美元流动性在收紧吗?
隔夜回购利率比美联储付给准备金的利率高 7 个基点,其 99 分位高 15 个基点;10 年期互换利差为 −42 个基点;旁边还有财政部现金余额、常备回购便利的用量和一级交易商的持仓。
autorekt show liquidity
开源 · MIT 许可 · 单个 Rust 程序 · 只用免费数据
数据中心里已经坐满了天才。在金融市场上,限制它们的是能看到什么。autorekt 把整盘行情交给你的 agent:所有资产类别的价格、美元流动性、互换利差、市场仓位、期权伽马、中国的资金面、预测市场赔率、新闻和宏观日历,全部变成它读得懂的紧凑文本。你和你的 agent 可以随时看清全球资本的流向,并在出事时第一时间被叫醒。
$ autorekt show briefing 2026-11-05 05:26 UTC — numbers first; interpret with the caveats at the end ## 1. Cross-asset id last 1h day 5d 30d trend flags BTC 80405 -0.10% +3.87% +4.14% -5.97% ▂▂▂▂▃▃▃▃▃▃▄▄▃▂▁▁▂▃▂▃▄███ ETH 2421.6 -0.08% +6.15% +8.07% -10.20% ▁▁▁▁▁▂▂▂▂▂▂▃▃▂▂▁▂▃▂▃▄███ SOL 95.81 -0.20% +3.69% -0.03% -20.60% █▅█▇▇▇▆▇▆▅▅▆▄▂▁▁▂▃▃▃▄▇▇▇ HYPE 83.52 -0.34% -0.92% -5.46% -9.13% █▇▆▅▄▅▅▅▅▅▅▅▃▂▂▁▂▄▂▂▄▂▁▁ SPX 7688.6 -0.18% +1.58% +1.42% -1.10% ▇████▅▆▅▆▆▅▇▄▃▅▆▆▆▅▁▃▂▄▅ market closed, may be delayed NDX 28437 -0.17% +0.91% +0.18% -8.49% ██▇▇▇▅▅▄▅▅▄▅▃▃▄▅▅▅▄▁▂▁▂▂ market closed, may be delayed ES 7703.0 -0.28% -0.23% +1.17% -2.17% ████▇██▆▅▅▃▄▅▄▄▂▁▂▃▁▃▆▇▆ may be delayed NQ 28262 -0.94% -1.07% -0.95% -10.23% ███▇▇▇▇▅▅▄▃▄▄▄▃▂▂▂▃▁▂▃▃▂ may be delayed VIX 16.61 -0.17 -4.22 -2.83 +1.09 ▄▃▅▆▆▅▃▃▂▂▂▁▂▁▄▅▅▄██▆▃▂▁ market closed, may be delayed MOVE 93.89 +0.00 -6.09 -6.29 -19.71 █▆▅▄▅▄▆▅▆▆▆▃█▆▇▅▁▂▁▄▅▅▂▁ market closed, may be delayed US10Y 4.8940 +1bp -6bp -3bp -42bp ██▇▇▇▇▅▅▅▅▅▅▃▃▂▃▃▄▃▂▁▂▂▁ market closed, may be delayed, below 20d low DXY 101.24 -0.24% -0.26% -0.71% -0.58% █▇▇▆▇▇▅▅▄▃▅▅▄▃▄▄▄▄▅▂▂▂▃▁ below 20d low USDJPY 157.81 -0.08% -0.42% +0.18% -0.31% ▄▆▃▃▄▄▃▂▁▂▄▄▄▄▄▄▆█▇▅▆▇▅▄ GOLD 4142.6 +0.54% +1.71% +6.25% -1.06% ▆▆▅▆▅▅▅▅▄▃▁▁▁▁▃▃▁▃▂▂▅▅▆█ may be delayed SILVER 52.94 +0.43% +1.56% +7.43% -13.46% ██▇█▇▆▆▅▄▃▁▂▃▂▃▃▁▃▂▁▅▅▆▆ may be delayed COPPER 6.4160 +0.33% +0.20% -1.02% -2.71% ▇▇▇█▇▆▇▆▆▅▄▅▅▅▆▅▂▄▂▁▃▃▃▃ may be delayed WTI 86.92 -1.27% -1.36% -16.52% -2.82% ▇▇▇▇▇▇▆████▇▇▆▅▅▅▅▅▄▅▄▂▁ may be delayed, below 20d low HYG 77.52 -0.02% +0.70% +0.13% +0.70% ▃▄▄▅▃▁▃▂▂▂▁▂▃▂▄▆██▇▅▃▂▅▇ market closed NIKKEI 61242 +0.13% -1.52% -2.92% -13.36% █▇▇▇▆▆▄▄▃▄▃▄▃▂▂▃▃▃▄▃▃▁▂▁ may be delayed, below 20d low HSI 24613 -0.19% +2.90% +5.66% +1.37% ▆▅▆▆▆▇▆▆▆▅▄▁▁▁▂▁▂▂▃▃▃▃▅█ may be delayed, above 20d high DAX 26438 -0.27% +0.00% +2.40% +4.69% ▂▂▄▄▂▁▂▃▂▃▁▂▃▃▃▄▅▆▅▅▄▅▇█ market closed, may be delayed, above 20d high FNG 50.00 - +16.00 +20.00 -23.00 █▇▆▆█▆▇▇▆▅▆▇█▅▅▅▄▅▅▂▂▃▁▅ neutral CNNFNG 27.31 - +0.00 +0.99 -19.71 ▅▄▄▆▇█▇▇██▄▁▂▄▄▁▄▅▅▃▂▃▃▃ fear DVOL 37.76 -0.27 -0.99 -2.84 +1.63 ▅████▇▇▆▅▇▇▃▄▇▅▅▆▇▆▄▁▃▃▂ top movers (day): ETH +6.15%, BTC +3.87%, SOL +3.69%, HSI +2.90%, GOLD +1.71%, SPX +1.58% ## 2. Volatility & sentiment id last 1h day 5d 30d trend flags VIX9D 15.19 -0.23 -6.77 -4.48 +2.34 ▁▁▁▁▁▃▃▃▄▄▄▃▅▆▅▄▄▃▃█▆▇▄▃ market closed, may be delayed VIX 16.61 -0.17 -4.22 -2.83 +1.09 ▄▃▅▆▆▅▃▃▂▂▂▁▂▁▄▅▅▄██▆▃▂▁ market closed, may be delayed VIX3M 18.80 -0.06 -2.47 -2.11 +0.80 ▁▁▁▁▁▂▂▂▃▃▃▂▅▅▄▃▃▃▃█▅▆▃▂ market closed, may be delayed VVIX 90.41 -0.25 -16.99 -17.03 +4.95 ▁▁▁▁▁▃▂▃▄▄▃▃▅▆▄▄▃▃▃█▅▅▃▂ market closed, may be delayed MOVE 93.89 +0.00 -6.09 -6.29 -19.71 █▆▅▄▅▄▆▅▆▆▆▃█▆▇▅▁▂▁▄▅▅▂▁ market closed, may be delayed OVX 58.81 -0.00 -2.88 +0.33 +10.16 ▅▄▃▃▃▂▁▁▂▁▁▄▅▇▇▆▅▆▅▇██▆▆ market closed, may be delayed DVOL 37.76 -0.27 -0.99 -2.84 +1.63 ▅████▇▇▆▅▇▇▃▄▇▅▅▆▇▆▄▁▃▃▂ CNNFNG 27.31 - +0.00 +0.99 -19.71 ▅▄▄▆▇█▇▇██▄▁▂▄▄▁▄▅▅▃▂▃▃▃ fear FNG 50.00 - +16.00 +20.00 -23.00 █▇▆▆█▆▇▇▆▅▆▇█▅▅▅▄▅▅▂▂▃▁▅ neutral SPX_GEX 53.96 - +0.00 - - ▄ USD bn per 1% move cboe:SPX#skew_25d 4.5500 - +0.00 - - ▄ cboe:SPX#put_call_volume 1.2169 - +0.00 - - ▄ cboe:SPX#zero_dte_pct 65.18 - +0.00 - - ▄ VIX curve: 9D 15.19 / 30D 16.61 / 3M 18.80 → contango (normal) SPX dealer gamma +54.0 $bn per 1% move → dealers dampen moves ## 3. Dollar liquidity (NY Fed same day; FRED, DTCC and Treasury lag 1-5 days) nyfed:SOFR - fred:IORB +0.070 (1w ago +0.040) ▃▂▁▂▂▃▂▁▁▁▂▂▂▁▂▃▄▅▇▆▇▇██ repo above IORB: reserves tight nyfed:SOFR#p99 - fred:IORB +0.150 (1w ago +0.120) ▄▂▂▂▂▃▂▁▁▁▂▁▁▁▂▃▅▅▇▆▇▇██ repo above IORB: reserves tight (dtcc:SOFR10Y - fred:DGS10) * 100 -41.642 (1w ago -40.800) ▆▄▆▃▄▆▅▇▇▄▁▆▇▅█▅▃▄█▃▄▆▅▃ swap spread, bp: more negative = dealers' balance sheets strained by Treasury supply (dtcc:SOFR30Y - fred:DGS30) * 100 -67.100 (1w ago -67.900) ▂▁▂▂▁▂▂▃▃▁▃▅▄▄▇▄▄▇█▄▃▅▄▃ swap spread, bp: more negative = dealers' balance sheets strained by Treasury supply id last 1h day 5d 30d trend flags SRF 0.00 - -0.0bn +0.0bn -0.0bn ▁▁▁▁█▁▁▁▁▁▁▁▂▁▁▁▁▁▁▁▁▁▁▁ as of 2026-11-04, daily, same day, USD bn RRP 0.22500 - -0.2bn -4.2bn -0.8bn ▁▁▁██▁▂▁▂▁▁▁▂▁▁▁▁▁▁▁▁▄▄▁ as of 2026-11-04, daily, published with lag, USD bn RESERVES 2893770 - -2.32% -2.32% -1.24% ▇█▁▅▇█▆▆▅▃▃█▆▄▄▂▂▁▄▂▃▅▅▁ as of 2026-10-28, daily, published with lag, USD mn, no new bar for 7 days TGA 938.21 - +7.5bn -102.0bn +67.0bn ▄▄▃▄▃▅▁▁▁▁▁▃▁▃▄▅▄▄▅█▆▇▄▃ as of 2026-11-03, daily, one business day behind, USD bn DEALER_UST 425643 - -4.03% -4.03% -6.36% ▄▂█▅▆▅▇▂▄▃▁ as of 2026-10-21, weekly, about ten days behind, USD mn, no new bar for 14 days HYOAS 3.4000 - -3bp +14bp +30bp ▁▂▃▄▅▆▅▄▅▅▅▅▆▆▇▇▆█▇▅▅▆██ as of 2026-11-03, daily, published with lag IGOAS 0.93000 - -1bp +4bp +8bp ▁▂▃▄▄▅▄▃▃▃▃▃▄▄▄▅▆▆▇▆▅▆██ as of 2026-11-03, daily, published with lag NFCI -0.45900 - +0.01 +0.01 +0.05 ▇▆▅▄▄▄▄▄▄▄▄▃▂▂▁▁▁▂▂▄▅▆▇█ as of 2026-10-30, daily, published with lag, no new bar for 5 days STABLES 295B - -0.17% -1.45% -4.27% ██▇▇▇▇▇▇▆▆▆▆▆▆▅▅▅▅▄▃▃▃▂▁ daily, USD ## 4. Global rates, China and Hong Kong (fed funds futures = implied average rate per month) id last 1h day 5d 30d trend flags US10Y 4.8940 +1bp -6bp -3bp -42bp ██▇▇▇▇▅▅▅▅▅▅▃▃▂▃▃▄▃▂▁▂▂▁ market closed, may be delayed, below 20d low SWAP10Y 4.5336 - -1bp -2bp -39bp ▄▅▆█▇▇▆██▇▇▇▄▄▅▅▃▂▂▃▂▂▁▁ as of 2026-11-04, %, daily median of reported trades, previous business day EA10Y 3.3466 - +2bp -3bp -12bp ▆▇██▇▇▄▅▆▆▅▅▅▂▄▃▃▂▂▂▂▂▁▁ as of 2026-11-03, %, daily, published next morning JGB10Y 2.8550 - +4bp +4bp -23bp ▅▅▇▇▇▇█▇██▇▆▆▄▄▄▄▃▁▁▂▂▁▂ as of 2026-11-04, %, daily, Tokyo business days JGB30Y 3.9790 - +4bp +7bp -19bp ▅▅▇▇▇▆▇██▇▇▅▆▄▅▃▃▂▁▁▂▃▁▃ as of 2026-11-04, %, daily, Tokyo business days CGB10Y 1.6077 - -1bp -4bp -7bp ▇▇▇▇▇▇▆███▆▅▅▄▅▄▄▄▄▃▂▅▃▁ as of 2026-11-04, %, daily, after the close CNYFIX 6.7156 - -0.04% +0.03% -0.29% █▇▇▆▇▅▅▅▄▄▄▃▂▂▂▂▂▁▂▁▁▁▁▁ as of 2026-11-05, daily, Beijing business days CNH_FIX_GAP_PIPS -486.90 -3.40 -42.20 +135.80 -153.20 ▆▅▅▅▅▄▄▄▃▄▃▁▂▂▅██▇▆█▇█▇▆ expr SHIBOR3M 1.3980 - -0bp -0bp -3bp ██████████████▆▃▃▃▃▂▂▂▂▁ as of 2026-11-05, daily, Beijing business days CN_MARGIN 2300.4 - +0.07% -1.82% -10.48% ██████▇▆▆▆▆▆▅▅▅▅▄▄▃▃▃▂▂▁ as of 2026-11-04, daily, after the close, CNY bn SOUTHBOUND -3.2772 - -26.70 +0.28 -10.14 ▄▅▅▅█▅▅▄▆▆▄▄▄▂▃▃▁▃▃▄▃▃▃▃ as of 2026-11-04, daily, after the close, CNY bn HIBOR ERR HTTP 405 from api.hkma.gov.hk HK_AGGBAL ERR HTTP 405 from api.hkma.gov.hk FF_NOV26 3.8825 +0.06% +0.06% +0.06% -1.21% █▇▄▆▆▆▂▂▁▁▁▁▁▁▁▂▁▁▁▂▁▁▁▂ expr FF_DEC26 4.0250 +0.00% +0.00% +0.50% -1.23% ▇▇▇█▇▅▅▅▃▁▂▂▁▂▃▂▃▃▃▃▃▄▃▄ expr FF_JAN27 4.0950 +0.12% +0.00% +0.74% -1.21% ▇▇▇█▆▅▆▅▂▁▂▂▂▃▃▂▂▃▃▂▃▃▅▅ expr ## 5. Crypto positioning (OKX perps, Deribit options, US spot ETF flows) id last 1h day 5d 30d trend flags BTC#funding_rate 0.00010000 +0.25bp +0.12bp +0.00bp - ██▃▃▁▄▆▂▄▁▄▃▆█▃▅█▅██▅▆██ BTC#open_interest 2.7B +0.01% -0.17% +0.27% +4.49% ▆▆▆▆▄▅▄▃▃▂▃▃▃▄▂▂▁▁███▆▅▅ BTC#long_short_ratio 1.5200 +0.01 -0.80 -1.25 +0.54 ▆▇█▇▇▇▇▆▆▅▅▅▅▆▇▇▇▆▅▅▃▁▁▁ BTC#top_long_short_ratio 1.0913 +0.01 -0.41 -0.53 +0.23 ▆▅▅▅▅▄▄▄▅▆▇██▇▆▆▅▇▄▂▁▁▁▁ BTC#taker_buy_sell_ratio 1.3096 +0.33 +0.24 +0.43 +0.27 ▇▇▅▃▃▇▃▄▂▄▄▃▅▁▃▅▄▆▃▄▂█▃▇ above 20d high ETH#funding_rate 0.000048885 -0.25bp -0.17bp +1.35bp - ▆▇▅▅▄▇▇▅▅▄▅▄▆▅▇▆▇█▅█▁▄▇▆ deribit:BTC#skew_10pct 2.8500 - +0.00 +0.00 - ▄ deribit:BTC#put_call_volume 0.44768 - +0.00 +0.00 - ▄ CB_PREMIUM_BP -10.46 +0.97 -0.57 +3.49 -8.81 ▃▃▂▅▄▅▄▄▂▃▄▃▄▃▁▁▂▅▃▄▅█▇▇ expr BTC_ETF_FLOW 74.60 - +190.20 +717.80 +164.40 ▆▆▅▄▅▆▄▂▃▅▄▃▅▄██▁▄▆▆▅▁▂▅ as of 2026-11-04, daily net flow, USD mn ETH_ETF_FLOW 53.00 - +138.30 +208.70 +103.80 ▇█▆▄▄▄▄▁▃▄▃▂▄▄▃▆▂▆▃▅▃▁▂▇ as of 2026-11-04, daily net flow, USD mn BTC liquidations collected (OKX, since daemon start, last 24h): $39.2M ## 6. Key odds kalshi:KXFEDDECISION-26DEC Fed decision in Dec 2026? [vol24h 155k, ends 2026-12-09] 1.0% Cut >25bps bid 0.0% ask 1.0% 1.0% Cut 25bps bid 1.0% ask 2.0% 21.0% #### Fed maintains rate bid 20.0% ask 21.0% 81.0% ################ Hike 25bps bid 80.0% ask 81.0% 1.0% Hike >25bps bid 1.0% ask 2.0% ## 7. Calendar (high impact, -1d..+3d) Thu 11-05 12:00 GBP BOE Monetary Policy Report Thu 11-05 12:00 GBP Monetary Policy Summary Thu 11-05 12:00 GBP MPC Official Bank Rate Votes (forecast 7-0-2, previous 3-0-6) Thu 11-05 12:00 GBP Official Bank Rate (forecast 4.00%, previous 3.75%) Thu 11-05 12:30 GBP BOE Gov Bailey Speaks Fri 11-06 13:30 CAD Employment Change (forecast 14.6K, previous -68.3K) Fri 11-06 13:30 CAD Unemployment Rate (forecast 6.5%, previous 6.5%) Fri 11-06 13:30 USD Average Hourly Earnings m/m (forecast 0.3%, previous 0.1%) Fri 11-06 13:30 USD Non-Farm Employment Change (forecast 65K, previous 29K) Fri 11-06 13:30 USD Unemployment Rate (forecast 4.2%, previous 4.2%) Fri 11-06 16:00 JPY BOJ Gov Ueda Speaks Fri 11-06 21:45 NZD Parliamentary Elections ## 8. Headlines (severity ≥2, last 12h) 11-05 04:27 !! bloomberg China Bank Funding Costs Hit Record Low on PBOC Rate Shift 11-05 03:01 !! ft Oil tumbles below $100 on post-election peace hopes [WTI] 11-05 01:51 !!! cointelegraph India warns AI-powered hackers targeting crypto exchanges at ‘machine speed’ 11-04 23:44 !!! bloomberg Australia Chain David Jones Collapses After Almost 200 Years 11-04 23:18 !! cnbc Jim Cramer warns investors may be reading too much into Wall Street's post-election rally [SPX] 11-04 20:46 !!! decrypt Coinbase Says 99% of Customer Crypto Is Offline and Out of Hackers’ Reach 11-04 20:14 !! cnbc Crude oil prices fall below $90 a barrel as Vance blames GOP election defeat on Iran war [WTI] 11-04 20:09 !!! theblock Bitcoin rebounds past $80,000 as markets shrug off midterms and Binance hack [BTC] 11-04 19:37 !! cnbc Hyperscalers and Apple surge after election results remove investor uncertainty 11-04 18:02 !! cointelegraph Circle’s ARC token sale lifts earnings as lower yields weigh on USDC income [US10Y] caveats: Yahoo and Cboe are ~15m delayed; SPX gamma assumes dealers long calls and short puts; FRED lags; swap rates are medians of reported trades; crypto positioning is OKX-only; headlines are keyword-scored. Drill down with candles/metric/news --about.
autorekt show 在 2026 年 11 月 5 日的真实输出。在框内滚动可以看到完整简报。
autorekt(名词):自动爆仓装置。它把世上所有的 K 线、资金费率、信用利差和预测市场都交给你的 agent,让它能以前所未有的自信犯错。以前的人只能手动爆仓。本项目不构成投资建议;如果构成,它会起一个更让人放心的名字。
把这段提示词交给你的 agent:
Install autorekt from https://github.com/autorekt/autorekt: build it with `cargo build --release` (or download the static Linux binary from the latest build artifact), put the binary on PATH, run `autorekt show` to check it works, and learn the commands from `autorekt --help`.
或者自己编译:
git clone https://github.com/autorekt/autorekt && cd autorekt cargo build --release && ./target/release/autorekt show
autorekt 只观察,从不交易,任何能执行 shell 命令的 agent 都能用。只用免费数据,在你自己的机器上从公开接口获取:不需要注册账号,也不需要 API 密钥。
问一个模型"市场为什么动了",它只能翻出过时的训练数据和几条新闻标题。好的分析师不会靠猜:形成判断之前,他们会先看利率和资金面、资金流向和仓位、期权和赔率,以及同一时间还有什么在动。这些数据分散在几十个来源里,格式、单位和发布时滞各不相同,大部分从来不上新闻。
autorekt 把它们汇集成一个为模型设计的统一视图:数字优先,每个数字都标明新鲜程度,并附上分析师本来就要自己算的统计量。下面这些问题,你的 agent 现在可以用数据而不是猜测来回答(数据来自 2026 年 11 月 5 日):
隔夜回购利率比美联储付给准备金的利率高 7 个基点,其 99 分位高 15 个基点;10 年期互换利差为 −42 个基点;旁边还有财政部现金余额、常备回购便利的用量和一级交易商的持仓。
autorekt show liquidity
离岸人民币比人民银行每天公布的中间价强约 490 个点,旁边是 SHIBOR、中国国债收益率、两融余额和南向资金。
autorekt show asia
标普 500 的交易商伽马为每 1% 波动 +540 亿美元,25 delta 偏度为 4.6 个波动率点,当天标普期权成交量的 65% 来自当日到期的合约。
autorekt show cboe:SPX#gex
Kalshi 给 12 月加息 80% 的概率;联邦基金期货隐含 11 月 3.88%、12 月 4.03%。
autorekt show kalshi:KXFEDDECISION-26DEC
11 月 4 日以太坊在四小时内上涨 5.3%,同一时间原油下跌 6.4%(6 个标准差),标普 500 上涨 1.8%,高收益债走强:这是宏观的风险偏好回升,不是加密圈的新闻。
autorekt why ETH
现货 ETF 资金流、按交易者类型划分的期货仓位、场外卖空成交、加密资金费率和多空比。
autorekt show positioning
以下都是未经修改的真实输出。每个视图都以数字开头,图形只用来表现形态,最后附上 agent 本来需要自己去查的背景信息。
每根 K 线一行,给出精确数字;然后是更长周期的视角:更早的粗粒度 K 线、波段高低点和价格反复回到的区域、多个周期上的趋势状态、仓位、即将公布的数据、相关性最高的品种,以及数据质量检查。--with 用 Pine Script 风格的写法加上指标列,其中 $ 代表这条序列。
$ autorekt show BTC -i 4h -n 8 --with 'ta.rsi($,14)' quotes UTC chg vs 24h ago (crypto) or previous close (TradFi) id last chg chg% bid ask low high vol(quote) time notes BTC 80400 +2953 +3.81% 80400 80400 77334 81200 9.2B 11-05 05:20 okx:BTC/USDT:USDT (BTC) 4h UTC 11-04 00:00..11-05 04:00 scale 75690..81200 (1 char = 177.74) time open high low close chg% vol ta.rsi($,14) |75690 81200| 11-04 00:00 77439 77530 75690 76450 -1.28 29.2k 35.38 |----░░░░░░░ | 11-04 04:00 76450 78346 76389 78105 +2.16 27.3k 51.70 | ███████████- | 11-04 08:00 78105 78691 78105 78440 +0.43 11.7k 54.22 | ██-- | 11-04 12:00 78440 81200 77976 80274 +2.34 53.1k 64.99 | --████████████-----| 11-04 16:00 80274 80700 79903 79952 -0.40 14.0k 62.22 | ░░░-- | 11-04 20:00 79952 80941 79915 80466 +0.64 9.5k 64.80 | ████--- | 11-05 00:00 80466 80886 80215 80518 +0.06 8.6k 65.06 | --█-- | 11-05 04:00* 80518 80709 80336 80400 -0.15 2.2k 63.90 | ░░- | summary chg +3.82% range 75690..81200 (7.28%) ATR(7) 1233 (1.53%) last vol 0.1x avg high@11-04 12:00 low@11-04 00:00 notable 11-04 12:00 largest gain +2.34% | 11-04 00:00 largest drop -1.28% | 11-04 12:00 heaviest volume 2.7x avg (* = bar still forming) earlier, compressed (coarser bars before the chart above) tf from open high low close chg% |74897..87374| 1w 2026-08-24 77726 81520 76664 77640 -0.11 | -░░------ | 1w 2026-08-31 77640 82280 76204 80300 +3.43 | --██████--- | 1w 2026-09-07 80300 80405 75866 76794 -4.37 | -░░░░░░░ | 1w 2026-09-14 76793 81930 74897 81144 +5.67 |---████████- | 1w 2026-09-21 81144 87374 80822 84441 +4.06 | -██████-----| 1w 2026-09-28 84441 87239 82501 86485 +2.42 | ---█████-| 1w 2026-10-05 86485 86964 80351 83716 -3.20 | -----░░░░░░ | 1w 2026-10-12 83716 84348 79725 82070 -1.97 | ---░░░░- | 1d 2026-10-19 82070 83150 81682 81910 -0.19 | ░-- | 1d 2026-10-20 81910 83437 81166 82984 +1.31 | -███- | 1d 2026-10-21 82985 84876 82588 84050 +1.28 | -███- | 1d 2026-10-22 84050 84320 80900 81381 -3.18 | ░░░░░░ | 1d 2026-10-23 81381 82048 80457 81150 -0.28 | -░- | 1d 2026-10-24 81150 81176 79168 80850 -0.37 | ---░ | 1d 2026-10-25 80850 81008 79773 80119 -0.90 | ░░░ | 1d 2026-10-26 80118 80823 79323 80125 +0.01 | -█- | 1d 2026-10-27 80125 81279 79478 80881 +0.94 | -███ | 1d 2026-10-28 80881 81787 80350 81310 +0.53 | -█- | 1d 2026-10-29 81310 81944 77896 77967 -4.11 | ░░░░░░- | 1d 2026-10-30 77967 78767 76260 77287 -0.87 | --░░- | 1d 2026-10-31 77287 77734 77050 77521 +0.30 | -█- | 1d 2026-11-01 77521 78388 77465 78309 +1.02 | ██- | 1d 2026-11-02 78309 78831 76667 76796 -1.93 | ░░░- | 1d 2026-11-03 76796 78049 76360 77439 +0.84 | -██- | swings (1d, latest of the last year, reversals ≥ 3 ATR = 5950.3; last point still forming) 2026-08-19 L 64142 → 2026-08-21 H 79603 (+24.1%) → 2026-08-21 L 72984 (-8.3%) → 2026-09-03 H 82280 (+12.7%) → 2026-09-15 L 74897 (-9.0%) → 2026-09-21 H 87374 (+16.7%) → 2026-09-21 L 80822 (-7.5%) → 2026-09-23 H 87245 (+7.9%) → 2026-11-04 L 75690 (-13.2%) levels (daily swing zones) above: 80712 (2x, last 2026-09-21, +0.2 ATR) · 82540 (2x, last 2026-09-03, +1.1 ATR) · 83770 (3x, last 2026-01-31, +1.7 ATR) below: 79387 (2x, last 2026-08-21, -0.5 ATR) · 75984 (1x, last 2026-03-17, -2.2 ATR) · 75277 (2x, last 2026-09-15, -2.6 ATR) previous day 11-04 H 81200 L 75690 · previous week H 81944 L 76260 range 1w +3.12% 1m -5.98% 3m +25.04% 6m +0.53% 1y -22.57% · 52w position 46% · from 52w high -25.21% state trend 1h up · 4h up · 1d mixed · RSI(14,1d) 50 · ATR(14,1d) 1983.4 (2.47%, 18th pct of 1y) · 20d high +2.3 ATR, low -2.4 ATR positioning funding 0.0001 (+0.000012447 24h) · OI 2.7B (-3.6M 24h) · long/short 1.52 (-0.8 24h) events (USD, next 3d, UTC) Fri 13:30 USD Average Hourly Earnings m/m · Fri 13:30 USD Non-Farm Employment Change · Fri 13:30 USD Unemployment Rate related (60d corr with the default board) ETH +0.92 · SOL +0.86 · ES +0.64 · NQ +0.63 data quality 1 bar(s) span more than 8x the median range (daily)
why 找到这次波动,衡量同一时间窗口里其他每个市场的波动有多不寻常,并把带时间的新闻放在旁边。
很多资产一起动,是宏观因素;只有它自己在动,是个别因素。
$ autorekt why ETH why ETH window 2026-11-04 13:00 .. 2026-11-04 17:00 UTC move +5.25% okx:ETH/USDT:USDT 1h UTC 11-04 09:00..11-04 18:00 scale 2308.5..2451.1 (1 char = 4.6023) time open high low close chg% vol |2308.5 2451.1| 09:00 2322.4 2323.9 2314.5 2321.6 -0.03 82.0k | --░ | 10:00 2321.6 2334.7 2320.0 2327.4 +0.25 117k | ██-- | 11:00 2327.4 2338.9 2325.2 2326.8 -0.03 112k | ░--- | 12:00 2326.7 2328.5 2308.5 2312.7 -0.60 170k |-░░░░ | 13:00 2312.7 2321.0 2312.7 2318.1 +0.24 69.1k | ██- | 14:00 2318.2 2388.0 2311.6 2378.2 +2.59 627k | -██████████████-- | 15:00 2378.2 2451.1 2377.3 2425.8 +2.00 975k | ███████████------| 16:00 2425.8 2446.1 2425.8 2434.2 +0.34 198k | ███--- | 17:00 2434.1 2435.0 2419.0 2424.0 -0.42 101k | -░░░ | 18:00 2424.0 2436.2 2419.0 2422.4 -0.07 95.4k | -░--- | summary chg +4.31% range 2308.5..2451.1 (6.18%) ATR(9) 28.9 (1.19%) last vol 0.4x avg high@15:00 low@12:00 notable 14:00 largest gain +2.59% | 12:00 largest drop -0.60% | 15:00 heaviest volume 3.8x avg what else moved in the window (z = move / typical move of that length over the prior 20d): id change z OIL -6.39% -6.0 <- unusual BTC +2.85% +4.1 <- unusual HYG +0.63% +3.6 <- unusual NDX247 +1.72% +3.4 <- unusual SPX +1.84% +3.0 <- unusual DXY +0.33% +2.9 <- unusual NQ +1.73% +2.8 <- unusual VIX -1.570 -1.4 NDX +1.58% +1.4 US10Y -0.050 -1.3 DAX +0.83% +1.3 GOLD247 +0.52% +1.2 XAU +0.56% +1.1 USDJPY +0.12% +0.8 XAG +0.39% +0.4 COPPER -0.22% -0.4 N225 +0.00% +0.0 HSI +0.00% +0.0 news around the window (Google News: ethereum after:2026-11-03 before:2026-11-05): 11-04 01:31 google/TradingView Bitcoin, Ethereum, XRP, Dogecoin Surrender Early Gains as Midterm Polls Close—Analyst Sees ‘Sell the Rumor, Buy the News’ Play [BTC,ETH] 11-04 04:14 google/FXStreet Top 3 Price Predictions: Bitcoin, Ethereum, Ripple – BTC tests critical support, ETH struggles below resistance, XRP extends losses [BTC,ETH] 11-04 04:41 google/The Defiant Bullish Picks Solana, Aptos and Ethereum for Tokenized Shares [ETH,SOL] 11-04 04:55 google/Yahoo Finance Why Bitmine Immersion Technologies Stock Is In Focus After Its Ethereum Buying Spree [ETH] 11-04 05:39 google/The Defiant Justin Drake Targets December 2028 for Ethereum’s Post-Quantum Transition [ETH] 11-04 11:35 !! google/Coinpedia Ethereum Price Surges Over 7%: $236M Liquidations Fuel ETH Recovery – What Happens Next? [ETH] 11-04 13:42 ! google/Chicago Star Media Ethereum's second-term surge, and how Washington's shift on crypto is changing the game [ETH] 11-04 14:36 !!! google/BigGo Finance Six Altcoins Flash Buy Signals After October Rout, Analyst Says Ethereum Correction May Be Near an End [ETH] 11-04 16:09 ! google/TradingView Bitcoin Pumps to $80,000, Ethereum, XRP, Solana Surge up to 6% [BTC,ETH,SOL] 11-04 17:00 ! google/AMBCrypto Ethereum price prediction: $2.4K recovery or another liquidation driven retreat? [ETH] 11-04 17:04 !! google/KuCoin Ethereum Price Surges 7% Amid $236M Liquidations [ETH] 11-04 17:17 !!! google/24/7 Wall St. Hackers Who Allegedly Took $133 Million From a French Bank Swapped Into Ethereum and Monero. Is That Behind Monero's 17% Monthly Gain? [ETH] 11-05 00:56 ! google/OX Security PolinRider Returns: Hijacked npm Packages Use Ethereum Blockchain to Conceal Malware Infrastructure [ETH] 11-05 02:04 ! google/Benzinga Bitcoin Tops $81,000, Ethereum, XRP, Dogecoin Also Jump After Midterm Elections: Analyst Says BTC About t [BTC,ETH] read: a move shared by many assets with high |z| is macro (rates, dollar, risk appetite); a move alone in ETH is idiosyncratic — look for asset-specific news.
看板把很多序列并排放在一起。利率和利差的变化以基点计,波动率指数以点计,其他以百分比计,每一行都标明数据的新鲜程度。预测市场是一等公民:可以画图、算相关性、设提醒。
$ autorekt show positioning board positioning 2026-11-05 05:20 UTC (day = 24h for crypto, vs previous close for TradFi; rates/spreads in bp, vol & sentiment indices in points, odds in pp; trend = last 6d hourly, or 30d for daily series) id last 1h day 5d 30d trend flags COT_ES -134368 - +8303 +8303 -1140 ▇▄▄▅▃▃▂▁▁▇▇▇██▇█▆▆▆▄▃▃▃▄ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_NQ 48839 - -1887 -1887 -7311 ▄▄▃▃▁▂▂▂▂▂▂▃▃▃▁▂▃▅▄█▇█▇▇ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_ZN -981538 - -17245 -17245 -169786 ▇▇█▇█▆█▅▄▆▇▆▅▅▁▂▆▄▆▇▄▄▁▁ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_GOLD 186451 - -13414 -13414 -39402 ▁▂▂▂▂▁▁▃▃▃▄▄▃▃▄▆█▇▇▇▆▅▅▄ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_WTI 74343 - -14982 -14982 -66763 ██▇▇▆▆▆▄▄▄▃▁▂▄▃▄▄▄▅▅▃▃▃▂ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_JPY 101591 - +31713 +31713 +29609 ▃▃▃▄▃▃▂▁▁▁▁▂▁▁▄▄▄▃▆▇▇▇▇█ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_EUR -143894 - -9370 -9370 -91560 ▆▇█████▇██▆▆▅▄▄▄▅▅▅▄▄▃▁▁ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_BTC 2720.0 - +302 +302 -36 ▅▄▄▃▂▄▄▆▇▇█▆▆██▅▄▁▃▅▅▅▅▅ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days COT_VIX -77466 - +19043 +19043 +1814 ██▇█▅▅▅▃▄▄▄▄▃▄▄▂▃▂▁▃▃▁▁▃ non-commercial net, contracts, weekly, as of Tuesday, no new bar for 8 days SPX_GEX 53.96 - +0.00 - - ▄ USD bn per 1% move cboe:SPX#put_call_oi 1.4255 - +0.00 - - ▄ cboe:SPX#skew_25d 4.5500 - +0.00 - - ▄ cboe:SPX#zero_dte_pct 7.5570 - +0.00 - - ▄ BTC_ETF_FLOW 74.60 - +190.20 +717.80 +164.40 ▆▆▅▄▅▆▄▂▃▅▄▃▅▄██▁▄▆▆▅▁▂▅ as of 2026-11-04, daily net flow, USD mn ETH_ETF_FLOW 53.00 - +138.30 +208.70 +103.80 ▇█▆▄▄▄▄▁▃▄▃▂▄▄▃▆▂▆▃▅▃▁▂▇ as of 2026-11-04, daily net flow, USD mn BTC#long_short_ratio 1.5100 +0.00 -0.81 -1.26 +0.53 ▆▇█▇▇▇▇▆▆▅▅▅▅▆▇▇▇▆▅▅▃▁▁▁ BTC#funding_rate 0.00010000 +0.25bp +0.12bp +0.00bp - ██▃▃▁▄▆▂▄▁▄▃▆█▃▅█▅██▅▆██ finra:SPY 60.4% - +18.3pp -3.2pp +7.9pp ▂▄▇▇▄▄▄▁▃▄▅█▃▅▂▃▅▅▃▆▇▇▅▆ short volume ratio, off-exchange only, T+0 evening finra:QQQ 61.8% - +10.3pp -9.7pp -5.3pp ▁▃▇▅▇▄▆▅▇▂▇█▂█▂▁▆▂▆▁▇█▅▄ short volume ratio, off-exchange only, T+0 evening finra:NVDA 29.9% - +2.6pp -7.9pp -27.5pp ▃▃▂▅▇▅█▇▇▆▄▇▃▄▁▂▄▁▁▁▄▃▁▁ short volume ratio, off-exchange only, T+0 evening
$ autorekt show kalshi:KXFEDDECISION-26DEC kalshi:KXFEDDECISION-26DEC-C26 Will the Federal Reserve Cut rates by >25bps at their December 2026 meeting? [vol24h 1.1k, 24h +0.0pp, ends 2026-12-09] 1.0% Cut >25bps bid 0.0% ask 1.0% kalshi:KXFEDDECISION-26DEC-C25 Will the Federal Reserve Cut rates by 25bps at their December 2026 meeting? [vol24h 14.1k, 24h +0.0pp, ends 2026-12-09] 1.0% Cut 25bps bid 1.0% ask 2.0% kalshi:KXFEDDECISION-26DEC-H0 Will the Federal Reserve Hike rates by 0bps at their December 2026 meeting? [vol24h 44.8k, 24h -5.0pp, ends 2026-12-09] 21.0% #### Fed maintains rate bid 20.0% ask 21.0% kalshi:KXFEDDECISION-26DEC-H25 Will the Federal Reserve Hike rates by 25bps at their December 2026 meeting? [vol24h 79.5k, 24h +4.0pp, ends 2026-12-09] 80.0% ################ Hike 25bps bid 80.0% ask 81.0% kalshi:KXFEDDECISION-26DEC-H26 Will the Federal Reserve Hike rates by >25bps at their December 2026 meeting? [vol24h 15.7k, 24h +0.0pp, ends 2026-12-09] 1.0% Hike >25bps bid 1.0% ask 2.0%
规则是基于任何序列的表达式。--test 会带着冷却时间在历史数据上回放这条规则,并显示每次触发之后发生了什么。保存的规则由守护进程运行:触发时执行钩子命令,或者让没有钩子的 agent 从
watch --wait 中返回。
$ autorekt watch 'pct(BTC, "1h") < -1.5' --test --tf 5m -r 14d --cooldown 6h backtest adhoc expr: pct(BTC, "1h") < -1.5 tf 5m range 14d for 0 cooldown 6h -> 2 firing(s) over 4032 bars time value BTC +1h +4h +24h 2026-10-29 20:40 -2.4493 +0.25% -2.00% -2.46% 2026-11-04 03:05 -1.6259 +1.17% +2.16% +5.32% +1h: mean +0.71% median +1.17% up 2/2 +4h: mean +0.08% median +2.16% up 1/2 +24h: mean +1.43% median +5.32% up 1/2
agent 学用一个工具,靠的是模仿它以前被怎么用。所以接口尽量小:一件事一个动词,所有命令的选项含义一致,帮助和错误信息会告诉你下一步该做什么。
show查看一切:简报、看板、K 线、某项指标、赔率、新闻、日历、你的提醒,或者一份 markdown 报告。
autorekt show liquidity
search查找一切:所有来源的品种代码、预测市场、新闻标题。
autorekt search swap --kind instruments
why解释波动:找到它,衡量同一窗口里还有什么在动,找出带时间的新闻。给多个代码时:相关性和失效的关系。
autorekt why BTC
watch被叫醒:用普通表达式写规则,先回测再信任,由后台守护进程运行。
autorekt watch --wait
只用公开接口,在你自己的机器上获取,带缓存和限速。某个来源出错时,autorekt 会直接说出来,而不是悄悄换成别的数据。
OKX、Binance、Hyperliquid(包括 7×24 小时交易的美股永续合约)、Deribit 期权和 DVOL、Coinbase、DefiLlama 稳定币、Farside 的现货 ETF 资金流
Yahoo Finance 的股票、ETF、指数、期货、外汇和大宗商品;Cboe 期权链,用于交易商伽马、偏度、看跌看涨比和当日到期期权
FRED;纽约联储的 SOFR 分布、回购便利用量和一级交易商持仓;美国财政部的每日现金余额和国债拍卖;来自公开申报的互换交易的 SOFR 互换利率(DTCC);欧洲央行;日本财务省
CFTC 持仓报告、FINRA 场外卖空成交、资金费率、未平仓合约、多空比和爆仓
人民币中间价和 SHIBOR(中国外汇交易中心);国债收益率、两融余额、沪深港通资金和涨跌家数(东方财富);港元拆息和银行体系总结余(香港金管局)
Polymarket、Kalshi、财经和加密新闻源、Google 新闻搜索、ForexFactory 日历、CNN 和加密恐惧贪婪指数