2026-03-14T16:00:54+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:00:54 💓 heartbeat | 扫描=3363 | 无持仓 | 余额=60.88 usdc.e | traded=176 | 今日 26W-20L 已实现PnL=$+0.73 2026-03-14T16:01:55+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:01:55 💓 heartbeat | 扫描=3464 | 无持仓 | 余额=60.88 usdc.e | traded=176 | 今日 26W-20L 已实现PnL=$+0.73 2026-03-14T16:02:00+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:00 🪟 btc-updown-5m-1773475200 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T16:02:00+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:00 🪟 btc-updown-5m-1773475200 T-180s | Up=0.60/23 Dn=0.41/13 spd=0.01 | beat=70608 px=70608 +0.0bp | nb=5.0bp flip=0.12 | ↑7s ↓3s 2026-03-14T16:02:00+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:00 ⏭ btc-updown-5m-1773475200 | 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:量不足 | Up=0.60/23 Dn=0.41/13 spd=0.01 | beat=70608 px=70608 +0.0bp 2026-03-14T16:02:04+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:04 ⏭ btc-updown-5m-1773475200 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.66/3 Dn=0.35/17 spd=0.01 | beat=70608 px=70608 +0.0bp 2026-03-14T16:02:05+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:05 🪟 btc-updown-5m-1773475200 T-174s | Up=0.72/2 Dn=0.29/242 spd=0.01 | beat=70608 px=70608 +0.0bp | nb=5.0bp flip=0.12 | ↑7s ↓4s 2026-03-14T16:02:08+08:00 ip-172-26-5-159 python[320889]: 2026-03-14 16:02:08 ⏭ btc-updown-5m-1773475200 | rej=near_beat diff=0.0bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 📡 价格流启动: binance, coinbase 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 📡 价格流启动: binance-perp 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 UserOrderFeed 启动 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 MarketResolutionFeed 启动 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T17:05:08+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:08 📡 coinbase WS 已连接 2026-03-14T17:05:09+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:09 📡 binance-perp WS 已连接 2026-03-14T17:05:09+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:09 📡 binance WS 已连接 2026-03-14T17:05:54+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:05:54 💓 heartbeat | 扫描=72 | 无持仓 | 余额=67.09 usdc.e | traded=173 | 今日 28W-20L 已实现PnL=$+6.93 2026-03-14T17:06:55+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:06:55 💓 heartbeat | 扫描=172 | 无持仓 | 余额=67.09 usdc.e | traded=173 | 今日 28W-20L 已实现PnL=$+6.93 2026-03-14T17:07:00+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:00 🪟 btc-updown-5m-1773479100 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T17:07:00+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:00 🪟 btc-updown-5m-1773479100 T-180s | Up=0.36/223 Dn=0.65/0 spd=0.01 | beat=70690 px=70674 -2.2bp | nb=5.0bp flip=0.06 | ↑0s ↓10s 2026-03-14T17:07:00+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:00 ⏭ btc-updown-5m-1773479100 | 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:量不足 | Up=0.36/223 Dn=0.65/0 spd=0.01 | beat=70690 px=70674 -2.2bp 2026-03-14T17:07:05+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:05 🪟 btc-updown-5m-1773479100 T-174s | Up=0.48/73 Dn=0.56/119 spd=0.04 | beat=70690 px=70674 -2.2bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-14T17:07:05+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:05 ⏭ btc-updown-5m-1773479100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.48/73 Dn=0.56/119 spd=0.04 | beat=70690 px=70674 -2.2bp 2026-03-14T17:07:10+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:10 🪟 btc-updown-5m-1773479100 T-169s | Up=0.46/110 Dn=0.55/183 spd=0.01 | beat=70690 px=70674 -2.2bp | nb=5.0bp flip=0.05 | ↑0s ↓11s 2026-03-14T17:07:10+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:10 ⏭ btc-updown-5m-1773479100 | rej=无信号 执行edge不足 best=Down net=+0.052 thr=0.070 margin=-0.018 Up:执行edge不足 Down:执行edge不足 | Up=0.46/110 Dn=0.55/183 spd=0.01 | beat=70690 px=70674 -2.2bp 2026-03-14T17:07:16+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:16 🪟 btc-updown-5m-1773479100 T-164s | Up=0.58/160 Dn=0.43/63 spd=0.01 | beat=70690 px=70684 -0.8bp | nb=5.0bp flip=0.07 | ↑0s ↓11s 2026-03-14T17:07:16+08:00 ip-172-26-5-159 python[527]: 2026-03-14 17:07:16 ⏭ btc-updown-5m-1773479100 | rej=near_beat diff=0.8bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 仓位 动态 Kelly on(q=0.25, floor=market min, cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 价格流启动: binance, coinbase 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 价格流启动: binance-perp 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 UserOrderFeed 启动 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 MarketResolutionFeed 启动 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 coinbase WS 已连接 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 binance-perp WS 已连接 2026-03-14T17:44:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:15 📡 binance WS 已连接 2026-03-14T17:44:18+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:44:18 💓 heartbeat | 扫描=1 | 无持仓 | 余额=67.59 usdc.e | traded=173 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:45:18+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:45:18 💓 heartbeat | 扫描=98 | 无持仓 | 余额=67.59 usdc.e | traded=173 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:46:18+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:46:18 💓 heartbeat | 扫描=200 | 无持仓 | 余额=67.59 usdc.e | traded=173 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:47:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:00 🪟 btc-updown-5m-1773481500 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T17:47:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:00 🪟 btc-updown-5m-1773481500 T-180s | p=DN82% σ=0.26 | Up=0.49/31 Dn=0.52/182 spd=0.01 | beat=70626 px=70586 -5.7bp | nb=5.0bp flip=0.02 | ↑0s ↓9s 2026-03-14T17:47:01+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:01 ⏭ btc-updown-5m-1773481500 | rej=recheck无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.49/46 Dn=0.52/13 spd=0.01 | beat=70626 px=70586 -5.7bp 2026-03-14T17:47:04+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:04 UserOrderFeed WebSocket 已连接 2026-03-14T17:47:08+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:08 ✅ v11买入 btc-updown-5m-1773481500 | Down avg≈0.530 11.81385shares limit=0.530 order=0xfc6555fa15b7a7de920b97597306428a6ea344256d711be529cf19e924b3ddb3 2026-03-14T17:47:15+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:15 MarketResolutionFeed WebSocket 已连接 2026-03-14T17:47:19+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:47:19 💓 heartbeat | 扫描=287 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:48:19+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:48:19 💓 heartbeat | 扫描=351 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:49:20+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:49:20 💓 heartbeat | 扫描=415 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:50:20+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:50:20 💓 heartbeat | 扫描=489 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:51:20+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:51:20 💓 heartbeat | 扫描=592 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:52:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:00 🪟 btc-updown-5m-1773481800 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T17:52:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:00 🪟 btc-updown-5m-1773481800 T-180s | p=UP84% σ=0.73 | Up=0.95/69 Dn=0.07/216 spd=0.02 | beat=70458 px=70578 +17.1bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T17:52:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:00 ⏭ btc-updown-5m-1773481800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/69 Dn=0.07/216 spd=0.02 | beat=70458 px=70578 +17.1bp 2026-03-14T17:52:05+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:05 🪟 btc-updown-5m-1773481800 T-174s | p=UP84% σ=0.73 | Up=0.95/213 Dn=0.07/204 spd=0.02 | beat=70458 px=70576 +16.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T17:52:11+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:11 🪟 btc-updown-5m-1773481800 T-169s | p=UP84% σ=0.73 | Up=0.95/217 Dn=0.06/76 spd=0.01 | beat=70458 px=70575 +16.6bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T17:52:11+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:11 ⏭ btc-updown-5m-1773481800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/217 Dn=0.06/76 spd=0.01 | beat=70458 px=70575 +16.6bp 2026-03-14T17:52:16+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:16 🪟 btc-updown-5m-1773481800 T-164s | p=UP83% σ=0.74 | Up=0.93/63 Dn=0.08/308 spd=0.01 | beat=70458 px=70570 +15.9bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-14T17:52:21+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:21 🪟 btc-updown-5m-1773481800 T-159s | p=UP82% σ=0.74 | Up=0.93/61 Dn=0.08/398 spd=0.01 | beat=70458 px=70566 +15.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-14T17:52:21+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:21 ⏭ btc-updown-5m-1773481800 | rej=无信号 无候选 Up:ask超范围 Down:contrarian_entry_guard | Up=0.93/61 Dn=0.08/398 spd=0.01 | beat=70458 px=70566 +15.3bp 2026-03-14T17:52:21+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:21 💓 heartbeat | 扫描=683 | 持仓: btc-updown-5m-1773481500 Down | 余额=61.23 usdc.e | traded=174 | 今日 29W-21L 已实现PnL=$+7.44 2026-03-14T17:52:27+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:27 📡 CTF redeem (gasless) tx 已发送: 0x90a0d1c1edb97731fe6853aa2881a4cd804217c7dbf3d249295774bc02d4b90b 2026-03-14T17:52:39+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:39 redeem 确认成功 | slug=btc-updown-5m-1773481500 outcome=Down tx=0x90a0d1c1edb97731fe6853aa2881a4cd804217c7dbf3d249295774bc02d4b90b 2026-03-14T17:52:40+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:40 🪟 btc-updown-5m-1773481800 T-140s | p=UP81% σ=0.72 | Up=0.93/178 Dn=0.08/159 spd=0.01 | beat=70458 px=70552 +13.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-14T17:52:40+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:40 ⏭ btc-updown-5m-1773481800 | rej=无信号 无候选 Up:ask超范围 Down:contrarian_entry_guard | Up=0.93/178 Dn=0.08/159 spd=0.01 | beat=70458 px=70552 +13.3bp 2026-03-14T17:52:45+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:45 🪟 btc-updown-5m-1773481800 T-134s | p=UP81% σ=0.72 | Up=0.94/237 Dn=0.07/158 spd=0.01 | beat=70458 px=70550 +13.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-14T17:52:51+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:51 🪟 btc-updown-5m-1773481800 T-129s | p=UP82% σ=0.68 | Up=0.94/54 Dn=0.07/177 spd=0.01 | beat=70458 px=70546 +12.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-14T17:52:51+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:51 ⏭ btc-updown-5m-1773481800 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/54 Dn=0.07/177 spd=0.01 | beat=70458 px=70546 +12.5bp 2026-03-14T17:52:56+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:52:56 🪟 btc-updown-5m-1773481800 T-124s | p=UP82% σ=0.68 | Up=0.95/212 Dn=0.06/33 spd=0.01 | beat=70458 px=70546 +12.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-14T17:53:22+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:53:22 💓 heartbeat | 扫描=743 | 无持仓 | 余额=73.05 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:54:22+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:54:22 💓 heartbeat | 扫描=842 | 无持仓 | 余额=73.05 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:55:22+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:55:22 💓 heartbeat | 扫描=936 | 无持仓 | 余额=73.05 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:56:22+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:56:22 💓 heartbeat | 扫描=1037 | 无持仓 | 余额=73.05 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:57:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:00 🪟 btc-updown-5m-1773482100 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T17:57:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:00 🪟 btc-updown-5m-1773482100 T-180s | p=UP78% σ=0.30 | Up=0.74/284 Dn=0.27/25 spd=0.01 | beat=70519 px=70558 +5.6bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T17:57:00+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:00 ⏭ btc-updown-5m-1773482100 | rej=无信号 执行edge不足 best=Up net=+0.028 thr=0.069 margin=-0.041 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.74/284 Dn=0.27/25 spd=0.01 | beat=70519 px=70558 +5.6bp 2026-03-14T17:57:02+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:02 ⏭ btc-updown-5m-1773482100 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.72/19 Dn=0.29/298 spd=0.01 | beat=70519 px=70558 +5.6bp 2026-03-14T17:57:05+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:05 🪟 btc-updown-5m-1773482100 T-175s | p=UP78% σ=0.30 | Up=0.73/18 Dn=0.28/51 spd=0.01 | beat=70519 px=70557 +5.4bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T17:57:10+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:10 🪟 btc-updown-5m-1773482100 T-170s | p=UP77% σ=0.30 | Up=0.72/159 Dn=0.29/28 spd=0.01 | beat=70519 px=70556 +5.3bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-14T17:57:10+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:10 ⏭ btc-updown-5m-1773482100 | rej=无信号 执行edge不足 best=Up net=+0.036 thr=0.070 margin=-0.034 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.72/159 Dn=0.29/28 spd=0.01 | beat=70519 px=70556 +5.3bp 2026-03-14T17:57:17+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:17 ✅ v11买入 btc-updown-5m-1773482100 | Up avg≈0.670 4.9389shares limit=0.670 order=0x8c4fea4eea8e4a97fbbe5b20afceb8d2ee26642d5d89b02f5f58a0001ffa64a1 2026-03-14T17:57:23+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:57:23 💓 heartbeat | 扫描=1123 | 无持仓 | 余额=69.70 usdc.e | traded=175 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:58:23+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:58:23 💓 heartbeat | 扫描=1201 | 持仓: btc-updown-5m-1773482100 Up | 余额=69.70 usdc.e | traded=175 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:59:24+08:00 ip-172-26-5-159 python[1968]: 2026-03-14 17:59:24 💓 heartbeat | 扫描=1276 | 持仓: btc-updown-5m-1773482100 Up | 余额=69.70 usdc.e | traded=175 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T17:59:34+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-14T17:59:34+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-14T17:59:34+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T17:59:34+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 33.740s CPU time. 2026-03-14T17:59:34+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 builder attribution: 已配置 BuilderConfig 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 📡 价格流启动: binance, coinbase 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 📡 价格流启动: binance-perp 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 UserOrderFeed 启动 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 MarketResolutionFeed 启动 2026-03-14T17:59:38+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:38 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T17:59:39+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:39 📡 coinbase WS 已连接 2026-03-14T17:59:39+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:39 📡 binance-perp WS 已连接 2026-03-14T17:59:39+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:39 📡 binance WS 已连接 2026-03-14T17:59:41+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:41 ♻️ 启动恢复持仓 btc-updown-5m-1773482100 2026-03-14T17:59:42+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:42 MarketResolutionFeed WebSocket 已连接 2026-03-14T17:59:42+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 17:59:42 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773482100 Up | 余额=69.70 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T18:00:43+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:00:43 💓 heartbeat | 扫描=89 | 持仓: btc-updown-5m-1773482100 Up | 余额=69.70 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T18:01:43+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:01:43 💓 heartbeat | 扫描=190 | 持仓: btc-updown-5m-1773482100 Up | 余额=69.70 usdc.e | traded=174 | 今日 30W-21L 已实现PnL=$+12.89 2026-03-14T18:02:00+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:02:00 🪟 btc-updown-5m-1773482400 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T18:02:00+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:02:00 🪟 btc-updown-5m-1773482400 T-180s | p=UP58% σ=0.66 | Up=0.63/66 Dn=0.38/133 spd=0.01 | beat=70522 px=70545 +3.2bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-14T18:02:00+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:02:00 ⏭ btc-updown-5m-1773482400 | rej=无信号 执行edge不足 best=Down net=+0.015 thr=0.070 margin=-0.055 Up:执行edge不足 Down:执行edge不足 | Up=0.63/66 Dn=0.38/133 spd=0.01 | beat=70522 px=70545 +3.2bp 2026-03-14T18:02:05+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:02:05 🪟 btc-updown-5m-1773482400 T-174s | p=UP58% σ=0.68 | Up=0.51/51 Dn=0.50/12 spd=0.01 | beat=70522 px=70545 +3.2bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-14T18:02:07+08:00 ip-172-26-5-159 python[2610]: 2026-03-14 18:02:07 ⏭ btc-updown-5m-1773482400 | rej=near_beat diff=3.2bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 📡 价格流启动: binance, coinbase 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 📡 价格流启动: binance-perp 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 UserOrderFeed 启动 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 MarketResolutionFeed 启动 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T19:19:17+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:17 📡 coinbase WS 已连接 2026-03-14T19:19:18+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:18 📡 binance-perp WS 已连接 2026-03-14T19:19:18+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:18 📡 binance WS 已连接 2026-03-14T19:19:20+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:19:20 💓 heartbeat | 扫描=1 | 无持仓 | 余额=84.30 usdc.e | traded=172 | 今日 33W-23L 已实现PnL=$+24.14 2026-03-14T19:20:21+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:20:21 💓 heartbeat | 扫描=99 | 无持仓 | 余额=84.30 usdc.e | traded=172 | 今日 33W-23L 已实现PnL=$+24.14 2026-03-14T19:21:21+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:21:21 💓 heartbeat | 扫描=200 | 无持仓 | 余额=84.30 usdc.e | traded=172 | 今日 33W-23L 已实现PnL=$+24.14 2026-03-14T19:22:00+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:22:00 🪟 btc-updown-5m-1773487200 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T19:22:00+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:22:00 🪟 btc-updown-5m-1773487200 T-180s | p=UP58% σ=0.35 | Up=0.44/120 Dn=0.57/423 spd=0.01 | beat=70671 px=70684 +1.7bp | nb=5.0bp flip=0.00 | ↑9s ↓0s 2026-03-14T19:22:00+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:22:00 ⏭ btc-updown-5m-1773487200 | 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=0.44/120 Dn=0.57/423 spd=0.01 | beat=70671 px=70684 +1.7bp 2026-03-14T19:22:01+08:00 ip-172-26-5-159 python[4594]: 2026-03-14 19:22:01 ⏭ btc-updown-5m-1773487200 | rej=near_beat diff=1.2bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 📡 价格流启动: binance, coinbase 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 📡 价格流启动: binance-perp 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 UserOrderFeed 启动 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 MarketResolutionFeed 启动 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 📡 coinbase WS 已连接 2026-03-14T19:58:17+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:17 📡 binance-perp WS 已连接 2026-03-14T19:58:18+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:18 📡 binance WS 已连接 2026-03-14T19:58:20+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:20 ♻️ 启动恢复持仓 btc-updown-5m-1773489300 2026-03-14T19:58:21+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:21 MarketResolutionFeed WebSocket 已连接 2026-03-14T19:58:21+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:58:21 💓 heartbeat | 扫描=1 | 持仓: btc-updown-5m-1773489300 Down | 余额=79.77 usdc.e | traded=171 | 今日 33W-23L 已实现PnL=$+24.14 2026-03-14T19:59:23+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 19:59:23 💓 heartbeat | 扫描=61 | 持仓: btc-updown-5m-1773489300 Down | 余额=80.31 usdc.e | traded=171 | 今日 33W-24L 已实现PnL=$+23.63 2026-03-14T20:00:24+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:00:24 💓 heartbeat | 扫描=135 | 持仓: btc-updown-5m-1773489300 Down | 余额=80.31 usdc.e | traded=171 | 今日 33W-24L 已实现PnL=$+23.63 2026-03-14T20:01:24+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:01:24 💓 heartbeat | 扫描=235 | 持仓: btc-updown-5m-1773489300 Down | 余额=80.31 usdc.e | traded=171 | 今日 33W-24L 已实现PnL=$+23.63 2026-03-14T20:02:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:00 🪟 btc-updown-5m-1773489600 | 进入决策窗口 T-179s [120s~180s] 2026-03-14T20:02:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:00 🪟 btc-updown-5m-1773489600 T-179s | p=UP72% σ=0.41 | Up=0.78/9 Dn=0.23/72 spd=0.01 | beat=70753 px=70793 +5.7bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-14T20:02:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:00 ⏭ btc-updown-5m-1773489600 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.78/9 Dn=0.23/72 spd=0.01 | beat=70753 px=70793 +5.7bp 2026-03-14T20:02:01+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:01 ⏭ btc-updown-5m-1773489600 | rej=无信号 执行edge不足 best=Up net=-0.074 thr=0.069 margin=-0.143 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.79/73 Dn=0.22/83 spd=0.01 | beat=70753 px=70793 +5.7bp 2026-03-14T20:02:03+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:03 市场 resolved 事件 | condition=0xdb26735b0f6242 2026-03-14T20:02:03+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:03 WS resolved 触发 | condition=0xdb26735b0f6242 将在下次循环立即尝试 redeem 2026-03-14T20:02:07+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:07 📡 CTF redeem (gasless) tx 已发送: 0xeaf7bc39ddccc266c33a3d1d95ea91bd027b278395b798bfc1dc9465a76e8aa4 2026-03-14T20:02:08+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:08 receipt RPC 暂不可用(429)，60s 内跳过: https://1rpc.io/matic 2026-03-14T20:02:08+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:08 receipt RPC 暂不可用(401)，300s 内跳过: https://polygon-rpc.com 2026-03-14T20:02:19+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:19 redeem 确认成功 | slug=btc-updown-5m-1773489300 outcome=Down tx=0xeaf7bc39ddccc266c33a3d1d95ea91bd027b278395b798bfc1dc9465a76e8aa4 2026-03-14T20:02:20+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:20 🪟 btc-updown-5m-1773489600 T-160s | p=UP77% σ=0.42 | Up=0.88/17 Dn=0.13/508 spd=0.01 | beat=70753 px=70802 +6.9bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-14T20:02:20+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:20 ⏭ btc-updown-5m-1773489600 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.88/17 Dn=0.13/508 spd=0.01 | beat=70753 px=70802 +6.9bp 2026-03-14T20:02:21+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:21 ⏭ btc-updown-5m-1773489600 | rej=无信号 执行edge不足 best=Up net=-0.120 thr=0.067 margin=-0.187 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.89/101 Dn=0.13/443 spd=0.02 | beat=70753 px=70802 +6.9bp 2026-03-14T20:02:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:25 💓 heartbeat | 扫描=303 | 无持仓 | 余额=80.31 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:02:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:25 🪟 btc-updown-5m-1773489600 T-154s | p=UP82% σ=0.42 | Up=0.89/260 Dn=0.12/47 spd=0.01 | beat=70753 px=70812 +8.4bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T20:02:31+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:31 🪟 btc-updown-5m-1773489600 T-149s | p=UP82% σ=0.42 | Up=0.91/47 Dn=0.10/40 spd=0.01 | beat=70753 px=70812 +8.4bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-14T20:02:31+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:31 ⏭ btc-updown-5m-1773489600 | rej=无信号 执行edge不足 best=Up net=-0.086 thr=0.067 margin=-0.153 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.91/26 Dn=0.10/35 spd=0.01 | beat=70753 px=70812 +8.4bp 2026-03-14T20:02:34+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:34 ⏭ btc-updown-5m-1773489600 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.91/15 Dn=0.10/27 spd=0.01 | beat=70753 px=70812 +8.3bp 2026-03-14T20:02:36+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:36 🪟 btc-updown-5m-1773489600 T-144s | p=UP82% σ=0.42 | Up=0.91/8 Dn=0.10/43 spd=0.01 | beat=70753 px=70810 +8.1bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T20:02:41+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:41 🪟 btc-updown-5m-1773489600 T-139s | p=UP81% σ=0.42 | Up=0.91/169 Dn=0.10/54 spd=0.01 | beat=70753 px=70808 +7.8bp | nb=5.0bp flip=0.02 | ↑10s ↓0s 2026-03-14T20:02:42+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:42 ⏭ btc-updown-5m-1773489600 | rej=无信号 执行edge不足 best=Up net=-0.096 thr=0.067 margin=-0.163 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.91/169 Dn=0.10/59 spd=0.01 | beat=70753 px=70808 +7.8bp 2026-03-14T20:02:45+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:45 ⏭ btc-updown-5m-1773489600 | rej=无信号 无候选 Up:ask超范围 Down:contrarian_entry_guard | Up=0.93/3 Dn=0.08/162 spd=0.01 | beat=70753 px=70808 +7.8bp 2026-03-14T20:02:46+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:46 🪟 btc-updown-5m-1773489600 T-134s | p=UP80% σ=0.45 | Up=0.94/234 Dn=0.07/75 spd=0.01 | beat=70753 px=70808 +7.8bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-14T20:02:51+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:51 🪟 btc-updown-5m-1773489600 T-129s | p=UP81% σ=0.44 | Up=0.94/157 Dn=0.07/129 spd=0.01 | beat=70753 px=70808 +7.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-14T20:02:55+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:55 ⏭ btc-updown-5m-1773489600 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.95/1299 Dn=0.06/118 spd=0.01 | beat=70753 px=70819 +9.3bp 2026-03-14T20:02:56+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:02:56 🪟 btc-updown-5m-1773489600 T-124s | p=UP86% σ=0.44 | Up=0.95/1220 Dn=0.06/247 spd=0.01 | beat=70753 px=70819 +9.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-14T20:03:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:03:25 💓 heartbeat | 扫描=387 | 其他runtime持仓=1 | 余额=79.21 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:04:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:04:25 💓 heartbeat | 扫描=490 | 其他runtime持仓=1 | 余额=79.21 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:05:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:05:25 💓 heartbeat | 扫描=587 | 其他runtime持仓=1 | 余额=79.21 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:06:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:06:25 💓 heartbeat | 扫描=689 | 其他runtime持仓=1 | 余额=79.21 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:07:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:00 🪟 btc-updown-5m-1773489900 | 进入决策窗口 T-179s [120s~180s] 2026-03-14T20:07:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:00 🪟 btc-updown-5m-1773489900 T-179s | p=UP51% σ=0.46 | Up=0.59/216 Dn=0.42/13 spd=0.01 | beat=70789 px=70791 +0.2bp | nb=5.0bp flip=0.08 | ↑11s ↓0s 2026-03-14T20:07:00+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:00 ⏭ btc-updown-5m-1773489900 | rej=无信号 执行edge不足 best=Up net=-0.086 thr=0.070 margin=-0.156 Up:执行edge不足 Down:量不足 | Up=0.59/216 Dn=0.42/13 spd=0.01 | beat=70789 px=70791 +0.2bp 2026-03-14T20:07:05+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:05 🪟 btc-updown-5m-1773489900 T-174s | p=UP51% σ=0.46 | Up=0.58/60 Dn=0.43/15 spd=0.01 | beat=70789 px=70791 +0.3bp | nb=5.0bp flip=0.05 | ↑11s ↓0s 2026-03-14T20:07:11+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:11 🪟 btc-updown-5m-1773489900 T-169s | p=UP52% σ=0.46 | Up=0.57/183 Dn=0.44/159 spd=0.01 | beat=70789 px=70794 +0.6bp | nb=5.0bp flip=0.05 | ↑11s ↓0s 2026-03-14T20:07:11+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:11 ⏭ btc-updown-5m-1773489900 | rej=无信号 执行edge不足 best=Down net=+0.012 thr=0.070 margin=-0.058 Up:执行edge不足 Down:执行edge不足 | Up=0.57/183 Dn=0.44/159 spd=0.01 | beat=70789 px=70794 +0.6bp 2026-03-14T20:07:16+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:16 🪟 btc-updown-5m-1773489900 T-164s | p=UP53% σ=0.46 | Up=0.54/10 Dn=0.47/15 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.05 | ↑11s ↓0s 2026-03-14T20:07:16+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:16 ⏭ btc-updown-5m-1773489900 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.54/10 Dn=0.47/15 spd=0.01 | beat=70789 px=70794 +0.7bp 2026-03-14T20:07:21+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:21 🪟 btc-updown-5m-1773489900 T-159s | p=UP53% σ=0.46 | Up=0.55/10 Dn=0.46/295 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.05 | ↑10s ↓0s 2026-03-14T20:07:21+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:21 ⏭ btc-updown-5m-1773489900 | rej=无信号 执行edge不足 best=Down net=-0.014 thr=0.070 margin=-0.084 Up:量不足 Down:执行edge不足 | Up=0.55/10 Dn=0.46/295 spd=0.01 | beat=70789 px=70794 +0.7bp 2026-03-14T20:07:25+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:25 💓 heartbeat | 扫描=777 | 其他runtime持仓=1 | 余额=79.21 usdc.e | traded=171 | 今日 33W-25L 已实现PnL=$+20.15 2026-03-14T20:07:26+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:26 🪟 btc-updown-5m-1773489900 T-154s | p=UP53% σ=0.46 | Up=0.55/13 Dn=0.46/159 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.05 | ↑11s ↓0s 2026-03-14T20:07:31+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:31 🪟 btc-updown-5m-1773489900 T-149s | p=UP53% σ=0.45 | Up=0.56/22 Dn=0.45/86 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.05 | ↑11s ↓0s 2026-03-14T20:07:31+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:31 ⏭ btc-updown-5m-1773489900 | 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=0.56/22 Dn=0.45/86 spd=0.01 | beat=70789 px=70794 +0.7bp 2026-03-14T20:07:36+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:36 🪟 btc-updown-5m-1773489900 T-143s | p=UP53% σ=0.45 | Up=0.55/62 Dn=0.46/42 spd=0.01 | beat=70789 px=70794 +0.6bp | nb=5.0bp flip=0.04 | ↑11s ↓0s 2026-03-14T20:07:42+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:42 🪟 btc-updown-5m-1773489900 T-138s | p=UP53% σ=0.44 | Up=0.56/10 Dn=0.45/156 spd=0.01 | beat=70789 px=70794 +0.6bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T20:07:42+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:42 ⏭ btc-updown-5m-1773489900 | rej=无信号 执行edge不足 best=Down net=-0.005 thr=0.070 margin=-0.075 Up:量不足 Down:执行edge不足 | Up=0.56/10 Dn=0.45/156 spd=0.01 | beat=70789 px=70794 +0.6bp 2026-03-14T20:07:47+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:47 🪟 btc-updown-5m-1773489900 T-133s | p=UP53% σ=0.41 | Up=0.58/18 Dn=0.44/198 spd=0.02 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T20:07:52+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:52 🪟 btc-updown-5m-1773489900 T-128s | p=UP53% σ=0.42 | Up=0.60/869 Dn=0.41/209 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-14T20:07:52+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:52 ⏭ btc-updown-5m-1773489900 | 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=0.60/869 Dn=0.41/209 spd=0.01 | beat=70789 px=70794 +0.7bp 2026-03-14T20:07:57+08:00 ip-172-26-5-159 python[4898]: 2026-03-14 20:07:57 🪟 btc-updown-5m-1773489900 T-123s | p=UP54% σ=0.36 | Up=0.54/81 Dn=0.47/95 spd=0.01 | beat=70789 px=70794 +0.7bp | nb=5.0bp flip=0.02 | ↑12s ↓0s 2026-03-14T20:08:05+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-14T20:08:05+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-14T20:08:05+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:08:05+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 22.346s CPU time. 2026-03-14T20:08:05+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:08:09+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:09 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-14T20:08:09+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:09 builder attribution: 已配置 BuilderConfig 2026-03-14T20:08:09+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:09 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 📡 价格流启动: binance, coinbase 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 📡 价格流启动: binance-perp 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 UserOrderFeed 启动 2026-03-14T20:08:11+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:11 MarketResolutionFeed 启动 2026-03-14T20:08:12+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:12 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T20:08:12+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:12 📡 coinbase WS 已连接 2026-03-14T20:08:12+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:12 📡 binance-perp WS 已连接 2026-03-14T20:08:12+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:12 📡 binance WS 已连接 2026-03-14T20:08:15+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:08:15 💓 heartbeat | 扫描=1 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:09:15+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:09:15 💓 heartbeat | 扫描=103 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:10:16+08:00 ip-172-26-5-159 python[5112]: 2026-03-14 20:10:16 💓 heartbeat | 扫描=201 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:10:47+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-14T20:10:47+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-14T20:10:47+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:10:47+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 5.437s CPU time. 2026-03-14T20:10:47+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 builder attribution: 已配置 BuilderConfig 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 📡 价格流启动: binance, coinbase 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 📡 价格流启动: binance-perp 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 UserOrderFeed 启动 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 MarketResolutionFeed 启动 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T20:10:51+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:51 📡 coinbase WS 已连接 2026-03-14T20:10:52+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:52 📡 binance-perp WS 已连接 2026-03-14T20:10:52+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:52 📡 binance WS 已连接 2026-03-14T20:10:55+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:10:55 💓 heartbeat | 扫描=1 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:11:55+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:11:55 💓 heartbeat | 扫描=104 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:12:00+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:12:00 🪟 btc-updown-5m-1773490200 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T20:12:00+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:12:00 🪟 btc-updown-5m-1773490200 T-180s | p=DN64% σ=0.52 | Up=0.29/169 Dn=0.72/296 spd=0.01 | beat=70759.85 px=70727.05 -4.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-14T20:12:00+08:00 ip-172-26-5-159 python[5352]: 2026-03-14 20:12:00 ⏭ btc-updown-5m-1773490200 | rej=无信号 执行edge不足 best=Up net=+0.042 thr=0.077 margin=-0.034 Up:执行edge不足 Down:执行edge不足 | Up=0.29/169 Dn=0.72/296 spd=0.01 | beat=70759.85 px=70727.05 -4.6bp 2026-03-14T20:12:03+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-14T20:12:03+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-14T20:12:03+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:12:03+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 4.072s CPU time. 2026-03-14T20:12:03+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-14T20:12:07+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:07 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-14T20:12:07+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:07 builder attribution: 已配置 BuilderConfig 2026-03-14T20:12:07+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:07 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 价格流启动: binance, coinbase 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 价格流启动: binance-perp 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 UserOrderFeed 启动 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 MarketResolutionFeed 启动 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 coinbase WS 已连接 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 binance-perp WS 已连接 2026-03-14T20:12:08+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:08 📡 binance WS 已连接 2026-03-14T20:12:11+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:11 🪟 btc-updown-5m-1773490200 | 进入决策窗口 T-169s [120s~180s] 2026-03-14T20:12:13+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:13 ⏭ btc-updown-5m-1773490200 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-14T20:12:13+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:13 💓 heartbeat | 扫描=1 | 无持仓 | 余额=79.21 usdc.e | traded=171 | 今日 33W-26L 已实现PnL=$+19.05 2026-03-14T20:12:14+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:14 🪟 btc-updown-5m-1773490200 T-166s | p=DN76% σ=0.20 | Up=0.44/139 Dn=0.57/325 spd=0.01 | beat=70759.85 px=70737.39 -3.2bp | nb=5.0bp flip=0.00 | ↑0s ↓6s 2026-03-14T20:12:14+08:00 ip-172-26-5-159 python[5463]: 2026-03-14 20:12:14 ⏭ btc-updown-5m-1773490200 | rej=near_beat diff=3.2bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 价格流启动: binance, coinbase 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 价格流启动: binance-perp 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 UserOrderFeed 启动 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 MarketResolutionFeed 启动 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 coinbase WS 已连接 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 binance-perp WS 已连接 2026-03-14T20:43:09+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:09 📡 binance WS 已连接 2026-03-14T20:43:12+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:43:12 💓 heartbeat | 扫描=1 | 无持仓 | 余额=78.11 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:44:12+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:44:12 💓 heartbeat | 扫描=102 | 无持仓 | 余额=78.11 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:45:12+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:45:12 💓 heartbeat | 扫描=199 | 无持仓 | 余额=78.11 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:46:13+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:46:13 💓 heartbeat | 扫描=300 | 无持仓 | 余额=78.11 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:46:30+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:46:30 MarketResolutionFeed WebSocket 已连接 2026-03-14T20:47:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:00 🪟 btc-updown-5m-1773492300 | 进入决策窗口 T-179s [120s~180s] 2026-03-14T20:47:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:00 🪟 btc-updown-5m-1773492300 T-179s | p=UP75% σ=0.55 | Up=0.81/11 Dn=0.20/80 spd=0.01 | beat=70648.92 px=70711.34 +8.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:00 ⏭ btc-updown-5m-1773492300 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.81/11 Dn=0.20/80 spd=0.01 | beat=70648.92 px=70711.34 +8.8bp 2026-03-14T20:47:02+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:02 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.073 thr=0.073 margin=-0.146 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.82/173 Dn=0.19/26 spd=0.01 | beat=70648.92 px=70711.25 +8.8bp 2026-03-14T20:47:05+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:05 🪟 btc-updown-5m-1773492300 T-174s | p=UP75% σ=0.55 | Up=0.84/55 Dn=0.17/253 spd=0.01 | beat=70648.92 px=70711.22 +8.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-14T20:47:10+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:10 🪟 btc-updown-5m-1773492300 T-169s | p=UP76% σ=0.53 | Up=0.86/47 Dn=0.15/63 spd=0.01 | beat=70648.92 px=70711.15 +8.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:12+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:12 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.106 thr=0.071 margin=-0.177 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.87/142 Dn=0.14/20 spd=0.01 | beat=70648.92 px=70711.02 +8.8bp 2026-03-14T20:47:13+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:13 💓 heartbeat | 扫描=396 | 其他runtime持仓=1 | 余额=77.06 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:47:15+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:15 ⏭ btc-updown-5m-1773492300 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.86/15 Dn=0.15/393 spd=0.01 | beat=70648.92 px=70711.02 +8.8bp 2026-03-14T20:47:16+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:16 🪟 btc-updown-5m-1773492300 T-164s | p=UP76% σ=0.53 | Up=0.87/41 Dn=0.15/410 spd=0.02 | beat=70648.92 px=70711.02 +8.8bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:21+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:21 🪟 btc-updown-5m-1773492300 T-159s | p=UP77% σ=0.52 | Up=0.87/33 Dn=0.14/225 spd=0.01 | beat=70648.92 px=70710.83 +8.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-14T20:47:22+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:22 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.103 thr=0.069 margin=-0.172 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.88/30 Dn=0.13/172 spd=0.01 | beat=70648.92 px=70710.80 +8.8bp 2026-03-14T20:47:26+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:26 🪟 btc-updown-5m-1773492300 T-154s | p=UP78% σ=0.52 | Up=0.88/169 Dn=0.13/286 spd=0.01 | beat=70648.92 px=70710.77 +8.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-14T20:47:32+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:32 🪟 btc-updown-5m-1773492300 T-148s | p=UP78% σ=0.52 | Up=0.88/434 Dn=0.13/373 spd=0.01 | beat=70648.92 px=70710.50 +8.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:32+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:32 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.099 thr=0.066 margin=-0.166 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.88/560 Dn=0.13/249 spd=0.01 | beat=70648.92 px=70710.50 +8.7bp 2026-03-14T20:47:37+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:37 🪟 btc-updown-5m-1773492300 T-143s | p=UP78% σ=0.52 | Up=0.88/538 Dn=0.13/439 spd=0.01 | beat=70648.92 px=70710.48 +8.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:42+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:42 🪟 btc-updown-5m-1773492300 T-138s | p=UP79% σ=0.51 | Up=0.86/238 Dn=0.15/200 spd=0.01 | beat=70648.92 px=70710.49 +8.7bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-14T20:47:43+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:43 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.072 thr=0.064 margin=-0.136 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.86/271 Dn=0.15/210 spd=0.01 | beat=70648.92 px=70710.49 +8.7bp 2026-03-14T20:47:48+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:48 🪟 btc-updown-5m-1773492300 T-132s | p=UP80% σ=0.51 | Up=0.87/294 Dn=0.14/281 spd=0.01 | beat=70648.92 px=70710.49 +8.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:53+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:53 🪟 btc-updown-5m-1773492300 T-127s | p=UP81% σ=0.50 | Up=0.87/264 Dn=0.14/154 spd=0.01 | beat=70648.92 px=70710.49 +8.7bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:47:53+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:53 ⏭ btc-updown-5m-1773492300 | rej=无信号 执行edge不足 best=Up net=-0.068 thr=0.061 margin=-0.129 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.87/264 Dn=0.14/154 spd=0.01 | beat=70648.92 px=70710.49 +8.7bp 2026-03-14T20:47:59+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:47:59 🪟 btc-updown-5m-1773492300 T-121s | p=UP82% σ=0.49 | Up=0.88/628 Dn=0.13/75 spd=0.01 | beat=70648.92 px=70712.45 +9.0bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-14T20:48:14+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:48:14 💓 heartbeat | 扫描=475 | 其他runtime持仓=1 | 余额=77.06 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:49:14+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:49:14 💓 heartbeat | 扫描=578 | 其他runtime持仓=1 | 余额=77.06 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:50:14+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:50:14 💓 heartbeat | 扫描=677 | 其他runtime持仓=1 | 余额=77.06 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:51:15+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:51:15 💓 heartbeat | 扫描=780 | 其他runtime持仓=1 | 余额=77.06 usdc.e | traded=169 | 今日 33W-27L 已实现PnL=$+17.95 2026-03-14T20:52:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:52:00 🪟 btc-updown-5m-1773492600 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T20:52:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:52:00 🪟 btc-updown-5m-1773492600 T-180s | p=DN63% σ=0.24 | Up=0.50/23 Dn=0.51/599 spd=0.01 | beat=70737.91 px=70724.05 -2.0bp | nb=5.0bp flip=0.07 | ↑0s ↓10s 2026-03-14T20:52:00+08:00 ip-172-26-5-159 python[6115]: 2026-03-14 20:52:00 ⏭ btc-updown-5m-1773492600 | rej=near_beat diff=2.0bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 📡 价格流启动: binance, coinbase 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 📡 价格流启动: binance-perp 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 UserOrderFeed 启动 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 MarketResolutionFeed 启动 2026-03-14T20:55:01+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:01 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-14T20:55:02+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:02 📡 coinbase WS 已连接 2026-03-14T20:55:02+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:02 📡 binance-perp WS 已连接 2026-03-14T20:55:02+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:02 📡 binance WS 已连接 2026-03-14T20:55:08+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:55:08 💓 heartbeat | 扫描=1 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T20:56:08+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:56:08 💓 heartbeat | 扫描=104 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T20:57:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:00 🪟 btc-updown-5m-1773492900 | 进入决策窗口 T-180s [120s~180s] 2026-03-14T20:57:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:00 🪟 btc-updown-5m-1773492900 T-180s | p=DN62% σ=0.36 | Up=0.31/202 Dn=0.70/1255 spd=0.01 | beat=70751.45 px=70733.01 -2.6bp | nb=5.0bp flip=0.11 | ↑0s ↓10s 2026-03-14T20:57:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:00 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=+0.042 thr=0.077 margin=-0.035 Up:执行edge不足 Down:执行edge不足 | Up=0.31/202 Dn=0.70/1255 spd=0.01 | beat=70751.45 px=70733.01 -2.6bp 2026-03-14T20:57:05+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:05 🪟 btc-updown-5m-1773492900 T-175s | p=DN62% σ=0.36 | Up=0.31/18 Dn=0.70/1315 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp | nb=5.0bp flip=0.12 | ↑0s ↓10s 2026-03-14T20:57:08+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:08 💓 heartbeat | 扫描=202 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T20:57:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:10 🪟 btc-updown-5m-1773492900 T-170s | p=DN63% σ=0.36 | Up=0.32/379 Dn=0.69/14 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp | nb=5.0bp flip=0.15 | ↑0s ↓11s 2026-03-14T20:57:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:10 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=+0.030 thr=0.074 margin=-0.044 Up:执行edge不足 Down:量不足 | Up=0.32/379 Dn=0.69/14 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp 2026-03-14T20:57:15+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:15 🪟 btc-updown-5m-1773492900 T-165s | p=DN63% σ=0.36 | Up=0.31/59 Dn=0.70/951 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp | nb=5.0bp flip=0.15 | ↑0s ↓10s 2026-03-14T20:57:20+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:20 🪟 btc-updown-5m-1773492900 T-160s | p=DN63% σ=0.36 | Up=0.31/205 Dn=0.70/678 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:57:20+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:20 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=+0.036 thr=0.072 margin=-0.037 Up:执行edge不足 Down:执行edge不足 | Up=0.31/205 Dn=0.70/678 spd=0.01 | beat=70751.45 px=70732.37 -2.7bp 2026-03-14T20:57:25+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:25 🪟 btc-updown-5m-1773492900 T-154s | p=DN63% σ=0.36 | Up=0.31/261 Dn=0.70/695 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:57:30+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:30 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=+0.029 thr=0.070 margin=-0.041 Up:执行edge不足 Down:执行edge不足 | Up=0.31/250 Dn=0.70/650 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp 2026-03-14T20:57:31+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:31 🪟 btc-updown-5m-1773492900 T-149s | p=DN64% σ=0.35 | Up=0.31/50 Dn=0.70/675 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:57:36+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:36 🪟 btc-updown-5m-1773492900 T-144s | p=DN64% σ=0.35 | Up=0.31/240 Dn=0.70/542 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:57:41+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:41 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=+0.017 thr=0.067 margin=-0.050 Up:执行edge不足 Down:执行edge不足 | Up=0.31/43 Dn=0.70/543 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp 2026-03-14T20:57:42+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:42 🪟 btc-updown-5m-1773492900 T-138s | p=DN65% σ=0.34 | Up=0.31/20 Dn=0.70/521 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-14T20:57:47+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:47 🪟 btc-updown-5m-1773492900 T-133s | p=DN65% σ=0.33 | Up=0.31/13 Dn=0.70/764 spd=0.01 | beat=70751.45 px=70732.52 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-14T20:57:51+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:51 ⏭ btc-updown-5m-1773492900 | rej=无信号 执行edge不足 best=Up net=-0.004 thr=0.065 margin=-0.069 Up:执行edge不足 Down:执行edge不足 | Up=0.32/50 Dn=0.69/153 spd=0.01 | beat=70751.45 px=70732.35 -2.7bp 2026-03-14T20:57:52+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:52 🪟 btc-updown-5m-1773492900 T-128s | p=DN67% σ=0.31 | Up=0.32/23 Dn=0.69/122 spd=0.01 | beat=70751.45 px=70732.35 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:57:57+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:57:57 🪟 btc-updown-5m-1773492900 T-122s | p=DN67% σ=0.31 | Up=0.33/29 Dn=0.68/312 spd=0.01 | beat=70751.45 px=70732.30 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T20:58:09+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:58:09 💓 heartbeat | 扫描=278 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T20:59:09+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 20:59:09 💓 heartbeat | 扫描=381 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T21:00:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:00:10 💓 heartbeat | 扫描=479 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T21:01:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:01:10 💓 heartbeat | 扫描=578 | 无持仓 | 余额=77.06 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T21:02:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:00 🪟 btc-updown-5m-1773493200 | 进入决策窗口 T-179s [120s~180s] 2026-03-14T21:02:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:00 🪟 btc-updown-5m-1773493200 T-179s | p=DN65% σ=0.51 | Up=0.27/238 Dn=0.74/2 spd=0.01 | beat=70783.88 px=70749.73 -4.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:00+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:00 ⏭ btc-updown-5m-1773493200 | rej=无信号 执行edge不足 best=Up net=+0.055 thr=0.077 margin=-0.022 Up:执行edge不足 Down:量不足 | Up=0.27/238 Dn=0.74/2 spd=0.01 | beat=70783.88 px=70749.73 -4.8bp 2026-03-14T21:02:05+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:05 🪟 btc-updown-5m-1773493200 T-174s | p=DN66% σ=0.51 | Up=0.28/208 Dn=0.74/20 spd=0.02 | beat=70783.88 px=70749.64 -4.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:10 🪟 btc-updown-5m-1773493200 T-169s | p=DN66% σ=0.51 | Up=0.29/36 Dn=0.72/118 spd=0.01 | beat=70783.88 px=70749.74 -4.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:10+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:10 ⏭ btc-updown-5m-1773493200 | rej=无信号 执行edge不足 best=Up net=+0.031 thr=0.074 margin=-0.044 Up:执行edge不足 Down:执行edge不足 | Up=0.29/36 Dn=0.72/118 spd=0.01 | beat=70783.88 px=70749.74 -4.8bp 2026-03-14T21:02:11+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:11 💓 heartbeat | 扫描=675 | 无持仓 | 余额=76.02 usdc.e | traded=169 | 今日 33W-28L 已实现PnL=$+16.90 2026-03-14T21:02:14+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:14 MarketResolutionFeed WebSocket 已连接 2026-03-14T21:02:16+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:16 🪟 btc-updown-5m-1773493200 T-164s | p=DN64% σ=0.51 | Up=0.38/95 Dn=0.63/15 spd=0.01 | beat=70783.88 px=70754.51 -4.1bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-14T21:02:21+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:21 🪟 btc-updown-5m-1773493200 T-159s | p=DN61% σ=0.50 | Up=0.37/5 Dn=0.65/203 spd=0.02 | beat=70783.88 px=70760.64 -3.3bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:21+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:21 ⏭ btc-updown-5m-1773493200 | rej=无信号 执行edge不足 best=Down net=-0.044 thr=0.072 margin=-0.116 Up:量不足 Down:执行edge不足 | Up=0.37/5 Dn=0.65/203 spd=0.02 | beat=70783.88 px=70760.64 -3.3bp 2026-03-14T21:02:26+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:26 🪟 btc-updown-5m-1773493200 T-153s | p=DN59% σ=0.50 | Up=0.44/93 Dn=0.57/102 spd=0.01 | beat=70783.88 px=70766.20 -2.5bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:31+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:31 🪟 btc-updown-5m-1773493200 T-148s | p=DN57% σ=0.50 | Up=0.46/78 Dn=0.56/59 spd=0.02 | beat=70783.88 px=70770.49 -1.9bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-14T21:02:31+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:31 ⏭ btc-updown-5m-1773493200 | rej=无信号 执行edge不足 best=Down net=-0.002 thr=0.070 margin=-0.072 Up:执行edge不足 Down:执行edge不足 | Up=0.46/78 Dn=0.56/59 spd=0.02 | beat=70783.88 px=70770.49 -1.9bp 2026-03-14T21:02:36+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:36 🪟 btc-updown-5m-1773493200 T-143s | p=DN55% σ=0.50 | Up=0.46/119 Dn=0.55/34 spd=0.01 | beat=70783.88 px=70773.51 -1.5bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-14T21:02:42+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:42 🪟 btc-updown-5m-1773493200 T-138s | p=DN54% σ=0.50 | Up=0.39/81 Dn=0.63/143 spd=0.02 | beat=70783.88 px=70777.25 -0.9bp | nb=5.0bp flip=0.06 | ↑0s ↓11s 2026-03-14T21:02:42+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:42 ⏭ btc-updown-5m-1773493200 | rej=无信号 执行edge不足 best=Up net=+0.041 thr=0.067 margin=-0.026 Up:执行edge不足 Down:执行edge不足 | Up=0.39/81 Dn=0.63/143 spd=0.02 | beat=70783.88 px=70777.25 -0.9bp 2026-03-14T21:02:44+08:00 ip-172-26-5-159 python[6923]: 2026-03-14 21:02:44 ⏭ btc-updown-5m-1773493200 | rej=near_beat diff=0.5bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 📡 价格流启动: binance, coinbase 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 📡 价格流启动: binance-perp 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 UserOrderFeed 启动 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 MarketResolutionFeed 启动 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T05:46:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:52 📡 coinbase WS 已连接 2026-03-15T05:46:53+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:53 📡 binance-perp WS 已连接 2026-03-15T05:46:53+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:53 📡 binance WS 已连接 2026-03-15T05:46:56+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:46:56 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:47:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:00 🪟 btc-updown-5m-1773524700 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T05:47:01+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:01 🪟 btc-updown-5m-1773524700 T-180s | p=DN74% σ=0.20 | Up=0.23/59 Dn=0.78/15 spd=0.01 | beat=70756.78 px=70734.88 -3.1bp | nb=5.0bp flip=0.00 | ↑0s ↓9s 2026-03-15T05:47:01+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:01 ⏭ btc-updown-5m-1773524700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.23/59 Dn=0.78/15 spd=0.01 | beat=70756.78 px=70734.88 -3.1bp 2026-03-15T05:47:03+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:03 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=-0.025 thr=0.069 margin=-0.094 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.25/242 Dn=0.76/56 spd=0.01 | beat=70756.78 px=70734.88 -3.1bp 2026-03-15T05:47:06+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:06 🪟 btc-updown-5m-1773524700 T-174s | p=DN74% σ=0.20 | Up=0.25/49 Dn=0.76/237 spd=0.01 | beat=70756.78 px=70734.88 -3.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:11+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:11 🪟 btc-updown-5m-1773524700 T-169s | p=DN75% σ=0.20 | Up=0.25/44 Dn=0.76/96 spd=0.01 | beat=70756.78 px=70734.92 -3.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:14+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:14 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=-0.024 thr=0.067 margin=-0.091 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.26/24 Dn=0.76/160 spd=0.02 | beat=70756.78 px=70735.25 -3.0bp 2026-03-15T05:47:16+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:16 🪟 btc-updown-5m-1773524700 T-164s | p=DN74% σ=0.20 | Up=0.26/99 Dn=0.75/6 spd=0.01 | beat=70756.78 px=70735.65 -3.0bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:16+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:16 ⏭ btc-updown-5m-1773524700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.26/99 Dn=0.75/6 spd=0.01 | beat=70756.78 px=70735.65 -3.0bp 2026-03-15T05:47:21+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:21 🪟 btc-updown-5m-1773524700 T-158s | p=DN74% σ=0.20 | Up=0.25/14 Dn=0.76/139 spd=0.01 | beat=70756.78 px=70736.34 -2.9bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:24+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:24 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=-0.018 thr=0.065 margin=-0.083 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.26/20 Dn=0.75/25 spd=0.01 | beat=70756.78 px=70736.34 -2.9bp 2026-03-15T05:47:27+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:27 🪟 btc-updown-5m-1773524700 T-153s | p=DN74% σ=0.20 | Up=0.25/27 Dn=0.76/246 spd=0.01 | beat=70756.78 px=70736.35 -2.9bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:31+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:31 ⏭ btc-updown-5m-1773524700 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.28/39 Dn=0.73/1 spd=0.01 | beat=70756.78 px=70736.35 -2.9bp 2026-03-15T05:47:32+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:32 🪟 btc-updown-5m-1773524700 T-148s | p=DN75% σ=0.20 | Up=0.27/0 Dn=0.74/141 spd=0.01 | beat=70756.78 px=70736.35 -2.9bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:35+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:35 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=-0.001 thr=0.063 margin=-0.064 Up:量不足 Down:执行edge不足 | Up=0.27/9 Dn=0.74/53 spd=0.01 | beat=70756.78 px=70736.35 -2.9bp 2026-03-15T05:47:37+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:37 🪟 btc-updown-5m-1773524700 T-143s | p=DN73% σ=0.20 | Up=0.28/29 Dn=0.73/212 spd=0.01 | beat=70756.78 px=70738.31 -2.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:42+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:42 🪟 btc-updown-5m-1773524700 T-138s | p=DN73% σ=0.20 | Up=0.29/44 Dn=0.72/109 spd=0.01 | beat=70756.78 px=70738.37 -2.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:45+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:45 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=+0.032 thr=0.060 margin=-0.028 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.32/119 Dn=0.69/27 spd=0.01 | beat=70756.78 px=70738.39 -2.6bp 2026-03-15T05:47:47+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:47 🪟 btc-updown-5m-1773524700 T-133s | p=DN74% σ=0.20 | Up=0.31/78 Dn=0.70/39 spd=0.01 | beat=70756.78 px=70738.39 -2.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T05:47:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:52 🪟 btc-updown-5m-1773524700 T-127s | p=DN74% σ=0.20 | Up=0.30/145 Dn=0.71/91 spd=0.01 | beat=70756.78 px=70738.43 -2.6bp | nb=5.0bp flip=0.00 | ↑0s ↓7s 2026-03-15T05:47:56+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:56 ⏭ btc-updown-5m-1773524700 | rej=无信号 执行edge不足 best=Down net=-0.008 thr=0.058 margin=-0.067 Up:执行edge不足 Down:执行edge不足 | Up=0.30/107 Dn=0.71/62 spd=0.01 | beat=70756.78 px=70738.51 -2.6bp 2026-03-15T05:47:56+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:56 💓 heartbeat | 扫描=71 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:47:58+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:47:58 🪟 btc-updown-5m-1773524700 T-122s | p=DN71% σ=0.20 | Up=0.30/116 Dn=0.71/78 spd=0.01 | beat=70756.78 px=70741.02 -2.2bp | nb=5.0bp flip=0.00 | ↑0s ↓4s 2026-03-15T05:48:56+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:48:56 💓 heartbeat | 扫描=167 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:49:57+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:49:57 💓 heartbeat | 扫描=265 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:50:57+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:50:57 💓 heartbeat | 扫描=360 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:51:57+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:51:57 💓 heartbeat | 扫描=462 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:52:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:00 🪟 btc-updown-5m-1773525000 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T05:52:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:00 🪟 btc-updown-5m-1773525000 T-180s | p=UP74% σ=0.26 | Up=0.83/86 Dn=0.18/154 spd=0.01 | beat=70782.70 px=70811.15 +4.0bp | nb=5.0bp flip=0.03 | ↑10s ↓0s 2026-03-15T05:52:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:00 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.086 thr=0.070 margin=-0.156 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.83/86 Dn=0.18/154 spd=0.01 | beat=70782.70 px=70811.15 +4.0bp 2026-03-15T05:52:05+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:05 🪟 btc-updown-5m-1773525000 T-175s | p=UP74% σ=0.26 | Up=0.84/27 Dn=0.17/227 spd=0.01 | beat=70782.70 px=70811.20 +4.0bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:10+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:10 🪟 btc-updown-5m-1773525000 T-170s | p=UP75% σ=0.26 | Up=0.85/44 Dn=0.16/161 spd=0.01 | beat=70782.70 px=70811.45 +4.1bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:10+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:10 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.102 thr=0.068 margin=-0.170 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.85/44 Dn=0.16/161 spd=0.01 | beat=70782.70 px=70811.45 +4.1bp 2026-03-15T05:52:16+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:16 🪟 btc-updown-5m-1773525000 T-164s | p=UP75% σ=0.26 | Up=0.82/136 Dn=0.19/17 spd=0.01 | beat=70782.70 px=70811.48 +4.1bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:21+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:21 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.061 thr=0.066 margin=-0.127 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.81/62 Dn=0.20/256 spd=0.01 | beat=70782.70 px=70810.99 +4.0bp 2026-03-15T05:52:22+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:22 🪟 btc-updown-5m-1773525000 T-158s | p=UP75% σ=0.26 | Up=0.81/55 Dn=0.20/371 spd=0.01 | beat=70782.70 px=70810.06 +3.9bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:27+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:27 🪟 btc-updown-5m-1773525000 T-153s | p=UP75% σ=0.26 | Up=0.82/38 Dn=0.19/124 spd=0.01 | beat=70782.70 px=70809.32 +3.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:31+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:31 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.084 thr=0.064 margin=-0.148 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.84/2715 Dn=0.18/153 spd=0.02 | beat=70782.70 px=70809.34 +3.8bp 2026-03-15T05:52:32+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:32 🪟 btc-updown-5m-1773525000 T-148s | p=UP75% σ=0.26 | Up=0.84/2670 Dn=0.17/49 spd=0.01 | beat=70782.70 px=70809.35 +3.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:37+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:37 🪟 btc-updown-5m-1773525000 T-143s | p=UP76% σ=0.26 | Up=0.83/19 Dn=0.18/234 spd=0.01 | beat=70782.70 px=70809.73 +3.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:37+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:37 ⏭ btc-updown-5m-1773525000 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.83/19 Dn=0.18/234 spd=0.01 | beat=70782.70 px=70809.73 +3.8bp 2026-03-15T05:52:41+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:41 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.068 thr=0.061 margin=-0.130 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.83/143 Dn=0.18/208 spd=0.01 | beat=70782.70 px=70809.88 +3.8bp 2026-03-15T05:52:42+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:42 🪟 btc-updown-5m-1773525000 T-138s | p=UP76% σ=0.26 | Up=0.83/53 Dn=0.18/228 spd=0.01 | beat=70782.70 px=70809.87 +3.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:47+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:47 🪟 btc-updown-5m-1773525000 T-133s | p=UP76% σ=0.27 | Up=0.84/607 Dn=0.17/1193 spd=0.01 | beat=70782.70 px=70809.91 +3.8bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:51+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:51 ⏭ btc-updown-5m-1773525000 | rej=无信号 执行edge不足 best=Up net=-0.135 thr=0.059 margin=-0.194 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.90/62 Dn=0.11/395 spd=0.01 | beat=70782.70 px=70810.21 +3.9bp 2026-03-15T05:52:52+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:52 🪟 btc-updown-5m-1773525000 T-127s | p=UP76% σ=0.28 | Up=0.91/311 Dn=0.10/73 spd=0.01 | beat=70782.70 px=70810.31 +3.9bp | nb=5.0bp flip=0.02 | ↑11s ↓0s 2026-03-15T05:52:53+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:53 ⏭ btc-updown-5m-1773525000 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.90/14 Dn=0.11/312 spd=0.01 | beat=70782.70 px=70810.96 +4.0bp 2026-03-15T05:52:57+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:57 🪟 btc-updown-5m-1773525000 T-122s | p=UP82% σ=0.30 | Up=0.90/115 Dn=0.11/230 spd=0.01 | beat=70782.70 px=70821.43 +5.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T05:52:58+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:52:58 💓 heartbeat | 扫描=535 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:53:58+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:53:58 💓 heartbeat | 扫描=636 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:54:58+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:54:58 💓 heartbeat | 扫描=738 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:55:58+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:55:58 💓 heartbeat | 扫描=837 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:56:59+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:56:59 💓 heartbeat | 扫描=939 | 无持仓 | 余额=83.88 usdc.e | traded=153 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:57:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:00 🪟 btc-updown-5m-1773525300 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T05:57:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:00 🪟 btc-updown-5m-1773525300 T-180s | p=UP53% σ=0.26 | Up=0.62/43 Dn=0.39/280 spd=0.01 | beat=70800.34 px=70804.08 +0.5bp | nb=5.0bp flip=0.08 | ↑10s ↓0s 2026-03-15T05:57:00+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:00 ⏭ btc-updown-5m-1773525300 | rej=无信号 执行edge不足 best=Down net=+0.041 thr=0.070 margin=-0.029 Up:执行edge不足 Down:执行edge不足 | Up=0.62/43 Dn=0.39/280 spd=0.01 | beat=70800.34 px=70804.08 +0.5bp 2026-03-15T05:57:05+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:05 🪟 btc-updown-5m-1773525300 T-175s | p=UP54% σ=0.26 | Up=0.61/142 Dn=0.40/328 spd=0.01 | beat=70800.34 px=70804.42 +0.6bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-15T05:57:10+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:10 🪟 btc-updown-5m-1773525300 T-170s | p=UP54% σ=0.26 | Up=0.61/392 Dn=0.40/64 spd=0.01 | beat=70800.34 px=70804.65 +0.6bp | nb=5.0bp flip=0.09 | ↑10s ↓0s 2026-03-15T05:57:10+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:10 ⏭ btc-updown-5m-1773525300 | rej=无信号 执行edge不足 best=Down net=+0.028 thr=0.068 margin=-0.040 Up:执行edge不足 Down:执行edge不足 | Up=0.61/392 Dn=0.40/64 spd=0.01 | beat=70800.34 px=70804.65 +0.6bp 2026-03-15T05:57:15+08:00 ip-172-26-5-159 python[9861]: 2026-03-15 05:57:15 🪟 btc-updown-5m-1773525300 T-165s | p=UP55% σ=0.26 | Up=0.61/59 Dn=0.40/52 spd=0.01 | beat=70800.34 px=70806.14 +0.8bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-15T05:57:18+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T05:57:18+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T05:57:18+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T05:57:18+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 14.505s CPU time. 2026-03-15T05:57:18+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T05:57:22+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:22 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T05:57:22+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:22 builder attribution: 已配置 BuilderConfig 2026-03-15T05:57:22+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:22 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载67项 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 价格流启动: binance, coinbase 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 价格流启动: binance-perp 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 UserOrderFeed 启动 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 MarketResolutionFeed 启动 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 coinbase WS 已连接 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 binance-perp WS 已连接 2026-03-15T05:57:23+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:23 📡 binance WS 已连接 2026-03-15T05:57:26+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:26 🪟 btc-updown-5m-1773525300 | 进入决策窗口 T-154s [120s~180s] 2026-03-15T05:57:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:28 ⏭ btc-updown-5m-1773525300 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-15T05:57:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:28 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:57:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:28 🪟 btc-updown-5m-1773525300 T-151s | p=UP60% σ=0.20 | Up=0.63/9 Dn=0.38/62 spd=0.01 | beat=70799.95 px=70807.72 +1.1bp | nb=5.0bp flip=0.02 | ↑6s ↓0s 2026-03-15T05:57:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:28 ⏭ btc-updown-5m-1773525300 | rej=无信号 执行edge不足 best=Down net=-0.016 thr=0.070 margin=-0.086 Up:量不足 Down:执行edge不足 | Up=0.63/9 Dn=0.38/62 spd=0.01 | beat=70799.95 px=70807.72 +1.1bp 2026-03-15T05:57:34+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:34 🪟 btc-updown-5m-1773525300 T-146s | p=UP60% σ=0.20 | Up=0.64/20 Dn=0.37/217 spd=0.01 | beat=70799.95 px=70807.68 +1.1bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T05:57:39+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:39 🪟 btc-updown-5m-1773525300 T-141s | p=UP59% σ=0.20 | Up=0.67/30 Dn=0.34/504 spd=0.01 | beat=70799.95 px=70806.96 +1.0bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T05:57:39+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:39 ⏭ btc-updown-5m-1773525300 | 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=0.67/30 Dn=0.34/504 spd=0.01 | beat=70799.95 px=70806.96 +1.0bp 2026-03-15T05:57:44+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:44 🪟 btc-updown-5m-1773525300 T-136s | p=UP59% σ=0.20 | Up=0.66/245 Dn=0.35/35 spd=0.01 | beat=70799.95 px=70806.87 +1.0bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T05:57:49+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:49 🪟 btc-updown-5m-1773525300 T-131s | p=UP60% σ=0.20 | Up=0.66/152 Dn=0.35/259 spd=0.01 | beat=70799.95 px=70807.39 +1.1bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T05:57:49+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:49 ⏭ btc-updown-5m-1773525300 | rej=无信号 执行edge不足 best=Down net=+0.019 thr=0.070 margin=-0.051 Up:执行edge不足 Down:执行edge不足 | Up=0.66/152 Dn=0.35/259 spd=0.01 | beat=70799.95 px=70807.39 +1.1bp 2026-03-15T05:57:54+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:54 🪟 btc-updown-5m-1773525300 T-126s | p=UP60% σ=0.20 | Up=0.67/142 Dn=0.34/166 spd=0.01 | beat=70799.95 px=70807.44 +1.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T05:57:59+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:59 🪟 btc-updown-5m-1773525300 T-121s | p=UP62% σ=0.20 | Up=0.66/87 Dn=0.35/104 spd=0.01 | beat=70799.95 px=70808.07 +1.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T05:57:59+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:57:59 ⏭ btc-updown-5m-1773525300 | rej=无信号 执行edge不足 best=Down net=+0.013 thr=0.070 margin=-0.057 Up:执行edge不足 Down:执行edge不足 | Up=0.66/87 Dn=0.35/104 spd=0.01 | beat=70799.95 px=70808.07 +1.1bp 2026-03-15T05:58:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:58:28 💓 heartbeat | 扫描=86 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T05:59:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 05:59:28 💓 heartbeat | 扫描=187 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:00:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:00:28 💓 heartbeat | 扫描=283 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:01:28+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:01:28 💓 heartbeat | 扫描=384 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:02:00+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:00 🪟 btc-updown-5m-1773525600 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T06:02:00+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:00 🪟 btc-updown-5m-1773525600 T-180s | p=DN72% σ=0.43 | Up=0.15/69 Dn=0.86/130 spd=0.01 | beat=70809.83 px=70767.23 -6.0bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T06:02:00+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:00 ⏭ btc-updown-5m-1773525600 | rej=无信号 执行edge不足 best=Down net=-0.114 thr=0.068 margin=-0.183 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.15/69 Dn=0.86/130 spd=0.01 | beat=70809.83 px=70767.23 -6.0bp 2026-03-15T06:02:05+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:05 🪟 btc-updown-5m-1773525600 T-175s | p=DN73% σ=0.43 | Up=0.19/67 Dn=0.83/516 spd=0.02 | beat=70809.83 px=70766.83 -6.1bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-15T06:02:06+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:06 ⏭ btc-updown-5m-1773525600 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.20/39 Dn=0.81/16 spd=0.01 | beat=70809.83 px=70766.83 -6.1bp 2026-03-15T06:02:10+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:10 🪟 btc-updown-5m-1773525600 T-170s | p=DN73% σ=0.42 | Up=0.24/25 Dn=0.77/119 spd=0.01 | beat=70809.83 px=70766.98 -6.1bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T06:02:10+08:00 ip-172-26-5-159 python[10364]: 2026-03-15 06:02:10 ⏭ btc-updown-5m-1773525600 | rej=无信号 执行edge不足 best=Down net=-0.047 thr=0.068 margin=-0.115 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.24/25 Dn=0.77/119 spd=0.01 | beat=70809.83 px=70766.98 -6.1bp 2026-03-15T06:02:14+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T06:02:14+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T06:02:14+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T06:02:14+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 8.103s CPU time. 2026-03-15T06:02:14+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T06:02:18+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:18 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T06:02:18+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:18 builder attribution: 已配置 BuilderConfig 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 价格流启动: binance, coinbase 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 价格流启动: binance-perp 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 UserOrderFeed 启动 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 MarketResolutionFeed 启动 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 coinbase WS 已连接 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 binance-perp WS 已连接 2026-03-15T06:02:19+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:19 📡 binance WS 已连接 2026-03-15T06:02:22+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:22 🪟 btc-updown-5m-1773525600 | 进入决策窗口 T-158s [120s~180s] 2026-03-15T06:02:23+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:23 ⏭ btc-updown-5m-1773525600 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-15T06:02:23+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:23 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:02:25+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:25 🪟 btc-updown-5m-1773525600 T-155s | p=DN73% σ=0.27 | Up=0.34/33 Dn=0.67/27 spd=0.01 | beat=70812.66 px=70787.52 -3.6bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-15T06:02:25+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:25 ⏭ btc-updown-5m-1773525600 | rej=无信号 执行edge不足 best=Down net=+0.013 thr=0.070 margin=-0.057 Up:执行edge不足 Down:执行edge不足 | Up=0.34/33 Dn=0.67/27 spd=0.01 | beat=70812.66 px=70787.52 -3.6bp 2026-03-15T06:02:30+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:30 🪟 btc-updown-5m-1773525600 T-149s | p=DN75% σ=0.27 | Up=0.30/62 Dn=0.71/267 spd=0.01 | beat=70812.66 px=70784.80 -3.9bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T06:02:35+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:35 🪟 btc-updown-5m-1773525600 T-144s | p=DN75% σ=0.27 | Up=0.29/23 Dn=0.72/338 spd=0.01 | beat=70812.66 px=70785.54 -3.8bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T06:02:36+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:36 ⏭ btc-updown-5m-1773525600 | rej=无信号 执行edge不足 best=Down net=+0.016 thr=0.070 margin=-0.054 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.29/23 Dn=0.72/338 spd=0.01 | beat=70812.66 px=70785.54 -3.8bp 2026-03-15T06:02:39+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:39 ⏭ btc-updown-5m-1773525600 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.29/116 Dn=0.72/10 spd=0.01 | beat=70812.66 px=70785.28 -3.9bp 2026-03-15T06:02:40+08:00 ip-172-26-5-159 python[10581]: 2026-03-15 06:02:40 ⏭ btc-updown-5m-1773525600 | rej=near_beat diff=3.8bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 价格流启动: binance, coinbase 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 价格流启动: binance-perp 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 UserOrderFeed 启动 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 MarketResolutionFeed 启动 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 coinbase WS 已连接 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 binance-perp WS 已连接 2026-03-15T06:10:23+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:23 📡 binance WS 已连接 2026-03-15T06:10:26+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:10:26 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:11:26+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:11:26 💓 heartbeat | 扫描=104 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:12:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:00 🪟 btc-updown-5m-1773526200 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T06:12:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:00 🪟 btc-updown-5m-1773526200 T-180s | p=UP67% σ=0.20 | Up=0.66/238 Dn=0.35/237 spd=0.01 | beat=70747.99 px=70762.78 +2.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:00 ⏭ btc-updown-5m-1773526200 | 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=0.66/238 Dn=0.35/237 spd=0.01 | beat=70747.99 px=70762.78 +2.1bp 2026-03-15T06:12:05+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:05 🪟 btc-updown-5m-1773526200 T-175s | p=UP67% σ=0.20 | Up=0.66/87 Dn=0.35/314 spd=0.01 | beat=70747.99 px=70762.78 +2.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:10+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:10 🪟 btc-updown-5m-1773526200 T-170s | p=UP67% σ=0.20 | Up=0.66/156 Dn=0.35/137 spd=0.01 | beat=70747.99 px=70762.78 +2.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:10+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:10 ⏭ btc-updown-5m-1773526200 | 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=0.66/156 Dn=0.35/137 spd=0.01 | beat=70747.99 px=70762.78 +2.1bp 2026-03-15T06:12:15+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:15 🪟 btc-updown-5m-1773526200 T-165s | p=UP68% σ=0.20 | Up=0.66/155 Dn=0.35/12 spd=0.01 | beat=70747.99 px=70762.74 +2.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:20+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:20 🪟 btc-updown-5m-1773526200 T-159s | p=UP68% σ=0.20 | Up=0.66/40 Dn=0.35/91 spd=0.01 | beat=70747.99 px=70762.67 +2.1bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:20+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:20 ⏭ btc-updown-5m-1773526200 | rej=无信号 执行edge不足 best=Up net=+0.009 thr=0.070 margin=-0.061 Up:执行edge不足 Down:执行edge不足 | Up=0.66/40 Dn=0.35/91 spd=0.01 | beat=70747.99 px=70762.67 +2.1bp 2026-03-15T06:12:25+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:25 🪟 btc-updown-5m-1773526200 T-154s | p=UP67% σ=0.20 | Up=0.66/12 Dn=0.35/316 spd=0.01 | beat=70747.99 px=70762.15 +2.0bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T06:12:27+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:27 💓 heartbeat | 扫描=193 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:12:31+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:31 🪟 btc-updown-5m-1773526200 T-149s | p=UP66% σ=0.20 | Up=0.67/51 Dn=0.34/278 spd=0.01 | beat=70747.99 px=70761.06 +1.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T06:12:31+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:31 ⏭ btc-updown-5m-1773526200 | rej=无信号 执行edge不足 best=Up net=-0.011 thr=0.070 margin=-0.081 Up:执行edge不足 Down:执行edge不足 | Up=0.67/51 Dn=0.34/278 spd=0.01 | beat=70747.99 px=70761.06 +1.8bp 2026-03-15T06:12:36+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:36 🪟 btc-updown-5m-1773526200 T-144s | p=UP67% σ=0.20 | Up=0.74/67 Dn=0.27/221 spd=0.01 | beat=70747.99 px=70761.06 +1.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T06:12:41+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:41 🪟 btc-updown-5m-1773526200 T-139s | p=UP67% σ=0.20 | Up=0.75/32 Dn=0.26/215 spd=0.01 | beat=70747.99 px=70761.06 +1.8bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T06:12:41+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:41 ⏭ btc-updown-5m-1773526200 | rej=无信号 执行edge不足 best=Down net=+0.040 thr=0.070 margin=-0.030 Up:执行edge不足 Down:执行edge不足 | Up=0.75/32 Dn=0.26/215 spd=0.01 | beat=70747.99 px=70761.06 +1.8bp 2026-03-15T06:12:46+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:46 🪟 btc-updown-5m-1773526200 T-133s | p=UP72% σ=0.20 | Up=0.75/135 Dn=0.26/171 spd=0.01 | beat=70747.99 px=70764.71 +2.4bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:51+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:51 🪟 btc-updown-5m-1773526200 T-128s | p=UP72% σ=0.20 | Up=0.75/45 Dn=0.26/479 spd=0.01 | beat=70747.99 px=70764.74 +2.4bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:12:51+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:51 ⏭ btc-updown-5m-1773526200 | rej=无信号 执行edge不足 best=Up net=-0.033 thr=0.070 margin=-0.103 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.75/45 Dn=0.26/479 spd=0.01 | beat=70747.99 px=70764.74 +2.4bp 2026-03-15T06:12:52+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:52 ⏭ btc-updown-5m-1773526200 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.75/10 Dn=0.26/469 spd=0.01 | beat=70747.99 px=70764.74 +2.4bp 2026-03-15T06:12:57+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:12:57 🪟 btc-updown-5m-1773526200 T-123s | p=UP73% σ=0.20 | Up=0.77/97 Dn=0.24/365 spd=0.01 | beat=70747.99 px=70764.75 +2.4bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T06:13:27+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:13:27 💓 heartbeat | 扫描=278 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:14:28+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:14:28 💓 heartbeat | 扫描=381 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:15:28+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:15:28 💓 heartbeat | 扫描=480 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:16:28+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:16:28 💓 heartbeat | 扫描=583 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T06:17:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:00 🪟 btc-updown-5m-1773526500 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T06:17:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:00 🪟 btc-updown-5m-1773526500 T-180s | p=UP64% σ=0.22 | Up=0.69/94 Dn=0.32/119 spd=0.01 | beat=70731.12 px=70744.78 +1.9bp | nb=5.0bp flip=0.04 | ↑10s ↓0s 2026-03-15T06:17:00+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:00 ⏭ btc-updown-5m-1773526500 | rej=无信号 执行edge不足 best=Down net=+0.014 thr=0.070 margin=-0.056 Up:执行edge不足 Down:执行edge不足 | Up=0.69/94 Dn=0.32/119 spd=0.01 | beat=70731.12 px=70744.78 +1.9bp 2026-03-15T06:17:05+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:05 🪟 btc-updown-5m-1773526500 T-175s | p=UP64% σ=0.22 | Up=0.71/61 Dn=0.30/182 spd=0.01 | beat=70731.12 px=70744.55 +1.9bp | nb=5.0bp flip=0.04 | ↑11s ↓0s 2026-03-15T06:17:10+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:10 🪟 btc-updown-5m-1773526500 T-170s | p=UP65% σ=0.22 | Up=0.72/8 Dn=0.29/420 spd=0.01 | beat=70731.12 px=70744.88 +1.9bp | nb=5.0bp flip=0.04 | ↑11s ↓0s 2026-03-15T06:17:10+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:10 ⏭ btc-updown-5m-1773526500 | rej=无信号 执行edge不足 best=Down net=+0.041 thr=0.070 margin=-0.029 Up:量不足 Down:执行edge不足 | Up=0.72/8 Dn=0.29/420 spd=0.01 | beat=70731.12 px=70744.88 +1.9bp 2026-03-15T06:17:16+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:16 🪟 btc-updown-5m-1773526500 T-164s | p=UP66% σ=0.22 | Up=0.74/45 Dn=0.27/165 spd=0.01 | beat=70731.12 px=70745.49 +2.0bp | nb=5.0bp flip=0.04 | ↑11s ↓0s 2026-03-15T06:17:17+08:00 ip-172-26-5-159 python[10893]: 2026-03-15 06:17:17 ⏭ btc-updown-5m-1773526500 | rej=near_beat diff=2.1bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 📡 价格流启动: binance, coinbase 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 📡 价格流启动: binance-perp 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 UserOrderFeed 启动 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 MarketResolutionFeed 启动 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T07:07:03+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:03 📡 coinbase WS 已连接 2026-03-15T07:07:04+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:04 📡 binance-perp WS 已连接 2026-03-15T07:07:04+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:04 📡 binance WS 已连接 2026-03-15T07:07:06+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:06 🪟 btc-updown-5m-1773529500 | 进入决策窗口 T-173s [120s~180s] 2026-03-15T07:07:06+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:06 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T07:07:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:09 ⏭ btc-updown-5m-1773529500 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-15T07:07:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:09 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:07:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:09 🪟 btc-updown-5m-1773529500 T-170s | p=UP94% σ=0.61 | Up=0.99/2242 Dn=0.02/2613 spd=0.01 | beat=70895.20 px=71053.16 +22.3bp | nb=5.0bp flip=0.01 | ↑6s ↓0s 2026-03-15T07:07:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:09 ⏭ btc-updown-5m-1773529500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.99/2242 Dn=0.02/2613 spd=0.01 | beat=70895.20 px=71053.16 +22.3bp 2026-03-15T07:07:15+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:15 🪟 btc-updown-5m-1773529500 T-165s | p=UP93% σ=0.61 | Up=0.99/1282 Dn=0.02/3692 spd=0.01 | beat=70895.20 px=71043.38 +20.9bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:07:20+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:20 ⏭ btc-updown-5m-1773529500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/1003 Dn=0.03/329 spd=0.01 | beat=70895.20 px=71041.67 +20.7bp 2026-03-15T07:07:21+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:21 🪟 btc-updown-5m-1773529500 T-159s | p=UP100% σ=0.30 | Up=0.98/907 Dn=0.03/614 spd=0.01 | beat=70895.20 px=71039.36 +20.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:07:26+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:26 🪟 btc-updown-5m-1773529500 T-153s | p=UP99% σ=0.37 | Up=0.97/59 Dn=0.04/116 spd=0.01 | beat=70895.20 px=71025.21 +18.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:07:30+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:30 ⏭ btc-updown-5m-1773529500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.98/527 Dn=0.03/222 spd=0.01 | beat=70895.20 px=71022.04 +17.9bp 2026-03-15T07:07:32+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:32 🪟 btc-updown-5m-1773529500 T-148s | p=UP99% σ=0.37 | Up=0.98/544 Dn=0.03/152 spd=0.01 | beat=70895.20 px=71019.49 +17.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:07:37+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:37 🪟 btc-updown-5m-1773529500 T-143s | p=UP99% σ=0.37 | Up=0.97/654 Dn=0.05/274 spd=0.02 | beat=70895.20 px=71017.54 +17.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T07:07:41+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:41 ⏭ btc-updown-5m-1773529500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.96/449 Dn=0.05/26 spd=0.01 | beat=70895.20 px=71017.69 +17.3bp 2026-03-15T07:07:43+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:43 🪟 btc-updown-5m-1773529500 T-137s | p=UP98% σ=0.39 | Up=0.95/207 Dn=0.06/252 spd=0.01 | beat=70895.20 px=71017.86 +17.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:07:48+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:48 🪟 btc-updown-5m-1773529500 T-131s | p=UP97% σ=0.44 | Up=0.97/178 Dn=0.04/119 spd=0.01 | beat=70895.20 px=71017.51 +17.3bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T07:07:52+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:52 ⏭ btc-updown-5m-1773529500 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.97/157 Dn=0.04/229 spd=0.01 | beat=70895.20 px=71010.10 +16.2bp 2026-03-15T07:07:55+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:07:55 🪟 btc-updown-5m-1773529500 T-125s | p=UP96% σ=0.46 | Up=0.98/2608 Dn=0.03/79 spd=0.01 | beat=70895.20 px=71010.10 +16.2bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:08:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:08:09 💓 heartbeat | 扫描=78 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:09:09+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:09:09 💓 heartbeat | 扫描=182 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:10:10+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:10:10 💓 heartbeat | 扫描=280 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:11:10+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:11:10 💓 heartbeat | 扫描=383 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:12:00+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:00 🪟 btc-updown-5m-1773529800 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T07:12:00+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:00 🪟 btc-updown-5m-1773529800 T-180s | p=DN60% σ=0.50 | Up=0.23/276 Dn=0.80/80 spd=0.03 | beat=71028.80 px=71007.85 -2.9bp | nb=5.0bp flip=0.03 | ↑0s ↓11s 2026-03-15T07:12:00+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:00 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.081 thr=0.070 margin=-0.151 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.23/276 Dn=0.80/80 spd=0.03 | beat=71028.80 px=71007.85 -2.9bp 2026-03-15T07:12:02+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:02 ⏭ btc-updown-5m-1773529800 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.21/66 Dn=0.80/8 spd=0.01 | beat=71028.80 px=71005.12 -3.3bp 2026-03-15T07:12:05+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:05 🪟 btc-updown-5m-1773529800 T-174s | p=DN62% σ=0.50 | Up=0.19/3 Dn=0.82/71 spd=0.01 | beat=71028.80 px=71003.76 -3.5bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-15T07:12:10+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:10 💓 heartbeat | 扫描=481 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:12:11+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:11 🪟 btc-updown-5m-1773529800 T-169s | p=DN75% σ=0.50 | Up=0.20/159 Dn=0.81/131 spd=0.01 | beat=71028.80 px=70974.90 -7.6bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:11+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:11 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.067 thr=0.067 margin=-0.134 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.20/159 Dn=0.81/131 spd=0.01 | beat=71028.80 px=70974.90 -7.6bp 2026-03-15T07:12:16+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:16 ⏭ btc-updown-5m-1773529800 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.22/173 Dn=0.79/3 spd=0.01 | beat=71028.80 px=70973.66 -7.8bp 2026-03-15T07:12:17+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:17 🪟 btc-updown-5m-1773529800 T-163s | p=DN75% σ=0.50 | Up=0.24/25 Dn=0.79/59 spd=0.03 | beat=71028.80 px=70973.70 -7.8bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:22+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:22 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.007 thr=0.067 margin=-0.074 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.27/66 Dn=0.74/79 spd=0.01 | beat=71028.80 px=70977.38 -7.2bp 2026-03-15T07:12:23+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:23 🪟 btc-updown-5m-1773529800 T-157s | p=DN74% σ=0.50 | Up=0.27/46 Dn=0.74/109 spd=0.01 | beat=71028.80 px=70977.38 -7.2bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:28+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:28 🪟 btc-updown-5m-1773529800 T-151s | p=DN70% σ=0.50 | Up=0.26/187 Dn=0.76/11 spd=0.02 | beat=71028.80 px=70988.48 -5.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:28+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:28 ⏭ btc-updown-5m-1773529800 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.26/187 Dn=0.76/11 spd=0.02 | beat=71028.80 px=70988.48 -5.7bp 2026-03-15T07:12:33+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:33 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.123 thr=0.069 margin=-0.193 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.20/80 Dn=0.83/50 spd=0.03 | beat=71028.80 px=70990.48 -5.4bp 2026-03-15T07:12:34+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:34 🪟 btc-updown-5m-1773529800 T-146s | p=DN68% σ=0.52 | Up=0.15/59 Dn=0.87/150 spd=0.02 | beat=71028.80 px=70990.48 -5.4bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:40+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:40 🪟 btc-updown-5m-1773529800 T-140s | p=DN69% σ=0.53 | Up=0.13/140 Dn=0.88/37 spd=0.01 | beat=71028.80 px=70990.48 -5.4bp | nb=5.0bp flip=0.02 | ↑0s ↓10s 2026-03-15T07:12:43+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:43 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.090 thr=0.067 margin=-0.157 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.12/121 Dn=0.89/33 spd=0.01 | beat=71028.80 px=70965.08 -9.0bp 2026-03-15T07:12:46+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:46 🪟 btc-updown-5m-1773529800 T-134s | p=DN80% σ=0.52 | Up=0.12/16 Dn=0.89/45 spd=0.01 | beat=71028.80 px=70964.35 -9.1bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:48+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:48 ⏭ btc-updown-5m-1773529800 | rej=无信号 无候选 Up:contrarian_entry_guard Down:ask超范围 | Up=0.08/282 Dn=0.93/323 spd=0.01 | beat=71028.80 px=70963.69 -9.2bp 2026-03-15T07:12:51+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:51 🪟 btc-updown-5m-1773529800 T-128s | p=DN81% σ=0.51 | Up=0.14/287 Dn=0.87/38 spd=0.01 | beat=71028.80 px=70963.69 -9.2bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:54+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:54 ⏭ btc-updown-5m-1773529800 | rej=无信号 执行edge不足 best=Down net=-0.084 thr=0.067 margin=-0.151 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.11/31 Dn=0.91/59 spd=0.02 | beat=71028.80 px=70963.71 -9.2bp 2026-03-15T07:12:57+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:57 🪟 btc-updown-5m-1773529800 T-123s | p=DN81% σ=0.52 | Up=0.12/199 Dn=0.89/150 spd=0.01 | beat=71028.80 px=70964.80 -9.0bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T07:12:59+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:12:59 ⏭ btc-updown-5m-1773529800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.15/172 Dn=0.89/234 spd=0.04 | beat=71028.80 px=70965.64 -8.9bp 2026-03-15T07:13:11+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:13:11 💓 heartbeat | 扫描=560 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:14:11+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:14:11 💓 heartbeat | 扫描=662 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:15:12+08:00 ip-172-26-5-159 python[11817]: 2026-03-15 07:15:12 💓 heartbeat | 扫描=762 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:15:48+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T07:15:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T07:15:48+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T07:15:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 35.886s CPU time. 2026-03-15T07:15:48+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T07:15:52+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:52 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T07:15:52+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:52 builder attribution: 已配置 BuilderConfig 2026-03-15T07:15:52+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:52 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 OrderBookWebSocketFeed 启动 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$1), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 📡 价格流启动: binance, coinbase 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 📡 价格流启动: binance-perp 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 UserOrderFeed 启动 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 MarketResolutionFeed 启动 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T07:15:54+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:54 📡 coinbase WS 已连接 2026-03-15T07:15:55+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:55 📡 binance WS 已连接 2026-03-15T07:15:55+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:55 📡 binance-perp WS 已连接 2026-03-15T07:15:57+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:57 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T07:15:58+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:15:58 💓 heartbeat | 扫描=1 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:16:58+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:16:58 💓 heartbeat | 扫描=103 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:17:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:00 🪟 btc-updown-5m-1773530100 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T07:17:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:00 🪟 btc-updown-5m-1773530100 T-180s | p=DN73% σ=0.84 | Up=0.14/181 Dn=0.87/34 spd=0.01 | beat=71022.52 px=70936.53 -12.1bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T07:17:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:00 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.124 thr=0.067 margin=-0.191 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.14/181 Dn=0.87/34 spd=0.01 | beat=71022.52 px=70936.53 -12.1bp 2026-03-15T07:17:06+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:06 🪟 btc-updown-5m-1773530100 T-174s | p=DN73% σ=0.83 | Up=0.15/274 Dn=0.86/70 spd=0.01 | beat=71022.52 px=70939.08 -11.7bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:10+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:10 ⏭ btc-updown-5m-1773530100 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.13/76 Dn=0.88/5 spd=0.01 | beat=71022.52 px=70941.18 -11.5bp 2026-03-15T07:17:11+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:11 🪟 btc-updown-5m-1773530100 T-169s | p=DN73% σ=0.81 | Up=0.12/48 Dn=0.89/431 spd=0.01 | beat=71022.52 px=70942.06 -11.3bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:11+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:11 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.153 thr=0.067 margin=-0.220 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.12/48 Dn=0.89/431 spd=0.01 | beat=71022.52 px=70942.06 -11.3bp 2026-03-15T07:17:17+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:17 🪟 btc-updown-5m-1773530100 T-163s | p=DN73% σ=0.80 | Up=0.14/376 Dn=0.87/182 spd=0.01 | beat=71022.52 px=70943.44 -11.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:21+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:21 ⏭ btc-updown-5m-1773530100 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.12/17 Dn=0.89/17 spd=0.01 | beat=71022.52 px=70943.73 -11.1bp 2026-03-15T07:17:22+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:22 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.144 thr=0.067 margin=-0.211 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.12/30 Dn=0.89/95 spd=0.01 | beat=71022.52 px=70943.73 -11.1bp 2026-03-15T07:17:23+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:23 🪟 btc-updown-5m-1773530100 T-157s | p=DN74% σ=0.78 | Up=0.12/61 Dn=0.90/180 spd=0.02 | beat=71022.52 px=70944.02 -11.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:28+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:28 🪟 btc-updown-5m-1773530100 T-152s | p=DN73% σ=0.78 | Up=0.11/208 Dn=0.90/22 spd=0.01 | beat=71022.52 px=70946.34 -10.7bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:32+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:32 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.149 thr=0.067 margin=-0.216 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.12/39 Dn=0.90/75 spd=0.02 | beat=71022.52 px=70946.33 -10.7bp 2026-03-15T07:17:34+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:34 🪟 btc-updown-5m-1773530100 T-146s | p=DN75% σ=0.74 | Up=0.15/33 Dn=0.86/34 spd=0.01 | beat=71022.52 px=70946.32 -10.7bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:39+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:39 🪟 btc-updown-5m-1773530100 T-140s | p=DN76% σ=0.72 | Up=0.09/7 Dn=0.92/204 spd=0.01 | beat=71022.52 px=70946.32 -10.7bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:41+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:41 ⏭ btc-updown-5m-1773530100 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.12/204 Dn=0.89/3 spd=0.01 | beat=71022.52 px=70950.86 -10.1bp 2026-03-15T07:17:43+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:43 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.151 thr=0.067 margin=-0.218 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.11/323 Dn=0.90/143 spd=0.01 | beat=71022.52 px=70958.35 -9.0bp 2026-03-15T07:17:45+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:45 🪟 btc-updown-5m-1773530100 T-135s | p=DN73% σ=0.72 | Up=0.11/260 Dn=0.90/154 spd=0.01 | beat=71022.52 px=70958.35 -9.0bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:51+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:51 🪟 btc-updown-5m-1773530100 T-129s | p=DN73% σ=0.72 | Up=0.11/150 Dn=0.90/70 spd=0.01 | beat=71022.52 px=70958.40 -9.0bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T07:17:53+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:53 ⏭ btc-updown-5m-1773530100 | rej=无信号 执行edge不足 best=Down net=-0.157 thr=0.067 margin=-0.224 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.10/91 Dn=0.92/82 spd=0.02 | beat=71022.52 px=70958.43 -9.0bp 2026-03-15T07:17:56+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:56 🪟 btc-updown-5m-1773530100 T-123s | p=DN74% σ=0.71 | Up=0.09/20 Dn=0.92/194 spd=0.01 | beat=71022.52 px=70958.24 -9.1bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T07:17:58+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:17:58 💓 heartbeat | 扫描=178 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:18:58+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:18:58 💓 heartbeat | 扫描=280 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:19:59+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:19:59 💓 heartbeat | 扫描=383 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:20:59+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:20:59 💓 heartbeat | 扫描=482 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:22:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:00 🪟 btc-updown-5m-1773530400 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T07:22:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:00 🪟 btc-updown-5m-1773530400 T-180s | p=UP80% σ=0.32 | Up=0.79/401 Dn=0.23/83 spd=0.02 | beat=70945.52 px=70992.53 +6.6bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:00 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=+0.006 thr=0.068 margin=-0.062 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.79/401 Dn=0.23/83 spd=0.02 | beat=70945.52 px=70992.53 +6.6bp 2026-03-15T07:22:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:00 💓 heartbeat | 扫描=584 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:22:05+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:05 🪟 btc-updown-5m-1773530400 T-175s | p=UP81% σ=0.32 | Up=0.78/167 Dn=0.23/66 spd=0.01 | beat=70945.52 px=70992.98 +6.7bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:07+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:07 ⏭ btc-updown-5m-1773530400 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.79/4 Dn=0.23/827 spd=0.02 | beat=70945.52 px=70993.02 +6.7bp 2026-03-15T07:22:10+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:10 🪟 btc-updown-5m-1773530400 T-170s | p=UP81% σ=0.34 | Up=0.84/57 Dn=0.17/1147 spd=0.01 | beat=70945.52 px=70993.44 +6.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:10+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:10 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=-0.032 thr=0.067 margin=-0.099 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.84/57 Dn=0.17/1147 spd=0.01 | beat=70945.52 px=70993.44 +6.8bp 2026-03-15T07:22:15+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:15 🪟 btc-updown-5m-1773530400 T-164s | p=UP82% σ=0.33 | Up=0.87/56 Dn=0.14/142 spd=0.01 | beat=70945.52 px=70993.73 +6.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:20+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:20 🪟 btc-updown-5m-1773530400 T-159s | p=UP88% σ=0.33 | Up=0.84/249 Dn=0.17/42 spd=0.01 | beat=70945.52 px=71007.72 +8.8bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:20+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:20 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=+0.031 thr=0.067 margin=-0.036 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.84/249 Dn=0.17/42 spd=0.01 | beat=70945.52 px=71007.72 +8.8bp 2026-03-15T07:22:26+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:26 🪟 btc-updown-5m-1773530400 T-154s | p=UP88% σ=0.33 | Up=0.83/47 Dn=0.18/234 spd=0.01 | beat=70945.52 px=71007.43 +8.7bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:31+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:31 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=+0.018 thr=0.067 margin=-0.049 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.86/275 Dn=0.15/256 spd=0.01 | beat=70945.52 px=71006.41 +8.6bp 2026-03-15T07:22:32+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:32 🪟 btc-updown-5m-1773530400 T-148s | p=UP89% σ=0.33 | Up=0.86/307 Dn=0.15/241 spd=0.01 | beat=70945.52 px=71006.38 +8.6bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T07:22:38+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:38 🪟 btc-updown-5m-1773530400 T-142s | p=UP89% σ=0.33 | Up=0.84/9 Dn=0.17/172 spd=0.01 | beat=70945.52 px=71005.42 +8.4bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:38+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:38 ⏭ btc-updown-5m-1773530400 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.84/9 Dn=0.17/172 spd=0.01 | beat=70945.52 px=71005.42 +8.4bp 2026-03-15T07:22:42+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:42 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=+0.025 thr=0.067 margin=-0.042 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.86/255 Dn=0.16/185 spd=0.02 | beat=70945.52 px=71004.97 +8.4bp 2026-03-15T07:22:43+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:43 🪟 btc-updown-5m-1773530400 T-136s | p=UP88% σ=0.32 | Up=0.85/84 Dn=0.16/121 spd=0.01 | beat=70945.52 px=71002.31 +8.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T07:22:49+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:49 🪟 btc-updown-5m-1773530400 T-131s | p=UP89% σ=0.32 | Up=0.83/2 Dn=0.18/380 spd=0.01 | beat=70945.52 px=71001.56 +7.9bp | nb=5.0bp flip=0.01 | ↑9s ↓0s 2026-03-15T07:22:49+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:49 ⏭ btc-updown-5m-1773530400 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.83/2 Dn=0.18/380 spd=0.01 | beat=70945.52 px=71001.56 +7.9bp 2026-03-15T07:22:53+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:53 ⏭ btc-updown-5m-1773530400 | rej=无信号 执行edge不足 best=Up net=+0.024 thr=0.067 margin=-0.043 Up:执行edge不足 Down:量不足 | Up=0.85/34 Dn=0.16/15 spd=0.01 | beat=70945.52 px=71000.93 +7.8bp 2026-03-15T07:22:55+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:22:55 🪟 btc-updown-5m-1773530400 T-125s | p=UP88% σ=0.32 | Up=0.91/67 Dn=0.15/106 spd=0.06 | beat=70945.52 px=70998.98 +7.5bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T07:23:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:23:00 ⏭ btc-updown-5m-1773530400 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.94/509 Dn=0.07/121 spd=0.01 | beat=70945.52 px=70998.01 +7.4bp 2026-03-15T07:23:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:23:00 💓 heartbeat | 扫描=657 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:24:01+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:24:01 💓 heartbeat | 扫描=760 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:25:02+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:25:02 💓 heartbeat | 扫描=860 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:26:02+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:26:02 💓 heartbeat | 扫描=962 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:27:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:00 🪟 btc-updown-5m-1773530700 | 进入决策窗口 T-179s [120s~180s] 2026-03-15T07:27:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:00 🪟 btc-updown-5m-1773530700 T-179s | p=UP54% σ=0.26 | Up=0.53/122 Dn=0.49/291 spd=0.02 | beat=71010.98 px=71015.68 +0.7bp | nb=5.0bp flip=0.14 | ↑11s ↓0s 2026-03-15T07:27:00+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:00 ⏭ btc-updown-5m-1773530700 | 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=0.53/122 Dn=0.49/291 spd=0.02 | beat=71010.98 px=71015.68 +0.7bp 2026-03-15T07:27:02+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:02 💓 heartbeat | 扫描=1063 | 无持仓 | 余额=83.88 usdc.e | traded=152 | 今日 1W-3L 已实现PnL=$-0.78 2026-03-15T07:27:06+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:06 🪟 btc-updown-5m-1773530700 T-174s | p=UP54% σ=0.26 | Up=0.63/70 Dn=0.38/443 spd=0.01 | beat=71010.98 px=71015.76 +0.7bp | nb=5.0bp flip=0.14 | ↑11s ↓0s 2026-03-15T07:27:11+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:11 ⏭ btc-updown-5m-1773530700 | 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=0.63/56 Dn=0.38/134 spd=0.01 | beat=71010.98 px=71020.61 +1.4bp 2026-03-15T07:27:11+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:11 🪟 btc-updown-5m-1773530700 T-168s | p=UP62% σ=0.25 | Up=0.59/59 Dn=0.42/141 spd=0.01 | beat=71010.98 px=71023.36 +1.7bp | nb=5.0bp flip=0.12 | ↑11s ↓0s 2026-03-15T07:27:17+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:17 🪟 btc-updown-5m-1773530700 T-163s | p=UP63% σ=0.25 | Up=0.59/5 Dn=0.42/428 spd=0.01 | beat=71010.98 px=71024.38 +1.9bp | nb=5.0bp flip=0.11 | ↑11s ↓0s 2026-03-15T07:27:21+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:21 ⏭ btc-updown-5m-1773530700 | rej=无信号 执行edge不足 best=Up net=-0.003 thr=0.070 margin=-0.073 Up:执行edge不足 Down:执行edge不足 | Up=0.63/196 Dn=0.38/256 spd=0.01 | beat=71010.98 px=71024.20 +1.9bp 2026-03-15T07:27:23+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:23 🪟 btc-updown-5m-1773530700 T-157s | p=UP63% σ=0.24 | Up=0.64/134 Dn=0.37/219 spd=0.01 | beat=71010.98 px=71024.20 +1.9bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-15T07:27:29+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:29 🪟 btc-updown-5m-1773530700 T-151s | p=UP62% σ=0.28 | Up=0.70/947 Dn=0.31/10 spd=0.01 | beat=71010.98 px=71024.53 +1.9bp | nb=5.0bp flip=0.09 | ↑10s ↓0s 2026-03-15T07:27:30+08:00 ip-172-26-5-159 python[12114]: 2026-03-15 07:27:30 ⏭ btc-updown-5m-1773530700 | rej=near_beat diff=1.9bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 📡 价格流启动: binance, coinbase 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 📡 价格流启动: binance-perp 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 UserOrderFeed 启动 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 MarketResolutionFeed 启动 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 📡 coinbase WS 已连接 2026-03-15T10:21:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:01 📡 binance-perp WS 已连接 2026-03-15T10:21:02+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:02 📡 binance WS 已连接 2026-03-15T10:21:04+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:04 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:21:04+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:21:04 💓 heartbeat | 扫描=1 | 无持仓 | 余额=82.60 usdc.e | traded=158 | 今日 7W-4L 已实现PnL=$-2.06 2026-03-15T10:22:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:00 🪟 btc-updown-5m-1773541200 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:22:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:00 🪟 btc-updown-5m-1773541200 T-180s | p=DN62% σ=0.31 | Up=0.38/77 Dn=0.63/423 spd=0.01 | beat=71335.56 px=71319.29 -2.3bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-15T10:22:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:00 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=-0.016 thr=0.070 margin=-0.086 Up:执行edge不足 Down:执行edge不足 | Up=0.38/77 Dn=0.63/423 spd=0.01 | beat=71335.56 px=71319.29 -2.3bp 2026-03-15T10:22:05+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:05 💓 heartbeat | 扫描=100 | 无持仓 | 余额=82.60 usdc.e | traded=158 | 今日 7W-4L 已实现PnL=$-2.06 2026-03-15T10:22:06+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:06 🪟 btc-updown-5m-1773541200 T-174s | p=DN62% σ=0.31 | Up=0.39/186 Dn=0.62/19 spd=0.01 | beat=71335.56 px=71319.17 -2.3bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:10+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:10 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=-0.026 thr=0.070 margin=-0.096 Up:执行edge不足 Down:执行edge不足 | Up=0.37/89 Dn=0.66/71 spd=0.03 | beat=71335.56 px=71316.96 -2.6bp 2026-03-15T10:22:12+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:12 🪟 btc-updown-5m-1773541200 T-168s | p=DN64% σ=0.31 | Up=0.34/102 Dn=0.67/8 spd=0.01 | beat=71335.56 px=71316.88 -2.6bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:17+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:17 🪟 btc-updown-5m-1773541200 T-162s | p=DN66% σ=0.29 | Up=0.32/68 Dn=0.69/390 spd=0.01 | beat=71335.56 px=71316.24 -2.7bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:21+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:21 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=+0.026 thr=0.070 margin=-0.044 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.32/142 Dn=0.69/596 spd=0.01 | beat=71335.56 px=71308.48 -3.8bp 2026-03-15T10:22:22+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:22 ⏭ btc-updown-5m-1773541200 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.34/171 Dn=0.67/9 spd=0.01 | beat=71335.56 px=71307.41 -3.9bp 2026-03-15T10:22:23+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:23 🪟 btc-updown-5m-1773541200 T-157s | p=DN74% σ=0.27 | Up=0.34/97 Dn=0.67/88 spd=0.01 | beat=71335.56 px=71307.36 -4.0bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:29+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:29 🪟 btc-updown-5m-1773541200 T-151s | p=DN72% σ=0.34 | Up=0.26/5 Dn=0.75/457 spd=0.01 | beat=71335.56 px=71304.29 -4.4bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:31+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:31 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=+0.054 thr=0.070 margin=-0.016 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.36/31 Dn=0.65/255 spd=0.01 | beat=71335.56 px=71304.24 -4.4bp 2026-03-15T10:22:33+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:33 ⏭ btc-updown-5m-1773541200 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.37/121 Dn=0.64/10 spd=0.01 | beat=71335.56 px=71304.25 -4.4bp 2026-03-15T10:22:34+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:34 🪟 btc-updown-5m-1773541200 T-146s | p=DN72% σ=0.35 | Up=0.35/88 Dn=0.66/124 spd=0.01 | beat=71335.56 px=71304.27 -4.4bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-15T10:22:40+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:40 🪟 btc-updown-5m-1773541200 T-140s | p=DN71% σ=0.37 | Up=0.25/16 Dn=0.76/199 spd=0.01 | beat=71335.56 px=71304.54 -4.3bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:41+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:41 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=-0.005 thr=0.070 margin=-0.075 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.26/301 Dn=0.75/2718 spd=0.01 | beat=71335.56 px=71299.04 -5.1bp 2026-03-15T10:22:45+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:45 🪟 btc-updown-5m-1773541200 T-134s | p=DN79% σ=0.36 | Up=0.29/469 Dn=0.73/92 spd=0.02 | beat=71335.56 px=71292.77 -6.0bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:48+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:48 ⏭ btc-updown-5m-1773541200 | rej=recheck无信号 执行edge不足 best=Down net=+0.056 thr=0.068 margin=-0.012 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.27/104 Dn=0.74/154 spd=0.01 | beat=71335.56 px=71291.36 -6.2bp 2026-03-15T10:22:51+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:51 🪟 btc-updown-5m-1773541200 T-129s | p=DN81% σ=0.36 | Up=0.26/156 Dn=0.75/1667 spd=0.01 | beat=71335.56 px=71290.17 -6.4bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:22:51+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:51 ⏭ btc-updown-5m-1773541200 | rej=无信号 执行edge不足 best=Down net=+0.056 thr=0.068 margin=-0.011 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.26/198 Dn=0.75/1641 spd=0.01 | beat=71335.56 px=71289.73 -6.4bp 2026-03-15T10:22:56+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:56 🪟 btc-updown-5m-1773541200 T-124s | p=DN83% σ=0.35 | Up=0.27/673 Dn=0.74/8 spd=0.01 | beat=71335.56 px=71288.41 -6.6bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T10:22:56+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:22:56 ⏭ btc-updown-5m-1773541200 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.27/673 Dn=0.74/8 spd=0.01 | beat=71335.56 px=71288.41 -6.6bp 2026-03-15T10:23:05+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:23:05 💓 heartbeat | 扫描=174 | 无持仓 | 余额=82.60 usdc.e | traded=158 | 今日 7W-4L 已实现PnL=$-2.06 2026-03-15T10:23:14+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:23:14 MarketResolutionFeed WebSocket 已连接 2026-03-15T10:24:06+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:24:06 💓 heartbeat | 扫描=275 | 无持仓 | 余额=82.36 usdc.e | traded=158 | 今日 7W-5L 已实现PnL=$-2.30 2026-03-15T10:25:06+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:25:06 💓 heartbeat | 扫描=373 | 无持仓 | 余额=82.36 usdc.e | traded=158 | 今日 7W-5L 已实现PnL=$-2.30 2026-03-15T10:26:07+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:26:07 💓 heartbeat | 扫描=475 | 无持仓 | 余额=82.36 usdc.e | traded=158 | 今日 7W-5L 已实现PnL=$-2.30 2026-03-15T10:26:56+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:26:56 市场 resolved 事件 | condition=0xa0c9153d7fbeef 2026-03-15T10:26:56+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:26:56 WS resolved 触发 | condition=0xa0c9153d7fbeef 将在下次循环立即尝试 redeem 2026-03-15T10:27:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:00 🪟 btc-updown-5m-1773541500 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:27:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:00 🪟 btc-updown-5m-1773541500 T-180s | p=UP79% σ=0.38 | Up=0.83/102 Dn=0.18/18 spd=0.01 | beat=71237.65 px=71289.92 +7.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T10:27:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:00 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=-0.040 thr=0.067 margin=-0.107 Up:执行edge不足 Down:量不足 | Up=0.83/102 Dn=0.18/18 spd=0.01 | beat=71237.65 px=71289.92 +7.3bp 2026-03-15T10:27:01+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:01 ⏭ btc-updown-5m-1773541500 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.83/15 Dn=0.18/11 spd=0.01 | beat=71237.65 px=71293.61 +7.9bp 2026-03-15T10:27:06+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:06 🪟 btc-updown-5m-1773541500 T-174s | p=UP82% σ=0.37 | Up=0.86/53 Dn=0.15/72 spd=0.01 | beat=71237.65 px=71294.38 +8.0bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T10:27:07+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:07 💓 heartbeat | 扫描=573 | 无持仓 | 余额=82.36 usdc.e | traded=158 | 今日 7W-5L 已实现PnL=$-2.30 2026-03-15T10:27:10+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:10 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=-0.067 thr=0.067 margin=-0.134 Up:执行edge不足 Down:量不足 | Up=0.89/486 Dn=0.13/16 spd=0.02 | beat=71237.65 px=71294.47 +8.0bp 2026-03-15T10:27:11+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:11 🪟 btc-updown-5m-1773541500 T-169s | p=UP82% σ=0.37 | Up=0.88/60 Dn=0.13/25 spd=0.01 | beat=71237.65 px=71294.47 +8.0bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T10:27:13+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:13 ⏭ btc-updown-5m-1773541500 | rej=无信号 无候选 Up:量不足 Down:contrarian_entry_guard | Up=0.88/19 Dn=0.13/68 spd=0.01 | beat=71237.65 px=71295.16 +8.1bp 2026-03-15T10:27:17+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:17 🪟 btc-updown-5m-1773541500 T-163s | p=UP83% σ=0.39 | Up=0.93/231 Dn=0.08/105 spd=0.01 | beat=71237.65 px=71297.99 +8.5bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T10:27:21+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:21 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=-0.038 thr=0.067 margin=-0.105 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.87/344 Dn=0.14/311 spd=0.01 | beat=71237.65 px=71298.30 +8.5bp 2026-03-15T10:27:23+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:23 🪟 btc-updown-5m-1773541500 T-157s | p=UP84% σ=0.39 | Up=0.89/146 Dn=0.12/89 spd=0.01 | beat=71237.65 px=71298.39 +8.5bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T10:27:28+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:28 🪟 btc-updown-5m-1773541500 T-151s | p=UP85% σ=0.38 | Up=0.84/184 Dn=0.17/171 spd=0.01 | beat=71237.65 px=71299.55 +8.7bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T10:27:32+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:32 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=+0.010 thr=0.067 margin=-0.057 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.84/32 Dn=0.17/271 spd=0.01 | beat=71237.65 px=71299.63 +8.7bp 2026-03-15T10:27:34+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:34 🪟 btc-updown-5m-1773541500 T-146s | p=UP86% σ=0.37 | Up=0.84/111 Dn=0.17/235 spd=0.01 | beat=71237.65 px=71299.41 +8.7bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T10:27:39+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:39 🪟 btc-updown-5m-1773541500 T-141s | p=UP83% σ=0.36 | Up=0.84/57 Dn=0.17/258 spd=0.01 | beat=71237.65 px=71290.21 +7.4bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T10:27:42+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:42 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=-0.020 thr=0.067 margin=-0.087 Up:执行edge不足 Down:量不足 | Up=0.85/96 Dn=0.16/16 spd=0.01 | beat=71237.65 px=71290.08 +7.4bp 2026-03-15T10:27:44+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:44 🪟 btc-updown-5m-1773541500 T-135s | p=UP83% σ=0.36 | Up=0.85/203 Dn=0.16/32 spd=0.01 | beat=71237.65 px=71289.82 +7.3bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T10:27:50+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:50 🪟 btc-updown-5m-1773541500 T-129s | p=UP83% σ=0.37 | Up=0.86/154 Dn=0.15/54 spd=0.01 | beat=71237.65 px=71289.10 +7.2bp | nb=5.0bp flip=0.00 | ↑11s ↓0s 2026-03-15T10:27:53+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:53 ⏭ btc-updown-5m-1773541500 | rej=无信号 执行edge不足 best=Up net=-0.024 thr=0.067 margin=-0.091 Up:执行edge不足 Down:contrarian_entry_guard | Up=0.86/165 Dn=0.15/168 spd=0.01 | beat=71237.65 px=71289.10 +7.2bp 2026-03-15T10:27:56+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:27:56 🪟 btc-updown-5m-1773541500 T-124s | p=UP84% σ=0.37 | Up=0.86/108 Dn=0.15/185 spd=0.01 | beat=71237.65 px=71289.14 +7.2bp | nb=5.0bp flip=0.00 | ↑10s ↓0s 2026-03-15T10:28:07+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:28:07 💓 heartbeat | 扫描=649 | 无持仓 | 余额=81.90 usdc.e | traded=158 | 今日 7W-6L 已实现PnL=$-2.76 2026-03-15T10:29:08+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:29:08 💓 heartbeat | 扫描=746 | 无持仓 | 余额=81.90 usdc.e | traded=158 | 今日 7W-6L 已实现PnL=$-2.76 2026-03-15T10:30:08+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:30:08 💓 heartbeat | 扫描=838 | 无持仓 | 余额=81.90 usdc.e | traded=158 | 今日 7W-6L 已实现PnL=$-2.76 2026-03-15T10:31:09+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:31:09 💓 heartbeat | 扫描=935 | 无持仓 | 余额=80.52 usdc.e | traded=158 | 今日 7W-6L 已实现PnL=$-2.76 2026-03-15T10:32:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:00 🪟 btc-updown-5m-1773541800 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:32:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:00 🪟 btc-updown-5m-1773541800 T-180s | p=DN81% σ=0.44 | Up=0.25/1753 Dn=0.77/163 spd=0.02 | beat=71281.89 px=71217.47 -9.0bp | nb=5.0bp flip=0.01 | ↑0s ↓8s 2026-03-15T10:32:00+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:00 ⏭ btc-updown-5m-1773541800 | rej=无信号 执行edge不足 best=Down net=+0.016 thr=0.067 margin=-0.051 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.25/1753 Dn=0.77/163 spd=0.02 | beat=71281.89 px=71217.47 -9.0bp 2026-03-15T10:32:02+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:02 ⏭ btc-updown-5m-1773541800 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.23/48 Dn=0.82/1148 spd=0.05 | beat=71281.89 px=71217.59 -9.0bp 2026-03-15T10:32:05+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:05 🪟 btc-updown-5m-1773541800 T-175s | p=DN79% σ=0.44 | Up=0.22/94 Dn=0.79/58 spd=0.01 | beat=71281.89 px=71223.04 -8.3bp | nb=5.0bp flip=0.01 | ↑0s ↓3s 2026-03-15T10:32:10+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:10 💓 heartbeat | 扫描=1030 | 无持仓 | 余额=81.32 usdc.e | traded=158 | 今日 7W-7L 已实现PnL=$-3.33 2026-03-15T10:32:10+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:10 🪟 btc-updown-5m-1773541800 T-169s | p=DN75% σ=0.43 | Up=0.16/172 Dn=0.85/50 spd=0.01 | beat=71281.89 px=71233.66 -6.8bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-15T10:32:10+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:10 ⏭ btc-updown-5m-1773541800 | rej=无信号 执行edge不足 best=Up net=+0.020 thr=0.070 margin=-0.050 Up:执行edge不足 Down:执行edge不足 | Up=0.16/172 Dn=0.85/50 spd=0.01 | beat=71281.89 px=71233.66 -6.8bp 2026-03-15T10:32:14+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:14 ⏭ btc-updown-5m-1773541800 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.14/386 Dn=0.87/3 spd=0.01 | beat=71281.89 px=71226.40 -7.8bp 2026-03-15T10:32:16+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:16 🪟 btc-updown-5m-1773541800 T-164s | p=DN79% σ=0.43 | Up=0.12/112 Dn=0.89/336 spd=0.01 | beat=71281.89 px=71225.35 -7.9bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:32:21+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:21 ⏭ btc-updown-5m-1773541800 | rej=无信号 执行edge不足 best=Down net=-0.039 thr=0.067 margin=-0.106 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.17/129 Dn=0.85/125 spd=0.02 | beat=71281.89 px=71220.65 -8.6bp 2026-03-15T10:32:22+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:22 🪟 btc-updown-5m-1773541800 T-158s | p=DN83% σ=0.43 | Up=0.16/135 Dn=0.85/468 spd=0.01 | beat=71281.89 px=71217.07 -9.1bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:32:28+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:28 🪟 btc-updown-5m-1773541800 T-152s | p=DN84% σ=0.42 | Up=0.18/246 Dn=0.83/91 spd=0.01 | beat=71281.89 px=71217.07 -9.1bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:32:32+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:32 ⏭ btc-updown-5m-1773541800 | rej=无信号 执行edge不足 best=Down net=-0.013 thr=0.067 margin=-0.080 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.18/97 Dn=0.83/191 spd=0.01 | beat=71281.89 px=71221.15 -8.5bp 2026-03-15T10:32:33+08:00 ip-172-26-5-159 python[14666]: 2026-03-15 10:32:33 🪟 btc-updown-5m-1773541800 T-146s | p=DN82% σ=0.42 | Up=0.19/408 Dn=0.83/170 spd=0.02 | beat=71281.89 px=71222.36 -8.4bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:32:38+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T10:32:38+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T10:32:38+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:32:38+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 49.884s CPU time. 2026-03-15T10:32:38+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 builder attribution: 已配置 BuilderConfig 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 OrderBookWebSocketFeed 启动 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=WS共识(binance-usdc/coinbase-usd) | ref一致性<3.0bps 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 数据 σ lookback=300s | σ优先WS, Binance 1s兜底 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 模型 tape=binance btcusdt perpetual | ref=binance btcusdc spot + coinbase spot 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 📡 价格流启动: binance, coinbase 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 📡 价格流启动: binance-perp 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 UserOrderFeed 启动 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 MarketResolutionFeed 启动 2026-03-15T10:32:42+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:42 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:32:43+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:43 📡 coinbase WS 已连接 2026-03-15T10:32:43+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:43 📡 binance-perp WS 已连接 2026-03-15T10:32:43+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:43 📡 binance WS 已连接 2026-03-15T10:32:46+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:46 🪟 btc-updown-5m-1773541800 | 进入决策窗口 T-134s [120s~180s] 2026-03-15T10:32:46+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:46 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:32:48+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:48 ⏭ btc-updown-5m-1773541800 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-15T10:32:48+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:48 💓 heartbeat | 扫描=1 | 无持仓 | 余额=81.32 usdc.e | traded=158 | 今日 7W-7L 已实现PnL=$-3.33 2026-03-15T10:32:49+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:49 🪟 btc-updown-5m-1773541800 T-131s | p=DN95% σ=0.24 | Up=0.16/48 Dn=0.85/74 spd=0.01 | beat=71281.89 px=71225.82 -7.9bp | nb=5.0bp flip=0.01 | ↑0s ↓6s 2026-03-15T10:32:49+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:49 ⏭ btc-updown-5m-1773541800 | rej=无信号 执行edge不足 best=Down net=+0.049 thr=0.068 margin=-0.019 Up:执行edge不足 Down:执行edge不足 | Up=0.16/48 Dn=0.85/74 spd=0.01 | beat=71281.89 px=71225.82 -7.9bp 2026-03-15T10:32:52+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:52 UserOrderFeed WebSocket 已连接 2026-03-15T10:32:55+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:32:55 ✅ v11买入 btc-updown-5m-1773541800 | Down avg≈0.860 8.96739shares limit=0.860 order=0x4990deb1f326b1c0025fca991da7c519f29e28f2b63407f9512785181f3f9e34 2026-03-15T10:33:08+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:33:08 MarketResolutionFeed WebSocket 已连接 2026-03-15T10:33:30+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:33:30 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.'}] 2026-03-15T10:33:30+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:33:30 ❌ v11止损卖出未成交 btc-updown-5m-1773541800 | Down limit=0.940 reason=order_unfilled order=- 2026-03-15T10:33:36+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:33:36 🛑 v11止损卖出 btc-updown-5m-1773541800 | Down avg≈0.950 8.960000shares limit=0.950 order=0xb1d2a2a5229578085ffcfdfe98aed32adf7d69d095e414e8911038ed5c77e85a drawdown=0.0% 2026-03-15T10:33:48+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:33:48 💓 heartbeat | 扫描=63 | 无持仓 | 余额=82.09 usdc.e | traded=159 | 今日 8W-7L 已实现PnL=$-2.57 2026-03-15T10:34:49+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:34:49 💓 heartbeat | 扫描=165 | 无持仓 | 余额=82.09 usdc.e | traded=159 | 今日 8W-7L 已实现PnL=$-2.57 2026-03-15T10:35:49+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:35:49 💓 heartbeat | 扫描=264 | 无持仓 | 余额=82.09 usdc.e | traded=159 | 今日 8W-7L 已实现PnL=$-2.57 2026-03-15T10:36:49+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:36:49 💓 heartbeat | 扫描=366 | 无持仓 | 余额=82.09 usdc.e | traded=159 | 今日 8W-7L 已实现PnL=$-2.57 2026-03-15T10:37:00+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:37:00 🪟 btc-updown-5m-1773542100 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:37:00+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:37:00 🪟 btc-updown-5m-1773542100 T-180s | p=UP61% σ=0.40 | Up=0.40/6 Dn=0.61/594 spd=0.01 | beat=71204.60 px=71224.15 +2.7bp | nb=5.0bp flip=0.06 | ↑10s ↓0s 2026-03-15T10:37:00+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:37:00 ⏭ btc-updown-5m-1773542100 | rej=无信号 执行edge不足 best=Down net=-0.029 thr=0.070 margin=-0.099 Up:量不足 Down:执行edge不足 | Up=0.40/6 Dn=0.61/594 spd=0.01 | beat=71204.60 px=71224.15 +2.7bp 2026-03-15T10:37:03+08:00 ip-172-26-5-159 python[14891]: 2026-03-15 10:37:03 ⏭ btc-updown-5m-1773542100 | rej=near_beat diff=1.2bp", line 198, in _run_module_as_main 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "", line 88, in _run_code 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: main() 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: asyncio.run(run_live()) 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: return runner.run(main) 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: return self._loop.run_until_complete(task) 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: return future.result() 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: ^^^^^^^^^^^^^^^ 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: await run_live_for_preset( 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: ^^^^^^^^ 2026-03-15T10:39:58+08:00 ip-172-26-5-159 python[15102]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:39:59+08:00 ip-172-26-5-159 python[15102]: 2026-03-15 10:39:59 Unclosed client session 2026-03-15T10:39:59+08:00 ip-172-26-5-159 python[15102]: client_session: 2026-03-15T10:39:59+08:00 ip-172-26-5-159 python[15102]: 2026-03-15 10:39:59 Unclosed client session 2026-03-15T10:39:59+08:00 ip-172-26-5-159 python[15102]: client_session: 2026-03-15T10:39:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:39:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:39:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.301s CPU time. 2026-03-15T10:40:04+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 1. 2026-03-15T10:40:04+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 builder attribution: 已配置 BuilderConfig 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 OrderBookWebSocketFeed 启动 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: Traceback (most recent call last): 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "", line 198, in _run_module_as_main 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "", line 88, in _run_code 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: main() 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: asyncio.run(run_live()) 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: return runner.run(main) 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: return self._loop.run_until_complete(task) 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: return future.result() 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: ^^^^^^^^^^^^^^^ 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: await run_live_for_preset( 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: ^^^^^^^^ 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 Unclosed client session 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: client_session: 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: 2026-03-15 10:40:12 Unclosed client session 2026-03-15T10:40:12+08:00 ip-172-26-5-159 python[15490]: client_session: 2026-03-15T10:40:12+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:40:12+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:40:12+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.282s CPU time. 2026-03-15T10:40:18+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 2. 2026-03-15T10:40:18+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 builder attribution: 已配置 BuilderConfig 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 OrderBookWebSocketFeed 启动 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: Traceback (most recent call last): 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "", line 198, in _run_module_as_main 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "", line 88, in _run_code 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: main() 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: asyncio.run(run_live()) 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: return runner.run(main) 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: return self._loop.run_until_complete(task) 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: return future.result() 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: ^^^^^^^^^^^^^^^ 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: await run_live_for_preset( 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: ^^^^^^^^ 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 Unclosed client session 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: client_session: 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: 2026-03-15 10:40:24 Unclosed client session 2026-03-15T10:40:24+08:00 ip-172-26-5-159 python[15637]: client_session: 2026-03-15T10:40:25+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:40:25+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:40:25+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.254s CPU time. 2026-03-15T10:40:30+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 3. 2026-03-15T10:40:30+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 builder attribution: 已配置 BuilderConfig 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 OrderBookWebSocketFeed 启动 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: Traceback (most recent call last): 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "", line 198, in _run_module_as_main 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "", line 88, in _run_code 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: main() 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: asyncio.run(run_live()) 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: return runner.run(main) 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: return self._loop.run_until_complete(task) 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: return future.result() 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: ^^^^^^^^^^^^^^^ 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: await run_live_for_preset( 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: ^^^^^^^^ 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 Unclosed client session 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: client_session: 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: 2026-03-15 10:40:36 Unclosed client session 2026-03-15T10:40:36+08:00 ip-172-26-5-159 python[15766]: client_session: 2026-03-15T10:40:37+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:40:37+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:40:37+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.278s CPU time. 2026-03-15T10:40:42+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 4. 2026-03-15T10:40:42+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 builder attribution: 已配置 BuilderConfig 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 OrderBookWebSocketFeed 启动 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:47 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: Traceback (most recent call last): 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "", line 198, in _run_module_as_main 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "", line 88, in _run_code 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: main() 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: asyncio.run(run_live()) 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: return runner.run(main) 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: return self._loop.run_until_complete(task) 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: return future.result() 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: ^^^^^^^^^^^^^^^ 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: await run_live_for_preset( 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: ^^^^^^^^ 2026-03-15T10:40:47+08:00 ip-172-26-5-159 python[15794]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:40:48+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:48 Unclosed client session 2026-03-15T10:40:48+08:00 ip-172-26-5-159 python[15794]: client_session: 2026-03-15T10:40:48+08:00 ip-172-26-5-159 python[15794]: 2026-03-15 10:40:48 Unclosed client session 2026-03-15T10:40:48+08:00 ip-172-26-5-159 python[15794]: client_session: 2026-03-15T10:40:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:40:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:40:48+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.126s CPU time. 2026-03-15T10:40:53+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 5. 2026-03-15T10:40:53+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 builder attribution: 已配置 BuilderConfig 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 OrderBookWebSocketFeed 启动 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: Traceback (most recent call last): 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "", line 198, in _run_module_as_main 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "", line 88, in _run_code 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: main() 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: asyncio.run(run_live()) 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: return runner.run(main) 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: return self._loop.run_until_complete(task) 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: return future.result() 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: ^^^^^^^^^^^^^^^ 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: await run_live_for_preset( 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: ^^^^^^^^ 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 Unclosed client session 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: client_session: 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: 2026-03-15 10:40:58 Unclosed client session 2026-03-15T10:40:58+08:00 ip-172-26-5-159 python[15824]: client_session: 2026-03-15T10:40:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:40:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:40:59+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.122s CPU time. 2026-03-15T10:41:04+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 6. 2026-03-15T10:41:04+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:08+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:08 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:41:08+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:08 builder attribution: 已配置 BuilderConfig 2026-03-15T10:41:08+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:08 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:09 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:09 OrderBookWebSocketFeed 启动 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:09 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: Traceback (most recent call last): 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "", line 198, in _run_module_as_main 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "", line 88, in _run_code 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: main() 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: asyncio.run(run_live()) 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: return runner.run(main) 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: return self._loop.run_until_complete(task) 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: return future.result() 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: ^^^^^^^^^^^^^^^ 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: await run_live_for_preset( 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: ^^^^^^^^ 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:09 Unclosed client session 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: client_session: 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: 2026-03-15 10:41:09 Unclosed client session 2026-03-15T10:41:09+08:00 ip-172-26-5-159 python[15852]: client_session: 2026-03-15T10:41:09+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:41:09+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:41:09+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.152s CPU time. 2026-03-15T10:41:14+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 7. 2026-03-15T10:41:14+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:18+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:18 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:41:18+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:18 builder attribution: 已配置 BuilderConfig 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 OrderBookWebSocketFeed 启动 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: Traceback (most recent call last): 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "", line 198, in _run_module_as_main 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "", line 88, in _run_code 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: main() 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: asyncio.run(run_live()) 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: return runner.run(main) 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: return self._loop.run_until_complete(task) 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: return future.result() 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: ^^^^^^^^^^^^^^^ 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: await run_live_for_preset( 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: ^^^^^^^^ 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 Unclosed client session 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: client_session: 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: 2026-03-15 10:41:19 Unclosed client session 2026-03-15T10:41:19+08:00 ip-172-26-5-159 python[15944]: client_session: 2026-03-15T10:41:19+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:41:19+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:41:19+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.170s CPU time. 2026-03-15T10:41:24+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 8. 2026-03-15T10:41:24+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 builder attribution: 已配置 BuilderConfig 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 OrderBookWebSocketFeed 启动 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:29 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: Traceback (most recent call last): 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "", line 198, in _run_module_as_main 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "", line 88, in _run_code 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: main() 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: asyncio.run(run_live()) 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: return runner.run(main) 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: return self._loop.run_until_complete(task) 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: return future.result() 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: ^^^^^^^^^^^^^^^ 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: await run_live_for_preset( 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: ^^^^^^^^ 2026-03-15T10:41:29+08:00 ip-172-26-5-159 python[15972]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:41:30+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:30 Unclosed client session 2026-03-15T10:41:30+08:00 ip-172-26-5-159 python[15972]: client_session: 2026-03-15T10:41:30+08:00 ip-172-26-5-159 python[15972]: 2026-03-15 10:41:30 Unclosed client session 2026-03-15T10:41:30+08:00 ip-172-26-5-159 python[15972]: client_session: 2026-03-15T10:41:30+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:41:30+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:41:30+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.172s CPU time. 2026-03-15T10:41:35+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 9. 2026-03-15T10:41:35+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:40+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:40 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:41:40+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:40 builder attribution: 已配置 BuilderConfig 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 OrderBookWebSocketFeed 启动 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: Traceback (most recent call last): 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "", line 198, in _run_module_as_main 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "", line 88, in _run_code 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: main() 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: asyncio.run(run_live()) 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: return runner.run(main) 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: return self._loop.run_until_complete(task) 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: return future.result() 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: ^^^^^^^^^^^^^^^ 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: await run_live_for_preset( 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: ^^^^^^^^ 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 Unclosed client session 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: client_session: 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: 2026-03-15 10:41:41 Unclosed client session 2026-03-15T10:41:41+08:00 ip-172-26-5-159 python[16000]: client_session: 2026-03-15T10:41:41+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:41:41+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:41:41+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.171s CPU time. 2026-03-15T10:41:47+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Scheduled restart job, restart counter is at 10. 2026-03-15T10:41:47+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 builder attribution: 已配置 BuilderConfig 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 OrderBookWebSocketFeed 启动 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:52 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: Traceback (most recent call last): 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "", line 198, in _run_module_as_main 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "", line 88, in _run_code 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 47, in 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: main() 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 43, in main 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: asyncio.run(run_live()) 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/usr/lib/python3.12/asyncio/runners.py", line 194, in run 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: return runner.run(main) 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: ^^^^^^^^^^^^^^^^ 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/usr/lib/python3.12/asyncio/runners.py", line 118, in run 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: return self._loop.run_until_complete(task) 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/usr/lib/python3.12/asyncio/base_events.py", line 687, in run_until_complete 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: return future.result() 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: ^^^^^^^^^^^^^^^ 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/root/polymarket-bot/src/polymarket_bot/run_btc5m_live.py", line 34, in run_live 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: await run_live_for_preset( 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 634, in run_live_for_preset 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: log_startup_banner(preset, config, live_control, config_source) 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: File "/root/polymarket-bot/src/polymarket_bot/run_price_window_live.py", line 389, in log_startup_banner 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: f"ref/confirm=Chainlink {chainlink_mode} {feed_cfg['chainlink']} | " 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: ^^^^^^^^ 2026-03-15T10:41:52+08:00 ip-172-26-5-159 python[16028]: NameError: name 'feed_cfg' is not defined 2026-03-15T10:41:53+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:53 Unclosed client session 2026-03-15T10:41:53+08:00 ip-172-26-5-159 python[16028]: client_session: 2026-03-15T10:41:53+08:00 ip-172-26-5-159 python[16028]: 2026-03-15 10:41:53 Unclosed client session 2026-03-15T10:41:53+08:00 ip-172-26-5-159 python[16028]: client_session: 2026-03-15T10:41:53+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Main process exited, code=exited, status=1/FAILURE 2026-03-15T10:41:53+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Failed with result 'exit-code'. 2026-03-15T10:41:53+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.188s CPU time. 2026-03-15T10:41:58+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:41:58+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 3.188s CPU time. 2026-03-15T10:41:58+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 builder attribution: 已配置 BuilderConfig 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 OrderBookWebSocketFeed 启动 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:42:03+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:03 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 📡 价格流启动: binance-perp 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 UserOrderFeed 启动 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 MarketResolutionFeed 启动 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:42:04+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:04 📡 binance-perp WS 已连接 2026-03-15T10:42:07+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:07 🪟 btc-updown-5m-1773542400 | 进入决策窗口 T-173s [120s~180s] 2026-03-15T10:42:07+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:07 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:42:09+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:09 ⏭ btc-updown-5m-1773542400 | Chainlink 起点价未对齐，跳过 2026-03-15T10:42:09+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:09 💓 heartbeat | 扫描=1 | 无持仓 | 余额=82.09 usdc.e | traded=159 | 今日 8W-7L 已实现PnL=$-2.57 2026-03-15T10:42:16+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:16 🪟 btc-updown-5m-1773542400 T-164s | p=UP59% σ=0.25 | Up=0.70/141 Dn=0.31/30 spd=0.01 | beat=71285.22 px=71294.21 +1.3bp | nb=5.0bp flip=0.09 | ↑11s ↓0s 2026-03-15T10:42:16+08:00 ip-172-26-5-159 python[16128]: 2026-03-15 10:42:16 ⏭ btc-updown-5m-1773542400 | rej=near_beat diff=1.3bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 📡 价格流启动: binance-perp 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 UserOrderFeed 启动 2026-03-15T10:49:10+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:10 MarketResolutionFeed 启动 2026-03-15T10:49:11+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:11 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:49:11+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:11 📡 binance-perp WS 已连接 2026-03-15T10:49:14+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:14 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:49:14+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:49:14 💓 heartbeat | 扫描=1 | 无持仓 | 余额=81.73 usdc.e | traded=159 | 今日 8W-9L 已实现PnL=$-2.93 2026-03-15T10:50:14+08:00 ip-172-26-5-159 python[16519]: 2026-03-15 10:50:14 💓 heartbeat | 扫描=99 | 无持仓 | 余额=81.73 usdc.e | traded=159 | 今日 8W-9L 已实现PnL=$-2.93 2026-03-15T10:51:13+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T10:51:13+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T10:51:13+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:51:13+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 10.219s CPU time. 2026-03-15T10:51:13+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 builder attribution: 已配置 BuilderConfig 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 OrderBookWebSocketFeed 启动 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 📡 价格流启动: binance-perp 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 UserOrderFeed 启动 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 MarketResolutionFeed 启动 2026-03-15T10:51:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:17 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:51:18+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:18 📡 binance-perp WS 已连接 2026-03-15T10:51:20+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:20 MarketResolutionFeed WebSocket 已连接 2026-03-15T10:51:21+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:21 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:51:21+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:51:21 💓 heartbeat | 扫描=1 | 其他runtime持仓=1 | 余额=80.33 usdc.e | traded=159 | 今日 8W-9L 已实现PnL=$-2.93 2026-03-15T10:52:00+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:00 🪟 btc-updown-5m-1773543000 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:52:03+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:03 🪟 btc-updown-5m-1773543000 T-180s | p=DN96% σ=0.70 | Up=0.03/170 Dn=0.98/605 spd=0.01 | beat=71623.24 px=71415.45 -29.0bp | nb=5.0bp flip=0.01 | ↑0s ↓14s 2026-03-15T10:52:03+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:03 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/170 Dn=0.98/605 spd=0.01 | beat=71623.24 px=71415.45 -29.0bp 2026-03-15T10:52:06+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:06 🪟 btc-updown-5m-1773543000 T-174s | p=DN96% σ=0.70 | Up=0.03/115 Dn=0.98/624 spd=0.01 | beat=71623.24 px=71414.78 -29.1bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:10+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:10 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.02/972 Dn=0.99/3362 spd=0.01 | beat=71623.24 px=71414.78 -29.1bp 2026-03-15T10:52:11+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:11 🪟 btc-updown-5m-1773543000 T-168s | p=DN96% σ=0.70 | Up=0.02/464 Dn=0.99/2726 spd=0.01 | beat=71623.24 px=71418.23 -28.6bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:17+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:17 🪟 btc-updown-5m-1773543000 T-163s | p=DN95% σ=0.70 | Up=0.03/217 Dn=0.98/112 spd=0.01 | beat=71623.24 px=71433.33 -26.5bp | nb=5.0bp flip=0.01 | ↑0s ↓10s 2026-03-15T10:52:21+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:21 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.02/381 Dn=0.99/3460 spd=0.01 | beat=71623.24 px=71440.11 -25.6bp 2026-03-15T10:52:21+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:21 💓 heartbeat | 扫描=90 | 其他runtime持仓=1 | 余额=80.43 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:52:22+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:22 🪟 btc-updown-5m-1773543000 T-158s | p=DN95% σ=0.70 | Up=0.02/389 Dn=0.99/3427 spd=0.01 | beat=71623.24 px=71440.47 -25.5bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:28+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:28 🪟 btc-updown-5m-1773543000 T-152s | p=DN95% σ=0.69 | Up=0.03/451 Dn=0.98/3 spd=0.01 | beat=71623.24 px=71443.15 -25.1bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:32+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:32 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/178 Dn=0.98/264 spd=0.01 | beat=71623.24 px=71439.71 -25.6bp 2026-03-15T10:52:33+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:33 🪟 btc-updown-5m-1773543000 T-146s | p=DN96% σ=0.69 | Up=0.03/179 Dn=0.98/187 spd=0.01 | beat=71623.24 px=71439.53 -25.6bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:39+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:39 🪟 btc-updown-5m-1773543000 T-141s | p=DN96% σ=0.68 | Up=0.02/168 Dn=0.99/3121 spd=0.01 | beat=71623.24 px=71437.84 -25.9bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:42+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:42 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/84 Dn=0.98/261 spd=0.01 | beat=71623.24 px=71437.36 -26.0bp 2026-03-15T10:52:45+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:45 🪟 btc-updown-5m-1773543000 T-135s | p=DN97% σ=0.68 | Up=0.03/289 Dn=0.98/460 spd=0.01 | beat=71623.24 px=71437.36 -26.0bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:50+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:50 🪟 btc-updown-5m-1773543000 T-129s | p=DN97% σ=0.68 | Up=0.03/5 Dn=0.98/360 spd=0.01 | beat=71623.24 px=71431.37 -26.8bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T10:52:53+08:00 ip-172-26-5-159 python[16668]: 2026-03-15 10:52:53 ⏭ btc-updown-5m-1773543000 | rej=无信号 无候选 Up:ask超范围 Down:ask超范围 | Up=0.03/553 Dn=0.98/855 spd=0.01 | beat=71623.24 px=71426.12 -27.5bp 2026-03-15T10:52:54+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T10:52:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T10:52:54+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:52:54+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 8.135s CPU time. 2026-03-15T10:52:54+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 builder attribution: 已配置 BuilderConfig 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 OrderBookWebSocketFeed 启动 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 📡 价格流启动: binance-perp 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 UserOrderFeed 启动 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 MarketResolutionFeed 启动 2026-03-15T10:52:57+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:57 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T10:52:58+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:52:58 📡 binance-perp WS 已连接 2026-03-15T10:53:01+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:53:01 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T10:53:01+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:53:01 💓 heartbeat | 扫描=1 | 无持仓 | 余额=80.43 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:54:01+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:54:01 💓 heartbeat | 扫描=104 | 无持仓 | 余额=80.43 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:55:02+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:55:02 💓 heartbeat | 扫描=205 | 无持仓 | 余额=80.43 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:56:02+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:56:02 💓 heartbeat | 扫描=308 | 无持仓 | 余额=80.43 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:56:15+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:56:15 MarketResolutionFeed WebSocket 已连接 2026-03-15T10:57:00+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:00 🪟 btc-updown-5m-1773543300 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T10:57:00+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:00 🪟 btc-updown-5m-1773543300 T-180s | p=UP57% σ=0.36 | Up=0.53/136 Dn=0.49/177 spd=0.02 | beat=71433.55 px=71443.61 +1.4bp | nb=5.0bp flip=0.03 | ↑10s ↓0s 2026-03-15T10:57:00+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:00 ⏭ btc-updown-5m-1773543300 | rej=无信号 执行edge不足 best=Up net=+0.023 thr=0.070 margin=-0.047 Up:执行edge不足 Down:执行edge不足 | Up=0.53/136 Dn=0.49/177 spd=0.02 | beat=71433.55 px=71443.61 +1.4bp 2026-03-15T10:57:03+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:03 💓 heartbeat | 扫描=410 | 无持仓 | 余额=80.44 usdc.e | traded=159 | 今日 8W-10L 已实现PnL=$-4.22 2026-03-15T10:57:05+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:05 🪟 btc-updown-5m-1773543300 T-175s | p=UP53% σ=0.35 | Up=0.52/96 Dn=0.49/52 spd=0.01 | beat=71433.55 px=71438.38 +0.7bp | nb=5.0bp flip=0.03 | ↑11s ↓0s 2026-03-15T10:57:11+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:11 🪟 btc-updown-5m-1773543300 T-169s | p=UP53% σ=0.35 | Up=0.49/366 Dn=0.52/30 spd=0.01 | beat=71433.55 px=71438.38 +0.7bp | nb=5.0bp flip=0.03 | ↑7s ↓4s 2026-03-15T10:57:11+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:11 ⏭ btc-updown-5m-1773543300 | 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=0.49/366 Dn=0.52/30 spd=0.01 | beat=71433.55 px=71438.38 +0.7bp 2026-03-15T10:57:17+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:17 🪟 btc-updown-5m-1773543300 T-163s | p=DN51% σ=0.34 | Up=0.46/209 Dn=0.57/25 spd=0.03 | beat=71433.55 px=71432.24 -0.2bp | nb=5.0bp flip=0.03 | ↑2s ↓9s 2026-03-15T10:57:21+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:21 ⏭ btc-updown-5m-1773543300 | 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=0.40/251 Dn=0.61/20 spd=0.01 | beat=71433.55 px=71430.69 -0.4bp 2026-03-15T10:57:22+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:22 🪟 btc-updown-5m-1773543300 T-157s | p=DN52% σ=0.34 | Up=0.40/260 Dn=0.62/152 spd=0.02 | beat=71433.55 px=71430.43 -0.4bp | nb=5.0bp flip=0.03 | ↑0s ↓11s 2026-03-15T10:57:27+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:27 🪟 btc-updown-5m-1773543300 T-152s | p=DN62% σ=0.34 | Up=0.36/5 Dn=0.65/189 spd=0.01 | beat=71433.55 px=71417.53 -2.2bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T10:57:29+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:29 ⏭ btc-updown-5m-1773543300 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.40/226 Dn=0.64/411 spd=0.04 | beat=71433.55 px=71415.05 -2.6bp 2026-03-15T10:57:32+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:32 ⏭ btc-updown-5m-1773543300 | rej=无信号 执行edge不足 best=Down net=+0.003 thr=0.070 margin=-0.067 Up:量不足 Down:执行edge不足 | Up=0.39/12 Dn=0.63/419 spd=0.02 | beat=71433.55 px=71414.17 -2.7bp 2026-03-15T10:57:33+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:33 🪟 btc-updown-5m-1773543300 T-147s | p=DN64% σ=0.35 | Up=0.50/16 Dn=0.51/54 spd=0.01 | beat=71433.55 px=71414.11 -2.7bp | nb=5.0bp flip=0.02 | ↑0s ↓11s 2026-03-15T10:57:33+08:00 ip-172-26-5-159 python[16767]: 2026-03-15 10:57:33 ⏭ btc-updown-5m-1773543300 | rej=near_beat diff=2.7bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 📡 价格流启动: binance-perp 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 UserOrderFeed 启动 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 MarketResolutionFeed 启动 2026-03-15T11:13:15+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T11:13:16+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:16 📡 binance-perp WS 已连接 2026-03-15T11:13:18+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:18 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T11:13:19+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:19 💓 heartbeat | 扫描=1 | 无持仓 | 余额=74.12 usdc.e | traded=158 | 今日 8W-12L 已实现PnL=$-10.54 2026-03-15T11:13:39+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:13:39 MarketResolutionFeed WebSocket 已连接 2026-03-15T11:14:19+08:00 ip-172-26-5-159 python[18087]: 2026-03-15 11:14:19 💓 heartbeat | 扫描=103 | 其他runtime持仓=1 | 余额=70.80 usdc.e | traded=158 | 今日 8W-12L 已实现PnL=$-10.54 2026-03-15T11:14:21+08:00 ip-172-26-5-159 systemd[1]: Stopping polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot... 2026-03-15T11:14:21+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Deactivated successfully. 2026-03-15T11:14:21+08:00 ip-172-26-5-159 systemd[1]: Stopped polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T11:14:21+08:00 ip-172-26-5-159 systemd[1]: polymarket-bot-btc5m.service: Consumed 9.270s CPU time. 2026-03-15T11:14:21+08:00 ip-172-26-5-159 systemd[1]: Started polymarket-bot-btc5m.service - Polymarket BTC 5m Live Trading Bot. 2026-03-15T11:14:24+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:24 gasless: RelayClient 初始化成功 | wallet_type=GNOSIS_SAFE signer=0xb9Fa...B54d funder=0x242C...5a36 2026-03-15T11:14:24+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:24 builder attribution: 已配置 BuilderConfig 2026-03-15T11:14:24+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:24 ✅ ClobClient 原生初始化完成 | 钱包=0x242Cd7135180B30e38f86341249103867Ef15a36 | wallet_type=GNOSIS_SAFE | CLOB=builder | onchain=relay 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 gasless preflight: trading approvals ready | 6 项全部就绪 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 OrderBookWebSocketFeed 启动 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 Telegram 通知: 已启用 (chat_id=344102987) 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 🚀 Polymarket BTC 5m v11 fair value live bot | v11.0.11-ng (2026-03-12) 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┣━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 策略 窗口 120s~180s | raw>0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 📡 价格流启动: binance-perp 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 UserOrderFeed 启动 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 MarketResolutionFeed 启动 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T11:14:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:25 📡 binance-perp WS 已连接 2026-03-15T11:14:28+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:28 MarketResolutionFeed WebSocket 已连接 2026-03-15T11:14:28+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:28 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T11:14:28+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:14:28 💓 heartbeat | 扫描=1 | 其他runtime持仓=1 | 余额=70.80 usdc.e | traded=158 | 今日 8W-12L 已实现PnL=$-10.54 2026-03-15T11:15:28+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:15:28 💓 heartbeat | 扫描=101 | 其他runtime持仓=1 | 余额=70.80 usdc.e | traded=158 | 今日 8W-12L 已实现PnL=$-10.54 2026-03-15T11:16:28+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:16:28 💓 heartbeat | 扫描=205 | 其他runtime持仓=1 | 余额=70.80 usdc.e | traded=158 | 今日 8W-12L 已实现PnL=$-10.54 2026-03-15T11:16:54+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:16:54 市场 resolved 事件 | condition=0x0a57a7822a4aa3 2026-03-15T11:16:54+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:16:54 WS resolved 触发 | condition=0x0a57a7822a4aa3 将在下次循环立即尝试 redeem 2026-03-15T11:17:00+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:00 🪟 btc-updown-5m-1773544500 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T11:17:00+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:00 🪟 btc-updown-5m-1773544500 T-180s | p=DN79% σ=0.37 | Up=0.31/62 Dn=0.70/35 spd=0.01 | beat=71463.76 px=71412.26 -7.2bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T11:17:01+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:01 ⏭ btc-updown-5m-1773544500 | rej=recheck无信号 执行edge不足 best=Down net=+0.045 thr=0.067 margin=-0.022 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.27/162 Dn=0.74/63 spd=0.01 | beat=71463.76 px=71412.21 -7.2bp 2026-03-15T11:17:02+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:02 ⏭ btc-updown-5m-1773544500 | rej=无信号 执行edge不足 best=Down net=+0.065 thr=0.067 margin=-0.002 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.29/106 Dn=0.72/106 spd=0.01 | beat=71463.76 px=71412.20 -7.2bp 2026-03-15T11:17:03+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:03 ⏭ btc-updown-5m-1773544500 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.25/36 Dn=0.76/6 spd=0.01 | beat=71463.76 px=71412.20 -7.2bp 2026-03-15T11:17:05+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:05 🪟 btc-updown-5m-1773544500 T-174s | p=DN80% σ=0.37 | Up=0.29/39 Dn=0.72/105 spd=0.01 | beat=71463.76 px=71412.02 -7.2bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T11:17:10+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:10 🪟 btc-updown-5m-1773544500 T-169s | p=DN81% σ=0.37 | Up=0.26/277 Dn=0.75/5 spd=0.01 | beat=71463.76 px=71411.17 -7.4bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T11:17:12+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:12 ⏭ btc-updown-5m-1773544500 | rej=无信号 执行edge不足 best=Down net=+0.040 thr=0.067 margin=-0.027 Up:量不足 Down:执行edge不足 | Up=0.25/8 Dn=0.77/160 spd=0.02 | beat=71463.76 px=71408.54 -7.7bp 2026-03-15T11:17:15+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:15 ⏭ btc-updown-5m-1773544500 | rej=无信号 无候选 Up:contrarian_entry_guard Down:量不足 | Up=0.25/291 Dn=0.76/0 spd=0.01 | beat=71463.76 px=71408.26 -7.8bp 2026-03-15T11:17:16+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:16 🪟 btc-updown-5m-1773544500 T-164s | p=DN83% σ=0.36 | Up=0.25/445 Dn=0.78/178 spd=0.03 | beat=71463.76 px=71408.22 -7.8bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T11:17:22+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:22 🪟 btc-updown-5m-1773544500 T-158s | p=DN83% σ=0.37 | Up=0.25/86 Dn=0.76/307 spd=0.01 | beat=71463.76 px=71408.14 -7.8bp | nb=5.0bp flip=0.01 | ↑0s ↓11s 2026-03-15T11:17:23+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:23 ⏭ btc-updown-5m-1773544500 | rej=无信号 执行edge不足 best=Down net=+0.065 thr=0.067 margin=-0.002 Up:contrarian_entry_guard Down:执行edge不足 | Up=0.25/32 Dn=0.76/314 spd=0.01 | beat=71463.76 px=71408.16 -7.8bp 2026-03-15T11:17:25+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:25 ⏭ btc-updown-5m-1773544500 | rej=recheck无信号 无候选 Up:价差大 Down:价差大 | Up=0.32/25 Dn=0.72/132 spd=0.04 | beat=71463.76 px=71408.16 -7.8bp 2026-03-15T11:17:27+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:27 UserOrderFeed WebSocket 已连接 2026-03-15T11:17:31+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:31 ✅ v11买入 btc-updown-5m-1773544500 | Down avg≈0.660 8.88671shares limit=0.660 order=0x349d5cb93617b9763f2e9f56f5028d312bc5feb4706861f26fbe970640baf2d5 2026-03-15T11:17:32+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:17:32 💓 heartbeat | 扫描=286 | 无持仓 | 余额=68.84 usdc.e | traded=159 | 今日 9W-12L 已实现PnL=$-9.88 2026-03-15T11:18:32+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:18:32 💓 heartbeat | 扫描=366 | 持仓: btc-updown-5m-1773544500 Down | 余额=68.84 usdc.e | traded=159 | 今日 9W-12L 已实现PnL=$-9.88 2026-03-15T11:19:33+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:19:33 💓 heartbeat | 扫描=440 | 持仓: btc-updown-5m-1773544500 Down | 余额=68.84 usdc.e | traded=159 | 今日 9W-12L 已实现PnL=$-9.88 2026-03-15T11:20:33+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:20:33 💓 heartbeat | 扫描=524 | 持仓: btc-updown-5m-1773544500 Down | 余额=68.84 usdc.e | traded=159 | 今日 9W-12L 已实现PnL=$-9.88 2026-03-15T11:21:33+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:21:33 💓 heartbeat | 扫描=628 | 持仓: btc-updown-5m-1773544500 Down | 余额=68.84 usdc.e | traded=159 | 今日 9W-12L 已实现PnL=$-9.88 2026-03-15T11:22:01+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:01 📡 CTF redeem (gasless) tx 已发送: 0xd65c1d0c4ea1a2b79c53c4bdde76003a9a2788d254680b2759e160b54a67fddd 2026-03-15T11:22:14+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:14 redeem 确认成功 | slug=btc-updown-5m-1773544500 outcome=Down tx=0xd65c1d0c4ea1a2b79c53c4bdde76003a9a2788d254680b2759e160b54a67fddd 2026-03-15T11:22:14+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:14 🪟 btc-updown-5m-1773544800 | 进入决策窗口 T-166s [120s~180s] 2026-03-15T11:22:14+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:14 🪟 btc-updown-5m-1773544800 T-166s | p=DN52% σ=0.25 | Up=0.56/10 Dn=0.45/361 spd=0.01 | beat=71383.58 px=71381.27 -0.3bp | nb=5.0bp flip=0.02 | ↑2s ↓9s 2026-03-15T11:22:14+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:14 ⏭ btc-updown-5m-1773544800 | rej=无信号 执行edge不足 best=Down net=+0.048 thr=0.070 margin=-0.022 Up:量不足 Down:执行edge不足 | Up=0.56/10 Dn=0.45/361 spd=0.01 | beat=71383.58 px=71381.27 -0.3bp 2026-03-15T11:22:17+08:00 ip-172-26-5-159 python[18184]: 2026-03-15 11:22:17 ⏭ btc-updown-5m-1773544800 | rej=near_beat diff=0.5bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载66项 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~10.0bp) | A1=3次/+1.0bps 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 📡 价格流启动: binance-perp 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 UserOrderFeed 启动 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 MarketResolutionFeed 启动 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T11:52:13+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:13 📡 binance-perp WS 已连接 2026-03-15T11:52:16+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:16 🪟 btc-updown-5m-1773546600 | 进入决策窗口 T-164s [120s~180s] 2026-03-15T11:52:16+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:16 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T11:52:18+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:18 ⏭ btc-updown-5m-1773546600 | 参考价格不足 (Chainlink RTDS / sigma)，跳过 2026-03-15T11:52:18+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:18 💓 heartbeat | 扫描=1 | 无持仓 | 余额=91.87 usdc.e | traded=158 | 今日 15W-13L 已实现PnL=$+7.21 2026-03-15T11:52:19+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:19 🪟 btc-updown-5m-1773546600 T-161s | p=DN62% σ=0.30 | Up=0.44/372 Dn=0.59/65 spd=0.03 | beat=71333.83 px=71318.83 -2.1bp | nb=5.0bp flip=0.00 | ↑0s ↓6s 2026-03-15T11:52:19+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:19 ⏭ btc-updown-5m-1773546600 | 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=0.44/372 Dn=0.59/65 spd=0.03 | beat=71333.83 px=71318.83 -2.1bp 2026-03-15T11:52:24+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:24 ⏭ btc-updown-5m-1773546600 | rej=无信号 无候选 Up:量不足 Down:量不足 | Up=0.42/0 Dn=0.59/10 spd=0.01 | beat=71333.83 px=71318.82 -2.1bp 2026-03-15T11:52:25+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:25 🪟 btc-updown-5m-1773546600 T-155s | p=DN62% σ=0.30 | Up=0.42/0 Dn=0.59/10 spd=0.01 | beat=71333.83 px=71318.81 -2.1bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T11:52:30+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:30 ⏭ btc-updown-5m-1773546600 | rej=无信号 执行edge不足 best=Down net=+0.038 thr=0.070 margin=-0.032 Up:执行edge不足 Down:执行edge不足 | Up=0.44/202 Dn=0.58/96 spd=0.02 | beat=71333.83 px=71318.46 -2.2bp 2026-03-15T11:52:30+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:30 🪟 btc-updown-5m-1773546600 T-149s | p=DN63% σ=0.30 | Up=0.43/23 Dn=0.58/98 spd=0.01 | beat=71333.83 px=71318.46 -2.2bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T11:52:36+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:36 🪟 btc-updown-5m-1773546600 T-144s | p=DN63% σ=0.30 | Up=0.44/30 Dn=0.57/258 spd=0.01 | beat=71333.83 px=71318.46 -2.2bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T11:52:40+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:40 ⏭ btc-updown-5m-1773546600 | rej=无信号 执行edge不足 best=Down net=+0.042 thr=0.070 margin=-0.028 Up:执行edge不足 Down:执行edge不足 | Up=0.44/91 Dn=0.58/251 spd=0.02 | beat=71333.83 px=71318.46 -2.2bp 2026-03-15T11:52:41+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:41 ⏭ btc-updown-5m-1773546600 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.46/224 Dn=0.58/236 spd=0.04 | beat=71333.83 px=71318.46 -2.2bp 2026-03-15T11:52:41+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:41 🪟 btc-updown-5m-1773546600 T-138s | p=DN63% σ=0.30 | Up=0.44/56 Dn=0.57/14 spd=0.01 | beat=71333.83 px=71318.46 -2.2bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T11:52:47+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:47 🪟 btc-updown-5m-1773546600 T-133s | p=DN64% σ=0.30 | Up=0.39/48 Dn=0.62/320 spd=0.01 | beat=71333.83 px=71318.43 -2.2bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T11:52:50+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:50 ⏭ btc-updown-5m-1773546600 | rej=无信号 执行edge不足 best=Down net=+0.014 thr=0.070 margin=-0.056 Up:执行edge不足 Down:执行edge不足 | Up=0.39/24 Dn=0.62/280 spd=0.01 | beat=71333.83 px=71318.36 -2.2bp 2026-03-15T11:52:53+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:53 🪟 btc-updown-5m-1773546600 T-127s | p=DN65% σ=0.30 | Up=0.40/76 Dn=0.62/254 spd=0.02 | beat=71333.83 px=71316.95 -2.4bp | nb=5.0bp flip=0.00 | ↑0s ↓11s 2026-03-15T11:52:58+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:52:58 🪟 btc-updown-5m-1773546600 T-122s | p=DN67% σ=0.30 | Up=0.42/58 Dn=0.59/45 spd=0.01 | beat=71333.83 px=71315.70 -2.5bp | nb=5.0bp flip=0.00 | ↑0s ↓10s 2026-03-15T11:53:00+08:00 ip-172-26-5-159 python[19464]: 2026-03-15 11:53:00 ⏭ btc-updown-5m-1773546600 | rej=near_beat diff=2.5bp0.030 | net>0.070 | prior=on | ref>=6/15s | model=model63 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 配置 /root/polymarket-bot/configs/runtime/btc5m.conf | 已加载68项 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 决策 reversal=on(score>0.30, diff+≤3.0bp, edge±≤0.020) 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 后验 w_model=1.05 | w_conf=0.03 | w_sample=0.12 | dist_ref=0.0bps | gap=0.11/4.5bps 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 数据 ref/confirm=Chainlink RTDS btc/usd | sigma/tape=binance-perp(btcusdt) | ref一致性<3.0bps 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 数据 σ lookback=300s | σ=binance-perp, Binance 1s兜底(BTCUSDT) 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 模型 σ+signal=binance btcusdt perpetual | ref=chainlink rtds btc/usd 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 运行 chainlink_rtds=on | user_ws=on | market_ws=on 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 风控 ask 0.08~0.92 | spread≤0.030 | top_size≥20 | confirm>=8s 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 风控 near-beat=dynamic(sigma×0.25, 5.0~9.0bp) | A1=3次/+1.0bps 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 仓位 动态 Kelly on(q=0.25, floor=max(market,$2), cap=10%) | min_shares≥1 | model63 + posterior + quarter-Kelly 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 会话 shadow=off | poll=0.50s | guard保留 ref一致性 / near-beat / confirmation 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┃ 执行 Chainlink BTC/USD | 原生 ClobClient | 入场二次确认1.0s | 单钱包统一执行层 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 ┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 配置快照 /root/polymarket-bot/runtime_logs/v11/btc_5m_effective_config.json | 已写入 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 📡 价格流启动: binance-perp 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 UserOrderFeed 启动 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 MarketResolutionFeed 启动 2026-03-15T14:45:15+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:15 📡 Chainlink RTDS 已连接 | symbol=btc/usd 2026-03-15T14:45:16+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:16 📡 binance-perp WS 已连接 2026-03-15T14:45:18+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:18 📖 OrderBookWS 已连接 | 订阅 2 个 token 2026-03-15T14:45:19+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:45:19 💓 heartbeat | 扫描=1 | 无持仓 | 余额=102.60 usdc.e | traded=155 | 今日 24W-15L 已实现PnL=$+17.94 2026-03-15T14:46:19+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:46:19 💓 heartbeat | 扫描=103 | 无持仓 | 余额=102.60 usdc.e | traded=155 | 今日 24W-15L 已实现PnL=$+17.94 2026-03-15T14:47:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:00 🪟 btc-updown-5m-1773557100 | 进入决策窗口 T-180s [120s~180s] 2026-03-15T14:47:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:00 🪟 btc-updown-5m-1773557100 T-180s | p=UP67% σ=0.20 | Up=0.60/64 Dn=0.41/19 spd=0.01 | beat=71425.89 px=71441.13 +2.1bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T14:47:00+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:00 ⏭ btc-updown-5m-1773557100 | rej=无信号 执行edge不足 best=Up net=+0.062 thr=0.070 margin=-0.008 Up:执行edge不足 Down:量不足 | Up=0.60/64 Dn=0.41/19 spd=0.01 | beat=71425.89 px=71441.13 +2.1bp 2026-03-15T14:47:06+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:06 🪟 btc-updown-5m-1773557100 T-174s | p=UP67% σ=0.20 | Up=0.70/146 Dn=0.31/203 spd=0.01 | beat=71425.89 px=71440.57 +2.1bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T14:47:10+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:10 ⏭ btc-updown-5m-1773557100 | rej=无信号 无候选 Up:价差大 Down:价差大 | Up=0.65/268 Dn=0.42/267 spd=0.07 | beat=71425.89 px=71440.57 +2.1bp 2026-03-15T14:47:11+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:11 ⏭ btc-updown-5m-1773557100 | 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:量不足 | Up=0.62/130 Dn=0.40/13 spd=0.02 | beat=71425.89 px=71440.63 +2.1bp 2026-03-15T14:47:11+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:11 🪟 btc-updown-5m-1773557100 T-168s | p=UP67% σ=0.20 | Up=0.61/133 Dn=0.40/39 spd=0.01 | beat=71425.89 px=71440.60 +2.1bp | nb=5.0bp flip=0.01 | ↑11s ↓0s 2026-03-15T14:47:17+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:17 🪟 btc-updown-5m-1773557100 T-163s | p=UP67% σ=0.20 | Up=0.61/243 Dn=0.41/15 spd=0.02 | beat=71425.89 px=71440.57 +2.1bp | nb=5.0bp flip=0.01 | ↑10s ↓0s 2026-03-15T14:47:19+08:00 ip-172-26-5-159 python[26099]: 2026-03-15 14:47:19 ⏭ btc-updown-5m-1773557100 | rej=near_beat diff=2.0bp