Venues
—
—
History rows
—
settled funding
Live symbols
—
top-N volume
可進場同所
—
net daily 門檻
跨所機會
—
live spreads
Snapshots
—
live rows
掃描幣種 24h 量
top-N
持續性 Top
persist score
同所淨 APR Top
live · after fees
各所 Rate 分佈
mean |per 8h|
CROSS
跨所 Pair Book
BTC/ETH/SOL × 主力 venue pair · settlement-aware · 批量回測
Pair Book
研究幣 · 雙向 pair · 扣費後淨利 · LEG_RISK
Pairs
—
universe
Live
—
both legs
Actionable
—
settle net gate
Hist ready
—
≥20 bars/leg
Top settle APR
—
—
P0
決策核心
淨收益拆解 · 跨所矩陣 · 歷史覆蓋 · Rate flip
Net Yield Waterfall
gross → fees → net
Top opportunity · RT amort · slip=0
Cross-Ex Spread Matrix
short − long · per 8h
研究幣 BTC · 列=short 行=long
History Coverage
days · settled
Rate Flip Timeline
sign · cross
P1
策略品質
持續性 × APR · 持有曲線 · 手續費拖累 · Basis
Persistence vs Net APR
scatter
Hold Horizon Curve
net APR vs hold
Fee Drag / Break-even
same-ex RT · slip=0
Basis Proxy
mark − index bps
P2
監控 · 異常
Venue 健康 · 宇宙 churn · Z-score · 相關
Venue Health
polls
Symbol Universe Churn
top-N over polls
Rate Z-Score
vs recent history
Funding Correlation
symbol × symbol
Funding Heatmap
綠＝收 funding 側有利 · 紅＝負 funding