Initial commit
This commit is contained in:
jackyu66git
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package main
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import (
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"bytes"
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"fmt"
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"io"
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"log"
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"os"
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"os/signal"
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"strings"
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"syscall"
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"time"
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"exchange-monitor/exchange"
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)
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func main() {
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log.SetFlags(log.Ldate | log.Ltime | log.Lshortfile)
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// Set up multi-writer: stdout + log file
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logPath := os.ExpandEnv("$HOME/Project/exchange-monitor-go/exchange-monitor.log")
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logFile, err := os.OpenFile(logPath, os.O_CREATE|os.O_WRONLY|os.O_APPEND, 0644)
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if err == nil {
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multi := io.MultiWriter(os.Stdout, logFile)
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log.SetOutput(multi)
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} else {
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log.SetOutput(os.Stdout)
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}
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log.Println("[Exchange Monitor] Starting...")
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loadDotEnv()
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cfg := LoadConfig()
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store := NewPriceStore()
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notifier := NewNotifier(cfg.TelegramBotToken, cfg.TelegramChatID)
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// Initialize trader
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trader := NewTrader(cfg)
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if trader.IsConfigured() {
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modeLabel := trader.ModeLabel()
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log.Printf("[Trader] %s mode: automated trading ENABLED (threshold >= %.2f%%, $%.0f/trade)",
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modeLabel, cfg.TradeThreshold, cfg.TradeAmountUSD)
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if cfg.TestMode {
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log.Printf("[Trader] Using mock orders with %.3f%% slippage per leg", cfg.MockSlippagePct)
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}
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log.Printf("[Trader] Bitget+HL: BG->HL / HL->BG only")
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} else {
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log.Printf("[Trader] Automated trading DISABLED (set TRADE_ENABLED=1 or TEST_MODE=true in .env)")
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}
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sigCh := make(chan os.Signal, 1)
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signal.Notify(sigCh, os.Interrupt, syscall.SIGUSR1)
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// Collect symbols
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var bnSymbols, bgSymbols, hlSymbols []string
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var aevoSymbols []exchange.TrackedSymbol
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for _, c := range TrackedCoins {
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bnSymbols = append(bnSymbols, c.BN)
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bgSymbols = append(bgSymbols, c.BG)
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hlSymbols = append(hlSymbols, c.HL)
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aevoSymbols = append(aevoSymbols, exchange.TrackedSymbol{
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Coin: c.Name,
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InstrumentID: c.Name + "-PERP",
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})
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}
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// Start all exchange WS connections
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startExchange := func(name string, runner func(func(string, float64, float64, float64)) error) {
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go func() {
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for {
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err := runner(func(coin string, price, bid, ask float64) {
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store.SetWithSpread(coin, name, price, bid, ask)
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})
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log.Printf("[%s] WS error: %v (reconnecting...)", name, err)
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select {
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case <-sigCh:
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return
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case <-time.After(3 * time.Second):
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}
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}
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}()
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}
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startExchange("Binance", exchange.NewBinanceWS(bnSymbols).Run)
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startExchange("HyperLiquid", exchange.NewHyperLiquidWS(hlSymbols).Run)
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startExchange("Bitget", exchange.NewBitgetWS(bgSymbols).Run)
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startExchange("dYdX", exchange.NewDydxWS(hlSymbols).Run)
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log.Println("[Monitor] Waiting for initial data...")
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time.Sleep(10 * time.Second)
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// Main loop
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lastHour := -1
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scannerTick := time.NewTicker(time.Duration(cfg.ScanIntervalMs) * time.Millisecond)
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statusTick := time.NewTicker(30 * time.Second)
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log.Printf("[Monitor] Scanner running every %dms", cfg.ScanIntervalMs)
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runLoop := true
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for runLoop {
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select {
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case sig := <-sigCh:
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if sig == syscall.SIGUSR1 {
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// Dump stats on request
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converged, diverged, flat, total := trader.GetClosedStats()
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stats := fmt.Sprintf("=== 收敛统计 === %s\n", time.Now().Format("2006-01-02 15:04"))
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stats += fmt.Sprintf(" 总交易数: %d\n", total)
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stats += fmt.Sprintf(" 价差收敛: %d\n", converged)
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stats += fmt.Sprintf(" 价差持平: %d\n", flat)
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stats += fmt.Sprintf(" 价差发散: %d\n", diverged)
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if total > 0 {
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stats += fmt.Sprintf(" 收敛率: %.1f%%\n", float64(converged)/float64(total)*100)
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}
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log.Printf("[Monitor] SIGUSR1 received — wrote stats to trade_stats.txt")
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statsPath := os.ExpandEnv("$HOME/Project/exchange-monitor-go/trade_stats.txt")
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os.WriteFile(statsPath, []byte(stats), 0644)
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continue
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}
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log.Println("[Monitor] Shutting down...")
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runLoop = false
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case <-statusTick.C:
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snap := store.GetAll()
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count := 0
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for _, exMap := range snap {
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count += len(exMap)
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}
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log.Printf("[Status] %d prices / %d coins connected", count, len(snap))
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// Show open positions
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if positions := trader.GetOpenPositions(); len(positions) > 0 {
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for _, pos := range positions {
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log.Printf(" [Position] %s %s open %d scales $%.0f since %s",
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pos.Coin, pos.Direction, pos.ScaleLevels, pos.AmountUSD,
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time.Since(pos.StartedAt).Round(time.Second).String())
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}
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}
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case <-scannerTick.C:
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now := time.Now()
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t0 := now
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// Tick the trader (monitor open positions for exit)
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trader.Tick(store, notifier)
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t1 := time.Now()
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// Scan for arbitrage entries using maker fees (limit orders)
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makerOpps := ScanArbWithFees(store, makerFees)
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t2 := time.Now()
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for _, opp := range makerOpps {
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if opp.NetProfit < cfg.ArbThreshold {
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continue
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}
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if trader.TryEntry(opp, store, notifier) {
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log.Printf("[Trader] %s: entry initiated for %.4f%%", opp.Coin, opp.NetProfit)
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}
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}
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t3 := time.Now()
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// Profile: warn if any step is slow
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tickDur := t3.Sub(t0)
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tickMs := tickDur.Milliseconds()
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if tickMs > 100 || t1.Sub(t0) > 50 || t2.Sub(t1) > 50 || t3.Sub(t2) > 50 {
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log.Printf("[Profile] tick=%dms trader=%dms scan=%dms entry=%dms",
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tickMs, t1.Sub(t0).Milliseconds(), t2.Sub(t1).Milliseconds(), t3.Sub(t2).Milliseconds())
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}
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// Hourly trade summary
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hour := now.Hour()
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if now.Minute() == 0 && now.Second() < 5 && hour != lastHour {
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positions := trader.GetOpenPositions()
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notifier.SendTradeSummary(positions, now.Format("2006-01-02 15:04"))
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lastHour = hour
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}
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}
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}
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log.Println("[Monitor] Stopped.")
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}
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func loadDotEnv() {
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envPath := os.ExpandEnv("$HOME/Project/exchange-monitor-go/.env")
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if _, err := os.Stat(envPath); err != nil {
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return
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}
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data, err := os.ReadFile(envPath)
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if err != nil {
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return
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}
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for _, line := range bytes.Split(data, []byte("\n")) {
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line = bytes.TrimSpace(line)
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if len(line) == 0 || line[0] == '#' {
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continue
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}
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parts := bytes.SplitN(line, []byte("="), 2)
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if len(parts) != 2 {
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continue
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}
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key := string(bytes.TrimSpace(parts[0]))
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val := string(bytes.TrimSpace(parts[1]))
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// Strip inline comments
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if idx := strings.Index(val, "#"); idx >= 0 {
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val = strings.TrimSpace(val[:idx])
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}
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if os.Getenv(key) == "" {
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os.Setenv(key, val)
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}
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}
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}
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