arb-cross-cex Console
env=mainnet default=AAVEUSDT strategy=- symbol=- run=- updated=-
strategy
symbol
run_id
/overview /executions /metrics /market

System

loading... mode=- exec=- strategy=- symbol=- run=- session=- equity=- exposure=- util=- spread_bps=- bn_age=- cx_age=-

Market Index

CoinEx deals are matched against the latest prior Binance BBO. Ratio = maker / taker. CoinEx buy deals compare against Binance bid; CoinEx sell deals compare against Binance ask. Bands use long mean +/-1sigma, rolling 10s sigma, and rolling 2m mean after ratio capping.
CoinEx cap source: /system/asset/circulation Source under /web
detail symbol
range
since (UTC)
until (UTC)
bucket
cap
max lag (ms)
status
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time range
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detail symbol list is preloaded from recorded symbols on the server, then refreshed in-browser via `/web/api/market/symbols`. Leave `since/until` blank to use the preset `range`.
recorded symbols
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cap covered
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rendered cards
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top arb
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overview bucket
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series bucket
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cap cache age
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cap warning
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loading...

Chart Legend

图里每条线的含义、颜色和计算窗口都在这里。所有小图和下方明细图共用同一套定义。
Blue solid: Ratio
核心价差序列。`ratio = CoinEx maker / Binance taker`。CoinEx 买单成交对 Binance `bid`， CoinEx 卖单成交对 Binance `ask`。
Cyan solid: Long Mean
长期公允价差，基于当前时间窗口内的 capped ratio 均值。
Cyan dashed: Long Mean +/-1sigma
长周期统计波动带。Ratio 穿出这组边界，说明偏离长期均衡更明显。
Orange solid: 2m Rolling Mean
2 分钟滚动均值，用来观察短期趋势和动态公允价。
Purple dashed: Rolling Band
以 2 分钟滚动均值为中心，叠加 10 秒 rolling sigma，反映短期噪声带。
Cap / z-score rule
统计前先按上方 `cap` 对 ratio 做极值裁剪，再计算 long mean、sigma 和 z-score， 用于识别跨所短时错配是否超出统计边界。

Grouped Small Multiples

Groups are built from all recorded symbols. Mainstream is curated, mid/low cap use CoinEx circulation-based market-cap ranking, and best arb shows the highest absolute z-score dislocations.
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Selected Symbol Detail

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Click any card to pin a symbol here. The detail view uses the same ratio model with a denser time series.
latest ratio
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z-score
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long mean
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long sigma
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rolling sigma(10s)
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rolling mean(2m)
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Replay Indicators

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基于 `/api/market/replay-indicators` 从事件表回放，不依赖 trader 进程内存指标。
points
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latest basis
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basis vel
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bn obi
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cx obi
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micro px dev
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ofi 100ms
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bn tape 100ms
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