Initial commit

2026-05-03 16:54:36 +08:00
commit 719f0a061d
22 changed files with 2436 additions and 0 deletions
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+package exchange
+
+import "github.com/gorilla/websocket"
+
+// These are needed for compilation of the exchange package.
+// PriceConnector is defined in connector.go.
+var _ = websocket.ErrCloseSent // keep gorilla/websocket import
+
+// CalcNetProfit calculates net profit % for a complete round trip (entry + exit) between two exchanges.
+// buyPrice: price on the buy exchange
+// sellPrice: price on the sell exchange
+// buyFee: fee rate on buy exchange (e.g. 0.03 for 0.03%)
+// sellFee: fee rate on sell exchange
+// buyFee2: buy fee on the other exchange
+// sellFee2: sell fee on the other exchange
+// Returns net profit in percentage.
+func CalcNetProfit(price1, price2, fee1Buy, fee1Sell, fee2Buy, fee2Sell float64) float64 {
+	// price1 = Bitget, price2 = HyperLiquid
+	// Try: buy cheap (min), sell expensive (max)
+	buyPrice := price1
+	sellPrice := price2
+	buyFee := fee1Buy
+	sellFee := fee2Sell
+
+	if price2 < price1 {
+		buyPrice = price2
+		sellPrice = price1
+		buyFee = fee2Buy
+		sellFee = fee1Sell
+	}
+
+	// Entry: buy at buyPrice (pay buyFee), sell short at sellPrice (pay sellFee)
+	if buyPrice <= 0 || sellPrice <= 0 {
+		return 0
+	}
+	cost := buyPrice * (1 + buyFee/100)
+	revenue := sellPrice * (1 - sellFee/100)
+
+	// Exit: sell long (pay sellFee), buy back short (pay buyFee)
+	// Total fees = 2 * (buyFee + sellFee), first round already in formula above
+	return (revenue/cost-1)*100 - (buyFee + sellFee)
+}