2026-03-12T16:00:44+08:00 ip-172-26-5-159 python[262105]: 2026-03-12 16:00:44 💓 heartbeat | 扫描=493 | 无持仓 | 余额=66.76 usdc.e | traded=117 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:01:00+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-12T16:01:00+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-12T16:01:00+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-12T16:01:00+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 7.113s CPU time. 2026-03-12T16:01:00+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 builder attribution: 已配置 BuilderConfig 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.10-ng (2026-03-10) 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载65项 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 风控 near-beat=dynamic(on, sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 📡 价格流启动: binance, coinbase 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 UserOrderFeed 启动 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 MarketResolutionFeed 启动 2026-03-12T16:01:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:06 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T16:01:07+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:07 📡 coinbase WS 已连接 2026-03-12T16:01:07+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:07 📡 binance WS 已连接 2026-03-12T16:01:11+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:01:11 💓 heartbeat | 扫描=1 | 无持仓 | 余额=66.76 usdc.e | traded=117 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:02:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:00 🪟 btc-updown-5m-1773302400 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:02:03+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:03 ⏭ btc-updown-5m-1773302400 | Chainlink 起点价未对齐，跳过 2026-03-12T16:02:09+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:09 🪟 btc-updown-5m-1773302400 T-172s | Up=0.49/43 Dn=0.52/146 spd=0.01 | beat=69827 px=69857 +4.3bp | nb=5.0bp flip=0.01 | ↑9s ↓0s 2026-03-12T16:02:09+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:09 ⏭ btc-updown-5m-1773302400 | rej=无信号 执行edge不足 best=Up net=-0.002 thr=0.070 margin=-0.072 Up:执行edge不足 Down:执行edge不足 | Up=0.49/43 Dn=0.52/146 spd=0.01 | beat=69827 px=69857 +4.3bp 2026-03-12T16:02:11+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:11 💓 heartbeat | 扫描=92 | 无持仓 | 余额=66.76 usdc.e | traded=117 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:02:14+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:14 🪟 btc-updown-5m-1773302400 T-166s | Up=0.48/50 Dn=0.53/123 spd=0.01 | beat=69827 px=69843 +2.3bp | nb=5.0bp flip=0.01 | ↑7s ↓0s 2026-03-12T16:02:19+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:19 ⏭ btc-updown-5m-1773302400 | rej=无信号 执行edge不足 best=Up net=-0.013 thr=0.070 margin=-0.083 Up:执行edge不足 Down:执行edge不足 | Up=0.57/55 Dn=0.44/184 spd=0.01 | beat=69827 px=69836 +1.4bp 2026-03-12T16:02:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:20 🪟 btc-updown-5m-1773302400 T-160s | Up=0.57/106 Dn=0.44/191 spd=0.01 | beat=69827 px=69836 +1.4bp | nb=5.0bp flip=0.01 | ↑7s ↓0s 2026-03-12T16:02:25+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:25 🪟 btc-updown-5m-1773302400 T-155s | Up=0.68/94 Dn=0.33/81 spd=0.01 | beat=69827 px=69842 +2.2bp | nb=5.0bp flip=0.01 | ↑8s ↓0s 2026-03-12T16:02:30+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:30 🪟 btc-updown-5m-1773302400 T-150s | Up=0.76/261 Dn=0.25/15 spd=0.01 | beat=69827 px=69851 +3.5bp | nb=5.0bp flip=0.01 | ↑7s ↓0s 2026-03-12T16:02:30+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:30 ⏭ btc-updown-5m-1773302400 | rej=无信号 执行edge不足 best=Up net=-0.067 thr=0.070 margin=-0.137 Up:执行edge不足 Down:量不足 | Up=0.76/261 Dn=0.25/15 spd=0.01 | beat=69827 px=69851 +3.5bp 2026-03-12T16:02:35+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:35 🪟 btc-updown-5m-1773302400 T-145s | Up=0.76/82 Dn=0.25/241 spd=0.01 | beat=69827 px=69871 +6.4bp | nb=5.0bp flip=0.01 | ↑8s ↓0s 2026-03-12T16:02:40+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:40 ⏭ btc-updown-5m-1773302400 | rej=无信号 执行edge不足 best=Down net=-0.014 thr=0.070 margin=-0.084 Up:执行edge不足 Down:执行edge不足 | Up=0.81/37 Dn=0.20/71 spd=0.01 | beat=69827 px=69877 +7.2bp 2026-03-12T16:02:40+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:40 🪟 btc-updown-5m-1773302400 T-139s | Up=0.81/10 Dn=0.20/154 spd=0.01 | beat=69827 px=69878 +7.3bp | nb=5.0bp flip=0.01 | ↑7s ↓0s 2026-03-12T16:02:46+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:46 🪟 btc-updown-5m-1773302400 T-133s | Up=0.79/30 Dn=0.22/41 spd=0.01 | beat=69827 px=69879 +7.4bp | nb=5.0bp flip=0.01 | ↑5s ↓0s 2026-03-12T16:02:50+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:50 ⏭ btc-updown-5m-1773302400 | rej=无信号 执行edge不足 best=Up net=+0.060 thr=0.070 margin=-0.010 Up:执行edge不足 Down:执行edge不足 | Up=0.80/292 Dn=0.21/35 spd=0.01 | beat=69827 px=69877 +7.2bp 2026-03-12T16:02:52+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:52 🪟 btc-updown-5m-1773302400 T-128s | Up=0.80/432 Dn=0.22/37 spd=0.02 | beat=69827 px=69877 +7.2bp | nb=7.1bp flip=0.01 | ↑11s ↓0s 2026-03-12T16:02:54+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:54 UserOrderFeed WebSocket 已连接 2026-03-12T16:02:55+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:55 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.'}] 2026-03-12T16:02:55+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:55 ❌ v11买入未成交 btc-updown-5m-1773302400 | Up limit=0.730 reason=order_unfilled order=- 2026-03-12T16:02:55+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:02:55 ⏭ btc-updown-5m-1773302400 | 执行层放弃 reason=order_unfilled 2026-03-12T16:03:01+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:03:01 ✅ v11买入 btc-updown-5m-1773302400 | Up avg≈0.750 5.954926shares limit=0.750 order=0xc5e3e51099acfa76a02da4b47eccb41958d223692a8da5beb976e94e7924a822 2026-03-12T16:03:12+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:03:12 💓 heartbeat | 扫描=160 | 无持仓 | 余额=62.26 usdc.e | traded=118 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:03:12+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:03:12 MarketResolutionFeed WebSocket 已连接 2026-03-12T16:04:12+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:04:12 💓 heartbeat | 扫描=265 | 持仓: btc-updown-5m-1773302400 Up | 余额=62.26 usdc.e | traded=118 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:05:12+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:05:12 💓 heartbeat | 扫描=367 | 持仓: btc-updown-5m-1773302400 Up | 余额=62.26 usdc.e | traded=118 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:06:13+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:06:13 💓 heartbeat | 扫描=472 | 持仓: btc-updown-5m-1773302400 Up | 余额=62.26 usdc.e | traded=118 | 今日 33W-10L 已实现PnL=$-5.57 2026-03-12T16:06:54+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:06:54 市场 resolved 事件 | condition=0x571154ecf76817 2026-03-12T16:06:54+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:06:54 WS resolved 触发 | condition=0x571154ecf76817 将在下次循环立即尝试 redeem 2026-03-12T16:06:56+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:06:56 📡 CTF redeem (gasless) tx 已发送: 0xb1c463aeaac6833382ecd02bccf3db1cba260e139b1f859b3b878641102dea39 2026-03-12T16:07:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:00 redeem 确认成功 | slug=btc-updown-5m-1773302400 outcome=Up tx=0xb1c463aeaac6833382ecd02bccf3db1cba260e139b1f859b3b878641102dea39 2026-03-12T16:07:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:00 🪟 btc-updown-5m-1773302700 | 进入决策窗口 T-179s [120s~180s] 2026-03-12T16:07:01+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:01 🪟 btc-updown-5m-1773302700 T-179s | Up=0.09/30 Dn=0.92/45 spd=0.01 | beat=69889 px=69802 -12.4bp | nb=5.0bp flip=0.03 | ↑0s ↓6s 2026-03-12T16:07:01+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:01 ⏭ btc-updown-5m-1773302700 | rej=无信号 执行edge不足 best=Up net=+0.005 thr=0.070 margin=-0.065 Up:执行edge不足 Down:执行edge不足 | Up=0.09/30 Dn=0.92/45 spd=0.01 | beat=69889 px=69802 -12.4bp 2026-03-12T16:07:06+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:06 🪟 btc-updown-5m-1773302700 T-174s | Up=0.08/110 Dn=0.93/19 spd=0.01 | beat=69889 px=69771 -16.8bp | nb=5.0bp flip=0.03 | ↑0s ↓7s 2026-03-12T16:07:08+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:08 ⏭ btc-updown-5m-1773302700 | rej=无信号 无候选 Up:量不足 Down:ask超范围 | Up=0.08/6 Dn=0.93/32 spd=0.01 | beat=69889 px=69771 -16.8bp 2026-03-12T16:07:11+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:11 🪟 btc-updown-5m-1773302700 T-169s | Up=0.09/125 Dn=0.92/59 spd=0.01 | beat=69889 px=69771 -16.8bp | nb=5.0bp flip=0.03 | ↑0s ↓7s 2026-03-12T16:07:11+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:11 ⏭ btc-updown-5m-1773302700 | rej=无信号 执行edge不足 best=Down net=-0.006 thr=0.070 margin=-0.076 Up:执行edge不足 Down:执行edge不足 | Up=0.09/125 Dn=0.92/59 spd=0.01 | beat=69889 px=69771 -16.8bp 2026-03-12T16:07:13+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:13 💓 heartbeat | 扫描=554 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:07:17+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:17 🪟 btc-updown-5m-1773302700 T-163s | Up=0.09/320 Dn=0.92/50 spd=0.01 | beat=69889 px=69773 -16.5bp | nb=5.0bp flip=0.03 | ↑0s ↓6s 2026-03-12T16:07:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:20 ⏭ btc-updown-5m-1773302700 | rej=无信号 无候选 Up:量不足 Down:ask超范围 | Up=0.08/5 Dn=0.93/906 spd=0.01 | beat=69889 px=69779 -15.7bp 2026-03-12T16:07:22+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:22 🪟 btc-updown-5m-1773302700 T-158s | Up=0.08/15 Dn=0.93/37 spd=0.01 | beat=69889 px=69782 -15.3bp | nb=10.0bp flip=0.01 | ↑0s ↓12s 2026-03-12T16:07:23+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:23 ⏭ btc-updown-5m-1773302700 | rej=无信号 执行edge不足 best=Up net=-0.064 thr=0.070 margin=-0.134 Up:执行edge不足 Down:量不足 | Up=0.09/483 Dn=0.92/15 spd=0.01 | beat=69889 px=69782 -15.3bp 2026-03-12T16:07:27+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:27 🪟 btc-updown-5m-1773302700 T-153s | Up=0.08/228 Dn=0.93/513 spd=0.01 | beat=69889 px=69782 -15.3bp | nb=10.0bp flip=0.01 | ↑0s ↓12s 2026-03-12T16:07:31+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:31 ⏭ btc-updown-5m-1773302700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/6 Dn=0.95/944 spd=0.01 | beat=69889 px=69782 -15.3bp 2026-03-12T16:07:32+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:32 🪟 btc-updown-5m-1773302700 T-148s | Up=0.07/1186 Dn=0.95/613 spd=0.02 | beat=69889 px=69782 -15.3bp | nb=10.0bp flip=0.01 | ↑0s ↓11s 2026-03-12T16:07:35+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:35 ⏭ btc-updown-5m-1773302700 | rej=无信号 执行edge不足 best=Up net=-0.025 thr=0.070 margin=-0.095 Up:执行edge不足 Down:ask超范围 | Up=0.08/619 Dn=0.93/10375 spd=0.01 | beat=69889 px=69774 -16.4bp 2026-03-12T16:07:37+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:37 🪟 btc-updown-5m-1773302700 T-142s | Up=0.08/179 Dn=0.93/9059 spd=0.01 | beat=69889 px=69774 -16.4bp | nb=5.0bp flip=0.03 | ↑0s ↓5s 2026-03-12T16:07:42+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:42 🪟 btc-updown-5m-1773302700 T-137s | Up=0.08/78 Dn=0.93/6867 spd=0.01 | beat=69889 px=69774 -16.4bp | nb=5.0bp flip=0.03 | ↑0s ↓7s 2026-03-12T16:07:45+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:45 ⏭ btc-updown-5m-1773302700 | rej=无信号 执行edge不足 best=Up net=-0.023 thr=0.070 margin=-0.093 Up:执行edge不足 Down:ask超范围 | Up=0.08/88 Dn=0.93/3905 spd=0.01 | beat=69889 px=69774 -16.4bp 2026-03-12T16:07:46+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:46 ⏭ btc-updown-5m-1773302700 | rej=无信号 无候选 Up:量不足 Down:ask超范围 | Up=0.08/5 Dn=0.93/3673 spd=0.01 | beat=69889 px=69774 -16.4bp 2026-03-12T16:07:47+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:47 🪟 btc-updown-5m-1773302700 T-132s | Up=0.06/20 Dn=0.95/2260 spd=0.01 | beat=69889 px=69768 -17.3bp | nb=5.0bp flip=0.03 | ↑0s ↓7s 2026-03-12T16:07:53+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:53 🪟 btc-updown-5m-1773302700 T-127s | Up=0.06/35 Dn=0.95/1063 spd=0.01 | beat=69889 px=69759 -18.6bp | nb=5.0bp flip=0.03 | ↑0s ↓7s 2026-03-12T16:07:56+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:56 ⏭ btc-updown-5m-1773302700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/653 Dn=0.96/806 spd=0.01 | beat=69889 px=69755 -19.2bp 2026-03-12T16:07:58+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:07:58 🪟 btc-updown-5m-1773302700 T-122s | Up=0.05/284 Dn=0.96/602 spd=0.01 | beat=69889 px=69755 -19.2bp | nb=5.0bp flip=0.03 | ↑0s ↓8s 2026-03-12T16:08:13+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:08:13 💓 heartbeat | 扫描=632 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:09:14+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:09:14 💓 heartbeat | 扫描=737 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:10:14+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:10:14 💓 heartbeat | 扫描=838 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:11:14+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:11:14 💓 heartbeat | 扫描=943 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:12:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:00 🪟 btc-updown-5m-1773303000 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:12:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:00 🪟 btc-updown-5m-1773303000 T-180s | Up=0.53/13 Dn=0.48/483 spd=0.01 | beat=69746 px=69762 +2.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T16:12:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:00 ⏭ btc-updown-5m-1773303000 | rej=无信号 执行edge不足 best=Down net=-0.108 thr=0.070 margin=-0.178 Up:量不足 Down:执行edge不足 | Up=0.53/13 Dn=0.48/483 spd=0.01 | beat=69746 px=69762 +2.3bp 2026-03-12T16:12:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:05 🪟 btc-updown-5m-1773303000 T-174s | Up=0.54/17 Dn=0.47/5 spd=0.01 | beat=69746 px=69754 +1.1bp | nb=5.0bp flip=0.05 | ↑7s ↓0s 2026-03-12T16:12:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:05 ⏭ btc-updown-5m-1773303000 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.54/17 Dn=0.47/5 spd=0.01 | beat=69746 px=69754 +1.1bp 2026-03-12T16:12:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:10 ⏭ btc-updown-5m-1773303000 | rej=无信号 执行edge不足 best=Up net=-0.004 thr=0.070 margin=-0.074 Up:执行edge不足 Down:执行edge不足 | Up=0.51/263 Dn=0.50/197 spd=0.01 | beat=69746 px=69749 +0.5bp 2026-03-12T16:12:11+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:11 🪟 btc-updown-5m-1773303000 T-169s | Up=0.51/246 Dn=0.50/160 spd=0.01 | beat=69746 px=69749 +0.5bp | nb=5.0bp flip=0.05 | ↑6s ↓0s 2026-03-12T16:12:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:15 💓 heartbeat | 扫描=1041 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:12:16+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:16 🪟 btc-updown-5m-1773303000 T-163s | Up=0.50/137 Dn=0.51/192 spd=0.01 | beat=69746 px=69748 +0.4bp | nb=5.0bp flip=0.07 | ↑2s ↓3s 2026-03-12T16:12:21+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:21 ⏭ btc-updown-5m-1773303000 | 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=0.52/106 Dn=0.49/45 spd=0.01 | beat=69746 px=69743 -0.4bp 2026-03-12T16:12:22+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:22 🪟 btc-updown-5m-1773303000 T-158s | Up=0.51/20 Dn=0.50/114 spd=0.01 | beat=69746 px=69743 -0.4bp | nb=5.0bp flip=0.07 | ↑0s ↓5s 2026-03-12T16:12:28+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:28 🪟 btc-updown-5m-1773303000 T-152s | Up=0.48/404 Dn=0.53/112 spd=0.01 | beat=69746 px=69748 +0.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T16:12:32+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:32 ⏭ btc-updown-5m-1773303000 | rej=无信号 执行edge不足 best=Up net=-0.001 thr=0.070 margin=-0.071 Up:执行edge不足 Down:执行edge不足 | Up=0.51/213 Dn=0.50/39 spd=0.01 | beat=69746 px=69748 +0.3bp 2026-03-12T16:12:34+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:34 🪟 btc-updown-5m-1773303000 T-146s | Up=0.51/151 Dn=0.50/147 spd=0.01 | beat=69746 px=69748 +0.3bp | nb=5.0bp flip=0.01 | ↑12s ↓0s 2026-03-12T16:12:39+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:39 🪟 btc-updown-5m-1773303000 T-140s | Up=0.53/85 Dn=0.48/80 spd=0.01 | beat=69746 px=69743 -0.4bp | nb=5.0bp flip=0.10 | ↑1s ↓3s 2026-03-12T16:12:43+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:43 ⏭ btc-updown-5m-1773303000 | rej=无信号 执行edge不足 best=Down net=-0.014 thr=0.070 margin=-0.084 Up:执行edge不足 Down:执行edge不足 | Up=0.53/211 Dn=0.48/35 spd=0.01 | beat=69746 px=69748 +0.3bp 2026-03-12T16:12:46+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:46 🪟 btc-updown-5m-1773303000 T-135s | Up=0.50/303 Dn=0.51/10 spd=0.01 | beat=69746 px=69749 +0.4bp | nb=5.0bp flip=0.00 | ↑12s ↓0s 2026-03-12T16:12:51+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:51 🪟 btc-updown-5m-1773303000 T-129s | Up=0.41/108 Dn=0.60/281 spd=0.01 | beat=69746 px=69739 -0.9bp | nb=5.0bp flip=0.12 | ↑0s ↓5s 2026-03-12T16:12:53+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:53 ⏭ btc-updown-5m-1773303000 | rej=无信号 执行edge不足 best=Up net=-0.006 thr=0.070 margin=-0.076 Up:执行edge不足 Down:执行edge不足 | Up=0.40/63 Dn=0.61/77 spd=0.01 | beat=69746 px=69736 -1.4bp 2026-03-12T16:12:56+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:12:56 🪟 btc-updown-5m-1773303000 T-123s | Up=0.40/258 Dn=0.61/14 spd=0.01 | beat=69746 px=69736 -1.4bp | nb=5.0bp flip=0.11 | ↑0s ↓8s 2026-03-12T16:13:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:13:15 💓 heartbeat | 扫描=1122 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:14:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:14:15 💓 heartbeat | 扫描=1230 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:15:16+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:15:16 💓 heartbeat | 扫描=1332 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:16:16+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:16:16 💓 heartbeat | 扫描=1440 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:17:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:00 🪟 btc-updown-5m-1773303300 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:17:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:00 🪟 btc-updown-5m-1773303300 T-180s | Up=0.94/27 Dn=0.07/814 spd=0.01 | beat=69771 px=69925 +22.2bp | nb=5.0bp flip=0.04 | ↑8s ↓0s 2026-03-12T16:17:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:00 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/27 Dn=0.07/814 spd=0.01 | beat=69771 px=69925 +22.2bp 2026-03-12T16:17:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:05 🪟 btc-updown-5m-1773303300 T-175s | Up=0.98/4460 Dn=0.03/92 spd=0.01 | beat=69771 px=69933 +23.2bp | nb=5.0bp flip=0.03 | ↑8s ↓0s 2026-03-12T16:17:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:10 🪟 btc-updown-5m-1773303300 T-170s | Up=0.98/3817 Dn=0.04/99 spd=0.02 | beat=69771 px=69934 +23.5bp | nb=5.0bp flip=0.03 | ↑9s ↓0s 2026-03-12T16:17:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:10 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/3817 Dn=0.04/99 spd=0.02 | beat=69771 px=69934 +23.5bp 2026-03-12T16:17:16+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:16 🪟 btc-updown-5m-1773303300 T-164s | Up=0.98/3514 Dn=0.03/208 spd=0.01 | beat=69771 px=69933 +23.3bp | nb=5.0bp flip=0.02 | ↑9s ↓0s 2026-03-12T16:17:17+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:17 💓 heartbeat | 扫描=1537 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:17:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:20 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/3043 Dn=0.03/321 spd=0.01 | beat=69771 px=69933 +23.3bp 2026-03-12T16:17:21+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:21 🪟 btc-updown-5m-1773303300 T-159s | Up=0.98/2924 Dn=0.03/556 spd=0.01 | beat=69771 px=69933 +23.3bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-12T16:17:26+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:26 🪟 btc-updown-5m-1773303300 T-153s | Up=0.99/8178 Dn=0.02/222 spd=0.01 | beat=69771 px=69943 +24.8bp | nb=5.0bp flip=0.02 | ↑7s ↓0s 2026-03-12T16:17:31+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:31 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/4410 Dn=0.02/2055 spd=0.01 | beat=69771 px=69969 +28.4bp 2026-03-12T16:17:31+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:31 🪟 btc-updown-5m-1773303300 T-148s | Up=0.99/4391 Dn=0.02/2281 spd=0.01 | beat=69771 px=69971 +28.7bp | nb=5.0bp flip=0.02 | ↑8s ↓0s 2026-03-12T16:17:36+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:36 🪟 btc-updown-5m-1773303300 T-143s | Up=0.99/2451 Dn=0.02/4888 spd=0.01 | beat=69771 px=69978 +29.8bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-12T16:17:41+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:41 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/1899 Dn=0.02/4667 spd=0.01 | beat=69771 px=69995 +32.2bp 2026-03-12T16:17:42+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:42 🪟 btc-updown-5m-1773303300 T-138s | Up=1.00/50 Dn=0.01/9457 spd=0.01 | beat=69771 px=69998 +32.7bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-12T16:17:47+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:47 🪟 btc-updown-5m-1773303300 T-133s | Up=1.00/50 Dn=0.01/7501 spd=0.01 | beat=69771 px=70001 +33.1bp | nb=5.0bp flip=0.02 | ↑8s ↓0s 2026-03-12T16:17:51+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:51 ⏭ btc-updown-5m-1773303300 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/16542 | beat=69771 px=69997 +32.5bp 2026-03-12T16:17:52+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:52 🪟 btc-updown-5m-1773303300 T-128s | Up=- Dn=0.01/16442 | beat=69771 px=69996 +32.4bp | nb=5.0bp flip=0.02 | ↑7s ↓0s 2026-03-12T16:17:57+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:17:57 🪟 btc-updown-5m-1773303300 T-123s | Up=- Dn=0.01/17022 | beat=69771 px=69992 +31.8bp | nb=5.0bp flip=0.02 | ↑8s ↓0s 2026-03-12T16:18:17+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:18:17 💓 heartbeat | 扫描=1618 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:19:18+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:19:18 💓 heartbeat | 扫描=1724 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:20:18+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:20:18 💓 heartbeat | 扫描=1823 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:21:18+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:21:18 💓 heartbeat | 扫描=1928 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:22:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:00 🪟 btc-updown-5m-1773303600 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:22:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:00 🪟 btc-updown-5m-1773303600 T-180s | Up=0.43/180 Dn=0.58/122 spd=0.01 | beat=70020 px=70005 -2.2bp | nb=5.0bp flip=0.04 | ↑0s ↓4s 2026-03-12T16:22:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:00 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Down net=-0.015 thr=0.070 margin=-0.085 Up:执行edge不足 Down:执行edge不足 | Up=0.43/180 Dn=0.58/122 spd=0.01 | beat=70020 px=70005 -2.2bp 2026-03-12T16:22:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:05 🪟 btc-updown-5m-1773303600 T-175s | Up=0.33/220 Dn=0.68/242 spd=0.01 | beat=70020 px=70001 -2.7bp | nb=5.0bp flip=0.04 | ↑0s ↓5s 2026-03-12T16:22:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:10 🪟 btc-updown-5m-1773303600 T-170s | Up=0.26/117 Dn=0.75/231 spd=0.01 | beat=70020 px=69981 -5.5bp | nb=5.0bp flip=0.04 | ↑0s ↓9s 2026-03-12T16:22:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:10 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Up net=+0.050 thr=0.070 margin=-0.020 Up:执行edge不足 Down:执行edge不足 | Up=0.26/117 Dn=0.75/231 spd=0.01 | beat=70020 px=69981 -5.5bp 2026-03-12T16:22:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:15 🪟 btc-updown-5m-1773303600 T-165s | Up=0.25/434 Dn=0.76/15 spd=0.01 | beat=70020 px=69963 -8.1bp | nb=5.0bp flip=0.04 | ↑0s ↓10s 2026-03-12T16:22:18+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:18 💓 heartbeat | 扫描=2023 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:22:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:20 🪟 btc-updown-5m-1773303600 T-160s | Up=0.20/436 Dn=0.81/122 spd=0.01 | beat=70020 px=69958 -8.9bp | nb=5.0bp flip=0.04 | ↑0s ↓10s 2026-03-12T16:22:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:20 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Up net=+0.032 thr=0.070 margin=-0.038 Up:执行edge不足 Down:执行edge不足 | Up=0.20/436 Dn=0.81/122 spd=0.01 | beat=70020 px=69958 -8.9bp 2026-03-12T16:22:25+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:25 🪟 btc-updown-5m-1773303600 T-155s | Up=0.22/204 Dn=0.79/80 spd=0.01 | beat=70020 px=69950 -9.9bp | nb=5.0bp flip=0.04 | ↑0s ↓8s 2026-03-12T16:22:30+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:30 🪟 btc-updown-5m-1773303600 T-150s | Up=0.21/115 Dn=0.80/234 spd=0.01 | beat=70020 px=69946 -10.5bp | nb=5.0bp flip=0.04 | ↑0s ↓9s 2026-03-12T16:22:30+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:30 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Up net=-0.015 thr=0.070 margin=-0.085 Up:执行edge不足 Down:执行edge不足 | Up=0.21/115 Dn=0.80/234 spd=0.01 | beat=70020 px=69946 -10.5bp 2026-03-12T16:22:35+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:35 🪟 btc-updown-5m-1773303600 T-145s | Up=0.20/440 Dn=0.81/189 spd=0.01 | beat=70020 px=69951 -9.8bp | nb=5.0bp flip=0.04 | ↑0s ↓7s 2026-03-12T16:22:40+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:40 🪟 btc-updown-5m-1773303600 T-140s | Up=0.19/484 Dn=0.82/570 spd=0.01 | beat=70020 px=69951 -9.8bp | nb=5.0bp flip=0.04 | ↑0s ↓5s 2026-03-12T16:22:40+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:40 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Up net=-0.008 thr=0.070 margin=-0.078 Up:执行edge不足 Down:执行edge不足 | Up=0.19/484 Dn=0.82/570 spd=0.01 | beat=70020 px=69951 -9.8bp 2026-03-12T16:22:45+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:45 🪟 btc-updown-5m-1773303600 T-135s | Up=0.15/432 Dn=0.86/1 spd=0.01 | beat=70020 px=69947 -10.3bp | nb=5.0bp flip=0.02 | ↑0s ↓5s 2026-03-12T16:22:50+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:50 🪟 btc-updown-5m-1773303600 T-129s | Up=0.11/240 Dn=0.90/57 spd=0.01 | beat=70020 px=69936 -12.0bp | nb=5.0bp flip=0.02 | ↑0s ↓8s 2026-03-12T16:22:50+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:50 ⏭ btc-updown-5m-1773303600 | rej=无信号 执行edge不足 best=Up net=+0.018 thr=0.070 margin=-0.052 Up:执行edge不足 Down:执行edge不足 | Up=0.11/240 Dn=0.90/57 spd=0.01 | beat=70020 px=69936 -12.0bp 2026-03-12T16:22:55+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:22:55 🪟 btc-updown-5m-1773303600 T-124s | Up=0.08/311 Dn=0.93/549 spd=0.01 | beat=70020 px=69930 -12.8bp | nb=5.0bp flip=0.02 | ↑0s ↓9s 2026-03-12T16:23:19+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:23:19 💓 heartbeat | 扫描=2106 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:24:19+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:24:19 💓 heartbeat | 扫描=2212 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:25:19+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:25:19 💓 heartbeat | 扫描=2312 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:26:19+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:26:19 💓 heartbeat | 扫描=2418 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:27:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:00 🪟 btc-updown-5m-1773303900 | 进入决策窗口 T-179s [120s~180s] 2026-03-12T16:27:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:00 🪟 btc-updown-5m-1773303900 T-179s | Up=0.11/520 Dn=0.90/13 spd=0.01 | beat=69934 px=69836 -14.0bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:27:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:00 ⏭ btc-updown-5m-1773303900 | rej=无信号 执行edge不足 best=Up net=-0.022 thr=0.070 margin=-0.092 Up:执行edge不足 Down:量不足 | Up=0.11/520 Dn=0.90/13 spd=0.01 | beat=69934 px=69836 -14.0bp 2026-03-12T16:27:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:05 🪟 btc-updown-5m-1773303900 T-174s | Up=0.10/64 Dn=0.91/189 spd=0.01 | beat=69934 px=69847 -12.5bp | nb=5.0bp flip=0.01 | ↑0s ↓4s 2026-03-12T16:27:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:10 🪟 btc-updown-5m-1773303900 T-169s | Up=0.09/918 Dn=0.92/546 spd=0.01 | beat=69934 px=69848 -12.3bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:27:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:10 ⏭ btc-updown-5m-1773303900 | rej=无信号 执行edge不足 best=Up net=-0.006 thr=0.070 margin=-0.076 Up:执行edge不足 Down:执行edge不足 | Up=0.09/918 Dn=0.92/546 spd=0.01 | beat=69934 px=69848 -12.3bp 2026-03-12T16:27:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:15 🪟 btc-updown-5m-1773303900 T-164s | Up=0.09/856 Dn=0.92/57 spd=0.01 | beat=69934 px=69843 -12.9bp | nb=5.0bp flip=0.01 | ↑0s ↓7s 2026-03-12T16:27:17+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:17 ⏭ btc-updown-5m-1773303900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/242 Dn=0.94/866 spd=0.01 | beat=69934 px=69843 -12.9bp 2026-03-12T16:27:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:20 💓 heartbeat | 扫描=2513 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:27:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:20 🪟 btc-updown-5m-1773303900 T-159s | Up=0.07/486 Dn=0.94/317 spd=0.01 | beat=69934 px=69843 -13.0bp | nb=5.0bp flip=0.01 | ↑0s ↓5s 2026-03-12T16:27:26+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:26 🪟 btc-updown-5m-1773303900 T-153s | Up=0.06/250 Dn=0.95/179 spd=0.01 | beat=69934 px=69838 -13.7bp | nb=5.0bp flip=0.01 | ↑0s ↓4s 2026-03-12T16:27:27+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:27 ⏭ btc-updown-5m-1773303900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/254 Dn=0.95/374 spd=0.01 | beat=69934 px=69836 -14.0bp 2026-03-12T16:27:32+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:32 🪟 btc-updown-5m-1773303900 T-148s | Up=0.05/108 Dn=0.96/1080 spd=0.01 | beat=69934 px=69834 -14.2bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:27:37+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:37 🪟 btc-updown-5m-1773303900 T-143s | Up=0.06/607 Dn=0.95/20 spd=0.01 | beat=69934 px=69841 -13.2bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:27:37+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:37 ⏭ btc-updown-5m-1773303900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/607 Dn=0.95/20 spd=0.01 | beat=69934 px=69841 -13.2bp 2026-03-12T16:27:42+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:42 🪟 btc-updown-5m-1773303900 T-138s | Up=0.06/542 Dn=0.95/215 spd=0.01 | beat=69934 px=69844 -12.9bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:27:47+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:47 🪟 btc-updown-5m-1773303900 T-133s | Up=0.04/903 Dn=0.97/1754 spd=0.01 | beat=69934 px=69844 -12.8bp | nb=5.0bp flip=0.01 | ↑0s ↓5s 2026-03-12T16:27:47+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:47 ⏭ btc-updown-5m-1773303900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/903 Dn=0.97/1754 spd=0.01 | beat=69934 px=69844 -12.8bp 2026-03-12T16:27:53+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:53 🪟 btc-updown-5m-1773303900 T-127s | Up=0.04/825 Dn=0.97/733 spd=0.01 | beat=69934 px=69838 -13.6bp | nb=5.0bp flip=0.01 | ↑0s ↓4s 2026-03-12T16:27:57+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:57 ⏭ btc-updown-5m-1773303900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/1153 Dn=0.97/1327 spd=0.01 | beat=69934 px=69830 -14.8bp 2026-03-12T16:27:58+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:27:58 🪟 btc-updown-5m-1773303900 T-122s | Up=0.04/1221 Dn=0.97/1265 spd=0.01 | beat=69934 px=69829 -15.0bp | nb=9.2bp flip=0.00 | ↑0s ↓11s 2026-03-12T16:28:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:28:20 💓 heartbeat | 扫描=2596 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:29:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:29:20 💓 heartbeat | 扫描=2702 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:30:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:30:20 💓 heartbeat | 扫描=2802 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:31:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:31:20 💓 heartbeat | 扫描=2908 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:32:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:00 🪟 btc-updown-5m-1773304200 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:32:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:00 🪟 btc-updown-5m-1773304200 T-180s | Up=0.80/179 Dn=0.21/110 spd=0.01 | beat=69811 px=69890 +11.4bp | nb=10.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T16:32:00+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:00 ⏭ btc-updown-5m-1773304200 | rej=无信号 执行edge不足 best=Up net=+0.035 thr=0.070 margin=-0.035 Up:执行edge不足 Down:执行edge不足 | Up=0.80/179 Dn=0.21/110 spd=0.01 | beat=69811 px=69890 +11.4bp 2026-03-12T16:32:05+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:05 🪟 btc-updown-5m-1773304200 T-175s | Up=0.79/100 Dn=0.22/228 spd=0.01 | beat=69811 px=69885 +10.6bp | nb=5.0bp flip=0.02 | ↑7s ↓0s 2026-03-12T16:32:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:10 🪟 btc-updown-5m-1773304200 T-170s | Up=0.79/262 Dn=0.22/22 spd=0.01 | beat=69811 px=69884 +10.5bp | nb=5.0bp flip=0.02 | ↑7s ↓0s 2026-03-12T16:32:10+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:10 ⏭ btc-updown-5m-1773304200 | 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=0.79/262 Dn=0.22/22 spd=0.01 | beat=69811 px=69884 +10.5bp 2026-03-12T16:32:15+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:15 🪟 btc-updown-5m-1773304200 T-165s | Up=0.74/10 Dn=0.27/134 spd=0.01 | beat=69811 px=69882 +10.2bp | nb=5.0bp flip=0.01 | ↑6s ↓0s 2026-03-12T16:32:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:20 🪟 btc-updown-5m-1773304200 T-160s | Up=0.72/109 Dn=0.29/436 spd=0.01 | beat=69811 px=69876 +9.3bp | nb=10.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T16:32:20+08:00 ip-172-26-5-159 python[262799]: 2026-03-12 16:32:20 ⏭ btc-updown-5m-1773304200 | rej=near_beat diff=9.3bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 📡 价格流启动: binance, coinbase 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 UserOrderFeed 启动 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 MarketResolutionFeed 启动 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T16:36:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:21 📡 coinbase WS 已连接 2026-03-12T16:36:22+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:22 📡 binance WS 已连接 2026-03-12T16:36:24+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:36:24 💓 heartbeat | 扫描=1 | 无持仓 | 余额=68.21 usdc.e | traded=118 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:37:00+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:00 🪟 btc-updown-5m-1773304500 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T16:37:02+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:02 🪟 btc-updown-5m-1773304500 T-180s | Up=0.75/105 Dn=0.26/339 spd=0.01 | beat=69808 px=69852 +6.4bp | nb=5.0bp flip=0.00 | ↑13s ↓0s 2026-03-12T16:37:02+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:02 ⏭ btc-updown-5m-1773304500 | rej=无信号 执行edge不足 best=Up net=+0.064 thr=0.070 margin=-0.006 Up:执行edge不足 Down:执行edge不足 | Up=0.75/105 Dn=0.26/339 spd=0.01 | beat=69808 px=69852 +6.4bp 2026-03-12T16:37:05+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:05 UserOrderFeed WebSocket 已连接 2026-03-12T16:37:09+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:09 ✅ v11买入 btc-updown-5m-1773304500 | Up avg≈0.750 6.947368shares limit=0.750 order=0xff033af203870ffca14e8ad58d6b25d0a0bded379d50b8af39424392680048d6 2026-03-12T16:37:13+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:13 MarketResolutionFeed WebSocket 已连接 2026-03-12T16:37:25+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:37:25 💓 heartbeat | 扫描=90 | 持仓: btc-updown-5m-1773304500 Up | 余额=62.96 usdc.e | traded=119 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:38:25+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:38:25 💓 heartbeat | 扫描=194 | 持仓: btc-updown-5m-1773304500 Up | 余额=62.96 usdc.e | traded=119 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:39:25+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:39:25 💓 heartbeat | 扫描=298 | 持仓: btc-updown-5m-1773304500 Up | 余额=62.96 usdc.e | traded=119 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:40:25+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:40:25 💓 heartbeat | 扫描=398 | 持仓: btc-updown-5m-1773304500 Up | 余额=62.96 usdc.e | traded=119 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:41:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:41:26 💓 heartbeat | 扫描=502 | 持仓: btc-updown-5m-1773304500 Up | 余额=62.96 usdc.e | traded=119 | 今日 34W-10L 已实现PnL=$-4.12 2026-03-12T16:41:54+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:41:54 市场 resolved 事件 | condition=0xf764699624c4ff 2026-03-12T16:41:54+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:41:54 WS resolved 触发 | condition=0xf764699624c4ff 将在下次循环立即尝试 redeem 2026-03-12T16:42:00+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:00 📡 CTF redeem (gasless) tx 已发送: 0x18977a8a69b50ab3d620d0459b5c206740b40fe25bb08691f5728178bc34105f 2026-03-12T16:42:07+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:07 redeem 确认成功 | slug=btc-updown-5m-1773304500 outcome=Up tx=0x18977a8a69b50ab3d620d0459b5c206740b40fe25bb08691f5728178bc34105f 2026-03-12T16:42:07+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:07 🪟 btc-updown-5m-1773304800 | 进入决策窗口 T-173s [120s~180s] 2026-03-12T16:42:07+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:07 🪟 btc-updown-5m-1773304800 T-173s | Up=0.10/309 Dn=0.91/166 spd=0.01 | beat=69822 px=69728 -13.4bp | nb=10.0bp flip=0.00 | ↑0s ↓11s 2026-03-12T16:42:07+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:07 ⏭ btc-updown-5m-1773304800 | 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=0.10/309 Dn=0.91/166 spd=0.01 | beat=69822 px=69728 -13.4bp 2026-03-12T16:42:12+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:12 🪟 btc-updown-5m-1773304800 T-167s | Up=0.10/20 Dn=0.91/772 spd=0.01 | beat=69822 px=69728 -13.5bp | nb=5.0bp flip=0.01 | ↑0s ↓5s 2026-03-12T16:42:17+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:17 🪟 btc-updown-5m-1773304800 T-162s | Up=0.10/10 Dn=0.91/7 spd=0.01 | beat=69822 px=69721 -14.5bp | nb=10.0bp flip=0.00 | ↑0s ↓11s 2026-03-12T16:42:17+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:17 ⏭ btc-updown-5m-1773304800 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.10/10 Dn=0.91/7 spd=0.01 | beat=69822 px=69721 -14.5bp 2026-03-12T16:42:18+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:18 ⏭ btc-updown-5m-1773304800 | rej=无信号 执行edge不足 best=Down net=-0.014 thr=0.070 margin=-0.084 Up:执行edge不足 Down:执行edge不足 | Up=0.10/29 Dn=0.91/49 spd=0.01 | beat=69822 px=69719 -14.7bp 2026-03-12T16:42:22+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:22 🪟 btc-updown-5m-1773304800 T-157s | Up=0.10/216 Dn=0.91/66 spd=0.01 | beat=69822 px=69714 -15.4bp | nb=10.0bp flip=0.00 | ↑0s ↓12s 2026-03-12T16:42:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:26 💓 heartbeat | 扫描=573 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:42:27+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:27 🪟 btc-updown-5m-1773304800 T-152s | Up=0.11/730 Dn=0.90/5 spd=0.01 | beat=69822 px=69714 -15.4bp | nb=10.0bp flip=0.00 | ↑0s ↓12s 2026-03-12T16:42:28+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:28 ⏭ btc-updown-5m-1773304800 | rej=无信号 执行edge不足 best=Down net=+0.065 thr=0.070 margin=-0.005 Up:执行edge不足 Down:执行edge不足 | Up=0.10/922 Dn=0.91/1003 spd=0.01 | beat=69822 px=69714 -15.4bp 2026-03-12T16:42:30+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:30 ⏭ btc-updown-5m-1773304800 | rej=recheck无信号 执行edge不足 best=Down net=+0.066 thr=0.070 margin=-0.004 Up:执行edge不足 Down:执行edge不足 | Up=0.10/244 Dn=0.91/425 spd=0.01 | beat=69822 px=69714 -15.4bp 2026-03-12T16:42:33+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:33 🪟 btc-updown-5m-1773304800 T-147s | Up=0.10/97 Dn=0.91/241 spd=0.01 | beat=69822 px=69714 -15.4bp | nb=10.0bp flip=0.00 | ↑0s ↓11s 2026-03-12T16:42:38+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:38 🪟 btc-updown-5m-1773304800 T-142s | Up=0.10/110 Dn=0.91/134 spd=0.01 | beat=69822 px=69717 -14.9bp | nb=5.0bp flip=0.01 | ↑0s ↓5s 2026-03-12T16:42:39+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:39 ⏭ btc-updown-5m-1773304800 | 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=0.10/191 Dn=0.91/332 spd=0.01 | beat=69822 px=69721 -14.4bp 2026-03-12T16:42:43+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:43 🪟 btc-updown-5m-1773304800 T-137s | Up=0.11/398 Dn=0.90/919 spd=0.01 | beat=69822 px=69721 -14.4bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:42:48+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:48 🪟 btc-updown-5m-1773304800 T-132s | Up=0.10/279 Dn=0.91/623 spd=0.01 | beat=69822 px=69723 -14.2bp | nb=5.0bp flip=0.01 | ↑0s ↓8s 2026-03-12T16:42:49+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:49 ⏭ btc-updown-5m-1773304800 | 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=0.10/335 Dn=0.91/327 spd=0.01 | beat=69822 px=69723 -14.2bp 2026-03-12T16:42:53+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:53 🪟 btc-updown-5m-1773304800 T-127s | Up=0.09/501 Dn=0.92/207 spd=0.01 | beat=69822 px=69722 -14.2bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-12T16:42:58+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:58 🪟 btc-updown-5m-1773304800 T-122s | Up=0.08/163 Dn=0.93/878 spd=0.01 | beat=69822 px=69720 -14.5bp | nb=5.0bp flip=0.01 | ↑0s ↓7s 2026-03-12T16:42:59+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:42:59 ⏭ btc-updown-5m-1773304800 | rej=无信号 执行edge不足 best=Up net=-0.026 thr=0.070 margin=-0.096 Up:执行edge不足 Down:ask超范围 | Up=0.08/433 Dn=0.93/141 spd=0.01 | beat=69822 px=69720 -14.6bp 2026-03-12T16:43:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:43:26 💓 heartbeat | 扫描=658 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:44:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:44:26 💓 heartbeat | 扫描=763 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:45:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:45:26 💓 heartbeat | 扫描=864 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:46:27+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:46:27 💓 heartbeat | 扫描=969 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:47:00+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:00 🪟 btc-updown-5m-1773305100 | 进入决策窗口 T-179s [120s~180s] 2026-03-12T16:47:00+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:00 🪟 btc-updown-5m-1773305100 T-179s | Up=0.28/126 Dn=0.73/165 spd=0.01 | beat=69824 px=69797 -3.9bp | nb=5.0bp flip=0.03 | ↑0s ↓6s 2026-03-12T16:47:00+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:00 ⏭ btc-updown-5m-1773305100 | rej=无信号 执行edge不足 best=Up net=+0.018 thr=0.070 margin=-0.052 Up:执行edge不足 Down:执行edge不足 | Up=0.28/126 Dn=0.73/165 spd=0.01 | beat=69824 px=69797 -3.9bp 2026-03-12T16:47:02+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:02 ⏭ btc-updown-5m-1773305100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.25/200 Dn=0.79/541 spd=0.04 | beat=69824 px=69796 -4.0bp 2026-03-12T16:47:05+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:05 🪟 btc-updown-5m-1773305100 T-174s | Up=0.26/15 Dn=0.75/332 spd=0.01 | beat=69824 px=69793 -4.5bp | nb=5.0bp flip=0.02 | ↑0s ↓7s 2026-03-12T16:47:10+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:10 🪟 btc-updown-5m-1773305100 T-169s | Up=0.26/67 Dn=0.75/7107 spd=0.01 | beat=69824 px=69793 -4.5bp | nb=5.0bp flip=0.02 | ↑0s ↓5s 2026-03-12T16:47:11+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:11 ⏭ btc-updown-5m-1773305100 | rej=无信号 执行edge不足 best=Up net=+0.007 thr=0.070 margin=-0.063 Up:执行edge不足 Down:执行edge不足 | Up=0.26/67 Dn=0.75/7107 spd=0.01 | beat=69824 px=69793 -4.5bp 2026-03-12T16:47:16+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:16 🪟 btc-updown-5m-1773305100 T-164s | Up=0.27/261 Dn=0.74/201 spd=0.01 | beat=69824 px=69797 -3.9bp | nb=7.0bp flip=0.01 | ↑0s ↓12s 2026-03-12T16:47:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:21 🪟 btc-updown-5m-1773305100 T-159s | Up=0.26/365 Dn=0.75/6654 spd=0.01 | beat=69824 px=69797 -3.9bp | nb=7.0bp flip=0.01 | ↑0s ↓12s 2026-03-12T16:47:21+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:21 ⏭ btc-updown-5m-1773305100 | rej=无信号 执行edge不足 best=Down net=-0.007 thr=0.070 margin=-0.077 Up:执行edge不足 Down:执行edge不足 | Up=0.26/365 Dn=0.75/6654 spd=0.01 | beat=69824 px=69797 -3.9bp 2026-03-12T16:47:26+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:26 🪟 btc-updown-5m-1773305100 T-154s | Up=0.26/415 Dn=0.75/6605 spd=0.01 | beat=69824 px=69797 -3.9bp | nb=7.0bp flip=0.01 | ↑0s ↓12s 2026-03-12T16:47:27+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:27 💓 heartbeat | 扫描=1058 | 无持仓 | 余额=69.91 usdc.e | traded=119 | 今日 35W-10L 已实现PnL=$-2.42 2026-03-12T16:47:31+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:31 🪟 btc-updown-5m-1773305100 T-149s | Up=0.26/280 Dn=0.75/2908 spd=0.01 | beat=69824 px=69784 -5.8bp | nb=5.0bp flip=0.02 | ↑0s ↓6s 2026-03-12T16:47:31+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:31 ⏭ btc-updown-5m-1773305100 | rej=无信号 执行edge不足 best=Up net=-0.007 thr=0.070 margin=-0.077 Up:执行edge不足 Down:执行edge不足 | Up=0.26/280 Dn=0.75/2908 spd=0.01 | beat=69824 px=69784 -5.8bp 2026-03-12T16:47:36+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:36 🪟 btc-updown-5m-1773305100 T-144s | Up=0.25/262 Dn=0.76/71 spd=0.01 | beat=69824 px=69781 -6.2bp | nb=5.0bp flip=0.02 | ↑0s ↓6s 2026-03-12T16:47:41+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:41 🪟 btc-updown-5m-1773305100 T-138s | Up=0.26/412 Dn=0.75/40 spd=0.01 | beat=69824 px=69780 -6.4bp | nb=5.0bp flip=0.03 | ↑0s ↓3s 2026-03-12T16:47:41+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:41 ⏭ btc-updown-5m-1773305100 | rej=无信号 执行edge不足 best=Down net=-0.013 thr=0.070 margin=-0.083 Up:执行edge不足 Down:执行edge不足 | Up=0.26/412 Dn=0.75/40 spd=0.01 | beat=69824 px=69780 -6.4bp 2026-03-12T16:47:42+08:00 ip-172-26-5-159 python[264405]: 2026-03-12 16:47:42 ⏭ btc-updown-5m-1773305100 | rej=near_beat diff=5.9bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 📡 价格流启动: binance, coinbase 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 📡 价格流启动: binance-perp 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 UserOrderFeed 启动 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 MarketResolutionFeed 启动 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T18:21:10+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:10 📡 coinbase WS 已连接 2026-03-12T18:21:11+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:11 📡 binance-perp WS 已连接 2026-03-12T18:21:11+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:11 📡 binance WS 已连接 2026-03-12T18:21:16+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:21:16 💓 heartbeat | 扫描=1 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:22:00+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:00 🪟 btc-updown-5m-1773310800 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T18:22:01+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:01 ⏭ btc-updown-5m-1773310800 | Chainlink 起点价未对齐，跳过 2026-03-12T18:22:08+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:08 🪟 btc-updown-5m-1773310800 T-172s | Up=0.95/594 Dn=0.06/96 spd=0.01 | beat=70032 px=70136 +14.9bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T18:22:08+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:08 ⏭ btc-updown-5m-1773310800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/594 Dn=0.06/96 spd=0.01 | beat=70032 px=70136 +14.9bp 2026-03-12T18:22:14+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:14 🪟 btc-updown-5m-1773310800 T-166s | Up=0.95/2289 Dn=0.06/129 spd=0.01 | beat=70032 px=70145 +16.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T18:22:16+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:16 ⏭ btc-updown-5m-1773310800 | rej=无信号 执行edge不足 best=Down net=-0.024 thr=0.070 margin=-0.094 Up:ask超范围 Down:执行edge不足 | Up=0.93/89 Dn=0.08/77 spd=0.01 | beat=70032 px=70146 +16.3bp 2026-03-12T18:22:16+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:16 💓 heartbeat | 扫描=93 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:22:19+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:19 🪟 btc-updown-5m-1773310800 T-161s | Up=0.93/616 Dn=0.08/29 spd=0.01 | beat=70032 px=70146 +16.3bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-12T18:22:24+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:24 🪟 btc-updown-5m-1773310800 T-156s | Up=0.93/218 Dn=0.08/948 spd=0.01 | beat=70032 px=70139 +15.3bp | nb=5.0bp flip=0.00 | ↑7s ↓0s 2026-03-12T18:22:26+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:26 ⏭ btc-updown-5m-1773310800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/2439 Dn=0.06/218 spd=0.01 | beat=70032 px=70136 +14.8bp 2026-03-12T18:22:29+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:29 🪟 btc-updown-5m-1773310800 T-151s | Up=0.95/1541 Dn=0.06/423 spd=0.01 | beat=70032 px=70135 +14.8bp | nb=5.0bp flip=0.00 | ↑5s ↓0s 2026-03-12T18:22:34+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:34 🪟 btc-updown-5m-1773310800 T-146s | Up=0.97/2194 Dn=0.04/404 spd=0.01 | beat=70032 px=70154 +17.4bp | nb=5.0bp flip=0.00 | ↑9s ↓0s 2026-03-12T18:22:37+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:37 ⏭ btc-updown-5m-1773310800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/2316 Dn=0.04/652 spd=0.01 | beat=70032 px=70154 +17.4bp 2026-03-12T18:22:39+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:39 🪟 btc-updown-5m-1773310800 T-141s | Up=0.97/1617 Dn=0.04/736 spd=0.01 | beat=70032 px=70154 +17.5bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-12T18:22:44+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:44 🪟 btc-updown-5m-1773310800 T-135s | Up=0.97/1632 Dn=0.04/1581 spd=0.01 | beat=70032 px=70160 +18.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T18:22:47+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:47 ⏭ btc-updown-5m-1773310800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/725 Dn=0.04/1402 spd=0.01 | beat=70032 px=70156 +17.7bp 2026-03-12T18:22:49+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:49 🪟 btc-updown-5m-1773310800 T-130s | Up=0.97/664 Dn=0.04/1412 spd=0.01 | beat=70032 px=70160 +18.2bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-12T18:22:55+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:55 🪟 btc-updown-5m-1773310800 T-125s | Up=0.98/4227 Dn=0.03/321 spd=0.01 | beat=70032 px=70164 +18.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T18:22:57+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:22:57 ⏭ btc-updown-5m-1773310800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/4806 Dn=0.03/7 spd=0.01 | beat=70032 px=70165 +19.0bp 2026-03-12T18:23:00+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:23:00 🪟 btc-updown-5m-1773310800 T-120s | Up=0.97/337 Dn=0.04/2618 spd=0.01 | beat=70032 px=70165 +19.0bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-12T18:23:17+08:00 ip-172-26-5-159 python[265421]: 2026-03-12 18:23:17 💓 heartbeat | 扫描=173 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:24:08+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-12T18:24:08+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-12T18:24:08+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-12T18:24:08+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 6.017s CPU time, 120.7M memory peak, 0B memory swap peak. 2026-03-12T18:24:08+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 builder attribution: 已配置 BuilderConfig 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 数据 WS共识(binance-usdc/coinbase-usd) | Chainlink RTDS btc/usd | ref一致性<3.0bps 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 📡 价格流启动: binance, coinbase 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 📡 价格流启动: binance-perp 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 UserOrderFeed 启动 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 MarketResolutionFeed 启动 2026-03-12T18:24:12+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:12 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T18:24:13+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:13 📡 coinbase WS 已连接 2026-03-12T18:24:13+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:13 📡 binance-perp WS 已连接 2026-03-12T18:24:13+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:13 📡 binance WS 已连接 2026-03-12T18:24:15+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:24:15 💓 heartbeat | 扫描=1 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:25:16+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:25:16 💓 heartbeat | 扫描=101 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:26:16+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:26:16 💓 heartbeat | 扫描=205 | 无持仓 | 余额=74.62 usdc.e | traded=122 | 今日 38W-11L 已实现PnL=$+2.29 2026-03-12T18:27:00+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:27:00 🪟 btc-updown-5m-1773311100 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T18:27:00+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:27:00 🪟 btc-updown-5m-1773311100 T-180s | Up=0.45/275 Dn=0.56/317 spd=0.01 | beat=70113 px=70106 -1.1bp | nb=5.0bp flip=0.04 | ↑0s ↓4s 2026-03-12T18:27:00+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:27:00 ⏭ btc-updown-5m-1773311100 | 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=0.45/275 Dn=0.56/317 spd=0.01 | beat=70113 px=70106 -1.1bp 2026-03-12T18:27:05+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:27:05 🪟 btc-updown-5m-1773311100 T-175s | Up=0.41/318 Dn=0.60/70 spd=0.01 | beat=70113 px=70107 -0.9bp | nb=5.7bp flip=0.02 | ↑0s ↓11s 2026-03-12T18:27:06+08:00 ip-172-26-5-159 python[265747]: 2026-03-12 18:27:06 ⏭ btc-updown-5m-1773311100 | rej=near_beat diff=0.6bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 📡 价格流启动: binance, coinbase 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 📡 价格流启动: binance-perp 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 UserOrderFeed 启动 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 MarketResolutionFeed 启动 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T19:35:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:18 📡 coinbase WS 已连接 2026-03-12T19:35:19+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:19 📡 binance-perp WS 已连接 2026-03-12T19:35:19+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:19 📡 binance WS 已连接 2026-03-12T19:35:21+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:35:21 💓 heartbeat | 扫描=1 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:36:22+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:36:22 💓 heartbeat | 扫描=106 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:37:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:00 🪟 btc-updown-5m-1773315300 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T19:37:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:00 🪟 btc-updown-5m-1773315300 T-180s | Up=0.79/51 Dn=0.22/368 spd=0.01 | beat=70536 px=70584 +6.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:00 ⏭ btc-updown-5m-1773315300 | 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=0.79/51 Dn=0.22/368 spd=0.01 | beat=70536 px=70584 +6.8bp 2026-03-12T19:37:05+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:05 🪟 btc-updown-5m-1773315300 T-175s | Up=0.74/34 Dn=0.27/138 spd=0.01 | beat=70536 px=70585 +6.9bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:10+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:10 🪟 btc-updown-5m-1773315300 T-170s | Up=0.76/53 Dn=0.25/637 spd=0.01 | beat=70536 px=70589 +7.5bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:10+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:10 ⏭ btc-updown-5m-1773315300 | rej=无信号 执行edge不足 best=Up net=+0.000 thr=0.070 margin=-0.070 Up:执行edge不足 Down:执行edge不足 | Up=0.76/53 Dn=0.25/637 spd=0.01 | beat=70536 px=70589 +7.5bp 2026-03-12T19:37:15+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:15 🪟 btc-updown-5m-1773315300 T-165s | Up=0.74/30 Dn=0.27/224 spd=0.01 | beat=70536 px=70594 +8.2bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-12T19:37:20+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:20 🪟 btc-updown-5m-1773315300 T-160s | Up=0.73/435 Dn=0.28/95 spd=0.01 | beat=70536 px=70589 +7.6bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:20+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:20 ⏭ btc-updown-5m-1773315300 | rej=无信号 执行edge不足 best=Up net=+0.034 thr=0.070 margin=-0.036 Up:执行edge不足 Down:执行edge不足 | Up=0.73/435 Dn=0.28/95 spd=0.01 | beat=70536 px=70589 +7.6bp 2026-03-12T19:37:22+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:22 💓 heartbeat | 扫描=198 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:37:25+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:25 🪟 btc-updown-5m-1773315300 T-154s | Up=0.75/45 Dn=0.26/210 spd=0.01 | beat=70536 px=70589 +7.5bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:30+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:30 🪟 btc-updown-5m-1773315300 T-149s | Up=0.82/274 Dn=0.20/183 spd=0.02 | beat=70536 px=70585 +7.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:30+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:30 ⏭ btc-updown-5m-1773315300 | rej=无信号 执行edge不足 best=Down net=-0.019 thr=0.070 margin=-0.089 Up:执行edge不足 Down:执行edge不足 | Up=0.82/274 Dn=0.20/183 spd=0.02 | beat=70536 px=70585 +7.1bp 2026-03-12T19:37:36+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:36 🪟 btc-updown-5m-1773315300 T-144s | Up=0.84/406 Dn=0.17/93 spd=0.01 | beat=70536 px=70586 +7.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:41+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:41 🪟 btc-updown-5m-1773315300 T-139s | Up=0.84/36 Dn=0.17/377 spd=0.01 | beat=70536 px=70595 +8.5bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:41+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:41 ⏭ btc-updown-5m-1773315300 | rej=无信号 执行edge不足 best=Up net=+0.003 thr=0.070 margin=-0.067 Up:执行edge不足 Down:执行edge不足 | Up=0.84/36 Dn=0.17/377 spd=0.01 | beat=70536 px=70595 +8.5bp 2026-03-12T19:37:46+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:46 🪟 btc-updown-5m-1773315300 T-134s | Up=0.87/297 Dn=0.14/212 spd=0.01 | beat=70536 px=70598 +8.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:37:51+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:51 🪟 btc-updown-5m-1773315300 T-129s | Up=0.88/9 Dn=0.13/617 spd=0.01 | beat=70536 px=70604 +9.7bp | nb=5.0bp flip=0.00 | ↑12s ↓0s 2026-03-12T19:37:51+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:51 ⏭ btc-updown-5m-1773315300 | rej=无信号 执行edge不足 best=Down net=-0.047 thr=0.070 margin=-0.117 Up:量不足 Down:执行edge不足 | Up=0.88/9 Dn=0.13/617 spd=0.01 | beat=70536 px=70604 +9.7bp 2026-03-12T19:37:56+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:37:56 🪟 btc-updown-5m-1773315300 T-124s | Up=0.92/390 Dn=0.09/246 spd=0.01 | beat=70536 px=70605 +9.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-12T19:38:22+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:38:22 💓 heartbeat | 扫描=282 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:39:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:39:23 💓 heartbeat | 扫描=387 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:40:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:40:23 💓 heartbeat | 扫描=486 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:41:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:41:23 💓 heartbeat | 扫描=590 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:42:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:00 🪟 btc-updown-5m-1773315600 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T19:42:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:00 🪟 btc-updown-5m-1773315600 T-180s | Up=0.84/348 Dn=0.17/6 spd=0.01 | beat=70650 px=70745 +13.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:00 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Up net=+0.027 thr=0.070 margin=-0.043 Up:执行edge不足 Down:量不足 | Up=0.84/348 Dn=0.17/6 spd=0.01 | beat=70650 px=70745 +13.5bp 2026-03-12T19:42:01+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:01 ⏭ btc-updown-5m-1773315600 | rej=无信号 无候选 Up:价差大 Down:量不足 | Up=0.77/147 Dn=0.34/6 spd=0.11 | beat=70650 px=70745 +13.5bp 2026-03-12T19:42:04+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:04 ⏭ btc-updown-5m-1773315600 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.70/70 Dn=0.34/156 spd=0.04 | beat=70650 px=70744 +13.3bp 2026-03-12T19:42:05+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:05 🪟 btc-updown-5m-1773315600 T-175s | Up=0.69/73 Dn=0.35/5 spd=0.04 | beat=70650 px=70744 +13.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-12T19:42:08+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:08 UserOrderFeed WebSocket 已连接 2026-03-12T19:42:09+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:09 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.'}] 2026-03-12T19:42:09+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:09 ❌ v11买入未成交 btc-updown-5m-1773315600 | Up limit=0.660 reason=order_unfilled order=- 2026-03-12T19:42:09+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:09 ⏭ btc-updown-5m-1773315600 | 执行层放弃 reason=order_unfilled 2026-03-12T19:42:12+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:12 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.'}] 2026-03-12T19:42:12+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:12 ❌ v11买入未成交 btc-updown-5m-1773315600 | Up limit=0.690 reason=order_unfilled order=- 2026-03-12T19:42:12+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:12 ⏭ btc-updown-5m-1773315600 | 执行层放弃 reason=order_unfilled 2026-03-12T19:42:13+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:13 🪟 btc-updown-5m-1773315600 T-167s | Up=0.71/30 Dn=0.30/228 spd=0.01 | beat=70650 px=70716 +9.4bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-12T19:42:13+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:13 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Up net=+0.067 thr=0.070 margin=-0.003 Up:执行edge不足 Down:执行edge不足 | Up=0.71/30 Dn=0.30/228 spd=0.01 | beat=70650 px=70716 +9.4bp 2026-03-12T19:42:18+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:18 🪟 btc-updown-5m-1773315600 T-162s | Up=0.71/34 Dn=0.30/242 spd=0.01 | beat=70650 px=70709 +8.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-12T19:42:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:23 🪟 btc-updown-5m-1773315600 T-157s | Up=0.69/84 Dn=0.33/383 spd=0.02 | beat=70650 px=70708 +8.2bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-12T19:42:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:23 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Up net=+0.039 thr=0.070 margin=-0.031 Up:执行edge不足 Down:执行edge不足 | Up=0.69/84 Dn=0.33/383 spd=0.02 | beat=70650 px=70708 +8.2bp 2026-03-12T19:42:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:23 💓 heartbeat | 扫描=674 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:42:28+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:28 🪟 btc-updown-5m-1773315600 T-152s | Up=0.70/57 Dn=0.31/115 spd=0.01 | beat=70650 px=70706 +8.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:34+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:34 🪟 btc-updown-5m-1773315600 T-146s | Up=0.79/583 Dn=0.22/27 spd=0.01 | beat=70650 px=70698 +6.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:34+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:34 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Down net=+0.022 thr=0.070 margin=-0.048 Up:执行edge不足 Down:执行edge不足 | Up=0.79/583 Dn=0.22/27 spd=0.01 | beat=70650 px=70698 +6.8bp 2026-03-12T19:42:39+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:39 🪟 btc-updown-5m-1773315600 T-141s | Up=0.74/21 Dn=0.27/166 spd=0.01 | beat=70650 px=70698 +6.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:44+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:44 🪟 btc-updown-5m-1773315600 T-136s | Up=0.81/63 Dn=0.20/277 spd=0.01 | beat=70650 px=70706 +8.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:44+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:44 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Down net=+0.006 thr=0.070 margin=-0.064 Up:执行edge不足 Down:执行edge不足 | Up=0.81/63 Dn=0.20/277 spd=0.01 | beat=70650 px=70706 +8.0bp 2026-03-12T19:42:49+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:49 🪟 btc-updown-5m-1773315600 T-131s | Up=0.80/58 Dn=0.21/33 spd=0.01 | beat=70650 px=70708 +8.2bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:54+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:54 🪟 btc-updown-5m-1773315600 T-126s | Up=0.72/40 Dn=0.29/162 spd=0.01 | beat=70650 px=70710 +8.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:42:54+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:54 ⏭ btc-updown-5m-1773315600 | rej=无信号 执行edge不足 best=Up net=-0.006 thr=0.070 margin=-0.076 Up:执行edge不足 Down:执行edge不足 | Up=0.72/40 Dn=0.29/162 spd=0.01 | beat=70650 px=70710 +8.5bp 2026-03-12T19:42:59+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:42:59 🪟 btc-updown-5m-1773315600 T-120s | Up=0.79/246 Dn=0.22/43 spd=0.01 | beat=70650 px=70707 +8.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-12T19:43:23+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:43:23 💓 heartbeat | 扫描=757 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:44:24+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:44:24 💓 heartbeat | 扫描=861 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:45:24+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:45:24 💓 heartbeat | 扫描=961 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:46:24+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:46:24 💓 heartbeat | 扫描=1062 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:47:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:00 🪟 btc-updown-5m-1773315900 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T19:47:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:00 🪟 btc-updown-5m-1773315900 T-180s | Up=0.41/248 Dn=0.60/61 spd=0.01 | beat=70689 px=70673 -2.3bp | nb=5.0bp flip=0.08 | ↑0s ↓10s 2026-03-12T19:47:00+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:00 ⏭ btc-updown-5m-1773315900 | rej=无信号 执行edge不足 best=Up net=+0.002 thr=0.070 margin=-0.068 Up:执行edge不足 Down:执行edge不足 | Up=0.41/248 Dn=0.60/61 spd=0.01 | beat=70689 px=70673 -2.3bp 2026-03-12T19:47:05+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:05 🪟 btc-updown-5m-1773315900 T-174s | Up=0.45/159 Dn=0.56/248 spd=0.01 | beat=70689 px=70673 -2.3bp | nb=5.0bp flip=0.11 | ↑0s ↓11s 2026-03-12T19:47:11+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:11 🪟 btc-updown-5m-1773315900 T-169s | Up=0.44/19 Dn=0.57/443 spd=0.01 | beat=70689 px=70674 -2.2bp | nb=5.0bp flip=0.10 | ↑0s ↓11s 2026-03-12T19:47:11+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:11 ⏭ btc-updown-5m-1773315900 | rej=无信号 执行edge不足 best=Down net=-0.009 thr=0.070 margin=-0.079 Up:量不足 Down:执行edge不足 | Up=0.44/19 Dn=0.57/443 spd=0.01 | beat=70689 px=70674 -2.2bp 2026-03-12T19:47:16+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:16 🪟 btc-updown-5m-1773315900 T-164s | Up=0.45/148 Dn=0.56/278 spd=0.01 | beat=70689 px=70684 -0.7bp | nb=5.0bp flip=0.09 | ↑0s ↓10s 2026-03-12T19:47:21+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:21 🪟 btc-updown-5m-1773315900 T-159s | Up=0.39/123 Dn=0.62/113 spd=0.01 | beat=70689 px=70684 -0.7bp | nb=5.0bp flip=0.10 | ↑0s ↓11s 2026-03-12T19:47:21+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:21 ⏭ btc-updown-5m-1773315900 | rej=无信号 执行edge不足 best=Up net=+0.058 thr=0.070 margin=-0.012 Up:执行edge不足 Down:执行edge不足 | Up=0.39/123 Dn=0.62/113 spd=0.01 | beat=70689 px=70684 -0.7bp 2026-03-12T19:47:24+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:24 ⏭ btc-updown-5m-1773315900 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.46/3 Dn=0.55/7 spd=0.01 | beat=70689 px=70684 -0.7bp 2026-03-12T19:47:25+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:25 💓 heartbeat | 扫描=1149 | 无持仓 | 余额=69.48 usdc.e | traded=124 | 今日 39W-12L 已实现PnL=$-2.85 2026-03-12T19:47:27+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:27 🪟 btc-updown-5m-1773315900 T-153s | Up=0.52/51 Dn=0.49/102 spd=0.01 | beat=70689 px=70684 -0.7bp | nb=5.0bp flip=0.12 | ↑1s ↓10s 2026-03-12T19:47:32+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:32 🪟 btc-updown-5m-1773315900 T-148s | Up=0.56/359 Dn=0.45/251 spd=0.01 | beat=70689 px=70690 +0.1bp | nb=5.0bp flip=0.13 | ↑7s ↓4s 2026-03-12T19:47:32+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:32 ⏭ btc-updown-5m-1773315900 | rej=无信号 执行edge不足 best=Down net=+0.005 thr=0.070 margin=-0.065 Up:执行edge不足 Down:执行edge不足 | Up=0.56/359 Dn=0.45/251 spd=0.01 | beat=70689 px=70690 +0.1bp 2026-03-12T19:47:37+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:37 🪟 btc-updown-5m-1773315900 T-143s | Up=0.57/220 Dn=0.44/125 spd=0.01 | beat=70689 px=70698 +1.2bp | nb=5.0bp flip=0.11 | ↑11s ↓0s 2026-03-12T19:47:42+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:42 🪟 btc-updown-5m-1773315900 T-137s | Up=0.60/285 Dn=0.41/74 spd=0.01 | beat=70689 px=70701 +1.7bp | nb=5.0bp flip=0.10 | ↑11s ↓0s 2026-03-12T19:47:42+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:42 ⏭ btc-updown-5m-1773315900 | rej=无信号 执行edge不足 best=Down net=+0.010 thr=0.070 margin=-0.060 Up:执行edge不足 Down:执行edge不足 | Up=0.60/285 Dn=0.41/74 spd=0.01 | beat=70689 px=70701 +1.7bp 2026-03-12T19:47:48+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:48 🪟 btc-updown-5m-1773315900 T-132s | Up=0.51/132 Dn=0.50/71 spd=0.01 | beat=70689 px=70704 +2.1bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-12T19:47:51+08:00 ip-172-26-5-159 python[267733]: 2026-03-12 19:47:51 ⏭ btc-updown-5m-1773315900 | rej=near_beat diff=2.1bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 📡 价格流启动: binance, coinbase 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 📡 价格流启动: binance-perp 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 UserOrderFeed 启动 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 MarketResolutionFeed 启动 2026-03-12T20:43:33+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:33 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T20:43:34+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:34 📡 coinbase WS 已连接 2026-03-12T20:43:34+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:34 📡 binance WS 已连接 2026-03-12T20:43:34+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:34 📡 binance-perp WS 已连接 2026-03-12T20:43:36+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:36 ♻️ 启动恢复持仓 btc-updown-5m-1773319200 2026-03-12T20:43:36+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:36 MarketResolutionFeed WebSocket 已连接 2026-03-12T20:43:36+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:43:36 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773319200 Up | 余额=62.83 usdc.e | traded=125 | 今日 39W-13L 已实现PnL=$-4.70 2026-03-12T20:44:37+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:44:37 💓 heartbeat | 扫描=105 | 持仓: btc-updown-5m-1773319200 Up | 余额=62.83 usdc.e | traded=125 | 今日 39W-13L 已实现PnL=$-4.70 2026-03-12T20:45:37+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:45:37 💓 heartbeat | 扫描=204 | 持仓: btc-updown-5m-1773319200 Up | 余额=62.83 usdc.e | traded=125 | 今日 39W-13L 已实现PnL=$-4.70 2026-03-12T20:46:38+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:46:38 💓 heartbeat | 扫描=308 | 持仓: btc-updown-5m-1773319200 Up | 余额=62.83 usdc.e | traded=125 | 今日 39W-13L 已实现PnL=$-4.70 2026-03-12T20:46:55+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:46:55 市场 resolved 事件 | condition=0x5356f08ded1771 2026-03-12T20:46:55+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:46:55 WS resolved 触发 | condition=0x5356f08ded1771 将在下次循环立即尝试 redeem 2026-03-12T20:47:00+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:00 📡 CTF redeem (gasless) tx 已发送: 0x995b226bca4dfeb36c48322d04449c5f2d3df0be3a375547b4e0f54712004019 2026-03-12T20:47:10+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:10 redeem 确认成功 | slug=btc-updown-5m-1773319200 outcome=Up tx=0x995b226bca4dfeb36c48322d04449c5f2d3df0be3a375547b4e0f54712004019 2026-03-12T20:47:10+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:10 🪟 btc-updown-5m-1773319500 | 进入决策窗口 T-169s [120s~180s] 2026-03-12T20:47:11+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:11 🪟 btc-updown-5m-1773319500 T-169s | Up=0.69/341 Dn=0.32/8 spd=0.01 | beat=70472 px=70498 +3.8bp | nb=5.0bp flip=0.06 | ↑11s ↓0s 2026-03-12T20:47:11+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:11 ⏭ btc-updown-5m-1773319500 | rej=无信号 执行edge不足 best=Up net=-0.056 thr=0.070 margin=-0.126 Up:执行edge不足 Down:量不足 | Up=0.69/341 Dn=0.32/8 spd=0.01 | beat=70472 px=70498 +3.8bp 2026-03-12T20:47:16+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:16 🪟 btc-updown-5m-1773319500 T-164s | Up=0.63/99 Dn=0.38/132 spd=0.01 | beat=70472 px=70499 +3.8bp | nb=5.0bp flip=0.03 | ↑10s ↓0s 2026-03-12T20:47:21+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:21 🪟 btc-updown-5m-1773319500 T-159s | Up=0.66/401 Dn=0.35/239 spd=0.01 | beat=70472 px=70496 +3.4bp | nb=5.0bp flip=0.03 | ↑10s ↓0s 2026-03-12T20:47:21+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:21 ⏭ btc-updown-5m-1773319500 | rej=无信号 执行edge不足 best=Down net=-0.001 thr=0.070 margin=-0.071 Up:执行edge不足 Down:执行edge不足 | Up=0.66/401 Dn=0.35/239 spd=0.01 | beat=70472 px=70496 +3.4bp 2026-03-12T20:47:27+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:27 🪟 btc-updown-5m-1773319500 T-153s | Up=0.58/103 Dn=0.44/511 spd=0.02 | beat=70472 px=70494 +3.1bp | nb=5.0bp flip=0.03 | ↑11s ↓0s 2026-03-12T20:47:27+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:27 ⏭ btc-updown-5m-1773319500 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.64/3 Dn=0.37/13 spd=0.01 | beat=70472 px=70494 +3.1bp 2026-03-12T20:47:32+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:32 🪟 btc-updown-5m-1773319500 T-148s | Up=0.70/455 Dn=0.32/302 spd=0.02 | beat=70472 px=70492 +2.9bp | nb=5.0bp flip=0.03 | ↑11s ↓0s 2026-03-12T20:47:32+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:32 ⏭ btc-updown-5m-1773319500 | rej=无信号 执行edge不足 best=Down net=+0.033 thr=0.070 margin=-0.037 Up:执行edge不足 Down:执行edge不足 | Up=0.70/455 Dn=0.32/302 spd=0.02 | beat=70472 px=70492 +2.9bp 2026-03-12T20:47:37+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:37 🪟 btc-updown-5m-1773319500 T-143s | Up=0.74/290 Dn=0.28/400 spd=0.02 | beat=70472 px=70491 +2.8bp | nb=5.0bp flip=0.03 | ↑10s ↓0s 2026-03-12T20:47:38+08:00 ip-172-26-5-159 python[270541]: 2026-03-12 20:47:38 ⏭ btc-updown-5m-1773319500 | rej=near_beat diff=2.9bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 后验 w_model=1.00 | w_conf=0.02 | w_sample=0.10 | dist_ref=0.0bps | gap=0.10/4.0bps 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 📡 价格流启动: binance, coinbase 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 📡 价格流启动: binance-perp 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 UserOrderFeed 启动 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 MarketResolutionFeed 启动 2026-03-12T20:56:35+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:35 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-12T20:56:36+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:36 📡 coinbase WS 已连接 2026-03-12T20:56:36+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:36 📡 binance WS 已连接 2026-03-12T20:56:36+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:36 📡 binance-perp WS 已连接 2026-03-12T20:56:39+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:56:39 💓 heartbeat | 扫描=1 | 无持仓 | 余额=68.80 usdc.e | traded=125 | 今日 40W-13L 已实现PnL=$-3.53 2026-03-12T20:57:00+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:00 🪟 btc-updown-5m-1773320100 | 进入决策窗口 T-180s [120s~180s] 2026-03-12T20:57:01+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:01 🪟 btc-updown-5m-1773320100 T-180s | Up=0.50/202 Dn=0.51/3 spd=0.01 | beat=70376 px=70376 +0.0bp | nb=5.0bp flip=0.00 | ↑8s ↓4s 2026-03-12T20:57:01+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:01 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Up net=-0.010 thr=0.070 margin=-0.080 Up:执行edge不足 Down:量不足 | Up=0.50/202 Dn=0.51/3 spd=0.01 | beat=70376 px=70376 +0.0bp 2026-03-12T20:57:05+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:05 🪟 btc-updown-5m-1773320100 T-175s | Up=0.44/286 Dn=0.57/25 spd=0.01 | beat=70376 px=70379 +0.5bp | nb=5.0bp flip=0.08 | ↑8s ↓3s 2026-03-12T20:57:10+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:10 🪟 btc-updown-5m-1773320100 T-169s | Up=0.36/73 Dn=0.65/968 spd=0.01 | beat=70376 px=70375 -0.2bp | nb=5.0bp flip=0.07 | ↑3s ↓8s 2026-03-12T20:57:10+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:10 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Up net=+0.040 thr=0.070 margin=-0.030 Up:执行edge不足 Down:执行edge不足 | Up=0.36/73 Dn=0.65/968 spd=0.01 | beat=70376 px=70375 -0.2bp 2026-03-12T20:57:15+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:15 🪟 btc-updown-5m-1773320100 T-164s | Up=0.40/488 Dn=0.61/12 spd=0.01 | beat=70376 px=70365 -1.5bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-12T20:57:20+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:20 🪟 btc-updown-5m-1773320100 T-159s | Up=0.44/131 Dn=0.57/138 spd=0.01 | beat=70376 px=70360 -2.2bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-12T20:57:20+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:20 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Down net=+0.027 thr=0.070 margin=-0.043 Up:执行edge不足 Down:执行edge不足 | Up=0.44/131 Dn=0.57/138 spd=0.01 | beat=70376 px=70360 -2.2bp 2026-03-12T20:57:25+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:25 🪟 btc-updown-5m-1773320100 T-154s | Up=0.41/254 Dn=0.60/25 spd=0.01 | beat=70376 px=70361 -2.1bp | nb=5.0bp flip=0.05 | ↑0s ↓11s 2026-03-12T20:57:31+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:31 🪟 btc-updown-5m-1773320100 T-149s | Up=0.34/211 Dn=0.67/77 spd=0.01 | beat=70376 px=70362 -2.0bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:31+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:31 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Up net=+0.019 thr=0.070 margin=-0.051 Up:执行edge不足 Down:执行edge不足 | Up=0.34/211 Dn=0.67/77 spd=0.01 | beat=70376 px=70362 -2.0bp 2026-03-12T20:57:36+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:36 🪟 btc-updown-5m-1773320100 T-144s | Up=0.43/39 Dn=0.58/42 spd=0.01 | beat=70376 px=70361 -2.1bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:39+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:39 💓 heartbeat | 扫描=83 | 无持仓 | 余额=68.80 usdc.e | traded=125 | 今日 40W-13L 已实现PnL=$-3.53 2026-03-12T20:57:41+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:41 🪟 btc-updown-5m-1773320100 T-139s | Up=0.44/242 Dn=0.57/58 spd=0.01 | beat=70376 px=70360 -2.3bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:41+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:41 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Down net=+0.048 thr=0.070 margin=-0.022 Up:执行edge不足 Down:执行edge不足 | Up=0.44/242 Dn=0.57/58 spd=0.01 | beat=70376 px=70360 -2.3bp 2026-03-12T20:57:46+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:46 🪟 btc-updown-5m-1773320100 T-133s | Up=0.44/231 Dn=0.57/46 spd=0.01 | beat=70376 px=70361 -2.1bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:51+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:51 🪟 btc-updown-5m-1773320100 T-128s | Up=0.44/10 Dn=0.57/479 spd=0.01 | beat=70376 px=70361 -2.1bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:51+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:51 ⏭ btc-updown-5m-1773320100 | rej=无信号 执行edge不足 best=Down net=+0.047 thr=0.070 margin=-0.023 Up:量不足 Down:执行edge不足 | Up=0.44/10 Dn=0.57/479 spd=0.01 | beat=70376 px=70361 -2.1bp 2026-03-12T20:57:56+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:56 🪟 btc-updown-5m-1773320100 T-123s | Up=0.43/226 Dn=0.58/476 spd=0.01 | beat=70376 px=70362 -1.9bp | nb=5.0bp flip=0.04 | ↑0s ↓11s 2026-03-12T20:57:58+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:58 ⏭ btc-updown-5m-1773320100 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.46/12 Dn=0.56/10 spd=0.02 | beat=70376 px=70364 -1.7bp 2026-03-12T20:57:59+08:00 ip-172-26-5-159 python[271117]: 2026-03-12 20:57:59 ⏭ btc-updown-5m-1773320100 | rej=near_beat diff=1.7bp0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 📡 价格流启动: binance, coinbase 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 📡 价格流启动: binance-perp 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 UserOrderFeed 启动 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 MarketResolutionFeed 启动 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T06:33:35+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:35 📡 coinbase WS 已连接 2026-03-13T06:33:36+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:36 📡 binance-perp WS 已连接 2026-03-13T06:33:36+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:36 📡 binance WS 已连接 2026-03-13T06:33:38+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:33:38 💓 heartbeat | 扫描=1 | 无持仓 | 余额=60.48 usdc.e | traded=135 | 今日 9W-4L 已实现PnL=$+3.41 2026-03-13T06:34:38+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:34:38 💓 heartbeat | 扫描=106 | 无持仓 | 余额=60.48 usdc.e | traded=135 | 今日 9W-4L 已实现PnL=$+3.41 2026-03-13T06:35:38+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:35:38 💓 heartbeat | 扫描=207 | 无持仓 | 余额=60.48 usdc.e | traded=135 | 今日 9W-4L 已实现PnL=$+3.41 2026-03-13T06:36:39+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:36:39 💓 heartbeat | 扫描=312 | 无持仓 | 余额=60.48 usdc.e | traded=135 | 今日 9W-4L 已实现PnL=$+3.41 2026-03-13T06:37:00+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:00 🪟 btc-updown-5m-1773354900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T06:37:00+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:00 🪟 btc-updown-5m-1773354900 T-180s | Up=0.52/81 Dn=0.49/209 spd=0.01 | beat=70106 px=70108 +0.3bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-13T06:37:00+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:00 ⏭ btc-updown-5m-1773354900 | rej=无信号 执行edge不足 best=Up net=-0.012 thr=0.070 margin=-0.082 Up:执行edge不足 Down:执行edge不足 | Up=0.52/81 Dn=0.49/209 spd=0.01 | beat=70106 px=70108 +0.3bp 2026-03-13T06:37:05+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:05 🪟 btc-updown-5m-1773354900 T-175s | Up=0.51/44 Dn=0.50/419 spd=0.01 | beat=70106 px=70108 +0.3bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-13T06:37:10+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:10 🪟 btc-updown-5m-1773354900 T-170s | Up=0.50/301 Dn=0.53/81 spd=0.03 | beat=70106 px=70108 +0.3bp | nb=5.0bp flip=0.03 | ↑11s ↓0s 2026-03-13T06:37:10+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:10 ⏭ btc-updown-5m-1773354900 | rej=无信号 执行edge不足 best=Up net=-0.004 thr=0.070 margin=-0.074 Up:执行edge不足 Down:执行edge不足 | Up=0.50/301 Dn=0.53/81 spd=0.03 | beat=70106 px=70108 +0.3bp 2026-03-13T06:37:11+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:11 ⏭ btc-updown-5m-1773354900 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.50/301 Dn=0.56/563 spd=0.06 | beat=70106 px=70108 +0.3bp 2026-03-13T06:37:16+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:16 🪟 btc-updown-5m-1773354900 T-164s | Up=0.57/27 Dn=0.46/41 spd=0.03 | beat=70106 px=70107 +0.2bp | nb=5.0bp flip=0.05 | ↑7s ↓4s 2026-03-13T06:37:21+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:21 ⏭ btc-updown-5m-1773354900 | rej=无信号 执行edge不足 best=Up net=-0.071 thr=0.070 margin=-0.141 Up:执行edge不足 Down:量不足 | Up=0.67/177 Dn=0.34/7 spd=0.01 | beat=70106 px=70108 +0.3bp 2026-03-13T06:37:22+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:22 🪟 btc-updown-5m-1773354900 T-158s | Up=0.65/5 Dn=0.36/80 spd=0.01 | beat=70106 px=70108 +0.3bp | nb=5.0bp flip=0.05 | ↑7s ↓4s 2026-03-13T06:37:23+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:23 ⏭ btc-updown-5m-1773354900 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.74/101 Dn=0.30/80 spd=0.04 | beat=70106 px=70108 +0.3bp 2026-03-13T06:37:25+08:00 ip-172-26-5-159 python[276143]: 2026-03-13 06:37:25 ⏭ btc-updown-5m-1773354900 | rej=near_beat diff=1.3bp0.070 | net>0.070 | prior=on | ref>=6/15s 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | depth≥$12 | confirm>=8s 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 📡 价格流启动: binance, coinbase 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 📡 价格流启动: binance-perp 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 UserOrderFeed 启动 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 MarketResolutionFeed 启动 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T08:09:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:16 📡 coinbase WS 已连接 2026-03-13T08:09:17+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:17 📡 binance-perp WS 已连接 2026-03-13T08:09:17+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:17 📡 binance WS 已连接 2026-03-13T08:09:19+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:19 ♻️ 启动恢复持仓 btc-updown-5m-1773360300 2026-03-13T08:09:19+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:19 MarketResolutionFeed WebSocket 已连接 2026-03-13T08:09:19+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:09:19 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773360300 Up | 余额=69.56 usdc.e | traded=137 | 今日 13W-4L 已实现PnL=$+16.30 2026-03-13T08:10:19+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:10:19 💓 heartbeat | 扫描=102 | 持仓: btc-updown-5m-1773360300 Up | 余额=69.56 usdc.e | traded=137 | 今日 13W-4L 已实现PnL=$+16.30 2026-03-13T08:11:20+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:11:20 💓 heartbeat | 扫描=207 | 持仓: btc-updown-5m-1773360300 Up | 余额=69.56 usdc.e | traded=137 | 今日 13W-4L 已实现PnL=$+16.30 2026-03-13T08:11:55+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:11:55 市场 resolved 事件 | condition=0xaf8fa1e65040e9 2026-03-13T08:11:55+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:11:55 WS resolved 触发 | condition=0xaf8fa1e65040e9 将在下次循环立即尝试 redeem 2026-03-13T08:12:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:00 📡 CTF redeem (gasless) tx 已发送: 0x01b1cf3e503e3edf12b566f588ce17066e977250a941aed17d104cc3b8522c2a 2026-03-13T08:12:08+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:08 redeem 确认成功 | slug=btc-updown-5m-1773360300 outcome=Up tx=0x01b1cf3e503e3edf12b566f588ce17066e977250a941aed17d104cc3b8522c2a 2026-03-13T08:12:09+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:09 🪟 btc-updown-5m-1773360600 | 进入决策窗口 T-171s [120s~180s] 2026-03-13T08:12:09+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:09 🪟 btc-updown-5m-1773360600 T-171s | Up=0.87/245 Dn=0.14/311 spd=0.01 | beat=70632 px=70759 +18.1bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:12:09+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:09 ⏭ btc-updown-5m-1773360600 | rej=无信号 edge不足 best=Down net=-0.011 thr=0.070 margin=-0.081 Up/net=-0.021/thr=0.070/margin=-0.091 Down/net=-0.011/thr=0.070/margin=-0.081 | Up=0.87/245 Dn=0.14/311 spd=0.01 | beat=70632 px=70759 +18.1bp 2026-03-13T08:12:14+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:14 🪟 btc-updown-5m-1773360600 T-165s | Up=0.86/32 Dn=0.15/227 spd=0.01 | beat=70632 px=70742 +15.6bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:12:20+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:20 🪟 btc-updown-5m-1773360600 T-160s | Up=0.90/45 Dn=0.11/337 spd=0.01 | beat=70632 px=70737 +15.0bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:12:20+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:20 ⏭ btc-updown-5m-1773360600 | rej=无信号 edge不足 best=Down net=+0.053 thr=0.070 margin=-0.017 Up/net=-0.085/thr=0.070/margin=-0.155 Down/net=+0.053/thr=0.070/margin=-0.017 | Up=0.90/45 Dn=0.11/337 spd=0.01 | beat=70632 px=70737 +15.0bp 2026-03-13T08:12:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:21 💓 heartbeat | 扫描=282 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:12:25+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:25 🪟 btc-updown-5m-1773360600 T-155s | Up=0.91/47 Dn=0.10/765 spd=0.01 | beat=70632 px=70738 +15.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:12:30+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:30 🪟 btc-updown-5m-1773360600 T-150s | Up=0.91/209 Dn=0.10/35 spd=0.01 | beat=70632 px=70749 +16.6bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:12:30+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:30 ⏭ btc-updown-5m-1773360600 | rej=无信号 edge不足 best=Up net=-0.059 thr=0.070 margin=-0.129 Up/net=-0.059/thr=0.070/margin=-0.129 Down:深度不足 | Up=0.91/209 Dn=0.10/35 spd=0.01 | beat=70632 px=70749 +16.6bp 2026-03-13T08:12:34+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:34 ⏭ btc-updown-5m-1773360600 | rej=无信号 无候选 Up:ask超范围 Down:深度不足 | Up=0.95/931 Dn=0.08/136 spd=0.03 | beat=70632 px=70749 +16.7bp 2026-03-13T08:12:35+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:35 🪟 btc-updown-5m-1773360600 T-145s | Up=0.97/954 Dn=0.04/30 spd=0.01 | beat=70632 px=70749 +16.7bp | nb=5.6bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:12:40+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:40 🪟 btc-updown-5m-1773360600 T-140s | Up=0.99/7340 Dn=0.03/1408 spd=0.02 | beat=70632 px=70750 +16.8bp | nb=5.5bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:12:44+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:44 ⏭ btc-updown-5m-1773360600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/5709 Dn=0.02/4924 spd=0.01 | beat=70632 px=70882 +35.5bp 2026-03-13T08:12:45+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:45 🪟 btc-updown-5m-1773360600 T-135s | Up=1.00/100 Dn=0.01/3450 spd=0.01 | beat=70632 px=70884 +35.7bp | nb=5.4bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:12:50+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:50 🪟 btc-updown-5m-1773360600 T-130s | Up=1.00/264 Dn=0.01/10770 spd=0.01 | beat=70632 px=70927 +41.8bp | nb=5.2bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:12:55+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:55 ⏭ btc-updown-5m-1773360600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=1.00/240 Dn=0.01/10726 spd=0.01 | beat=70632 px=70944 +44.3bp 2026-03-13T08:12:55+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:12:55 🪟 btc-updown-5m-1773360600 T-124s | Up=1.00/240 Dn=0.01/10968 spd=0.01 | beat=70632 px=70947 +44.7bp | nb=5.1bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:13:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:13:21 💓 heartbeat | 扫描=365 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:14:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:14:21 💓 heartbeat | 扫描=470 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:15:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:15:21 💓 heartbeat | 扫描=568 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:16:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:16:21 💓 heartbeat | 扫描=674 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:17:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:00 🪟 btc-updown-5m-1773360900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T08:17:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:00 🪟 btc-updown-5m-1773360900 T-180s | Up=0.98/3935 Dn=0.04/150 spd=0.02 | beat=71124 px=71470 +48.6bp | nb=8.6bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:00 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/3935 Dn=0.04/150 spd=0.02 | beat=71124 px=71470 +48.6bp 2026-03-13T08:17:05+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:05 🪟 btc-updown-5m-1773360900 T-174s | Up=0.98/426 Dn=0.03/1135 spd=0.01 | beat=71124 px=71529 +57.0bp | nb=8.5bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:17:11+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:11 🪟 btc-updown-5m-1773360900 T-169s | Up=0.99/3371 Dn=0.02/4368 spd=0.01 | beat=71124 px=71577 +63.8bp | nb=8.4bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:11+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:11 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/3371 Dn=0.02/4368 spd=0.01 | beat=71124 px=71577 +63.8bp 2026-03-13T08:17:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:16 🪟 btc-updown-5m-1773360900 T-164s | Up=- Dn=0.01/8961 | beat=71124 px=71589 +65.4bp | nb=8.3bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:17:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:22 🪟 btc-updown-5m-1773360900 T-159s | Up=- Dn=0.01/15751 | beat=71124 px=71607 +67.9bp | nb=8.2bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:22 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/15751 | beat=71124 px=71607 +67.9bp 2026-03-13T08:17:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:22 💓 heartbeat | 扫描=766 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:17:27+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:27 🪟 btc-updown-5m-1773360900 T-153s | Up=- Dn=0.01/13688 | beat=71124 px=71624 +70.3bp | nb=8.2bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:17:31+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:31 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/8912 | beat=71124 px=71619 +69.6bp 2026-03-13T08:17:32+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:32 🪟 btc-updown-5m-1773360900 T-147s | Up=- Dn=0.01/8937 | beat=71124 px=71613 +68.8bp | nb=8.1bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:38+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:38 🪟 btc-updown-5m-1773360900 T-142s | Up=- Dn=0.01/5518 | beat=71124 px=71559 +61.2bp | nb=7.3bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:42+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:42 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/4089 | beat=71124 px=71550 +60.0bp 2026-03-13T08:17:43+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:43 🪟 btc-updown-5m-1773360900 T-137s | Up=- Dn=0.01/3822 | beat=71124 px=71550 +60.0bp | nb=7.2bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:17:48+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:48 🪟 btc-updown-5m-1773360900 T-132s | Up=- Dn=0.01/277 | beat=71124 px=71517 +55.3bp | nb=7.0bp flip=0.00 | ↑10s ↓0s 2026-03-13T08:17:53+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:53 ⏭ btc-updown-5m-1773360900 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/4582 Dn=0.02/1350 spd=0.01 | beat=71124 px=71505 +53.6bp 2026-03-13T08:17:54+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:54 🪟 btc-updown-5m-1773360900 T-126s | Up=0.99/4969 Dn=0.02/594 spd=0.01 | beat=71124 px=71494 +52.0bp | nb=6.9bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:17:59+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:17:59 🪟 btc-updown-5m-1773360900 T-121s | Up=0.98/306 Dn=0.03/1447 spd=0.01 | beat=71124 px=71431 +43.3bp | nb=6.7bp flip=0.00 | ↑11s ↓0s 2026-03-13T08:18:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:18:22 💓 heartbeat | 扫描=847 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:19:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:19:22 💓 heartbeat | 扫描=953 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:20:22+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:20:22 💓 heartbeat | 扫描=1055 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:21:23+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:21:23 💓 heartbeat | 扫描=1160 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:22:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:00 🪟 btc-updown-5m-1773361200 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T08:22:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:00 🪟 btc-updown-5m-1773361200 T-180s | Up=0.94/632 Dn=0.07/20 spd=0.01 | beat=71278 px=71686 +57.3bp | nb=6.8bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:00+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:00 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/632 Dn=0.07/20 spd=0.01 | beat=71278 px=71686 +57.3bp 2026-03-13T08:22:05+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:05 🪟 btc-updown-5m-1773361200 T-174s | Up=0.96/124 Dn=0.06/528 spd=0.02 | beat=71278 px=71590 +43.9bp | nb=6.6bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:11+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:11 🪟 btc-updown-5m-1773361200 T-169s | Up=0.97/275 Dn=0.04/200 spd=0.01 | beat=71278 px=71586 +43.3bp | nb=6.5bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:11+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:11 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/275 Dn=0.04/200 spd=0.01 | beat=71278 px=71586 +43.3bp 2026-03-13T08:22:16+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:16 🪟 btc-updown-5m-1773361200 T-164s | Up=0.97/167 Dn=0.04/1299 spd=0.01 | beat=71278 px=71599 +45.1bp | nb=6.4bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:21 🪟 btc-updown-5m-1773361200 T-159s | Up=0.99/18799 Dn=0.02/4720 spd=0.01 | beat=71278 px=71603 +45.7bp | nb=6.2bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:22:21+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:21 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/18799 Dn=0.02/4720 spd=0.01 | beat=71278 px=71603 +45.7bp 2026-03-13T08:22:23+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:23 💓 heartbeat | 扫描=1251 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:22:27+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:27 🪟 btc-updown-5m-1773361200 T-153s | Up=0.99/12027 Dn=0.02/2556 spd=0.01 | beat=71278 px=71694 +58.4bp | nb=6.2bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:22:32+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:32 🪟 btc-updown-5m-1773361200 T-148s | Up=0.99/1453 Dn=0.02/2412 spd=0.01 | beat=71278 px=71712 +61.0bp | nb=6.1bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:32+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:32 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/1453 Dn=0.02/2412 spd=0.01 | beat=71278 px=71712 +61.0bp 2026-03-13T08:22:37+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:37 🪟 btc-updown-5m-1773361200 T-143s | Up=- Dn=0.01/1655 | beat=71278 px=71742 +65.1bp | nb=5.9bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:22:42+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:42 🪟 btc-updown-5m-1773361200 T-137s | Up=0.99/1981 Dn=0.02/1675 spd=0.01 | beat=71278 px=71739 +64.8bp | nb=5.9bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:22:42+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:42 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/1981 Dn=0.02/1675 spd=0.01 | beat=71278 px=71739 +64.8bp 2026-03-13T08:22:48+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:48 🪟 btc-updown-5m-1773361200 T-132s | Up=0.98/50 Dn=0.03/2064 spd=0.01 | beat=71278 px=71692 +58.2bp | nb=5.8bp flip=0.01 | ↑10s ↓0s 2026-03-13T08:22:53+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:53 🪟 btc-updown-5m-1773361200 T-127s | Up=0.99/16789 Dn=0.02/795 spd=0.01 | beat=71278 px=71647 +51.9bp | nb=5.7bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:22:53+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:53 ⏭ btc-updown-5m-1773361200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/16789 Dn=0.02/795 spd=0.01 | beat=71278 px=71647 +51.9bp 2026-03-13T08:22:58+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:22:58 🪟 btc-updown-5m-1773361200 T-121s | Up=0.99/2166 Dn=0.02/487 spd=0.01 | beat=71278 px=71647 +51.9bp | nb=5.8bp flip=0.01 | ↑11s ↓0s 2026-03-13T08:23:23+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:23:23 💓 heartbeat | 扫描=1334 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:24:23+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:24:23 💓 heartbeat | 扫描=1439 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:25:24+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:25:24 💓 heartbeat | 扫描=1540 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:26:24+08:00 ip-172-26-5-159 python[277961]: 2026-03-13 08:26:24 💓 heartbeat | 扫描=1645 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:26:42+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T08:26:42+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T08:26:42+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:26:42+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 36.018s CPU time. 2026-03-13T08:26:42+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 builder attribution: 已配置 BuilderConfig 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 📡 价格流启动: binance, coinbase 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 📡 价格流启动: binance-perp 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 UserOrderFeed 启动 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 MarketResolutionFeed 启动 2026-03-13T08:26:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:45 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T08:26:46+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:46 📡 coinbase WS 已连接 2026-03-13T08:26:46+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:46 📡 binance WS 已连接 2026-03-13T08:26:46+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:46 📡 binance-perp WS 已连接 2026-03-13T08:26:49+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:26:49 💓 heartbeat | 扫描=1 | 无持仓 | 余额=74.59 usdc.e | traded=137 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:27:00+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:00 🪟 btc-updown-5m-1773361500 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T08:27:02+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:02 🪟 btc-updown-5m-1773361500 T-179s | Up=0.54/298 Dn=0.47/232 spd=0.01 | beat=71536 px=71543 +1.0bp | yes=0.537 σ=0.41 | ↑10s ↓2s 2026-03-13T08:27:02+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:02 ⏭ btc-updown-5m-1773361500 | rej=无信号 edge不足 best=Up net=-0.014 thr=0.070 margin=-0.084 Up/net=-0.014/thr=0.070/margin=-0.084 Down/net=-0.018/thr=0.070/margin=-0.088 | Up=0.54/298 Dn=0.47/232 spd=0.01 | beat=71536 px=71543 +1.0bp 2026-03-13T08:27:06+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:06 🪟 btc-updown-5m-1773361500 T-174s | Up=0.40/116 Dn=0.61/168 spd=0.01 | beat=71536 px=71545 +1.3bp | yes=0.523 σ=0.86 | ↑9s ↓1s 2026-03-13T08:27:07+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:07 ⏭ btc-updown-5m-1773361500 | rej=recheck无信号 edge不足 best=Down net=-0.144 thr=0.070 margin=-0.214 Down/net=-0.144/thr=0.070/margin=-0.214 Up:深度不足 | Up=0.40/3 Dn=0.61/173 spd=0.01 | beat=71536 px=71545 +1.3bp 2026-03-13T08:27:10+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:10 UserOrderFeed WebSocket 已连接 2026-03-13T08:27:18+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:18 ✅ v11买入 btc-updown-5m-1773361500 | Up avg≈0.400 5.640354shares limit=0.400 order=0x6fd5a970df0e2a2905eb2e418caa8c4e34ceb7fd9d8821719b79fd337f69df00 2026-03-13T08:27:29+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:29 MarketResolutionFeed WebSocket 已连接 2026-03-13T08:27:49+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:27:49 💓 heartbeat | 扫描=81 | 持仓: btc-updown-5m-1773361500 Up | 余额=72.59 usdc.e | traded=138 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:28:49+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:28:49 💓 heartbeat | 扫描=186 | 持仓: btc-updown-5m-1773361500 Up | 余额=72.59 usdc.e | traded=138 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:29:50+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:29:50 💓 heartbeat | 扫描=291 | 持仓: btc-updown-5m-1773361500 Up | 余额=72.59 usdc.e | traded=138 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:30:50+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:30:50 💓 heartbeat | 扫描=389 | 持仓: btc-updown-5m-1773361500 Up | 余额=72.59 usdc.e | traded=138 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:31:50+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:31:50 💓 heartbeat | 扫描=494 | 持仓: btc-updown-5m-1773361500 Up | 余额=72.59 usdc.e | traded=138 | 今日 14W-4L 已实现PnL=$+17.52 2026-03-13T08:32:00+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:00 🪟 btc-updown-5m-1773361800 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T08:32:00+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:00 🪟 btc-updown-5m-1773361800 T-180s | Up=0.99/14139 Dn=0.02/690 spd=0.01 | beat=71483 px=71937 +63.6bp | yes=0.970 σ=1.29 | ↑11s ↓0s 2026-03-13T08:32:00+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:00 ⏭ btc-updown-5m-1773361800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/14139 Dn=0.02/690 spd=0.01 | beat=71483 px=71937 +63.6bp 2026-03-13T08:32:05+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:05 🪟 btc-updown-5m-1773361800 T-174s | Up=0.99/13870 Dn=0.02/1152 spd=0.01 | beat=71483 px=71932 +62.9bp | yes=0.971 σ=1.28 | ↑11s ↓0s 2026-03-13T08:32:06+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:06 市场 resolved 事件 | condition=0x5cc7cd961e6a10 2026-03-13T08:32:06+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:06 WS resolved 触发 | condition=0x5cc7cd961e6a10 将在下次循环立即尝试 redeem 2026-03-13T08:32:13+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:13 📡 CTF redeem (gasless) tx 已发送: 0x4d3a30ccfa7e7a21ad2c062a909cfcf80d80c791588bde45d18b147048c78fb9 2026-03-13T08:32:23+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:23 redeem 确认成功 | slug=btc-updown-5m-1773361500 outcome=Up tx=0x4d3a30ccfa7e7a21ad2c062a909cfcf80d80c791588bde45d18b147048c78fb9 2026-03-13T08:32:24+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:24 🪟 btc-updown-5m-1773361800 T-156s | Up=0.99/12805 Dn=0.02/4390 spd=0.01 | beat=71483 px=71941 +64.1bp | yes=0.978 σ=1.29 | ↑11s ↓0s 2026-03-13T08:32:24+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:24 ⏭ btc-updown-5m-1773361800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/12805 Dn=0.02/4390 spd=0.01 | beat=71483 px=71941 +64.1bp 2026-03-13T08:32:29+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:29 🪟 btc-updown-5m-1773361800 T-151s | Up=0.99/5938 Dn=0.02/2342 spd=0.01 | beat=71483 px=71932 +62.9bp | yes=0.979 σ=1.28 | ↑11s ↓0s 2026-03-13T08:32:34+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:34 ⏭ btc-updown-5m-1773361800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/5505 Dn=0.02/2414 spd=0.01 | beat=71483 px=71922 +61.5bp 2026-03-13T08:32:34+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:34 🪟 btc-updown-5m-1773361800 T-145s | Up=0.99/5471 Dn=0.02/2370 spd=0.01 | beat=71483 px=71921 +61.3bp | yes=0.978 σ=1.28 | ↑11s ↓0s 2026-03-13T08:32:40+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:40 🪟 btc-updown-5m-1773361800 T-140s | Up=0.99/1301 Dn=0.02/1737 spd=0.01 | beat=71483 px=71910 +59.7bp | yes=0.977 σ=1.29 | ↑11s ↓0s 2026-03-13T08:32:44+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:44 ⏭ btc-updown-5m-1773361800 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/9585 | beat=71483 px=71922 +61.5bp 2026-03-13T08:32:45+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:45 🪟 btc-updown-5m-1773361800 T-135s | Up=- Dn=0.01/9271 | beat=71483 px=71923 +61.6bp | yes=0.981 σ=1.29 | ↑11s ↓0s 2026-03-13T08:32:50+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:50 🪟 btc-updown-5m-1773361800 T-130s | Up=- Dn=0.01/8582 | beat=71483 px=71950 +65.4bp | yes=0.988 σ=1.29 | ↑11s ↓0s 2026-03-13T08:32:50+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:50 💓 heartbeat | 扫描=546 | 无持仓 | 余额=72.59 usdc.e | traded=138 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:32:55+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:55 ⏭ btc-updown-5m-1773361800 | rej=无信号 无候选 Up:无盘口 Down:ask超范围 | Up=- Dn=0.01/7952 | beat=71483 px=71972 +68.5bp 2026-03-13T08:32:55+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:32:55 🪟 btc-updown-5m-1773361800 T-124s | Up=- Dn=0.01/8972 | beat=71483 px=71975 +68.9bp | yes=0.993 σ=1.29 | ↑11s ↓0s 2026-03-13T08:33:51+08:00 ip-172-26-5-159 python[278391]: 2026-03-13 08:33:51 💓 heartbeat | 扫描=645 | 无持仓 | 余额=72.59 usdc.e | traded=138 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:34:33+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T08:34:33+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T08:34:33+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:34:33+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 21.172s CPU time. 2026-03-13T08:34:33+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 builder attribution: 已配置 BuilderConfig 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 | 收敛主线15项 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 📡 价格流启动: binance, coinbase 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 📡 价格流启动: binance-perp 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 UserOrderFeed 启动 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 MarketResolutionFeed 启动 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T08:34:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:36 📡 coinbase WS 已连接 2026-03-13T08:34:37+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:37 📡 binance WS 已连接 2026-03-13T08:34:37+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:37 📡 binance-perp WS 已连接 2026-03-13T08:34:39+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:34:39 💓 heartbeat | 扫描=1 | 无持仓 | 余额=72.59 usdc.e | traded=138 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:35:39+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:35:39 💓 heartbeat | 扫描=101 | 无持仓 | 余额=72.59 usdc.e | traded=138 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:36:39+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:36:39 💓 heartbeat | 扫描=206 | 无持仓 | 余额=72.59 usdc.e | traded=138 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:37:00+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:00 🪟 btc-updown-5m-1773362100 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T08:37:00+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:00 🪟 btc-updown-5m-1773362100 T-180s | Up=0.24/1122 Dn=0.78/266 spd=0.02 | beat=71942 px=71829 -15.7bp | yes=0.255 σ=0.91 | ↑0s ↓11s 2026-03-13T08:37:00+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:00 ⏭ btc-updown-5m-1773362100 | rej=无信号 edge不足 best=Up net=-0.001<0.070 | Up=0.24/1122 Dn=0.78/266 spd=0.02 | beat=71942 px=71829 -15.7bp 2026-03-13T08:37:04+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:04 ⏭ btc-updown-5m-1773362100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.27/329 Dn=0.77/84 spd=0.04 | beat=71942 px=71829 -15.7bp 2026-03-13T08:37:05+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:05 🪟 btc-updown-5m-1773362100 T-175s | Up=0.26/20 Dn=0.75/13 spd=0.01 | beat=71942 px=71829 -15.7bp | yes=0.255 σ=0.92 | ↑0s ↓11s 2026-03-13T08:37:10+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:10 🪟 btc-updown-5m-1773362100 T-169s | Up=0.21/130 Dn=0.80/48 spd=0.01 | beat=71942 px=71838 -14.4bp | yes=0.273 σ=0.94 | ↑0s ↓11s 2026-03-13T08:37:10+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:10 ⏭ btc-updown-5m-1773362100 | rej=无信号 edge不足 best=Up net=+0.052<0.070 | Up=0.21/130 Dn=0.80/48 spd=0.01 | beat=71942 px=71838 -14.4bp 2026-03-13T08:37:12+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:12 ⏭ btc-updown-5m-1773362100 | rej=recheck无信号 edge不足 best=Down net=-0.132<0.070 | Up=0.16/20 Dn=0.85/234 spd=0.01 | beat=71942 px=71838 -14.4bp 2026-03-13T08:37:16+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:16 UserOrderFeed WebSocket 已连接 2026-03-13T08:37:22+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:22 ✅ v11买入 btc-updown-5m-1773362100 | Up avg≈0.150 9.02399shares limit=0.150 order=0xc50b37cb8bb5601e98214a0cb4e581ab0d376ec79340b82c43030f335c5cc76e 2026-03-13T08:37:28+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:28 MarketResolutionFeed WebSocket 已连接 2026-03-13T08:37:40+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:37:40 💓 heartbeat | 扫描=288 | 持仓: btc-updown-5m-1773362100 Up | 余额=71.24 usdc.e | traded=139 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:38:40+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:38:40 💓 heartbeat | 扫描=394 | 持仓: btc-updown-5m-1773362100 Up | 余额=71.24 usdc.e | traded=139 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:39:40+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:39:40 💓 heartbeat | 扫描=499 | 持仓: btc-updown-5m-1773362100 Up | 余额=71.24 usdc.e | traded=139 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:40:41+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:40:41 💓 heartbeat | 扫描=598 | 持仓: btc-updown-5m-1773362100 Up | 余额=71.24 usdc.e | traded=139 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:41:41+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:41:41 💓 heartbeat | 扫描=703 | 持仓: btc-updown-5m-1773362100 Up | 余额=71.24 usdc.e | traded=139 | 今日 14W-5L 已实现PnL=$+15.53 2026-03-13T08:41:57+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:41:57 市场 resolved 事件 | condition=0x85f9ad6549fe32 2026-03-13T08:41:57+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:41:57 WS resolved 触发 | condition=0x85f9ad6549fe32 将在下次循环立即尝试 redeem 2026-03-13T08:42:02+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:02 📡 CTF redeem (gasless) tx 已发送: 0xb893e3e85f1525b6807653f62fd6f60d5a44c697563a307175a349a0e4e9bd30 2026-03-13T08:42:14+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:14 redeem 确认成功 | slug=btc-updown-5m-1773362100 outcome=Up tx=0xb893e3e85f1525b6807653f62fd6f60d5a44c697563a307175a349a0e4e9bd30 2026-03-13T08:42:15+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:15 🪟 btc-updown-5m-1773362400 | 进入决策窗口 T-165s [120s~180s] 2026-03-13T08:42:15+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:15 🪟 btc-updown-5m-1773362400 T-165s | Up=0.10/1015 Dn=0.91/6 spd=0.01 | beat=71744 px=71556 -26.2bp | yes=0.101 σ=0.82 | ↑0s ↓10s 2026-03-13T08:42:15+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:15 ⏭ btc-updown-5m-1773362400 | rej=无信号 edge不足 best=Up net=-0.010<0.070 | Up=0.10/1015 Dn=0.91/6 spd=0.01 | beat=71744 px=71556 -26.2bp 2026-03-13T08:42:18+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:18 ⏭ btc-updown-5m-1773362400 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/10 Dn=0.94/532 spd=0.02 | beat=71744 px=71551 -26.9bp 2026-03-13T08:42:20+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:20 🪟 btc-updown-5m-1773362400 T-159s | Up=0.06/150 Dn=0.95/726 spd=0.01 | beat=71744 px=71545 -27.8bp | yes=0.086 σ=0.83 | ↑0s ↓11s 2026-03-13T08:42:25+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:25 🪟 btc-updown-5m-1773362400 T-154s | Up=0.07/588 Dn=0.95/489 spd=0.02 | beat=71744 px=71535 -29.1bp | yes=0.066 σ=0.80 | ↑0s ↓11s 2026-03-13T08:42:28+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:28 ⏭ btc-updown-5m-1773362400 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/195 Dn=0.95/319 spd=0.02 | beat=71744 px=71541 -28.3bp 2026-03-13T08:42:31+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:31 🪟 btc-updown-5m-1773362400 T-149s | Up=0.07/88 Dn=0.94/37 spd=0.01 | beat=71744 px=71545 -27.8bp | yes=0.070 σ=0.79 | ↑0s ↓11s 2026-03-13T08:42:31+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:31 ⏭ btc-updown-5m-1773362400 | rej=无信号 edge不足 best=Down net=+0.000<0.070 | Up=0.09/5 Dn=0.92/81 spd=0.01 | beat=71744 px=71545 -27.8bp 2026-03-13T08:42:36+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:36 🪟 btc-updown-5m-1773362400 T-144s | Up=0.12/188 Dn=0.90/99 spd=0.02 | beat=71744 px=71548 -27.4bp | yes=0.071 σ=0.80 | ↑0s ↓10s 2026-03-13T08:42:40+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:40 ⏭ btc-updown-5m-1773362400 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/124 Dn=0.94/64 spd=0.02 | beat=71744 px=71566 -24.9bp 2026-03-13T08:42:41+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:41 🪟 btc-updown-5m-1773362400 T-139s | Up=0.07/111 Dn=0.94/10 spd=0.01 | beat=71744 px=71572 -24.0bp | yes=0.087 σ=0.77 | ↑0s ↓10s 2026-03-13T08:42:42+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:42 💓 heartbeat | 扫描=762 | 无持仓 | 余额=71.24 usdc.e | traded=139 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:42:43+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:43 ⏭ btc-updown-5m-1773362400 | rej=无信号 edge不足 best=Up net=-0.024<0.070 | Up=0.10/485 Dn=0.92/5 spd=0.02 | beat=71744 px=71577 -23.3bp 2026-03-13T08:42:46+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:46 🪟 btc-updown-5m-1773362400 T-134s | Up=0.09/31 Dn=0.92/120 spd=0.01 | beat=71744 px=71589 -21.7bp | yes=0.106 σ=0.77 | ↑0s ↓11s 2026-03-13T08:42:51+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:51 🪟 btc-updown-5m-1773362400 T-129s | Up=0.08/536 Dn=0.93/117 spd=0.01 | beat=71744 px=71589 -21.6bp | yes=0.099 σ=0.76 | ↑0s ↓10s 2026-03-13T08:42:53+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:53 ⏭ btc-updown-5m-1773362400 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/95 Dn=0.93/40 spd=0.01 | beat=71744 px=71589 -21.6bp 2026-03-13T08:42:54+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:54 ⏭ btc-updown-5m-1773362400 | rej=无信号 edge不足 best=Up net=+0.006<0.070 | Up=0.08/351 Dn=0.93/67 spd=0.01 | beat=71744 px=71591 -21.4bp 2026-03-13T08:42:56+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:42:56 🪟 btc-updown-5m-1773362400 T-124s | Up=0.06/546 Dn=0.95/84 spd=0.01 | beat=71744 px=71592 -21.2bp | yes=0.099 σ=0.76 | ↑0s ↓11s 2026-03-13T08:43:42+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:43:42 💓 heartbeat | 扫描=857 | 无持仓 | 余额=71.24 usdc.e | traded=139 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:44:43+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:44:43 💓 heartbeat | 扫描=962 | 无持仓 | 余额=71.24 usdc.e | traded=139 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:45:43+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:45:43 💓 heartbeat | 扫描=1061 | 无持仓 | 余额=71.24 usdc.e | traded=139 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:46:43+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:46:43 💓 heartbeat | 扫描=1167 | 无持仓 | 余额=71.24 usdc.e | traded=139 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:47:00+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:47:00 🪟 btc-updown-5m-1773362700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T08:47:00+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:47:00 🪟 btc-updown-5m-1773362700 T-180s | Up=0.26/354 Dn=0.75/110 spd=0.01 | beat=71519 px=71488 -4.4bp | yes=0.408 σ=0.71 | ↑0s ↓11s 2026-03-13T08:47:06+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:47:06 ✅ v11买入 btc-updown-5m-1773362700 | Up avg≈0.220 10.91903shares limit=0.220 order=0x77b11be6d07b2bccc75718c3fa684c8601fd8e5705b19fd19243c9c6ce331525 2026-03-13T08:47:43+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:47:43 💓 heartbeat | 扫描=1261 | 持仓: btc-updown-5m-1773362700 Up | 余额=68.82 usdc.e | traded=140 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:48:44+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:48:44 💓 heartbeat | 扫描=1367 | 持仓: btc-updown-5m-1773362700 Up | 余额=68.82 usdc.e | traded=140 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:49:44+08:00 ip-172-26-5-159 python[278767]: 2026-03-13 08:49:44 💓 heartbeat | 扫描=1473 | 持仓: btc-updown-5m-1773362700 Up | 余额=68.82 usdc.e | traded=140 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:50:43+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T08:50:43+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T08:50:43+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:50:43+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 33.315s CPU time. 2026-03-13T08:50:43+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 builder attribution: 已配置 BuilderConfig 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 📡 价格流启动: binance, coinbase 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 UserOrderFeed 启动 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 MarketResolutionFeed 启动 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T08:50:47+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:47 📡 coinbase WS 已连接 2026-03-13T08:50:48+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:48 📡 binance WS 已连接 2026-03-13T08:50:50+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:50 ♻️ 启动恢复持仓 btc-updown-5m-1773362700 2026-03-13T08:50:50+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:50 MarketResolutionFeed WebSocket 已连接 2026-03-13T08:50:50+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:50:50 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773362700 Up | 余额=68.82 usdc.e | traded=137 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:51:51+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:51:51 💓 heartbeat | 扫描=106 | 持仓: btc-updown-5m-1773362700 Up | 余额=68.82 usdc.e | traded=137 | 今日 14W-6L 已实现PnL=$+14.18 2026-03-13T08:51:57+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:51:57 市场 resolved 事件 | condition=0x15ed235b1169c2 2026-03-13T08:51:57+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:51:57 WS resolved 触发 | condition=0x15ed235b1169c2 将在下次循环立即尝试 redeem 2026-03-13T08:52:02+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:02 📡 CTF redeem (gasless) tx 已发送: 0x3aec9574527fa5c83cd251170c995107a66e71fe3696c911cb839edd664c7737 2026-03-13T08:52:10+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:10 redeem 确认成功 | slug=btc-updown-5m-1773362700 outcome=Up tx=0x3aec9574527fa5c83cd251170c995107a66e71fe3696c911cb839edd664c7737 2026-03-13T08:52:11+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:11 🪟 btc-updown-5m-1773363000 | 进入决策窗口 T-169s [120s~180s] 2026-03-13T08:52:11+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:11 🪟 btc-updown-5m-1773363000 T-169s | Up=0.79/160 Dn=0.22/51 spd=0.01 | beat=71334 px=71390 +7.8bp | yes=0.713 σ=0.54 | ↑11s ↓0s 2026-03-13T08:52:11+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:11 ⏭ btc-updown-5m-1773363000 | rej=无信号 edge不足 best=Up net=-0.088<0.070 | Up=0.79/160 Dn=0.22/51 spd=0.01 | beat=71334 px=71390 +7.8bp 2026-03-13T08:52:16+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:16 🪟 btc-updown-5m-1773363000 T-163s | Up=0.77/101 Dn=0.24/179 spd=0.01 | beat=71334 px=71394 +8.4bp | yes=0.728 σ=0.55 | ↑11s ↓0s 2026-03-13T08:52:21+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:21 ⏭ btc-updown-5m-1773363000 | rej=无信号 edge不足 best=Up net=+0.020<0.070 | Up=0.74/63 Dn=0.27/458 spd=0.01 | beat=71334 px=71407 +10.1bp 2026-03-13T08:52:22+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:22 🪟 btc-updown-5m-1773363000 T-158s | Up=0.74/33 Dn=0.27/821 spd=0.01 | beat=71334 px=71407 +10.2bp | yes=0.772 σ=0.55 | ↑10s ↓0s 2026-03-13T08:52:27+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:27 🪟 btc-updown-5m-1773363000 T-152s | Up=0.75/89 Dn=0.26/129 spd=0.01 | beat=71334 px=71396 +8.6bp | yes=0.739 σ=0.55 | ↑11s ↓0s 2026-03-13T08:52:32+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:32 ⏭ btc-updown-5m-1773363000 | rej=无信号 edge不足 best=Up net=-0.029<0.070 | Up=0.76/162 Dn=0.25/13 spd=0.01 | beat=71334 px=71395 +8.5bp 2026-03-13T08:52:33+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:33 🪟 btc-updown-5m-1773363000 T-147s | Up=0.76/499 Dn=0.25/193 spd=0.01 | beat=71334 px=71395 +8.5bp | yes=0.744 σ=0.55 | ↑11s ↓0s 2026-03-13T08:52:38+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:38 🪟 btc-updown-5m-1773363000 T-141s | Up=0.77/191 Dn=0.25/647 spd=0.02 | beat=71334 px=71395 +8.5bp | yes=0.751 σ=0.54 | ↑11s ↓0s 2026-03-13T08:52:42+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:42 ⏭ btc-updown-5m-1773363000 | rej=无信号 edge不足 best=Up net=-0.045<0.070 | Up=0.79/565 Dn=0.22/5 spd=0.01 | beat=71334 px=71396 +8.6bp 2026-03-13T08:52:44+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:44 🪟 btc-updown-5m-1773363000 T-136s | Up=0.75/130 Dn=0.26/192 spd=0.01 | beat=71334 px=71396 +8.6bp | yes=0.757 σ=0.54 | ↑10s ↓0s 2026-03-13T08:52:50+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:50 🪟 btc-updown-5m-1773363000 T-130s | Up=0.65/49 Dn=0.36/260 spd=0.01 | beat=71334 px=71396 +8.6bp | yes=0.761 σ=0.54 | ↑10s ↓0s 2026-03-13T08:52:51+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:51 UserOrderFeed WebSocket 已连接 2026-03-13T08:52:55+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:55 ✅ v11买入 btc-updown-5m-1773363000 | Up avg≈0.650 4.942642shares limit=0.650 order=0x9168bef0231742dadb6c5b698b0ef130f4cf204b56b0aceff8d3627c309a56c0 2026-03-13T08:52:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:52:56 💓 heartbeat | 扫描=180 | 无持仓 | 余额=65.57 usdc.e | traded=138 | 今日 14W-7L 已实现PnL=$+11.76 2026-03-13T08:53:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:53:56 💓 heartbeat | 扫描=285 | 持仓: btc-updown-5m-1773363000 Up | 余额=65.57 usdc.e | traded=138 | 今日 14W-7L 已实现PnL=$+11.76 2026-03-13T08:54:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:54:56 💓 heartbeat | 扫描=390 | 持仓: btc-updown-5m-1773363000 Up | 余额=65.57 usdc.e | traded=138 | 今日 14W-7L 已实现PnL=$+11.76 2026-03-13T08:55:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:55:56 💓 heartbeat | 扫描=491 | 持仓: btc-updown-5m-1773363000 Up | 余额=65.57 usdc.e | traded=138 | 今日 14W-7L 已实现PnL=$+11.76 2026-03-13T08:56:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:56:56 市场 resolved 事件 | condition=0x2819ef92f7194c 2026-03-13T08:56:56+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:56:56 WS resolved 触发 | condition=0x2819ef92f7194c 将在下次循环立即尝试 redeem 2026-03-13T08:57:03+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:03 📡 CTF redeem (gasless) tx 已发送: 0xa9c91aa5ace56bf77d1b9fa19a652d1cc0df41aba9913fcccf3b27e06a0931bb 2026-03-13T08:57:07+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:07 redeem 确认成功 | slug=btc-updown-5m-1773363000 outcome=Up tx=0xa9c91aa5ace56bf77d1b9fa19a652d1cc0df41aba9913fcccf3b27e06a0931bb 2026-03-13T08:57:07+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:07 🪟 btc-updown-5m-1773363300 | 进入决策窗口 T-172s [120s~180s] 2026-03-13T08:57:07+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:07 🪟 btc-updown-5m-1773363300 T-172s | Up=0.69/346 Dn=0.32/71 spd=0.01 | beat=71287 px=71336 +6.9bp | yes=0.639 σ=0.75 | ↑11s ↓0s 2026-03-13T08:57:07+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:07 ⏭ btc-updown-5m-1773363300 | rej=无信号 edge不足 best=Down net=+0.030<0.070 | Up=0.69/346 Dn=0.32/71 spd=0.01 | beat=71287 px=71336 +6.9bp 2026-03-13T08:57:08+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:08 💓 heartbeat | 扫描=597 | 无持仓 | 余额=65.57 usdc.e | traded=138 | 今日 14W-8L 已实现PnL=$+8.51 2026-03-13T08:57:12+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:12 🪟 btc-updown-5m-1773363300 T-167s | Up=0.67/16 Dn=0.34/410 spd=0.01 | beat=71287 px=71337 +7.0bp | yes=0.643 σ=0.75 | ↑10s ↓0s 2026-03-13T08:57:18+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:18 🪟 btc-updown-5m-1773363300 T-162s | Up=0.70/253 Dn=0.31/187 spd=0.01 | beat=71287 px=71338 +7.2bp | yes=0.649 σ=0.75 | ↑10s ↓0s 2026-03-13T08:57:18+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:18 ⏭ btc-updown-5m-1773363300 | rej=无信号 edge不足 best=Down net=+0.030<0.070 | Up=0.70/253 Dn=0.31/187 spd=0.01 | beat=71287 px=71338 +7.2bp 2026-03-13T08:57:23+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:23 🪟 btc-updown-5m-1773363300 T-156s | Up=0.61/22 Dn=0.40/56 spd=0.01 | beat=71287 px=71340 +7.4bp | yes=0.656 σ=0.75 | ↑11s ↓0s 2026-03-13T08:57:28+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:28 ⏭ btc-updown-5m-1773363300 | rej=无信号 edge不足 best=Up net=+0.047<0.070 | Up=0.60/265 Dn=0.41/198 spd=0.01 | beat=71287 px=71340 +7.4bp 2026-03-13T08:57:29+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:29 🪟 btc-updown-5m-1773363300 T-151s | Up=0.60/21 Dn=0.41/721 spd=0.01 | beat=71287 px=71340 +7.4bp | yes=0.659 σ=0.75 | ↑11s ↓0s 2026-03-13T08:57:35+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:35 🪟 btc-updown-5m-1773363300 T-145s | Up=0.52/280 Dn=0.49/101 spd=0.01 | beat=71287 px=71317 +4.1bp | yes=0.590 σ=0.77 | ↑10s ↓0s 2026-03-13T08:57:39+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:39 ⏭ btc-updown-5m-1773363300 | rej=无信号 edge不足 best=Down net=+0.059<0.070 | Up=0.66/142 Dn=0.35/78 spd=0.01 | beat=71287 px=71313 +3.6bp 2026-03-13T08:57:40+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:40 🪟 btc-updown-5m-1773363300 T-139s | Up=0.67/297 Dn=0.34/96 spd=0.01 | beat=71287 px=71313 +3.7bp | yes=0.581 σ=0.77 | ↑11s ↓0s 2026-03-13T08:57:49+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:57:49 ✅ v11买入 btc-updown-5m-1773363300 | Down avg≈0.300 5.135522shares limit=0.300 order=0x01a71a8a96a589ea698e3498aaa6b5d2ef6e6eb3e5edf0c698da5a2064e93cc6 2026-03-13T08:58:08+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:58:08 💓 heartbeat | 扫描=684 | 持仓: btc-updown-5m-1773363300 Down | 余额=64.07 usdc.e | traded=139 | 今日 14W-8L 已实现PnL=$+8.51 2026-03-13T08:59:08+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 08:59:08 💓 heartbeat | 扫描=790 | 持仓: btc-updown-5m-1773363300 Down | 余额=64.07 usdc.e | traded=139 | 今日 14W-8L 已实现PnL=$+8.51 2026-03-13T09:00:09+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 09:00:09 💓 heartbeat | 扫描=889 | 持仓: btc-updown-5m-1773363300 Down | 余额=64.07 usdc.e | traded=139 | 今日 14W-8L 已实现PnL=$+8.51 2026-03-13T09:01:09+08:00 ip-172-26-5-159 python[279196]: 2026-03-13 09:01:09 💓 heartbeat | 扫描=994 | 持仓: btc-updown-5m-1773363300 Down | 余额=64.07 usdc.e | traded=139 | 今日 14W-8L 已实现PnL=$+8.51 2026-03-13T09:01:14+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T09:01:14+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T09:01:14+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T09:01:14+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 20.019s CPU time. 2026-03-13T09:22:11+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T09:22:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:14 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T09:22:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:14 builder attribution: 已配置 BuilderConfig 2026-03-13T09:22:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:14 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 📡 价格流启动: binance, coinbase 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 UserOrderFeed 启动 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 MarketResolutionFeed 启动 2026-03-13T09:22:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:16 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T09:22:17+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:17 📡 coinbase WS 已连接 2026-03-13T09:22:17+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:17 📡 binance WS 已连接 2026-03-13T09:22:19+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:19 MarketResolutionFeed WebSocket 已连接 2026-03-13T09:22:24+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:24 📡 CTF redeem (gasless) tx 已发送: 0xcc37b0e31a9d24040414523d98d41cb61f2cee08cad4083d595c817a5ce6831d 2026-03-13T09:22:30+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:30 redeem 确认成功 | slug=btc-updown-5m-1773363300 outcome=Down tx=0xcc37b0e31a9d24040414523d98d41cb61f2cee08cad4083d595c817a5ce6831d 2026-03-13T09:22:30+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:30 🪟 btc-updown-5m-1773364800 | 进入决策窗口 T-149s [120s~180s] 2026-03-13T09:22:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:31 🪟 btc-updown-5m-1773364800 T-149s | Up=0.35/201 Dn=0.66/0 spd=0.01 | beat=71575 px=71556 -2.6bp | yes=0.420 σ=0.53 | ↑0s ↓12s 2026-03-13T09:22:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:31 ⏭ btc-updown-5m-1773364800 | rej=无信号 edge不足 best=Up net=+0.059<0.070 | Up=0.35/201 Dn=0.66/0 spd=0.01 | beat=71575 px=71556 -2.6bp 2026-03-13T09:22:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:31 💓 heartbeat | 扫描=1 | 无持仓 | 余额=64.07 usdc.e | traded=139 | 今日 14W-9L 已实现PnL=$+7.00 2026-03-13T09:22:35+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:35 ⏭ btc-updown-5m-1773364800 | rej=recheck无信号 edge不足 best=Up net=+0.038<0.070 | Up=0.35/818 Dn=0.66/14 spd=0.01 | beat=71575 px=71547 -3.8bp 2026-03-13T09:22:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:36 🪟 btc-updown-5m-1773364800 T-144s | Up=0.34/20 Dn=0.68/70 spd=0.02 | beat=71575 px=71546 -4.0bp | yes=0.396 σ=0.65 | ↑0s ↓10s 2026-03-13T09:22:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:38 ⏭ btc-updown-5m-1773364800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.38/195 Dn=0.66/108 spd=0.04 | beat=71575 px=71546 -4.0bp 2026-03-13T09:22:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:41 ⏭ btc-updown-5m-1773364800 | rej=无信号 edge不足 best=Up net=+0.011<0.070 | Up=0.37/149 Dn=0.64/17 spd=0.01 | beat=71575 px=71545 -4.1bp 2026-03-13T09:22:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:41 🪟 btc-updown-5m-1773364800 T-138s | Up=0.37/130 Dn=0.64/68 spd=0.01 | beat=71575 px=71545 -4.1bp | yes=0.389 σ=0.63 | ↑0s ↓10s 2026-03-13T09:22:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:47 🪟 btc-updown-5m-1773364800 T-133s | Up=0.32/56 Dn=0.69/3 spd=0.01 | beat=71575 px=71556 -2.6bp | yes=0.428 σ=0.63 | ↑0s ↓11s 2026-03-13T09:22:48+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:48 UserOrderFeed WebSocket 已连接 2026-03-13T09:22:53+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:22:53 ✅ v11买入 btc-updown-5m-1773364800 | Up avg≈0.290 7.727404shares limit=0.290 order=0x11fbe6e2cf44443759d5b5e765c70332abcd92775c3ff2741f49098a714df8f8 2026-03-13T09:23:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:23:32 💓 heartbeat | 扫描=77 | 持仓: btc-updown-5m-1773364800 Up | 余额=62.05 usdc.e | traded=140 | 今日 14W-9L 已实现PnL=$+7.00 2026-03-13T09:24:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:24:32 💓 heartbeat | 扫描=158 | 持仓: btc-updown-5m-1773364800 Up | 余额=62.05 usdc.e | traded=140 | 今日 14W-9L 已实现PnL=$+7.00 2026-03-13T09:25:33+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:25:33 💓 heartbeat | 扫描=250 | 持仓: btc-updown-5m-1773364800 Up | 余额=62.05 usdc.e | traded=140 | 今日 14W-9L 已实现PnL=$+7.00 2026-03-13T09:26:33+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:26:33 💓 heartbeat | 扫描=353 | 持仓: btc-updown-5m-1773364800 Up | 余额=62.05 usdc.e | traded=140 | 今日 14W-9L 已实现PnL=$+7.00 2026-03-13T09:26:55+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:26:55 市场 resolved 事件 | condition=0xc6fd779b0a3fee 2026-03-13T09:26:55+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:26:55 WS resolved 触发 | condition=0xc6fd779b0a3fee 将在下次循环立即尝试 redeem 2026-03-13T09:27:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:00 📡 CTF redeem (gasless) tx 已发送: 0xaed62b9837a032d60d8d2e91dc2e967ed553c44405a1b4a649eb90d128c2f12a 2026-03-13T09:27:08+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:08 redeem 确认成功 | slug=btc-updown-5m-1773364800 outcome=Up tx=0xaed62b9837a032d60d8d2e91dc2e967ed553c44405a1b4a649eb90d128c2f12a 2026-03-13T09:27:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:09 🪟 btc-updown-5m-1773365100 | 进入决策窗口 T-171s [120s~180s] 2026-03-13T09:27:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:09 🪟 btc-updown-5m-1773365100 T-171s | Up=0.63/61 Dn=0.40/31 spd=0.03 | beat=71505 px=71521 +2.2bp | yes=0.560 σ=0.58 | ↑10s ↓0s 2026-03-13T09:27:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:09 ⏭ btc-updown-5m-1773365100 | rej=无信号 edge不足 best=Down net=+0.019<0.070 | Up=0.63/61 Dn=0.40/31 spd=0.03 | beat=71505 px=71521 +2.2bp 2026-03-13T09:27:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:10 ⏭ btc-updown-5m-1773365100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.64/174 Dn=0.40/122 spd=0.04 | beat=71505 px=71523 +2.6bp 2026-03-13T09:27:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:14 ⏭ btc-updown-5m-1773365100 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.74/70 Dn=0.30/107 spd=0.04 | beat=71505 px=71528 +3.3bp 2026-03-13T09:27:15+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:15 🪟 btc-updown-5m-1773365100 T-165s | Up=0.75/56 Dn=0.29/5 spd=0.04 | beat=71505 px=71535 +4.2bp | yes=0.612 σ=0.59 | ↑11s ↓0s 2026-03-13T09:27:26+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:26 ✅ v11买入 btc-updown-5m-1773365100 | Down avg≈0.230 5.143677shares limit=0.230 order=0xcbb859849cb1e3e032e071f4ecfbb0c2ad0a2b70c2b02116691d28bbb3c712b4 2026-03-13T09:27:33+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:27:33 💓 heartbeat | 扫描=417 | 持仓: btc-updown-5m-1773365100 Down | 余额=60.91 usdc.e | traded=141 | 今日 14W-10L 已实现PnL=$+4.99 2026-03-13T09:28:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:28:34 💓 heartbeat | 扫描=511 | 持仓: btc-updown-5m-1773365100 Down | 余额=60.91 usdc.e | traded=141 | 今日 14W-10L 已实现PnL=$+4.99 2026-03-13T09:29:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:29:14 FAK market order 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.'}] 2026-03-13T09:29:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:29:14 ❌ v11止盈卖出未成交 btc-updown-5m-1773365100 | Down limit=0.320 reason=order_unfilled order=- 2026-03-13T09:29:20+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:29:20 ✅ v11止盈卖出 btc-updown-5m-1773365100 | Down avg≈0.310 5.140000shares limit=0.310 order=0xeaae1c0cf8bc498bc8103f41eeeb10f5466f24c5d802c8e80d005a2a8accd1b1 2026-03-13T09:29:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:29:34 💓 heartbeat | 扫描=597 | 无持仓 | 余额=62.49 usdc.e | traded=141 | 今日 15W-10L 已实现PnL=$+5.42 2026-03-13T09:30:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:30:34 💓 heartbeat | 扫描=694 | 无持仓 | 余额=62.49 usdc.e | traded=141 | 今日 15W-10L 已实现PnL=$+5.42 2026-03-13T09:31:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:31:34 💓 heartbeat | 扫描=796 | 无持仓 | 余额=62.49 usdc.e | traded=141 | 今日 15W-10L 已实现PnL=$+5.42 2026-03-13T09:32:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:00 🪟 btc-updown-5m-1773365400 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T09:32:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:00 🪟 btc-updown-5m-1773365400 T-180s | Up=0.63/13 Dn=0.38/606 spd=0.01 | beat=71530 px=71544 +2.0bp | yes=0.550 σ=0.59 | ↑11s ↓0s 2026-03-13T09:32:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:00 ⏭ btc-updown-5m-1773365400 | rej=无信号 edge不足 best=Down net=+0.059<0.070 | Up=0.63/13 Dn=0.38/606 spd=0.01 | beat=71530 px=71544 +2.0bp 2026-03-13T09:32:05+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:05 🪟 btc-updown-5m-1773365400 T-175s | Up=0.65/188 Dn=0.36/80 spd=0.01 | beat=71530 px=71549 +2.6bp | yes=0.567 σ=0.59 | ↑11s ↓0s 2026-03-13T09:32:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:10 🪟 btc-updown-5m-1773365400 T-169s | Up=0.67/176 Dn=0.34/414 spd=0.01 | beat=71530 px=71550 +2.8bp | yes=0.575 σ=0.58 | ↑10s ↓0s 2026-03-13T09:32:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:11 ⏭ btc-updown-5m-1773365400 | rej=recheck无信号 edge不足 best=Up net=-0.125<0.070 | Up=0.69/464 Dn=0.32/23 spd=0.01 | beat=71530 px=71551 +2.9bp 2026-03-13T09:32:15+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:15 ⏭ btc-updown-5m-1773365400 | rej=无信号 edge不足 best=Down net=+0.037<0.070 | Up=0.67/220 Dn=0.35/615 spd=0.02 | beat=71530 px=71555 +3.5bp 2026-03-13T09:32:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:16 🪟 btc-updown-5m-1773365400 T-164s | Up=0.68/436 Dn=0.33/20 spd=0.01 | beat=71530 px=71556 +3.6bp | yes=0.598 σ=0.57 | ↑10s ↓0s 2026-03-13T09:32:24+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:24 ✅ v11买入 btc-updown-5m-1773365400 | Down avg≈0.300 4.961589shares limit=0.300 order=0xda88ac9d246879e602c0093e1a4fdab6074feea44c7f6c3f635ddaa5cce7fd14 2026-03-13T09:32:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:34 💓 heartbeat | 扫描=876 | 无持仓 | 余额=60.99 usdc.e | traded=142 | 今日 15W-10L 已实现PnL=$+5.42 2026-03-13T09:32:50+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:50 ✅ v11止盈卖出 btc-updown-5m-1773365400 | Down avg≈0.440 4.959996shares limit=0.440 order=0xf435900a38e8d9c292224173fbc2afdbee1016ab7ad13fa6230a490283e7a90a 2026-03-13T09:32:51+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:51 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:51+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:51 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.500 reason=create_order_failed order=- 2026-03-13T09:32:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:52 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:52 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.510 reason=create_order_failed order=- 2026-03-13T09:32:53+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:53 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:53+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:53 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.530 reason=create_order_failed order=- 2026-03-13T09:32:54+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:54 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:54+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:54 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.540 reason=create_order_failed order=- 2026-03-13T09:32:55+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:55 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:55+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:55 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.540 reason=create_order_failed order=- 2026-03-13T09:32:56+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:56 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:56+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:56 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.530 reason=create_order_failed order=- 2026-03-13T09:32:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:57 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:57 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.560 reason=create_order_failed order=- 2026-03-13T09:32:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:57 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:57 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.560 reason=create_order_failed order=- 2026-03-13T09:32:59+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:59 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:32:59+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:32:59 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.580 reason=create_order_failed order=- 2026-03-13T09:33:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:33:00 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:33:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:33:00 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.600 reason=create_order_failed order=- 2026-03-13T09:33:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:33:01 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:33:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:33:01 ❌ v11止盈卖出未成交 btc-updown-5m-1773365400 | Down limit=0.600 reason=create_order_failed order=- 2026-03-13T09:33:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:33:34 💓 heartbeat | 扫描=961 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:34:35+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:34:35 💓 heartbeat | 扫描=1063 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:35:35+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:35:35 💓 heartbeat | 扫描=1162 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:36:35+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:36:35 💓 heartbeat | 扫描=1264 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:37:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:00 🪟 btc-updown-5m-1773365700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T09:37:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:00 🪟 btc-updown-5m-1773365700 T-180s | Up=0.08/31 Dn=0.93/70 spd=0.01 | beat=71495 px=71377 -16.5bp | yes=0.189 σ=0.72 | ↑0s ↓11s 2026-03-13T09:37:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:00 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/31 Dn=0.93/70 spd=0.01 | beat=71495 px=71377 -16.5bp 2026-03-13T09:37:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:06 FAK market order 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.'}] 2026-03-13T09:37:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:06 ❌ v11买入未成交 btc-updown-5m-1773365700 | Up limit=0.090 reason=order_unfilled order=- 2026-03-13T09:37:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:06 ⏭ btc-updown-5m-1773365700 | 执行层放弃 reason=order_unfilled 2026-03-13T09:37:07+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:07 🪟 btc-updown-5m-1773365700 T-173s | Up=0.11/73 Dn=0.91/171 spd=0.02 | beat=71495 px=71372 -17.1bp | yes=0.178 σ=0.72 | ↑0s ↓10s 2026-03-13T09:37:07+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:07 ⏭ btc-updown-5m-1773365700 | rej=无信号 edge不足 best=Down net=-0.104<0.070 | Up=0.11/73 Dn=0.91/171 spd=0.02 | beat=71495 px=71372 -17.1bp 2026-03-13T09:37:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:10 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/150 Dn=0.94/643 spd=0.01 | beat=71495 px=71366 -17.9bp 2026-03-13T09:37:13+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:13 🪟 btc-updown-5m-1773365700 T-167s | Up=0.07/269 Dn=0.94/599 spd=0.01 | beat=71495 px=71358 -19.1bp | yes=0.149 σ=0.73 | ↑0s ↓10s 2026-03-13T09:37:18+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:18 🪟 btc-updown-5m-1773365700 T-161s | Up=0.06/668 Dn=0.95/1449 spd=0.01 | beat=71495 px=71357 -19.2bp | yes=0.144 σ=0.73 | ↑0s ↓11s 2026-03-13T09:37:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:21 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/4 Dn=0.94/185 spd=0.01 | beat=71495 px=71355 -19.5bp 2026-03-13T09:37:23+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:23 ⏭ btc-updown-5m-1773365700 | rej=无信号 edge不足 best=Up net=+0.052<0.070 | Up=0.08/687 Dn=0.93/12 spd=0.01 | beat=71495 px=71355 -19.5bp 2026-03-13T09:37:24+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:24 🪟 btc-updown-5m-1773365700 T-156s | Up=0.07/103 Dn=0.94/230 spd=0.01 | beat=71495 px=71355 -19.5bp | yes=0.142 σ=0.75 | ↑0s ↓10s 2026-03-13T09:37:29+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:29 🪟 btc-updown-5m-1773365700 T-150s | Up=0.06/65 Dn=0.95/1793 spd=0.01 | beat=71495 px=71363 -18.4bp | yes=0.151 σ=0.75 | ↑0s ↓11s 2026-03-13T09:37:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:31 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/205 Dn=0.95/1458 spd=0.01 | beat=71495 px=71363 -18.4bp 2026-03-13T09:37:35+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:35 🪟 btc-updown-5m-1773365700 T-145s | Up=0.06/612 Dn=0.95/373 spd=0.01 | beat=71495 px=71362 -18.6bp | yes=0.148 σ=0.76 | ↑0s ↓11s 2026-03-13T09:37:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:36 💓 heartbeat | 扫描=1356 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:37:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:40 🪟 btc-updown-5m-1773365700 T-139s | Up=0.05/63 Dn=0.96/860 spd=0.01 | beat=71495 px=71360 -18.8bp | yes=0.138 σ=0.75 | ↑0s ↓11s 2026-03-13T09:37:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:41 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/376 Dn=0.96/945 spd=0.01 | beat=71495 px=71360 -18.8bp 2026-03-13T09:37:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:45 🪟 btc-updown-5m-1773365700 T-134s | Up=0.05/1340 Dn=0.96/42 spd=0.01 | beat=71495 px=71352 -19.9bp | yes=0.119 σ=0.74 | ↑0s ↓11s 2026-03-13T09:37:51+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:51 🪟 btc-updown-5m-1773365700 T-129s | Up=0.04/196 Dn=0.97/912 spd=0.01 | beat=71495 px=71346 -20.7bp | yes=0.100 σ=0.73 | ↑0s ↓11s 2026-03-13T09:37:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:52 ⏭ btc-updown-5m-1773365700 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.04/185 Dn=0.97/413 spd=0.01 | beat=71495 px=71346 -20.8bp 2026-03-13T09:37:56+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:37:56 🪟 btc-updown-5m-1773365700 T-123s | Up=0.04/110 Dn=0.97/545 spd=0.01 | beat=71495 px=71346 -20.8bp | yes=0.088 σ=0.71 | ↑0s ↓11s 2026-03-13T09:38:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:38:36 💓 heartbeat | 扫描=1457 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:39:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:39:36 💓 heartbeat | 扫描=1560 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:40:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:40:36 💓 heartbeat | 扫描=1658 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:41:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:41:37 💓 heartbeat | 扫描=1760 | 无持仓 | 余额=63.14 usdc.e | traded=142 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:42:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:00 🪟 btc-updown-5m-1773366000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T09:42:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:00 🪟 btc-updown-5m-1773366000 T-180s | Up=0.90/566 Dn=0.11/198 spd=0.01 | beat=71375 px=71479 +14.5bp | yes=0.784 σ=0.70 | ↑10s ↓0s 2026-03-13T09:42:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:06 API error (attempt 1/3): PolyApiException[status_code=None, error_message=Request exception!] 2026-03-13T09:42:07+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:07 market order 失败: PolyApiException[status_code=400, error_message={'error': 'order 0x7fb5349d5e8c25a54eea555e8ace04e09a3dea4e5efd81d6f25d4acb38a8e8e3 is invalid. Duplicated.'}] 2026-03-13T09:42:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:10 ❌ v11买入未成交 btc-updown-5m-1773366000 | Down limit=0.120 reason=create_order_failed order=- 2026-03-13T09:42:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:10 ⏭ btc-updown-5m-1773366000 | 执行层放弃 reason=create_order_failed 2026-03-13T09:42:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:11 🪟 btc-updown-5m-1773366000 T-169s | Up=0.81/133 Dn=0.20/35 spd=0.01 | beat=71375 px=71480 +14.8bp | yes=0.794 σ=0.71 | ↑11s ↓0s 2026-03-13T09:42:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:11 ⏭ btc-updown-5m-1773366000 | rej=无信号 edge不足 best=Up net=-0.027<0.070 | Up=0.81/133 Dn=0.20/35 spd=0.01 | beat=71375 px=71480 +14.8bp 2026-03-13T09:42:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:16 🪟 btc-updown-5m-1773366000 T-164s | Up=0.81/169 Dn=0.20/178 spd=0.01 | beat=71375 px=71459 +11.8bp | yes=0.746 σ=0.71 | ↑11s ↓0s 2026-03-13T09:42:19+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:19 ⏭ btc-updown-5m-1773366000 | 执行层放弃 reason=market_position_exists 2026-03-13T09:42:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:21 ⏭ btc-updown-5m-1773366000 | rej=recheck无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/1153 Dn=0.06/252 spd=0.01 | beat=71375 px=71450 +10.6bp 2026-03-13T09:42:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:21 🪟 btc-updown-5m-1773366000 T-158s | Up=0.95/140 Dn=0.06/664 spd=0.01 | beat=71375 px=71450 +10.6bp | yes=0.703 σ=0.80 | ↑11s ↓0s 2026-03-13T09:42:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:21 ⏭ btc-updown-5m-1773366000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/140 Dn=0.06/664 spd=0.01 | beat=71375 px=71450 +10.6bp 2026-03-13T09:42:26+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:26 🪟 btc-updown-5m-1773366000 T-153s | Up=0.98/5207 Dn=0.04/1013 spd=0.02 | beat=71375 px=71485 +15.4bp | yes=0.769 σ=0.86 | ↑11s ↓0s 2026-03-13T09:42:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:32 🪟 btc-updown-5m-1773366000 T-148s | Up=0.99/6780 Dn=0.02/1789 spd=0.01 | beat=71375 px=71558 +25.7bp | yes=0.886 σ=0.89 | ↑11s ↓0s 2026-03-13T09:42:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:32 ⏭ btc-updown-5m-1773366000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/6780 Dn=0.02/1789 spd=0.01 | beat=71375 px=71558 +25.7bp 2026-03-13T09:42:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:42:37 💓 heartbeat | 扫描=1836 | 持仓: btc-updown-5m-1773366000 Down | 余额=62.06 usdc.e | traded=143 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:43:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:43:37 💓 heartbeat | 扫描=1932 | 持仓: btc-updown-5m-1773366000 Down | 余额=62.06 usdc.e | traded=143 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:44:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:44:37 💓 heartbeat | 扫描=2029 | 持仓: btc-updown-5m-1773366000 Down | 余额=62.06 usdc.e | traded=143 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:45:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:45:38 💓 heartbeat | 扫描=2127 | 持仓: btc-updown-5m-1773366000 Down | 余额=62.06 usdc.e | traded=143 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:46:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:46:38 💓 heartbeat | 扫描=2230 | 持仓: btc-updown-5m-1773366000 Down | 余额=62.06 usdc.e | traded=143 | 今日 16W-10L 已实现PnL=$+6.07 2026-03-13T09:47:02+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:02 📡 CTF redeem (gasless) tx 已发送: 0xe990a396c00765cc152c9743c187995dfeb7458d788ae8c7dd45dd78066a649b 2026-03-13T09:47:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:06 redeem 确认成功 | slug=btc-updown-5m-1773366000 outcome=Down tx=0xe990a396c00765cc152c9743c187995dfeb7458d788ae8c7dd45dd78066a649b 2026-03-13T09:47:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:06 🪟 btc-updown-5m-1773366300 | 进入决策窗口 T-174s [120s~180s] 2026-03-13T09:47:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:06 🪟 btc-updown-5m-1773366300 T-174s | Up=0.55/829 Dn=0.46/65 spd=0.01 | beat=71613 px=71641 +3.8bp | yes=0.567 σ=0.88 | ↑11s ↓0s 2026-03-13T09:47:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:06 ⏭ btc-updown-5m-1773366300 | rej=无信号 edge不足 best=Up net=+0.006<0.070 | Up=0.55/829 Dn=0.46/65 spd=0.01 | beat=71613 px=71641 +3.8bp 2026-03-13T09:47:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:11 🪟 btc-updown-5m-1773366300 T-168s | Up=0.55/517 Dn=0.46/59 spd=0.01 | beat=71613 px=71637 +3.3bp | yes=0.562 σ=0.82 | ↑11s ↓0s 2026-03-13T09:47:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:16 🪟 btc-updown-5m-1773366300 T-163s | Up=0.51/510 Dn=0.50/33 spd=0.01 | beat=71613 px=71633 +2.7bp | yes=0.551 σ=0.82 | ↑11s ↓0s 2026-03-13T09:47:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:16 ⏭ btc-updown-5m-1773366300 | rej=无信号 edge不足 best=Up net=+0.030<0.070 | Up=0.51/510 Dn=0.50/33 spd=0.01 | beat=71613 px=71633 +2.7bp 2026-03-13T09:47:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:21 🪟 btc-updown-5m-1773366300 T-158s | Up=0.45/154 Dn=0.56/20 spd=0.01 | beat=71613 px=71628 +2.1bp | yes=0.543 σ=0.76 | ↑11s ↓0s 2026-03-13T09:47:26+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:26 ⏭ btc-updown-5m-1773366300 | rej=recheck无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.42/10 Dn=0.59/1 spd=0.01 | beat=71613 px=71620 +1.0bp 2026-03-13T09:47:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:31 FAK market order 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.'}] 2026-03-13T09:47:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:31 ❌ v11买入未成交 btc-updown-5m-1773366300 | Up limit=0.410 reason=order_unfilled order=- 2026-03-13T09:47:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:31 ⏭ btc-updown-5m-1773366300 | 执行层放弃 reason=order_unfilled 2026-03-13T09:47:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:32 🪟 btc-updown-5m-1773366300 T-148s | Up=0.46/80 Dn=0.56/72 spd=0.02 | beat=71613 px=71611 -0.3bp | yes=0.493 σ=0.67 | ↑4s ↓7s 2026-03-13T09:47:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:32 ⏭ btc-updown-5m-1773366300 | rej=无信号 edge不足 best=Up net=+0.017<0.070 | Up=0.46/80 Dn=0.56/72 spd=0.02 | beat=71613 px=71611 -0.3bp 2026-03-13T09:47:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:37 🪟 btc-updown-5m-1773366300 T-142s | Up=0.47/189 Dn=0.54/168 spd=0.01 | beat=71613 px=71611 -0.3bp | yes=0.493 σ=0.67 | ↑7s ↓4s 2026-03-13T09:47:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:38 💓 heartbeat | 扫描=2300 | 无持仓 | 余额=62.06 usdc.e | traded=143 | 今日 16W-11L 已实现PnL=$+4.99 2026-03-13T09:47:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:41 ⏭ btc-updown-5m-1773366300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.50/35 Dn=0.54/613 spd=0.04 | beat=71613 px=71618 +0.6bp 2026-03-13T09:47:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:42 🪟 btc-updown-5m-1773366300 T-137s | Up=0.52/362 Dn=0.49/125 spd=0.01 | beat=71613 px=71618 +0.6bp | yes=0.516 σ=0.68 | ↑11s ↓0s 2026-03-13T09:47:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:43 ⏭ btc-updown-5m-1773366300 | rej=无信号 edge不足 best=Up net=-0.015<0.070 | Up=0.52/362 Dn=0.49/125 spd=0.01 | beat=71613 px=71618 +0.6bp 2026-03-13T09:47:48+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:48 🪟 btc-updown-5m-1773366300 T-132s | Up=0.42/23 Dn=0.59/72 spd=0.01 | beat=71613 px=71619 +0.8bp | yes=0.523 σ=0.63 | ↑10s ↓0s 2026-03-13T09:47:53+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:47:53 🪟 btc-updown-5m-1773366300 T-126s | Up=0.43/362 Dn=0.58/36 spd=0.01 | beat=71613 px=71619 +0.8bp | yes=0.522 σ=0.62 | ↑11s ↓0s 2026-03-13T09:48:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:48:01 ✅ v11买入 btc-updown-5m-1773366300 | Up avg≈0.390 4.942059shares limit=0.390 order=0x3043939efb852d7ac4e018a63e526f7e70771376f8141c12d38af1fd76aae11d 2026-03-13T09:48:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:48:38 💓 heartbeat | 扫描=2383 | 持仓: btc-updown-5m-1773366300 Up | 余额=60.11 usdc.e | traded=144 | 今日 16W-11L 已实现PnL=$+4.99 2026-03-13T09:49:39+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:49:39 💓 heartbeat | 扫描=2479 | 持仓: btc-updown-5m-1773366300 Up | 余额=60.11 usdc.e | traded=144 | 今日 16W-11L 已实现PnL=$+4.99 2026-03-13T09:50:02+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:50:02 ✅ v11止盈卖出 btc-updown-5m-1773366300 | Up avg≈0.550 4.940000shares limit=0.550 order=0xe4f8bde700a980de5d87f32cc6e485ef7f5955de8bfe61def2b997bd88571aad 2026-03-13T09:50:39+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:50:39 💓 heartbeat | 扫描=2567 | 无持仓 | 余额=63.84 usdc.e | traded=144 | 今日 17W-11L 已实现PnL=$+6.77 2026-03-13T09:51:39+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:51:39 💓 heartbeat | 扫描=2669 | 无持仓 | 余额=63.84 usdc.e | traded=144 | 今日 17W-11L 已实现PnL=$+6.77 2026-03-13T09:51:56+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:51:56 市场 resolved 事件 | condition=0xa116f47a98f572 2026-03-13T09:51:56+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:51:56 WS resolved 触发 | condition=0xa116f47a98f572 将在下次循环立即尝试 redeem 2026-03-13T09:52:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:00 🪟 btc-updown-5m-1773366600 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T09:52:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:00 🪟 btc-updown-5m-1773366600 T-180s | Up=0.50/67 Dn=0.51/36 spd=0.01 | beat=71610 px=71606 -0.6bp | yes=0.482 σ=0.54 | ↑0s ↓11s 2026-03-13T09:52:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:00 ⏭ btc-updown-5m-1773366600 | rej=无信号 edge不足 best=Down net=-0.003<0.070 | Up=0.50/67 Dn=0.51/36 spd=0.01 | beat=71610 px=71606 -0.6bp 2026-03-13T09:52:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:06 🪟 btc-updown-5m-1773366600 T-174s | Up=0.45/162 Dn=0.56/896 spd=0.01 | beat=71610 px=71605 -0.7bp | yes=0.480 σ=0.55 | ↑0s ↓11s 2026-03-13T09:52:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:10 ⏭ btc-updown-5m-1773366600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.58/228 Dn=0.46/111 spd=0.04 | beat=71610 px=71605 -0.7bp 2026-03-13T09:52:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:11 🪟 btc-updown-5m-1773366600 T-169s | Up=0.56/10 Dn=0.45/161 spd=0.01 | beat=71610 px=71605 -0.7bp | yes=0.479 σ=0.55 | ↑3s ↓7s 2026-03-13T09:52:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:11 ⏭ btc-updown-5m-1773366600 | rej=无信号 edge不足 best=Down net=+0.060<0.070 | Up=0.56/10 Dn=0.45/161 spd=0.01 | beat=71610 px=71605 -0.7bp 2026-03-13T09:52:20+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:20 ✅ v11买入 btc-updown-5m-1773366600 | Down avg≈0.380 5.906501shares limit=0.380 order=0xb410c9b751063c1b3a37027cb38770d6123bb7302fd1550ea2917e5b6c5790c9 2026-03-13T09:52:39+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:52:39 💓 heartbeat | 扫描=2757 | 持仓: btc-updown-5m-1773366600 Down | 余额=61.57 usdc.e | traded=145 | 今日 17W-11L 已实现PnL=$+6.77 2026-03-13T09:53:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:00 ✅ v11止盈卖出 btc-updown-5m-1773366600 | Down avg≈0.460 5.900000shares limit=0.460 order=0xae4287f37c212a4a9142a2de36dd5e63620e240cdc3dac4def353733ee95b734 2026-03-13T09:53:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:01 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:01 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.480 reason=create_order_failed order=- 2026-03-13T09:53:02+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:02 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:02+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:02 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.480 reason=create_order_failed order=- 2026-03-13T09:53:03+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:03 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:03+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:03 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.480 reason=create_order_failed order=- 2026-03-13T09:53:04+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:04 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:04+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:04 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.510 reason=create_order_failed order=- 2026-03-13T09:53:05+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:05 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:05+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:05 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.490 reason=create_order_failed order=- 2026-03-13T09:53:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:06 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:06 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.550 reason=create_order_failed order=- 2026-03-13T09:53:07+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:07 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:07+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:07 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.550 reason=create_order_failed order=- 2026-03-13T09:53:08+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:08 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:08+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:08 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.500 reason=create_order_failed order=- 2026-03-13T09:53:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:09 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:09 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.480 reason=create_order_failed order=- 2026-03-13T09:53:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:10 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T09:53:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:10 ❌ v11止盈卖出未成交 btc-updown-5m-1773366600 | Down limit=0.490 reason=create_order_failed order=- 2026-03-13T09:53:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:53:40 💓 heartbeat | 扫描=2844 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:54:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:54:40 💓 heartbeat | 扫描=2947 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:55:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:55:40 💓 heartbeat | 扫描=3045 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:56:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:56:40 💓 heartbeat | 扫描=3147 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:57:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:00 🪟 btc-updown-5m-1773366900 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T09:57:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:00 🪟 btc-updown-5m-1773366900 T-179s | Up=0.36/44 Dn=0.65/459 spd=0.01 | beat=71667 px=71641 -3.5bp | yes=0.408 σ=0.57 | ↑0s ↓11s 2026-03-13T09:57:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:00 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Up net=+0.037<0.070 | Up=0.36/44 Dn=0.65/459 spd=0.01 | beat=71667 px=71641 -3.5bp 2026-03-13T09:57:05+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:05 🪟 btc-updown-5m-1773366900 T-174s | Up=0.42/124 Dn=0.59/271 spd=0.01 | beat=71667 px=71640 -3.7bp | yes=0.403 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:10 🪟 btc-updown-5m-1773366900 T-169s | Up=0.37/338 Dn=0.64/295 spd=0.01 | beat=71667 px=71645 -3.1bp | yes=0.417 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:10 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Up net=+0.036<0.070 | Up=0.37/338 Dn=0.64/295 spd=0.01 | beat=71667 px=71645 -3.1bp 2026-03-13T09:57:17+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:17 🪟 btc-updown-5m-1773366900 T-163s | Up=0.34/30 Dn=0.67/463 spd=0.01 | beat=71667 px=71647 -2.7bp | yes=0.427 σ=0.59 | ↑0s ↓10s 2026-03-13T09:57:18+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:18 ⏭ btc-updown-5m-1773366900 | rej=recheck无信号 edge不足 best=Down net=-0.087<0.070 | Up=0.35/22 Dn=0.66/616 spd=0.01 | beat=71667 px=71645 -3.1bp 2026-03-13T09:57:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:21 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Up net=+0.031<0.070 | Up=0.36/445 Dn=0.65/209 spd=0.01 | beat=71667 px=71641 -3.6bp 2026-03-13T09:57:22+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:22 🪟 btc-updown-5m-1773366900 T-157s | Up=0.32/490 Dn=0.69/1503 spd=0.01 | beat=71667 px=71639 -3.8bp | yes=0.394 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:28+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:28 🪟 btc-updown-5m-1773366900 T-152s | Up=0.30/149 Dn=0.71/988 spd=0.01 | beat=71667 px=71637 -4.1bp | yes=0.384 σ=0.58 | ↑0s ↓10s 2026-03-13T09:57:29+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:29 ⏭ btc-updown-5m-1773366900 | rej=recheck无信号 edge不足 best=Up net=+0.041<0.070 | Up=0.32/130 Dn=0.71/1539 spd=0.03 | beat=71667 px=71636 -4.2bp 2026-03-13T09:57:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:31 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Up net=+0.046<0.070 | Up=0.32/210 Dn=0.69/23 spd=0.01 | beat=71667 px=71635 -4.4bp 2026-03-13T09:57:33+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:33 🪟 btc-updown-5m-1773366900 T-146s | Up=0.37/125 Dn=0.64/266 spd=0.01 | beat=71667 px=71634 -4.5bp | yes=0.371 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:38 🪟 btc-updown-5m-1773366900 T-141s | Up=0.40/100 Dn=0.61/126 spd=0.01 | beat=71667 px=71633 -4.7bp | yes=0.365 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:40+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:40 💓 heartbeat | 扫描=3238 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:57:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:41 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Down net=+0.026<0.070 | Up=0.41/341 Dn=0.60/592 spd=0.01 | beat=71667 px=71633 -4.7bp 2026-03-13T09:57:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:43 🪟 btc-updown-5m-1773366900 T-136s | Up=0.41/305 Dn=0.60/446 spd=0.01 | beat=71667 px=71634 -4.5bp | yes=0.368 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:48+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:48 🪟 btc-updown-5m-1773366900 T-131s | Up=0.44/226 Dn=0.57/263 spd=0.01 | beat=71667 px=71643 -3.3bp | yes=0.398 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:52 ⏭ btc-updown-5m-1773366900 | rej=无信号 edge不足 best=Down net=+0.033<0.070 | Up=0.46/265 Dn=0.55/467 spd=0.01 | beat=71667 px=71645 -3.0bp 2026-03-13T09:57:53+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:53 🪟 btc-updown-5m-1773366900 T-126s | Up=0.46/118 Dn=0.55/492 spd=0.01 | beat=71667 px=71645 -3.0bp | yes=0.405 σ=0.58 | ↑0s ↓11s 2026-03-13T09:57:59+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:57:59 🪟 btc-updown-5m-1773366900 T-120s | Up=0.45/168 Dn=0.56/804 spd=0.01 | beat=71667 px=71650 -2.3bp | yes=0.427 σ=0.57 | ↑0s ↓11s 2026-03-13T09:58:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:58:41 💓 heartbeat | 扫描=3339 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T09:59:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 09:59:41 💓 heartbeat | 扫描=3443 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:00:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:00:41 💓 heartbeat | 扫描=3540 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:01:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:01:42 💓 heartbeat | 扫描=3643 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:02:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:00 🪟 btc-updown-5m-1773367200 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:02:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:00 🪟 btc-updown-5m-1773367200 T-180s | Up=0.13/224 Dn=0.89/247 spd=0.02 | beat=71670 px=71556 -15.9bp | yes=0.130 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:00 ⏭ btc-updown-5m-1773367200 | rej=无信号 edge不足 best=Up net=-0.016<0.070 | Up=0.13/224 Dn=0.89/247 spd=0.02 | beat=71670 px=71556 -15.9bp 2026-03-13T10:02:02+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:02 ⏭ btc-updown-5m-1773367200 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.11/71 Dn=0.90/11 spd=0.01 | beat=71670 px=71556 -15.9bp 2026-03-13T10:02:05+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:05 🪟 btc-updown-5m-1773367200 T-175s | Up=0.10/139 Dn=0.91/37 spd=0.01 | beat=71670 px=71556 -15.9bp | yes=0.127 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:10+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:10 🪟 btc-updown-5m-1773367200 T-170s | Up=0.07/201 Dn=0.94/527 spd=0.01 | beat=71670 px=71550 -16.7bp | yes=0.109 σ=0.53 | ↑0s ↓11s 2026-03-13T10:02:12+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:12 ⏭ btc-updown-5m-1773367200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/99 Dn=0.94/573 spd=0.01 | beat=71670 px=71550 -16.7bp 2026-03-13T10:02:14+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:14 ⏭ btc-updown-5m-1773367200 | rej=无信号 edge不足 best=Up net=+0.002<0.070 | Up=0.08/347 Dn=0.93/35 spd=0.01 | beat=71670 px=71541 -17.9bp 2026-03-13T10:02:15+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:15 🪟 btc-updown-5m-1773367200 T-165s | Up=0.09/103 Dn=0.93/432 spd=0.02 | beat=71670 px=71542 -17.9bp | yes=0.094 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:21 🪟 btc-updown-5m-1773367200 T-159s | Up=0.12/124 Dn=0.92/573 spd=0.04 | beat=71670 px=71542 -17.9bp | yes=0.090 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:24+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:24 ⏭ btc-updown-5m-1773367200 | rej=无信号 edge不足 best=Down net=-0.028<0.070 | Up=0.11/16 Dn=0.90/290 spd=0.01 | beat=71670 px=71558 -15.7bp 2026-03-13T10:02:26+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:26 🪟 btc-updown-5m-1773367200 T-154s | Up=0.12/11 Dn=0.89/301 spd=0.01 | beat=71670 px=71560 -15.4bp | yes=0.118 σ=0.54 | ↑0s ↓10s 2026-03-13T10:02:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:31 🪟 btc-updown-5m-1773367200 T-149s | Up=0.11/177 Dn=0.90/94 spd=0.01 | beat=71670 px=71570 -13.9bp | yes=0.138 σ=0.53 | ↑0s ↓10s 2026-03-13T10:02:34+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:34 ⏭ btc-updown-5m-1773367200 | rej=无信号 edge不足 best=Up net=+0.005<0.070 | Up=0.13/353 Dn=0.88/62 spd=0.01 | beat=71670 px=71575 -13.2bp 2026-03-13T10:02:36+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:36 🪟 btc-updown-5m-1773367200 T-143s | Up=0.14/81 Dn=0.87/94 spd=0.01 | beat=71670 px=71577 -13.0bp | yes=0.149 σ=0.53 | ↑0s ↓11s 2026-03-13T10:02:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:41 MarketResolutionFeed WebSocket 断开 2026-03-13T10:02:41+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:41 MarketResolutionFeed WebSocket 已连接 2026-03-13T10:02:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:42 🪟 btc-updown-5m-1773367200 T-138s | Up=0.08/139 Dn=0.93/318 spd=0.01 | beat=71670 px=71582 -12.3bp | yes=0.158 σ=0.53 | ↑0s ↓11s 2026-03-13T10:02:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:42 ⏭ btc-updown-5m-1773367200 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/139 Dn=0.93/318 spd=0.01 | beat=71670 px=71582 -12.3bp 2026-03-13T10:02:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:42 💓 heartbeat | 扫描=3741 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:02:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:45 ⏭ btc-updown-5m-1773367200 | rej=无信号 edge不足 best=Up net=+0.064<0.070 | Up=0.08/175 Dn=0.93/402 spd=0.01 | beat=71670 px=71581 -12.4bp 2026-03-13T10:02:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:47 🪟 btc-updown-5m-1773367200 T-133s | Up=0.07/424 Dn=0.94/564 spd=0.01 | beat=71670 px=71582 -12.3bp | yes=0.155 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:52 🪟 btc-updown-5m-1773367200 T-127s | Up=0.05/327 Dn=0.96/255 spd=0.01 | beat=71670 px=71571 -13.8bp | yes=0.125 σ=0.54 | ↑0s ↓11s 2026-03-13T10:02:52+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:52 ⏭ btc-updown-5m-1773367200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/327 Dn=0.96/255 spd=0.01 | beat=71670 px=71571 -13.8bp 2026-03-13T10:02:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:02:57 🪟 btc-updown-5m-1773367200 T-122s | Up=0.06/510 Dn=0.95/51 spd=0.01 | beat=71670 px=71563 -14.9bp | yes=0.107 σ=0.55 | ↑0s ↓11s 2026-03-13T10:03:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:03:42 💓 heartbeat | 扫描=3842 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:04:42+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:04:42 💓 heartbeat | 扫描=3945 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:05:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:05:43 💓 heartbeat | 扫描=4041 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:06:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:06:43 💓 heartbeat | 扫描=4144 | 无持仓 | 余额=64.24 usdc.e | traded=145 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:07:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:00 🪟 btc-updown-5m-1773367500 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:07:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:00 🪟 btc-updown-5m-1773367500 T-180s | Up=0.52/135 Dn=0.49/428 spd=0.01 | beat=71555 px=71548 -0.9bp | yes=0.465 σ=0.40 | ↑1s ↓10s 2026-03-13T10:07:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:00 ⏭ btc-updown-5m-1773367500 | rej=无信号 edge不足 best=Down net=+0.034<0.070 | Up=0.52/135 Dn=0.49/428 spd=0.01 | beat=71555 px=71548 -0.9bp 2026-03-13T10:07:06+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:06 🪟 btc-updown-5m-1773367500 T-174s | Up=0.54/539 Dn=0.47/30 spd=0.01 | beat=71555 px=71553 -0.3bp | yes=0.487 σ=0.40 | ↑6s ↓4s 2026-03-13T10:07:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:11 🪟 btc-updown-5m-1773367500 T-169s | Up=0.52/187 Dn=0.49/160 spd=0.01 | beat=71555 px=71557 +0.3bp | yes=0.512 σ=0.39 | ↑10s ↓0s 2026-03-13T10:07:11+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:11 ⏭ btc-updown-5m-1773367500 | rej=无信号 edge不足 best=Down net=-0.013<0.070 | Up=0.52/187 Dn=0.49/160 spd=0.01 | beat=71555 px=71557 +0.3bp 2026-03-13T10:07:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:16 🪟 btc-updown-5m-1773367500 T-164s | Up=0.52/28 Dn=0.49/325 spd=0.01 | beat=71555 px=71557 +0.2bp | yes=0.509 σ=0.39 | ↑11s ↓0s 2026-03-13T10:07:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:21 🪟 btc-updown-5m-1773367500 T-159s | Up=0.55/78 Dn=0.46/222 spd=0.01 | beat=71555 px=71556 +0.2bp | yes=0.508 σ=0.38 | ↑11s ↓0s 2026-03-13T10:07:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:21 ⏭ btc-updown-5m-1773367500 | rej=无信号 edge不足 best=Down net=+0.021<0.070 | Up=0.55/78 Dn=0.46/222 spd=0.01 | beat=71555 px=71556 +0.2bp 2026-03-13T10:07:26+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:26 🪟 btc-updown-5m-1773367500 T-154s | Up=0.51/363 Dn=0.50/22 spd=0.01 | beat=71555 px=71557 +0.4bp | yes=0.515 σ=0.39 | ↑10s ↓0s 2026-03-13T10:07:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:31 🪟 btc-updown-5m-1773367500 T-148s | Up=0.38/415 Dn=0.63/103 spd=0.01 | beat=71555 px=71558 +0.5bp | yes=0.521 σ=0.39 | ↑7s ↓4s 2026-03-13T10:07:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:37 ✅ v11买入 btc-updown-5m-1773367500 | Up avg≈0.370 6.923767shares limit=0.370 order=0x9e884825067d786fffad9f73d14529ab6ab384aa65fbb524bd971a585f7c17ec 2026-03-13T10:07:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:07:43 💓 heartbeat | 扫描=4231 | 无持仓 | 余额=61.65 usdc.e | traded=146 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:08:44+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:44 ✅ v11止盈卖出 btc-updown-5m-1773367500 | Up avg≈0.460 6.920000shares limit=0.460 order=0x34a709008b15bfd521ffed39c0198aa9047ecb2156045f15932e7e200eed9b24 2026-03-13T10:08:44+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:44 💓 heartbeat | 扫描=4316 | 持仓: btc-updown-5m-1773367500 Up | 余额=65.33 usdc.e | traded=146 | 今日 18W-11L 已实现PnL=$+7.17 2026-03-13T10:08:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:45 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T10:08:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:45 ❌ v11止盈卖出未成交 btc-updown-5m-1773367500 | Up limit=0.500 reason=create_order_failed order=- 2026-03-13T10:08:46+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:46 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T10:08:46+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:46 ❌ v11止盈卖出未成交 btc-updown-5m-1773367500 | Up limit=0.500 reason=create_order_failed order=- 2026-03-13T10:08:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:47 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T10:08:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:47 ❌ v11止盈卖出未成交 btc-updown-5m-1773367500 | Up limit=0.500 reason=create_order_failed order=- 2026-03-13T10:08:51+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:51 market order 失败: PolyApiException[status_code=400, error_message={'error': 'not enough balance / allowance'}] 2026-03-13T10:08:51+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:08:51 ❌ v11止盈卖出未成交 btc-updown-5m-1773367500 | Up limit=0.500 reason=create_order_failed order=- 2026-03-13T10:09:44+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:09:44 💓 heartbeat | 扫描=4415 | 无持仓 | 余额=65.33 usdc.e | traded=146 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:10:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:10:45 💓 heartbeat | 扫描=4513 | 无持仓 | 余额=65.33 usdc.e | traded=146 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:11:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:11:45 💓 heartbeat | 扫描=4615 | 无持仓 | 余额=65.33 usdc.e | traded=146 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:12:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:00 🪟 btc-updown-5m-1773367800 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:12:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:00 🪟 btc-updown-5m-1773367800 T-180s | Up=0.57/8 Dn=0.44/26 spd=0.01 | beat=71571 px=71619 +6.6bp | yes=0.660 σ=0.61 | ↑10s ↓0s 2026-03-13T10:12:00+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:00 ⏭ btc-updown-5m-1773367800 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.57/8 Dn=0.44/26 spd=0.01 | beat=71571 px=71619 +6.6bp 2026-03-13T10:12:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:01 ⏭ btc-updown-5m-1773367800 | rej=无信号 edge不足 best=Up net=+0.033<0.070 | Up=0.62/26 Dn=0.39/219 spd=0.01 | beat=71571 px=71620 +6.8bp 2026-03-13T10:12:09+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:09 ✅ v11买入 btc-updown-5m-1773367800 | Up avg≈0.560 5.310935shares limit=0.560 order=0x584c24802d1e29b5540ba408e0037de45b83801f51c41dfc19f8b8f390e6447e 2026-03-13T10:12:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:16 市场 resolved 事件 | condition=0xa5b9e0ff967b04 2026-03-13T10:12:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:16 WS resolved 触发 | condition=0xa5b9e0ff967b04 将在下次循环立即尝试 redeem 2026-03-13T10:12:45+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:12:45 💓 heartbeat | 扫描=4702 | 持仓: btc-updown-5m-1773367800 Up | 余额=62.53 usdc.e | traded=147 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:13:46+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:13:46 💓 heartbeat | 扫描=4798 | 持仓: btc-updown-5m-1773367800 Up | 余额=62.53 usdc.e | traded=147 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:14:46+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:14:46 💓 heartbeat | 扫描=4894 | 持仓: btc-updown-5m-1773367800 Up | 余额=62.53 usdc.e | traded=147 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:15:46+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:15:46 💓 heartbeat | 扫描=4991 | 持仓: btc-updown-5m-1773367800 Up | 余额=62.53 usdc.e | traded=147 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:16:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:16:47 💓 heartbeat | 扫描=5094 | 持仓: btc-updown-5m-1773367800 Up | 余额=62.53 usdc.e | traded=147 | 今日 19W-11L 已实现PnL=$+8.26 2026-03-13T10:16:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:16:57 市场 resolved 事件 | condition=0xedc391b24ed548 2026-03-13T10:16:57+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:16:57 WS resolved 触发 | condition=0xedc391b24ed548 将在下次循环立即尝试 redeem 2026-03-13T10:17:01+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:01 📡 CTF redeem (gasless) tx 已发送: 0x3f7f7cac73b0c026a64dca9b63dc369830dbc7aba277e9ba264f0446cf5ae3a3 2026-03-13T10:17:15+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:15 redeem 确认成功 | slug=btc-updown-5m-1773367800 outcome=Up tx=0x3f7f7cac73b0c026a64dca9b63dc369830dbc7aba277e9ba264f0446cf5ae3a3 2026-03-13T10:17:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:16 🪟 btc-updown-5m-1773368100 | 进入决策窗口 T-164s [120s~180s] 2026-03-13T10:17:16+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:16 🪟 btc-updown-5m-1773368100 T-164s | Up=0.21/115 Dn=0.80/3 spd=0.01 | beat=71554 px=71497 -8.0bp | yes=0.294 σ=0.59 | ↑0s ↓11s 2026-03-13T10:17:17+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:17 ⏭ btc-updown-5m-1773368100 | rej=recheck无信号 edge不足 best=Down net=-0.092<0.070 | Up=0.22/51 Dn=0.79/128 spd=0.01 | beat=71554 px=71496 -8.1bp 2026-03-13T10:17:17+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:17 ⏭ btc-updown-5m-1773368100 | rej=无信号 edge不足 best=Up net=+0.028<0.070 | Up=0.24/362 Dn=0.79/366 spd=0.03 | beat=71554 px=71496 -8.1bp 2026-03-13T10:17:21+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:21 🪟 btc-updown-5m-1773368100 T-158s | Up=0.19/44 Dn=0.83/228 spd=0.02 | beat=71554 px=71490 -9.0bp | yes=0.269 σ=0.59 | ↑0s ↓10s 2026-03-13T10:17:27+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:27 🪟 btc-updown-5m-1773368100 T-153s | Up=0.21/350 Dn=0.80/4 spd=0.01 | beat=71554 px=71477 -10.8bp | yes=0.226 σ=0.59 | ↑0s ↓10s 2026-03-13T10:17:27+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:27 ⏭ btc-updown-5m-1773368100 | rej=无信号 edge不足 best=Down net=-0.030<0.070 | Up=0.19/53 Dn=0.82/267 spd=0.01 | beat=71554 px=71467 -12.1bp 2026-03-13T10:17:31+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:31 ⏭ btc-updown-5m-1773368100 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.19/8 Dn=0.82/6 spd=0.01 | beat=71554 px=71467 -12.2bp 2026-03-13T10:17:32+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:32 🪟 btc-updown-5m-1773368100 T-148s | Up=0.15/40 Dn=0.86/248 spd=0.01 | beat=71554 px=71467 -12.2bp | yes=0.209 σ=0.63 | ↑0s ↓10s 2026-03-13T10:17:37+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:37 🪟 btc-updown-5m-1773368100 T-142s | Up=0.16/26 Dn=0.88/448 spd=0.04 | beat=71554 px=71463 -12.6bp | yes=0.197 σ=0.64 | ↑0s ↓10s 2026-03-13T10:17:38+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:38 ⏭ btc-updown-5m-1773368100 | rej=无信号 edge不足 best=Down net=-0.066<0.070 | Up=0.18/52 Dn=0.85/77 spd=0.03 | beat=71554 px=71463 -12.7bp 2026-03-13T10:17:43+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:43 🪟 btc-updown-5m-1773368100 T-137s | Up=0.18/71 Dn=0.83/93 spd=0.01 | beat=71554 px=71451 -14.4bp | yes=0.162 σ=0.64 | ↑0s ↓10s 2026-03-13T10:17:47+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:47 💓 heartbeat | 扫描=5159 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:17:48+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:48 🪟 btc-updown-5m-1773368100 T-132s | Up=0.18/17 Dn=0.83/457 spd=0.01 | beat=71554 px=71451 -14.4bp | yes=0.154 σ=0.63 | ↑0s ↓11s 2026-03-13T10:17:48+08:00 ip-172-26-5-159 python[280356]: 2026-03-13 10:17:48 ⏭ btc-updown-5m-1773368100 | rej=无信号 edge不足 best=Down net=+0.007<0.070 | Up=0.18/84 Dn=0.83/266 spd=0.01 | beat=71554 px=71451 -14.4bp 2026-03-13T10:17:49+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T10:17:49+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T10:17:49+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T10:17:49+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 1min 39.377s CPU time, 3.4M memory peak, 0B memory swap peak. 2026-03-13T10:17:49+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 builder attribution: 已配置 BuilderConfig 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 📡 价格流启动: binance, coinbase 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 UserOrderFeed 启动 2026-03-13T10:17:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:52 MarketResolutionFeed 启动 2026-03-13T10:17:53+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:53 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T10:17:53+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:53 📡 coinbase WS 已连接 2026-03-13T10:17:53+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:53 📡 binance WS 已连接 2026-03-13T10:17:56+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:56 🪟 btc-updown-5m-1773368100 | 进入决策窗口 T-124s [120s~180s] 2026-03-13T10:17:56+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:56 ⏭ btc-updown-5m-1773368100 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-13T10:17:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:17:57 💓 heartbeat | 扫描=1 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:18:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:18:00 🪟 btc-updown-5m-1773368100 T-120s | Up=0.25/200 Dn=0.76/339 spd=0.01 | beat=71553 px=71471 -11.5bp | yes=0.093 σ=0.40 | ↑0s ↓6s 2026-03-13T10:18:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:18:00 ⏭ btc-updown-5m-1773368100 | rej=无信号 edge不足 best=Down net=+0.060<0.070 | Up=0.25/200 Dn=0.76/339 spd=0.01 | beat=71553 px=71471 -11.5bp 2026-03-13T10:18:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:18:57 💓 heartbeat | 扫描=104 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:19:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:19:57 💓 heartbeat | 扫描=207 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:20:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:20:57 💓 heartbeat | 扫描=304 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:21:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:21:57 💓 heartbeat | 扫描=406 | 无持仓 | 余额=62.53 usdc.e | traded=147 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:22:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:00 🪟 btc-updown-5m-1773368400 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:22:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:00 🪟 btc-updown-5m-1773368400 T-180s | Up=0.09/39 Dn=0.92/656 spd=0.01 | beat=71599 px=71481 -16.5bp | yes=0.197 σ=0.74 | ↑0s ↓11s 2026-03-13T10:22:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:00 ⏭ btc-updown-5m-1773368400 | rej=无信号 edge不足 best=Down net=-0.220<0.070 | Up=0.09/39 Dn=0.92/656 spd=0.01 | beat=71599 px=71481 -16.5bp 2026-03-13T10:22:01+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:01 ⏭ btc-updown-5m-1773368400 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/86 Dn=0.93/1396 spd=0.01 | beat=71599 px=71481 -16.5bp 2026-03-13T10:22:04+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:04 UserOrderFeed WebSocket 已连接 2026-03-13T10:22:07+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:07 FAK market order 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.'}] 2026-03-13T10:22:07+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:07 ❌ v11买入未成交 btc-updown-5m-1773368400 | Up limit=0.080 reason=order_unfilled order=- 2026-03-13T10:22:07+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:07 ⏭ btc-updown-5m-1773368400 | 执行层放弃 reason=order_unfilled 2026-03-13T10:22:08+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:08 🪟 btc-updown-5m-1773368400 T-171s | Up=0.12/681 Dn=0.91/459 spd=0.03 | beat=71599 px=71481 -16.5bp | yes=0.187 σ=0.73 | ↑0s ↓10s 2026-03-13T10:22:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:10 ⏭ btc-updown-5m-1773368400 | rej=无信号 edge不足 best=Up net=+0.056<0.070 | Up=0.11/376 Dn=0.90/62 spd=0.01 | beat=71599 px=71482 -16.3bp 2026-03-13T10:22:13+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:13 🪟 btc-updown-5m-1773368400 T-166s | Up=0.11/43 Dn=0.90/122 spd=0.01 | beat=71599 px=71490 -15.3bp | yes=0.201 σ=0.72 | ↑0s ↓11s 2026-03-13T10:22:16+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:16 ⏭ btc-updown-5m-1773368400 | rej=recheck无信号 edge不足 best=Down net=-0.210<0.070 | Up=0.11/95 Dn=0.90/464 spd=0.01 | beat=71599 px=71494 -14.6bp 2026-03-13T10:22:22+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:22 ✅ v11买入 btc-updown-5m-1773368400 | Up avg≈0.100 10.97773shares limit=0.100 order=0x4789117d7e4652c205a4717aee00d31edd63d4297b025397c8b05aceb01263f9 2026-03-13T10:22:27+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:27 MarketResolutionFeed WebSocket 已连接 2026-03-13T10:22:58+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:22:58 💓 heartbeat | 扫描=483 | 持仓: btc-updown-5m-1773368400 Up | 余额=61.43 usdc.e | traded=148 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:23:58+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:23:58 💓 heartbeat | 扫描=578 | 持仓: btc-updown-5m-1773368400 Up | 余额=61.43 usdc.e | traded=148 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:24:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:24:59 💓 heartbeat | 扫描=675 | 持仓: btc-updown-5m-1773368400 Up | 余额=61.43 usdc.e | traded=148 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:25:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:25:59 💓 heartbeat | 扫描=774 | 持仓: btc-updown-5m-1773368400 Up | 余额=61.43 usdc.e | traded=148 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:26:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:26:59 💓 heartbeat | 扫描=877 | 持仓: btc-updown-5m-1773368400 Up | 余额=61.43 usdc.e | traded=148 | 今日 19W-12L 已实现PnL=$+5.46 2026-03-13T10:27:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:00 🪟 btc-updown-5m-1773368700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:27:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:00 🪟 btc-updown-5m-1773368700 T-180s | Up=0.53/1012 Dn=0.48/17 spd=0.01 | beat=71471 px=71481 +1.3bp | yes=0.556 σ=0.36 | ↑10s ↓0s 2026-03-13T10:27:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:00 ⏭ btc-updown-5m-1773368700 | rej=无信号 edge不足 best=Up net=-0.038<0.070 | Up=0.53/1012 Dn=0.48/17 spd=0.01 | beat=71471 px=71481 +1.3bp 2026-03-13T10:27:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:05 🪟 btc-updown-5m-1773368700 T-174s | Up=0.59/10 Dn=0.42/158 spd=0.01 | beat=71471 px=71480 +1.1bp | yes=0.549 σ=0.36 | ↑11s ↓0s 2026-03-13T10:27:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:10 ⏭ btc-updown-5m-1773368700 | rej=无信号 edge不足 best=Down net=-0.013<0.070 | Up=0.60/171 Dn=0.41/36 spd=0.01 | beat=71471 px=71480 +1.1bp 2026-03-13T10:27:11+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:11 🪟 btc-updown-5m-1773368700 T-169s | Up=0.60/166 Dn=0.41/36 spd=0.01 | beat=71471 px=71481 +1.3bp | yes=0.557 σ=0.35 | ↑11s ↓0s 2026-03-13T10:27:16+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:16 🪟 btc-updown-5m-1773368700 T-163s | Up=0.61/247 Dn=0.40/50 spd=0.01 | beat=71471 px=71484 +1.7bp | yes=0.580 σ=0.34 | ↑12s ↓0s 2026-03-13T10:27:21+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:21 ⏭ btc-updown-5m-1773368700 | rej=无信号 edge不足 best=Down net=-0.025<0.070 | Up=0.62/669 Dn=0.39/93 spd=0.01 | beat=71471 px=71485 +1.8bp 2026-03-13T10:27:22+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:22 🪟 btc-updown-5m-1773368700 T-158s | Up=0.61/345 Dn=0.40/166 spd=0.01 | beat=71471 px=71485 +1.8bp | yes=0.585 σ=0.35 | ↑11s ↓0s 2026-03-13T10:27:25+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:25 市场 resolved 事件 | condition=0x3a052478de5b87 2026-03-13T10:27:25+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:25 WS resolved 触发 | condition=0x3a052478de5b87 将在下次循环立即尝试 redeem 2026-03-13T10:27:30+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:30 📡 CTF redeem (gasless) tx 已发送: 0x7ebfa3220e24a1e93745f87760b30e92d57e0438e5a5879d8d29b46ce7610a2a 2026-03-13T10:27:40+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:40 redeem 确认成功 | slug=btc-updown-5m-1773368400 outcome=Up tx=0x7ebfa3220e24a1e93745f87760b30e92d57e0438e5a5879d8d29b46ce7610a2a 2026-03-13T10:27:41+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:41 🪟 btc-updown-5m-1773368700 T-139s | Up=0.59/39 Dn=0.42/69 spd=0.01 | beat=71471 px=71484 +1.7bp | yes=0.588 σ=0.34 | ↑11s ↓0s 2026-03-13T10:27:41+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:41 ⏭ btc-updown-5m-1773368700 | rej=无信号 edge不足 best=Down net=-0.061<0.070 | Up=0.59/39 Dn=0.42/69 spd=0.01 | beat=71471 px=71484 +1.7bp 2026-03-13T10:27:46+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:46 🪟 btc-updown-5m-1773368700 T-133s | Up=0.59/20 Dn=0.42/109 spd=0.01 | beat=71471 px=71484 +1.8bp | yes=0.591 σ=0.34 | ↑10s ↓0s 2026-03-13T10:27:51+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:51 ⏭ btc-updown-5m-1773368700 | rej=无信号 edge不足 best=Down net=-0.054<0.070 | Up=0.60/95 Dn=0.41/241 spd=0.01 | beat=71471 px=71484 +1.8bp 2026-03-13T10:27:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:52 🪟 btc-updown-5m-1773368700 T-128s | Up=0.60/80 Dn=0.41/241 spd=0.01 | beat=71471 px=71484 +1.8bp | yes=0.592 σ=0.34 | ↑11s ↓0s 2026-03-13T10:27:57+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:57 🪟 btc-updown-5m-1773368700 T-122s | Up=0.59/764 Dn=0.43/55 spd=0.02 | beat=71471 px=71485 +1.9bp | yes=0.601 σ=0.34 | ↑11s ↓0s 2026-03-13T10:27:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:27:59 💓 heartbeat | 扫描=951 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:29:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:29:00 💓 heartbeat | 扫描=1055 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:30:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:30:00 💓 heartbeat | 扫描=1159 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:31:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:31:00 💓 heartbeat | 扫描=1259 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:32:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:00 🪟 btc-updown-5m-1773369000 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T10:32:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:00 🪟 btc-updown-5m-1773369000 T-179s | Up=0.24/276 Dn=0.77/177 spd=0.01 | beat=71460 px=71416 -6.3bp | yes=0.250 σ=0.35 | ↑0s ↓11s 2026-03-13T10:32:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:00 ⏭ btc-updown-5m-1773369000 | rej=无信号 edge不足 best=Up net=-0.025<0.070 | Up=0.24/276 Dn=0.77/177 spd=0.01 | beat=71460 px=71416 -6.3bp 2026-03-13T10:32:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:00 💓 heartbeat | 扫描=1363 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:32:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:05 🪟 btc-updown-5m-1773369000 T-174s | Up=0.19/113 Dn=0.82/285 spd=0.01 | beat=71460 px=71422 -5.4bp | yes=0.282 σ=0.36 | ↑0s ↓10s 2026-03-13T10:32:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:10 🪟 btc-updown-5m-1773369000 T-169s | Up=0.21/412 Dn=0.80/1018 spd=0.01 | beat=71460 px=71422 -5.4bp | yes=0.277 σ=0.36 | ↑0s ↓11s 2026-03-13T10:32:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:10 ⏭ btc-updown-5m-1773369000 | rej=无信号 edge不足 best=Up net=+0.035<0.070 | Up=0.21/412 Dn=0.80/1018 spd=0.01 | beat=71460 px=71422 -5.4bp 2026-03-13T10:32:15+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:15 🪟 btc-updown-5m-1773369000 T-164s | Up=0.21/425 Dn=0.80/840 spd=0.01 | beat=71460 px=71420 -5.6bp | yes=0.265 σ=0.36 | ↑0s ↓11s 2026-03-13T10:32:20+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:20 market order 失败: PolyApiException[status_code=400, error_message={'error': 'invalid amount for a marketable BUY order ($0.96), min size: $1'}] 2026-03-13T10:32:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:31 ❌ v11买入未成交 btc-updown-5m-1773369000 | Up limit=0.160 reason=create_order_failed order=- 2026-03-13T10:32:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:31 ⏭ btc-updown-5m-1773369000 | 执行层放弃 reason=create_order_failed 2026-03-13T10:32:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:31 Telegram 失败通知抑制，等待 create_order_failed 后续对账 | slug=btc-updown-5m-1773369000 2026-03-13T10:32:32+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:32 🪟 btc-updown-5m-1773369000 T-148s | Up=0.15/510 Dn=0.86/11 spd=0.01 | beat=71460 px=71412 -6.8bp | yes=0.214 σ=0.36 | ↑0s ↓11s 2026-03-13T10:32:32+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:32 ⏭ btc-updown-5m-1773369000 | rej=无信号 edge不足 best=Up net=+0.038<0.070 | Up=0.15/510 Dn=0.86/11 spd=0.01 | beat=71460 px=71412 -6.8bp 2026-03-13T10:32:37+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:37 🪟 btc-updown-5m-1773369000 T-143s | Up=0.13/30 Dn=0.88/136 spd=0.01 | beat=71460 px=71410 -7.0bp | yes=0.211 σ=0.37 | ↑0s ↓11s 2026-03-13T10:32:40+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:40 ⏭ btc-updown-5m-1773369000 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.12/12 Dn=0.89/0 spd=0.01 | beat=71460 px=71410 -7.0bp 2026-03-13T10:32:42+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:42 🪟 btc-updown-5m-1773369000 T-137s | Up=0.12/147 Dn=0.89/10 spd=0.01 | beat=71460 px=71409 -7.1bp | yes=0.200 σ=0.37 | ↑0s ↓11s 2026-03-13T10:32:42+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:42 ⏭ btc-updown-5m-1773369000 | rej=无信号 edge不足 best=Up net=+0.057<0.070 | Up=0.12/147 Dn=0.89/10 spd=0.01 | beat=71460 px=71409 -7.1bp 2026-03-13T10:32:48+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:48 🪟 btc-updown-5m-1773369000 T-132s | Up=0.09/56 Dn=0.92/481 spd=0.01 | beat=71460 px=71407 -7.5bp | yes=0.186 σ=0.37 | ↑0s ↓11s 2026-03-13T10:32:53+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:52 ⏭ btc-updown-5m-1773369000 | rej=无信号 edge不足 best=Up net=+0.063<0.070 | Up=0.09/220 Dn=0.92/417 spd=0.01 | beat=71460 px=71405 -7.7bp 2026-03-13T10:32:53+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:53 🪟 btc-updown-5m-1773369000 T-126s | Up=0.09/90 Dn=0.92/404 spd=0.01 | beat=71460 px=71401 -8.4bp | yes=0.151 σ=0.37 | ↑0s ↓11s 2026-03-13T10:32:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:59 🪟 btc-updown-5m-1773369000 T-121s | Up=0.09/547 Dn=0.92/7 spd=0.01 | beat=71460 px=71395 -9.2bp | yes=0.124 σ=0.37 | ↑0s ↓10s 2026-03-13T10:32:59+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:32:59 ⏭ btc-updown-5m-1773369000 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/138 Dn=0.93/723 spd=0.01 | beat=71460 px=71395 -9.2bp 2026-03-13T10:33:01+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:33:01 💓 heartbeat | 扫描=1440 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:34:01+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:34:01 💓 heartbeat | 扫描=1543 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:35:02+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:35:02 💓 heartbeat | 扫描=1644 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:36:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:36:03 💓 heartbeat | 扫描=1748 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:37:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:00 🪟 btc-updown-5m-1773369300 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T10:37:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:00 🪟 btc-updown-5m-1773369300 T-179s | Up=0.44/198 Dn=0.58/41 spd=0.02 | beat=71358 px=71341 -2.3bp | yes=0.426 σ=0.47 | ↑0s ↓11s 2026-03-13T10:37:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:00 ⏭ btc-updown-5m-1773369300 | rej=无信号 edge不足 best=Up net=-0.074<0.070 | Up=0.44/198 Dn=0.58/41 spd=0.02 | beat=71358 px=71341 -2.3bp 2026-03-13T10:37:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:03 💓 heartbeat | 扫描=1851 | 无持仓 | 余额=61.43 usdc.e | traded=148 | 今日 19W-13L 已实现PnL=$+4.36 2026-03-13T10:37:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:05 ⏭ btc-updown-5m-1773369300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.52/40 Dn=0.54/79 spd=0.06 | beat=71358 px=71341 -2.3bp 2026-03-13T10:37:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:05 🪟 btc-updown-5m-1773369300 T-174s | Up=0.56/93 Dn=0.52/7 spd=0.08 | beat=71358 px=71341 -2.3bp | yes=0.427 σ=0.49 | ↑0s ↓10s 2026-03-13T10:37:15+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:15 ✅ v11买入 btc-updown-5m-1773369300 | Down avg≈0.390 6.084026shares limit=0.390 order=0xc3e54cf7ed2dfec0024221c9c27fff1fee5b79f0011c1227ff512709f6daaba7 2026-03-13T10:37:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:31 API error (attempt 1/3): PolyApiException[status_code=None, error_message=Request exception!] 2026-03-13T10:37:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:31 market order 失败: PolyApiException[status_code=400, error_message={'error': 'order 0x84faeaafec7f6b7e89b052083888fe5f08d845b157f5fd502223e979ec744b93 is invalid. Duplicated.'}] 2026-03-13T10:37:32+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:32 create_order 未返回 order_id，但已通过 trades/余额对账恢复 | token=65483185414245466600706988301647457400249475023617089622503237442490358608358 side=sell trades=1 gross=6.079996 net=6.079996 2026-03-13T10:37:32+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:37:32 ✅ v11止盈卖出 btc-updown-5m-1773369300 | Down avg≈0.530 6.079996shares limit=0.530 order=- 2026-03-13T10:38:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:38:03 💓 heartbeat | 扫描=1927 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:39:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:39:03 💓 heartbeat | 扫描=2031 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:40:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:40:03 💓 heartbeat | 扫描=2133 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:41:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:41:03 💓 heartbeat | 扫描=2238 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:42:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:00 🪟 btc-updown-5m-1773369600 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T10:42:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:00 🪟 btc-updown-5m-1773369600 T-179s | Up=0.69/200 Dn=0.32/187 spd=0.01 | beat=71241 px=71287 +6.5bp | yes=0.626 σ=0.76 | ↑11s ↓0s 2026-03-13T10:42:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:00 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Down net=+0.011<0.070 | Up=0.69/200 Dn=0.32/187 spd=0.01 | beat=71241 px=71287 +6.5bp 2026-03-13T10:42:03+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:03 💓 heartbeat | 扫描=2342 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:42:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:05 🪟 btc-updown-5m-1773369600 T-174s | Up=0.71/396 Dn=0.30/160 spd=0.01 | beat=71241 px=71292 +7.2bp | yes=0.642 σ=0.76 | ↑11s ↓0s 2026-03-13T10:42:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:10 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Down net=-0.030<0.070 | Up=0.67/345 Dn=0.34/306 spd=0.01 | beat=71241 px=71292 +7.2bp 2026-03-13T10:42:11+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:11 🪟 btc-updown-5m-1773369600 T-169s | Up=0.67/281 Dn=0.34/430 spd=0.01 | beat=71241 px=71292 +7.2bp | yes=0.646 σ=0.75 | ↑11s ↓0s 2026-03-13T10:42:16+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:16 🪟 btc-updown-5m-1773369600 T-164s | Up=0.73/237 Dn=0.28/222 spd=0.01 | beat=71241 px=71290 +7.0bp | yes=0.644 σ=0.75 | ↑11s ↓0s 2026-03-13T10:42:20+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:20 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Down net=+0.047<0.070 | Up=0.74/793 Dn=0.27/209 spd=0.01 | beat=71241 px=71290 +7.0bp 2026-03-13T10:42:22+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:22 🪟 btc-updown-5m-1773369600 T-158s | Up=0.72/353 Dn=0.29/88 spd=0.01 | beat=71241 px=71290 +7.0bp | yes=0.646 σ=0.76 | ↑10s ↓0s 2026-03-13T10:42:27+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:27 🪟 btc-updown-5m-1773369600 T-152s | Up=0.75/108 Dn=0.26/407 spd=0.01 | beat=71241 px=71295 +7.6bp | yes=0.663 σ=0.75 | ↑11s ↓0s 2026-03-13T10:42:31+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:31 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Down net=+0.057<0.070 | Up=0.77/75 Dn=0.24/293 spd=0.01 | beat=71241 px=71295 +7.7bp 2026-03-13T10:42:33+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:33 🪟 btc-updown-5m-1773369600 T-147s | Up=0.78/180 Dn=0.23/250 spd=0.01 | beat=71241 px=71296 +7.7bp | yes=0.670 σ=0.74 | ↑11s ↓0s 2026-03-13T10:42:34+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:34 ⏭ btc-updown-5m-1773369600 | rej=recheck无信号 edge不足 best=Up net=-0.215<0.070 | Up=0.79/700 Dn=0.22/25 spd=0.01 | beat=71241 px=71297 +7.9bp 2026-03-13T10:42:36+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:36 ⏭ btc-updown-5m-1773369600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.70/141 Dn=0.34/8 spd=0.04 | beat=71241 px=71298 +8.1bp 2026-03-13T10:42:38+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:38 🪟 btc-updown-5m-1773369600 T-141s | Up=0.59/231 Dn=0.42/189 spd=0.01 | beat=71241 px=71298 +8.1bp | yes=0.668 σ=0.80 | ↑11s ↓0s 2026-03-13T10:42:41+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:41 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Up net=+0.066<0.070 | Up=0.54/81 Dn=0.47/113 spd=0.01 | beat=71241 px=71298 +8.1bp 2026-03-13T10:42:44+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:44 🪟 btc-updown-5m-1773369600 T-136s | Up=0.54/155 Dn=0.47/565 spd=0.01 | beat=71241 px=71260 +2.7bp | yes=0.558 σ=0.80 | ↑11s ↓0s 2026-03-13T10:42:50+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:50 🪟 btc-updown-5m-1773369600 T-129s | Up=0.68/84 Dn=0.36/60 spd=0.04 | beat=71241 px=71259 +2.6bp | yes=0.558 σ=0.80 | ↑12s ↓0s 2026-03-13T10:42:50+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:50 ⏭ btc-updown-5m-1773369600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.68/84 Dn=0.36/60 spd=0.04 | beat=71241 px=71259 +2.6bp 2026-03-13T10:42:52+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:52 ⏭ btc-updown-5m-1773369600 | rej=无信号 edge不足 best=Down net=+0.036<0.070 | Up=0.65/505 Dn=0.36/35 spd=0.01 | beat=71241 px=71259 +2.6bp 2026-03-13T10:42:55+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:42:55 🪟 btc-updown-5m-1773369600 T-124s | Up=0.58/544 Dn=0.43/0 spd=0.01 | beat=71241 px=71266 +3.5bp | yes=0.580 σ=0.79 | ↑11s ↓0s 2026-03-13T10:43:04+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:43:04 💓 heartbeat | 扫描=2436 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:44:04+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:44:04 💓 heartbeat | 扫描=2540 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:45:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:45:05 💓 heartbeat | 扫描=2639 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:46:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:46:05 💓 heartbeat | 扫描=2741 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:47:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:00 🪟 btc-updown-5m-1773369900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:47:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:00 🪟 btc-updown-5m-1773369900 T-180s | Up=0.69/25 Dn=0.33/512 spd=0.02 | beat=71165 px=71208 +6.1bp | yes=0.618 σ=0.76 | ↑9s ↓0s 2026-03-13T10:47:00+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:00 ⏭ btc-updown-5m-1773369900 | rej=无信号 edge不足 best=Down net=+0.003<0.070 | Up=0.69/25 Dn=0.33/512 spd=0.02 | beat=71165 px=71208 +6.1bp 2026-03-13T10:47:05+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:05 🪟 btc-updown-5m-1773369900 T-175s | Up=0.70/263 Dn=0.31/54 spd=0.01 | beat=71165 px=71218 +7.4bp | yes=0.646 σ=0.76 | ↑9s ↓0s 2026-03-13T10:47:06+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:06 💓 heartbeat | 扫描=2843 | 无持仓 | 余额=62.27 usdc.e | traded=149 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:47:10+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:10 ⏭ btc-updown-5m-1773369900 | rej=recheck无信号 edge不足 best=Up net=-0.204<0.070 | Up=0.77/257 Dn=0.24/36 spd=0.01 | beat=71165 px=71220 +7.7bp 2026-03-13T10:47:11+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:11 🪟 btc-updown-5m-1773369900 T-169s | Up=0.77/801 Dn=0.24/10 spd=0.01 | beat=71165 px=71220 +7.7bp | yes=0.654 σ=0.76 | ↑11s ↓0s 2026-03-13T10:47:11+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:11 ⏭ btc-updown-5m-1773369900 | rej=无信号 edge不足 best=Up net=-0.204<0.070 | Up=0.77/801 Dn=0.24/10 spd=0.01 | beat=71165 px=71220 +7.7bp 2026-03-13T10:47:16+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:16 🪟 btc-updown-5m-1773369900 T-163s | Up=0.75/136 Dn=0.26/36 spd=0.01 | beat=71165 px=71225 +8.4bp | yes=0.670 σ=0.76 | ↑11s ↓0s 2026-03-13T10:47:21+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:21 🪟 btc-updown-5m-1773369900 T-158s | Up=0.76/314 Dn=0.25/15 spd=0.01 | beat=71165 px=71230 +9.0bp | yes=0.685 σ=0.76 | ↑11s ↓0s 2026-03-13T10:47:21+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:21 ⏭ btc-updown-5m-1773369900 | rej=无信号 edge不足 best=Up net=-0.162<0.070 | Up=0.76/314 Dn=0.25/15 spd=0.01 | beat=71165 px=71230 +9.0bp 2026-03-13T10:47:26+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:26 🪟 btc-updown-5m-1773369900 T-153s | Up=0.82/239 Dn=0.19/65 spd=0.01 | beat=71165 px=71232 +9.4bp | yes=0.695 σ=0.76 | ↑11s ↓0s 2026-03-13T10:47:27+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:27 ⏭ btc-updown-5m-1773369900 | rej=recheck无信号 edge不足 best=Up net=-0.225<0.070 | Up=0.83/192 Dn=0.18/33 spd=0.01 | beat=71165 px=71233 +9.5bp 2026-03-13T10:47:33+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:47:33 ✅ v11买入 btc-updown-5m-1773369900 | Down avg≈0.180 7.000832shares limit=0.180 order=0xf3ec7b9a2c374a19b2db82956ebcf1e573b36f287805d3819c157006a8cbd4c5 2026-03-13T10:48:06+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:48:06 💓 heartbeat | 扫描=2927 | 持仓: btc-updown-5m-1773369900 Down | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:49:06+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:49:06 💓 heartbeat | 扫描=3023 | 持仓: btc-updown-5m-1773369900 Down | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:50:07+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:50:07 💓 heartbeat | 扫描=3114 | 持仓: btc-updown-5m-1773369900 Down | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:51:07+08:00 ip-172-26-5-159 python[282543]: 2026-03-13 10:51:07 💓 heartbeat | 扫描=3217 | 持仓: btc-updown-5m-1773369900 Down | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:51:11+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T10:51:11+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T10:51:11+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T10:51:11+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 45.591s CPU time, 162.8M memory peak, 0B memory swap peak. 2026-03-13T10:51:11+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T10:51:14+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:14 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T10:51:14+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:14 builder attribution: 已配置 BuilderConfig 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 📡 价格流启动: binance, coinbase 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 UserOrderFeed 启动 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 MarketResolutionFeed 启动 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T10:51:15+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:15 📡 coinbase WS 已连接 2026-03-13T10:51:16+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:16 📡 binance WS 已连接 2026-03-13T10:51:18+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:18 ♻️ 启动恢复持仓 btc-updown-5m-1773369900 2026-03-13T10:51:18+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:18 MarketResolutionFeed WebSocket 已连接 2026-03-13T10:51:18+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:51:18 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773369900 Down | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:52:02+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:02 📡 CTF redeem (gasless) tx 已发送: 0x874c37bddf09a47a1076a60a2ff798dafed95c6230f8d109296775e994d48152 2026-03-13T10:52:06+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:06 redeem 确认成功 | slug=btc-updown-5m-1773369900 outcome=Down tx=0x874c37bddf09a47a1076a60a2ff798dafed95c6230f8d109296775e994d48152 2026-03-13T10:52:06+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:06 🪟 btc-updown-5m-1773370200 | 进入决策窗口 T-173s [120s~180s] 2026-03-13T10:52:07+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:07 🪟 btc-updown-5m-1773370200 T-173s | Up=0.12/15 Dn=0.89/260 spd=0.01 | beat=71251 px=71187 -9.0bp | yes=0.226 σ=0.47 | ↑0s ↓12s 2026-03-13T10:52:07+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:07 ⏭ btc-updown-5m-1773370200 | rej=无信号 edge不足 best=Down net=-0.216<0.070 | Up=0.12/15 Dn=0.89/260 spd=0.01 | beat=71251 px=71187 -9.0bp 2026-03-13T10:52:09+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:09 ⏭ btc-updown-5m-1773370200 | rej=recheck无信号 edge不足 best=Down net=-0.220<0.070 | Up=0.11/53 Dn=0.90/468 spd=0.01 | beat=71251 px=71187 -9.0bp 2026-03-13T10:52:12+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:12 🪟 btc-updown-5m-1773370200 T-168s | Up=0.12/10 Dn=0.89/17 spd=0.01 | beat=71251 px=71187 -9.1bp | yes=0.212 σ=0.45 | ↑0s ↓11s 2026-03-13T10:52:16+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:16 ⏭ btc-updown-5m-1773370200 | rej=recheck无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/439 Dn=0.94/446 spd=0.01 | beat=71251 px=71170 -11.4bp 2026-03-13T10:52:17+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:17 🪟 btc-updown-5m-1773370200 T-162s | Up=0.07/904 Dn=0.94/79 spd=0.01 | beat=71251 px=71170 -11.4bp | yes=0.230 σ=0.62 | ↑0s ↓11s 2026-03-13T10:52:17+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:17 ⏭ btc-updown-5m-1773370200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/904 Dn=0.94/79 spd=0.01 | beat=71251 px=71170 -11.4bp 2026-03-13T10:52:18+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:18 💓 heartbeat | 扫描=84 | 无持仓 | 余额=61.01 usdc.e | traded=150 | 今日 20W-13L 已实现PnL=$+5.20 2026-03-13T10:52:23+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:23 🪟 btc-updown-5m-1773370200 T-157s | Up=0.06/1015 Dn=0.95/24 spd=0.01 | beat=71251 px=71166 -12.0bp | yes=0.216 σ=0.62 | ↑0s ↓10s 2026-03-13T10:52:28+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:28 ⏭ btc-updown-5m-1773370200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/46 Dn=0.95/945 spd=0.01 | beat=71251 px=71130 -17.1bp 2026-03-13T10:52:28+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:28 🪟 btc-updown-5m-1773370200 T-151s | Up=0.06/20 Dn=0.95/866 spd=0.01 | beat=71251 px=71130 -17.1bp | yes=0.123 σ=0.61 | ↑0s ↓11s 2026-03-13T10:52:34+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:34 🪟 btc-updown-5m-1773370200 T-146s | Up=0.06/594 Dn=0.95/246 spd=0.01 | beat=71251 px=71130 -17.0bp | yes=0.109 σ=0.59 | ↑0s ↓10s 2026-03-13T10:52:38+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:38 ⏭ btc-updown-5m-1773370200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/296 Dn=0.94/221 spd=0.01 | beat=71251 px=71132 -16.7bp 2026-03-13T10:52:39+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:39 🪟 btc-updown-5m-1773370200 T-140s | Up=0.07/283 Dn=0.94/443 spd=0.01 | beat=71251 px=71133 -16.7bp | yes=0.105 σ=0.57 | ↑0s ↓11s 2026-03-13T10:52:45+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:45 🪟 btc-updown-5m-1773370200 T-135s | Up=0.08/53 Dn=0.93/495 spd=0.01 | beat=71251 px=71135 -16.4bp | yes=0.100 σ=0.56 | ↑0s ↓11s 2026-03-13T10:52:47+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:47 ⏭ btc-updown-5m-1773370200 | rej=无信号 edge不足 best=Down net=-0.130<0.070 | Up=0.09/115 Dn=0.92/32 spd=0.01 | beat=71251 px=71136 -16.2bp 2026-03-13T10:52:49+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:49 ⏭ btc-updown-5m-1773370200 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/6 Dn=0.93/688 spd=0.01 | beat=71251 px=71137 -16.1bp 2026-03-13T10:52:50+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:50 🪟 btc-updown-5m-1773370200 T-129s | Up=0.07/294 Dn=0.94/56 spd=0.01 | beat=71251 px=71138 -15.9bp | yes=0.104 σ=0.57 | ↑0s ↓11s 2026-03-13T10:52:56+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:56 🪟 btc-updown-5m-1773370200 T-124s | Up=0.05/213 Dn=0.96/1640 spd=0.01 | beat=71251 px=71140 -15.6bp | yes=0.099 σ=0.56 | ↑0s ↓11s 2026-03-13T10:52:59+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:52:59 ⏭ btc-updown-5m-1773370200 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/729 Dn=0.95/136 spd=0.01 | beat=71251 px=71140 -15.6bp 2026-03-13T10:53:18+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:53:18 💓 heartbeat | 扫描=184 | 无持仓 | 余额=61.01 usdc.e | traded=150 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:54:19+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:54:19 💓 heartbeat | 扫描=289 | 无持仓 | 余额=61.01 usdc.e | traded=150 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:55:19+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:55:19 💓 heartbeat | 扫描=390 | 无持仓 | 余额=61.01 usdc.e | traded=150 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:56:20+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:56:20 💓 heartbeat | 扫描=494 | 无持仓 | 余额=61.01 usdc.e | traded=150 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:57:00+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:00 🪟 btc-updown-5m-1773370500 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T10:57:00+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:00 🪟 btc-updown-5m-1773370500 T-180s | Up=0.56/281 Dn=0.46/641 spd=0.02 | beat=71119 px=71128 +1.2bp | yes=0.530 σ=0.59 | ↑10s ↓0s 2026-03-13T10:57:00+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:00 ⏭ btc-updown-5m-1773370500 | rej=无信号 edge不足 best=Down net=-0.052<0.070 | Up=0.56/281 Dn=0.46/641 spd=0.02 | beat=71119 px=71128 +1.2bp 2026-03-13T10:57:05+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:05 🪟 btc-updown-5m-1773370500 T-174s | Up=0.62/10 Dn=0.39/8 spd=0.01 | beat=71119 px=71128 +1.2bp | yes=0.532 σ=0.58 | ↑12s ↓0s 2026-03-13T10:57:05+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:05 ⏭ btc-updown-5m-1773370500 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.62/10 Dn=0.39/8 spd=0.01 | beat=71119 px=71128 +1.2bp 2026-03-13T10:57:08+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:08 UserOrderFeed WebSocket 已连接 2026-03-13T10:57:13+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:13 ✅ v11买入 btc-updown-5m-1773370500 | Down avg≈0.310 5.950812shares limit=0.310 order=0x66e5f69f7be01ec6557805132754b36910cdc0ad5398ac086fe8edebe3744e81 2026-03-13T10:57:20+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:57:20 💓 heartbeat | 扫描=585 | 无持仓 | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:58:21+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:58:21 💓 heartbeat | 扫描=682 | 持仓: btc-updown-5m-1773370500 Down | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T10:59:21+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 10:59:21 💓 heartbeat | 扫描=776 | 持仓: btc-updown-5m-1773370500 Down | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T11:00:21+08:00 ip-172-26-5-159 python[283746]: 2026-03-13 11:00:21 💓 heartbeat | 扫描=867 | 持仓: btc-updown-5m-1773370500 Down | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T11:01:01+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T11:01:01+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T11:01:01+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:01:01+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 20.267s CPU time. 2026-03-13T11:01:01+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:01:05+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:05 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T11:01:05+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:05 builder attribution: 已配置 BuilderConfig 2026-03-13T11:01:05+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:05 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 📡 价格流启动: binance, coinbase 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 UserOrderFeed 启动 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 MarketResolutionFeed 启动 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 📡 coinbase WS 已连接 2026-03-13T11:01:07+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:07 📡 binance WS 已连接 2026-03-13T11:01:10+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:10 ♻️ 启动恢复持仓 btc-updown-5m-1773370500 2026-03-13T11:01:10+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:10 MarketResolutionFeed WebSocket 已连接 2026-03-13T11:01:11+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:01:11 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773370500 Down | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T11:02:02+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:02 📡 CTF redeem (gasless) tx 已发送: 0xec09efe0a2b948b330e8b27ccab939f2d987750ffa6daf57d163930c8638ebca 2026-03-13T11:02:14+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:14 redeem 确认成功 | slug=btc-updown-5m-1773370500 outcome=Down tx=0xec09efe0a2b948b330e8b27ccab939f2d987750ffa6daf57d163930c8638ebca 2026-03-13T11:02:14+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:14 🪟 btc-updown-5m-1773370800 | 进入决策窗口 T-166s [120s~180s] 2026-03-13T11:02:15+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:15 🪟 btc-updown-5m-1773370800 T-166s | Up=0.69/395 Dn=0.32/531 spd=0.01 | beat=71145 px=71164 +2.6bp | yes=0.598 σ=0.41 | ↑12s ↓0s 2026-03-13T11:02:15+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:15 ⏭ btc-updown-5m-1773370800 | rej=无信号 edge不足 best=Down net=+0.039<0.070 | Up=0.69/395 Dn=0.32/531 spd=0.01 | beat=71145 px=71164 +2.6bp 2026-03-13T11:02:15+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:15 💓 heartbeat | 扫描=76 | 无持仓 | 余额=59.15 usdc.e | traded=151 | 今日 20W-14L 已实现PnL=$+3.94 2026-03-13T11:02:19+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:19 🪟 btc-updown-5m-1773370800 T-160s | Up=0.72/457 Dn=0.29/347 spd=0.01 | beat=71145 px=71164 +2.6bp | yes=0.594 σ=0.44 | ↑11s ↓0s 2026-03-13T11:02:20+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:20 ⏭ btc-updown-5m-1773370800 | rej=recheck无信号 edge不足 best=Down net=+0.067<0.070 | Up=0.72/375 Dn=0.29/240 spd=0.01 | beat=71145 px=71165 +2.8bp 2026-03-13T11:02:24+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:24 ⏭ btc-updown-5m-1773370800 | rej=无信号 edge不足 best=Up net=-0.064<0.070 | Up=0.72/200 Dn=0.29/28 spd=0.01 | beat=71145 px=71192 +6.6bp 2026-03-13T11:02:25+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:25 🪟 btc-updown-5m-1773370800 T-155s | Up=0.69/64 Dn=0.32/165 spd=0.01 | beat=71145 px=71197 +7.2bp | yes=0.758 σ=0.42 | ↑10s ↓0s 2026-03-13T11:02:30+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:30 🪟 btc-updown-5m-1773370800 T-150s | Up=0.69/338 Dn=0.32/14 spd=0.01 | beat=71145 px=71200 +7.6bp | yes=0.781 σ=0.41 | ↑10s ↓0s 2026-03-13T11:02:34+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:34 ⏭ btc-updown-5m-1773370800 | rej=无信号 edge不足 best=Up net=-0.002<0.070 | Up=0.71/31 Dn=0.30/71 spd=0.01 | beat=71145 px=71200 +7.6bp 2026-03-13T11:02:35+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:35 🪟 btc-updown-5m-1773370800 T-145s | Up=0.71/154 Dn=0.30/81 spd=0.01 | beat=71145 px=71200 +7.6bp | yes=0.790 σ=0.40 | ↑10s ↓0s 2026-03-13T11:02:37+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:37 ⏭ btc-updown-5m-1773370800 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.71/10 Dn=0.30/5 spd=0.01 | beat=71145 px=71200 +7.6bp 2026-03-13T11:02:40+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:40 🪟 btc-updown-5m-1773370800 T-139s | Up=0.72/543 Dn=0.29/126 spd=0.01 | beat=71145 px=71200 +7.7bp | yes=0.800 σ=0.40 | ↑11s ↓0s 2026-03-13T11:02:44+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:44 ⏭ btc-updown-5m-1773370800 | rej=无信号 edge不足 best=Up net=-0.008<0.070 | Up=0.73/780 Dn=0.29/197 spd=0.02 | beat=71145 px=71202 +8.0bp 2026-03-13T11:02:45+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:45 🪟 btc-updown-5m-1773370800 T-134s | Up=0.73/634 Dn=0.28/174 spd=0.01 | beat=71145 px=71205 +8.4bp | yes=0.826 σ=0.39 | ↑11s ↓0s 2026-03-13T11:02:50+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:50 🪟 btc-updown-5m-1773370800 T-129s | Up=0.72/208 Dn=0.29/233 spd=0.01 | beat=71145 px=71215 +9.8bp | yes=0.874 σ=0.38 | ↑11s ↓0s 2026-03-13T11:02:52+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:52 UserOrderFeed WebSocket 已连接 2026-03-13T11:02:52+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:52 FAK market order 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.'}] 2026-03-13T11:02:52+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:52 ❌ v11买入未成交 btc-updown-5m-1773370800 | Up limit=0.720 reason=order_unfilled order=- 2026-03-13T11:02:52+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:52 ⏭ btc-updown-5m-1773370800 | 执行层放弃 reason=order_unfilled 2026-03-13T11:02:59+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:02:59 ✅ v11买入 btc-updown-5m-1773370800 | Up avg≈0.740 4.960201shares limit=0.740 order=0x0be6f29570b50f562889d44ad65b8e358a44281c68c17159d4cbd373c1168e4d 2026-03-13T11:03:15+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:03:15 💓 heartbeat | 扫描=159 | 持仓: btc-updown-5m-1773370800 Up | 余额=55.45 usdc.e | traded=152 | 今日 20W-15L 已实现PnL=$+2.08 2026-03-13T11:04:15+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:04:15 💓 heartbeat | 扫描=260 | 持仓: btc-updown-5m-1773370800 Up | 余额=55.45 usdc.e | traded=152 | 今日 20W-15L 已实现PnL=$+2.08 2026-03-13T11:05:16+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:05:16 💓 heartbeat | 扫描=358 | 持仓: btc-updown-5m-1773370800 Up | 余额=55.45 usdc.e | traded=152 | 今日 20W-15L 已实现PnL=$+2.08 2026-03-13T11:06:16+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:06:16 💓 heartbeat | 扫描=458 | 持仓: btc-updown-5m-1773370800 Up | 余额=55.45 usdc.e | traded=152 | 今日 20W-15L 已实现PnL=$+2.08 2026-03-13T11:06:56+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:06:56 市场 resolved 事件 | condition=0x13cd64808bc4de 2026-03-13T11:06:56+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:06:56 WS resolved 触发 | condition=0x13cd64808bc4de 将在下次循环立即尝试 redeem 2026-03-13T11:07:03+08:00 ip-172-26-5-159 python[284250]: 2026-03-13 11:07:03 📡 CTF redeem (gasless) tx 已发送: 0xe7e0a2c76ef1eb7a0f0804a3bfbd2e97216c30ab8c897355ba87c4fba70686e6 2026-03-13T11:07:04+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T11:07:04+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T11:07:04+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:07:04+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 16.126s CPU time. 2026-03-13T11:07:04+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 builder attribution: 已配置 BuilderConfig 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 📡 价格流启动: binance, coinbase 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 UserOrderFeed 启动 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 MarketResolutionFeed 启动 2026-03-13T11:07:07+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:07 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T11:07:08+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:08 📡 coinbase WS 已连接 2026-03-13T11:07:08+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:08 📡 binance WS 已连接 2026-03-13T11:07:10+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:10 🪟 btc-updown-5m-1773371100 | 进入决策窗口 T-169s [120s~180s] 2026-03-13T11:07:11+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:11 ⏭ btc-updown-5m-1773371100 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-13T11:07:11+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:11 💓 heartbeat | 扫描=1 | 无持仓 | 余额=55.45 usdc.e | traded=152 | 今日 20W-15L 已实现PnL=$+2.08 2026-03-13T11:07:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:14 🪟 btc-updown-5m-1773371100 T-166s | Up=0.90/410 Dn=0.11/360 spd=0.01 | beat=71127 px=71161 +4.8bp | yes=0.715 σ=0.33 | ↑7s ↓0s 2026-03-13T11:07:15+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:15 UserOrderFeed WebSocket 已连接 2026-03-13T11:07:19+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:19 ✅ v11买入 btc-updown-5m-1773371100 | Down avg≈0.110 14.96406shares limit=0.110 order=0x50e7ed74802559decc7e90a80b288ecb82e53d99be6a6edf25f6beedb2b867d1 2026-03-13T11:07:33+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:07:33 MarketResolutionFeed WebSocket 已连接 2026-03-13T11:08:11+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:08:11 💓 heartbeat | 扫描=80 | 持仓: btc-updown-5m-1773371100 Down | 余额=53.80 usdc.e | traded=153 | 今日 20W-16L 已实现PnL=$-1.62 2026-03-13T11:09:12+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:09:12 💓 heartbeat | 扫描=163 | 持仓: btc-updown-5m-1773371100 Down | 余额=53.80 usdc.e | traded=153 | 今日 20W-16L 已实现PnL=$-1.62 2026-03-13T11:10:12+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:10:12 💓 heartbeat | 扫描=245 | 持仓: btc-updown-5m-1773371100 Down | 余额=53.80 usdc.e | traded=153 | 今日 20W-16L 已实现PnL=$-1.62 2026-03-13T11:11:13+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:11:13 💓 heartbeat | 扫描=347 | 持仓: btc-updown-5m-1773371100 Down | 余额=53.80 usdc.e | traded=153 | 今日 20W-16L 已实现PnL=$-1.62 2026-03-13T11:11:51+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:11:51 📡 CTF redeem (gasless) tx 已发送: 0xd6797c2a0a4c8dbd87036e1c5de2a88b922c26cf85c4e9ad0171c2c34ebbd434 2026-03-13T11:12:04+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:04 redeem 确认成功 | slug=btc-updown-5m-1773371100 outcome=Down tx=0xd6797c2a0a4c8dbd87036e1c5de2a88b922c26cf85c4e9ad0171c2c34ebbd434 2026-03-13T11:12:04+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:04 🪟 btc-updown-5m-1773371400 | 进入决策窗口 T-176s [120s~180s] 2026-03-13T11:12:04+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:04 🪟 btc-updown-5m-1773371400 T-176s | Up=0.37/108 Dn=0.64/94 spd=0.01 | beat=71239 px=71212 -3.8bp | yes=0.376 σ=0.47 | ↑0s ↓11s 2026-03-13T11:12:04+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:04 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Up net=-0.042<0.070 | Up=0.37/108 Dn=0.64/94 spd=0.01 | beat=71239 px=71212 -3.8bp 2026-03-13T11:12:09+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:09 🪟 btc-updown-5m-1773371400 T-170s | Up=0.44/49 Dn=0.57/290 spd=0.01 | beat=71239 px=71212 -3.8bp | yes=0.373 σ=0.46 | ↑0s ↓10s 2026-03-13T11:12:13+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:13 💓 heartbeat | 扫描=419 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:12:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:14 🪟 btc-updown-5m-1773371400 T-165s | Up=0.47/170 Dn=0.54/338 spd=0.01 | beat=71239 px=71216 -3.3bp | yes=0.389 σ=0.46 | ↑0s ↓11s 2026-03-13T11:12:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:14 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Down net=+0.006<0.070 | Up=0.47/170 Dn=0.54/338 spd=0.01 | beat=71239 px=71216 -3.3bp 2026-03-13T11:12:19+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:19 🪟 btc-updown-5m-1773371400 T-160s | Up=0.46/240 Dn=0.55/197 spd=0.01 | beat=71239 px=71225 -2.0bp | yes=0.429 σ=0.46 | ↑0s ↓11s 2026-03-13T11:12:24+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:24 🪟 btc-updown-5m-1773371400 T-155s | Up=0.42/100 Dn=0.60/259 spd=0.02 | beat=71239 px=71225 -2.0bp | yes=0.429 σ=0.47 | ↑0s ↓11s 2026-03-13T11:12:24+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:24 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Up net=-0.049<0.070 | Up=0.42/100 Dn=0.60/259 spd=0.02 | beat=71239 px=71225 -2.0bp 2026-03-13T11:12:29+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:29 🪟 btc-updown-5m-1773371400 T-150s | Up=0.40/93 Dn=0.61/177 spd=0.01 | beat=71239 px=71225 -2.0bp | yes=0.429 σ=0.47 | ↑0s ↓11s 2026-03-13T11:12:35+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:35 🪟 btc-updown-5m-1773371400 T-145s | Up=0.32/313 Dn=0.69/163 spd=0.01 | beat=71239 px=71220 -2.7bp | yes=0.406 σ=0.48 | ↑0s ↓10s 2026-03-13T11:12:35+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:35 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Up net=+0.043<0.070 | Up=0.32/313 Dn=0.69/163 spd=0.01 | beat=71239 px=71220 -2.7bp 2026-03-13T11:12:40+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:40 🪟 btc-updown-5m-1773371400 T-140s | Up=0.30/456 Dn=0.71/95 spd=0.01 | beat=71239 px=71215 -3.4bp | yes=0.380 σ=0.48 | ↑0s ↓10s 2026-03-13T11:12:45+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:45 🪟 btc-updown-5m-1773371400 T-135s | Up=0.28/60 Dn=0.73/333 spd=0.01 | beat=71239 px=71213 -3.7bp | yes=0.366 σ=0.47 | ↑0s ↓10s 2026-03-13T11:12:45+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:45 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Up net=+0.047<0.070 | Up=0.28/60 Dn=0.73/333 spd=0.01 | beat=71239 px=71213 -3.7bp 2026-03-13T11:12:50+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:50 🪟 btc-updown-5m-1773371400 T-130s | Up=0.29/305 Dn=0.72/7 spd=0.01 | beat=71239 px=71208 -4.3bp | yes=0.338 σ=0.47 | ↑0s ↓11s 2026-03-13T11:12:55+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:55 🪟 btc-updown-5m-1773371400 T-125s | Up=0.27/399 Dn=0.74/321 spd=0.01 | beat=71239 px=71207 -4.5bp | yes=0.324 σ=0.45 | ↑0s ↓11s 2026-03-13T11:12:55+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:12:55 ⏭ btc-updown-5m-1773371400 | rej=无信号 edge不足 best=Up net=+0.016<0.070 | Up=0.27/399 Dn=0.74/321 spd=0.01 | beat=71239 px=71207 -4.5bp 2026-03-13T11:13:13+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:13:13 💓 heartbeat | 扫描=516 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:14:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:14:14 💓 heartbeat | 扫描=618 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:15:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:15:14 💓 heartbeat | 扫描=714 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:16:14+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:16:14 💓 heartbeat | 扫描=818 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:17:00+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:00 🪟 btc-updown-5m-1773371700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:17:00+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:00 🪟 btc-updown-5m-1773371700 T-180s | Up=0.54/330 Dn=0.47/95 spd=0.01 | beat=71178 px=71175 -0.3bp | yes=0.485 σ=0.34 | ↑0s ↓11s 2026-03-13T11:17:00+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:00 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Down net=-0.013<0.070 | Up=0.54/330 Dn=0.47/95 spd=0.01 | beat=71178 px=71175 -0.3bp 2026-03-13T11:17:05+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:05 🪟 btc-updown-5m-1773371700 T-175s | Up=0.58/136 Dn=0.43/87 spd=0.01 | beat=71178 px=71177 -0.1bp | yes=0.496 σ=0.35 | ↑3s ↓8s 2026-03-13T11:17:10+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:10 ⏭ btc-updown-5m-1773371700 | rej=recheck无信号 edge不足 best=Up net=-0.222<0.070 | Up=0.66/87 Dn=0.35/10 spd=0.01 | beat=71178 px=71180 +0.3bp 2026-03-13T11:17:11+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:11 🪟 btc-updown-5m-1773371700 T-169s | Up=0.64/9 Dn=0.38/125 spd=0.02 | beat=71178 px=71182 +0.6bp | yes=0.528 σ=0.35 | ↑9s ↓2s 2026-03-13T11:17:11+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:11 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Down net=+0.038<0.070 | Up=0.64/9 Dn=0.38/125 spd=0.02 | beat=71178 px=71182 +0.6bp 2026-03-13T11:17:15+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:15 💓 heartbeat | 扫描=919 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:17:16+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:16 🪟 btc-updown-5m-1773371700 T-163s | Up=0.66/114 Dn=0.36/626 spd=0.02 | beat=71178 px=71191 +1.8bp | yes=0.581 σ=0.35 | ↑11s ↓0s 2026-03-13T11:17:21+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:21 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Down net=+0.045<0.070 | Up=0.70/232 Dn=0.31/265 spd=0.01 | beat=71178 px=71194 +2.2bp 2026-03-13T11:17:22+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:22 🪟 btc-updown-5m-1773371700 T-158s | Up=0.69/72 Dn=0.32/101 spd=0.01 | beat=71178 px=71194 +2.3bp | yes=0.603 σ=0.35 | ↑10s ↓0s 2026-03-13T11:17:24+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:24 ⏭ btc-updown-5m-1773371700 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.69/633 Dn=0.35/24 spd=0.04 | beat=71178 px=71194 +2.3bp 2026-03-13T11:17:27+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:27 🪟 btc-updown-5m-1773371700 T-153s | Up=0.67/44 Dn=0.34/351 spd=0.01 | beat=71178 px=71197 +2.7bp | yes=0.628 σ=0.34 | ↑9s ↓0s 2026-03-13T11:17:31+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:31 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Down net=-0.016<0.070 | Up=0.67/66 Dn=0.34/466 spd=0.01 | beat=71178 px=71197 +2.8bp 2026-03-13T11:17:32+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:32 🪟 btc-updown-5m-1773371700 T-148s | Up=0.69/106 Dn=0.32/140 spd=0.01 | beat=71178 px=71197 +2.8bp | yes=0.631 σ=0.35 | ↑9s ↓0s 2026-03-13T11:17:37+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:37 🪟 btc-updown-5m-1773371700 T-142s | Up=0.69/184 Dn=0.32/94 spd=0.01 | beat=71178 px=71197 +2.7bp | yes=0.631 σ=0.35 | ↑11s ↓0s 2026-03-13T11:17:42+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:42 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Down net=+0.030<0.070 | Up=0.71/506 Dn=0.30/71 spd=0.01 | beat=71178 px=71197 +2.7bp 2026-03-13T11:17:43+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:43 🪟 btc-updown-5m-1773371700 T-137s | Up=0.71/14 Dn=0.31/90 spd=0.02 | beat=71178 px=71197 +2.7bp | yes=0.631 σ=0.36 | ↑10s ↓0s 2026-03-13T11:17:48+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:48 🪟 btc-updown-5m-1773371700 T-131s | Up=0.60/82 Dn=0.41/4 spd=0.01 | beat=71178 px=71199 +3.0bp | yes=0.639 σ=0.38 | ↑11s ↓0s 2026-03-13T11:17:52+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:52 ⏭ btc-updown-5m-1773371700 | rej=无信号 edge不足 best=Up net=-0.024<0.070 | Up=0.60/174 Dn=0.41/32 spd=0.01 | beat=71178 px=71200 +3.2bp 2026-03-13T11:17:54+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:54 🪟 btc-updown-5m-1773371700 T-125s | Up=0.60/122 Dn=0.42/203 spd=0.02 | beat=71178 px=71199 +3.0bp | yes=0.642 σ=0.38 | ↑11s ↓0s 2026-03-13T11:17:58+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:58 ⏭ btc-updown-5m-1773371700 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.58/16 Dn=0.43/15 spd=0.01 | beat=71178 px=71198 +2.8bp 2026-03-13T11:17:59+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:17:59 🪟 btc-updown-5m-1773371700 T-120s | Up=0.58/138 Dn=0.43/15 spd=0.01 | beat=71178 px=71197 +2.8bp | yes=0.636 σ=0.37 | ↑11s ↓0s 2026-03-13T11:18:15+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:18:15 💓 heartbeat | 扫描=1017 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:19:15+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:19:15 💓 heartbeat | 扫描=1120 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:20:15+08:00 ip-172-26-5-159 python[284425]: 2026-03-13 11:20:15 💓 heartbeat | 扫描=1220 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:20:54+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T11:20:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T11:20:54+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:20:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 20.973s CPU time. 2026-03-13T11:20:54+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 builder attribution: 已配置 BuilderConfig 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 📡 价格流启动: binance, coinbase 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 UserOrderFeed 启动 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 MarketResolutionFeed 启动 2026-03-13T11:20:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:57 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T11:20:58+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:58 📡 coinbase WS 已连接 2026-03-13T11:20:58+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:20:58 📡 binance WS 已连接 2026-03-13T11:21:01+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:21:01 💓 heartbeat | 扫描=1 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:22:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:00 🪟 btc-updown-5m-1773372000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:22:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:00 🪟 btc-updown-5m-1773372000 T-180s | Up=0.67/237 Dn=0.34/20 spd=0.01 | beat=71231 px=71256 +3.6bp | yes=0.604 σ=0.52 | ↑11s ↓0s 2026-03-13T11:22:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:00 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Up net=-0.144<0.070 | Up=0.67/237 Dn=0.34/20 spd=0.01 | beat=71231 px=71256 +3.6bp 2026-03-13T11:22:01+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:01 💓 heartbeat | 扫描=103 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:22:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:05 🪟 btc-updown-5m-1773372000 T-175s | Up=0.65/108 Dn=0.36/4 spd=0.01 | beat=71231 px=71261 +4.2bp | yes=0.632 σ=0.48 | ↑11s ↓0s 2026-03-13T11:22:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:10 🪟 btc-updown-5m-1773372000 T-170s | Up=0.65/259 Dn=0.37/55 spd=0.02 | beat=71231 px=71260 +4.1bp | yes=0.631 σ=0.48 | ↑11s ↓0s 2026-03-13T11:22:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:10 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Down net=-0.054<0.070 | Up=0.65/259 Dn=0.37/55 spd=0.02 | beat=71231 px=71260 +4.1bp 2026-03-13T11:22:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:15 🪟 btc-updown-5m-1773372000 T-164s | Up=0.67/803 Dn=0.34/134 spd=0.01 | beat=71231 px=71260 +4.1bp | yes=0.631 σ=0.48 | ↑11s ↓0s 2026-03-13T11:22:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:20 🪟 btc-updown-5m-1773372000 T-159s | Up=0.66/554 Dn=0.35/402 spd=0.01 | beat=71231 px=71262 +4.4bp | yes=0.643 σ=0.48 | ↑10s ↓0s 2026-03-13T11:22:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:20 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Down net=-0.039<0.070 | Up=0.66/554 Dn=0.35/402 spd=0.01 | beat=71231 px=71262 +4.4bp 2026-03-13T11:22:25+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:25 🪟 btc-updown-5m-1773372000 T-154s | Up=0.66/283 Dn=0.35/200 spd=0.01 | beat=71231 px=71267 +5.1bp | yes=0.667 σ=0.48 | ↑11s ↓0s 2026-03-13T11:22:30+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:30 🪟 btc-updown-5m-1773372000 T-149s | Up=0.65/40 Dn=0.36/26 spd=0.01 | beat=71231 px=71267 +5.1bp | yes=0.667 σ=0.49 | ↑11s ↓0s 2026-03-13T11:22:30+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:30 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Up net=-0.059<0.070 | Up=0.65/40 Dn=0.36/26 spd=0.01 | beat=71231 px=71267 +5.1bp 2026-03-13T11:22:35+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:35 🪟 btc-updown-5m-1773372000 T-144s | Up=0.65/3 Dn=0.37/87 spd=0.02 | beat=71231 px=71266 +5.0bp | yes=0.675 σ=0.47 | ↑11s ↓0s 2026-03-13T11:22:37+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:37 ⏭ btc-updown-5m-1773372000 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.58/11 Dn=0.44/5 spd=0.02 | beat=71231 px=71266 +5.0bp 2026-03-13T11:22:40+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:40 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Up net=+0.048<0.070 | Up=0.57/71 Dn=0.44/30 spd=0.01 | beat=71231 px=71266 +5.0bp 2026-03-13T11:22:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:41 🪟 btc-updown-5m-1773372000 T-139s | Up=0.57/25 Dn=0.45/14 spd=0.02 | beat=71231 px=71266 +5.0bp | yes=0.686 σ=0.45 | ↑9s ↓0s 2026-03-13T11:22:43+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:43 ⏭ btc-updown-5m-1773372000 | rej=recheck无信号 edge不足 best=Down net=-0.244<0.070 | Up=0.51/7 Dn=0.50/37 spd=0.01 | beat=71231 px=71266 +5.0bp 2026-03-13T11:22:46+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:46 🪟 btc-updown-5m-1773372000 T-133s | Up=0.53/133 Dn=0.48/16 spd=0.01 | beat=71231 px=71259 +3.9bp | yes=0.650 σ=0.45 | ↑11s ↓0s 2026-03-13T11:22:50+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:50 ⏭ btc-updown-5m-1773372000 | rej=无信号 edge不足 best=Up net=+0.046<0.070 | Up=0.52/79 Dn=0.49/108 spd=0.01 | beat=71231 px=71254 +3.3bp 2026-03-13T11:22:51+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:51 🪟 btc-updown-5m-1773372000 T-128s | Up=0.52/204 Dn=0.49/30 spd=0.01 | beat=71231 px=71252 +3.0bp | yes=0.619 σ=0.44 | ↑11s ↓0s 2026-03-13T11:22:56+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:22:56 🪟 btc-updown-5m-1773372000 T-123s | Up=0.52/97 Dn=0.49/25 spd=0.01 | beat=71231 px=71249 +2.6bp | yes=0.607 σ=0.44 | ↑11s ↓0s 2026-03-13T11:23:01+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:23:01 💓 heartbeat | 扫描=195 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:24:02+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:24:02 💓 heartbeat | 扫描=297 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:25:03+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:25:03 💓 heartbeat | 扫描=396 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:26:03+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:26:03 💓 heartbeat | 扫描=499 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:27:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:00 🪟 btc-updown-5m-1773372300 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:27:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:00 🪟 btc-updown-5m-1773372300 T-180s | Up=0.33/150 Dn=0.68/171 spd=0.01 | beat=71268 px=71220 -6.8bp | yes=0.255 σ=0.40 | ↑0s ↓11s 2026-03-13T11:27:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:00 ⏭ btc-updown-5m-1773372300 | rej=无信号 edge不足 best=Down net=-0.014<0.070 | Up=0.33/150 Dn=0.68/171 spd=0.01 | beat=71268 px=71220 -6.8bp 2026-03-13T11:27:03+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:03 💓 heartbeat | 扫描=601 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:27:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:05 🪟 btc-updown-5m-1773372300 T-174s | Up=0.29/35 Dn=0.72/139 spd=0.01 | beat=71268 px=71220 -6.8bp | yes=0.252 σ=0.39 | ↑0s ↓11s 2026-03-13T11:27:09+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:09 ⏭ btc-updown-5m-1773372300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.40/810 Dn=0.64/87 spd=0.04 | beat=71268 px=71220 -6.8bp 2026-03-13T11:27:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:10 🪟 btc-updown-5m-1773372300 T-169s | Up=0.41/184 Dn=0.61/257 spd=0.02 | beat=71268 px=71220 -6.8bp | yes=0.265 σ=0.43 | ↑0s ↓11s 2026-03-13T11:27:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:10 ⏭ btc-updown-5m-1773372300 | rej=无信号 edge不足 best=Down net=+0.048<0.070 | Up=0.41/184 Dn=0.61/257 spd=0.02 | beat=71268 px=71220 -6.8bp 2026-03-13T11:27:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:15 🪟 btc-updown-5m-1773372300 T-164s | Up=0.34/56 Dn=0.67/42 spd=0.01 | beat=71268 px=71222 -6.5bp | yes=0.269 σ=0.42 | ↑0s ↓11s 2026-03-13T11:27:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:20 🪟 btc-updown-5m-1773372300 T-159s | Up=0.24/20 Dn=0.77/276 spd=0.01 | beat=71268 px=71227 -5.8bp | yes=0.290 σ=0.42 | ↑0s ↓11s 2026-03-13T11:27:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:20 ⏭ btc-updown-5m-1773372300 | rej=无信号 edge不足 best=Down net=-0.148<0.070 | Up=0.24/20 Dn=0.77/276 spd=0.01 | beat=71268 px=71227 -5.8bp 2026-03-13T11:27:25+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:25 🪟 btc-updown-5m-1773372300 T-154s | Up=0.17/145 Dn=0.84/68 spd=0.01 | beat=71268 px=71226 -5.9bp | yes=0.286 σ=0.43 | ↑0s ↓11s 2026-03-13T11:27:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:27 UserOrderFeed WebSocket 已连接 2026-03-13T11:27:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:27 market order 失败: PolyApiException[status_code=400, error_message={'error': 'invalid amount for a marketable BUY order ($0.96), min size: $1'}] 2026-03-13T11:27:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:38 ❌ v11买入未成交 btc-updown-5m-1773372300 | Up limit=0.160 reason=create_order_failed order=- 2026-03-13T11:27:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:38 ⏭ btc-updown-5m-1773372300 | 执行层放弃 reason=create_order_failed 2026-03-13T11:27:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:38 Telegram 失败通知抑制，等待 create_order_failed 后续对账 | slug=btc-updown-5m-1773372300 2026-03-13T11:27:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:38 🪟 btc-updown-5m-1773372300 T-141s | Up=0.08/10 Dn=0.93/317 spd=0.01 | beat=71268 px=71156 -15.8bp | yes=0.077 σ=0.48 | ↑0s ↓11s 2026-03-13T11:27:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:38 ⏭ btc-updown-5m-1773372300 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/10 Dn=0.93/317 spd=0.01 | beat=71268 px=71156 -15.8bp 2026-03-13T11:27:42+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:42 ⏭ btc-updown-5m-1773372300 | rej=无信号 edge不足 best=Up net=-0.029<0.070 | Up=0.08/458 Dn=0.93/30 spd=0.01 | beat=71268 px=71155 -15.9bp 2026-03-13T11:27:43+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:43 🪟 btc-updown-5m-1773372300 T-136s | Up=0.08/66 Dn=0.93/60 spd=0.01 | beat=71268 px=71155 -16.0bp | yes=0.069 σ=0.47 | ↑0s ↓12s 2026-03-13T11:27:49+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:49 🪟 btc-updown-5m-1773372300 T-131s | Up=0.07/15 Dn=0.94/379 spd=0.01 | beat=71268 px=71152 -16.3bp | yes=0.062 σ=0.47 | ↑0s ↓11s 2026-03-13T11:27:49+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:49 ⏭ btc-updown-5m-1773372300 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/15 Dn=0.94/379 spd=0.01 | beat=71268 px=71152 -16.3bp 2026-03-13T11:27:55+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:55 🪟 btc-updown-5m-1773372300 T-125s | Up=0.07/821 Dn=0.94/452 spd=0.01 | beat=71268 px=71150 -16.6bp | yes=0.054 σ=0.47 | ↑0s ↓10s 2026-03-13T11:27:56+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:27:56 ⏭ btc-updown-5m-1773372300 | rej=无信号 edge不足 best=Up net=-0.067<0.070 | Up=0.09/767 Dn=0.94/296 spd=0.03 | beat=71268 px=71150 -16.6bp 2026-03-13T11:28:03+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:28:03 💓 heartbeat | 扫描=677 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:29:04+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:29:04 💓 heartbeat | 扫描=779 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:30:04+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:30:04 💓 heartbeat | 扫描=875 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:31:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:31:05 💓 heartbeat | 扫描=974 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:32:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:00 🪟 btc-updown-5m-1773372600 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T11:32:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:00 🪟 btc-updown-5m-1773372600 T-179s | Up=0.32/358 Dn=0.69/1 spd=0.01 | beat=71097 px=71027 -9.9bp | yes=0.288 σ=0.67 | ↑0s ↓10s 2026-03-13T11:32:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:00 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Up net=-0.075<0.070 | Up=0.32/358 Dn=0.69/1 spd=0.01 | beat=71097 px=71027 -9.9bp 2026-03-13T11:32:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:05 ⏭ btc-updown-5m-1773372600 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.24/44 Dn=0.77/3 spd=0.01 | beat=71097 px=71031 -9.4bp 2026-03-13T11:32:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:05 🪟 btc-updown-5m-1773372600 T-174s | Up=0.25/15 Dn=0.77/45 spd=0.02 | beat=71097 px=71031 -9.4bp | yes=0.297 σ=0.68 | ↑0s ↓11s 2026-03-13T11:32:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:05 💓 heartbeat | 扫描=1076 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:32:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:10 🪟 btc-updown-5m-1773372600 T-169s | Up=0.23/85 Dn=0.78/116 spd=0.01 | beat=71097 px=71031 -9.4bp | yes=0.293 σ=0.68 | ↑0s ↓11s 2026-03-13T11:32:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:10 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Up net=+0.029<0.070 | Up=0.23/85 Dn=0.78/116 spd=0.01 | beat=71097 px=71031 -9.4bp 2026-03-13T11:32:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:15 🪟 btc-updown-5m-1773372600 T-164s | Up=0.34/0 Dn=0.71/117 spd=0.05 | beat=71097 px=71017 -11.3bp | yes=0.252 σ=0.68 | ↑0s ↓11s 2026-03-13T11:32:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:15 ⏭ btc-updown-5m-1773372600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.34/0 Dn=0.71/117 spd=0.05 | beat=71097 px=71017 -11.3bp 2026-03-13T11:32:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:20 🪟 btc-updown-5m-1773372600 T-159s | Up=0.26/79 Dn=0.75/44 spd=0.01 | beat=71097 px=71018 -11.1bp | yes=0.254 σ=0.68 | ↑0s ↓11s 2026-03-13T11:32:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:20 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Up net=-0.043<0.070 | Up=0.26/79 Dn=0.75/44 spd=0.01 | beat=71097 px=71018 -11.1bp 2026-03-13T11:32:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:26 🪟 btc-updown-5m-1773372600 T-153s | Up=0.26/47 Dn=0.75/468 spd=0.01 | beat=71097 px=71029 -9.6bp | yes=0.280 σ=0.68 | ↑0s ↓11s 2026-03-13T11:32:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:31 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Up net=-0.046<0.070 | Up=0.28/70 Dn=0.73/29 spd=0.01 | beat=71097 px=71029 -9.6bp 2026-03-13T11:32:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:31 🪟 btc-updown-5m-1773372600 T-148s | Up=0.26/95 Dn=0.75/41 spd=0.01 | beat=71097 px=71029 -9.6bp | yes=0.273 σ=0.66 | ↑0s ↓11s 2026-03-13T11:32:35+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:35 ⏭ btc-updown-5m-1773372600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.37/71 Dn=0.67/67 spd=0.04 | beat=71097 px=71029 -9.6bp 2026-03-13T11:32:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:36 🪟 btc-updown-5m-1773372600 T-143s | Up=0.41/46 Dn=0.63/37 spd=0.04 | beat=71097 px=71029 -9.6bp | yes=0.279 σ=0.70 | ↑0s ↓11s 2026-03-13T11:32:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:41 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Down net=-0.013<0.070 | Up=0.36/194 Dn=0.65/70 spd=0.01 | beat=71097 px=71033 -9.1bp 2026-03-13T11:32:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:41 🪟 btc-updown-5m-1773372600 T-138s | Up=0.38/35 Dn=0.63/61 spd=0.01 | beat=71097 px=71033 -9.1bp | yes=0.286 σ=0.70 | ↑0s ↓10s 2026-03-13T11:32:46+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:46 🪟 btc-updown-5m-1773372600 T-133s | Up=0.38/48 Dn=0.63/55 spd=0.01 | beat=71097 px=71059 -5.4bp | yes=0.366 σ=0.70 | ↑0s ↓11s 2026-03-13T11:32:51+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:51 ⏭ btc-updown-5m-1773372600 | rej=无信号 edge不足 best=Up net=-0.037<0.070 | Up=0.37/95 Dn=0.64/138 spd=0.01 | beat=71097 px=71064 -4.7bp 2026-03-13T11:32:51+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:51 🪟 btc-updown-5m-1773372600 T-128s | Up=0.37/184 Dn=0.64/100 spd=0.01 | beat=71097 px=71064 -4.7bp | yes=0.381 σ=0.70 | ↑0s ↓11s 2026-03-13T11:32:56+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:32:56 🪟 btc-updown-5m-1773372600 T-123s | Up=0.41/66 Dn=0.60/277 spd=0.01 | beat=71097 px=71068 -4.1bp | yes=0.394 σ=0.70 | ↑0s ↓11s 2026-03-13T11:33:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:33:06 💓 heartbeat | 扫描=1172 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:34:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:34:06 💓 heartbeat | 扫描=1274 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:35:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:35:06 💓 heartbeat | 扫描=1371 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:36:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:36:06 💓 heartbeat | 扫描=1473 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:37:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:00 🪟 btc-updown-5m-1773372900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:37:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:00 🪟 btc-updown-5m-1773372900 T-180s | Up=0.27/115 Dn=0.74/796 spd=0.01 | beat=71139 px=71057 -11.6bp | yes=0.210 σ=0.55 | ↑0s ↓10s 2026-03-13T11:37:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:00 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Down net=-0.035<0.070 | Up=0.27/115 Dn=0.74/796 spd=0.01 | beat=71139 px=71057 -11.6bp 2026-03-13T11:37:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:05 🪟 btc-updown-5m-1773372900 T-174s | Up=0.27/106 Dn=0.74/228 spd=0.01 | beat=71139 px=71049 -12.7bp | yes=0.187 σ=0.55 | ↑0s ↓11s 2026-03-13T11:37:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:06 💓 heartbeat | 扫描=1575 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:37:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:10 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Down net=-0.015<0.070 | Up=0.26/491 Dn=0.75/201 spd=0.01 | beat=71139 px=71047 -13.0bp 2026-03-13T11:37:11+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:11 🪟 btc-updown-5m-1773372900 T-169s | Up=0.25/46 Dn=0.76/148 spd=0.01 | beat=71139 px=71047 -13.0bp | yes=0.179 σ=0.55 | ↑0s ↓10s 2026-03-13T11:37:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:16 🪟 btc-updown-5m-1773372900 T-163s | Up=0.25/267 Dn=0.76/66 spd=0.01 | beat=71139 px=71051 -12.4bp | yes=0.182 σ=0.55 | ↑0s ↓11s 2026-03-13T11:37:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:21 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Up net=-0.059<0.070 | Up=0.22/117 Dn=0.79/196 spd=0.01 | beat=71139 px=71057 -11.6bp 2026-03-13T11:37:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:22 🪟 btc-updown-5m-1773372900 T-158s | Up=0.22/199 Dn=0.79/233 spd=0.01 | beat=71139 px=71057 -11.6bp | yes=0.192 σ=0.54 | ↑0s ↓11s 2026-03-13T11:37:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:27 🪟 btc-updown-5m-1773372900 T-153s | Up=0.21/84 Dn=0.80/676 spd=0.01 | beat=71139 px=71057 -11.6bp | yes=0.186 σ=0.54 | ↑0s ↓11s 2026-03-13T11:37:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:31 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Down net=-0.106<0.070 | Up=0.18/53 Dn=0.83/17 spd=0.01 | beat=71139 px=71056 -11.7bp 2026-03-13T11:37:32+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:32 🪟 btc-updown-5m-1773372900 T-147s | Up=0.16/74 Dn=0.85/5 spd=0.01 | beat=71139 px=71056 -11.7bp | yes=0.167 σ=0.51 | ↑0s ↓11s 2026-03-13T11:37:32+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:32 ⏭ btc-updown-5m-1773372900 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.16/74 Dn=0.85/5 spd=0.01 | beat=71139 px=71056 -11.7bp 2026-03-13T11:37:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:38 🪟 btc-updown-5m-1773372900 T-141s | Up=0.24/7 Dn=0.77/3 spd=0.01 | beat=71139 px=71045 -13.2bp | yes=0.123 σ=0.49 | ↑0s ↓11s 2026-03-13T11:37:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:41 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Down net=+0.036<0.070 | Up=0.25/39 Dn=0.76/102 spd=0.01 | beat=71139 px=71044 -13.4bp 2026-03-13T11:37:43+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:43 🪟 btc-updown-5m-1773372900 T-136s | Up=0.23/620 Dn=0.79/15 spd=0.02 | beat=71139 px=71044 -13.4bp | yes=0.113 σ=0.48 | ↑0s ↓11s 2026-03-13T11:37:49+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:49 🪟 btc-updown-5m-1773372900 T-131s | Up=0.19/472 Dn=0.82/164 spd=0.01 | beat=71139 px=71044 -13.4bp | yes=0.108 σ=0.48 | ↑0s ↓11s 2026-03-13T11:37:52+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:52 ⏭ btc-updown-5m-1773372900 | rej=无信号 edge不足 best=Down net=-0.017<0.070 | Up=0.19/248 Dn=0.82/147 spd=0.01 | beat=71139 px=71044 -13.4bp 2026-03-13T11:37:54+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:37:54 🪟 btc-updown-5m-1773372900 T-125s | Up=0.18/239 Dn=0.83/1510 spd=0.01 | beat=71139 px=71044 -13.4bp | yes=0.099 σ=0.48 | ↑0s ↓11s 2026-03-13T11:38:06+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:38:06 💓 heartbeat | 扫描=1672 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:39:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:39:07 💓 heartbeat | 扫描=1774 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:40:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:40:07 💓 heartbeat | 扫描=1872 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:41:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:41:07 💓 heartbeat | 扫描=1974 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:42:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:00 🪟 btc-updown-5m-1773373200 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:42:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:00 🪟 btc-updown-5m-1773373200 T-180s | Up=0.65/354 Dn=0.36/65 spd=0.01 | beat=71052 px=71103 +7.1bp | yes=0.718 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:00 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=-0.008<0.070 | Up=0.65/354 Dn=0.36/65 spd=0.01 | beat=71052 px=71103 +7.1bp 2026-03-13T11:42:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:05 🪟 btc-updown-5m-1773373200 T-174s | Up=0.67/216 Dn=0.34/15 spd=0.01 | beat=71052 px=71104 +7.3bp | yes=0.727 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:07 💓 heartbeat | 扫描=2074 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:42:11+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:11 🪟 btc-updown-5m-1773373200 T-169s | Up=0.63/235 Dn=0.38/543 spd=0.01 | beat=71052 px=71104 +7.2bp | yes=0.732 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:11+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:11 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=+0.028<0.070 | Up=0.63/235 Dn=0.38/543 spd=0.01 | beat=71052 px=71104 +7.2bp 2026-03-13T11:42:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:16 🪟 btc-updown-5m-1773373200 T-164s | Up=0.61/57 Dn=0.40/154 spd=0.01 | beat=71052 px=71104 +7.2bp | yes=0.735 σ=0.46 | ↑10s ↓0s 2026-03-13T11:42:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:22 🪟 btc-updown-5m-1773373200 T-157s | Up=0.58/178 Dn=0.43/116 spd=0.01 | beat=71052 px=71099 +6.6bp | yes=0.721 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:25+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:25 ⏭ btc-updown-5m-1773373200 | rej=recheck无信号 edge不足 best=Up net=+0.067<0.070 | Up=0.58/312 Dn=0.44/115 spd=0.02 | beat=71052 px=71099 +6.6bp 2026-03-13T11:42:25+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:25 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=+0.055<0.070 | Up=0.58/366 Dn=0.44/64 spd=0.02 | beat=71052 px=71096 +6.2bp 2026-03-13T11:42:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:27 🪟 btc-updown-5m-1773373200 T-152s | Up=0.57/34 Dn=0.44/166 spd=0.01 | beat=71052 px=71093 +5.7bp | yes=0.698 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:32+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:32 🪟 btc-updown-5m-1773373200 T-147s | Up=0.62/560 Dn=0.39/318 spd=0.01 | beat=71052 px=71090 +5.3bp | yes=0.685 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:36 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=-0.022<0.070 | Up=0.63/29 Dn=0.39/15 spd=0.02 | beat=71052 px=71090 +5.3bp 2026-03-13T11:42:38+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:38 🪟 btc-updown-5m-1773373200 T-142s | Up=0.63/266 Dn=0.38/479 spd=0.01 | beat=71052 px=71096 +6.1bp | yes=0.712 σ=0.47 | ↑11s ↓0s 2026-03-13T11:42:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:41 ⏭ btc-updown-5m-1773373200 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.62/5 Dn=0.39/5 spd=0.01 | beat=71052 px=71103 +7.1bp 2026-03-13T11:42:43+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:43 🪟 btc-updown-5m-1773373200 T-137s | Up=0.64/10 Dn=0.37/23 spd=0.01 | beat=71052 px=71103 +7.1bp | yes=0.745 σ=0.47 | ↑11s ↓0s 2026-03-13T11:42:46+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:46 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=+0.055<0.070 | Up=0.62/1408 Dn=0.39/15 spd=0.01 | beat=71052 px=71103 +7.1bp 2026-03-13T11:42:48+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:48 🪟 btc-updown-5m-1773373200 T-132s | Up=0.62/568 Dn=0.39/1396 spd=0.01 | beat=71052 px=71103 +7.1bp | yes=0.750 σ=0.47 | ↑10s ↓0s 2026-03-13T11:42:53+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:53 🪟 btc-updown-5m-1773373200 T-127s | Up=0.63/946 Dn=0.39/1262 spd=0.02 | beat=71052 px=71105 +7.4bp | yes=0.766 σ=0.46 | ↑11s ↓0s 2026-03-13T11:42:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:57 ⏭ btc-updown-5m-1773373200 | rej=无信号 edge不足 best=Up net=+0.068<0.070 | Up=0.65/1228 Dn=0.36/659 spd=0.01 | beat=71052 px=71110 +8.1bp 2026-03-13T11:42:58+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:42:58 🪟 btc-updown-5m-1773373200 T-121s | Up=0.65/1048 Dn=0.36/659 spd=0.01 | beat=71052 px=71110 +8.1bp | yes=0.795 σ=0.46 | ↑11s ↓0s 2026-03-13T11:43:08+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:43:08 💓 heartbeat | 扫描=2160 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:44:08+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:44:08 💓 heartbeat | 扫描=2262 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:45:09+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:45:09 💓 heartbeat | 扫描=2359 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:46:09+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:46:09 💓 heartbeat | 扫描=2461 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:47:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:00 🪟 btc-updown-5m-1773373500 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:47:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:00 🪟 btc-updown-5m-1773373500 T-180s | Up=0.70/130 Dn=0.31/0 spd=0.01 | beat=71158 px=71197 +5.5bp | yes=0.716 σ=0.37 | ↑10s ↓0s 2026-03-13T11:47:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:00 ⏭ btc-updown-5m-1773373500 | rej=无信号 edge不足 best=Up net=-0.065<0.070 | Up=0.70/130 Dn=0.31/0 spd=0.01 | beat=71158 px=71197 +5.5bp 2026-03-13T11:47:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:05 🪟 btc-updown-5m-1773373500 T-175s | Up=0.69/464 Dn=0.32/294 spd=0.01 | beat=71158 px=71197 +5.5bp | yes=0.720 σ=0.37 | ↑10s ↓0s 2026-03-13T11:47:09+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:09 💓 heartbeat | 扫描=2562 | 无持仓 | 余额=53.80 usdc.e | traded=153 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:47:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:10 🪟 btc-updown-5m-1773373500 T-170s | Up=0.71/1173 Dn=0.30/51 spd=0.01 | beat=71158 px=71197 +5.5bp | yes=0.717 σ=0.38 | ↑10s ↓0s 2026-03-13T11:47:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:10 ⏭ btc-updown-5m-1773373500 | rej=无信号 edge不足 best=Down net=-0.058<0.070 | Up=0.71/1173 Dn=0.30/51 spd=0.01 | beat=71158 px=71197 +5.5bp 2026-03-13T11:47:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:15 🪟 btc-updown-5m-1773373500 T-165s | Up=0.72/985 Dn=0.29/164 spd=0.01 | beat=71158 px=71200 +5.9bp | yes=0.731 σ=0.38 | ↑10s ↓0s 2026-03-13T11:47:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:20 🪟 btc-updown-5m-1773373500 T-160s | Up=0.71/111 Dn=0.30/162 spd=0.01 | beat=71158 px=71211 +7.5bp | yes=0.789 σ=0.38 | ↑11s ↓0s 2026-03-13T11:47:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:20 ⏭ btc-updown-5m-1773373500 | rej=无信号 edge不足 best=Up net=-0.003<0.070 | Up=0.71/111 Dn=0.30/162 spd=0.01 | beat=71158 px=71211 +7.5bp 2026-03-13T11:47:25+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:25 🪟 btc-updown-5m-1773373500 T-155s | Up=0.69/315 Dn=0.32/25 spd=0.01 | beat=71158 px=71213 +7.7bp | yes=0.799 σ=0.38 | ↑11s ↓0s 2026-03-13T11:47:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:31 🪟 btc-updown-5m-1773373500 T-149s | Up=0.69/7 Dn=0.32/24 spd=0.01 | beat=71158 px=71214 +7.8bp | yes=0.812 σ=0.37 | ↑10s ↓0s 2026-03-13T11:47:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:31 ⏭ btc-updown-5m-1773373500 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.69/7 Dn=0.32/24 spd=0.01 | beat=71158 px=71214 +7.8bp 2026-03-13T11:47:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:31 ⏭ btc-updown-5m-1773373500 | rej=无信号 edge不足 best=Up net=+0.054<0.070 | Up=0.68/95 Dn=0.33/16 spd=0.01 | beat=71158 px=71214 +7.8bp 2026-03-13T11:47:33+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:33 ⏭ btc-updown-5m-1773373500 | rej=recheck无信号 edge不足 best=Up net=+0.065<0.070 | Up=0.67/235 Dn=0.34/58 spd=0.01 | beat=71158 px=71214 +7.8bp 2026-03-13T11:47:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:36 🪟 btc-updown-5m-1773373500 T-143s | Up=0.66/276 Dn=0.35/78 spd=0.01 | beat=71158 px=71215 +8.0bp | yes=0.820 σ=0.37 | ↑11s ↓0s 2026-03-13T11:47:44+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:44 ✅ v11买入 btc-updown-5m-1773373500 | Up avg≈0.640 4.93365shares limit=0.640 order=0x822983ffd69bb8fea5372cb135107414ac1d4e5aa6f067aef2dc5ff3dcb00c80 2026-03-13T11:47:55+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:47:55 MarketResolutionFeed WebSocket 已连接 2026-03-13T11:48:09+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:48:09 💓 heartbeat | 扫描=2643 | 持仓: btc-updown-5m-1773373500 Up | 余额=50.60 usdc.e | traded=154 | 今日 20W-17L 已实现PnL=$-3.27 2026-03-13T11:48:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:48:27 Telegram 止盈通知暂缓，等待官方确认 | slug=btc-updown-5m-1773373500 order=0x7722fcf48af69096d075f0b23cc00b4bf34b0515503afcd57495b7096153bd01 2026-03-13T11:48:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:48:27 ✅ v11止盈卖出 btc-updown-5m-1773373500 | Up avg≈0.810 4.929998shares limit=0.810 order=0x7722fcf48af69096d075f0b23cc00b4bf34b0515503afcd57495b7096153bd01 2026-03-13T11:49:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:49:10 💓 heartbeat | 扫描=2735 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:50:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:50:10 💓 heartbeat | 扫描=2833 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:51:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:51:10 💓 heartbeat | 扫描=2934 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:51:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:51:57 市场 resolved 事件 | condition=0xcd2b51cbe49567 2026-03-13T11:51:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:51:57 WS resolved 触发 | condition=0xcd2b51cbe49567 将在下次循环立即尝试 redeem 2026-03-13T11:52:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:00 🪟 btc-updown-5m-1773373800 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:52:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:00 🪟 btc-updown-5m-1773373800 T-180s | Up=0.92/140 Dn=0.09/232 spd=0.01 | beat=71155 px=71254 +13.9bp | yes=0.788 σ=0.66 | ↑10s ↓0s 2026-03-13T11:52:01+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:01 ⏭ btc-updown-5m-1773373800 | rej=recheck无信号 无候选 Up:ask超范围 Down:价差大 | Up=0.93/1290 Dn=0.11/591 spd=0.04 | beat=71155 px=71254 +14.0bp 2026-03-13T11:52:01+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:01 ⏭ btc-updown-5m-1773373800 | rej=无信号 无候选 Up:ask超范围 Down:深度不足 | Up=0.93/894 Dn=0.08/71 spd=0.01 | beat=71155 px=71256 +14.2bp 2026-03-13T11:52:04+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:04 market order 失败: PolyApiException[status_code=400, error_message={'error': 'invalid amount for a marketable BUY order ($0.96), min size: $1'}] 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 ❌ v11买入未成交 btc-updown-5m-1773373800 | Down limit=0.080 reason=create_order_failed order=- 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 ⏭ btc-updown-5m-1773373800 | 执行层放弃 reason=create_order_failed 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 Telegram 失败通知抑制，等待 create_order_failed 后续对账 | slug=btc-updown-5m-1773373800 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 💓 heartbeat | 扫描=3020 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 🪟 btc-updown-5m-1773373800 T-164s | Up=0.91/102 Dn=0.10/382 spd=0.01 | beat=71155 px=71262 +15.1bp | yes=0.817 σ=0.66 | ↑11s ↓0s 2026-03-13T11:52:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:15 ⏭ btc-updown-5m-1773373800 | rej=无信号 edge不足 best=Down net=+0.062<0.070 | Up=0.91/102 Dn=0.10/382 spd=0.01 | beat=71155 px=71262 +15.1bp 2026-03-13T11:52:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:21 🪟 btc-updown-5m-1773373800 T-159s | Up=0.91/176 Dn=0.10/90 spd=0.01 | beat=71155 px=71259 +14.6bp | yes=0.814 σ=0.66 | ↑10s ↓0s 2026-03-13T11:52:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:26 🪟 btc-updown-5m-1773373800 T-154s | Up=0.91/524 Dn=0.10/313 spd=0.01 | beat=71155 px=71258 +14.6bp | yes=0.818 σ=0.66 | ↑10s ↓0s 2026-03-13T11:52:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:26 ⏭ btc-updown-5m-1773373800 | rej=无信号 edge不足 best=Down net=+0.061<0.070 | Up=0.91/524 Dn=0.10/313 spd=0.01 | beat=71155 px=71258 +14.6bp 2026-03-13T11:52:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:31 🪟 btc-updown-5m-1773373800 T-148s | Up=0.91/236 Dn=0.10/210 spd=0.01 | beat=71155 px=71256 +14.2bp | yes=0.815 σ=0.66 | ↑11s ↓0s 2026-03-13T11:52:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:36 🪟 btc-updown-5m-1773373800 T-143s | Up=0.91/42 Dn=0.10/381 spd=0.01 | beat=71155 px=71253 +13.8bp | yes=0.812 σ=0.67 | ↑11s ↓0s 2026-03-13T11:52:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:36 ⏭ btc-updown-5m-1773373800 | rej=无信号 edge不足 best=Down net=+0.067<0.070 | Up=0.91/42 Dn=0.10/381 spd=0.01 | beat=71155 px=71253 +13.8bp 2026-03-13T11:52:42+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:42 market order 失败: PolyApiException[status_code=400, error_message={'error': 'invalid amount for a marketable BUY order ($0.72), min size: $1'}] 2026-03-13T11:52:53+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:53 ❌ v11买入未成交 btc-updown-5m-1773373800 | Down limit=0.090 reason=create_order_failed order=- 2026-03-13T11:52:53+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:53 ⏭ btc-updown-5m-1773373800 | 执行层放弃 reason=create_order_failed 2026-03-13T11:52:53+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:53 Telegram 失败通知抑制，等待 create_order_failed 后续对账 | slug=btc-updown-5m-1773373800 2026-03-13T11:52:54+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:54 🪟 btc-updown-5m-1773373800 T-126s | Up=0.96/316 Dn=0.05/1735 spd=0.01 | beat=71155 px=71268 +15.9bp | yes=0.863 σ=0.66 | ↑10s ↓0s 2026-03-13T11:52:54+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:54 ⏭ btc-updown-5m-1773373800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.96/316 Dn=0.05/1735 spd=0.01 | beat=71155 px=71268 +15.9bp 2026-03-13T11:52:59+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:52:59 🪟 btc-updown-5m-1773373800 T-120s | Up=0.97/1339 Dn=0.04/514 spd=0.01 | beat=71155 px=71281 +17.8bp | yes=0.892 σ=0.67 | ↑11s ↓0s 2026-03-13T11:53:15+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:53:15 💓 heartbeat | 扫描=3096 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:54:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:54:16 💓 heartbeat | 扫描=3197 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:55:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:55:16 💓 heartbeat | 扫描=3295 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:56:17+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:56:17 💓 heartbeat | 扫描=3397 | 无持仓 | 余额=54.57 usdc.e | traded=154 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:57:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:00 🪟 btc-updown-5m-1773374100 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T11:57:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:00 🪟 btc-updown-5m-1773374100 T-180s | Up=0.13/192 Dn=0.88/273 spd=0.01 | beat=71473 px=71402 -9.9bp | yes=0.297 σ=0.71 | ↑0s ↓11s 2026-03-13T11:57:02+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:02 FAK market order 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-13T11:57:02+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:02 ❌ v11买入未成交 btc-updown-5m-1773374100 | Up limit=0.110 reason=order_unfilled order=- 2026-03-13T11:57:02+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:02 ⏭ btc-updown-5m-1773374100 | 执行层放弃 reason=order_unfilled 2026-03-13T11:57:03+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:03 ⏭ btc-updown-5m-1773374100 | rej=无信号 edge不足 best=Down net=-0.277<0.070 | Up=0.13/9 Dn=0.89/167 spd=0.02 | beat=71473 px=71396 -10.9bp 2026-03-13T11:57:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:05 🪟 btc-updown-5m-1773374100 T-174s | Up=0.18/53 Dn=0.85/58 spd=0.03 | beat=71473 px=71396 -10.9bp | yes=0.281 σ=0.73 | ↑0s ↓11s 2026-03-13T11:57:11+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:11 ✅ v11买入 btc-updown-5m-1773374100 | Up avg≈0.130 9.04057shares limit=0.130 order=0x5a16e312beffc5111ba33a6c4d60fa0887539fbdf0e133648435e701ef15ca5d 2026-03-13T11:57:17+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:57:17 💓 heartbeat | 扫描=3483 | 无持仓 | 余额=53.40 usdc.e | traded=155 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:58:17+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:58:17 💓 heartbeat | 扫描=3578 | 持仓: btc-updown-5m-1773374100 Up | 余额=53.40 usdc.e | traded=155 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T11:59:18+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 11:59:18 💓 heartbeat | 扫描=3673 | 持仓: btc-updown-5m-1773374100 Up | 余额=53.40 usdc.e | traded=155 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T12:00:18+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:00:18 💓 heartbeat | 扫描=3767 | 持仓: btc-updown-5m-1773374100 Up | 余额=53.40 usdc.e | traded=155 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T12:01:19+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:01:19 💓 heartbeat | 扫描=3867 | 持仓: btc-updown-5m-1773374100 Up | 余额=53.40 usdc.e | traded=155 | 今日 21W-17L 已实现PnL=$-2.50 2026-03-13T12:01:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:01:57 市场 resolved 事件 | condition=0x5265ba9f1e6b26 2026-03-13T12:01:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:01:57 WS resolved 触发 | condition=0x5265ba9f1e6b26 将在下次循环立即尝试 redeem 2026-03-13T12:02:02+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:02 📡 CTF redeem (gasless) tx 已发送: 0xb3e99294f589ba0c7d57f3d9373594da223c9f3890a597c12c4b08c8a39a2e30 2026-03-13T12:02:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:10 redeem 确认成功 | slug=btc-updown-5m-1773374100 outcome=Up tx=0xb3e99294f589ba0c7d57f3d9373594da223c9f3890a597c12c4b08c8a39a2e30 2026-03-13T12:02:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:10 🪟 btc-updown-5m-1773374400 | 进入决策窗口 T-169s [120s~180s] 2026-03-13T12:02:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:10 🪟 btc-updown-5m-1773374400 T-169s | Up=0.26/894 Dn=0.75/2 spd=0.01 | beat=71406 px=71398 -1.1bp | yes=0.453 σ=0.37 | ↑4s ↓7s 2026-03-13T12:02:12+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:12 ⏭ btc-updown-5m-1773374400 | rej=无信号 edge不足 best=Down net=-0.234<0.070 | Up=0.25/12 Dn=0.77/479 spd=0.02 | beat=71406 px=71384 -3.1bp 2026-03-13T12:02:13+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:13 ⏭ btc-updown-5m-1773374400 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.31/320 Dn=0.73/20 spd=0.04 | beat=71406 px=71383 -3.1bp 2026-03-13T12:02:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:16 🪟 btc-updown-5m-1773374400 T-164s | Up=0.29/111 Dn=0.72/34 spd=0.01 | beat=71406 px=71383 -3.1bp | yes=0.367 σ=0.37 | ↑0s ↓11s 2026-03-13T12:02:19+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:19 💓 heartbeat | 扫描=3944 | 无持仓 | 余额=53.40 usdc.e | traded=155 | 今日 21W-18L 已实现PnL=$-3.67 2026-03-13T12:02:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:21 🪟 btc-updown-5m-1773374400 T-158s | Up=0.27/500 Dn=0.74/711 spd=0.01 | beat=71406 px=71383 -3.2bp | yes=0.362 σ=0.37 | ↑0s ↓11s 2026-03-13T12:02:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:26 ⏭ btc-updown-5m-1773374400 | rej=无信号 edge不足 best=Up net=+0.070<0.070 | Up=0.25/240 Dn=0.76/93 spd=0.01 | beat=71406 px=71382 -3.3bp 2026-03-13T12:02:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:26 🪟 btc-updown-5m-1773374400 T-153s | Up=0.25/240 Dn=0.76/67 spd=0.01 | beat=71406 px=71382 -3.3bp | yes=0.356 σ=0.37 | ↑0s ↓11s 2026-03-13T12:02:32+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:32 🪟 btc-updown-5m-1773374400 T-148s | Up=0.26/536 Dn=0.75/1248 spd=0.01 | beat=71406 px=71380 -3.6bp | yes=0.341 σ=0.37 | ↑0s ↓10s 2026-03-13T12:02:34+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:34 ⏭ btc-updown-5m-1773374400 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.33/149 Dn=0.73/61 spd=0.06 | beat=71406 px=71379 -3.7bp 2026-03-13T12:02:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:36 ⏭ btc-updown-5m-1773374400 | rej=无信号 edge不足 best=Up net=-0.018<0.070 | Up=0.31/120 Dn=0.71/308 spd=0.02 | beat=71406 px=71379 -3.7bp 2026-03-13T12:02:37+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:37 🪟 btc-updown-5m-1773374400 T-143s | Up=0.32/184 Dn=0.71/50 spd=0.03 | beat=71406 px=71379 -3.7bp | yes=0.338 σ=0.38 | ↑0s ↓10s 2026-03-13T12:02:47+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:02:47 ✅ v11买入 btc-updown-5m-1773374400 | Up avg≈0.200 4.992951shares limit=0.200 order=0xfc60b235e92e88c0dc2a3c6612d00b9d7952348c75c73696d84d662c2b5db24f 2026-03-13T12:03:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:03:07 Telegram 止盈通知暂缓，等待官方确认 | slug=btc-updown-5m-1773374400 order=0x356d3bd6af41f88e5b26e08d30108ebb796e463410ca72b405b9cb16f0d6847c 2026-03-13T12:03:07+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:03:07 ✅ v11止盈卖出 btc-updown-5m-1773374400 | Up avg≈0.290 4.990000shares limit=0.290 order=0x356d3bd6af41f88e5b26e08d30108ebb796e463410ca72b405b9cb16f0d6847c 2026-03-13T12:03:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:03:20 💓 heartbeat | 扫描=4018 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:04:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:04:20 💓 heartbeat | 扫描=4121 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:05:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:05:20 💓 heartbeat | 扫描=4220 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:06:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:06:21 💓 heartbeat | 扫描=4323 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:06:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:06:57 市场 resolved 事件 | condition=0x335fd297e857e0 2026-03-13T12:06:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:06:57 WS resolved 触发 | condition=0x335fd297e857e0 将在下次循环立即尝试 redeem 2026-03-13T12:07:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:00 🪟 btc-updown-5m-1773374700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:07:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:00 🪟 btc-updown-5m-1773374700 T-180s | Up=0.35/12 Dn=0.66/553 spd=0.01 | beat=71386 px=71364 -3.0bp | yes=0.358 σ=0.32 | ↑0s ↓11s 2026-03-13T12:07:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:00 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Down net=-0.095<0.070 | Up=0.35/12 Dn=0.66/553 spd=0.01 | beat=71386 px=71364 -3.0bp 2026-03-13T12:07:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:05 🪟 btc-updown-5m-1773374700 T-175s | Up=0.30/33 Dn=0.71/68 spd=0.01 | beat=71386 px=71364 -3.0bp | yes=0.359 σ=0.33 | ↑0s ↓11s 2026-03-13T12:07:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:10 🪟 btc-updown-5m-1773374700 T-170s | Up=0.34/147 Dn=0.67/48 spd=0.01 | beat=71386 px=71363 -3.2bp | yes=0.351 σ=0.33 | ↑0s ↓11s 2026-03-13T12:07:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:10 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Up net=-0.034<0.070 | Up=0.34/147 Dn=0.67/48 spd=0.01 | beat=71386 px=71363 -3.2bp 2026-03-13T12:07:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:16 🪟 btc-updown-5m-1773374700 T-164s | Up=0.34/145 Dn=0.67/166 spd=0.01 | beat=71386 px=71361 -3.4bp | yes=0.336 σ=0.32 | ↑0s ↓10s 2026-03-13T12:07:20+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:20 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Up net=-0.025<0.070 | Up=0.31/166 Dn=0.70/112 spd=0.01 | beat=71386 px=71360 -3.6bp 2026-03-13T12:07:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:21 🪟 btc-updown-5m-1773374700 T-159s | Up=0.31/363 Dn=0.70/86 spd=0.01 | beat=71386 px=71360 -3.6bp | yes=0.326 σ=0.33 | ↑0s ↓11s 2026-03-13T12:07:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:21 💓 heartbeat | 扫描=4423 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:07:26+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:26 🪟 btc-updown-5m-1773374700 T-154s | Up=0.30/188 Dn=0.71/472 spd=0.01 | beat=71386 px=71359 -3.7bp | yes=0.320 σ=0.33 | ↑0s ↓11s 2026-03-13T12:07:30+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:30 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Down net=-0.024<0.070 | Up=0.37/40 Dn=0.64/233 spd=0.01 | beat=71386 px=71359 -3.7bp 2026-03-13T12:07:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:31 🪟 btc-updown-5m-1773374700 T-149s | Up=0.37/38 Dn=0.64/264 spd=0.01 | beat=71386 px=71359 -3.7bp | yes=0.310 σ=0.31 | ↑0s ↓11s 2026-03-13T12:07:36+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:36 🪟 btc-updown-5m-1773374700 T-143s | Up=0.34/239 Dn=0.67/232 spd=0.01 | beat=71386 px=71362 -3.3bp | yes=0.323 σ=0.31 | ↑0s ↓11s 2026-03-13T12:07:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:41 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Down net=-0.049<0.070 | Up=0.37/363 Dn=0.64/57 spd=0.01 | beat=71386 px=71364 -3.0bp 2026-03-13T12:07:41+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:41 🪟 btc-updown-5m-1773374700 T-138s | Up=0.37/547 Dn=0.64/76 spd=0.01 | beat=71386 px=71364 -3.0bp | yes=0.334 σ=0.30 | ↑0s ↓11s 2026-03-13T12:07:46+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:46 ⏭ btc-updown-5m-1773374700 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.55/167 Dn=0.55/120 spd=0.10 | beat=71386 px=71364 -3.0bp 2026-03-13T12:07:46+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:46 🪟 btc-updown-5m-1773374700 T-133s | Up=0.60/257 Dn=0.43/71 spd=0.03 | beat=71386 px=71364 -3.0bp | yes=0.365 σ=0.38 | ↑0s ↓11s 2026-03-13T12:07:47+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:47 ⏭ btc-updown-5m-1773374700 | rej=recheck无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.63/15 Dn=0.38/3 spd=0.01 | beat=71386 px=71364 -3.0bp 2026-03-13T12:07:52+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:52 🪟 btc-updown-5m-1773374700 T-128s | Up=0.72/269 Dn=0.38/69 spd=0.10 | beat=71386 px=71364 -3.0bp | yes=0.363 σ=0.38 | ↑5s ↓5s 2026-03-13T12:07:55+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:55 ⏭ btc-updown-5m-1773374700 | rej=recheck无信号 edge不足 best=Down net=+0.007<0.070 | Up=0.74/98 Dn=0.27/92 spd=0.01 | beat=71386 px=71415 +4.1bp 2026-03-13T12:07:56+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:56 ⏭ btc-updown-5m-1773374700 | rej=无信号 edge不足 best=Down net=-0.067<0.070 | Up=0.74/69 Dn=0.29/195 spd=0.03 | beat=71386 px=71422 +5.2bp 2026-03-13T12:07:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:57 🪟 btc-updown-5m-1773374700 T-123s | Up=0.73/85 Dn=0.31/61 spd=0.04 | beat=71386 px=71422 +5.2bp | yes=0.728 σ=0.39 | ↑10s ↓0s 2026-03-13T12:07:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:07:57 ⏭ btc-updown-5m-1773374700 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.73/85 Dn=0.31/61 spd=0.04 | beat=71386 px=71422 +5.2bp 2026-03-13T12:08:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:08:21 💓 heartbeat | 扫描=4518 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:09:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:09:21 💓 heartbeat | 扫描=4621 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:10:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:10:21 💓 heartbeat | 扫描=4719 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:11:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:11:22 💓 heartbeat | 扫描=4822 | 无持仓 | 余额=53.88 usdc.e | traded=156 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:12:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:00 🪟 btc-updown-5m-1773375000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:12:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:00 🪟 btc-updown-5m-1773375000 T-180s | Up=0.28/191 Dn=0.73/77 spd=0.01 | beat=71467 px=71434 -4.6bp | yes=0.356 σ=0.48 | ↑0s ↓11s 2026-03-13T12:12:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:00 ⏭ btc-updown-5m-1773375000 | rej=无信号 edge不足 best=Up net=+0.037<0.070 | Up=0.28/191 Dn=0.73/77 spd=0.01 | beat=71467 px=71434 -4.6bp 2026-03-13T12:12:04+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:04 ⏭ btc-updown-5m-1773375000 | rej=recheck无信号 edge不足 best=Down net=-0.248<0.070 | Up=0.21/15 Dn=0.80/150 spd=0.01 | beat=71467 px=71434 -4.6bp 2026-03-13T12:12:11+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:11 ✅ v11买入 btc-updown-5m-1773375000 | Up avg≈0.220 4.98609shares limit=0.220 order=0xf2f0854e333f79e5748c35e5215f787f0de2d6fb93c9393fdf81acd34eefbb9c 2026-03-13T12:12:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:22 💓 heartbeat | 扫描=4911 | 无持仓 | 余额=52.78 usdc.e | traded=157 | 今日 22W-18L 已实现PnL=$-3.19 2026-03-13T12:12:29+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:29 Telegram 止盈通知暂缓，等待官方确认 | slug=btc-updown-5m-1773375000 order=0x5919c59cbefce450a229adc54065621aad7176d56c354d273e69138c904b28e9 2026-03-13T12:12:29+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:12:29 ✅ v11止盈卖出 btc-updown-5m-1773375000 | Up avg≈0.360 4.979995shares limit=0.360 order=0x5919c59cbefce450a229adc54065621aad7176d56c354d273e69138c904b28e9 2026-03-13T12:13:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:13:22 💓 heartbeat | 扫描=5006 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:14:22+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:14:22 💓 heartbeat | 扫描=5109 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:15:23+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:15:23 💓 heartbeat | 扫描=5207 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:16:23+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:16:23 💓 heartbeat | 扫描=5310 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:16:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:16:57 市场 resolved 事件 | condition=0xb86b914ee17781 2026-03-13T12:16:57+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:16:57 WS resolved 触发 | condition=0xb86b914ee17781 将在下次循环立即尝试 redeem 2026-03-13T12:17:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:00 🪟 btc-updown-5m-1773375300 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T12:17:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:00 🪟 btc-updown-5m-1773375300 T-179s | Up=0.42/126 Dn=0.59/20 spd=0.01 | beat=71371 px=71354 -2.3bp | yes=0.420 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:00+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:00 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Up net=-0.053<0.070 | Up=0.42/126 Dn=0.59/20 spd=0.01 | beat=71371 px=71354 -2.3bp 2026-03-13T12:17:05+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:05 🪟 btc-updown-5m-1773375300 T-174s | Up=0.38/25 Dn=0.63/269 spd=0.01 | beat=71371 px=71354 -2.4bp | yes=0.417 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:10 🪟 btc-updown-5m-1773375300 T-169s | Up=0.38/275 Dn=0.63/56 spd=0.01 | beat=71371 px=71345 -3.6bp | yes=0.375 σ=0.45 | ↑0s ↓11s 2026-03-13T12:17:10+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:10 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Up net=-0.054<0.070 | Up=0.38/275 Dn=0.63/56 spd=0.01 | beat=71371 px=71345 -3.6bp 2026-03-13T12:17:16+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:16 🪟 btc-updown-5m-1773375300 T-164s | Up=0.34/107 Dn=0.67/69 spd=0.01 | beat=71371 px=71341 -4.1bp | yes=0.354 σ=0.44 | ↑0s ↓10s 2026-03-13T12:17:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:21 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Down net=+0.024<0.070 | Up=0.41/49 Dn=0.60/91 spd=0.01 | beat=71371 px=71331 -5.5bp 2026-03-13T12:17:21+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:21 🪟 btc-updown-5m-1773375300 T-158s | Up=0.42/131 Dn=0.59/88 spd=0.01 | beat=71371 px=71331 -5.5bp | yes=0.305 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:23+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:23 💓 heartbeat | 扫描=5410 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:17:27+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:27 🪟 btc-updown-5m-1773375300 T-153s | Up=0.37/154 Dn=0.64/15 spd=0.01 | beat=71371 px=71331 -5.5bp | yes=0.303 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:28+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:28 ⏭ btc-updown-5m-1773375300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.36/81 Dn=0.70/764 spd=0.06 | beat=71371 px=71333 -5.3bp 2026-03-13T12:17:31+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:31 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Up net=-0.043<0.070 | Up=0.31/333 Dn=0.70/256 spd=0.01 | beat=71371 px=71333 -5.3bp 2026-03-13T12:17:32+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:32 🪟 btc-updown-5m-1773375300 T-147s | Up=0.31/249 Dn=0.70/132 spd=0.01 | beat=71371 px=71333 -5.3bp | yes=0.308 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:37+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:37 🪟 btc-updown-5m-1773375300 T-142s | Up=0.33/20 Dn=0.68/332 spd=0.01 | beat=71371 px=71324 -6.5bp | yes=0.263 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:42+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:42 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Down net=+0.023<0.070 | Up=0.36/146 Dn=0.65/19 spd=0.01 | beat=71371 px=71322 -6.8bp 2026-03-13T12:17:43+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:43 🪟 btc-updown-5m-1773375300 T-137s | Up=0.37/82 Dn=0.64/99 spd=0.01 | beat=71371 px=71322 -6.8bp | yes=0.250 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:48+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:48 🪟 btc-updown-5m-1773375300 T-131s | Up=0.37/1376 Dn=0.64/62 spd=0.01 | beat=71371 px=71322 -6.8bp | yes=0.244 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:52+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:52 ⏭ btc-updown-5m-1773375300 | rej=无信号 edge不足 best=Down net=+0.044<0.070 | Up=0.37/362 Dn=0.64/25 spd=0.01 | beat=71371 px=71322 -6.8bp 2026-03-13T12:17:53+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:53 🪟 btc-updown-5m-1773375300 T-126s | Up=0.37/210 Dn=0.64/20 spd=0.01 | beat=71371 px=71322 -6.8bp | yes=0.239 σ=0.44 | ↑0s ↓11s 2026-03-13T12:17:58+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:17:58 🪟 btc-updown-5m-1773375300 T-121s | Up=0.35/177 Dn=0.66/5 spd=0.01 | beat=71371 px=71324 -6.6bp | yes=0.244 σ=0.44 | ↑0s ↓11s 2026-03-13T12:18:24+08:00 ip-172-26-5-159 python[284880]: 2026-03-13 12:18:24 💓 heartbeat | 扫描=5509 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:18:48+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T12:18:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T12:18:48+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:18:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 1min 24.375s CPU time. 2026-03-13T12:18:57+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 builder attribution: 已配置 BuilderConfig 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载34项 | 收敛主线15项 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 📡 价格流启动: binance, coinbase 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 UserOrderFeed 启动 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 MarketResolutionFeed 启动 2026-03-13T12:19:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:00 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T12:19:01+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:01 📡 coinbase WS 已连接 2026-03-13T12:19:01+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:01 📡 binance WS 已连接 2026-03-13T12:19:04+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:19:04 💓 heartbeat | 扫描=1 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:20:04+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:20:04 💓 heartbeat | 扫描=98 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:21:04+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:21:04 💓 heartbeat | 扫描=200 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:22:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:00 🪟 btc-updown-5m-1773375600 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:22:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:00 🪟 btc-updown-5m-1773375600 T-180s | Up=0.34/16 Dn=0.67/59 spd=0.01 | beat=71335 px=71312 -3.2bp | yes=0.394 σ=0.46 | ↑0s ↓10s 2026-03-13T12:22:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:00 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Down net=-0.142<0.070 | Up=0.34/16 Dn=0.67/59 spd=0.01 | beat=71335 px=71312 -3.2bp 2026-03-13T12:22:04+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:04 💓 heartbeat | 扫描=302 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:22:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:05 🪟 btc-updown-5m-1773375600 T-175s | Up=0.32/478 Dn=0.69/524 spd=0.01 | beat=71335 px=71312 -3.2bp | yes=0.391 σ=0.45 | ↑0s ↓11s 2026-03-13T12:22:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:10 🪟 btc-updown-5m-1773375600 T-169s | Up=0.31/283 Dn=0.70/1311 spd=0.01 | beat=71335 px=71310 -3.5bp | yes=0.380 σ=0.45 | ↑0s ↓11s 2026-03-13T12:22:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:10 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Up net=+0.028<0.070 | Up=0.31/283 Dn=0.70/1311 spd=0.01 | beat=71335 px=71310 -3.5bp 2026-03-13T12:22:15+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:15 🪟 btc-updown-5m-1773375600 T-164s | Up=0.29/23 Dn=0.72/264 spd=0.01 | beat=71335 px=71299 -5.0bp | yes=0.330 σ=0.46 | ↑0s ↓11s 2026-03-13T12:22:20+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:20 🪟 btc-updown-5m-1773375600 T-159s | Up=0.32/165 Dn=0.69/175 spd=0.01 | beat=71335 px=71290 -6.3bp | yes=0.290 σ=0.46 | ↑0s ↓10s 2026-03-13T12:22:20+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:20 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Down net=-0.060<0.070 | Up=0.32/165 Dn=0.69/175 spd=0.01 | beat=71335 px=71290 -6.3bp 2026-03-13T12:22:25+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:25 🪟 btc-updown-5m-1773375600 T-154s | Up=0.28/204 Dn=0.73/1405 spd=0.01 | beat=71335 px=71283 -7.2bp | yes=0.258 σ=0.46 | ↑0s ↓11s 2026-03-13T12:22:30+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:30 🪟 btc-updown-5m-1773375600 T-149s | Up=0.29/56 Dn=0.72/143 spd=0.01 | beat=71335 px=71280 -7.6bp | yes=0.241 σ=0.45 | ↑0s ↓11s 2026-03-13T12:22:30+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:30 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Down net=-0.044<0.070 | Up=0.29/56 Dn=0.72/143 spd=0.01 | beat=71335 px=71280 -7.6bp 2026-03-13T12:22:35+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:35 🪟 btc-updown-5m-1773375600 T-144s | Up=0.28/181 Dn=0.74/1521 spd=0.02 | beat=71335 px=71280 -7.7bp | yes=0.238 σ=0.46 | ↑0s ↓11s 2026-03-13T12:22:40+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:40 🪟 btc-updown-5m-1773375600 T-139s | Up=0.28/192 Dn=0.73/4 spd=0.01 | beat=71335 px=71278 -7.9bp | yes=0.224 σ=0.45 | ↑0s ↓11s 2026-03-13T12:22:40+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:40 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Up net=-0.095<0.070 | Up=0.28/192 Dn=0.73/4 spd=0.01 | beat=71335 px=71278 -7.9bp 2026-03-13T12:22:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:46 🪟 btc-updown-5m-1773375600 T-134s | Up=0.31/384 Dn=0.70/593 spd=0.01 | beat=71335 px=71269 -9.2bp | yes=0.184 σ=0.45 | ↑0s ↓11s 2026-03-13T12:22:48+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:48 ⏭ btc-updown-5m-1773375600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.30/91 Dn=0.74/1050 spd=0.04 | beat=71335 px=71269 -9.2bp 2026-03-13T12:22:50+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:50 ⏭ btc-updown-5m-1773375600 | rej=无信号 edge不足 best=Down net=+0.020<0.070 | Up=0.29/92 Dn=0.72/85 spd=0.01 | beat=71335 px=71269 -9.2bp 2026-03-13T12:22:51+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:51 🪟 btc-updown-5m-1773375600 T-129s | Up=0.29/173 Dn=0.72/46 spd=0.01 | beat=71335 px=71269 -9.3bp | yes=0.173 σ=0.44 | ↑0s ↓11s 2026-03-13T12:22:56+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:22:56 🪟 btc-updown-5m-1773375600 T-124s | Up=0.29/92 Dn=0.72/24 spd=0.01 | beat=71335 px=71268 -9.3bp | yes=0.166 σ=0.44 | ↑0s ↓11s 2026-03-13T12:23:04+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:23:04 💓 heartbeat | 扫描=398 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:24:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:24:05 💓 heartbeat | 扫描=501 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:25:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:25:05 💓 heartbeat | 扫描=600 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:26:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:26:05 💓 heartbeat | 扫描=704 | 无持仓 | 余额=54.56 usdc.e | traded=157 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:27:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:00 🪟 btc-updown-5m-1773375900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:27:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:00 🪟 btc-updown-5m-1773375900 T-180s | Up=0.21/25 Dn=0.80/272 spd=0.01 | beat=71341 px=71301 -5.6bp | yes=0.376 σ=0.68 | ↑0s ↓11s 2026-03-13T12:27:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:00 ⏭ btc-updown-5m-1773375900 | rej=无信号 edge不足 best=Down net=-0.267<0.070 | Up=0.21/25 Dn=0.80/272 spd=0.01 | beat=71341 px=71301 -5.6bp 2026-03-13T12:27:01+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:01 ⏭ btc-updown-5m-1773375900 | rej=recheck无信号 edge不足 best=Down net=-0.233<0.070 | Up=0.24/5 Dn=0.77/208 spd=0.01 | beat=71341 px=71301 -5.6bp 2026-03-13T12:27:03+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:03 UserOrderFeed WebSocket 已连接 2026-03-13T12:27:07+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:07 ✅ v11买入 btc-updown-5m-1773375900 | Up avg≈0.240 4.97939shares limit=0.240 order=0xa58c9bb723142298c147dec4376224ab61c01a41b5cd982377f77b821300a25f 2026-03-13T12:27:08+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:08 💓 heartbeat | 扫描=801 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:27:20+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:27:20 MarketResolutionFeed WebSocket 已连接 2026-03-13T12:28:08+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:28:08 💓 heartbeat | 扫描=899 | 持仓: btc-updown-5m-1773375900 Up | 余额=53.36 usdc.e | traded=158 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:29:08+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:29:08 💓 heartbeat | 扫描=995 | 持仓: btc-updown-5m-1773375900 Up | 余额=53.36 usdc.e | traded=158 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:30:08+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:30:08 💓 heartbeat | 扫描=1085 | 持仓: btc-updown-5m-1773375900 Up | 余额=53.36 usdc.e | traded=158 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:31:09+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:09 💓 heartbeat | 扫描=1184 | 持仓: btc-updown-5m-1773375900 Up | 余额=53.36 usdc.e | traded=158 | 今日 23W-18L 已实现PnL=$-2.51 2026-03-13T12:31:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:46 市场 resolved 事件 | condition=0xd83cfdaf8a54f3 2026-03-13T12:31:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:46 WS resolved 触发 | condition=0xd83cfdaf8a54f3 将在下次循环立即尝试 redeem 2026-03-13T12:31:51+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:51 📡 CTF redeem (gasless) tx 已发送: 0xa186efa5f83e41ddde62173f8254e517a64a52fbb86d310dceea987ba5d03659 2026-03-13T12:31:51+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:51 receipt RPC 暂不可用(401)，300s 内跳过: https://1rpc.io/matic 2026-03-13T12:31:51+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:51 receipt RPC 暂不可用(401)，300s 内跳过: https://polygon-rpc.com 2026-03-13T12:31:59+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:31:59 redeem 确认成功 | slug=btc-updown-5m-1773375900 outcome=Up tx=0xa186efa5f83e41ddde62173f8254e517a64a52fbb86d310dceea987ba5d03659 2026-03-13T12:32:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:00 🪟 btc-updown-5m-1773376200 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T12:32:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:00 🪟 btc-updown-5m-1773376200 T-179s | Up=0.53/60 Dn=0.48/168 spd=0.01 | beat=71320 px=71319 -0.1bp | yes=0.497 σ=0.65 | ↑6s ↓5s 2026-03-13T12:32:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:00 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Down net=-0.036<0.070 | Up=0.53/60 Dn=0.48/168 spd=0.01 | beat=71320 px=71319 -0.1bp 2026-03-13T12:32:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:05 🪟 btc-updown-5m-1773376200 T-174s | Up=0.50/33 Dn=0.51/488 spd=0.01 | beat=71320 px=71321 +0.2bp | yes=0.505 σ=0.67 | ↑8s ↓3s 2026-03-13T12:32:09+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:09 💓 heartbeat | 扫描=1260 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:32:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:10 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Up net=-0.062<0.070 | Up=0.50/633 Dn=0.51/853 spd=0.01 | beat=71320 px=71319 -0.0bp 2026-03-13T12:32:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:11 🪟 btc-updown-5m-1773376200 T-169s | Up=0.50/653 Dn=0.51/847 spd=0.01 | beat=71320 px=71319 -0.0bp | yes=0.499 σ=0.67 | ↑2s ↓9s 2026-03-13T12:32:16+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:16 🪟 btc-updown-5m-1773376200 T-164s | Up=0.50/624 Dn=0.51/88 spd=0.01 | beat=71320 px=71318 -0.2bp | yes=0.495 σ=0.67 | ↑0s ↓11s 2026-03-13T12:32:21+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:21 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Up net=-0.031<0.070 | Up=0.47/229 Dn=0.54/148 spd=0.01 | beat=71320 px=71319 -0.1bp 2026-03-13T12:32:21+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:21 🪟 btc-updown-5m-1773376200 T-158s | Up=0.47/227 Dn=0.54/143 spd=0.01 | beat=71320 px=71319 -0.1bp | yes=0.497 σ=0.66 | ↑0s ↓11s 2026-03-13T12:32:26+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:26 🪟 btc-updown-5m-1773376200 T-153s | Up=0.47/231 Dn=0.54/76 spd=0.01 | beat=71320 px=71318 -0.2bp | yes=0.495 σ=0.67 | ↑0s ↓11s 2026-03-13T12:32:31+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:31 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Down net=-0.085<0.070 | Up=0.48/10 Dn=0.53/484 spd=0.01 | beat=71320 px=71317 -0.4bp 2026-03-13T12:32:32+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:32 🪟 btc-updown-5m-1773376200 T-148s | Up=0.48/5 Dn=0.53/491 spd=0.01 | beat=71320 px=71317 -0.4bp | yes=0.490 σ=0.67 | ↑0s ↓10s 2026-03-13T12:32:37+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:37 🪟 btc-updown-5m-1773376200 T-143s | Up=0.52/65 Dn=0.49/149 spd=0.01 | beat=71320 px=71317 -0.3bp | yes=0.491 σ=0.67 | ↑2s ↓8s 2026-03-13T12:32:41+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:41 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Down net=+0.030<0.070 | Up=0.59/51 Dn=0.42/312 spd=0.01 | beat=71320 px=71319 -0.1bp 2026-03-13T12:32:42+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:42 🪟 btc-updown-5m-1773376200 T-138s | Up=0.60/154 Dn=0.41/34 spd=0.01 | beat=71320 px=71320 +0.1bp | yes=0.502 σ=0.68 | ↑8s ↓3s 2026-03-13T12:32:47+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:47 🪟 btc-updown-5m-1773376200 T-132s | Up=0.60/50 Dn=0.41/274 spd=0.01 | beat=71320 px=71328 +1.2bp | yes=0.529 σ=0.68 | ↑11s ↓0s 2026-03-13T12:32:52+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:52 ⏭ btc-updown-5m-1773376200 | rej=无信号 edge不足 best=Up net=-0.145<0.070 | Up=0.62/201 Dn=0.39/30 spd=0.01 | beat=71320 px=71333 +1.8bp 2026-03-13T12:32:52+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:52 🪟 btc-updown-5m-1773376200 T-127s | Up=0.62/169 Dn=0.39/38 spd=0.01 | beat=71320 px=71333 +1.8bp | yes=0.548 σ=0.68 | ↑11s ↓0s 2026-03-13T12:32:57+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:32:57 🪟 btc-updown-5m-1773376200 T-122s | Up=0.64/16 Dn=0.37/201 spd=0.01 | beat=71320 px=71333 +1.8bp | yes=0.550 σ=0.68 | ↑11s ↓0s 2026-03-13T12:33:09+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:33:09 💓 heartbeat | 扫描=1355 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:34:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:34:10 💓 heartbeat | 扫描=1457 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:35:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:35:10 💓 heartbeat | 扫描=1555 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:36:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:36:11 💓 heartbeat | 扫描=1657 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:37:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:00 🪟 btc-updown-5m-1773376500 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:37:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:00 🪟 btc-updown-5m-1773376500 T-180s | Up=0.61/78 Dn=0.40/92 spd=0.01 | beat=71290 px=71320 +4.2bp | yes=0.626 σ=0.49 | ↑10s ↓0s 2026-03-13T12:37:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:00 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Up net=-0.056<0.070 | Up=0.61/78 Dn=0.40/92 spd=0.01 | beat=71290 px=71320 +4.2bp 2026-03-13T12:37:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:00 ⏭ btc-updown-5m-1773376500 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.64/14 Dn=0.37/26 spd=0.01 | beat=71290 px=71318 +3.9bp 2026-03-13T12:37:05+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:05 🪟 btc-updown-5m-1773376500 T-175s | Up=0.69/103 Dn=0.32/248 spd=0.01 | beat=71290 px=71313 +3.2bp | yes=0.599 σ=0.49 | ↑10s ↓0s 2026-03-13T12:37:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:10 🪟 btc-updown-5m-1773376500 T-170s | Up=0.61/578 Dn=0.40/163 spd=0.01 | beat=71290 px=71314 +3.3bp | yes=0.606 σ=0.49 | ↑11s ↓0s 2026-03-13T12:37:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:10 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Down net=-0.057<0.070 | Up=0.61/578 Dn=0.40/163 spd=0.01 | beat=71290 px=71314 +3.3bp 2026-03-13T12:37:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:11 💓 heartbeat | 扫描=1757 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:37:15+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:15 🪟 btc-updown-5m-1773376500 T-164s | Up=0.60/313 Dn=0.41/172 spd=0.01 | beat=71290 px=71314 +3.3bp | yes=0.607 σ=0.48 | ↑11s ↓0s 2026-03-13T12:37:20+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:20 🪟 btc-updown-5m-1773376500 T-159s | Up=0.67/84 Dn=0.34/80 spd=0.01 | beat=71290 px=71309 +2.6bp | yes=0.586 σ=0.48 | ↑10s ↓0s 2026-03-13T12:37:20+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:20 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Down net=+0.029<0.070 | Up=0.67/84 Dn=0.34/80 spd=0.01 | beat=71290 px=71309 +2.6bp 2026-03-13T12:37:25+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:25 🪟 btc-updown-5m-1773376500 T-154s | Up=0.66/56 Dn=0.35/379 spd=0.01 | beat=71290 px=71309 +2.6bp | yes=0.587 σ=0.48 | ↑11s ↓0s 2026-03-13T12:37:30+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:30 🪟 btc-updown-5m-1773376500 T-149s | Up=0.67/926 Dn=0.34/38 spd=0.01 | beat=71290 px=71313 +3.2bp | yes=0.609 σ=0.48 | ↑11s ↓0s 2026-03-13T12:37:30+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:30 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Down net=+0.006<0.070 | Up=0.67/926 Dn=0.34/38 spd=0.01 | beat=71290 px=71313 +3.2bp 2026-03-13T12:37:35+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:35 🪟 btc-updown-5m-1773376500 T-144s | Up=0.69/35 Dn=0.32/566 spd=0.01 | beat=71290 px=71313 +3.3bp | yes=0.615 σ=0.47 | ↑10s ↓0s 2026-03-13T12:37:41+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:41 🪟 btc-updown-5m-1773376500 T-139s | Up=0.74/212 Dn=0.27/148 spd=0.01 | beat=71290 px=71313 +3.3bp | yes=0.617 σ=0.47 | ↑10s ↓0s 2026-03-13T12:37:42+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:42 ⏭ btc-updown-5m-1773376500 | rej=recheck无信号 edge不足 best=Up net=-0.198<0.070 | Up=0.74/20 Dn=0.27/7 spd=0.01 | beat=71290 px=71315 +3.5bp 2026-03-13T12:37:42+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:42 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Down net=+0.064<0.070 | Up=0.74/11 Dn=0.27/270 spd=0.01 | beat=71290 px=71315 +3.5bp 2026-03-13T12:37:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:46 🪟 btc-updown-5m-1773376500 T-134s | Up=0.75/2122 Dn=0.26/12 spd=0.01 | beat=71290 px=71322 +4.5bp | yes=0.664 σ=0.47 | ↑11s ↓0s 2026-03-13T12:37:51+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:51 🪟 btc-updown-5m-1773376500 T-129s | Up=0.75/1226 Dn=0.26/489 spd=0.01 | beat=71290 px=71323 +4.6bp | yes=0.670 σ=0.47 | ↑11s ↓0s 2026-03-13T12:37:52+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:52 ⏭ btc-updown-5m-1773376500 | rej=无信号 edge不足 best=Down net=+0.032<0.070 | Up=0.75/1193 Dn=0.26/555 spd=0.01 | beat=71290 px=71323 +4.6bp 2026-03-13T12:37:56+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:37:56 🪟 btc-updown-5m-1773376500 T-123s | Up=0.73/41 Dn=0.28/294 spd=0.01 | beat=71290 px=71323 +4.6bp | yes=0.675 σ=0.47 | ↑11s ↓0s 2026-03-13T12:38:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:38:11 💓 heartbeat | 扫描=1852 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:39:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:39:11 💓 heartbeat | 扫描=1954 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:40:12+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:40:12 💓 heartbeat | 扫描=2050 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:41:12+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:41:12 💓 heartbeat | 扫描=2152 | 无持仓 | 余额=53.36 usdc.e | traded=158 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:42:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:00 🪟 btc-updown-5m-1773376800 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:42:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:00 🪟 btc-updown-5m-1773376800 T-180s | Up=0.74/37 Dn=0.27/75 spd=0.01 | beat=71379 px=71385 +0.9bp | yes=0.533 σ=0.40 | ↑11s ↓0s 2026-03-13T12:42:06+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:06 ✅ v11买入 btc-updown-5m-1773376800 | Down avg≈0.260 8.22232shares limit=0.260 order=0xd07f5916598f0ce4fdcb5918463f6ffdf897752fb01767ea2f776496841b4044 2026-03-13T12:42:12+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:12 💓 heartbeat | 扫描=2243 | 持仓: btc-updown-5m-1773376800 Down | 余额=51.54 usdc.e | traded=159 | 今日 23W-19L 已实现PnL=$-3.71 2026-03-13T12:42:33+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:33 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773376800 order=0x796f9d8a9ca09fadfa787561112ef505d2f02270ae72748efc4554f7bb9386a7 collateral_delta=2.759620 2026-03-13T12:42:34+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:42:34 ✅ v11止盈卖出 btc-updown-5m-1773376800 | Down avg≈0.320 8.220000shares limit=0.320 order=0x796f9d8a9ca09fadfa787561112ef505d2f02270ae72748efc4554f7bb9386a7 2026-03-13T12:43:13+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:43:13 💓 heartbeat | 扫描=2334 | 无持仓 | 余额=54.30 usdc.e | traded=159 | 今日 24W-19L 已实现PnL=$-2.77 2026-03-13T12:44:13+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:44:13 💓 heartbeat | 扫描=2437 | 无持仓 | 余额=54.30 usdc.e | traded=159 | 今日 24W-19L 已实现PnL=$-2.77 2026-03-13T12:45:13+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:45:13 💓 heartbeat | 扫描=2536 | 无持仓 | 余额=54.30 usdc.e | traded=159 | 今日 24W-19L 已实现PnL=$-2.77 2026-03-13T12:46:13+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:46:13 💓 heartbeat | 扫描=2639 | 无持仓 | 余额=54.30 usdc.e | traded=159 | 今日 24W-19L 已实现PnL=$-2.77 2026-03-13T12:47:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:00 🪟 btc-updown-5m-1773377100 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:47:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:00 🪟 btc-updown-5m-1773377100 T-180s | Up=0.44/2 Dn=0.57/61 spd=0.01 | beat=71408 px=71379 -4.0bp | yes=0.312 σ=0.31 | ↑0s ↓11s 2026-03-13T12:47:00+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:00 ⏭ btc-updown-5m-1773377100 | rej=无信号 edge不足 best=Down net=+0.050<0.070 | Up=0.44/2 Dn=0.57/61 spd=0.01 | beat=71408 px=71379 -4.0bp 2026-03-13T12:47:01+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:01 ⏭ btc-updown-5m-1773377100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.49/142 Dn=0.55/36 spd=0.04 | beat=71408 px=71379 -4.0bp 2026-03-13T12:47:06+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:06 ⏭ btc-updown-5m-1773377100 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.58/164 Dn=0.48/173 spd=0.06 | beat=71408 px=71386 -3.1bp 2026-03-13T12:47:07+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:07 🪟 btc-updown-5m-1773377100 T-173s | Up=0.54/7 Dn=0.48/40 spd=0.02 | beat=71408 px=71386 -3.1bp | yes=0.374 σ=0.37 | ↑2s ↓9s 2026-03-13T12:47:10+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:10 ⏭ btc-updown-5m-1773377100 | rej=无信号 edge不足 best=Down net=-0.042<0.070 | Up=0.53/54 Dn=0.49/36 spd=0.02 | beat=71408 px=71406 -0.3bp 2026-03-13T12:47:11+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:11 ⏭ btc-updown-5m-1773377100 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.55/15 Dn=0.46/10 spd=0.01 | beat=71408 px=71406 -0.3bp 2026-03-13T12:47:12+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:12 🪟 btc-updown-5m-1773377100 T-168s | Up=0.55/39 Dn=0.46/39 spd=0.01 | beat=71408 px=71407 -0.1bp | yes=0.496 σ=0.37 | ↑2s ↓9s 2026-03-13T12:47:14+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:14 💓 heartbeat | 扫描=2734 | 无持仓 | 余额=54.30 usdc.e | traded=159 | 今日 24W-19L 已实现PnL=$-2.77 2026-03-13T12:47:17+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:17 🪟 btc-updown-5m-1773377100 T-162s | Up=0.60/4 Dn=0.41/39 spd=0.01 | beat=71408 px=71407 -0.1bp | yes=0.497 σ=0.38 | ↑1s ↓10s 2026-03-13T12:47:21+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:21 ⏭ btc-updown-5m-1773377100 | rej=无信号 edge不足 best=Up net=-0.387<0.070 | Up=0.79/32 Dn=0.23/26 spd=0.02 | beat=71408 px=71407 -0.1bp 2026-03-13T12:47:22+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:22 ⏭ btc-updown-5m-1773377100 | rej=recheck无信号 edge不足 best=Up net=-0.409<0.070 | Up=0.81/553 Dn=0.21/25 spd=0.02 | beat=71408 px=71407 -0.0bp 2026-03-13T12:47:23+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:23 🪟 btc-updown-5m-1773377100 T-157s | Up=0.81/1 Dn=0.20/40 spd=0.01 | beat=71408 px=71409 +0.2bp | yes=0.506 σ=0.41 | ↑7s ↓4s 2026-03-13T12:47:23+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:23 ⏭ btc-updown-5m-1773377100 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.81/1 Dn=0.20/40 spd=0.01 | beat=71408 px=71409 +0.2bp 2026-03-13T12:47:29+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:29 ✅ v11买入 btc-updown-5m-1773377100 | Down avg≈0.230 11.91744shares limit=0.230 order=0x5dadf3976a8a2ee3d25977e971c8862a2b2221ead303fb67a081714ca8663572 2026-03-13T12:47:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:46 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773377100 order=0x877b861a48fe95baa13223a4e2db44188a9dc27113f1b5bb4a661e73032af162 collateral_delta=5.639387 2026-03-13T12:47:46+08:00 ip-172-26-5-159 python[286833]: 2026-03-13 12:47:46 ✅ v11止盈卖出 btc-updown-5m-1773377100 | Down avg≈0.430 11.909996shares limit=0.430 order=0x877b861a48fe95baa13223a4e2db44188a9dc27113f1b5bb4a661e73032af162 2026-03-13T12:47:54+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T12:47:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T12:47:54+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:47:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 45.495s CPU time, 130.4M memory peak, 0B memory swap peak. 2026-03-13T12:48:06+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:48:09+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:09 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T12:48:09+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:09 builder attribution: 已配置 BuilderConfig 2026-03-13T12:48:09+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:09 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载37项 | 收敛主线15项 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 📡 价格流启动: binance, coinbase 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 UserOrderFeed 启动 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 MarketResolutionFeed 启动 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T12:48:10+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:10 📡 coinbase WS 已连接 2026-03-13T12:48:11+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:11 📡 binance WS 已连接 2026-03-13T12:48:13+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:48:13 💓 heartbeat | 扫描=1 | 无持仓 | 余额=57.42 usdc.e | traded=160 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:49:14+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:49:14 💓 heartbeat | 扫描=104 | 无持仓 | 余额=57.42 usdc.e | traded=160 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:50:14+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:50:14 💓 heartbeat | 扫描=201 | 无持仓 | 余额=57.42 usdc.e | traded=160 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:51:14+08:00 ip-172-26-5-159 python[287908]: 2026-03-13 12:51:14 💓 heartbeat | 扫描=304 | 无持仓 | 余额=57.42 usdc.e | traded=160 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:51:35+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T12:51:35+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T12:51:35+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:51:35+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 5.191s CPU time, 116.9M memory peak, 0B memory swap peak. 2026-03-13T12:51:46+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 builder attribution: 已配置 BuilderConfig 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载36项 | 收敛主线15项 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 📡 价格流启动: binance, coinbase 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 UserOrderFeed 启动 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 MarketResolutionFeed 启动 2026-03-13T12:51:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:49 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T12:51:50+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:50 📡 coinbase WS 已连接 2026-03-13T12:51:50+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:50 📡 binance WS 已连接 2026-03-13T12:51:52+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:51:52 💓 heartbeat | 扫描=1 | 无持仓 | 余额=57.42 usdc.e | traded=160 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:52:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:00 🪟 btc-updown-5m-1773377400 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:52:01+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:01 ⏭ btc-updown-5m-1773377400 | Chainlink 起点价未对齐，跳过 2026-03-13T12:52:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:08 🪟 btc-updown-5m-1773377400 T-172s | Up=0.49/77 Dn=0.52/283 spd=0.01 | beat=71358 px=71356 -0.3bp | yes=0.479 σ=0.25 | ↑0s ↓12s 2026-03-13T12:52:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:08 ⏭ btc-updown-5m-1773377400 | rej=无信号 edge不足 best=Down net=-0.062<0.070 | Up=0.49/77 Dn=0.52/283 spd=0.01 | beat=71358 px=71356 -0.3bp 2026-03-13T12:52:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:13 🪟 btc-updown-5m-1773377400 T-167s | Up=0.38/157 Dn=0.63/153 spd=0.01 | beat=71358 px=71356 -0.3bp | yes=0.479 σ=0.25 | ↑0s ↓11s 2026-03-13T12:52:18+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:18 🪟 btc-updown-5m-1773377400 T-162s | Up=0.37/255 Dn=0.64/263 spd=0.01 | beat=71358 px=71355 -0.4bp | yes=0.471 σ=0.23 | ↑0s ↓11s 2026-03-13T12:52:18+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:18 ⏭ btc-updown-5m-1773377400 | rej=无信号 edge不足 best=Up net=+0.053<0.070 | Up=0.37/255 Dn=0.64/263 spd=0.01 | beat=71358 px=71355 -0.4bp 2026-03-13T12:52:23+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:23 🪟 btc-updown-5m-1773377400 T-156s | Up=0.36/312 Dn=0.65/31 spd=0.01 | beat=71358 px=71346 -1.7bp | yes=0.423 σ=0.37 | ↑0s ↓11s 2026-03-13T12:52:28+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:28 ⏭ btc-updown-5m-1773377400 | rej=无信号 edge不足 best=Up net=+0.058<0.070 | Up=0.32/236 Dn=0.69/57 spd=0.01 | beat=71358 px=71346 -1.8bp 2026-03-13T12:52:29+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:29 🪟 btc-updown-5m-1773377400 T-151s | Up=0.32/523 Dn=0.69/28 spd=0.01 | beat=71358 px=71345 -1.8bp | yes=0.420 σ=0.37 | ↑0s ↓11s 2026-03-13T12:52:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:32 UserOrderFeed WebSocket 已连接 2026-03-13T12:52:38+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:38 ✅ v11买入 btc-updown-5m-1773377400 | Up avg≈0.260 4.973092shares limit=0.260 order=0x4d5d1366913a1bbb3651262d136d381df680e841d7b737cfff2918f4aeec5ba5 2026-03-13T12:52:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:43 MarketResolutionFeed WebSocket 已连接 2026-03-13T12:52:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:52:53 💓 heartbeat | 扫描=76 | 持仓: btc-updown-5m-1773377400 Up | 余额=56.12 usdc.e | traded=161 | 今日 25W-19L 已实现PnL=$+0.35 2026-03-13T12:53:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:53:11 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773377400 order=0x772e231bc0b710a0b7fece1ff82d48e3b8402bbcce4bcbfd441948808d49e26b collateral_delta=1.090237 2026-03-13T12:53:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:53:12 ✅ v11止盈卖出 btc-updown-5m-1773377400 | Up avg≈0.220 4.969995shares limit=0.220 order=0x772e231bc0b710a0b7fece1ff82d48e3b8402bbcce4bcbfd441948808d49e26b 2026-03-13T12:53:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:53:53 💓 heartbeat | 扫描=168 | 无持仓 | 余额=57.21 usdc.e | traded=161 | 今日 25W-20L 已实现PnL=$+0.14 2026-03-13T12:54:54+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:54:54 💓 heartbeat | 扫描=271 | 无持仓 | 余额=57.21 usdc.e | traded=161 | 今日 25W-20L 已实现PnL=$+0.14 2026-03-13T12:55:54+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:55:54 💓 heartbeat | 扫描=370 | 无持仓 | 余额=57.21 usdc.e | traded=161 | 今日 25W-20L 已实现PnL=$+0.14 2026-03-13T12:56:54+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:56:54 💓 heartbeat | 扫描=473 | 无持仓 | 余额=57.21 usdc.e | traded=161 | 今日 25W-20L 已实现PnL=$+0.14 2026-03-13T12:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:00 🪟 btc-updown-5m-1773377700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T12:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:00 🪟 btc-updown-5m-1773377700 T-180s | Up=0.67/233 Dn=0.34/205 spd=0.01 | beat=71312 px=71334 +3.1bp | yes=0.669 σ=0.27 | ↑10s ↓0s 2026-03-13T12:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:00 ⏭ btc-updown-5m-1773377700 | rej=无信号 edge不足 best=Down net=-0.054<0.070 | Up=0.67/233 Dn=0.34/205 spd=0.01 | beat=71312 px=71334 +3.1bp 2026-03-13T12:57:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:05 🪟 btc-updown-5m-1773377700 T-175s | Up=0.67/60 Dn=0.34/337 spd=0.01 | beat=71312 px=71334 +3.1bp | yes=0.672 σ=0.27 | ↑11s ↓0s 2026-03-13T12:57:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:10 🪟 btc-updown-5m-1773377700 T-170s | Up=0.69/684 Dn=0.32/13 spd=0.01 | beat=71312 px=71334 +3.1bp | yes=0.680 σ=0.26 | ↑11s ↓0s 2026-03-13T12:57:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:10 ⏭ btc-updown-5m-1773377700 | rej=无信号 edge不足 best=Up net=-0.090<0.070 | Up=0.69/684 Dn=0.32/13 spd=0.01 | beat=71312 px=71334 +3.1bp 2026-03-13T12:57:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:16 🪟 btc-updown-5m-1773377700 T-164s | Up=0.68/33 Dn=0.33/266 spd=0.01 | beat=71312 px=71334 +3.0bp | yes=0.676 σ=0.26 | ↑11s ↓0s 2026-03-13T12:57:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:21 🪟 btc-updown-5m-1773377700 T-159s | Up=0.66/35 Dn=0.35/296 spd=0.01 | beat=71312 px=71334 +3.0bp | yes=0.681 σ=0.26 | ↑10s ↓0s 2026-03-13T12:57:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:21 ⏭ btc-updown-5m-1773377700 | rej=无信号 edge不足 best=Up net=-0.056<0.070 | Up=0.66/35 Dn=0.35/296 spd=0.01 | beat=71312 px=71334 +3.0bp 2026-03-13T12:57:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:26 市场 resolved 事件 | condition=0x75f3ae6514f978 2026-03-13T12:57:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:26 WS resolved 触发 | condition=0x75f3ae6514f978 将在下次循环立即尝试 redeem 2026-03-13T12:57:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:26 🪟 btc-updown-5m-1773377700 T-153s | Up=0.72/265 Dn=0.29/196 spd=0.01 | beat=71312 px=71333 +3.0bp | yes=0.683 σ=0.26 | ↑11s ↓0s 2026-03-13T12:57:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:31 ⏭ btc-updown-5m-1773377700 | rej=无信号 edge不足 best=Down net=-0.018<0.070 | Up=0.72/191 Dn=0.29/236 spd=0.01 | beat=71312 px=71334 +3.0bp 2026-03-13T12:57:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:32 🪟 btc-updown-5m-1773377700 T-148s | Up=0.72/177 Dn=0.29/236 spd=0.01 | beat=71312 px=71334 +3.0bp | yes=0.688 σ=0.25 | ↑11s ↓0s 2026-03-13T12:57:37+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:37 🪟 btc-updown-5m-1773377700 T-142s | Up=0.72/152 Dn=0.29/94 spd=0.01 | beat=71312 px=71334 +3.0bp | yes=0.691 σ=0.26 | ↑11s ↓0s 2026-03-13T12:57:42+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:42 ⏭ btc-updown-5m-1773377700 | rej=无信号 edge不足 best=Down net=-0.024<0.070 | Up=0.72/33 Dn=0.29/337 spd=0.01 | beat=71312 px=71334 +3.0bp 2026-03-13T12:57:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:43 🪟 btc-updown-5m-1773377700 T-137s | Up=0.72/113 Dn=0.29/177 spd=0.01 | beat=71312 px=71334 +3.0bp | yes=0.695 σ=0.26 | ↑11s ↓0s 2026-03-13T12:57:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:49 🪟 btc-updown-5m-1773377700 T-131s | Up=0.86/476 Dn=0.19/61 spd=0.05 | beat=71312 px=71334 +3.0bp | yes=0.684 σ=0.28 | ↑11s ↓0s 2026-03-13T12:57:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:49 ⏭ btc-updown-5m-1773377700 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.86/476 Dn=0.19/61 spd=0.05 | beat=71312 px=71334 +3.0bp 2026-03-13T12:57:55+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:55 ✅ v11买入 btc-updown-5m-1773377700 | Down avg≈0.170 8.007547shares limit=0.170 order=0xcc594e61f1bd37a8ba98a20220bc745a9653c06e2c1aa843a12aec7afdcbe47a 2026-03-13T12:57:55+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:57:55 💓 heartbeat | 扫描=564 | 无持仓 | 余额=55.85 usdc.e | traded=162 | 今日 25W-20L 已实现PnL=$+0.14 2026-03-13T12:58:29+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:58:29 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773377700 order=0xb7183097f596a9696c07cb3c3929cbbc9ce3a0324fb44d3b1d46a7166f7b5928 collateral_delta=1.990239 2026-03-13T12:58:30+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:58:30 ✅ v11止盈卖出 btc-updown-5m-1773377700 | Down avg≈0.250 7.999995shares limit=0.250 order=0xb7183097f596a9696c07cb3c3929cbbc9ce3a0324fb44d3b1d46a7166f7b5928 2026-03-13T12:58:56+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:58:56 💓 heartbeat | 扫描=653 | 无持仓 | 余额=57.84 usdc.e | traded=162 | 今日 26W-20L 已实现PnL=$+0.77 2026-03-13T12:59:56+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 12:59:56 💓 heartbeat | 扫描=755 | 无持仓 | 余额=57.84 usdc.e | traded=162 | 今日 26W-20L 已实现PnL=$+0.77 2026-03-13T13:00:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:00:57 💓 heartbeat | 扫描=850 | 无持仓 | 余额=57.84 usdc.e | traded=162 | 今日 26W-20L 已实现PnL=$+0.77 2026-03-13T13:01:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:01:57 💓 heartbeat | 扫描=952 | 无持仓 | 余额=57.84 usdc.e | traded=162 | 今日 26W-20L 已实现PnL=$+0.77 2026-03-13T13:02:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:00 🪟 btc-updown-5m-1773378000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:02:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:00 🪟 btc-updown-5m-1773378000 T-180s | Up=0.20/957 Dn=0.84/10 spd=0.04 | beat=71392 px=71336 -7.8bp | yes=0.314 σ=0.62 | ↑0s ↓10s 2026-03-13T13:02:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:00 ⏭ btc-updown-5m-1773378000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.20/957 Dn=0.84/10 spd=0.04 | beat=71392 px=71336 -7.8bp 2026-03-13T13:02:04+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:04 ⏭ btc-updown-5m-1773378000 | rej=无信号 edge不足 best=Down net=-0.322<0.070 | Up=0.17/15 Dn=0.84/35 spd=0.01 | beat=71392 px=71359 -4.6bp 2026-03-13T13:02:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:05 🪟 btc-updown-5m-1773378000 T-174s | Up=0.24/0 Dn=0.78/22 spd=0.02 | beat=71392 px=71360 -4.5bp | yes=0.386 σ=0.61 | ↑0s ↓11s 2026-03-13T13:02:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:08 ⏭ btc-updown-5m-1773378000 | rej=recheck无信号 edge不足 best=Down net=-0.205<0.070 | Up=0.28/38 Dn=0.73/24 spd=0.01 | beat=71392 px=71361 -4.3bp 2026-03-13T13:02:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:11 🪟 btc-updown-5m-1773378000 T-169s | Up=0.29/89 Dn=0.72/62 spd=0.01 | beat=71392 px=71369 -3.2bp | yes=0.417 σ=0.61 | ↑0s ↓10s 2026-03-13T13:02:18+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:18 ✅ v11买入 btc-updown-5m-1773378000 | Up avg≈0.270 4.95144shares limit=0.270 order=0x8065ab3bdc2a18480f6ab2a3c7c9b449d2dca3d14a685d3e0f7dbeab1a3386b8 2026-03-13T13:02:48+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:48 FAK market order 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.'}] 2026-03-13T13:02:48+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:48 ❌ v11止盈卖出未成交 btc-updown-5m-1773378000 | Up limit=0.230 reason=order_unfilled order=- 2026-03-13T13:02:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:53 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773378000 order=0x75b6191966ef65cf15cc31dac83372af1d419bfdd621494513bbe2852cca645b collateral_delta=0.783640 2026-03-13T13:02:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:53 ✅ v11止盈卖出 btc-updown-5m-1773378000 | Up avg≈0.210 3.739845shares limit=0.210 order=0x75b6191966ef65cf15cc31dac83372af1d419bfdd621494513bbe2852cca645b 2026-03-13T13:02:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:02:57 💓 heartbeat | 扫描=1026 | 持仓: btc-updown-5m-1773378000 Up | 余额=57.27 usdc.e | traded=163 | 今日 26W-20L 已实现PnL=$+0.77 2026-03-13T13:03:14+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:03:14 FAK market order 无可匹配对手盘: PolyApiException[status_code=400, error_message={'error': 'no orders found to match with FAK order. FAK orders are partially filled or killed if no match is found.'}] 2026-03-13T13:03:14+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:03:14 ❌ v11止盈卖出未成交 btc-updown-5m-1773378000 | Up limit=0.160 reason=order_unfilled order=- 2026-03-13T13:03:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:03:19 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773378000 order=0x3c74eaf9bb65d127fd6c944c937bb1e6ffcfaf546ab437534a22757d4795ba86 collateral_delta=0.169988 2026-03-13T13:03:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:03:19 ✅ v11止盈卖出 btc-updown-5m-1773378000 | Up avg≈0.140 1.209987shares limit=0.140 order=0x3c74eaf9bb65d127fd6c944c937bb1e6ffcfaf546ab437534a22757d4795ba86 2026-03-13T13:03:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:03:57 💓 heartbeat | 扫描=1119 | 无持仓 | 余额=57.44 usdc.e | traded=163 | 今日 26W-21L 已实现PnL=$+0.37 2026-03-13T13:04:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:04:58 💓 heartbeat | 扫描=1221 | 无持仓 | 余额=57.44 usdc.e | traded=163 | 今日 26W-21L 已实现PnL=$+0.37 2026-03-13T13:05:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:05:58 💓 heartbeat | 扫描=1320 | 无持仓 | 余额=57.44 usdc.e | traded=163 | 今日 26W-21L 已实现PnL=$+0.37 2026-03-13T13:06:56+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:06:56 市场 resolved 事件 | condition=0x081584bb01c8a3 2026-03-13T13:06:56+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:06:56 WS resolved 触发 | condition=0x081584bb01c8a3 将在下次循环立即尝试 redeem 2026-03-13T13:06:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:06:58 💓 heartbeat | 扫描=1424 | 无持仓 | 余额=57.44 usdc.e | traded=163 | 今日 26W-21L 已实现PnL=$+0.37 2026-03-13T13:07:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:00 🪟 btc-updown-5m-1773378300 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:07:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:00 🪟 btc-updown-5m-1773378300 T-180s | Up=0.83/13 Dn=0.18/43 spd=0.01 | beat=71323 px=71357 +4.7bp | yes=0.696 σ=0.35 | ↑11s ↓0s 2026-03-13T13:07:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:00 ⏭ btc-updown-5m-1773378300 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.83/13 Dn=0.18/43 spd=0.01 | beat=71323 px=71357 +4.7bp 2026-03-13T13:07:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:00 ⏭ btc-updown-5m-1773378300 | rej=无信号 edge不足 best=Up net=-0.251<0.070 | Up=0.85/70 Dn=0.16/71 spd=0.01 | beat=71323 px=71357 +4.7bp 2026-03-13T13:07:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:08 ✅ v11买入 btc-updown-5m-1773378300 | Down avg≈0.140 11.808272shares limit=0.140 order=0x11294c91d3d03797cce2a38fd7eabe4d91f2b7501c1a347603d8f144e8db583c 2026-03-13T13:07:41+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:41 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773378300 order=0x4d83081fda34b28e1df46ede8eed500216742f6190bff5b8f14dd4389a682f95 collateral_delta=1.423713 2026-03-13T13:07:41+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:41 ✅ v11止盈卖出 btc-updown-5m-1773378300 | Down avg≈0.100 11.799991shares limit=0.100 order=0x4d83081fda34b28e1df46ede8eed500216742f6190bff5b8f14dd4389a682f95 2026-03-13T13:07:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:07:58 💓 heartbeat | 扫描=1508 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-21L 已实现PnL=$+0.37 2026-03-13T13:08:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:08:59 💓 heartbeat | 扫描=1612 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:09:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:09:59 💓 heartbeat | 扫描=1716 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:10:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:10:59 💓 heartbeat | 扫描=1815 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:11:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:11:59 💓 heartbeat | 扫描=1918 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:12:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:00 🪟 btc-updown-5m-1773378600 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:12:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:00 🪟 btc-updown-5m-1773378600 T-180s | Up=0.07/443 Dn=0.95/72 spd=0.02 | beat=71378 px=71310 -9.5bp | yes=0.265 σ=0.58 | ↑0s ↓9s 2026-03-13T13:12:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:00 ⏭ btc-updown-5m-1773378600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/443 Dn=0.95/72 spd=0.02 | beat=71378 px=71310 -9.5bp 2026-03-13T13:12:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:05 🪟 btc-updown-5m-1773378600 T-175s | Up=0.07/138 Dn=0.94/172 spd=0.01 | beat=71378 px=71275 -14.5bp | yes=0.168 σ=0.58 | ↑0s ↓10s 2026-03-13T13:12:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:06 ⏭ btc-updown-5m-1773378600 | rej=无信号 edge不足 best=Up net=+0.056<0.070 | Up=0.08/510 Dn=0.94/1423 spd=0.02 | beat=71378 px=71272 -14.9bp 2026-03-13T13:12:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:10 🪟 btc-updown-5m-1773378600 T-170s | Up=0.06/149 Dn=0.95/3065 spd=0.01 | beat=71378 px=71270 -15.2bp | yes=0.151 σ=0.58 | ↑0s ↓10s 2026-03-13T13:12:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:10 ⏭ btc-updown-5m-1773378600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.06/149 Dn=0.95/3065 spd=0.01 | beat=71378 px=71270 -15.2bp 2026-03-13T13:12:15+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:15 🪟 btc-updown-5m-1773378600 T-165s | Up=0.08/294 Dn=0.93/463 spd=0.01 | beat=71378 px=71270 -15.2bp | yes=0.138 σ=0.56 | ↑0s ↓10s 2026-03-13T13:12:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:19 ⏭ btc-updown-5m-1773378600 | rej=无信号 edge不足 best=Up net=+0.043<0.070 | Up=0.08/197 Dn=0.93/362 spd=0.01 | beat=71378 px=71274 -14.7bp 2026-03-13T13:12:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:20 🪟 btc-updown-5m-1773378600 T-160s | Up=0.08/81 Dn=0.93/538 spd=0.01 | beat=71378 px=71274 -14.6bp | yes=0.142 σ=0.55 | ↑0s ↓11s 2026-03-13T13:12:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:20 ⏭ btc-updown-5m-1773378600 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.08/81 Dn=0.93/538 spd=0.01 | beat=71378 px=71274 -14.6bp 2026-03-13T13:12:25+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:25 🪟 btc-updown-5m-1773378600 T-154s | Up=0.08/20 Dn=0.93/347 spd=0.01 | beat=71378 px=71275 -14.4bp | yes=0.144 σ=0.56 | ↑0s ↓11s 2026-03-13T13:12:30+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:30 ⏭ btc-updown-5m-1773378600 | rej=无信号 edge不足 best=Up net=+0.040<0.070 | Up=0.09/149 Dn=0.92/89 spd=0.01 | beat=71378 px=71279 -13.9bp 2026-03-13T13:12:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:31 🪟 btc-updown-5m-1773378600 T-148s | Up=0.09/117 Dn=0.92/153 spd=0.01 | beat=71378 px=71279 -13.9bp | yes=0.150 σ=0.56 | ↑0s ↓11s 2026-03-13T13:12:35+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:35 ⏭ btc-updown-5m-1773378600 | rej=无信号 无候选 Up:深度不足 Down:ask超范围 | Up=0.09/89 Dn=0.94/324 spd=0.03 | beat=71378 px=71279 -13.9bp 2026-03-13T13:12:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:36 🪟 btc-updown-5m-1773378600 T-143s | Up=0.09/2 Dn=0.92/77 spd=0.01 | beat=71378 px=71279 -13.9bp | yes=0.148 σ=0.57 | ↑0s ↓11s 2026-03-13T13:12:40+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:40 ⏭ btc-updown-5m-1773378600 | rej=无信号 edge不足 best=Down net=-0.178<0.070 | Up=0.10/56 Dn=0.91/25 spd=0.01 | beat=71378 px=71288 -12.7bp 2026-03-13T13:12:41+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:41 🪟 btc-updown-5m-1773378600 T-138s | Up=0.10/35 Dn=0.91/446 spd=0.01 | beat=71378 px=71291 -12.2bp | yes=0.174 σ=0.57 | ↑0s ↓11s 2026-03-13T13:12:47+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:47 🪟 btc-updown-5m-1773378600 T-133s | Up=0.12/429 Dn=0.89/2 spd=0.01 | beat=71378 px=71295 -11.7bp | yes=0.180 σ=0.57 | ↑0s ↓10s 2026-03-13T13:12:50+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:50 ⏭ btc-updown-5m-1773378600 | rej=无信号 edge不足 best=Up net=+0.028<0.070 | Up=0.12/290 Dn=0.91/444 spd=0.03 | beat=71378 px=71297 -11.5bp 2026-03-13T13:12:52+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:52 🪟 btc-updown-5m-1773378600 T-127s | Up=0.10/42 Dn=0.91/244 spd=0.01 | beat=71378 px=71297 -11.4bp | yes=0.181 σ=0.57 | ↑0s ↓11s 2026-03-13T13:12:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:57 ⏭ btc-updown-5m-1773378600 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.10/82 Dn=0.91/6 spd=0.01 | beat=71378 px=71297 -11.4bp 2026-03-13T13:12:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:12:58 🪟 btc-updown-5m-1773378600 T-122s | Up=0.09/0 Dn=0.92/442 spd=0.01 | beat=71378 px=71297 -11.4bp | yes=0.176 σ=0.57 | ↑0s ↓11s 2026-03-13T13:13:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:13:00 💓 heartbeat | 扫描=2015 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:14:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:14:00 💓 heartbeat | 扫描=2120 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:15:03+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:15:03 💓 heartbeat | 扫描=2225 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:16:03+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:16:03 💓 heartbeat | 扫描=2329 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:17:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:00 🪟 btc-updown-5m-1773378900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:17:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:00 🪟 btc-updown-5m-1773378900 T-180s | Up=0.59/152 Dn=0.42/56 spd=0.01 | beat=71273 px=71291 +2.5bp | yes=0.610 σ=0.34 | ↑11s ↓0s 2026-03-13T13:17:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:00 ⏭ btc-updown-5m-1773378900 | rej=无信号 edge不足 best=Up net=-0.050<0.070 | Up=0.59/152 Dn=0.42/56 spd=0.01 | beat=71273 px=71291 +2.5bp 2026-03-13T13:17:04+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:04 💓 heartbeat | 扫描=2431 | 无持仓 | 余额=57.32 usdc.e | traded=164 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:17:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:05 🪟 btc-updown-5m-1773378900 T-175s | Up=0.58/567 Dn=0.43/99 spd=0.01 | beat=71273 px=71287 +2.0bp | yes=0.589 σ=0.34 | ↑11s ↓0s 2026-03-13T13:17:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:10 🪟 btc-updown-5m-1773378900 T-169s | Up=0.52/658 Dn=0.49/420 spd=0.01 | beat=71273 px=71287 +1.9bp | yes=0.583 σ=0.35 | ↑11s ↓0s 2026-03-13T13:17:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:10 ⏭ btc-updown-5m-1773378900 | rej=无信号 edge不足 best=Up net=+0.000<0.070 | Up=0.52/658 Dn=0.49/420 spd=0.01 | beat=71273 px=71287 +1.9bp 2026-03-13T13:17:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:16 🪟 btc-updown-5m-1773378900 T-164s | Up=0.50/95 Dn=0.51/738 spd=0.01 | beat=71273 px=71286 +1.7bp | yes=0.581 σ=0.34 | ↑10s ↓0s 2026-03-13T13:17:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:20 ⏭ btc-updown-5m-1773378900 | rej=无信号 edge不足 best=Up net=+0.025<0.070 | Up=0.43/145 Dn=0.58/212 spd=0.01 | beat=71273 px=71275 +0.2bp 2026-03-13T13:17:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:21 🪟 btc-updown-5m-1773378900 T-159s | Up=0.45/25 Dn=0.56/95 spd=0.01 | beat=71273 px=71274 +0.1bp | yes=0.506 σ=0.34 | ↑8s ↓2s 2026-03-13T13:17:25+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:25 ⏭ btc-updown-5m-1773378900 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.51/0 Dn=0.52/10 spd=0.03 | beat=71273 px=71273 -0.0bp 2026-03-13T13:17:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:26 🪟 btc-updown-5m-1773378900 T-154s | Up=0.55/46 Dn=0.46/41 spd=0.01 | beat=71273 px=71273 -0.1bp | yes=0.497 σ=0.37 | ↑3s ↓7s 2026-03-13T13:17:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:17:36 ✅ v11买入 btc-updown-5m-1773378900 | Down avg≈0.280 12.726592shares limit=0.280 order=0x2a049cc7293b71b0371d80df8612cc62dc549cdc19f56fd0c46eb0d34bbf7ac7 2026-03-13T13:18:04+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:18:04 💓 heartbeat | 扫描=2517 | 持仓: btc-updown-5m-1773378900 Down | 余额=54.24 usdc.e | traded=165 | 今日 26W-22L 已实现PnL=$+0.25 2026-03-13T13:18:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:18:11 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773378900 order=0xa0c3cec2c1bf098db7ae0e73c716a1f530abafcbfdcb2b29457f1f2a3bec53f6 collateral_delta=1.155535 2026-03-13T13:18:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:18:12 ✅ v11止盈卖出 btc-updown-5m-1773378900 | Down avg≈0.090 12.719973shares limit=0.090 order=0xa0c3cec2c1bf098db7ae0e73c716a1f530abafcbfdcb2b29457f1f2a3bec53f6 2026-03-13T13:19:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:19:05 💓 heartbeat | 扫描=2610 | 无持仓 | 余额=55.40 usdc.e | traded=165 | 今日 26W-23L 已实现PnL=$-1.67 2026-03-13T13:20:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:20:05 💓 heartbeat | 扫描=2708 | 无持仓 | 余额=55.40 usdc.e | traded=165 | 今日 26W-23L 已实现PnL=$-1.67 2026-03-13T13:21:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:21:05 💓 heartbeat | 扫描=2811 | 无持仓 | 余额=55.40 usdc.e | traded=165 | 今日 26W-23L 已实现PnL=$-1.67 2026-03-13T13:22:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:00 🪟 btc-updown-5m-1773379200 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:22:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:00 🪟 btc-updown-5m-1773379200 T-180s | Up=0.52/30 Dn=0.49/281 spd=0.01 | beat=71367 px=71361 -0.7bp | yes=0.478 σ=0.51 | ↑0s ↓10s 2026-03-13T13:22:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:00 ⏭ btc-updown-5m-1773379200 | rej=无信号 edge不足 best=Down net=-0.028<0.070 | Up=0.52/30 Dn=0.49/281 spd=0.01 | beat=71367 px=71361 -0.7bp 2026-03-13T13:22:03+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:03 ⏭ btc-updown-5m-1773379200 | rej=recheck无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.67/10 Dn=0.34/31 spd=0.01 | beat=71367 px=71362 -0.7bp 2026-03-13T13:22:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:06 ⏭ btc-updown-5m-1773379200 | rej=recheck无信号 edge不足 best=Up net=-0.267<0.070 | Up=0.67/34 Dn=0.34/33 spd=0.01 | beat=71367 px=71362 -0.6bp 2026-03-13T13:22:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:06 💓 heartbeat | 扫描=2911 | 无持仓 | 余额=55.40 usdc.e | traded=165 | 今日 26W-23L 已实现PnL=$-1.67 2026-03-13T13:22:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:06 🪟 btc-updown-5m-1773379200 T-173s | Up=0.66/33 Dn=0.35/125 spd=0.01 | beat=71367 px=71362 -0.6bp | yes=0.481 σ=0.51 | ↑4s ↓6s 2026-03-13T13:22:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:13 🪟 btc-updown-5m-1773379200 T-167s | Up=0.80/168 Dn=0.22/41 spd=0.02 | beat=71367 px=71376 +1.3bp | yes=0.540 σ=0.52 | ↑11s ↓0s 2026-03-13T13:22:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:13 ⏭ btc-updown-5m-1773379200 | rej=无信号 edge不足 best=Up net=-0.356<0.070 | Up=0.80/168 Dn=0.22/41 spd=0.02 | beat=71367 px=71376 +1.3bp 2026-03-13T13:22:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:21 ✅ v11买入 btc-updown-5m-1773379200 | Down avg≈0.260 9.884156shares limit=0.260 order=0xb5fd3cba8be3e2e408fcb1ccd0362ed847e64c7c6dc6cf3194401f392c92a95e 2026-03-13T13:22:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:57 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773379200 order=0x320808e951c85b683604f7646722f54b33093b8f95587b9b4815004fd4c6548a collateral_delta=1.680994 2026-03-13T13:22:58+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:22:58 ✅ v11止盈卖出 btc-updown-5m-1773379200 | Down avg≈0.170 9.879988shares limit=0.170 order=0x320808e951c85b683604f7646722f54b33093b8f95587b9b4815004fd4c6548a 2026-03-13T13:23:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:23:06 💓 heartbeat | 扫描=2983 | 无持仓 | 余额=55.00 usdc.e | traded=166 | 今日 26W-23L 已实现PnL=$-1.67 2026-03-13T13:24:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:24:06 💓 heartbeat | 扫描=3085 | 无持仓 | 余额=55.00 usdc.e | traded=166 | 今日 26W-24L 已实现PnL=$-2.07 2026-03-13T13:25:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:25:06 💓 heartbeat | 扫描=3184 | 无持仓 | 余额=55.00 usdc.e | traded=166 | 今日 26W-24L 已实现PnL=$-2.07 2026-03-13T13:26:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:26:07 💓 heartbeat | 扫描=3286 | 无持仓 | 余额=55.00 usdc.e | traded=166 | 今日 26W-24L 已实现PnL=$-2.07 2026-03-13T13:27:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:00 🪟 btc-updown-5m-1773379500 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:27:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:00 🪟 btc-updown-5m-1773379500 T-180s | Up=0.86/233 Dn=0.15/50 spd=0.01 | beat=71351 px=71413 +8.7bp | yes=0.748 σ=0.49 | ↑11s ↓0s 2026-03-13T13:27:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:00 ⏭ btc-updown-5m-1773379500 | rej=无信号 edge不足 best=Up net=-0.209<0.070 | Up=0.86/233 Dn=0.15/50 spd=0.01 | beat=71351 px=71413 +8.7bp 2026-03-13T13:27:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:05 🪟 btc-updown-5m-1773379500 T-175s | Up=0.83/129 Dn=0.18/286 spd=0.01 | beat=71351 px=71412 +8.6bp | yes=0.748 σ=0.50 | ↑11s ↓0s 2026-03-13T13:27:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:07 💓 heartbeat | 扫描=3388 | 无持仓 | 余额=55.00 usdc.e | traded=166 | 今日 26W-24L 已实现PnL=$-2.07 2026-03-13T13:27:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:10 🪟 btc-updown-5m-1773379500 T-169s | Up=0.89/657 Dn=0.12/97 spd=0.01 | beat=71351 px=71411 +8.5bp | yes=0.747 σ=0.50 | ↑11s ↓0s 2026-03-13T13:27:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:10 ⏭ btc-updown-5m-1773379500 | rej=无信号 edge不足 best=Up net=-0.243<0.070 | Up=0.89/657 Dn=0.12/97 spd=0.01 | beat=71351 px=71411 +8.5bp 2026-03-13T13:27:18+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:18 ✅ v11买入 btc-updown-5m-1773379500 | Down avg≈0.120 10.96934shares limit=0.120 order=0x896710a9d07e743cdb259ed0ddf75edc0bb4ef2ab0c812a185228e936b183bfa 2026-03-13T13:27:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:53 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773379500 order=0x7d7643245f5743c7617016b976006981bbe770c04bb8d4186efe785b0867b38a collateral_delta=0.547700 2026-03-13T13:27:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:27:53 ✅ v11止盈卖出 btc-updown-5m-1773379500 | Down avg≈0.040 10.960000shares limit=0.040 order=0x7d7643245f5743c7617016b976006981bbe770c04bb8d4186efe785b0867b38a 2026-03-13T13:28:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:28:07 💓 heartbeat | 扫描=3466 | 无持仓 | 余额=54.23 usdc.e | traded=167 | 今日 26W-24L 已实现PnL=$-2.07 2026-03-13T13:29:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:29:07 💓 heartbeat | 扫描=3569 | 无持仓 | 余额=54.23 usdc.e | traded=167 | 今日 26W-25L 已实现PnL=$-2.84 2026-03-13T13:30:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:30:08 💓 heartbeat | 扫描=3666 | 无持仓 | 余额=54.23 usdc.e | traded=167 | 今日 26W-25L 已实现PnL=$-2.84 2026-03-13T13:31:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:31:08 💓 heartbeat | 扫描=3769 | 无持仓 | 余额=54.23 usdc.e | traded=167 | 今日 26W-25L 已实现PnL=$-2.84 2026-03-13T13:32:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:00 🪟 btc-updown-5m-1773379800 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:32:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:00 🪟 btc-updown-5m-1773379800 T-180s | Up=0.70/1822 Dn=0.31/29 spd=0.01 | beat=71418 px=71474 +7.9bp | yes=0.740 σ=0.46 | ↑11s ↓0s 2026-03-13T13:32:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:00 ⏭ btc-updown-5m-1773379800 | rej=无信号 edge不足 best=Up net=-0.041<0.070 | Up=0.70/1822 Dn=0.31/29 spd=0.01 | beat=71418 px=71474 +7.9bp 2026-03-13T13:32:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:05 🪟 btc-updown-5m-1773379800 T-175s | Up=0.71/1143 Dn=0.30/615 spd=0.01 | beat=71418 px=71475 +8.0bp | yes=0.743 σ=0.47 | ↑11s ↓0s 2026-03-13T13:32:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:08 💓 heartbeat | 扫描=3871 | 无持仓 | 余额=54.23 usdc.e | traded=167 | 今日 26W-25L 已实现PnL=$-2.84 2026-03-13T13:32:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:10 🪟 btc-updown-5m-1773379800 T-170s | Up=0.73/15 Dn=0.28/57 spd=0.01 | beat=71418 px=71482 +9.0bp | yes=0.782 σ=0.45 | ↑10s ↓0s 2026-03-13T13:32:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:10 ⏭ btc-updown-5m-1773379800 | rej=无信号 edge不足 best=Down net=-0.101<0.070 | Up=0.73/15 Dn=0.28/57 spd=0.01 | beat=71418 px=71482 +9.0bp 2026-03-13T13:32:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:11 ⏭ btc-updown-5m-1773379800 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.72/5 Dn=0.29/21 spd=0.01 | beat=71418 px=71482 +9.0bp 2026-03-13T13:32:15+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:15 🪟 btc-updown-5m-1773379800 T-165s | Up=0.73/90 Dn=0.28/35 spd=0.01 | beat=71418 px=71491 +10.2bp | yes=0.816 σ=0.45 | ↑11s ↓0s 2026-03-13T13:32:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:20 🪟 btc-updown-5m-1773379800 T-160s | Up=0.71/101 Dn=0.30/258 spd=0.01 | beat=71418 px=71491 +10.2bp | yes=0.822 σ=0.44 | ↑11s ↓0s 2026-03-13T13:32:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:20 ⏭ btc-updown-5m-1773379800 | rej=无信号 edge不足 best=Up net=+0.030<0.070 | Up=0.71/101 Dn=0.30/258 spd=0.01 | beat=71418 px=71491 +10.2bp 2026-03-13T13:32:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:26 🪟 btc-updown-5m-1773379800 T-154s | Up=0.71/185 Dn=0.30/120 spd=0.01 | beat=71418 px=71484 +9.3bp | yes=0.802 σ=0.45 | ↑11s ↓0s 2026-03-13T13:32:30+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:30 ⏭ btc-updown-5m-1773379800 | rej=无信号 edge不足 best=Up net=+0.010<0.070 | Up=0.71/128 Dn=0.30/20 spd=0.01 | beat=71418 px=71483 +9.1bp 2026-03-13T13:32:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:31 🪟 btc-updown-5m-1773379800 T-148s | Up=0.70/43 Dn=0.31/110 spd=0.01 | beat=71418 px=71483 +9.1bp | yes=0.804 σ=0.44 | ↑11s ↓0s 2026-03-13T13:32:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:36 ⏭ btc-updown-5m-1773379800 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.63/7 Dn=0.39/30 spd=0.02 | beat=71418 px=71481 +8.8bp 2026-03-13T13:32:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:36 🪟 btc-updown-5m-1773379800 T-143s | Up=0.63/3 Dn=0.39/495 spd=0.02 | beat=71418 px=71481 +8.8bp | yes=0.842 σ=0.37 | ↑11s ↓0s 2026-03-13T13:32:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:32:43 ✅ v11买入 btc-updown-5m-1773379800 | Up avg≈0.610 8.102403shares limit=0.610 order=0x668205bc27a20d6ae202fc52df39f016807d083a609b62b3245a221ffcf7a1ac 2026-03-13T13:33:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:33:08 💓 heartbeat | 扫描=3957 | 持仓: btc-updown-5m-1773379800 Up | 余额=49.35 usdc.e | traded=168 | 今日 26W-25L 已实现PnL=$-2.84 2026-03-13T13:33:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:33:19 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773379800 order=0x66775627941b14d344447bb76733c9b2705c2e79a098b2068b43ee3f5e715490 collateral_delta=5.283759 2026-03-13T13:33:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:33:19 ✅ v11止盈卖出 btc-updown-5m-1773379800 | Up avg≈0.650 8.099998shares limit=0.650 order=0x66775627941b14d344447bb76733c9b2705c2e79a098b2068b43ee3f5e715490 2026-03-13T13:34:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:34:08 💓 heartbeat | 扫描=4050 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:35:09+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:35:09 💓 heartbeat | 扫描=4150 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:36:09+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:36:09 💓 heartbeat | 扫描=4253 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:37:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:00 🪟 btc-updown-5m-1773380100 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:37:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:00 🪟 btc-updown-5m-1773380100 T-180s | Up=0.53/311 Dn=0.48/86 spd=0.01 | beat=71564 px=71548 -2.2bp | yes=0.447 σ=0.64 | ↑1s ↓10s 2026-03-13T13:37:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:00 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Down net=+0.014<0.070 | Up=0.53/311 Dn=0.48/86 spd=0.01 | beat=71564 px=71548 -2.2bp 2026-03-13T13:37:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:05 ⏭ btc-updown-5m-1773380100 | rej=recheck无信号 edge不足 best=Up net=-0.263<0.070 | Up=0.67/403 Dn=0.34/5 spd=0.01 | beat=71564 px=71559 -0.6bp 2026-03-13T13:37:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:06 🪟 btc-updown-5m-1773380100 T-174s | Up=0.66/9 Dn=0.36/370 spd=0.02 | beat=71564 px=71565 +0.1bp | yes=0.502 σ=0.64 | ↑7s ↓4s 2026-03-13T13:37:09+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:09 💓 heartbeat | 扫描=4348 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:37:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:10 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Up net=-0.181<0.070 | Up=0.65/531 Dn=0.36/27 spd=0.01 | beat=71564 px=71577 +1.9bp 2026-03-13T13:37:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:11 🪟 btc-updown-5m-1773380100 T-169s | Up=0.65/40 Dn=0.36/541 spd=0.01 | beat=71564 px=71582 +2.5bp | yes=0.560 σ=0.64 | ↑11s ↓0s 2026-03-13T13:37:17+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:17 🪟 btc-updown-5m-1773380100 T-163s | Up=0.65/80 Dn=0.36/167 spd=0.01 | beat=71564 px=71591 +3.7bp | yes=0.591 σ=0.64 | ↑10s ↓0s 2026-03-13T13:37:17+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:17 市场 resolved 事件 | condition=0x79761c27bb098c 2026-03-13T13:37:17+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:17 WS resolved 触发 | condition=0x79761c27bb098c 将在下次循环立即尝试 redeem 2026-03-13T13:37:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:21 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Down net=-0.002<0.070 | Up=0.65/47 Dn=0.36/224 spd=0.01 | beat=71564 px=71592 +3.9bp 2026-03-13T13:37:22+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:22 🪟 btc-updown-5m-1773380100 T-157s | Up=0.65/85 Dn=0.36/110 spd=0.01 | beat=71564 px=71592 +4.0bp | yes=0.597 σ=0.65 | ↑11s ↓0s 2026-03-13T13:37:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:26 ⏭ btc-updown-5m-1773380100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.71/354 Dn=0.33/200 spd=0.04 | beat=71564 px=71593 +4.1bp 2026-03-13T13:37:28+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:28 🪟 btc-updown-5m-1773380100 T-152s | Up=0.72/1029 Dn=0.30/123 spd=0.02 | beat=71564 px=71593 +4.1bp | yes=0.602 σ=0.66 | ↑10s ↓0s 2026-03-13T13:37:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:32 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Down net=+0.053<0.070 | Up=0.71/773 Dn=0.30/197 spd=0.01 | beat=71564 px=71594 +4.2bp 2026-03-13T13:37:33+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:33 🪟 btc-updown-5m-1773380100 T-147s | Up=0.72/464 Dn=0.29/20 spd=0.01 | beat=71564 px=71594 +4.2bp | yes=0.606 σ=0.65 | ↑10s ↓0s 2026-03-13T13:37:38+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:38 🪟 btc-updown-5m-1773380100 T-142s | Up=0.71/103 Dn=0.32/19 spd=0.03 | beat=71564 px=71603 +5.5bp | yes=0.641 σ=0.65 | ↑10s ↓0s 2026-03-13T13:37:39+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:39 ⏭ btc-updown-5m-1773380100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.70/311 Dn=0.35/46 spd=0.05 | beat=71564 px=71603 +5.5bp 2026-03-13T13:37:42+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:42 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Up net=+0.024<0.070 | Up=0.57/102 Dn=0.45/64 spd=0.02 | beat=71564 px=71611 +6.5bp 2026-03-13T13:37:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:43 🪟 btc-updown-5m-1773380100 T-137s | Up=0.57/160 Dn=0.46/158 spd=0.03 | beat=71564 px=71611 +6.5bp | yes=0.667 σ=0.66 | ↑10s ↓0s 2026-03-13T13:37:48+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:48 🪟 btc-updown-5m-1773380100 T-132s | Up=0.65/266 Dn=0.36/20 spd=0.01 | beat=71564 px=71607 +6.1bp | yes=0.659 σ=0.66 | ↑10s ↓0s 2026-03-13T13:37:52+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:52 ⏭ btc-updown-5m-1773380100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.61/473 Dn=0.44/16 spd=0.05 | beat=71564 px=71593 +4.1bp 2026-03-13T13:37:52+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:52 ⏭ btc-updown-5m-1773380100 | rej=无信号 edge不足 best=Up net=-0.048<0.070 | Up=0.58/74 Dn=0.45/143 spd=0.03 | beat=71564 px=71593 +4.1bp 2026-03-13T13:37:54+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:54 🪟 btc-updown-5m-1773380100 T-126s | Up=0.53/36 Dn=0.49/44 spd=0.02 | beat=71564 px=71593 +4.1bp | yes=0.611 σ=0.66 | ↑10s ↓0s 2026-03-13T13:37:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:37:59 🪟 btc-updown-5m-1773380100 T-120s | Up=0.58/25 Dn=0.43/22 spd=0.01 | beat=71564 px=71590 +3.6bp | yes=0.601 σ=0.65 | ↑10s ↓0s 2026-03-13T13:38:09+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:38:09 💓 heartbeat | 扫描=4445 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:39:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:39:10 💓 heartbeat | 扫描=4548 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:40:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:40:10 💓 heartbeat | 扫描=4649 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:41:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:41:10 💓 heartbeat | 扫描=4755 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:42:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:00 🪟 btc-updown-5m-1773380400 | 进入决策窗口 T-179s [120s~180s] 2026-03-13T13:42:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:00 🪟 btc-updown-5m-1773380400 T-179s | Up=0.68/35 Dn=0.33/217 spd=0.01 | beat=71554 px=71596 +5.8bp | yes=0.674 σ=0.49 | ↑11s ↓0s 2026-03-13T13:42:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:00 ⏭ btc-updown-5m-1773380400 | rej=无信号 edge不足 best=Down net=-0.048<0.070 | Up=0.68/35 Dn=0.33/217 spd=0.01 | beat=71554 px=71596 +5.8bp 2026-03-13T13:42:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:06 🪟 btc-updown-5m-1773380400 T-174s | Up=0.66/11 Dn=0.35/252 spd=0.01 | beat=71554 px=71595 +5.8bp | yes=0.676 σ=0.49 | ↑10s ↓0s 2026-03-13T13:42:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:11 ⏭ btc-updown-5m-1773380400 | rej=无信号 edge不足 best=Up net=-0.054<0.070 | Up=0.65/33 Dn=0.36/250 spd=0.01 | beat=71554 px=71594 +5.5bp 2026-03-13T13:42:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:11 💓 heartbeat | 扫描=4860 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:42:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:11 🪟 btc-updown-5m-1773380400 T-168s | Up=0.64/32 Dn=0.37/20 spd=0.01 | beat=71554 px=71594 +5.5bp | yes=0.671 σ=0.49 | ↑11s ↓0s 2026-03-13T13:42:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:12 ⏭ btc-updown-5m-1773380400 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.65/3 Dn=0.36/25 spd=0.01 | beat=71554 px=71593 +5.4bp 2026-03-13T13:42:17+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:17 🪟 btc-updown-5m-1773380400 T-163s | Up=0.68/408 Dn=0.33/50 spd=0.01 | beat=71554 px=71592 +5.3bp | yes=0.672 σ=0.48 | ↑10s ↓0s 2026-03-13T13:42:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:21 ⏭ btc-updown-5m-1773380400 | rej=无信号 edge不足 best=Up net=-0.055<0.070 | Up=0.66/394 Dn=0.36/35 spd=0.02 | beat=71554 px=71595 +5.7bp 2026-03-13T13:42:22+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:22 🪟 btc-updown-5m-1773380400 T-157s | Up=0.63/12 Dn=0.38/20 spd=0.01 | beat=71554 px=71596 +5.8bp | yes=0.691 σ=0.48 | ↑11s ↓0s 2026-03-13T13:42:22+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:22 ⏭ btc-updown-5m-1773380400 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.63/12 Dn=0.38/20 spd=0.01 | beat=71554 px=71596 +5.8bp 2026-03-13T13:42:28+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:28 🪟 btc-updown-5m-1773380400 T-152s | Up=0.59/325 Dn=0.42/21 spd=0.01 | beat=71554 px=71596 +5.9bp | yes=0.694 σ=0.48 | ↑10s ↓0s 2026-03-13T13:42:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:31 ⏭ btc-updown-5m-1773380400 | rej=无信号 edge不足 best=Up net=+0.030<0.070 | Up=0.58/55 Dn=0.44/249 spd=0.02 | beat=71554 px=71593 +5.4bp 2026-03-13T13:42:33+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:33 🪟 btc-updown-5m-1773380400 T-146s | Up=0.59/283 Dn=0.42/60 spd=0.01 | beat=71554 px=71584 +4.1bp | yes=0.643 σ=0.47 | ↑11s ↓0s 2026-03-13T13:42:39+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:39 🪟 btc-updown-5m-1773380400 T-141s | Up=0.57/75 Dn=0.44/30 spd=0.01 | beat=71554 px=71579 +3.4bp | yes=0.622 σ=0.47 | ↑11s ↓0s 2026-03-13T13:42:39+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:39 ⏭ btc-updown-5m-1773380400 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.57/465 Dn=0.48/39 spd=0.05 | beat=71554 px=71579 +3.4bp 2026-03-13T13:42:42+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:42 ⏭ btc-updown-5m-1773380400 | rej=无信号 edge不足 best=Up net=+0.033<0.070 | Up=0.52/532 Dn=0.49/102 spd=0.01 | beat=71554 px=71576 +3.1bp 2026-03-13T13:42:44+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:44 🪟 btc-updown-5m-1773380400 T-135s | Up=0.52/347 Dn=0.49/21 spd=0.01 | beat=71554 px=71576 +3.1bp | yes=0.617 σ=0.45 | ↑11s ↓0s 2026-03-13T13:42:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:49 ⏭ btc-updown-5m-1773380400 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.44/15 Dn=0.60/116 spd=0.04 | beat=71554 px=71572 +2.5bp 2026-03-13T13:42:50+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:50 🪟 btc-updown-5m-1773380400 T-130s | Up=0.45/28 Dn=0.58/30 spd=0.03 | beat=71554 px=71572 +2.5bp | yes=0.597 σ=0.45 | ↑11s ↓0s 2026-03-13T13:42:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:53 ⏭ btc-updown-5m-1773380400 | rej=recheck无信号 edge不足 best=Down net=-0.303<0.070 | Up=0.37/20 Dn=0.64/19 spd=0.01 | beat=71554 px=71570 +2.2bp 2026-03-13T13:42:55+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:55 🪟 btc-updown-5m-1773380400 T-125s | Up=0.45/1146 Dn=0.56/6 spd=0.01 | beat=71554 px=71569 +2.1bp | yes=0.583 σ=0.46 | ↑11s ↓0s 2026-03-13T13:42:57+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:42:57 ⏭ btc-updown-5m-1773380400 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.43/8 Dn=0.60/1 spd=0.03 | beat=71554 px=71569 +2.1bp 2026-03-13T13:43:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:43:07 MarketResolutionFeed WebSocket 断开 2026-03-13T13:43:07+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:43:07 MarketResolutionFeed WebSocket 已连接 2026-03-13T13:43:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:43:11 💓 heartbeat | 扫描=4948 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:44:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:44:11 💓 heartbeat | 扫描=5051 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:45:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:45:11 💓 heartbeat | 扫描=5151 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:46:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:46:12 💓 heartbeat | 扫描=5255 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:47:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:00 🪟 btc-updown-5m-1773380700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:47:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:00 🪟 btc-updown-5m-1773380700 T-180s | Up=0.52/381 Dn=0.49/31 spd=0.01 | beat=71602 px=71607 +0.6bp | yes=0.519 σ=0.48 | ↑9s ↓2s 2026-03-13T13:47:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:00 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Up net=-0.064<0.070 | Up=0.52/381 Dn=0.49/31 spd=0.01 | beat=71602 px=71607 +0.6bp 2026-03-13T13:47:06+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:06 🪟 btc-updown-5m-1773380700 T-174s | Up=0.50/3682 Dn=0.51/15 spd=0.01 | beat=71602 px=71607 +0.7bp | yes=0.522 σ=0.49 | ↑10s ↓0s 2026-03-13T13:47:09+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:09 ⏭ btc-updown-5m-1773380700 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.62/6 Dn=0.39/13 spd=0.01 | beat=71602 px=71608 +0.8bp 2026-03-13T13:47:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:11 🪟 btc-updown-5m-1773380700 T-169s | Up=0.60/325 Dn=0.43/109 spd=0.03 | beat=71602 px=71608 +0.8bp | yes=0.524 σ=0.51 | ↑10s ↓0s 2026-03-13T13:47:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:11 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Down net=-0.018<0.070 | Up=0.60/325 Dn=0.43/109 spd=0.03 | beat=71602 px=71608 +0.8bp 2026-03-13T13:47:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:12 💓 heartbeat | 扫描=5357 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:47:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:16 🪟 btc-updown-5m-1773380700 T-164s | Up=0.53/3 Dn=0.48/450 spd=0.01 | beat=71602 px=71611 +1.3bp | yes=0.538 σ=0.52 | ↑9s ↓0s 2026-03-13T13:47:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:21 🪟 btc-updown-5m-1773380700 T-158s | Up=0.55/278 Dn=0.46/124 spd=0.01 | beat=71602 px=71625 +3.1bp | yes=0.595 σ=0.52 | ↑10s ↓0s 2026-03-13T13:47:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:21 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Up net=-0.021<0.070 | Up=0.55/278 Dn=0.46/124 spd=0.01 | beat=71602 px=71625 +3.1bp 2026-03-13T13:47:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:26 ⏭ btc-updown-5m-1773380700 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.49/17 Dn=0.52/20 spd=0.01 | beat=71602 px=71625 +3.1bp 2026-03-13T13:47:27+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:27 🪟 btc-updown-5m-1773380700 T-153s | Up=0.49/98 Dn=0.52/1 spd=0.01 | beat=71602 px=71625 +3.1bp | yes=0.597 σ=0.52 | ↑11s ↓0s 2026-03-13T13:47:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:32 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Up net=+0.048<0.070 | Up=0.49/108 Dn=0.52/75 spd=0.01 | beat=71602 px=71625 +3.1bp 2026-03-13T13:47:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:32 🪟 btc-updown-5m-1773380700 T-147s | Up=0.46/258 Dn=0.55/196 spd=0.01 | beat=71602 px=71625 +3.1bp | yes=0.598 σ=0.53 | ↑11s ↓0s 2026-03-13T13:47:33+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:33 ⏭ btc-updown-5m-1773380700 | rej=recheck无信号 edge不足 best=Up net=+0.059<0.070 | Up=0.48/54 Dn=0.53/1 spd=0.01 | beat=71602 px=71625 +3.1bp 2026-03-13T13:47:38+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:38 🪟 btc-updown-5m-1773380700 T-142s | Up=0.46/127 Dn=0.55/191 spd=0.01 | beat=71602 px=71622 +2.8bp | yes=0.589 σ=0.52 | ↑10s ↓0s 2026-03-13T13:47:42+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:42 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Up net=+0.056<0.070 | Up=0.47/373 Dn=0.54/55 spd=0.01 | beat=71602 px=71621 +2.6bp 2026-03-13T13:47:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:43 🪟 btc-updown-5m-1773380700 T-136s | Up=0.46/352 Dn=0.55/594 spd=0.01 | beat=71602 px=71620 +2.5bp | yes=0.582 σ=0.52 | ↑11s ↓0s 2026-03-13T13:47:49+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:49 🪟 btc-updown-5m-1773380700 T-131s | Up=0.48/91 Dn=0.53/558 spd=0.01 | beat=71602 px=71615 +1.8bp | yes=0.561 σ=0.51 | ↑10s ↓0s 2026-03-13T13:47:52+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:52 ⏭ btc-updown-5m-1773380700 | rej=无信号 edge不足 best=Up net=+0.007<0.070 | Up=0.48/59 Dn=0.53/385 spd=0.01 | beat=71602 px=71612 +1.3bp 2026-03-13T13:47:54+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:47:54 🪟 btc-updown-5m-1773380700 T-125s | Up=0.51/130 Dn=0.50/454 spd=0.01 | beat=71602 px=71610 +1.1bp | yes=0.539 σ=0.51 | ↑11s ↓0s 2026-03-13T13:48:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:48:12 💓 heartbeat | 扫描=5452 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:49:12+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:49:12 💓 heartbeat | 扫描=5556 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:50:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:50:13 💓 heartbeat | 扫描=5656 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:51:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:51:13 💓 heartbeat | 扫描=5759 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:52:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:00 🪟 btc-updown-5m-1773381000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:52:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:00 🪟 btc-updown-5m-1773381000 T-180s | Up=0.53/257 Dn=0.48/97 spd=0.01 | beat=71536 px=71520 -2.2bp | yes=0.445 σ=0.61 | ↑0s ↓10s 2026-03-13T13:52:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:00 ⏭ btc-updown-5m-1773381000 | rej=无信号 edge不足 best=Down net=+0.016<0.070 | Up=0.53/257 Dn=0.48/97 spd=0.01 | beat=71536 px=71520 -2.2bp 2026-03-13T13:52:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:05 🪟 btc-updown-5m-1773381000 T-175s | Up=0.56/81 Dn=0.45/448 spd=0.01 | beat=71536 px=71525 -1.5bp | yes=0.460 σ=0.59 | ↑0s ↓11s 2026-03-13T13:52:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:10 🪟 btc-updown-5m-1773381000 T-170s | Up=0.55/139 Dn=0.46/48 spd=0.01 | beat=71536 px=71526 -1.4bp | yes=0.464 σ=0.60 | ↑0s ↓11s 2026-03-13T13:52:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:10 ⏭ btc-updown-5m-1773381000 | rej=无信号 edge不足 best=Down net=+0.019<0.070 | Up=0.55/139 Dn=0.46/48 spd=0.01 | beat=71536 px=71526 -1.4bp 2026-03-13T13:52:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:13 💓 heartbeat | 扫描=5859 | 无持仓 | 余额=54.63 usdc.e | traded=168 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:52:15+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:15 🪟 btc-updown-5m-1773381000 T-164s | Up=0.54/182 Dn=0.47/94 spd=0.01 | beat=71536 px=71529 -0.9bp | yes=0.475 σ=0.60 | ↑0s ↓11s 2026-03-13T13:52:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:20 🪟 btc-updown-5m-1773381000 T-159s | Up=0.53/309 Dn=0.48/154 spd=0.01 | beat=71536 px=71530 -0.9bp | yes=0.476 σ=0.60 | ↑0s ↓11s 2026-03-13T13:52:20+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:20 ⏭ btc-updown-5m-1773381000 | rej=无信号 edge不足 best=Down net=-0.015<0.070 | Up=0.53/309 Dn=0.48/154 spd=0.01 | beat=71536 px=71530 -0.9bp 2026-03-13T13:52:22+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:22 ⏭ btc-updown-5m-1773381000 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.59/12 Dn=0.46/554 spd=0.05 | beat=71536 px=71530 -0.9bp 2026-03-13T13:52:32+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:52:32 ✅ v11买入 btc-updown-5m-1773381000 | Down avg≈0.370 5.372685shares limit=0.370 order=0x81e29cd77378c0be4b6b0385a6987c92dc0260368766c22246b89851cf3d605a 2026-03-13T13:53:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:53:08 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773381000 order=0x1f9f9e4c65c0258ab21c03df625939188e7de6db12451cb2e87206f57eeaab74 collateral_delta=1.072418 2026-03-13T13:53:08+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:53:08 ✅ v11止盈卖出 btc-updown-5m-1773381000 | Down avg≈0.200 5.369992shares limit=0.200 order=0x1f9f9e4c65c0258ab21c03df625939188e7de6db12451cb2e87206f57eeaab74 2026-03-13T13:53:13+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:53:13 💓 heartbeat | 扫描=5933 | 持仓: btc-updown-5m-1773381000 Down | 余额=53.85 usdc.e | traded=169 | 今日 27W-25L 已实现PnL=$-2.44 2026-03-13T13:54:14+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:54:14 💓 heartbeat | 扫描=6037 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T13:55:14+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:55:14 💓 heartbeat | 扫描=6138 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T13:56:15+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:56:15 💓 heartbeat | 扫描=6242 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T13:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:00 🪟 btc-updown-5m-1773381300 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T13:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:00 🪟 btc-updown-5m-1773381300 T-180s | Up=0.85/698 Dn=0.16/7 spd=0.01 | beat=71542 px=71620 +10.8bp | yes=0.780 σ=0.53 | ↑10s ↓0s 2026-03-13T13:57:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:00 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=-0.166<0.070 | Up=0.85/698 Dn=0.16/7 spd=0.01 | beat=71542 px=71620 +10.8bp 2026-03-13T13:57:02+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:02 ⏭ btc-updown-5m-1773381300 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.83/5 Dn=0.18/20 spd=0.01 | beat=71542 px=71620 +10.8bp 2026-03-13T13:57:05+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:05 🪟 btc-updown-5m-1773381300 T-174s | Up=0.82/110 Dn=0.20/44 spd=0.02 | beat=71542 px=71620 +10.8bp | yes=0.784 σ=0.53 | ↑10s ↓0s 2026-03-13T13:57:10+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:10 🪟 btc-updown-5m-1773381300 T-169s | Up=0.79/3 Dn=0.22/35 spd=0.01 | beat=71542 px=71619 +10.8bp | yes=0.787 σ=0.53 | ↑11s ↓0s 2026-03-13T13:57:11+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:11 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=-0.093<0.070 | Up=0.79/93 Dn=0.22/31 spd=0.01 | beat=71542 px=71619 +10.8bp 2026-03-13T13:57:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:16 💓 heartbeat | 扫描=6344 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T13:57:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:16 🪟 btc-updown-5m-1773381300 T-163s | Up=0.80/1185 Dn=0.21/14 spd=0.01 | beat=71542 px=71620 +10.8bp | yes=0.790 σ=0.53 | ↑11s ↓0s 2026-03-13T13:57:19+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:19 ⏭ btc-updown-5m-1773381300 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.79/0 Dn=0.22/40 spd=0.01 | beat=71542 px=71620 +10.9bp 2026-03-13T13:57:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:21 🪟 btc-updown-5m-1773381300 T-158s | Up=0.80/756 Dn=0.22/10 spd=0.02 | beat=71542 px=71622 +11.1bp | yes=0.793 σ=0.55 | ↑11s ↓0s 2026-03-13T13:57:21+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:21 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=-0.103<0.070 | Up=0.80/756 Dn=0.22/10 spd=0.02 | beat=71542 px=71622 +11.1bp 2026-03-13T13:57:26+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:26 🪟 btc-updown-5m-1773381300 T-153s | Up=0.77/234 Dn=0.24/116 spd=0.01 | beat=71542 px=71624 +11.4bp | yes=0.802 σ=0.55 | ↑11s ↓0s 2026-03-13T13:57:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:31 🪟 btc-updown-5m-1773381300 T-148s | Up=0.75/191 Dn=0.26/40 spd=0.01 | beat=71542 px=71618 +10.6bp | yes=0.788 σ=0.55 | ↑11s ↓0s 2026-03-13T13:57:31+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:31 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=-0.048<0.070 | Up=0.75/191 Dn=0.26/40 spd=0.01 | beat=71542 px=71618 +10.6bp 2026-03-13T13:57:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:36 ⏭ btc-updown-5m-1773381300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.70/138 Dn=0.35/26 spd=0.05 | beat=71542 px=71616 +10.4bp 2026-03-13T13:57:36+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:36 🪟 btc-updown-5m-1773381300 T-143s | Up=0.69/1 Dn=0.33/10 spd=0.02 | beat=71542 px=71616 +10.3bp | yes=0.787 σ=0.55 | ↑11s ↓0s 2026-03-13T13:57:42+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:42 ⏭ btc-updown-5m-1773381300 | rej=recheck无信号 edge不足 best=Up net=+0.054<0.070 | Up=0.66/141 Dn=0.35/55 spd=0.01 | beat=71542 px=71616 +10.3bp 2026-03-13T13:57:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:43 🪟 btc-updown-5m-1773381300 T-137s | Up=0.66/116 Dn=0.35/42 spd=0.01 | beat=71542 px=71612 +9.7bp | yes=0.778 σ=0.55 | ↑11s ↓0s 2026-03-13T13:57:43+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:43 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=+0.041<0.070 | Up=0.66/116 Dn=0.35/42 spd=0.01 | beat=71542 px=71612 +9.7bp 2026-03-13T13:57:47+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:47 ⏭ btc-updown-5m-1773381300 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.77/9 Dn=0.26/10 spd=0.03 | beat=71542 px=71595 +7.3bp 2026-03-13T13:57:48+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:48 🪟 btc-updown-5m-1773381300 T-132s | Up=0.78/5 Dn=0.23/66 spd=0.01 | beat=71542 px=71594 +7.2bp | yes=0.716 σ=0.56 | ↑10s ↓0s 2026-03-13T13:57:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:53 🪟 btc-updown-5m-1773381300 T-126s | Up=0.78/24 Dn=0.23/15 spd=0.01 | beat=71542 px=71594 +7.2bp | yes=0.719 σ=0.57 | ↑10s ↓0s 2026-03-13T13:57:53+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:53 ⏭ btc-updown-5m-1773381300 | rej=无信号 edge不足 best=Up net=-0.150<0.070 | Up=0.78/24 Dn=0.23/15 spd=0.01 | beat=71542 px=71594 +7.2bp 2026-03-13T13:57:59+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:57:59 🪟 btc-updown-5m-1773381300 T-121s | Up=0.85/20 Dn=0.17/137 spd=0.02 | beat=71542 px=71613 +9.9bp | yes=0.792 σ=0.57 | ↑11s ↓0s 2026-03-13T13:58:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:58:16 💓 heartbeat | 扫描=6438 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T13:59:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 13:59:16 💓 heartbeat | 扫描=6541 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:00:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 14:00:16 💓 heartbeat | 扫描=6637 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:01:16+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 14:01:16 💓 heartbeat | 扫描=6739 | 无持仓 | 余额=53.85 usdc.e | traded=169 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:02:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 14:02:00 🪟 btc-updown-5m-1773381600 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:02:00+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 14:02:00 🪟 btc-updown-5m-1773381600 T-180s | Up=0.21/279 Dn=0.80/156 spd=0.01 | beat=71548 px=71534 -1.9bp | yes=0.436 σ=0.45 | ↑0s ↓10s 2026-03-13T14:02:01+08:00 ip-172-26-5-159 python[288343]: 2026-03-13 14:02:01 ⏭ btc-updown-5m-1773381600 | rej=recheck无信号 edge不足 best=Down net=-0.346<0.070 | Up=0.19/6 Dn=0.82/208 spd=0.01 | beat=71548 px=71534 -2.0bp 2026-03-13T14:02:01+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T14:02:01+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T14:02:01+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T14:02:01+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 2min 4.623s CPU time, 115.0M memory peak, 0B memory swap peak. 2026-03-13T14:02:01+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 builder attribution: 已配置 BuilderConfig 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 🚀 Polymarket BTC 5m v11 converged EV live bot | v11.0.12-cev (2026-03-13) 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 策略 收敛EV | 窗口 120s~180s | net>0.070 | ref>=6/15s 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载37项 | 收敛主线15项 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 定价 spot=Chainlink RTDS median | strike=market boundary | σ=300s vol×1.10 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 数据 ref=Chainlink RTDS btc/usd | sigma=WS共识(binance-usdc/coinbase-usd) | Binance 1s按需兜底 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 数据 σ lookback=300s | sample>=6/15s 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 模型 lognormal digital | p_yes=P(S_T>K) | p_no=1-p_yes 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 交易 fair prob vs best ask | ask 0.08~0.92 | spread≤0.030 | depth≥$12 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=cash only) | min_shares≥1 | lognormal digital + amount-Kelly 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 会话 shadow=off | poll=0.50s | one-market=on 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | FAK BUY按amount 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 📡 价格流启动: binance, coinbase 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 UserOrderFeed 启动 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 MarketResolutionFeed 启动 2026-03-13T14:02:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:05 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T14:02:06+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:06 📡 coinbase WS 已连接 2026-03-13T14:02:06+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:06 📡 binance WS 已连接 2026-03-13T14:02:09+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:09 🪟 btc-updown-5m-1773381600 | 进入决策窗口 T-171s [120s~180s] 2026-03-13T14:02:10+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:10 ⏭ btc-updown-5m-1773381600 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-13T14:02:10+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:10 💓 heartbeat | 扫描=1 | 无持仓 | 余额=53.85 usdc.e | traded=165 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:02:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:11 🪟 btc-updown-5m-1773381600 T-168s | Up=0.24/12 Dn=0.78/252 spd=0.02 | beat=71548 px=71531 -2.4bp | yes=0.387 σ=0.33 | ↑0s ↓6s 2026-03-13T14:02:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:11 ⏭ btc-updown-5m-1773381600 | rej=无信号 edge不足 best=Down net=-0.261<0.070 | Up=0.24/12 Dn=0.78/252 spd=0.02 | beat=71548 px=71531 -2.4bp 2026-03-13T14:02:14+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:14 UserOrderFeed WebSocket 已连接 2026-03-13T14:02:17+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:17 ✅ v11买入 btc-updown-5m-1773381600 | Up avg≈0.190 11.896257shares limit=0.190 order=0xe485a0a64dd4a9ff7cc3f9861a9ae95e2f4f920844ca3c4cdba05546b0474ede 2026-03-13T14:02:26+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:26 MarketResolutionFeed WebSocket 已连接 2026-03-13T14:02:54+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:54 Telegram 止盈通知使用余额恢复兜底 | slug=btc-updown-5m-1773381600 order=0x36d99dee2dcd602976ec98d6e2eec01870693af8c93f282429aa158734c8e88a collateral_delta=1.905554 2026-03-13T14:02:54+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:02:54 ✅ v11止盈卖出 btc-updown-5m-1773381600 | Up avg≈0.160 11.889993shares limit=0.160 order=0x36d99dee2dcd602976ec98d6e2eec01870693af8c93f282429aa158734c8e88a 2026-03-13T14:03:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:03:11 💓 heartbeat | 扫描=75 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:04:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:04:11 💓 heartbeat | 扫描=178 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:05:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:05:11 💓 heartbeat | 扫描=279 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:06:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:06:11 💓 heartbeat | 扫描=384 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:06:46+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:06:46 市场 resolved 事件 | condition=0xb59ec08945d9b9 2026-03-13T14:06:46+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:06:46 WS resolved 触发 | condition=0xb59ec08945d9b9 将在下次循环立即尝试 redeem 2026-03-13T14:07:00+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:00 🪟 btc-updown-5m-1773381900 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:07:00+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:00 🪟 btc-updown-5m-1773381900 T-180s | Up=0.62/14 Dn=0.39/91 spd=0.01 | beat=71492 px=71519 +3.8bp | yes=0.644 σ=0.39 | ↑10s ↓0s 2026-03-13T14:07:00+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:00 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Down net=-0.084<0.070 | Up=0.62/14 Dn=0.39/91 spd=0.01 | beat=71492 px=71519 +3.8bp 2026-03-13T14:07:04+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:04 ⏭ btc-updown-5m-1773381900 | rej=无信号 无候选 Up:深度不足 Down:深度不足 | Up=0.59/19 Dn=0.42/10 spd=0.01 | beat=71492 px=71520 +3.9bp 2026-03-13T14:07:05+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:05 🪟 btc-updown-5m-1773381900 T-174s | Up=0.54/164 Dn=0.50/71 spd=0.04 | beat=71492 px=71520 +3.9bp | yes=0.643 σ=0.41 | ↑11s ↓0s 2026-03-13T14:07:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:11 ⏭ btc-updown-5m-1773381900 | rej=recheck无信号 edge不足 best=Down net=-0.222<0.070 | Up=0.50/5 Dn=0.51/57 spd=0.01 | beat=71492 px=71520 +3.9bp 2026-03-13T14:07:11+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:11 🪟 btc-updown-5m-1773381900 T-168s | Up=0.51/271 Dn=0.50/21 spd=0.01 | beat=71492 px=71520 +3.8bp | yes=0.650 σ=0.39 | ↑11s ↓0s 2026-03-13T14:07:13+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:13 💓 heartbeat | 扫描=485 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:07:13+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:13 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Down net=-0.160<0.070 | Up=0.50/20 Dn=0.51/25 spd=0.01 | beat=71492 px=71508 +2.2bp 2026-03-13T14:07:17+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:17 🪟 btc-updown-5m-1773381900 T-163s | Up=0.49/18 Dn=0.52/78 spd=0.01 | beat=71492 px=71506 +2.0bp | yes=0.579 σ=0.39 | ↑11s ↓0s 2026-03-13T14:07:22+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:22 🪟 btc-updown-5m-1773381900 T-157s | Up=0.50/394 Dn=0.51/58 spd=0.01 | beat=71492 px=71506 +1.9bp | yes=0.577 σ=0.39 | ↑11s ↓0s 2026-03-13T14:07:23+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:23 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Up net=+0.016<0.070 | Up=0.50/361 Dn=0.51/5 spd=0.01 | beat=71492 px=71505 +1.9bp 2026-03-13T14:07:28+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:28 🪟 btc-updown-5m-1773381900 T-152s | Up=0.56/153 Dn=0.45/66 spd=0.01 | beat=71492 px=71505 +1.9bp | yes=0.578 σ=0.39 | ↑11s ↓0s 2026-03-13T14:07:33+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:33 🪟 btc-updown-5m-1773381900 T-146s | Up=0.58/169 Dn=0.43/60 spd=0.01 | beat=71492 px=71506 +1.9bp | yes=0.581 σ=0.39 | ↑11s ↓0s 2026-03-13T14:07:34+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:34 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Down net=-0.066<0.070 | Up=0.58/144 Dn=0.43/58 spd=0.01 | beat=71492 px=71506 +1.9bp 2026-03-13T14:07:39+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:39 🪟 btc-updown-5m-1773381900 T-141s | Up=0.60/132 Dn=0.41/48 spd=0.01 | beat=71492 px=71511 +2.6bp | yes=0.612 σ=0.39 | ↑10s ↓0s 2026-03-13T14:07:44+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:44 🪟 btc-updown-5m-1773381900 T-135s | Up=0.65/396 Dn=0.36/18 spd=0.01 | beat=71492 px=71512 +2.7bp | yes=0.619 σ=0.40 | ↑10s ↓0s 2026-03-13T14:07:44+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:44 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Up net=-0.107<0.070 | Up=0.65/396 Dn=0.36/18 spd=0.01 | beat=71492 px=71512 +2.7bp 2026-03-13T14:07:50+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:50 🪟 btc-updown-5m-1773381900 T-130s | Up=0.64/36 Dn=0.37/43 spd=0.01 | beat=71492 px=71519 +3.8bp | yes=0.668 σ=0.39 | ↑12s ↓0s 2026-03-13T14:07:54+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:54 ⏭ btc-updown-5m-1773381900 | rej=无信号 edge不足 best=Up net=-0.024<0.070 | Up=0.64/59 Dn=0.37/35 spd=0.01 | beat=71492 px=71523 +4.3bp 2026-03-13T14:07:55+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:07:55 🪟 btc-updown-5m-1773381900 T-125s | Up=0.64/91 Dn=0.37/20 spd=0.01 | beat=71492 px=71523 +4.3bp | yes=0.692 σ=0.39 | ↑11s ↓0s 2026-03-13T14:08:13+08:00 ip-172-26-5-159 python[288759]: 2026-03-13 14:08:13 💓 heartbeat | 扫描=586 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:09:08+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-13T14:09:08+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-13T14:09:08+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T14:09:08+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 14.309s CPU time, 2.4M memory peak, 0B memory swap peak. 2026-03-13T14:23:50+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 builder attribution: 已配置 BuilderConfig 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载63项 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | market prior + posterior + quarter-Kelly 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 📡 价格流启动: binance, coinbase 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 📡 价格流启动: binance-perp 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 UserOrderFeed 启动 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 MarketResolutionFeed 启动 2026-03-13T14:23:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:53 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-13T14:23:54+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:54 📡 coinbase WS 已连接 2026-03-13T14:23:54+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:54 📡 binance-perp WS 已连接 2026-03-13T14:23:54+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:54 📡 binance WS 已连接 2026-03-13T14:23:57+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:23:57 💓 heartbeat | 扫描=1 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:24:57+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:24:57 💓 heartbeat | 扫描=104 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:25:57+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:25:57 💓 heartbeat | 扫描=204 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:26:58+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:26:58 💓 heartbeat | 扫描=308 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:27:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:00 🪟 btc-updown-5m-1773383100 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:27:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:00 🪟 btc-updown-5m-1773383100 T-180s | Up=0.16/28 Dn=0.85/9 spd=0.01 | beat=71476 px=71386 -12.5bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:00 ⏭ btc-updown-5m-1773383100 | rej=无信号 执行edge不足 best=Up net=-0.022 thr=0.070 margin=-0.092 Up:执行edge不足 Down:量不足 | Up=0.16/28 Dn=0.85/9 spd=0.01 | beat=71476 px=71386 -12.5bp 2026-03-13T14:27:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:05 🪟 btc-updown-5m-1773383100 T-174s | Up=0.17/25 Dn=0.84/18 spd=0.01 | beat=71476 px=71387 -12.4bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:10+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:10 🪟 btc-updown-5m-1773383100 T-169s | Up=0.17/49 Dn=0.84/30 spd=0.01 | beat=71476 px=71389 -12.1bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:10+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:10 ⏭ btc-updown-5m-1773383100 | rej=无信号 执行edge不足 best=Up net=-0.038 thr=0.070 margin=-0.108 Up:执行edge不足 Down:执行edge不足 | Up=0.17/49 Dn=0.84/30 spd=0.01 | beat=71476 px=71389 -12.1bp 2026-03-13T14:27:15+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:15 🪟 btc-updown-5m-1773383100 T-164s | Up=0.12/181 Dn=0.89/194 spd=0.01 | beat=71476 px=71398 -10.9bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-13T14:27:21+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:21 🪟 btc-updown-5m-1773383100 T-159s | Up=0.10/25 Dn=0.91/342 spd=0.01 | beat=71476 px=71399 -10.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:21+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:21 ⏭ btc-updown-5m-1773383100 | rej=无信号 执行edge不足 best=Up net=+0.047 thr=0.070 margin=-0.023 Up:执行edge不足 Down:执行edge不足 | Up=0.10/25 Dn=0.91/342 spd=0.01 | beat=71476 px=71399 -10.8bp 2026-03-13T14:27:23+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:23 ⏭ btc-updown-5m-1773383100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/87 Dn=0.94/280 spd=0.01 | beat=71476 px=71394 -11.5bp 2026-03-13T14:27:26+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:26 🪟 btc-updown-5m-1773383100 T-154s | Up=0.07/548 Dn=0.94/14 spd=0.01 | beat=71476 px=71393 -11.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:31+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:31 🪟 btc-updown-5m-1773383100 T-149s | Up=0.07/124 Dn=0.94/67 spd=0.01 | beat=71476 px=71379 -13.6bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:27:33+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:33 ⏭ btc-updown-5m-1773383100 | rej=无信号 执行edge不足 best=Up net=-0.017 thr=0.070 margin=-0.087 Up:执行edge不足 Down:ask超范围 | Up=0.08/74 Dn=0.94/534 spd=0.02 | beat=71476 px=71367 -15.2bp 2026-03-13T14:27:36+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:36 🪟 btc-updown-5m-1773383100 T-144s | Up=0.08/9 Dn=0.93/88 spd=0.01 | beat=71476 px=71367 -15.2bp | nb=5.0bp flip=0.01 | ↑0s ↓12s 2026-03-13T14:27:36+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:36 ⏭ btc-updown-5m-1773383100 | rej=无信号 无候选 Up:量不足 Down:ask超范围 | Up=0.08/9 Dn=0.93/88 spd=0.01 | beat=71476 px=71367 -15.2bp 2026-03-13T14:27:41+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:41 🪟 btc-updown-5m-1773383100 T-139s | Up=0.08/244 Dn=0.93/86 spd=0.01 | beat=71476 px=71371 -14.7bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-13T14:27:44+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:44 ⏭ btc-updown-5m-1773383100 | rej=无信号 执行edge不足 best=Up net=-0.006 thr=0.070 margin=-0.076 Up:执行edge不足 Down:ask超范围 | Up=0.08/50 Dn=0.93/534 spd=0.01 | beat=71476 px=71376 -13.9bp 2026-03-13T14:27:46+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:46 🪟 btc-updown-5m-1773383100 T-134s | Up=0.09/213 Dn=0.93/5 spd=0.02 | beat=71476 px=71376 -13.9bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-13T14:27:47+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:47 ⏭ btc-updown-5m-1773383100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.07/491 Dn=0.95/922 spd=0.02 | beat=71476 px=71376 -13.9bp 2026-03-13T14:27:51+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:51 🪟 btc-updown-5m-1773383100 T-129s | Up=0.05/178 Dn=0.96/985 spd=0.01 | beat=71476 px=71375 -14.1bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-13T14:27:56+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:56 🪟 btc-updown-5m-1773383100 T-124s | Up=0.05/365 Dn=0.96/620 spd=0.01 | beat=71476 px=71365 -15.5bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-13T14:27:57+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:57 ⏭ btc-updown-5m-1773383100 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.05/362 Dn=0.96/599 spd=0.01 | beat=71476 px=71361 -16.1bp 2026-03-13T14:27:58+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:27:58 💓 heartbeat | 扫描=380 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:28:59+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:28:59 💓 heartbeat | 扫描=483 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:29:59+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:29:59 💓 heartbeat | 扫描=587 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:30:59+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:30:59 💓 heartbeat | 扫描=686 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:31:59+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:31:59 💓 heartbeat | 扫描=789 | 无持仓 | 余额=53.86 usdc.e | traded=166 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:32:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:32:00 🪟 btc-updown-5m-1773383400 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:32:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:32:00 🪟 btc-updown-5m-1773383400 T-180s | Up=0.64/62 Dn=0.37/5 spd=0.01 | beat=71243 px=71319 +10.6bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:32:02+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:32:02 UserOrderFeed WebSocket 已连接 2026-03-13T14:32:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:32:05 ✅ v11买入 btc-updown-5m-1773383400 | Up avg≈0.620 6.0shares limit=0.620 order=0x96a1f565d3438a8eede9e73389532f61bb22f0bb0a35b3f12a1067c0cd50ba1f 2026-03-13T14:32:15+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:32:15 MarketResolutionFeed WebSocket 已连接 2026-03-13T14:33:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:33:00 💓 heartbeat | 扫描=860 | 持仓: btc-updown-5m-1773383400 Up | 余额=50.14 usdc.e | traded=167 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:34:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:34:00 💓 heartbeat | 扫描=933 | 持仓: btc-updown-5m-1773383400 Up | 余额=50.14 usdc.e | traded=167 | 今日 27W-26L 已实现PnL=$-3.21 2026-03-13T14:34:20+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:34:20 ✅ v11止盈卖出 btc-updown-5m-1773383400 | Up avg≈0.150 6.019992shares limit=0.150 order=0xad4ebfc463593b58f0ae25d360e49111bb847c7b0e0cac6dbee7afae04ee57bd 2026-03-13T14:35:02+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:35:02 💓 heartbeat | 扫描=1016 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:36:02+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:36:02 💓 heartbeat | 扫描=1116 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:36:56+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:36:56 市场 resolved 事件 | condition=0x9a4b6e5d0a8245 2026-03-13T14:36:56+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:36:56 WS resolved 触发 | condition=0x9a4b6e5d0a8245 将在下次循环立即尝试 redeem 2026-03-13T14:37:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:00 🪟 btc-updown-5m-1773383700 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:37:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:00 🪟 btc-updown-5m-1773383700 T-180s | Up=0.38/7 Dn=0.63/54 spd=0.01 | beat=71257 px=71227 -4.1bp | nb=5.0bp flip=0.08 | ↑0s ↓10s 2026-03-13T14:37:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:00 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Down net=-0.062 thr=0.070 margin=-0.132 Up:量不足 Down:执行edge不足 | Up=0.38/7 Dn=0.63/54 spd=0.01 | beat=71257 px=71227 -4.1bp 2026-03-13T14:37:03+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:03 💓 heartbeat | 扫描=1215 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:37:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:05 🪟 btc-updown-5m-1773383700 T-174s | Up=0.37/33 Dn=0.64/34 spd=0.01 | beat=71257 px=71223 -4.7bp | nb=5.0bp flip=0.07 | ↑0s ↓11s 2026-03-13T14:37:10+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:10 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Up net=-0.059 thr=0.070 margin=-0.129 Up:执行edge不足 Down:执行edge不足 | Up=0.35/282 Dn=0.66/487 spd=0.01 | beat=71257 px=71226 -4.3bp 2026-03-13T14:37:11+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:11 🪟 btc-updown-5m-1773383700 T-169s | Up=0.34/660 Dn=0.67/167 spd=0.01 | beat=71257 px=71227 -4.2bp | nb=5.0bp flip=0.07 | ↑0s ↓11s 2026-03-13T14:37:16+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:16 🪟 btc-updown-5m-1773383700 T-164s | Up=0.34/30 Dn=0.67/390 spd=0.01 | beat=71257 px=71227 -4.2bp | nb=5.0bp flip=0.07 | ↑0s ↓10s 2026-03-13T14:37:20+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:20 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Up net=-0.045 thr=0.070 margin=-0.115 Up:执行edge不足 Down:执行edge不足 | Up=0.30/167 Dn=0.71/29 spd=0.01 | beat=71257 px=71219 -5.2bp 2026-03-13T14:37:21+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:21 🪟 btc-updown-5m-1773383700 T-159s | Up=0.28/69 Dn=0.73/254 spd=0.01 | beat=71257 px=71219 -5.3bp | nb=5.0bp flip=0.07 | ↑0s ↓11s 2026-03-13T14:37:27+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:27 🪟 btc-updown-5m-1773383700 T-153s | Up=0.25/76 Dn=0.76/62 spd=0.01 | beat=71257 px=71210 -6.5bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-13T14:37:31+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:31 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Up net=+0.001 thr=0.070 margin=-0.069 Up:执行edge不足 Down:执行edge不足 | Up=0.20/170 Dn=0.81/78 spd=0.01 | beat=71257 px=71206 -7.2bp 2026-03-13T14:37:32+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:32 🪟 btc-updown-5m-1773383700 T-148s | Up=0.20/27 Dn=0.81/211 spd=0.01 | beat=71257 px=71206 -7.2bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-13T14:37:37+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:37 🪟 btc-updown-5m-1773383700 T-143s | Up=0.20/61 Dn=0.82/271 spd=0.02 | beat=71257 px=71190 -9.3bp | nb=5.0bp flip=0.03 | ↑0s ↓11s 2026-03-13T14:37:41+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:41 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Up net=-0.057 thr=0.070 margin=-0.127 Up:执行edge不足 Down:执行edge不足 | Up=0.19/292 Dn=0.82/457 spd=0.01 | beat=71257 px=71187 -9.7bp 2026-03-13T14:37:42+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:42 🪟 btc-updown-5m-1773383700 T-138s | Up=0.18/81 Dn=0.83/631 spd=0.01 | beat=71257 px=71187 -9.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:37:48+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:48 🪟 btc-updown-5m-1773383700 T-132s | Up=0.21/80 Dn=0.80/183 spd=0.01 | beat=71257 px=71187 -9.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:37:52+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:52 ⏭ btc-updown-5m-1773383700 | rej=无信号 执行edge不足 best=Up net=-0.054 thr=0.070 margin=-0.124 Up:执行edge不足 Down:执行edge不足 | Up=0.18/21 Dn=0.83/313 spd=0.01 | beat=71257 px=71187 -9.8bp 2026-03-13T14:37:53+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:53 🪟 btc-updown-5m-1773383700 T-127s | Up=0.21/99 Dn=0.80/98 spd=0.01 | beat=71257 px=71187 -9.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:37:58+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:37:58 🪟 btc-updown-5m-1773383700 T-122s | Up=0.19/5 Dn=0.82/574 spd=0.01 | beat=71257 px=71189 -9.5bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:38:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:38:00 ⏭ btc-updown-5m-1773383700 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.25/9 Dn=0.76/9 spd=0.01 | beat=71257 px=71189 -9.4bp 2026-03-13T14:38:03+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:38:03 💓 heartbeat | 扫描=1285 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:39:03+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:39:03 💓 heartbeat | 扫描=1386 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:40:04+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:40:04 💓 heartbeat | 扫描=1484 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:41:04+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:41:04 💓 heartbeat | 扫描=1585 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:42:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:00 🪟 btc-updown-5m-1773384000 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:42:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:00 🪟 btc-updown-5m-1773384000 T-180s | Up=0.65/420 Dn=0.36/295 spd=0.01 | beat=71285 px=71310 +3.5bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-13T14:42:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:00 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Down net=-0.040 thr=0.070 margin=-0.110 Up:执行edge不足 Down:执行edge不足 | Up=0.65/420 Dn=0.36/295 spd=0.01 | beat=71285 px=71310 +3.5bp 2026-03-13T14:42:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:05 💓 heartbeat | 扫描=1684 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:42:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:05 🪟 btc-updown-5m-1773384000 T-174s | Up=0.64/4361 Dn=0.37/54 spd=0.01 | beat=71285 px=71311 +3.7bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-13T14:42:11+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:11 🪟 btc-updown-5m-1773384000 T-169s | Up=0.60/222 Dn=0.41/212 spd=0.01 | beat=71285 px=71311 +3.7bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:11+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:11 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Up net=-0.032 thr=0.070 margin=-0.102 Up:执行edge不足 Down:执行edge不足 | Up=0.60/222 Dn=0.41/212 spd=0.01 | beat=71285 px=71311 +3.7bp 2026-03-13T14:42:16+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:16 🪟 btc-updown-5m-1773384000 T-164s | Up=0.60/495 Dn=0.41/240 spd=0.01 | beat=71285 px=71309 +3.4bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:21+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:21 🪟 btc-updown-5m-1773384000 T-159s | Up=0.59/5 Dn=0.42/442 spd=0.01 | beat=71285 px=71308 +3.2bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:21+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:21 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Down net=-0.103 thr=0.070 margin=-0.173 Up:量不足 Down:执行edge不足 | Up=0.59/5 Dn=0.42/442 spd=0.01 | beat=71285 px=71308 +3.2bp 2026-03-13T14:42:26+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:26 🪟 btc-updown-5m-1773384000 T-154s | Up=0.58/256 Dn=0.45/284 spd=0.03 | beat=71285 px=71306 +2.9bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:31+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:31 🪟 btc-updown-5m-1773384000 T-149s | Up=0.59/1 Dn=0.42/273 spd=0.01 | beat=71285 px=71304 +2.7bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:31+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:31 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Down net=-0.088 thr=0.070 margin=-0.158 Up:量不足 Down:执行edge不足 | Up=0.59/1 Dn=0.42/273 spd=0.01 | beat=71285 px=71304 +2.7bp 2026-03-13T14:42:36+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:36 🪟 btc-updown-5m-1773384000 T-144s | Up=0.60/33 Dn=0.41/236 spd=0.01 | beat=71285 px=71301 +2.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:41+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:41 🪟 btc-updown-5m-1773384000 T-139s | Up=0.64/3536 Dn=0.37/935 spd=0.01 | beat=71285 px=71301 +2.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:41+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:41 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Down net=-0.032 thr=0.070 margin=-0.102 Up:执行edge不足 Down:执行edge不足 | Up=0.64/3536 Dn=0.37/935 spd=0.01 | beat=71285 px=71301 +2.3bp 2026-03-13T14:42:46+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:46 🪟 btc-updown-5m-1773384000 T-134s | Up=0.64/3480 Dn=0.37/997 spd=0.01 | beat=71285 px=71302 +2.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-13T14:42:51+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:51 🪟 btc-updown-5m-1773384000 T-128s | Up=0.64/3461 Dn=0.37/219 spd=0.01 | beat=71285 px=71308 +3.1bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:42:51+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:51 ⏭ btc-updown-5m-1773384000 | rej=无信号 执行edge不足 best=Down net=-0.062 thr=0.070 margin=-0.132 Up:执行edge不足 Down:执行edge不足 | Up=0.64/3461 Dn=0.37/219 spd=0.01 | beat=71285 px=71308 +3.1bp 2026-03-13T14:42:56+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:42:56 🪟 btc-updown-5m-1773384000 T-123s | Up=0.56/134 Dn=0.45/34 spd=0.01 | beat=71285 px=71309 +3.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-13T14:43:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:43:05 💓 heartbeat | 扫描=1758 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:44:05+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:44:05 💓 heartbeat | 扫描=1861 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:45:06+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:45:06 💓 heartbeat | 扫描=1959 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:46:06+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:46:06 💓 heartbeat | 扫描=2061 | 无持仓 | 余额=51.04 usdc.e | traded=167 | 今日 27W-27L 已实现PnL=$-6.02 2026-03-13T14:47:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:47:00 🪟 btc-updown-5m-1773384300 | 进入决策窗口 T-180s [120s~180s] 2026-03-13T14:47:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:47:00 🪟 btc-updown-5m-1773384300 T-180s | Up=0.54/55 Dn=0.48/43 spd=0.02 | beat=71265 px=71245 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-13T14:47:00+08:00 ip-172-26-5-159 python[289486]: 2026-03-13 14:47:00 ⏭ btc-updown-5m-1773384300 | rej=near_beat diff=2.7bp