Initial commit

types.go

@@ -0,0 +1,121 @@
+package main
+
+import (
+	"sync"
+	"time"
+)
+
+// TrackedCoin represents a coin we monitor across exchanges.
+type TrackedCoin struct {
+	Name string // Display name (BTC, ETH, etc.)
+	BN   string // Binance symbol (BTCUSDT)
+	BG   string // Bitget symbol (BTCUSDT)
+	HL   string // HyperLiquid symbol (BTC)
+}
+
+// PriceTick holds a price update with optional bid/ask.
+type PriceTick struct {
+	Price float64
+	Bid   float64 // 0 if unknown
+	Ask   float64 // 0 if unknown
+}
+
+// Spread holds bid/ask data for one exchange+coin.
+type Spread struct {
+	Bid     float64
+	Ask     float64
+	Updated int64 // unix nano
+}
+
+// PriceStore holds the latest prices from all exchanges, thread-safe.
+type PriceStore struct {
+	mu       sync.RWMutex
+	prices   map[string]map[string]float64 // coin -> exchange -> price
+	spreads  map[string]map[string]*Spread // coin -> exchange -> spread
+}
+
+func NewPriceStore() *PriceStore {
+	return &PriceStore{
+		prices:  make(map[string]map[string]float64),
+		spreads: make(map[string]map[string]*Spread),
+	}
+}
+
+// Set stores a price update. If bid/ask are non-zero, also stores spread.
+func (s *PriceStore) Set(coin, exchange string, price float64) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	if s.prices[coin] == nil {
+		s.prices[coin] = make(map[string]float64)
+	}
+	s.prices[coin][exchange] = price
+}
+
+// SetWithSpread stores price + bid/ask spread.
+func (s *PriceStore) SetWithSpread(coin, exchange string, price, bid, ask float64) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	if s.prices[coin] == nil {
+		s.prices[coin] = make(map[string]float64)
+	}
+	s.prices[coin][exchange] = price
+
+	if bid > 0 && ask > 0 {
+		if s.spreads[coin] == nil {
+			s.spreads[coin] = make(map[string]*Spread)
+		}
+		s.spreads[coin][exchange] = &Spread{
+			Bid: bid, Ask: ask,
+			Updated: time.Now().UnixNano(),
+		}
+	}
+}
+
+func (s *PriceStore) Get(coin, exchange string) (float64, bool) {
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	p, ok := s.prices[coin][exchange]
+	return p, ok
+}
+
+// GetSpread returns the current bid-ask spread (as percentage of mid price).
+// Returns 0 if no spread data available.
+func (s *PriceStore) GetSpread(coin, exchange string) float64 {
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	sp, ok := s.spreads[coin][exchange]
+	if !ok || sp.Bid <= 0 || sp.Ask <= 0 {
+		return 0
+	}
+	mid := (sp.Bid + sp.Ask) / 2
+	if mid <= 0 {
+		return 0
+	}
+	return (sp.Ask - sp.Bid) / mid * 100
+}
+
+// GetAll returns a snapshot of all prices.
+func (s *PriceStore) GetAll() map[string]map[string]float64 {
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	snap := make(map[string]map[string]float64)
+	for coin, exMap := range s.prices {
+		snap[coin] = make(map[string]float64)
+		for ex, p := range exMap {
+			snap[coin][ex] = p
+		}
+	}
+	return snap
+}
+
+// ArbOpportunity represents a profitable arbitrage route.
+type ArbOpportunity struct {
+	Coin       string
+	Direction  string // e.g. "BN->HL"
+	BuyEx      string
+	SellEx     string
+	BuyPrice   float64
+	SellPrice  float64
+	NetProfit  float64 // percentage after fees
+	GrossBasis float64 // raw price difference %
+}