From 5cfb6afa55d2bd32e4c73449798dd578a9a49be7 Mon Sep 17 00:00:00 2001
From: jackyu66git <jackyu66@gmail.com>
Date: Sun, 3 May 2026 20:28:27 +0800
Subject: [PATCH] Fix SpreadWindow: use netProfit() for fee accuracy, track
 real peak
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- Replace manual spread-fee calc with netProfit() call — matches
  scanner's exact fee model (round-trip 0.07%)
- Each direction gets correct buy/sell fee pairing
- Add PeakNet field to record true max during window, not close-time value
- Log peak net with +/- sign instead of approx symbol
---
 types.go | 32 ++++++++++++++++++++------------
 1 file changed, 20 insertions(+), 12 deletions(-)

diff --git a/types.go b/types.go
index d7d2d7e..ea3c6cd 100644
--- a/types.go
+++ b/types.go
@@ -128,6 +128,7 @@ type SpreadWindow struct {
 	Coin      string
 	Direction string // "BG->HL" or "HL->BG"
 	Since     time.Time
+	PeakNet   float64 // highest netProfit % observed during this window
 }
 
 type SpreadWindowTracker struct {
@@ -151,18 +152,22 @@ func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, thresho
 			continue
 		}
 
-		// Check both directions
-		for _, dir := range []struct {
-			name string
-			low  float64
-			high float64
-		}{
-			{"BG->HL", bgP, hlP},
-			{"HL->BG", hlP, bgP},
+		// Check both directions — use netProfit() for exact fee model match
+		// BG→HL: buy BG (Bitget 0.020%), sell HL (HL 0.015%)
+		// HL→BG: buy HL (HL 0.015%), sell BG (Bitget 0.020%)
+		type dirCheck struct {
+			name      string
+			buyPrice  float64
+			sellPrice float64
+			buyFee    float64
+			sellFee   float64
+		}
+		for _, dir := range []dirCheck{
+			{"BG->HL", bgP, hlP, makerFees[ExBitget], makerFees[ExHyperLiquid]},
+			{"HL->BG", hlP, bgP, makerFees[ExHyperLiquid], makerFees[ExBitget]},
 		} {
 			key := coin.Name + ":" + dir.name
-			spread := (dir.high - dir.low) / dir.low * 100
-			netSpr := spread - (makerFees[ExBitget] + makerFees[ExHyperLiquid]) // rough net
+			netSpr := netProfit(dir.buyPrice, dir.sellPrice, dir.buyFee, dir.sellFee)
 
 			w, exists := swt.windows[key]
 			if netSpr >= threshold {
@@ -171,14 +176,17 @@ func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, thresho
 						Coin:      coin.Name,
 						Direction: dir.name,
 						Since:     now,
+						PeakNet:   netSpr,
 					}
+				} else if netSpr > w.PeakNet {
+					w.PeakNet = netSpr
 				}
 			} else {
 				if exists {
 					dur := now.Sub(w.Since)
 					if dur > 100*time.Millisecond {
-						log.Printf("[SpreadWindow] %s %s exceeded threshold for %v (peak net≈%.4f%%)",
-							w.Coin, w.Direction, dur.Round(time.Millisecond), netSpr)
+						log.Printf("[SpreadWindow] %s %s exceeded threshold for %v (peak net=%+.4f%%)",
+							w.Coin, w.Direction, dur.Round(time.Millisecond), w.PeakNet)
 					}
 					delete(swt.windows, key)
 				}