PerpNeedle — 配置

▼ PerpNeedle PerpNeedleOptions

▼ Exchange ExchangeOptions

◆ Name = OKXString

交易所标识, 目前 V1 只支持 OKX

◆ WebSocketBase = wss://ws.okx.com:8443/ws/v5/publicString

交易所公共 WS 端点

◆ Symbols = []IReadOnlyList`1

手工指定 symbol; 非空则忽略全市场扫描. 内部符号如 BTCUSDT.

◆ MinDaily24hVolumeUsd = 1000000Decimal

24h 成交额低于此值的 SWAP 品种不订阅, 单位美元

◆ MaxSubscribedSymbols = 150(默认: 200)Int32

动态订阅时的品种上限, 按 24h 成交额降序取

◆ SubscribeBatchSize = 50Int32

subscribe 消息分批大小, 防止单批过大

◆ ReconnectMinSeconds = 3Int32

重连初始退避秒数

◆ ReconnectMaxSeconds = 30Int32

重连退避秒数上限

◆ HttpProxyUrl = (null)String

可选 HTTP 代理; 生产留空

▼ Detection DetectionOptions

▼ WickReversal WickReversalOptions

◆ WickWindowSeconds = 30Int32

wick 单窗口秒数 (legacy, 若 ScanWindowsSeconds 非空则忽略)

◆ WickScanWindowsSeconds = [30, 60, 120, 30, 60, 120](默认: [30, 60, 120])IReadOnlyList`1

多窗口并行扫描秒数列表, 例如 [30, 60, 120]

◆ WickDropPct = 5.0Decimal

wick 幅度阈值 %, LONG/SHORT 分支通用

◆ VolumeSpikeMultiplier = 2.0Decimal

成交量放大倍数阈值

◆ LiquidationLookbackSeconds = 60Int32

强平回看窗口秒数

◆ LiquidationMinUsd = 500Decimal

强平聚合硬底 USD (与相对阈取 max)

◆ LiquidationMinPctOfLiquidity = 5.0Decimal

强平相对阈: 60s 名义额百分比

◆ ReboundConfirmPct = 25.0Decimal

反弹回补 wick 高度百分比阈

◆ TakeProfitPct = 3.0Decimal

信号止盈幅度 % (fallback)

◆ StopLossPct = 3.0Decimal

信号止损幅度 % (fallback)

◆ UseAtrForTpSl = trueBoolean

用 ATR 动态计算 TP/SL 距离

◆ TakeProfitAtrMultiple = 1.5Decimal

TP = N × ATR

◆ StopLossAtrMultiple = 1.5Decimal

SL = N × ATR

◆ TpMinPct = 0.5Decimal

TP 最小百分比 floor

◆ SlMinPct = 0.5Decimal

SL 最小百分比 floor

◆ ConfirmationDelaySeconds = 3Int32

签发前确认延迟秒数, 筛掉死猫弹

◆ MacroDirectionFilterPct = 1.5(默认: 2.0)Decimal

大盘方向柔性过滤阈 %

◆ TimeStopMinutes = 3(默认: 10)Int32

时间止损, 分钟

◆ PerSymbolCooldownMinutes = 5Int32

同 symbol 信号冷却分钟数

◆ RecentDumpLookbackHours = 24Int32

[占位] 24h 跌幅回看小时

◆ RecentDumpMaxPct = 30.0Decimal

最大允许近期跌幅 %, 超过视为 rug 拒绝

◆ MinLiquidityUsdPerMin = 50000Decimal

最小 1 分钟名义流动性 USD

◆ MinBucketsForStats = 3Int32

冷启动最小分钟 bucket 数

▼ CircuitBreaker CircuitBreakerOptions

◆ Enabled = trueBoolean

熔断总开关

◆ AtrPeriodMinutes = 14Int32

ATR 回看分钟数

◆ AtrMultiplier = 3.0Decimal

ATR 触发倍数

◆ SymbolWindowSeconds = 60Int32

单币熔断窗口秒 (占位)

◆ SymbolPauseSeconds = 300Int32

单币熔断暂停秒数

◆ GlobalWindowSeconds = 300Int32

全局熔断价格窗口秒

◆ GlobalThresholdPct = 3.0Decimal

全局熔断价格阈值 %

◆ GlobalPauseSeconds = 900Int32

全局熔断暂停秒数

◆ MonitorSymbols = [BTCUSDT, ETHUSDT, BTCUSDT, ETHUSDT](默认: [BTCUSDT, ETHUSDT])IReadOnlyList`1

全局熔断监控币

▼ DynamicExit DynamicExitOptions

◆ Enabled = trueBoolean

动态平仓总开关

◆ MinPositionAgeSeconds = 15Int32

动态判定最小持仓秒数

◆ WickRecoveryExitPct = 40.0(默认: 80.0)Decimal

Wick 回补退出百分比阈

◆ ReverseLiquidationExitUsdMultiple = 0.02Decimal

[已弃用] 旧强平退出乘数, 保留兼容

◆ ReverseLiquidationMarketPct = 5.0Decimal

反向强平占全市场同向 60s 强平的百分比阈

◆ ReverseLiquidationMinUsd = 500Decimal

反向强平 USD 硬底

◆ MinFavorableForStallExitPct = 1.0Decimal

Rebound 停滞退出的 MFE 底线 %

◆ StallCheckAfterSeconds = 60Int32

开始检查停滞的持仓秒数

◆ StallSeconds = 30Int32

MFE 停滞多少秒触发平仓

▼ Adaptive AdaptiveOptions

◆ Enabled = trueBoolean

自适应总开关 (false 时走固定阈 fallback)

◆ WickPercentile = 0.9Double

wick 分位数阈

◆ VolPercentile = 0.9Double

vol× 分位数阈

◆ LiqPercentile = 0.9Double

Liq $ 分位数阈

◆ ReboundPercentile = 0.85Double

rebound 分位数阈

◆ MinSamplesForAdaptive = 10Int32

启用自适应的最小样本数

◆ HistoryHours = 24Int32

百分位样本历史窗口小时

◆ RegimeAtrRatioLow = 0.7Decimal

LOW/NORMAL 边界 ATR ratio

◆ RegimeAtrRatioHigh = 1.5Decimal

NORMAL/HIGH 边界 ATR ratio

◆ RegimeLowMultiplier = 0.85Decimal

LOW regime 阈值倍数

◆ RegimeHighMultiplier = 1.20Decimal

HIGH regime 阈值倍数

◆ ConfidenceEnabled = falseBoolean

置信度评分开关 (V1.4)

◆ ConfidenceThreshold = 0.75Double

综合置信度阈

◆ WickMinFloorPct = 1.0Decimal

Adaptive wick 阈值下限 %

◆ VolMinFloorMultiple = 1.5Decimal

Adaptive vol× 下限

◆ ReboundMinFloorPct = 15.0Decimal

Adaptive rebound 下限 %

◆ LiqMinFloorUsd = 200Decimal

Adaptive liq USD 下限

◆ ObiEnabled = trueBoolean

OBI 信号确认闸

◆ ObiMinAbs = 0.20Decimal

OBI 最小绝对值 (0.20 = 20% bid-ask 失衡)

◆ ObiMaxAgeSeconds = 5Double

OBI 快照最大年龄秒

◆ ObiAllowWhenMissing = trueBoolean

无 OBI 数据时是否放行

◆ BookInspectorEnabled = trueBoolean

订单簿深度模式确认 (第 5 闸)

◆ BookWallMultiplier = 3.0Decimal

大墙倍数阈值

◆ BookWallConsumedPct = 30.0Decimal

大墙被吃后剩余百分比

◆ BookMinSamples = 10Int32

最小快照数量

◆ BookRequiredChecks = 2Int32

需通过的子检测数量

▼ OrderFlow OrderFlowOptions

◆ Enabled = trueBoolean

Order Flow 能量追踪总开关

◆ EntryDumpDecayThreshold = 0.30Decimal

底部确认: DumpForce 衰减到 peak 的比例

◆ MinPeakForConfirmation = 5000Decimal

DumpForce peak 最小规模 USD

◆ ExitRiseDecayThreshold = 0.40Decimal

持仓平仓: RiseForce 衰减到 peak 的比例

◆ ExitReverseEnergyThreshold = 0.70Decimal

反向能量止损阈

◆ AllowWhenMissing = trueBoolean

无 Order Flow 数据时是否放行

◆ MinPeakAgeSeconds = 5Double

Peak 最小成型秒数, 小于此 age 拒 forming

▼ CrossSymbol CrossSymbolOptions

◆ Enabled = trueBoolean

跨品种协调总开关

◆ CoordinatedWickThresholdPct = 3.0Decimal

被计入广谱同步的 wick 阈 %

◆ CoordinatedWindowSeconds = 30Int32

广谱同步计数窗口秒

◆ MaxConcurrentWicks = 8Int32

广谱事件触发的品种数阈

◆ SuppressSeconds = 180Int32

广谱事件屏蔽秒数

◆ MarketLiquidationHighWaterUsdPer60s = 5000000Decimal

全市场 60s 强平 USD 高水位

▼ Storage StorageOptions

◆ SqlitePath = data/perp-needle.dbString

SQLite 文件路径

▼ PaperTrading PaperTradingOptions

◆ FrictionEnabled = trueBoolean

Paper trade friction 总开关

◆ TakerFeePct = 0.05Decimal

Taker 手续费 % (单边)

◆ SlippageHighLiqPct = 0.10Decimal

高流动品种单边滑点 %

◆ SlippageMidLiqPct = 0.25Decimal

中流动品种单边滑点 %

◆ SlippageLowLiqPct = 0.50Decimal

低流动品种单边滑点 %

◆ HighLiquidityThresholdUsd = 5000000Decimal

高流动档门槛 USD (60s 名义)

◆ MidLiquidityThresholdUsd = 500000Decimal

中流动档门槛 USD (60s 名义)

◆ ApplySlippageOnExit = trueBoolean

平仓也扣滑点

▼ EdgeGate EdgeGateOptions

◆ Enabled = trueBoolean

EdgeGate 总开关

◆ MinTradesForGate = 20Int32

启用闸门所需最小样本数

◆ MinNetWinRatePct = 45Decimal

拉黑门槛: Net 胜率 %

◆ MinNetSumPnlPct = -5Decimal

拉黑门槛: Net 累计 %

◆ RefreshMinutes = 30Int32

刷新周期 min

◆ ForceAllowlist = []IReadOnlyList`1

手动强制 allowlist (非空时覆盖自动判定)

◆ ForceDenylist = []IReadOnlyList`1

手动强制 denylist (优先级最高)

▼ Web WebOptions

◆ Host = 0.0.0.0String

Kestrel 监听地址

◆ Port = 5100Int32

Web 监听端口

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