架構完成度 — 量化小雞

外部市場 (Venues)

✅ DONE

Binance Perp testnet

REST + WS + user-data 全通

✅ DONE

Binance Perp live

endpoint 切換完成；缺 IP 白名單

⏳ TODO

Binance Spot

endpoints 已備；需 spot 專用 key

⏳ TODO

OKX Perp

需 OKX testnet key

⏳ TODO

OKX Spot

需 OKX testnet key

支援的交易對 (Symbols)

✅ DONE

BTCUSDT (Binance perp)

sample_passthrough；live 校對通過

✅ DONE

ETHUSDT (Binance perp)

sample_passthrough_eth；同框架

✅ DONE

SOLUSDT (Binance perp)

sample_passthrough_sol；testnet 跑中

✅ DONE

新增其他幣種

見 strategies/README.md，每個幣一條策略目錄

研究線整合 (Research Models)

✅ DONE

btc_15m_long_lgbm (candidate run_002)

LightGBM 27 features；bundle inference_sample 對齊到 1e-9

✅ DONE

Threshold rolling top-20%

2000-bar window；warmup < 500 bars 落 fallback 0.6

⏳ TODO

TP/SL/time-exit 自動執行

目前只記錄 tp_pct/sl_pct 在 model_scores.extra；待 reconciler 位置追蹤後接

資料層 (Data)

✅ DONE

PubSubBus (in-process)

drop-oldest + priority-block

✅ DONE

Subscription + Planner

200 streams/conn split

✅ DONE

Normalizer × 4

Binance/OKX × Spot/Perp

✅ DONE

Bar Builder (5m..1d)

1m → higher TF；不從 trade 合成

✅ DONE

Bar Storage (parquet+index)

wired to bus

🟡 部分

Raw Storage (jsonl.gz)

writer 完整；尚未接 bus 落地

⏳ TODO

WS Pool (multi-conn)

目前單 conn；Pool 留 hook

🟡 部分

Warmup REST loader

seed-bars CLI 可手動；strategy 自動 warmup 未做

⏳ TODO

Gap detection

5min reconnect-fail → DataGapEvent

策略層 (Strategy)

✅ DONE

Strategy ABC + lifecycle hooks

on_start/on_bar/on_tick/on_book/.../on_stop

✅ DONE

Manifest (pydantic strict)

name/venue/market/symbol/feeds/risk/mode

✅ DONE

StrategyContext (ctx)

submit_order/position/balance/log/metric/now

✅ DONE

StrategyHost (load + isolation)

try/except + slow callback warning + stuck suspend

✅ DONE

Sub-account collision guard

v0.1 一策略一 sub-account

✅ DONE

manifest.mode mismatch check

load-time validation

風控層 (Risk)

✅ DONE

RiskGate (6-layer)

kill > live > strategy_paused > strategy > sub > global

✅ DONE

Strategy pause toggle (/settings)

soft per-strategy pause via strategy_state

✅ DONE

Sizer (lot/tick + qty conv)

leverage 不偷降

✅ DONE

KillSwitch (file+SIGUSR1+CLI)

不自動平倉

✅ DONE

LiveUnlockGate

env + manifest hash + 5s countdown

✅ DONE

DailyLossTracker (UTC reset)

重啟保留

✅ DONE

Idempotency Registry (UUID v7)

≤32 字元 base32

執行層 (Execution)

✅ DONE

OrderRequest/Ack/Event/Position/Balance

pydantic v2 strict

✅ DONE

State Machine (terminal sticky)

UNKNOWN never resubmits

✅ DONE

Symbol Map (round-trip)

BTC-USDT-SWAP / BTCUSDT 互轉

✅ DONE

Rate Limiter (per venue×channel)

soft warn / hard suspend

✅ DONE

Order Router

strategy binding lock

✅ DONE

Order Event Bus

by client_oid

✅ DONE

OrderWriter (orders 表)

Persistent Write-Before-Send

🟡 部分

Reconciler (3 loops)

spec 完整實作；尚未啟動於 runtime

✅ DONE

Paper Engine (撮合)

market next-bar / limit on-touch / fee+slippage

✅ DONE

Binance Perp Adapter

REST + WS user-data 全通

⏳ TODO

OKX Adapter

需 OKX SDK

持久化 (Storage)

✅ DONE

SQLite (7 tables, WAL)

idempotency / orders / positions / bar_index / strategy_state / risk_events / system_events

✅ DONE

Jsonl Event Writer/Reader

UTC daily rotate + gzip

✅ DONE

Parquet Bar Storage

ts_open / OHLCV

Runtime + CLI

✅ DONE

Runtime orchestration

store→bus→host→router→adapters→user-data

✅ DONE

CLI subcommands

run / kill / unkill / positions / doctor / probe-binance / seed-bars / dashboard

✅ DONE

Sample strategy (sample_passthrough)

5-bar cadence

✅ DONE

graceful shutdown (SIGINT/SIGTERM)

🟡 部分

backtest / replay 完整

stub；需歷史資料 + 重放

Dashboard + 觀察

✅ DONE

Dashboard 主頁 (RWD)

positions/orders/daily-loss/risk-events

✅ DONE

Kill switch 顯示

badge

✅ DONE

LAN 連線 (0.0.0.0:8765)

ufw 開放

✅ DONE

systemd user service

linger=yes / 開機自啟

✅ DONE

K 線圖 (lightweight-charts)

candle + volume + 5s refresh

✅ DONE

訂單 Markers (BUY/SELL 箭頭)

從 orders 表

✅ DONE

seed-bars (Binance live klines)

離線 backfill

✅ DONE

Architecture status page (本頁)

🎉