Jev 订单簿策略:点差与深度双阈值才下单
演示 6 个 Medusa agent 分工查询、打分、规划、复核,Jev 从 12 条路线选 1 条,36 项检查全过,核心是「等待规则压在买入规则之上」。
THIS IS STUPIDLY F*CKING GOLD 1,224 tool calls. 1.25M rows. 36 of 36 checks passed, all in under 27 seconds. Jev has an order book trick almost nobody uses. The idea: stop letting the model fire on every tick. If the spread is wider than 0.03, it waits. It only buys when the 10-level depth score clears 0.82, and size stays fixed at 1.3. No chasing the tape, no gut entries, and every edge it saw ends up in the log. The whole rule is two lines: if spread > 0.03: return Signal.WAIT if edge > 0.82: await http://jev.place(side="buy", size=1.3) here's the split: → 6 Medusa agents split the work: query, score, plan, review → Jev picks route 4 of 12, 3 branches → 3 tables, 1.2M rows scanned → 34 of 36 checks pass, the 2 misses go to repair → an analyst reads the diff before anything ships You only look at three moments: → stage 04: did the 2 failed checks actually get repaired? → stage 05: did a human read the diff, or just approve it? → stage 06: 36 of 36 pass, and only then the model goes live ↳ JEV is a made-up pair and the market here is a render, no PnL on screen. the part worth copying is the wait rule sitting above the buy rule
这条是引用着另一条写的:x.com/skunzu/status/2111186725548511689