feat: actual exchange fees for entry orders
- BitgetTrade: added GetTradeFee() queries /mix/order/fills - HyperLiquidTrade: added GetTradeFee() parses MarketOpen response - trader.placeOrder() now returns (errMsg, actualFeeUSD) - executeEntry uses actual fee from exchange, falls back to estimate
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jackyu66git
@@ -554,14 +554,18 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
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t.mu.Unlock()
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// Execute both legs
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if err := t.placeOrder(pos.LongLeg, "buy", store); err != "" {
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log.Printf("[Trader] %s: long leg placeOrder failed: %s", opp.Coin, err)
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var longFeeUSD, shortFeeUSD float64
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var errMsg string
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errMsg, longFeeUSD = t.placeOrder(pos.LongLeg, "buy", store)
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if errMsg != "" {
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log.Printf("[Trader] %s: long leg placeOrder failed: %s", opp.Coin, errMsg)
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t.cleanup(pos.Coin)
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return false
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}
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time.Sleep(t.cfg.LegDelay)
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if err := t.placeOrder(pos.ShortLeg, "sell", store); err != "" {
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log.Printf("[Trader] %s: short leg placeOrder failed: %s", opp.Coin, err)
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errMsg, shortFeeUSD = t.placeOrder(pos.ShortLeg, "sell", store)
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if errMsg != "" {
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log.Printf("[Trader] %s: short leg placeOrder failed: %s", opp.Coin, errMsg)
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// Leg1 placed successfully, leg2 failed — try to close leg1
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pos.Status = "failed"
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if closeErr := t.closeLeg(pos.LongLeg); closeErr != "" {
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@@ -570,7 +574,7 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
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pos.ErrorLog = fmt.Sprintf("ORPHAN: leg1 %s %s placed OK, leg2 %s %s failed (%s), leg1 close also failed (%s)",
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pos.LongLeg.Exchange, pos.LongLeg.Side,
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pos.ShortLeg.Exchange, pos.ShortLeg.Side,
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err, closeErr)
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errMsg, closeErr)
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log.Printf("[Trader] ⚠️ ORPHAN POSITION on %s: %s", pos.Coin, pos.ErrorLog)
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}
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t.cleanup(pos.Coin)
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@@ -602,8 +606,13 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
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if tradeID, err := t.db.SaveTrade(dbTrade); err == nil {
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pos.DBTradeID = tradeID
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longFee := tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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shortFee := tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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// Use actual fee from exchange (fetched in placeOrder), fall back to estimate
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if longFeeUSD <= 0 {
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longFeeUSD = tradeUnit * takerFees[pos.LongLeg.Exchange] / 100
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}
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if shortFeeUSD <= 0 {
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shortFeeUSD = tradeUnit * takerFees[pos.ShortLeg.Exchange] / 100
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}
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longShares := tradeUnit / pos.LongLeg.EntryPrice
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shortShares := tradeUnit / pos.ShortLeg.EntryPrice
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@@ -611,13 +620,13 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
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TradeID: tradeID, Leg: "long", Type: "entry",
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Exchange: pos.LongLeg.Exchange, Side: "buy",
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Price: &pos.LongLeg.EntryPrice, Size: &longShares,
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Fee: &longFee, Status: &status, CreatedAt: now,
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Fee: &longFeeUSD, Status: &status, CreatedAt: now,
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})
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shortOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: tradeID, Leg: "short", Type: "entry",
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Exchange: pos.ShortLeg.Exchange, Side: "sell",
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Price: &pos.ShortLeg.EntryPrice, Size: &shortShares,
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Fee: &shortFee, Status: &status, CreatedAt: now,
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Fee: &shortFeeUSD, Status: &status, CreatedAt: now,
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})
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t.db.SaveSystemOrder(&db.SystemOrderRecord{
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TradeID: tradeID, Type: "entry", Status: "filled",
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@@ -838,14 +847,14 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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for _, p := range pos.LongEntryPrices {
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totalLongSharesRetry += t.cfg.TradeAmountUSD / p
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}
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totalShortSharesRetry := 0.0
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totalshortSharesRetry := 0.0
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for _, p := range pos.ShortEntryPrices {
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totalShortSharesRetry += t.cfg.TradeAmountUSD / p
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totalshortSharesRetry += t.cfg.TradeAmountUSD / p
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}
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pos.ExitLongFeeUSD = float64(numBatchesRetry)*t.cfg.TradeAmountUSD*takerFees[pos.LongLeg.Exchange]/100 +
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totalLongSharesRetry*longCurrent*takerFees[pos.LongLeg.Exchange]/100
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pos.ExitShortFeeUSD = float64(numBatchesRetry)*t.cfg.TradeAmountUSD*takerFees[pos.ShortLeg.Exchange]/100 +
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totalShortSharesRetry*shortCurrent*takerFees[pos.ShortLeg.Exchange]/100
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totalshortSharesRetry*shortCurrent*takerFees[pos.ShortLeg.Exchange]/100
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}
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closeErr := t.closeBothLegs(pos)
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@@ -878,15 +887,15 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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for _, p := range pos.LongEntryPrices {
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totalLongShares += legCapital / p
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}
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totalShortShares := 0.0
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totalshortShares := 0.0
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for _, p := range pos.ShortEntryPrices {
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totalShortShares += legCapital / p
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totalshortShares += legCapital / p
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}
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longEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.LongLeg.Exchange] / 100
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shortEntryFeeSum := float64(numBatches) * legCapital * takerFees[pos.ShortLeg.Exchange] / 100
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longExitFeeAmt := totalLongShares * pos.LongLeg.ExitPrice * takerFees[pos.LongLeg.Exchange] / 100
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shortExitFeeAmt := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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shortExitFeeAmt := totalshortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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longFeeUSD := longEntryFeeSum + longExitFeeAmt
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shortFeeUSD := shortEntryFeeSum + shortExitFeeAmt
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@@ -957,7 +966,7 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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Price: &pos.LongLeg.ExitPrice, Size: &longExitShares,
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Fee: &longExitFeeAmt, Status: &status, CreatedAt: now,
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})
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shortExitShares := totalShortShares
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shortExitShares := totalshortShares
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shortOID, _ := t.db.SaveOrder(&db.OrderRecord{
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TradeID: pos.DBTradeID, Leg: "short", Type: "exit",
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Exchange: pos.ShortLeg.Exchange, Side: "buy",
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@@ -1034,30 +1043,47 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
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}
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}
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func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) string {
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func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (string, float64) {
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if t.cfg.TestMode {
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return t.mockFill(leg, side, store)
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return t.mockFill(leg, side, store), 0
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}
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if leg.Exchange == ExBitget {
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size := exchange.GetBitgetSize(leg.Coin+"USDT", t.cfg.TradeAmountUSD, leg.EntryPrice)
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oid, err := t.bitget.PlaceMarketOrder(side, leg.Coin+"USDT", size, "open")
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if err != nil {
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return fmt.Sprintf("BG %s error: %v", side, err)
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return fmt.Sprintf("BG %s error: %v", side, err), 0
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}
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leg.Size = size
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leg.OrderID = oid
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log.Printf("[ExRes] BG %s %s: size=%s → response=%s", side, leg.Coin+"USDT", size, oid)
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log.Printf("[ExRes] BG %s %s: size=%s oid=%s", side, leg.Coin+"USDT", size, oid)
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// Fetch actual fee from exchange
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fee, fetchErr := t.bitget.GetTradeFee(leg.Coin+"USDT", oid)
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if fetchErr != nil {
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log.Printf("[Fee] BG GetTradeFee warning: %v", fetchErr)
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} else {
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log.Printf("[Fee] BG %s %s: actual fee=$%.6f", side, leg.Coin+"USDT", fee)
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}
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return "", fee
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} else {
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size := exchange.GetHLSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
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resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
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if err != nil {
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return fmt.Sprintf("HL %s error: %v", side, err)
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return fmt.Sprintf("HL %s error: %v", side, err), 0
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}
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leg.Size = size
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leg.OrderID = resp
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log.Printf("[ExRes] HL %s %s: size=%s → response=%s", side, leg.Coin, size, resp)
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log.Printf("[ExRes] HL %s %s: size=%s", side, leg.Coin, size)
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// Estimate fee from filled response (HL doesn't return fee in order response)
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fee, fetchErr := t.hyperliquid.GetTradeFee(resp, takerFees[ExHyperLiquid])
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if fetchErr != nil {
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log.Printf("[Fee] HL GetTradeFee warning: %v", fetchErr)
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} else {
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log.Printf("[Fee] HL %s %s: actual fee=$%.6f", side, leg.Coin, fee)
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}
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return "", fee
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}
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return ""
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}
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func (t *Trader) closeBothLegs(pos *ArbPosition) string {
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@@ -1169,9 +1195,9 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
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for _, p := range pos.LongEntryPrices {
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totalLongShares += tradeUnit / p
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}
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totalShortShares := 0.0
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totalshortShares := 0.0
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for _, p := range pos.ShortEntryPrices {
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totalShortShares += tradeUnit / p
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totalshortShares += tradeUnit / p
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}
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// Save exit orders for legs that were just now closed
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@@ -1186,8 +1212,8 @@ func (t *Trader) retryClose(pos *ArbPosition, bgP, hlP float64, notifier *Notifi
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})
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}
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if pos.ShortLeg.Closed {
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shortExitFee := totalShortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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shortExitShares := totalShortShares
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shortExitFee := totalshortShares * pos.ShortLeg.ExitPrice * takerFees[pos.ShortLeg.Exchange] / 100
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shortExitShares := totalshortShares
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_, _ = t.db.SaveOrder(&db.OrderRecord{
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TradeID: pos.DBTradeID, Leg: "short", Type: "exit",
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Exchange: pos.ShortLeg.Exchange, Side: "buy",
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