fix: use taker fees (BG 0.06%, HL 0.045%) + threshold 0.25%
All IOC market orders incur taker fees, not maker fees. Previous makerFees (BG 0.02%, HL 0.015%) caused 0.10% threshold trades to actually lose 0.11% per round trip. Changes: - scanner.go: makerFees → takerFees (BG 0.060, HL 0.045) - dashboard.go: makerFees → takerFees - types.go: makerFees → takerFees - trader.go: makerFees → takerFees - config.json: trade_threshold 0.1 → 0.25
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+6
-6
@@ -10,10 +10,10 @@ const (
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ExBitget = "Bitget"
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)
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// Maker fee rates (%) — for limit orders on trading exchanges
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var makerFees = map[string]float64{
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ExHyperLiquid: 0.015,
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ExBitget: 0.020, // standard maker
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// Taker fee rates (%) — for IOC market orders on trading exchanges
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var takerFees = map[string]float64{
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ExHyperLiquid: 0.045,
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ExBitget: 0.060,
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}
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// TickerCoins defines all coins we monitor.
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@@ -59,9 +59,9 @@ func ScanBGHL(store *PriceStore) []*ArbOpportunity {
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}
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// BG->HL: buy cheap at Bitget, sell expensive at HyperLiquid
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profitBG := netProfit(bgP, hlP, makerFees[ExBitget], makerFees[ExHyperLiquid])
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profitBG := netProfit(bgP, hlP, takerFees[ExBitget], takerFees[ExHyperLiquid])
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// HL->BG: buy cheap at HyperLiquid, sell expensive at Bitget
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profitHL := netProfit(hlP, bgP, makerFees[ExHyperLiquid], makerFees[ExBitget])
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profitHL := netProfit(hlP, bgP, takerFees[ExHyperLiquid], takerFees[ExBitget])
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grossBG := (hlP - bgP) / bgP * 100
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grossHL := (bgP - hlP) / hlP * 100
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