dn=0.05/230 spd=0.01 | beat=69843 px=70005 +23.2bp | ↑5s ↓0s 2026-03-11T08:47:34+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:34 🪟 btc-updown-5m-1773189900 T-145s | Up=0.97/2510 Dn=0.04/67 spd=0.01 | beat=69843 px=69998 +22.3bp | ↑5s ↓0s 2026-03-11T08:47:35+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:35 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/2433 Dn=0.04/168 spd=0.01 | beat=69843 px=69998 +22.3bp 2026-03-11T08:47:40+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:40 🪟 btc-updown-5m-1773189900 T-140s | Up=0.98/4917 Dn=0.03/642 spd=0.01 | beat=69843 px=69996 +22.0bp | ↑11s ↓0s 2026-03-11T08:47:46+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:46 🪟 btc-updown-5m-1773189900 T-134s | Up=0.98/33897 Dn=0.03/3142 spd=0.01 | beat=69843 px=69998 +22.2bp | ↑11s ↓0s 2026-03-11T08:47:46+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:46 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/33897 Dn=0.03/3142 spd=0.01 | beat=69843 px=69998 +22.2bp 2026-03-11T08:47:51+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:51 🪟 btc-updown-5m-1773189900 T-129s | Up=0.98/21484 Dn=0.03/3052 spd=0.01 | beat=69843 px=69998 +22.2bp | ↑12s ↓0s 2026-03-11T08:47:56+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:56 ⏭ btc-updown-5m-1773189900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/20744 Dn=0.03/2935 spd=0.01 | beat=69843 px=70007 +23.6bp 2026-03-11T08:47:57+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:57 🪟 btc-updown-5m-1773189900 T-123s | Up=0.98/20792 Dn=0.03/2804 spd=0.01 | beat=69843 px=70007 +23.6bp | ↑11s ↓0s 2026-03-11T08:47:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:47:59 💓 heartbeat | 扫描=1603 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:48:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:48:59 💓 heartbeat | 扫描=1709 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:49:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:49:59 💓 heartbeat | 扫描=1816 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:50:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:50:59 💓 heartbeat | 扫描=1918 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:52:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:00 🪟 btc-updown-5m-1773190200 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T08:52:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:00 🪟 btc-updown-5m-1773190200 T-180s | Up=0.92/347 Dn=0.09/0 spd=0.01 | beat=69977 px=70120 +20.5bp | ↑11s ↓0s 2026-03-11T08:52:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:00 ⏭ btc-updown-5m-1773190200 | rej=无信号 执行edge不足 best=Up net=+0.067 Up:执行edge不足 Down:量不足 | Up=0.92/347 Dn=0.09/0 spd=0.01 | beat=69977 px=70120 +20.5bp 2026-03-11T08:52:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:00 💓 heartbeat | 扫描=2025 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:52:05+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:05 ⏭ btc-updown-5m-1773190200 | rej=recheck无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/744 Dn=0.07/30 spd=0.01 | beat=69977 px=70120 +20.5bp 2026-03-11T08:52:06+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:06 🪟 btc-updown-5m-1773190200 T-174s | Up=0.94/351 Dn=0.07/10 spd=0.01 | beat=69977 px=70120 +20.5bp | ↑12s ↓0s 2026-03-11T08:52:06+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:06 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/351 Dn=0.07/10 spd=0.01 | beat=69977 px=70120 +20.5bp 2026-03-11T08:52:12+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:12 🪟 btc-updown-5m-1773190200 T-168s | Up=0.96/1099 Dn=0.05/12 spd=0.01 | beat=69977 px=70160 +26.3bp | ↑8s ↓0s 2026-03-11T08:52:16+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:16 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/374 Dn=0.06/566 spd=0.01 | beat=69977 px=70164 +26.8bp 2026-03-11T08:52:17+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:17 🪟 btc-updown-5m-1773190200 T-163s | Up=0.95/219 Dn=0.06/330 spd=0.01 | beat=69977 px=70164 +26.8bp | ↑10s ↓0s 2026-03-11T08:52:23+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:23 🪟 btc-updown-5m-1773190200 T-157s | Up=0.97/2054 Dn=0.04/433 spd=0.01 | beat=69977 px=70164 +26.7bp | ↑9s ↓0s 2026-03-11T08:52:27+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:27 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/2405 Dn=0.04/527 spd=0.01 | beat=69977 px=70162 +26.5bp 2026-03-11T08:52:28+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:28 🪟 btc-updown-5m-1773190200 T-151s | Up=0.97/2362 Dn=0.04/379 spd=0.01 | beat=69977 px=70161 +26.3bp | ↑7s ↓0s 2026-03-11T08:52:34+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:34 🪟 btc-updown-5m-1773190200 T-146s | Up=0.96/422 Dn=0.05/1559 spd=0.01 | beat=69977 px=70161 +26.4bp | ↑6s ↓0s 2026-03-11T08:52:37+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:37 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.96/439 Dn=0.05/1719 spd=0.01 | beat=69977 px=70159 +26.0bp 2026-03-11T08:52:40+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:40 🪟 btc-updown-5m-1773190200 T-140s | Up=0.96/1233 Dn=0.05/1200 spd=0.01 | beat=69977 px=70157 +25.7bp | ↑6s ↓0s 2026-03-11T08:52:46+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:46 🪟 btc-updown-5m-1773190200 T-134s | Up=0.95/140 Dn=0.06/470 spd=0.01 | beat=69977 px=70133 +22.4bp | ↑8s ↓0s 2026-03-11T08:52:48+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:48 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/265 Dn=0.06/99 spd=0.01 | beat=69977 px=70132 +22.3bp 2026-03-11T08:52:51+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:51 🪟 btc-updown-5m-1773190200 T-128s | Up=0.94/20 Dn=0.07/188 spd=0.01 | beat=69977 px=70132 +22.2bp | ↑6s ↓0s 2026-03-11T08:52:57+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:57 🪟 btc-updown-5m-1773190200 T-123s | Up=0.94/147 Dn=0.07/201 spd=0.01 | beat=69977 px=70128 +21.7bp | ↑11s ↓0s 2026-03-11T08:52:59+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:52:59 ⏭ btc-updown-5m-1773190200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/14 Dn=0.07/211 spd=0.01 | beat=69977 px=70128 +21.7bp 2026-03-11T08:53:01+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:53:01 💓 heartbeat | 扫描=2096 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:53:09+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:53:09 MarketResolutionFeed WebSocket 断开 2026-03-11T08:54:01+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:54:01 💓 heartbeat | 扫描=2203 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:55:03+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:55:03 💓 heartbeat | 扫描=2307 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:56:04+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:56:04 💓 heartbeat | 扫描=2414 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:57:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:00 🪟 btc-updown-5m-1773190500 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T08:57:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:00 🪟 btc-updown-5m-1773190500 T-180s | Up=0.37/274 Dn=0.64/182 spd=0.01 | beat=70115 px=70091 -3.4bp | ↑0s ↓11s 2026-03-11T08:57:00+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:00 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Down net=+0.013 Up:执行edge不足 Down:执行edge不足 | Up=0.37/274 Dn=0.64/182 spd=0.01 | beat=70115 px=70091 -3.4bp 2026-03-11T08:57:04+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:04 💓 heartbeat | 扫描=2518 | 无持仓 | 余额=54.83 usdc.e | traded=57 | 今日 12W-6L 已实现PnL=$-15.25 2026-03-11T08:57:05+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:05 🪟 btc-updown-5m-1773190500 T-174s | Up=0.38/2 Dn=0.64/76 spd=0.02 | beat=70115 px=70091 -3.4bp | ↑0s ↓11s 2026-03-11T08:57:10+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:10 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Down net=+0.067 Up:执行edge不足 Down:执行edge不足 | Up=0.40/425 Dn=0.61/35 spd=0.01 | beat=70115 px=70091 -3.3bp 2026-03-11T08:57:11+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:11 🪟 btc-updown-5m-1773190500 T-169s | Up=0.40/671 Dn=0.61/31 spd=0.01 | beat=70115 px=70094 -3.0bp | ↑0s ↓11s 2026-03-11T08:57:17+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:17 🪟 btc-updown-5m-1773190500 T-163s | Up=0.39/5 Dn=0.62/514 spd=0.01 | beat=70115 px=70099 -2.2bp | ↑0s ↓12s 2026-03-11T08:57:21+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:21 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Down net=-0.009 Up:执行edge不足 Down:执行edge不足 | Up=0.37/258 Dn=0.64/115 spd=0.01 | beat=70115 px=70099 -2.2bp 2026-03-11T08:57:22+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:22 🪟 btc-updown-5m-1773190500 T-157s | Up=0.37/132 Dn=0.64/95 spd=0.01 | beat=70115 px=70099 -2.2bp | ↑0s ↓12s 2026-03-11T08:57:28+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:28 🪟 btc-updown-5m-1773190500 T-152s | Up=0.37/168 Dn=0.64/108 spd=0.01 | beat=70115 px=70099 -2.2bp | ↑0s ↓11s 2026-03-11T08:57:32+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:32 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Up net=+0.064 Up:执行edge不足 Down:执行edge不足 | Up=0.26/62 Dn=0.76/330 spd=0.02 | beat=70115 px=70099 -2.2bp 2026-03-11T08:57:34+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:34 🪟 btc-updown-5m-1773190500 T-146s | Up=0.29/170 Dn=0.72/99 spd=0.01 | beat=70115 px=70099 -2.2bp | ↑0s ↓11s 2026-03-11T08:57:40+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:40 🪟 btc-updown-5m-1773190500 T-140s | Up=0.26/15 Dn=0.75/80 spd=0.01 | beat=70115 px=70081 -4.9bp | ↑0s ↓8s 2026-03-11T08:57:42+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:42 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Up net=+0.022 Up:执行edge不足 Down:执行edge不足 | Up=0.26/746 Dn=0.75/23 spd=0.01 | beat=70115 px=70081 -4.8bp 2026-03-11T08:57:45+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:45 🪟 btc-updown-5m-1773190500 T-134s | Up=0.23/45 Dn=0.79/1129 spd=0.02 | beat=70115 px=70081 -4.8bp | ↑0s ↓8s 2026-03-11T08:57:51+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:51 🪟 btc-updown-5m-1773190500 T-129s | Up=0.27/147 Dn=0.74/57 spd=0.01 | beat=70115 px=70081 -4.8bp | ↑0s ↓6s 2026-03-11T08:57:53+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:53 ⏭ btc-updown-5m-1773190500 | rej=无信号 执行edge不足 best=Up net=-0.007 Up:执行edge不足 Down:执行edge不足 | Up=0.27/148 Dn=0.74/295 spd=0.01 | beat=70115 px=70081 -4.8bp 2026-03-11T08:57:55+08:00 ip-172-26-5-159 python[231929]: 2026-03-11 08:57:55 ⏭ btc-updown-5m-1773190500 | rej=near_beat diff=5.6bp0.030 | net>0.070 | soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) | reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) | ref>=6/15s | prior=on | w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┃ 数据 参考价 WS共识(binance-usdc/coinbase-usd) | 边界/结算 Chainlink RTDS btc/usd | ref一致性<3.0bps | σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | near-beat=dynamic(on, sigma×0.33, 6.0~12.0bp) | A1=3次/+1.0bps | confirm>=8s 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%), AftHrs cap=5% | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┃ 执行 结算源 Chainlink BTC/USD | 原生 ClobClient + 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 📡 价格流启动: binance, coinbase 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 UserOrderFeed 启动 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 MarketResolutionFeed 启动 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T09:35:48+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:48 📡 coinbase WS 已连接 2026-03-11T09:35:49+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:49 📡 binance WS 已连接 2026-03-11T09:35:51+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:35:51 💓 heartbeat | 扫描=1 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:36:52+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:36:52 💓 heartbeat | 扫描=108 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:37:00+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:00 🪟 btc-updown-5m-1773192900 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T09:37:00+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:00 🪟 btc-updown-5m-1773192900 T-180s | Up=0.06/349 Dn=0.95/259 spd=0.01 | beat=70066 px=69899 -23.8bp | nb=6.0bp flip=0.01 | ↑0s ↓5s 2026-03-11T09:37:00+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:00 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/349 Dn=0.95/259 spd=0.01 | beat=70066 px=69899 -23.8bp 2026-03-11T09:37:06+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:06 🪟 btc-updown-5m-1773192900 T-174s | Up=0.04/179 Dn=0.97/1562 spd=0.01 | beat=70066 px=69903 -23.2bp | nb=6.0bp flip=0.01 | ↑0s ↓10s 2026-03-11T09:37:11+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:11 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/106 Dn=0.98/5761 spd=0.01 | beat=70066 px=69903 -23.2bp 2026-03-11T09:37:11+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:11 🪟 btc-updown-5m-1773192900 T-168s | Up=0.03/113 Dn=0.98/6000 spd=0.01 | beat=70066 px=69903 -23.2bp | nb=6.0bp flip=0.01 | ↑0s ↓8s 2026-03-11T09:37:17+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:17 🪟 btc-updown-5m-1773192900 T-163s | Up=0.05/31 Dn=0.96/162 spd=0.01 | beat=70066 px=69906 -22.9bp | nb=6.0bp flip=0.01 | ↑0s ↓7s 2026-03-11T09:37:18+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:18 ⏭ btc-updown-5m-1773192900 | rej=无信号 执行edge不足 best=Up net=-0.033 thr=0.070 margin=-0.103 Up:执行edge不足 Down:ask超范围 | Up=0.08/330 Dn=0.94/41 spd=0.02 | beat=70066 px=69909 -22.4bp 2026-03-11T09:37:21+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:21 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/791 Dn=0.94/77 spd=0.01 | beat=70066 px=69919 -20.9bp 2026-03-11T09:37:23+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:23 🪟 btc-updown-5m-1773192900 T-157s | Up=0.07/1018 Dn=0.94/100 spd=0.01 | beat=70066 px=69920 -20.8bp | nb=6.0bp flip=0.01 | ↑0s ↓7s 2026-03-11T09:37:28+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:28 🪟 btc-updown-5m-1773192900 T-151s | Up=0.03/76 Dn=0.98/5192 spd=0.01 | beat=70066 px=69928 -19.7bp | nb=6.0bp flip=0.01 | ↑0s ↓8s 2026-03-11T09:37:32+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:32 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/224 Dn=0.98/4865 spd=0.01 | beat=70066 px=69926 -20.0bp 2026-03-11T09:37:34+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:34 🪟 btc-updown-5m-1773192900 T-146s | Up=0.03/352 Dn=0.98/4799 spd=0.01 | beat=70066 px=69923 -20.3bp | nb=6.0bp flip=0.01 | ↑0s ↓6s 2026-03-11T09:37:39+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:39 🪟 btc-updown-5m-1773192900 T-141s | Up=0.04/131 Dn=0.97/349 spd=0.01 | beat=70066 px=69914 -21.6bp | nb=6.0bp flip=0.01 | ↑0s ↓5s 2026-03-11T09:37:42+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:42 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/24 Dn=0.97/629 spd=0.01 | beat=70066 px=69908 -22.5bp 2026-03-11T09:37:45+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:45 🪟 btc-updown-5m-1773192900 T-135s | Up=0.04/1390 Dn=0.97/905 spd=0.01 | beat=70066 px=69911 -22.0bp | nb=12.0bp flip=0.01 | ↑0s ↓12s 2026-03-11T09:37:50+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:50 🪟 btc-updown-5m-1773192900 T-129s | Up=0.04/1007 Dn=0.97/643 spd=0.01 | beat=70066 px=69927 -19.8bp | nb=12.0bp flip=0.01 | ↑0s ↓12s 2026-03-11T09:37:52+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:52 💓 heartbeat | 扫描=184 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:37:53+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:53 ⏭ btc-updown-5m-1773192900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/983 Dn=0.97/522 spd=0.01 | beat=70066 px=69931 -19.2bp 2026-03-11T09:37:55+08:00 ip-172-26-5-159 python[232996]: 2026-03-11 09:37:55 🪟 btc-updown-5m-1773192900 T-124s | Up=0.03/142 Dn=0.98/4889 spd=0.01 | beat=70066 px=69932 -19.1bp | nb=12.0bp flip=0.00 | ↑0s ↓12s 2026-03-11T09:38:00+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-11T09:38:00+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-11T09:38:00+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-11T09:38:00+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.954s CPU time, 96.1M memory peak, 0B memory swap peak. 2026-03-11T09:38:00+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 builder attribution: 已配置 BuilderConfig 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.10-ng (2026-03-10) 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 决策 soft-edge=on(net>=0.090, ask=0.65~0.75, confirm>=10, opp<=0, diff>=9.0bps) 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 风控 near-beat=dynamic(on, sigma×0.33, 6.0~12.0bp) | A1=3次/+1.0bps 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%), AftHrs cap=5% | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 📡 价格流启动: binance, coinbase 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 UserOrderFeed 启动 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 MarketResolutionFeed 启动 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T09:38:03+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:03 📡 coinbase WS 已连接 2026-03-11T09:38:04+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:04 📡 binance WS 已连接 2026-03-11T09:38:06+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:38:06 💓 heartbeat | 扫描=1 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:39:07+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:39:07 💓 heartbeat | 扫描=107 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:40:07+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:40:07 💓 heartbeat | 扫描=210 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:41:07+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:41:07 💓 heartbeat | 扫描=316 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:42:00+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:00 🪟 btc-updown-5m-1773193200 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T09:42:00+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:00 🪟 btc-updown-5m-1773193200 T-180s | Up=0.48/875 Dn=0.53/134 spd=0.01 | beat=69906 px=69902 -0.5bp | nb=6.0bp flip=0.03 | ↑0s ↓11s 2026-03-11T09:42:00+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:00 ⏭ btc-updown-5m-1773193200 | rej=无信号 执行edge不足 best=Down net=-0.008 thr=0.070 margin=-0.078 Up:执行edge不足 Down:执行edge不足 | Up=0.48/875 Dn=0.53/134 spd=0.01 | beat=69906 px=69902 -0.5bp 2026-03-11T09:42:05+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:05 🪟 btc-updown-5m-1773193200 T-175s | Up=0.44/20 Dn=0.57/104 spd=0.01 | beat=69906 px=69900 -0.9bp | nb=6.0bp flip=0.06 | ↑0s ↓5s 2026-03-11T09:42:08+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:08 💓 heartbeat | 扫描=417 | 无持仓 | 余额=59.69 usdc.e | traded=59 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:42:09+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:09 ⏭ btc-updown-5m-1773193200 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.53/90 Dn=0.51/84 spd=0.04 | beat=69906 px=69902 -0.5bp 2026-03-11T09:42:10+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:10 🪟 btc-updown-5m-1773193200 T-170s | Up=0.53/20 Dn=0.49/101 spd=0.02 | beat=69906 px=69902 -0.5bp | nb=6.0bp flip=0.02 | ↑0s ↓11s 2026-03-11T09:42:10+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:10 ⏭ btc-updown-5m-1773193200 | rej=无信号 执行edge不足 best=Down net=+0.023 thr=0.070 margin=-0.047 Up:执行edge不足 Down:执行edge不足 | Up=0.53/20 Dn=0.49/101 spd=0.02 | beat=69906 px=69902 -0.5bp 2026-03-11T09:42:16+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:16 🪟 btc-updown-5m-1773193200 T-164s | Up=0.61/100 Dn=0.40/181 spd=0.01 | beat=69906 px=69910 +0.6bp | nb=6.0bp flip=0.09 | ↑4s ↓0s 2026-03-11T09:42:21+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:21 ⏭ btc-updown-5m-1773193200 | rej=无信号 执行edge不足 best=Down net=-0.009 thr=0.070 margin=-0.079 Up:执行edge不足 Down:执行edge不足 | Up=0.63/293 Dn=0.38/24 spd=0.01 | beat=69906 px=69919 +1.9bp 2026-03-11T09:42:22+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:22 🪟 btc-updown-5m-1773193200 T-158s | Up=0.62/25 Dn=0.39/108 spd=0.01 | beat=69906 px=69920 +2.1bp | nb=6.0bp flip=0.03 | ↑11s ↓1s 2026-03-11T09:42:27+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:27 🪟 btc-updown-5m-1773193200 T-152s | Up=0.62/20 Dn=0.39/35 spd=0.01 | beat=69906 px=69922 +2.3bp | nb=6.0bp flip=0.02 | ↑12s ↓0s 2026-03-11T09:42:31+08:00 ip-172-26-5-159 python[233206]: 2026-03-11 09:42:31 ⏭ btc-updown-5m-1773193200 | rej=near_beat diff=2.7bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 风控 near-beat=dynamic(on, sigma×0.33, 6.0~12.0bp) | A1=3次/+1.0bps 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%), AftHrs cap=5% | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 📡 价格流启动: binance, coinbase 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 UserOrderFeed 启动 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 MarketResolutionFeed 启动 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 📡 coinbase WS 已连接 2026-03-11T09:42:51+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:51 📡 binance WS 已连接 2026-03-11T09:42:54+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:54 🪟 btc-updown-5m-1773193200 | 进入决策窗口 T-126s [120s~180s] 2026-03-11T09:42:55+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:55 🪟 btc-updown-5m-1773193200 T-126s | Up=0.73/69 Dn=0.28/227 spd=0.01 | beat=69906 px=69940 +4.9bp | nb=10.0bp flip=0.02 | ↑12s ↓0s 2026-03-11T09:42:55+08:00 ip-172-26-5-159 python[233349]: 2026-03-11 09:42:55 ⏭ btc-updown-5m-1773193200 | rej=near_beat diff=4.9bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 风控 near-beat=dynamic(on, sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%), AftHrs cap=5% | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 会话 guard保留 ref一致性 / near-beat / confirmation 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 📡 价格流启动: binance, coinbase 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 UserOrderFeed 启动 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 MarketResolutionFeed 启动 2026-03-11T09:49:41+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:41 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-11T09:49:42+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:42 📡 coinbase WS 已连接 2026-03-11T09:49:42+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:42 📡 binance WS 已连接 2026-03-11T09:49:44+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:44 ♻️ 启动恢复持仓 btc-updown-5m-1773193500 2026-03-11T09:49:44+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:44 MarketResolutionFeed WebSocket 已连接 2026-03-11T09:49:44+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:49:44 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773193500 Down | 余额=54.30 usdc.e | traded=60 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:50:45+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:50:45 💓 heartbeat | 扫描=98 | 持仓: btc-updown-5m-1773193500 Down | 余额=54.30 usdc.e | traded=60 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:51:45+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:51:45 💓 heartbeat | 扫描=201 | 持仓: btc-updown-5m-1773193500 Down | 余额=54.30 usdc.e | traded=60 | 今日 14W-6L 已实现PnL=$-10.39 2026-03-11T09:52:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:00 🪟 btc-updown-5m-1773193800 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T09:52:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:00 🪟 btc-updown-5m-1773193800 T-180s | Up=0.72/503 Dn=0.29/20 spd=0.01 | beat=69994 px=70054 +8.6bp | nb=9.3bp flip=0.00 | ↑11s ↓0s 2026-03-11T09:52:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:00 ⏭ btc-updown-5m-1773193800 | rej=无信号 执行edge不足 best=Up net=+0.070 thr=0.070 margin=-0.000 Up:执行edge不足 Down:执行edge不足 | Up=0.72/503 Dn=0.29/20 spd=0.01 | beat=69994 px=70054 +8.6bp 2026-03-11T09:52:06+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:06 🪟 btc-updown-5m-1773193800 T-174s | Up=0.61/44 Dn=0.43/8 spd=0.04 | beat=69994 px=70047 +7.6bp | nb=9.3bp flip=0.00 | ↑12s ↓0s 2026-03-11T09:52:06+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:06 ⏭ btc-updown-5m-1773193800 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.61/44 Dn=0.43/8 spd=0.04 | beat=69994 px=70047 +7.6bp 2026-03-11T09:52:12+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:12 📡 CTF redeem (gasless) tx 已发送: 0x9dbfcd0332223d02997aa989c93c1db399a18b240cabde5d97931eae08123987 2026-03-11T09:52:20+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:20 redeem 确认成功 | slug=btc-updown-5m-1773193500 outcome=Down tx=0x9dbfcd0332223d02997aa989c93c1db399a18b240cabde5d97931eae08123987 2026-03-11T09:52:20+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:20 🪟 btc-updown-5m-1773193800 T-159s | Up=0.74/6 Dn=0.28/15 spd=0.02 | beat=69994 px=70026 +4.6bp | nb=8.1bp flip=0.00 | ↑12s ↓0s 2026-03-11T09:52:20+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:20 ⏭ btc-updown-5m-1773193800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.74/6 Dn=0.28/15 spd=0.02 | beat=69994 px=70026 +4.6bp 2026-03-11T09:52:21+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:21 ⏭ btc-updown-5m-1773193800 | rej=无信号 执行edge不足 best=Down net=-0.020 thr=0.070 margin=-0.090 Up:量不足 Down:执行edge不足 | Up=0.75/17 Dn=0.26/89 spd=0.01 | beat=69994 px=70026 +4.6bp 2026-03-11T09:52:25+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:25 🪟 btc-updown-5m-1773193800 T-154s | Up=0.75/55 Dn=0.26/5 spd=0.01 | beat=69994 px=70030 +5.2bp | nb=8.0bp flip=0.00 | ↑11s ↓0s 2026-03-11T09:52:31+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:31 🪟 btc-updown-5m-1773193800 T-148s | Up=0.75/46 Dn=0.26/283 spd=0.01 | beat=69994 px=70037 +6.1bp | nb=8.0bp flip=0.00 | ↑12s ↓0s 2026-03-11T09:52:32+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:32 ⏭ btc-updown-5m-1773193800 | rej=无信号 执行edge不足 best=Up net=+0.064 thr=0.070 margin=-0.006 Up:执行edge不足 Down:执行edge不足 | Up=0.75/35 Dn=0.26/243 spd=0.01 | beat=69994 px=70037 +6.1bp 2026-03-11T09:52:36+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:36 🪟 btc-updown-5m-1773193800 T-143s | Up=0.79/44 Dn=0.22/157 spd=0.01 | beat=69994 px=70037 +6.1bp | nb=8.0bp flip=0.00 | ↑12s ↓0s 2026-03-11T09:52:42+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:42 UserOrderFeed WebSocket 已连接 2026-03-11T09:52:45+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:45 ✅ v11买入 btc-updown-5m-1773193800 | Up avg≈0.790 4.971622shares limit=0.790 order=0xd465a4f6cea90a312e490d7e0390dbf548b43e13d5892952e4749170a6721c4c 2026-03-11T09:52:46+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:52:46 💓 heartbeat | 扫描=258 | 无持仓 | 余额=50.35 usdc.e | traded=61 | 今日 14W-7L 已实现PnL=$-15.78 2026-03-11T09:53:46+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:53:46 💓 heartbeat | 扫描=361 | 持仓: btc-updown-5m-1773193800 Up | 余额=50.35 usdc.e | traded=61 | 今日 14W-7L 已实现PnL=$-15.78 2026-03-11T09:54:46+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:54:46 💓 heartbeat | 扫描=464 | 持仓: btc-updown-5m-1773193800 Up | 余额=50.35 usdc.e | traded=61 | 今日 14W-7L 已实现PnL=$-15.78 2026-03-11T09:55:47+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:55:47 💓 heartbeat | 扫描=563 | 持仓: btc-updown-5m-1773193800 Up | 余额=50.35 usdc.e | traded=61 | 今日 14W-7L 已实现PnL=$-15.78 2026-03-11T09:56:47+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:56:47 💓 heartbeat | 扫描=669 | 持仓: btc-updown-5m-1773193800 Up | 余额=50.35 usdc.e | traded=61 | 今日 14W-7L 已实现PnL=$-15.78 2026-03-11T09:56:48+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:56:48 市场 resolved 事件 | condition=0x1f1d71b05d0e92 2026-03-11T09:56:48+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:56:48 WS resolved 触发 | condition=0x1f1d71b05d0e92 将在下次循环立即尝试 redeem 2026-03-11T09:56:52+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:56:52 📡 CTF redeem (gasless) tx 已发送: 0xad2a03bdf66372410d59e1fcc6ed60d5597e96779d10a45258461383209b870f 2026-03-11T09:56:58+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:56:58 redeem 确认成功 | slug=btc-updown-5m-1773193800 outcome=Up tx=0xad2a03bdf66372410d59e1fcc6ed60d5597e96779d10a45258461383209b870f 2026-03-11T09:57:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:00 🪟 btc-updown-5m-1773194100 | 进入决策窗口 T-180s [120s~180s] 2026-03-11T09:57:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:00 🪟 btc-updown-5m-1773194100 T-180s | Up=0.52/271 Dn=0.49/80 spd=0.01 | beat=70075 px=70075 +0.1bp | nb=6.2bp flip=0.02 | ↑11s ↓0s 2026-03-11T09:57:00+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:00 ⏭ btc-updown-5m-1773194100 | rej=无信号 执行edge不足 best=Down net=-0.010 thr=0.070 margin=-0.080 Up:执行edge不足 Down:执行edge不足 | Up=0.52/271 Dn=0.49/80 spd=0.01 | beat=70075 px=70075 +0.1bp 2026-03-11T09:57:06+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:06 🪟 btc-updown-5m-1773194100 T-174s | Up=0.57/56 Dn=0.44/451 spd=0.01 | beat=70075 px=70075 +0.1bp | nb=6.2bp flip=0.02 | ↑11s ↓0s 2026-03-11T09:57:11+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:11 ⏭ btc-updown-5m-1773194100 | rej=无信号 执行edge不足 best=Down net=-0.000 thr=0.070 margin=-0.070 Up:执行edge不足 Down:执行edge不足 | Up=0.57/48 Dn=0.44/326 spd=0.01 | beat=70075 px=70079 +0.7bp 2026-03-11T09:57:12+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:12 🪟 btc-updown-5m-1773194100 T-168s | Up=0.57/84 Dn=0.44/314 spd=0.01 | beat=70075 px=70081 +0.9bp | nb=5.4bp flip=0.02 | ↑12s ↓0s 2026-03-11T09:57:12+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:12 ⏭ btc-updown-5m-1773194100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.57/460 Dn=0.47/88 spd=0.04 | beat=70075 px=70081 +0.9bp 2026-03-11T09:57:17+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:17 🪟 btc-updown-5m-1773194100 T-162s | Up=0.62/66 Dn=0.39/374 spd=0.01 | beat=70075 px=70081 +0.9bp | nb=5.4bp flip=0.02 | ↑12s ↓0s 2026-03-11T09:57:22+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:22 ⏭ btc-updown-5m-1773194100 | rej=无信号 执行edge不足 best=Down net=+0.045 thr=0.070 margin=-0.025 Up:执行edge不足 Down:执行edge不足 | Up=0.66/42 Dn=0.35/41 spd=0.01 | beat=70075 px=70084 +1.4bp 2026-03-11T09:57:23+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:23 🪟 btc-updown-5m-1773194100 T-157s | Up=0.60/101 Dn=0.41/5 spd=0.01 | beat=70075 px=70089 +2.0bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-11T09:57:29+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:29 🪟 btc-updown-5m-1773194100 T-151s | Up=0.53/20 Dn=0.49/69 spd=0.02 | beat=70075 px=70089 +2.0bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-11T09:57:30+08:00 ip-172-26-5-159 python[233677]: 2026-03-11 09:57:30 ⏭ btc-updown-5m-1773194100 | rej=near_beat diff=2.0bp