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aaron
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195e3adb0e
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@ -48,6 +48,91 @@ ERC20_SYMBOL_SELECTOR = "0x95d89b41"
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ERC20_NAME_SELECTOR = "0x06fdde03"
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ERC20_DECIMALS_SELECTOR = "0x313ce567"
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# ---------------------------------------------------------------------------
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# Known CEX hot/deposit wallet addresses (lowercase).
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# Sources: Etherscan/BscScan labeled addresses, Arkham, Nansen public tags.
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# Used to classify transfer direction: inflow (to CEX) vs outflow (from CEX).
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# ---------------------------------------------------------------------------
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_CEX_ADDRESSES: set[str] = {
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# Binance
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"0x28c6c06298d514db089934071355e5743bf21d60",
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"0x21a31ee1afc51d94c2efccaa2092ad1028285549",
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"0xdfd5293d8e347dfe59e90efd55b2956a1343963d",
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"0x56eddb7aa87536c09ccc2793473599fd21a8b17f",
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"0x9696f59e4d72e237be84ffd425dcad154bf96976",
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"0xf977814e90da44bfa03b6295a0616a897441acec",
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"0x8894e0a0c962cb723c1ef8a1b67f07aa277d42ad",
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"0xe2fc31f816a9b94326492132018c3aecc4a93ae1",
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"0x3c783c21a0383057d128bae431894a5c19f9cf06",
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"0xb38e8c17e38363af6ebdcb3dae12e0243582891d",
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"0x5a52e96bacdabb82fd05763e25335261b270efcb",
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"0x835678a611b28684005a5e2233695fb6cbbb00a4",
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# OKX
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"0x6cc5f688a315f3dc28a7781717a9a798a59fda7b",
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"0x236f9f97e0e62388479bf9e5ba4889e46b0273c3",
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"0xa7efae728d2936e78bda97dc267687568dd593f3",
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"0x98ec059dc3adfbdd63429454aeb0c990fba4a128",
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"0x6fb624b48d9299674022a23d92515e76ba880113",
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# Bybit
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"0xf89d7b9c864f589bbf53a82105107622b35eaa40",
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"0x1db92e2eebc8e0c075a02bea49a2935bcd2dfcf4",
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# Coinbase
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"0x71660c4005ba85c37ccec55d0c4493e66fe775d3",
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"0x503828976d22510aad0201ac7ec88293211d23da",
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"0xddfabcdc4d8ffc6d5beaf154f18b778f892a0740",
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"0x3cd751e6b0078be393132286c442345e68ff0aaa",
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"0xb5d85cbf7cb3ee0d56b3bb207d5fc4b82f43f511",
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"0xa9d1e08c7793af67e9d92fe308d5697fb81d3e43",
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# Kraken
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"0x2910543af39aba0cd09dbb2d50200b3e800a63d2",
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"0x267be1c1d684f78cb4f6a176c4911b741e4ffdc0",
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# KuCoin
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"0xd6216fc19db775df9774a6e33526131da7d19a2c",
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"0xf16e9b0d03470827a95cdfd0cb8a8a3b46969b91",
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"0x738cf6903e6c4e699d1c2dd9ab8b67fcdb3121ea",
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# Gate.io
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"0x0d0707963952f2fba59dd06f2b425ace40b492fe",
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"0x1c4b70a3968436b9a0a9cf5205c787eb81bb558c",
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# Huobi / HTX
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"0xab5c66752a9e8167967685f1450532fb96d5d24f",
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"0x6748f50f686bfbca6fe8ad62b22228b87f31ff2b",
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"0xfdb16996831753d5331ff813c29a93c76834a0ad",
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"0x46340b20830761efd32832a74d7169b29feb9758",
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# Bitfinex
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"0x876eabf441b2ee5b5b0554fd502a8e0600950cfa",
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"0x742d35cc6634c0532925a3b844bc9e7595f2bd3e",
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# Crypto.com
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"0x6262998ced04146fa42253a5c0af90ca02dfd2a3",
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"0x46340b20830761efd32832a74d7169b29feb9758",
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# MEXC
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"0x3cc936b795a188f0e246cbb2d74c5bd190aecf18",
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# Upbit
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"0x5e032243d507c743b061ef27c9169ae92ed40ec0",
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}
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def is_cex_address(address: str) -> bool:
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"""Check if an address belongs to a known centralized exchange."""
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return str(address or "").lower().strip() in _CEX_ADDRESSES
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def classify_transfer_signal(from_addr: str, to_addr: str) -> tuple[str, str]:
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"""Classify a transfer's signal code and direction based on CEX address labels.
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Returns (signal_code, direction):
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- to CEX → ("exchange_inflow_risk", "risk") — likely selling
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- from CEX → ("exchange_outflow", "positive") — likely accumulating
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- neither → ("whale_accumulation", "positive") — large wallet-to-wallet move
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"""
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to_is_cex = is_cex_address(to_addr)
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from_is_cex = is_cex_address(from_addr)
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if to_is_cex and not from_is_cex:
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return "exchange_inflow_risk", "risk"
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if from_is_cex and not to_is_cex:
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return "exchange_outflow", "positive"
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# Both CEX (internal transfer) or neither (wallet-to-wallet whale move)
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return "whale_accumulation", "positive"
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def _env_bool(name, default=False):
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value = os.getenv(name)
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@ -454,22 +539,37 @@ def _event_from_evm_transfer(log, mapping, cfg=None, source="nodereal"):
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return None
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chain = str(mapping.get("chain") or "").lower()
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tx_hash = str(log.get("transactionHash") or "").strip()
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from_addr = _topic_to_address(topics[1])
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to_addr = _topic_to_address(topics[2])
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sig_code, direction = classify_transfer_signal(from_addr, to_addr)
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severity = "RISK" if direction == "risk" else "A"
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confidence = 80 if direction == "risk" else 76
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# Descriptive labels based on classification
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if sig_code == "exchange_inflow_risk":
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wallet_label = "CEX 充值地址"
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counterparty_label = "发送方 " + _short_addr(from_addr)
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elif sig_code == "exchange_outflow":
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wallet_label = "接收钱包 " + _short_addr(to_addr)
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counterparty_label = "CEX 提币地址"
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else:
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wallet_label = "EVM 接收地址"
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counterparty_label = "EVM 发送地址 " + _short_addr(from_addr)
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return {
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"chain": chain,
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"symbol": mapping.get("symbol"),
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"contract_address": mapping.get("contract_address") or "",
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"event_type": "token_transfer",
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"signal_code": "whale_accumulation",
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"signal_label": signal_label("whale_accumulation"),
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"direction": "positive",
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"signal_code": sig_code,
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"signal_label": signal_label(sig_code),
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"direction": direction,
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"value_usd": value_usd,
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"amount": amount,
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"tx_hash": tx_hash,
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"wallet_address": _topic_to_address(topics[2]),
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"wallet_label": "EVM 接收地址",
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"counterparty_label": "EVM 发送地址 " + _short_addr(_topic_to_address(topics[1])),
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"confidence": 76,
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"severity": "A",
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"wallet_address": to_addr,
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"wallet_label": wallet_label,
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"counterparty_label": counterparty_label,
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"confidence": confidence,
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"severity": severity,
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"detected_at": _now().isoformat(timespec="seconds"),
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"source": source,
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"url": _chain_explorer_tx_url(chain, tx_hash),
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@ -624,14 +624,18 @@ def _apply_daily_factor_weight_governance():
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new_weight = old_weight
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action = ""
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if total >= kill_min_samples and hit_rate < kill_hit_rate:
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# Expectancy-first governance: avg_pnl is the per-trade expectancy and the
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# source of truth for profitability. hit_rate alone must not kill or demote
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# a low-hit-rate but high-payoff signal (typical of breakout/trend setups),
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# nor promote a high-hit-rate but net-losing one.
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if total >= kill_min_samples and avg_pnl <= 0 and hit_rate < kill_hit_rate:
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new_weight = 0.0
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action = "淘汰"
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elif hit_rate < warn_hit_rate or avg_pnl <= -3:
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elif avg_pnl <= -3 or (avg_pnl <= 0 and hit_rate < warn_hit_rate):
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new_weight = round(max(0.0, old_weight * 0.5), 3)
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action = "降权"
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elif hit_rate >= 55 and avg_pnl > 0:
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target = round(min(4.0, max(old_weight, hit_rate / 50 * base)), 3)
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elif avg_pnl > 0 and (hit_rate >= 55 or avg_pnl >= 2):
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target = round(min(4.0, max(old_weight, (hit_rate / 50) * base, (1 + avg_pnl / 5) * base)), 3)
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if target > old_weight:
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new_weight = target
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action = "升权"
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