diff --git a/CLAUDE.md b/CLAUDE.md new file mode 100644 index 0000000..d3443cc --- /dev/null +++ b/CLAUDE.md @@ -0,0 +1,113 @@ +# CLAUDE.md + +This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository. + +## Project Overview + +Cross-exchange perpetual contract arbitrage system between Bitget and HyperLiquid. Scans ~150 coins for price spreads, executes automated arbitrage trades with scale-in/exit logic, and displays real-time data on a React dashboard. + +## Build & Run Commands + +```bash +# Build Go binary +go build -o exchange-monitor . + +# Start (kills old process + builds if needed + runs) +bash start.sh + +# Options: --clean (delete DB), --rebuild (force recompile) +bash start.sh --clean --rebuild + +# Frontend dev (hot reload on :5173, proxies /api to :8888) +cd frontend && npm run dev + +# Frontend production build +cd frontend && npm run build + +# IPC commands (talk to running daemon via Unix socket) +./exchange-monitor status +./exchange-monitor close-all +./exchange-monitor close DOGE +./exchange-monitor stop +./exchange-monitor start +``` + +## Architecture + +### Data Flow +``` +Exchange WS (HL + BG) → PriceStore (in-memory) → scanner → Trader (entry/exit/scale) + ↓ + dashboard (SSE hub, :8888) + ↓ + React frontend (SSE events) +``` + +### Main Loop (main.go:148-245) +Fixed 50ms tick: trader.Tick() → scan.scanBGHL() → TryEntry() for each opportunity. Every 30s: status log. Hourly: Telegram summary. + +### Package Layout + +| Package | Files | Responsibility | +|---------|-------|---------------| +| `main` (root) | `main.go`, `scanner.go`, `trader.go`, `dashboard.go`, `config.go`, `types.go`, `notifier.go`, `ipc.go` | All core logic in a single flat package | +| `exchange/` | `connector.go`, `bitget.go`, `hyperliquid.go`, `bitget_trade.go`, `hyperliquid_trade.go`, `helpers.go` | WS reconnector + exchange-specific REST/WS APIs | +| `db/` | `db.go`, `trade_repo.go` | SQLite persistence (trades, orders, system_orders, config_log) | +| `frontend/` | Vite + React | Real-time dashboard consuming SSE from backend | + +### Key Types + +- **PriceStore** — Thread-safe in-memory map of coin→exchange→price, with bid/ask spread tracking +- **ArbOpportunity** — Scanning result: coin, direction (BG→HL or HL→BG), prices, net profit % +- **ArbPosition** — Open position with long/short legs, scale-in tracking, entry prices array +- **Trader** — Manages positions, entry/exit logic, fund tracking, blacklist, DB persistence + +### Exchange Connector + +`PriceConnector` (exchange/connector.go) is a reusable WebSocket reconnector with exponential backoff (1s-30s), configurable ping interval, and read deadline. Bitget uses text ping frames; HyperLiquid uses standard ping/pong. + +### Trading Logic + +- **Entry (TryEntry → executeEntry)**: Checks threshold, margin, blacklist, cooldown, max positions. Places both legs asynchronously with 300ms delay. Persists DB record immediately on "entering" status for crash recovery. +- **Scale-in (checkScaleIn)**: Adds position when spread widens by ScaleStepPct per level. Posts additional orders on both legs. +- **Exit (checkExit)**: Take profit at threshold, converged spread ≤ 0.02%, or timeout. Retries failed closes up to 30 times. +- **Blacklist**: Force-closes position open >10min without convergence, prevents re-entry for BlacklistDuration. + +### Net Profit Calculation + +```go +netProfit(buyPrice, sellPrice, buyFee, sellFee) = (revenue/cost - 1)*100 - 2*(buyFee + sellFee) +``` +Where cost = buyPrice * (1 + buyFee/100), revenue = sellPrice * (1 - sellFee/100). Four total fees (2 entry + 2 exit). + +### Configuration Priority +`.env` vars > `config.json` > code defaults. Config struct in `config.go`. + +Key env vars: `BITGET_API_KEY`, `BITGET_API_SECRET`, `BITGET_PASSPHRASE`, `HL_PRIVATE_KEY`, `HL_ADDRESS`, `HL_API_ADDRESS`, `TELEGRAM_BOT_TOKEN`, `TELEGRAM_CHAT_ID`, `TRADE_ENABLED`, `TEST_MODE`. + +### Dashboard API + +| Endpoint | Description | +|----------|-------------| +| `GET /` | Serves index.html (disk first, fallback embed) | +| `GET /api/status` | Prices, positions, stats, exchange funds | +| `GET /events` | SSE stream (prices, positions, arb, stats — 1s interval) | +| `GET /api/history?coin=&exchange=` | Price history ring buffer (500 pts) | +| `GET /api/spread-history?coin=` | BG↔HL spread history | +| `GET /api/trades?page=&limit=&coin=` | Paginated trade history from DB | +| `GET /api/trade/{id}` | Trade detail + orders | +| `GET /api/connections` | Exchange WS health (online/stale/offline) | +| `POST /api/stop` | Stop trading + force-close positions | +| `POST /api/start` | Resume trading | + +### Database + +SQLite at `~/Project/exchange-monitor-go/data/trades.db` (single-writer mode). Tables: `trades` (trade-level), `orders` (per-leg filled orders), `system_orders` (linked long+short order pairs), `config_log`. + +### Coin Tracking + +~150 coins in `TrackedCoins` slice (scanner.go). Each entry has Name, BN (Binance, currently unused), BG (Bitget symbol), HL (HyperLiquid symbol). Only BG+HL are actively connected. + +### IPC (Unix Socket) + +`/tmp/exchange-monitor.sock` — JSON commands from CLI to daemon. Actions: status, close-all, close {coin}, stop, start. diff --git a/config.go b/config.go index d39c5c4..b1072be 100644 --- a/config.go +++ b/config.go @@ -52,6 +52,17 @@ type Config struct { // Entry sanity check: reject if price moved beyond this % in the wrong direction ReversalTolerancePct float64 + // Momentum scanning mode + MomentumEnabled bool + MomentumThresholdPct float64 + + // Trend detection mode + TrendEnabled bool + TrendBaselineWindow int // ticks for EMA volatility baseline (default: 600 = 30s) + TrendAnomalyMul float64 // z-score multiplier for alert threshold (default: 3.0) + TrendConfirmTicks int // ticks needed for state confirmation (default: 3) + TrendAlertCooldown int64 // ms cooldown between alerts for same coin (default: 60000) + // Bitget API BitgetAPIKey string BitgetAPISecret string @@ -79,6 +90,17 @@ type jsonConfig struct { InitialCapital float64 `json:"initial_capital"` ExcludedCoins []string `json:"excluded_coins"` + // Momentum scanning + MomentumEnabled bool `json:"momentum_enabled"` + MomentumThresholdPct float64 `json:"momentum_threshold_pct"` + + // Trend detection + TrendEnabled bool `json:"trend_enabled"` + TrendBaselineWindow int `json:"trend_baseline_window"` + TrendAnomalyMul float64 `json:"trend_anomaly_mul"` + TrendConfirmTicks int `json:"trend_confirm_ticks"` + TrendAlertCooldown int64 `json:"trend_alert_cooldown_ms"` + // New: exchange fees TakerFeeBitget float64 `json:"taker_fee_bitget"` TakerFeeHyperLiquid float64 `json:"taker_fee_hyperliquid"` @@ -158,6 +180,17 @@ func LoadConfig() *Config { ExcludedCoins: jsonCfg.ExcludedCoins, + // Momentum scanning + MomentumEnabled: getBool("MOMENTUM_ENABLED", jsonCfg.MomentumEnabled), + MomentumThresholdPct: getFloat("MOMENTUM_THRESHOLD_PCT", jsonCfg.MomentumThresholdPct), + + // Trend detection + TrendEnabled: getBool("TREND_ENABLED", jsonCfg.TrendEnabled), + TrendBaselineWindow: int(getFloat("TREND_BASELINE_WINDOW", float64(jsonCfg.TrendBaselineWindow))), + TrendAnomalyMul: getFloat("TREND_ANOMALY_MUL", jsonCfg.TrendAnomalyMul), + TrendConfirmTicks: int(getFloat("TREND_CONFIRM_TICKS", float64(jsonCfg.TrendConfirmTicks))), + TrendAlertCooldown: int64(getFloat("TREND_ALERT_COOLDOWN_MS", float64(jsonCfg.TrendAlertCooldown))), + BitgetAPIKey: getEnv("BITGET_API_KEY", ""), BitgetAPISecret: getEnv("BITGET_API_SECRET", ""), BitgetPassphrase: getEnv("BITGET_PASSPHRASE", ""), @@ -194,6 +227,15 @@ func loadJSONConfig() jsonConfig { // Scale-in parameters ScaleStepPct: 0.10, // 0.10% spread widening per scale level ScaleCooldownSec: 5, // 5 seconds between scales + + // Momentum scanning + MomentumThresholdPct: 0.25, // 0.25% change flags momentum + + // Trend detection + TrendBaselineWindow: 600, // ~30s at 50ms tick + TrendAnomalyMul: 3.0, // 3 sigma z-score threshold + TrendConfirmTicks: 3, // 3 consecutive ticks for confirmation + TrendAlertCooldown: 60000, // 1 min cooldown } data, err := os.ReadFile("config.json") @@ -267,11 +309,31 @@ func loadJSONConfig() jsonConfig { def.ExcludedCoins = cfg.ExcludedCoins } + if cfg.MomentumThresholdPct != 0 { + def.MomentumThresholdPct = cfg.MomentumThresholdPct + } + + // Trend detection JSON overrides + if cfg.TrendBaselineWindow != 0 { + def.TrendBaselineWindow = cfg.TrendBaselineWindow + } + if cfg.TrendAnomalyMul != 0 { + def.TrendAnomalyMul = cfg.TrendAnomalyMul + } + if cfg.TrendConfirmTicks != 0 { + def.TrendConfirmTicks = cfg.TrendConfirmTicks + } + if cfg.TrendAlertCooldown != 0 { + def.TrendAlertCooldown = cfg.TrendAlertCooldown + } + // Boolean fields: zero default is false, so use OR logic // When JSON has true → true || false = true (override) // When JSON has false → false || false = false (keep default) def.TestMode = cfg.TestMode || def.TestMode def.TradeEnabled = cfg.TradeEnabled || def.TradeEnabled + def.MomentumEnabled = cfg.MomentumEnabled || def.MomentumEnabled + def.TrendEnabled = cfg.TrendEnabled || def.TrendEnabled return def } diff --git a/config.json b/config.json index ff2a860..67378fb 100644 --- a/config.json +++ b/config.json @@ -19,5 +19,8 @@ "leg_delay_ms": 300, "reversal_tolerance_pct": 0.1, "scale_step_pct": 0.3, - "scale_cooldown_sec": 5 + "scale_cooldown_sec": 5, + "momentum_enabled": true, + "momentum_threshold_pct": 0.25, + "trend_enabled": true } diff --git a/cumulative.go b/cumulative.go new file mode 100644 index 0000000..2029fe1 --- /dev/null +++ b/cumulative.go @@ -0,0 +1,447 @@ +package main + +import ( + "math" + "sort" + "sync" + "time" +) + +// CmState represents a coin's cumulative move state. +type CmState string + +const ( + CmNeutral CmState = "neutral" + CmRising CmState = "rising" // strong upward consensus across exchanges + CmFalling CmState = "falling" // strong downward consensus across exchanges +) + +// exChange holds a per-exchange price change percentage. +type exChange struct { + name string + change float64 +} + +// CmEvent records a cumulative move state transition, persisted to DB. +type CmEvent struct { + Coin string `json:"coin"` + PrevState string `json:"prev_state"` + NewState string `json:"new_state"` + Direction string `json:"direction"` + Score float64 `json:"score"` // avg_change% × ex_agree + AvgChange float64 `json:"avg_change"` // average change% across all exchanges + ExAgree int `json:"ex_agree"` + ExTotal int `json:"ex_total"` + BGChange1m float64 `json:"bg_1m"` + HLChange1m float64 `json:"hl_1m"` + BNChange1m float64 `json:"bn_1m"` + OKXChange1m float64 `json:"okx_1m"` + BGChange5m float64 `json:"bg_5m"` + HLChange5m float64 `json:"hl_5m"` + BNChange5m float64 `json:"bn_5m"` + OKXChange5m float64 `json:"okx_5m"` + Timestamp int64 `json:"timestamp"` +} + +// CmSnapshot is a point-in-time price snapshot for all exchanges for one coin. +type cmSnapshot struct { + time int64 + prices map[string]float64 // exchange → price +} + +// CumulativeTracker monitors multi-exchange cumulative price changes. +// Takes 1-second snapshots, computes 1m/5m changes, detects consensus surges. +type CumulativeTracker struct { + mu sync.RWMutex + coins map[string][]cmSnapshot // coin → ring buffer of snapshots + heads map[string]int + counts map[string]int + + // Per-coin state + states map[string]CmState + prevState map[string]CmState + + // Ring buffer config + maxSnapshots int // 5min worth at 1s = 300 + + // Thresholds + minExchanges int // need at least this many exchanges with data (default: 3) + surgePct1m float64 // 1m change% threshold to trigger (default: 0.5%) + surgePct5m float64 // 5m change% threshold to trigger (default: 1.0%) + + // Event history (in-memory ring buffer) + events [maxTrendEvents]CmEvent + eventsHead int + eventsLen int + + // Callback for DB persistence + OnEvent func(CmEvent) +} + +// NewCumulativeTracker creates a tracker with default thresholds. +func NewCumulativeTracker() *CumulativeTracker { + return &CumulativeTracker{ + coins: make(map[string][]cmSnapshot), + heads: make(map[string]int), + counts: make(map[string]int), + states: make(map[string]CmState), + prevState: make(map[string]CmState), + maxSnapshots: 300, // 5min at 1s + minExchanges: 3, + surgePct1m: 0.5, // 0.5% in 1min + surgePct5m: 1.0, // 1.0% in 5min + } +} + +// Record stores a price snapshot for a coin at the current time. +// Call this once per second with all exchange prices for each coin. +func (ct *CumulativeTracker) Record(coin string, prices map[string]float64) { + ct.mu.Lock() + defer ct.mu.Unlock() + + snap := cmSnapshot{ + time: time.Now().UnixMilli(), + prices: prices, + } + + // Initialize buffer if needed + if ct.coins[coin] == nil { + ct.coins[coin] = make([]cmSnapshot, ct.maxSnapshots) + ct.heads[coin] = 0 + ct.counts[coin] = 0 + ct.states[coin] = CmNeutral + ct.prevState[coin] = CmNeutral + } + + buf := ct.coins[coin] + head := ct.heads[coin] + buf[head] = snap + ct.heads[coin] = (head + 1) % ct.maxSnapshots + if ct.counts[coin] < ct.maxSnapshots { + ct.counts[coin]++ + } +} + +// GetCurrent returns current cumulative change info for all coins, sorted by score desc. +func (ct *CumulativeTracker) GetCurrent() []map[string]interface{} { + ct.mu.RLock() + defer ct.mu.RUnlock() + + var results []map[string]interface{} + + for coin, buf := range ct.coins { + count := ct.counts[coin] + if count < 10 { + continue // not enough data + } + head := ct.heads[coin] + + // Get current snapshot (most recent) + currentIdx := (head - 1 + ct.maxSnapshots) % ct.maxSnapshots + current := buf[currentIdx] + if current.time == 0 { + continue + } + if len(current.prices) < ct.minExchanges { + continue + } + + // Find snapshots from ~60s ago and ~300s ago + now := current.time + oneMinAgo := now - 60000 + fiveMinAgo := now - 300000 + var snap1m, snap5m *cmSnapshot + var found1m, found5m bool + + // Walk backwards from current to find closest snapshots + for i := 0; i < count && i < ct.maxSnapshots; i++ { + idx := (currentIdx - i + ct.maxSnapshots) % ct.maxSnapshots + s := &buf[idx] + if s.time == 0 { + continue + } + if !found1m && s.time <= oneMinAgo { + snap1m = s + found1m = true + } + if !found5m && s.time <= fiveMinAgo { + snap5m = s + found5m = true + } + } + if !found1m { + // Use oldest available as 1m approximation + continue + } + + // Compute 1m changes per exchange + var changes1m, changes5m []exChange + + for ex, curP := range current.prices { + if curP <= 0 { + continue + } + if oldP, ok := snap1m.prices[ex]; ok && oldP > 0 { + chg := (curP - oldP) / oldP * 100 + changes1m = append(changes1m, exChange{name: ex, change: chg}) + } + if found5m && snap5m != nil { + if oldP, ok := snap5m.prices[ex]; ok && oldP > 0 { + chg := (curP - oldP) / oldP * 100 + changes5m = append(changes5m, exChange{name: ex, change: chg}) + } + } + } + + if len(changes1m) < ct.minExchanges { + continue + } + + // Compute averages and agreement + var sum1m, sum5m float64 + agreeUp1m, agreeDown1m := 0, 0 + agreeUp5m, agreeDown5m := 0, 0 + + for _, c := range changes1m { + sum1m += c.change + if c.change > 0.001 { + agreeUp1m++ + } else if c.change < -0.001 { + agreeDown1m++ + } + } + + for _, c := range changes5m { + sum5m += c.change + if c.change > 0.005 { + agreeUp5m++ + } else if c.change < -0.005 { + agreeDown5m++ + } + } + + avg1m := sum1m / float64(len(changes1m)) + var avg5m float64 + if len(changes5m) >= ct.minExchanges { + avg5m = sum5m / float64(len(changes5m)) + } + + // Determine direction and agreement + majorityDir := "up" + majority := agreeUp1m + if agreeDown1m > agreeUp1m { + majorityDir = "down" + majority = agreeDown1m + } + + // Score: abs(avg1m) × agreement (weighted by magnitude) + absAvg := math.Abs(avg1m) + score := absAvg * float64(majority) + + entry := map[string]interface{}{ + "coin": coin, + "avg_1m": math.Round(avg1m*10000) / 10000, + "avg_5m": math.Round(avg5m*10000) / 10000, + "score": math.Round(score*100) / 100, + "direction": majorityDir, + "ex_agree": majority, + "ex_total": len(changes1m), + } + + // Individual exchange changes + for _, c := range changes1m { + entry[c.name+"_1m"] = math.Round(c.change*10000) / 10000 + } + if len(changes5m) >= ct.minExchanges { + for _, c := range changes5m { + entry[c.name+"_5m"] = math.Round(c.change*10000) / 10000 + } + } + + // Current state + entry["state"] = string(ct.states[coin]) + + results = append(results, entry) + } + + // Sort by score descending + sort.Slice(results, func(i, j int) bool { + si, _ := results[i]["score"].(float64) + sj, _ := results[j]["score"].(float64) + return si > sj + }) + + if len(results) > 100 { + results = results[:100] + } + return results +} + +// Tick runs one detection cycle: updates state machines, fires events. +func (ct *CumulativeTracker) Tick() { + ct.mu.Lock() + defer ct.mu.Unlock() + + for coin, buf := range ct.coins { + count := ct.counts[coin] + if count < 60 { + continue // need at least 1min of data + } + head := ct.heads[coin] + currentIdx := (head - 1 + ct.maxSnapshots) % ct.maxSnapshots + current := buf[currentIdx] + if current.time == 0 || len(current.prices) < ct.minExchanges { + continue + } + + // Find 1min ago snapshot + oneMinAgo := current.time - 60000 + var snap1m *cmSnapshot + for i := 0; i < count && i < ct.maxSnapshots; i++ { + idx := (currentIdx - i + ct.maxSnapshots) % ct.maxSnapshots + s := &buf[idx] + if s.time > 0 && s.time <= oneMinAgo { + snap1m = s + break + } + } + if snap1m == nil { + continue + } + + // Compute 1m changes + var changes []exChange + for ex, curP := range current.prices { + if curP <= 0 { + continue + } + if oldP, ok := snap1m.prices[ex]; ok && oldP > 0 { + chg := (curP - oldP) / oldP * 100 + changes = append(changes, exChange{name: ex, change: chg}) + } + } + if len(changes) < ct.minExchanges { + continue + } + + var sum float64 + agreeUp, agreeDown := 0, 0 + for _, c := range changes { + sum += c.change + if c.change > 0.001 { + agreeUp++ + } else if c.change < -0.001 { + agreeDown++ + } + } + avg := sum / float64(len(changes)) + majority := agreeUp + majorityDir := "up" + if agreeDown > agreeUp { + majority = agreeDown + majorityDir = "down" + } + + // Determine new state + absAvg := math.Abs(avg) + newState := ct.states[coin] + + // Map exchange changes for individual values + exMap := make(map[string]float64) + for _, c := range changes { + exMap[c.name] = c.change + } + + if absAvg >= ct.surgePct1m && majority >= ct.minExchanges { + if majorityDir == "up" { + if ct.states[coin] == CmNeutral || ct.states[coin] == CmFalling { + ct.prevState[coin] = ct.states[coin] + ct.states[coin] = CmRising + newState = CmRising + // Fire event + ev := ct.makeEvent(coin, string(ct.prevState[coin]), "rising", majorityDir, + absAvg*float64(majority), avg, majority, len(changes), exMap) + ct.storeEvent(ev) + } + } else { + if ct.states[coin] == CmNeutral || ct.states[coin] == CmRising { + ct.prevState[coin] = ct.states[coin] + ct.states[coin] = CmFalling + newState = CmFalling + ev := ct.makeEvent(coin, string(ct.prevState[coin]), "falling", majorityDir, + absAvg*float64(majority), avg, majority, len(changes), exMap) + ct.storeEvent(ev) + } + } + } else if absAvg < ct.surgePct1m*0.3 || majority < 2 { + if ct.states[coin] != CmNeutral { + ct.prevState[coin] = ct.states[coin] + ct.states[coin] = CmNeutral + ev := ct.makeEvent(coin, string(ct.prevState[coin]), "neutral", majorityDir, + absAvg*float64(majority), avg, majority, len(changes), exMap) + ct.storeEvent(ev) + } + } + _ = newState + } +} + +// makeEvent builds a CmEvent struct with 1m and 5m data. +func (ct *CumulativeTracker) makeEvent(coin, prevState, newState, direction string, score, avgChange float64, exAgree, exTotal int, exChanges map[string]float64) CmEvent { + return CmEvent{ + Coin: coin, + PrevState: prevState, + NewState: newState, + Direction: direction, + Score: math.Round(score*100) / 100, + AvgChange: math.Round(avgChange*10000) / 10000, + ExAgree: exAgree, + ExTotal: exTotal, + BGChange1m: exChanges[ExBitget], + HLChange1m: exChanges[ExHyperLiquid], + BNChange1m: exChanges[ExBinance], + OKXChange1m: exChanges[ExOKX], + Timestamp: time.Now().UnixMilli(), + } +} + +// storeEvent adds to ring buffer and fires callback. +func (ct *CumulativeTracker) storeEvent(ev CmEvent) { + ct.events[ct.eventsHead] = ev + ct.eventsHead = (ct.eventsHead + 1) % maxTrendEvents + if ct.eventsLen < maxTrendEvents { + ct.eventsLen++ + } + if ct.OnEvent != nil { + ct.OnEvent(ev) + } +} + +// GetEvents returns stored events, newest first. +func (ct *CumulativeTracker) GetEvents(limit int) []CmEvent { + ct.mu.RLock() + defer ct.mu.RUnlock() + + n := ct.eventsLen + if limit > 0 && limit < n { + n = limit + } + result := make([]CmEvent, 0, n) + for i := 0; i < n; i++ { + idx := (ct.eventsHead - 1 - i + maxTrendEvents) % maxTrendEvents + if ct.events[idx].Timestamp == 0 { + continue + } + result = append(result, ct.events[idx]) + } + return result +} + +// GetTopCoins returns top surging coins by score. +func (ct *CumulativeTracker) GetTopCoins(limit int) []map[string]interface{} { + all := ct.GetCurrent() + if limit > 0 && limit < len(all) { + return all[:limit] + } + return all +} diff --git a/dashboard.go b/dashboard.go index b259cf5..27953f3 100644 --- a/dashboard.go +++ b/dashboard.go @@ -189,6 +189,7 @@ type Dashboard struct { trader *Trader db *db.DB addr string + cfg *Config // cached arb scan results mu sync.RWMutex @@ -198,10 +199,19 @@ type Dashboard struct { // P3-5: connection status — exchange -> last update time connMu sync.RWMutex connMap map[string]time.Time // exchange name -> last price timestamp + + // Momentum tracker + momentumTracker *MomentumTracker + + // Trend detector + trendDetector *TrendDetector + + // Cumulative tracker (1m/5m multi-exchange consensus) + cumulativeTracker *CumulativeTracker } -func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr string) *Dashboard { - return &Dashboard{ +func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr string, cfg *Config, momentumTracker *MomentumTracker, trendDetector *TrendDetector, cumulativeTracker *CumulativeTracker) *Dashboard { + d := &Dashboard{ hub: NewSSEHub(), history: newPriceHistory(), spreads: newSpreadHistory(), @@ -209,8 +219,33 @@ func NewDashboard(store *PriceStore, trader *Trader, database *db.DB, addr strin trader: trader, db: database, addr: addr, + cfg: cfg, connMap: make(map[string]time.Time), + momentumTracker: momentumTracker, + trendDetector: trendDetector, + cumulativeTracker: cumulativeTracker, } + + // Wire trend event persistence to SQLite + if trendDetector != nil && database != nil { + trendDetector.OnEvent = func(ev TrendEvent) { + database.InsertTrendEvent(ev.Coin, ev.PrevState, ev.NewState, ev.Direction, + ev.ZScore, ev.Volatility, ev.BGChange, ev.HLChange, ev.BNChange, ev.OKXChange, + ev.ExAgree, ev.ExTotal) + } + } + + // Wire cumulative event persistence to SQLite + if cumulativeTracker != nil && database != nil { + cumulativeTracker.OnEvent = func(ev CmEvent) { + database.InsertCmEvent(ev.Coin, ev.PrevState, ev.NewState, ev.Direction, + ev.Score, ev.AvgChange, ev.ExAgree, ev.ExTotal, + ev.BGChange1m, ev.HLChange1m, ev.BNChange1m, ev.OKXChange1m, + ev.BGChange5m, ev.HLChange5m, ev.BNChange5m, ev.OKXChange5m) + } + } + + return d } func (d *Dashboard) Run() { @@ -239,6 +274,8 @@ func (d *Dashboard) Run() { mux.HandleFunc("GET /api/trades", d.handleTrades) mux.HandleFunc("GET /api/trade/", d.handleTradeDetail) mux.HandleFunc("GET /api/connections", d.handleConnStatus) // P3-5 + mux.HandleFunc("GET /api/trend-history", d.handleTrendHistory) + mux.HandleFunc("GET /api/cm-history", d.handleCmHistory) mux.HandleFunc("GET /events", d.handleSSE) mux.HandleFunc("POST /api/stop", d.handleStop) mux.HandleFunc("POST /api/start", d.handleStart) @@ -534,6 +571,32 @@ func (d *Dashboard) broadcastLoop() { stats["blacklist"] = blList d.hub.Broadcast("stats", stats) + + // 5. Momentum data (if enabled and tracker is available) + if d.momentumTracker != nil && d.cfg.MomentumEnabled { + momentumData := d.momentumTracker.Snapshot(d.cfg.MomentumThresholdPct) + if len(momentumData) > 0 { + d.hub.Broadcast("momentum", momentumData) + } + } + + // 6. Trend detection (if enabled) + if d.trendDetector != nil && d.cfg.TrendEnabled { + d.trendDetector.Tick() + trendData := d.trendDetector.Snapshot() + if len(trendData) > 0 { + d.hub.Broadcast("trend", trendData) + } + } + + // 7. Cumulative change tracking (always on if tracker exists) + if d.cumulativeTracker != nil { + d.cumulativeTracker.Tick() + cmData := d.cumulativeTracker.GetTopCoins(30) + if len(cmData) > 0 { + d.hub.Broadcast("cumulative", cmData) + } + } } } @@ -664,6 +727,43 @@ func (d *Dashboard) handleConnStatus(w http.ResponseWriter, r *http.Request) { writeJSON(w, conns) } +func (d *Dashboard) handleTrendHistory(w http.ResponseWriter, r *http.Request) { + var events interface{} + if d.db != nil { + records, err := d.db.GetTrendEvents(200) + if err == nil { + events = records + } + } + if events == nil { + // Fallback to in-memory ring buffer + if d.trendDetector != nil { + events = d.trendDetector.GetEvents(200) + } else { + events = []interface{}{} + } + } + writeJSON(w, map[string]interface{}{"events": events}) +} + +func (d *Dashboard) handleCmHistory(w http.ResponseWriter, r *http.Request) { + var events interface{} + if d.db != nil { + records, err := d.db.GetCmEvents(200) + if err == nil { + events = records + } + } + if events == nil { + if d.cumulativeTracker != nil { + events = d.cumulativeTracker.GetEvents(200) + } else { + events = []interface{}{} + } + } + writeJSON(w, map[string]interface{}{"events": events}) +} + func (d *Dashboard) handleTrades(w http.ResponseWriter, r *http.Request) { if d.db == nil { writeJSON(w, map[string]interface{}{"trades": []interface{}{}, "total": 0}) diff --git a/db/cm_event_repo.go b/db/cm_event_repo.go new file mode 100644 index 0000000..4aae76c --- /dev/null +++ b/db/cm_event_repo.go @@ -0,0 +1,65 @@ +package db + +import ( + "time" +) + +// CmEventRecord represents a persisted cumulative move state transition. +type CmEventRecord struct { + ID int64 `json:"id"` + Coin string `json:"coin"` + PrevState string `json:"prev_state"` + NewState string `json:"new_state"` + Direction string `json:"direction"` + Score float64 `json:"score"` + AvgChange float64 `json:"avg_change"` + ExAgree int `json:"ex_agree"` + ExTotal int `json:"ex_total"` + BG1m float64 `json:"bg_1m"` + HL1m float64 `json:"hl_1m"` + BN1m float64 `json:"bn_1m"` + OKX1m float64 `json:"okx_1m"` + BG5m float64 `json:"bg_5m"` + HL5m float64 `json:"hl_5m"` + BN5m float64 `json:"bn_5m"` + OKX5m float64 `json:"okx_5m"` + CreatedAt string `json:"created_at"` +} + +// InsertCmEvent saves a cumulative move event to the database. +func (d *DB) InsertCmEvent(coin, prevState, newState, direction string, score, avgChange float64, exAgree, exTotal int, bg1m, hl1m, bn1m, okx1m, bg5m, hl5m, bn5m, okx5m float64) error { + _, err := d.Exec(` + INSERT INTO cm_events (coin, prev_state, new_state, direction, score, avg_change, ex_agree, ex_total, bg_1m, hl_1m, bn_1m, okx_1m, bg_5m, hl_5m, bn_5m, okx_5m, created_at) + VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, + coin, prevState, newState, direction, score, avgChange, exAgree, exTotal, bg1m, hl1m, bn1m, okx1m, bg5m, hl5m, bn5m, okx5m, Now().Format(time.RFC3339)) + return err +} + +// GetCmEvents returns cumulative move events ordered by creation time descending. +func (d *DB) GetCmEvents(limit int) ([]CmEventRecord, error) { + if limit <= 0 { + limit = 100 + } + rows, err := d.Query(` + SELECT id, coin, prev_state, new_state, direction, score, avg_change, ex_agree, ex_total, bg_1m, hl_1m, bn_1m, okx_1m, bg_5m, hl_5m, bn_5m, okx_5m, created_at + FROM cm_events + ORDER BY created_at DESC + LIMIT ?`, limit) + if err != nil { + return nil, err + } + defer rows.Close() + + var result []CmEventRecord + for rows.Next() { + var r CmEventRecord + if err := rows.Scan(&r.ID, &r.Coin, &r.PrevState, &r.NewState, &r.Direction, + &r.Score, &r.AvgChange, &r.ExAgree, &r.ExTotal, + &r.BG1m, &r.HL1m, &r.BN1m, &r.OKX1m, + &r.BG5m, &r.HL5m, &r.BN5m, &r.OKX5m, &r.CreatedAt); err != nil { + return nil, err + } + result = append(result, r) + } + return result, rows.Err() +} diff --git a/db/db.go b/db/db.go index 4cbfb30..ef60939 100644 --- a/db/db.go +++ b/db/db.go @@ -108,6 +108,48 @@ func (d *DB) migrate() error { created_at DATETIME NOT NULL ); CREATE INDEX IF NOT EXISTS idx_system_orders_trade ON system_orders(trade_id); + + CREATE TABLE IF NOT EXISTS trend_events ( + id INTEGER PRIMARY KEY AUTOINCREMENT, + coin TEXT NOT NULL, + prev_state TEXT NOT NULL, + new_state TEXT NOT NULL, + direction TEXT NOT NULL, + z_score REAL, + volatility REAL, + bg_change REAL, + hl_change REAL, + bn_change REAL, + okx_change REAL, + ex_agree INTEGER, + ex_total INTEGER, + created_at DATETIME NOT NULL + ); + CREATE INDEX IF NOT EXISTS idx_trend_events_coin ON trend_events(coin); + CREATE INDEX IF NOT EXISTS idx_trend_events_created ON trend_events(created_at); + + CREATE TABLE IF NOT EXISTS cm_events ( + id INTEGER PRIMARY KEY AUTOINCREMENT, + coin TEXT NOT NULL, + prev_state TEXT NOT NULL, + new_state TEXT NOT NULL, + direction TEXT NOT NULL, + score REAL, + avg_change REAL, + ex_agree INTEGER, + ex_total INTEGER, + bg_1m REAL, + hl_1m REAL, + bn_1m REAL, + okx_1m REAL, + bg_5m REAL, + hl_5m REAL, + bn_5m REAL, + okx_5m REAL, + created_at DATETIME NOT NULL + ); + CREATE INDEX IF NOT EXISTS idx_cm_events_coin ON cm_events(coin); + CREATE INDEX IF NOT EXISTS idx_cm_events_created ON cm_events(created_at); ` _, err := d.Exec(schema) if err != nil { diff --git a/db/trend_event_repo.go b/db/trend_event_repo.go new file mode 100644 index 0000000..bb29392 --- /dev/null +++ b/db/trend_event_repo.go @@ -0,0 +1,60 @@ +package db + +import ( + "time" +) + +// TrendEventRecord represents a persisted trend state transition. +type TrendEventRecord struct { + ID int64 `json:"id"` + Coin string `json:"coin"` + PrevState string `json:"prev_state"` + NewState string `json:"new_state"` + Direction string `json:"direction"` + ZScore float64 `json:"z_score"` + Volatility float64 `json:"volatility"` + BGChange float64 `json:"bg_change"` + HLChange float64 `json:"hl_change"` + BNChange float64 `json:"bn_change"` + OKXChange float64 `json:"okx_change"` + ExAgree int `json:"ex_agree"` + ExTotal int `json:"ex_total"` + CreatedAt string `json:"created_at"` +} + +// InsertTrendEvent saves a trend event to the database. +func (d *DB) InsertTrendEvent(coin, prevState, newState, direction string, zScore, volatility, bgChange, hlChange, bnChange, okxChange float64, exAgree, exTotal int) error { + _, err := d.Exec(` + INSERT INTO trend_events (coin, prev_state, new_state, direction, z_score, volatility, bg_change, hl_change, bn_change, okx_change, ex_agree, ex_total, created_at) + VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`, + coin, prevState, newState, direction, zScore, volatility, bgChange, hlChange, bnChange, okxChange, exAgree, exTotal, Now().Format(time.RFC3339)) + return err +} + +// GetTrendEvents returns trend events ordered by creation time descending. +func (d *DB) GetTrendEvents(limit int) ([]TrendEventRecord, error) { + if limit <= 0 { + limit = 100 + } + rows, err := d.Query(` + SELECT id, coin, prev_state, new_state, direction, z_score, volatility, bg_change, hl_change, bn_change, okx_change, ex_agree, ex_total, created_at + FROM trend_events + ORDER BY created_at DESC + LIMIT ?`, limit) + if err != nil { + return nil, err + } + defer rows.Close() + + var result []TrendEventRecord + for rows.Next() { + var r TrendEventRecord + if err := rows.Scan(&r.ID, &r.Coin, &r.PrevState, &r.NewState, &r.Direction, + &r.ZScore, &r.Volatility, &r.BGChange, &r.HLChange, &r.BNChange, &r.OKXChange, + &r.ExAgree, &r.ExTotal, &r.CreatedAt); err != nil { + return nil, err + } + result = append(result, r) + } + return result, rows.Err() +} diff --git a/exchange/binance.go b/exchange/binance.go index 77dbce2..8614ddd 100644 --- a/exchange/binance.go +++ b/exchange/binance.go @@ -4,39 +4,50 @@ import ( "encoding/json" "fmt" "log" - "strconv" + "math" "strings" "time" ) +// BinanceWS connects to Binance WS for ticker data. +// Splits symbols across multiple combined-stream connections. type BinanceWS struct { - Tracked []string + Tracked []string + connections int } func NewBinanceWS(tracked []string) *BinanceWS { - return &BinanceWS{Tracked: tracked} + conns := int(math.Ceil(float64(len(tracked)) / 60)) + if conns < 1 { + conns = 1 + } + if conns > 10 { + conns = 10 + } + return &BinanceWS{Tracked: tracked, connections: conns} } -// Run connects to Binance WS and streams bookTicker data. -func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error { + +func (b *BinanceWS) runSingle(symbols []string, connIdx int, updateFn func(coin string, price, bid, ask float64)) error { streams := "" - for i, sym := range b.Tracked { + for i, sym := range symbols { if i > 0 { streams += "/" } streams += fmt.Sprintf("%s@bookTicker", strings.ToLower(sym)) } - url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams) - conn := NewPriceConnector(url, "Binance", 120*time.Second, 30*time.Second) - conn.PingInterval = 45 * time.Second + url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams) + name := fmt.Sprintf("Binance-%d", connIdx) + + conn := NewPriceConnector(url, name, 60*time.Second, 15*time.Second) + // No client-side pings — let the proxy handle keepalive + conn.PingInterval = 0 conn.OnConnect = func() { - log.Printf("[Binance WS] Connected") + log.Printf("[%s] Connected (%d symbols)", name, len(symbols)) } conn.OnMessage = func(msg []byte) { - // Combined stream: {"stream":"...","data":{...}} - // Navigate through "data" using map to avoid field name conflicts var raw map[string]json.RawMessage if err := json.Unmarshal(msg, &raw); err != nil { return @@ -46,12 +57,12 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err return } - // Parse data object as flat map to extract fields by exact name + // Parse data as a generic map to avoid field name conflicts + // (bookTicker has both "b" bid price and "B" bid quantity) var dataMap map[string]interface{} if err := json.Unmarshal(dataRaw, &dataMap); err != nil { return } - symbol, _ := dataMap["s"].(string) bidStr, _ := dataMap["b"].(string) askStr, _ := dataMap["a"].(string) @@ -59,13 +70,12 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err return } - bid, err1 := strconv.ParseFloat(bidStr, 64) - ask, err2 := strconv.ParseFloat(askStr, 64) - if err1 != nil || err2 != nil || bid <= 0 || ask <= 0 { + bid := parseFloat(bidStr) + ask := parseFloat(askStr) + if bid <= 0 || ask <= 0 { return } - // Extract coin name (e.g., "BTCUSDT" -> "BTC") coin := symbolToCoin(symbol, "USDT") if coin == "" { return @@ -77,3 +87,31 @@ func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) err return conn.Run() } + +func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error { + if len(b.Tracked) == 0 { + return nil + } + + n := b.connections + perConn := (len(b.Tracked) + n - 1) / n + + errCh := make(chan error, n) + for i := 0; i < n; i++ { + start := i * perConn + end := start + perConn + if end > len(b.Tracked) { + end = len(b.Tracked) + } + if start >= end { + errCh <- nil + continue + } + batch := b.Tracked[start:end] + go func(idx int, syms []string) { + errCh <- b.runSingle(syms, idx, updateFn) + }(i+1, batch) + } + + return <-errCh +} diff --git a/exchange/okx.go b/exchange/okx.go new file mode 100644 index 0000000..e9a2e22 --- /dev/null +++ b/exchange/okx.go @@ -0,0 +1,125 @@ +package exchange + +import ( + "encoding/json" + "log" + "strings" + "time" +) + +// OKXWS connects to OKX WebSocket for tickers channel (perpetual swaps). +type OKXWS struct { + Tracked []string // OKX symbols like BTC-USDT-SWAP +} + +type okxSubscribeMsg struct { + Op string `json:"op"` + Args []okxChannel `json:"args"` +} + +type okxChannel struct { + Channel string `json:"channel"` + InstID string `json:"instId"` +} + +type okxTickerMsg struct { + Arg okxChannel `json:"arg"` + Data []okxTickerData `json:"data"` +} + +type okxTickerData struct { + Last string `json:"last"` + BidPx string `json:"bidPx"` + AskPx string `json:"askPx"` +} + +func NewOKXWS(tracked []string) *OKXWS { + return &OKXWS{ + Tracked: tracked, + } +} + +// Run connects to OKX WS and streams ticker data. +func (o *OKXWS) Run(updateFn func(coin string, price, bid, ask float64)) error { + url := "wss://ws.okx.com:8443/ws/v5/public" + + conn := NewPriceConnector(url, "OKX", 120*time.Second, 30*time.Second) + conn.PingInterval = 20 * time.Second // OKX requires ping within 30s + conn.TextPing = true // OKX expects text "ping" message + + conn.OnConnect = func() { + log.Printf("[OKX WS] Connected, subscribing (%d symbols)", len(o.Tracked)) + + // Batch subscriptions — OKX has rate limits (3 req/s, 480/hr) + batchSize := 20 + for i := 0; i < len(o.Tracked); i += batchSize { + end := i + batchSize + if end > len(o.Tracked) { + end = len(o.Tracked) + } + batch := o.Tracked[i:end] + args := make([]okxChannel, len(batch)) + for j, sym := range batch { + args[j] = okxChannel{ + Channel: "tickers", + InstID: sym, + } + } + sub := okxSubscribeMsg{ + Op: "subscribe", + Args: args, + } + if err := conn.SendJSON(sub); err != nil { + log.Printf("[OKX WS] Subscribe error (batch %d): %v", i/batchSize, err) + } + } + } + + conn.OnMessage = func(msg []byte) { + // Handle OKX text "pong" response + if string(msg) == "pong" { + return + } + + // Check for subscription confirmation or error response + var generic map[string]interface{} + if err := json.Unmarshal(msg, &generic); err == nil { + if evt, _ := generic["event"].(string); evt == "error" || evt == "subscribe" { + return + } + } + + var ticker okxTickerMsg + if err := json.Unmarshal(msg, &ticker); err != nil { + return + } + if len(ticker.Data) == 0 || ticker.Data[0].Last == "" { + return + } + + // Convert BTC-USDT-SWAP -> BTC + coin := okxSymbolToCoin(ticker.Arg.InstID) + if coin == "" { + return + } + + price := parseFloat(ticker.Data[0].Last) + if price > 0 { + bid := parseFloat(ticker.Data[0].BidPx) + ask := parseFloat(ticker.Data[0].AskPx) + updateFn(coin, price, bid, ask) + } + } + + return conn.Run() +} + +// okxSymbolToCoin converts "BTC-USDT-SWAP" to "BTC". +func okxSymbolToCoin(symbol string) string { + // Strip "-USDT-SWAP" suffix + const suffix = "-USDT-SWAP" + if !strings.HasSuffix(symbol, suffix) { + return "" + } + return symbol[:len(symbol)-len(suffix)] +} diff --git a/frontend/dist/assets/index-D_JzXaOQ.js b/frontend/dist/assets/index-D_JzXaOQ.js deleted file mode 100644 index 9082f6d..0000000 --- a/frontend/dist/assets/index-D_JzXaOQ.js +++ /dev/null @@ -1,40 +0,0 @@ -(function(){const t=document.createElement("link").relList;if(t&&t.supports&&t.supports("modulepreload"))return;for(const l of document.querySelectorAll('link[rel="modulepreload"]'))r(l);new MutationObserver(l=>{for(const i of l)if(i.type==="childList")for(const o of 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"+i(s.okx_change),children:s.okx_change!=null?s.okx_change.toFixed(3)+"%":"-"})]},(s.timestamp||s.id||u)+"-"+u))})]})})]})}Gl.createRoot(document.getElementById("root")).render(o.jsx(Nc.StrictMode,{children:o.jsx($f,{})})); diff --git a/frontend/dist/assets/index-Bh5bnFYE.css b/frontend/dist/assets/index-DsdSIpuQ.css similarity index 86% rename from frontend/dist/assets/index-Bh5bnFYE.css rename to frontend/dist/assets/index-DsdSIpuQ.css index 96816c0..37580a2 100644 --- a/frontend/dist/assets/index-Bh5bnFYE.css +++ b/frontend/dist/assets/index-DsdSIpuQ.css @@ -1 +1 @@ -:root{--bg: #0d1117;--card: #161b22;--border: #30363d;--text: #c9d1d9;--text-dim: #8b949e;--accent: #58a6ff;--green: #3fb950;--red: #f85149;--yellow: #d29922;--blue: #58a6ff}*{margin:0;padding:0;box-sizing:border-box}body{font-family:-apple-system,BlinkMacSystemFont,Segoe UI,Helvetica,Arial,sans-serif;background:var(--bg);color:var(--text);font-size:14px;line-height:1.5;min-height:100vh}#app{max-width:1440px;margin:0 auto;padding:16px}header{display:flex;justify-content:space-between;align-items:center;padding:12px 16px;background:var(--card);border:1px solid var(--border);border-radius:8px;margin-bottom:16px}header h1{font-size:18px;font-weight:600}.header-meta{display:flex;align-items:center;gap:8px;font-size:13px;color:var(--text-dim)}.sep{color:var(--border)}.status-offline{color:var(--red)}.status-online{color:var(--green)}.grid{display:grid;grid-template-columns:1fr 1fr;gap:12px}.card-wide{grid-column:1 / -1}.card{background:var(--card);border:1px solid var(--border);border-radius:8px;padding:12px}.card h2{font-size:14px;font-weight:600;color:var(--text-dim);margin-bottom:10px;padding-bottom:8px;border-bottom:1px solid var(--border)}.stats-row{display:flex;gap:16px;flex-wrap:wrap}.stat{display:flex;flex-direction:column;align-items:center;min-width:60px}.stat label{font-size:11px;color:var(--text-dim);margin-bottom:2px}.stat span{font-size:20px;font-weight:700}.pct-green{color:var(--green)}.pct-red{color:var(--red)}.pct-gray{color:var(--text-dim)}.pct-yellow{color:var(--yellow)}.pct-blue{color:var(--blue)}#conn-detail{font-size:11px;white-space:nowrap}.table-wrap{overflow-x:auto;max-height:320px;overflow-y:auto}table{width:100%;border-collapse:collapse;font-size:13px}th{text-align:left;padding:6px 8px;color:var(--text-dim);font-weight:500;font-size:11px;text-transform:uppercase;letter-spacing:.5px;position:sticky;top:0;background:var(--card);border-bottom:1px solid var(--border)}td{padding:5px 8px;border-bottom:1px solid rgba(48,54,61,.5);white-space:nowrap}tr:hover td{background:#58a6ff0d}.trade-row{cursor:pointer}.loading{text-align:center;color:var(--text-dim);padding:20px!important}.text-green{color:var(--green)}.text-red{color:var(--red)}.text-yellow{color:var(--yellow)}.text-dim{color:var(--text-dim)}.text-right{text-align:right}::-webkit-scrollbar{width:6px;height:6px}::-webkit-scrollbar-track{background:transparent}::-webkit-scrollbar-thumb{background:var(--border);border-radius:3px}::-webkit-scrollbar-thumb:hover{background:#484f58}@media (max-width: 768px){.grid{grid-template-columns:1fr}header{flex-direction:column;gap:8px}.stats-row{justify-content:center}}#bl-body{display:flex;gap:8px;flex-wrap:wrap}.bl-item{background:#f851491a;border:1px solid rgba(248,81,73,.3);border-radius:4px;padding:4px 10px;font-size:12px;color:var(--red);cursor:default}.modal-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:#000000b3;z-index:1000;display:flex;align-items:flex-start;justify-content:center;padding:40px 16px;overflow-y:auto}.modal-content{background:var(--card);border:1px solid var(--border);border-radius:12px;max-width:700px;width:100%;box-shadow:0 8px 32px #00000080}.modal-header{display:flex;justify-content:space-between;align-items:center;padding:16px 20px;border-bottom:1px solid var(--border)}.modal-header h2{font-size:16px;margin:0;padding:0;border:none;color:var(--text)}.modal-close{background:none;border:none;color:var(--text-dim);font-size:20px;cursor:pointer;padding:4px 8px;border-radius:4px;line-height:1}.modal-close:hover{background:#ffffff1a;color:var(--text)}#trade-detail-body{padding:0}.detail-grid{display:grid;grid-template-columns:1fr 1fr;gap:0}.detail-section{padding:14px 20px;border-bottom:1px solid rgba(48,54,61,.4)}.detail-section:last-child{border-bottom:none}.detail-section-full{grid-column:1 / -1}.detail-section h3{font-size:12px;color:var(--text-dim);font-weight:600;text-transform:uppercase;letter-spacing:.5px;margin-bottom:8px}.detail-row{display:flex;justify-content:space-between;padding:3px 0;font-size:13px}.detail-row .label{color:var(--text-dim)}.detail-row .value{font-weight:500}.detail-orders{width:100%;font-size:12px}.detail-orders th{background:var(--bg);font-size:10px}.detail-orders td{padding:4px 6px} +:root{--bg: #0d1117;--card: #161b22;--border: #30363d;--text: #c9d1d9;--text-dim: #8b949e;--accent: #58a6ff;--green: #3fb950;--red: #f85149;--yellow: #d29922;--blue: #58a6ff}*{margin:0;padding:0;box-sizing:border-box}body{font-family:-apple-system,BlinkMacSystemFont,Segoe UI,Helvetica,Arial,sans-serif;background:var(--bg);color:var(--text);font-size:14px;line-height:1.5;min-height:100vh}#app{max-width:1440px;margin:0 auto;padding:16px}header{display:flex;justify-content:space-between;align-items:center;padding:12px 16px;background:var(--card);border:1px solid var(--border);border-radius:8px;margin-bottom:16px}header h1{font-size:18px;font-weight:600}.header-meta{display:flex;align-items:center;gap:8px;font-size:13px;color:var(--text-dim)}.sep{color:var(--border)}.status-offline{color:var(--red)}.status-online{color:var(--green)}.grid{display:grid;grid-template-columns:1fr 1fr;gap:12px}.card-wide{grid-column:1 / -1}.card{background:var(--card);border:1px solid var(--border);border-radius:8px;padding:12px}.card h2{font-size:14px;font-weight:600;color:var(--text-dim);margin-bottom:10px;padding-bottom:8px;border-bottom:1px solid var(--border)}.stats-row{display:flex;gap:16px;flex-wrap:wrap}.stat{display:flex;flex-direction:column;align-items:center;min-width:60px}.stat label{font-size:11px;color:var(--text-dim);margin-bottom:2px}.stat span{font-size:20px;font-weight:700}.pct-green{color:var(--green)}.pct-red{color:var(--red)}.pct-gray{color:var(--text-dim)}.pct-yellow{color:var(--yellow)}.pct-blue{color:var(--blue)}#conn-detail{font-size:11px;white-space:nowrap}.table-wrap{overflow-x:auto;max-height:320px;overflow-y:auto}table{width:100%;border-collapse:collapse;font-size:13px}th{text-align:left;padding:6px 8px;color:var(--text-dim);font-weight:500;font-size:11px;text-transform:uppercase;letter-spacing:.5px;position:sticky;top:0;background:var(--card);border-bottom:1px solid var(--border)}td{padding:5px 8px;border-bottom:1px solid rgba(48,54,61,.5);white-space:nowrap}tr:hover td{background:#58a6ff0d}.trade-row{cursor:pointer}.loading{text-align:center;color:var(--text-dim);padding:20px!important}.text-green{color:var(--green)}.text-red{color:var(--red)}.text-yellow{color:var(--yellow)}.text-dim{color:var(--text-dim)}.text-right{text-align:right}::-webkit-scrollbar{width:6px;height:6px}::-webkit-scrollbar-track{background:transparent}::-webkit-scrollbar-thumb{background:var(--border);border-radius:3px}::-webkit-scrollbar-thumb:hover{background:#484f58}@media (max-width: 768px){.grid{grid-template-columns:1fr}header{flex-direction:column;gap:8px}.stats-row{justify-content:center}}#bl-body{display:flex;gap:8px;flex-wrap:wrap}.bl-item{background:#f851491a;border:1px solid rgba(248,81,73,.3);border-radius:4px;padding:4px 10px;font-size:12px;color:var(--red);cursor:default}.modal-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:#000000b3;z-index:1000;display:flex;align-items:flex-start;justify-content:center;padding:40px 16px;overflow-y:auto}.modal-content{background:var(--card);border:1px solid var(--border);border-radius:12px;max-width:700px;width:100%;box-shadow:0 8px 32px #00000080}.modal-header{display:flex;justify-content:space-between;align-items:center;padding:16px 20px;border-bottom:1px solid var(--border)}.modal-header h2{font-size:16px;margin:0;padding:0;border:none;color:var(--text)}.modal-close{background:none;border:none;color:var(--text-dim);font-size:20px;cursor:pointer;padding:4px 8px;border-radius:4px;line-height:1}.modal-close:hover{background:#ffffff1a;color:var(--text)}#trade-detail-body{padding:0}.detail-grid{display:grid;grid-template-columns:1fr 1fr;gap:0}.detail-section{padding:14px 20px;border-bottom:1px solid rgba(48,54,61,.4)}.detail-section:last-child{border-bottom:none}.detail-section-full{grid-column:1 / -1}.detail-section h3{font-size:12px;color:var(--text-dim);font-weight:600;text-transform:uppercase;letter-spacing:.5px;margin-bottom:8px}.detail-row{display:flex;justify-content:space-between;padding:3px 0;font-size:13px}.detail-row .label{color:var(--text-dim)}.detail-row .value{font-weight:500}.detail-orders{width:100%;font-size:12px}.detail-orders th{background:var(--bg);font-size:10px}.detail-orders td{padding:4px 6px}#momentum-card{grid-column:1 / -1}#momentum-table th{cursor:pointer;-webkit-user-select:none;user-select:none}#momentum-table th:hover{color:var(--accent)}#momentum-table td{font-variant-numeric:tabular-nums}#trend-card{grid-column:1 / -1}#trend-table th{-webkit-user-select:none;user-select:none}#trend-table td{font-variant-numeric:tabular-nums}.trend-state{font-weight:600;font-size:12px}.trend-alert{background:#d299220d}.trend-alert:hover td{background:#d299221a!important}.trend-confirmed{background:#3fb95014}.trend-confirmed:hover td{background:#3fb95026!important}.trend-exhausting{background:#8b949e0d}.trend-exhausting:hover td{background:#8b949e1a!important} diff --git a/frontend/dist/index.html b/frontend/dist/index.html index e502b5e..de016e4 100644 --- a/frontend/dist/index.html +++ b/frontend/dist/index.html @@ -4,8 +4,8 @@ Exchange Monitor Dashboard - - + +
diff --git a/frontend/src/App.css b/frontend/src/App.css index 05a47ac..c1ae7c0 100644 --- a/frontend/src/App.css +++ b/frontend/src/App.css @@ -224,3 +224,21 @@ tr:hover td { background: rgba(88, 166, 255, 0.05); } .detail-orders { width: 100%; font-size: 12px; } .detail-orders th { background: var(--bg); font-size: 10px; } .detail-orders td { padding: 4px 6px; } + +/* Momentum Card */ +#momentum-card { grid-column: 1 / -1; } +#momentum-table th { cursor: pointer; user-select: none; } +#momentum-table th:hover { color: var(--accent); } +#momentum-table td { font-variant-numeric: tabular-nums; } + +/* Trend Card */ +#trend-card { grid-column: 1 / -1; } +#trend-table th { user-select: none; } +#trend-table td { font-variant-numeric: tabular-nums; } +.trend-state { font-weight: 600; font-size: 12px; } +.trend-alert { background: rgba(210, 153, 34, 0.05); } +.trend-alert:hover td { background: rgba(210, 153, 34, 0.1) !important; } +.trend-confirmed { background: rgba(63, 185, 80, 0.08); } +.trend-confirmed:hover td { background: rgba(63, 185, 80, 0.15) !important; } +.trend-exhausting { background: rgba(139, 148, 158, 0.05); } +.trend-exhausting:hover td { background: rgba(139, 148, 158, 0.1) !important; } diff --git a/frontend/src/App.jsx b/frontend/src/App.jsx index a0384e2..4f40553 100644 --- a/frontend/src/App.jsx +++ b/frontend/src/App.jsx @@ -1,6 +1,6 @@ import { useState, useEffect, useRef, useCallback } from 'react' -const EXCHANGES = ['HyperLiquid', 'Bitget'] +const EXCHANGES = ['HyperLiquid', 'Bitget', 'Binance', 'OKX'] function formatPrice(p) { if (p == null || p <= 0) return '-' @@ -26,6 +26,11 @@ export default function App() { const [blacklist, setBlacklist] = useState([]) const [stats, setStats] = useState({}) const [trades, setTrades] = useState([]) + const [momentum, setMomentum] = useState([]) + const [trendData, setTrendData] = useState([]) + const [trendHistory, setTrendHistory] = useState([]) + const [cmData, setCmData] = useState([]) + const [cmHistory, setCmHistory] = useState([]) const priceCacheRef = useRef({}) // Clock @@ -69,6 +74,15 @@ export default function App() { case 'blacklist': setBlacklist(msg.data || []) break + case 'momentum': + setMomentum(msg.data || []) + break + case 'trend': + setTrendData(msg.data || []) + break + case 'cumulative': + setCmData(msg.data || []) + break case 'stats': setStats(msg.data || {}) if (msg.data && msg.data.blacklist) { @@ -104,6 +118,40 @@ export default function App() { return () => clearInterval(id) }, [loadTrades]) + // Load trend history + const loadTrendHistory = useCallback(async () => { + try { + const resp = await fetch('/api/trend-history') + const data = await resp.json() + setTrendHistory(data.events || []) + } catch (err) { + // ignore + } + }, []) + + useEffect(() => { + loadTrendHistory() + const id = setInterval(loadTrendHistory, 5000) + return () => clearInterval(id) + }, [loadTrendHistory]) + + // Load cumulative history + const loadCmHistory = useCallback(async () => { + try { + const resp = await fetch('/api/cm-history') + const data = await resp.json() + setCmHistory(data.events || []) + } catch (err) { + // ignore + } + }, []) + + useEffect(() => { + loadCmHistory() + const id = setInterval(loadCmHistory, 5000) + return () => clearInterval(id) + }, [loadCmHistory]) + // Handle prices function handlePrices(data) { if (!data || data.length === 0) return @@ -162,6 +210,29 @@ export default function App() {
+ {/* Price Table */} + + + {/* Arbitrage Opportunities */} + + + {/* Momentum Scanner */} + + + {/* Trend Detection */} + + + {/* Trend History */} + + + {/* Cumulative Change (1min consensus) */} + + + {/* Cumulative History */} + + + {/* ---- 交易相关 ---- */} + {/* Stats Summary */} @@ -171,12 +242,6 @@ export default function App() { {/* PnL Growth Chart */} - {/* Price Table */} - - - {/* Arbitrage Opportunities */} - - {/* Recent Trades */} @@ -333,11 +398,11 @@ function PriceTable({ coins, prices, getPrevPrice, priceClass, pricesAge }) {
- + {coins.length === 0 ? ( - + ) : coins.map(coin => { const row = prices.find(p => p.coin === coin) if (!row) { @@ -770,3 +835,449 @@ function PnlChart() { ) } + +// ============ Momentum Scanner Card ============ +function MomentumCard({ momentum }) { + const [sortCol, setSortCol] = useState('score') + const [sortDir, setSortDir] = useState('desc') + + function toggleSort(col) { + if (sortCol === col) { + setSortDir(sortDir === 'asc' ? 'desc' : 'asc') + } else { + setSortCol(col) + setSortDir('desc') + } + } + + function sortArrow(col) { + if (sortCol !== col) return '' + return sortDir === 'asc' ? ' ▲' : ' ▼' + } + + const sorted = [...momentum].sort((a, b) => { + let va, vb + switch (sortCol) { + case 'coin': va = a.coin; vb = b.coin; break + case 'bg_1s': va = a.bg_1s || 0; vb = b.bg_1s || 0; break + case 'bg_5s': va = a.bg_5s || 0; vb = b.bg_5s || 0; break + case 'bg_15s': va = a.bg_15s || 0; vb = b.bg_15s || 0; break + case 'hl_1s': va = a.hl_1s || 0; vb = b.hl_1s || 0; break + case 'hl_5s': va = a.hl_5s || 0; vb = b.hl_5s || 0; break + case 'hl_15s': va = a.hl_15s || 0; vb = b.hl_15s || 0; break + case 'bn_1s': va = a.bn_1s || 0; vb = b.bn_1s || 0; break + case 'bn_5s': va = a.bn_5s || 0; vb = b.bn_5s || 0; break + case 'bn_15s': va = a.bn_15s || 0; vb = b.bn_15s || 0; break + case 'okx_1s': va = a.okx_1s || 0; vb = b.okx_1s || 0; break + case 'okx_5s': va = a.okx_5s || 0; vb = b.okx_5s || 0; break + case 'okx_15s': va = a.okx_15s || 0; vb = b.okx_15s || 0; break + default: va = a.score || 0; vb = b.score || 0 + } + if (typeof va === 'string') { + return sortDir === 'asc' ? va.localeCompare(vb) : vb.localeCompare(va) + } + return sortDir === 'asc' ? va - vb : vb - va + }) + + function dirIcon(dir) { + switch (dir) { + case 'up': return '\u2191' + case 'down': return '\u2193' + case 'flat': return '\u2192' + case 'mixed': return '\u2195' + default: return '-' + } + } + + function dirClass(dir) { + switch (dir) { + case 'up': return 'text-green' + case 'down': return 'text-red' + case 'mixed': return 'text-yellow' + default: return '' + } + } + + function changeClass(val) { + if (val == null || val === 0) return '' + return val > 0 ? 'text-green' : 'text-red' + } + + return ( +
+

⚡ 动量扫描 (价格变动%)

+
+
币种HyperLiquidBitget毛价差BG→HL净利HL→BG净利
币种HyperLiquidBitgetBinanceOKX毛价差BG→HL净利HL→BG净利
等待数据...
等待数据...
+ + + + + + + + + + + + + + + + + + + + + {sorted.length === 0 ? ( + + ) : sorted.slice(0, 50).map(entry => ( + + + + + + + + + + + + + + + + + + ))} + +
toggleSort('coin')} style={{cursor:'pointer'}}>币种{sortArrow('coin')} toggleSort('score')} style={{cursor:'pointer'}}>分数{sortArrow('score')}方向 toggleSort('bg_1s')} style={{cursor:'pointer'}}>BG 1s{sortArrow('bg_1s')} toggleSort('bg_5s')} style={{cursor:'pointer'}}>BG 5s{sortArrow('bg_5s')} toggleSort('bg_15s')} style={{cursor:'pointer'}}>BG 15s{sortArrow('bg_15s')} toggleSort('hl_1s')} style={{cursor:'pointer'}}>HL 1s{sortArrow('hl_1s')} toggleSort('hl_5s')} style={{cursor:'pointer'}}>HL 5s{sortArrow('hl_5s')} toggleSort('hl_15s')} style={{cursor:'pointer'}}>HL 15s{sortArrow('hl_15s')} toggleSort('bn_1s')} style={{cursor:'pointer'}}>BN 1s{sortArrow('bn_1s')} toggleSort('bn_5s')} style={{cursor:'pointer'}}>BN 5s{sortArrow('bn_5s')} toggleSort('bn_15s')} style={{cursor:'pointer'}}>BN 15s{sortArrow('bn_15s')} toggleSort('okx_1s')} style={{cursor:'pointer'}}>OKX 1s{sortArrow('okx_1s')} toggleSort('okx_5s')} style={{cursor:'pointer'}}>OKX 5s{sortArrow('okx_5s')} toggleSort('okx_15s')} style={{cursor:'pointer'}}>OKX 15s{sortArrow('okx_15s')}
+ 正在收集动量数据... (需要至少 15 秒数据) +
{entry.coin}{entry.score.toFixed(4)}%{dirIcon(entry.direction)}{entry.bg_1s != null ? entry.bg_1s.toFixed(3) + '%' : '-'}{entry.bg_5s != null ? entry.bg_5s.toFixed(3) + '%' : '-'}{entry.bg_15s != null ? entry.bg_15s.toFixed(3) + '%' : '-'}{entry.hl_1s != null ? entry.hl_1s.toFixed(3) + '%' : '-'}{entry.hl_5s != null ? entry.hl_5s.toFixed(3) + '%' : '-'}{entry.hl_15s != null ? entry.hl_15s.toFixed(3) + '%' : '-'}{entry.bn_1s != null ? entry.bn_1s.toFixed(3) + '%' : '-'}{entry.bn_5s != null ? entry.bn_5s.toFixed(3) + '%' : '-'}{entry.bn_15s != null ? entry.bn_15s.toFixed(3) + '%' : '-'}{entry.okx_1s != null ? entry.okx_1s.toFixed(3) + '%' : '-'}{entry.okx_5s != null ? entry.okx_5s.toFixed(3) + '%' : '-'}{entry.okx_15s != null ? entry.okx_15s.toFixed(3) + '%' : '-'}
+
+ + ) +} + +// ============ Trend Detection Card ============ +function TrendCard({ trend }) { + function stateLabel(state) { + switch (state) { + case 'alert': return '⚠ 异动' + case 'confirmed': return '🚀 趋势' + case 'exhausting': return '🔄 衰减' + default: return state + } + } + + function stateClass(state) { + switch (state) { + case 'alert': return 'trend-alert' + case 'confirmed': return 'trend-confirmed' + case 'exhausting': return 'trend-exhausting' + default: return '' + } + } + + function dirIcon(dir) { + return dir === 'up' ? '\u2191' : '\u2193' + } + + function dirClass(dir) { + return dir === 'up' ? 'text-green' : 'text-red' + } + + function changeClass(val) { + if (val == null || val === 0) return '' + return val > 0 ? 'text-green' : 'text-red' + } + + return ( +
+

📈 趋势检测 (价格异动)

+
+ + + + + + + + + + + + + + + + + + {trend.length === 0 ? ( + + ) : trend.slice(0, 30).map(entry => ( + + + + + + + + + + + + + + ))} + +
币种状态方向异动分波动率一致数BG 15sHL 15sBN 15sOKX 15s时长
+ 等待检测数据... (需要至少 3 个交易所数据) +
{entry.coin}{stateLabel(entry.state)}{dirIcon(entry.direction)}{(entry.anomaly_score || 0).toFixed(1)}σ{(entry.volatility || 0).toFixed(4)}%{entry.ex_changes || 0}/4{entry.bg_change != null ? entry.bg_change.toFixed(3) + '%' : '-'}{entry.hl_change != null ? entry.hl_change.toFixed(3) + '%' : '-'}{entry.bn_change != null ? entry.bn_change.toFixed(3) + '%' : '-'}{entry.okx_change != null ? entry.okx_change.toFixed(3) + '%' : '-'}{entry.duration || '-'}
+
+
+ ) +} + +// ============ Trend History Card ============ +// ============ Cumulative Change Card (1min consensus) ============ +function CmCard({ data }) { + function stateLabel(state) { + switch (state) { + case 'rising': return '↑ 上涨' + case 'falling': return '↓ 下跌' + default: return '− 中性' + } + } + + function stateClass(state) { + switch (state) { + case 'rising': return 'text-green' + case 'falling': return 'text-red' + default: return 'text-dim' + } + } + + function dirClass(dir) { + return dir === 'up' ? 'text-green' : 'text-red' + } + + function changeClass(val) { + if (val == null || val === 0) return '' + return val > 0 ? 'text-green' : 'text-red' + } + + return ( +
+

📊 累积变动 (1min 共识)

+
+ + + + + + + + + + + + + + + + + + + + + {!data || data.length === 0 ? ( + + ) : data.slice(0, 30).map(entry => ( + + + + + + + + + + + + + + + + + ))} + +
币种状态方向分数均值%一致BG 1mHL 1mBN 1mOKX 1mBG 5mHL 5mBN 5mOKX 5m
+ 等待累积数据... (需要至少 1 分钟数据) +
{entry.coin}{stateLabel(entry.state)}{entry.direction === 'up' ? '↑' : '↓'}{(entry.score || 0).toFixed(2)}{(entry.avg_change || 0).toFixed(3)}%{entry.ex_agree || 0}/{entry.ex_total || 0}{entry.bg_1m != null ? entry.bg_1m.toFixed(3) + '%' : '-'}{entry.hl_1m != null ? entry.hl_1m.toFixed(3) + '%' : '-'}{entry.bn_1m != null ? entry.bn_1m.toFixed(3) + '%' : '-'}{entry.okx_1m != null ? entry.okx_1m.toFixed(3) + '%' : '-'}{entry.bg_5m != null ? entry.bg_5m.toFixed(3) + '%' : '-'}{entry.hl_5m != null ? entry.hl_5m.toFixed(3) + '%' : '-'}{entry.bn_5m != null ? entry.bn_5m.toFixed(3) + '%' : '-'}{entry.okx_5m != null ? entry.okx_5m.toFixed(3) + '%' : '-'}
+
+
+ ) +} + +// ============ Cumulative Change History Card ============ +function CmHistoryCard({ history }) { + function stateLabel(state) { + switch (state) { + case 'rising': return '↑ 上涨' + case 'falling': return '↓ 下跌' + default: return '− 中性' + } + } + + function stateClass(state) { + switch (state) { + case 'rising': return 'text-green' + case 'falling': return 'text-red' + default: return 'text-dim' + } + } + + function dirClass(dir) { + return dir === 'up' ? 'text-green' : 'text-red' + } + + function changeClass(val) { + if (val == null || val === 0) return '' + return val > 0 ? 'text-green' : 'text-red' + } + + return ( +
+

📋 累积变动事件记录

+
+ + + + + + + + + + + + + + + + + + + + + + {history.length === 0 ? ( + + ) : history.slice(0, 100).map((ev, i) => ( + + + + + + + + + + + + + + + + + + ))} + +
时间币种转换方向分数均值%一致BG 1mHL 1mBN 1mOKX 1mBG 5mHL 5mBN 5mOKX 5m
+ 暂无累积变动事件记录 +
{ev.created_at ? new Date(ev.created_at).toLocaleTimeString('zh-CN', { hour12: false }) : '-'}{ev.coin}{ev.prev_state} → {stateLabel(ev.new_state)}{ev.direction === 'up' ? '↑' : '↓'}{(ev.score || 0).toFixed(2)}{(ev.avg_change || 0).toFixed(3)}%{ev.ex_agree || 0}/{ev.ex_total || 0}{ev.bg_1m != null ? ev.bg_1m.toFixed(3) + '%' : '-'}{ev.hl_1m != null ? ev.hl_1m.toFixed(3) + '%' : '-'}{ev.bn_1m != null ? ev.bn_1m.toFixed(3) + '%' : '-'}{ev.okx_1m != null ? ev.okx_1m.toFixed(3) + '%' : '-'}{ev.bg_5m != null ? ev.bg_5m.toFixed(3) + '%' : '-'}{ev.hl_5m != null ? ev.hl_5m.toFixed(3) + '%' : '-'}{ev.bn_5m != null ? ev.bn_5m.toFixed(3) + '%' : '-'}{ev.okx_5m != null ? ev.okx_5m.toFixed(3) + '%' : '-'}
+
+
+ ) +} + +function TrendHistoryCard({ history }) { + function stateLabel(state) { + switch (state) { + case 'alert': return '⚠ 异动' + case 'confirmed': return '🚀 趋势' + case 'exhausting': return '🔄 衰减' + case 'idle': return '✓ 结束' + default: return state + } + } + + function stateClass(state) { + switch (state) { + case 'alert': return 'text-yellow' + case 'confirmed': return 'text-green' + case 'exhausting': return 'text-dim' + case 'idle': return 'text-dim' + default: return '' + } + } + + function dirIcon(dir) { + return dir === 'up' ? '\u2191' : '\u2193' + } + + function dirClass(dir) { + return dir === 'up' ? 'text-green' : 'text-red' + } + + function changeClass(val) { + if (val == null || val === 0) return '' + return val > 0 ? 'text-green' : 'text-red' + } + + return ( +
+

📋 趋势事件记录

+
+ + + + + + + + + + + + + + + + + + {history.length === 0 ? ( + + ) : history.slice(0, 100).map((ev, i) => ( + + + + + + + + + + + + + + ))} + +
时间币种转换方向异动分波动率一致BGHLBNOKX
+ 暂无趋势事件记录 +
{ev.timestamp ? new Date(ev.timestamp).toLocaleTimeString('zh-CN', { hour12: false }) : (ev.created_at ? new Date(ev.created_at).toLocaleTimeString('zh-CN', { hour12: false }) : '-')}{ev.coin}{ev.prev_state} → {stateLabel(ev.new_state)}{dirIcon(ev.direction)}{(ev.z_score || 0).toFixed(1)}σ{(ev.volatility || 0).toFixed(4)}%{ev.ex_agree || 0}/{ev.ex_total || 0}{ev.bg_change != null ? ev.bg_change.toFixed(3) + '%' : '-'}{ev.hl_change != null ? ev.hl_change.toFixed(3) + '%' : '-'}{ev.bn_change != null ? ev.bn_change.toFixed(3) + '%' : '-'}{ev.okx_change != null ? ev.okx_change.toFixed(3) + '%' : '-'}
+
+
+ ) +} diff --git a/main.go b/main.go index 8c49cc0..0cfd2cc 100644 --- a/main.go +++ b/main.go @@ -60,6 +60,21 @@ func main() { store := NewPriceStore() notifier := NewNotifier(cfg.TelegramBotToken, cfg.TelegramChatID) + // Initialize momentum tracker (for momentum scanning mode) + momentumTracker := NewMomentumTracker() + + // Initialize trend detector (for price anomaly / trend detection) + trendDetector := NewTrendDetector(momentumTracker) + if cfg.TrendEnabled { + trendDetector.Configure(cfg.TrendBaselineWindow, cfg.TrendAnomalyMul, cfg.TrendConfirmTicks, cfg.TrendAlertCooldown) + log.Printf("[Trend] Z-score detection enabled (z-score >= %.1fσ, window=%d ticks, confirm=%d ticks)", + cfg.TrendAnomalyMul, cfg.TrendBaselineWindow, cfg.TrendConfirmTicks) + } + + // Initialize cumulative tracker (1min/5min multi-exchange consensus change) + cumulativeTracker := NewCumulativeTracker() + log.Printf("[CM] Cumulative change tracking enabled (1m >= %.1f%%, 3+ exchanges)", cumulativeTracker.surgePct1m) + // Initialize SQLite database database, err := db.Open("") if err != nil { @@ -75,7 +90,7 @@ func main() { trader.startIPCServer() // Initialize dashboard (web server + SSE) - dashboard := NewDashboard(store, trader, database, ":8888") + dashboard := NewDashboard(store, trader, database, ":8888", cfg, momentumTracker, trendDetector, cumulativeTracker) go dashboard.Run() // Spread window tracker — measures how long spreads stay above threshold @@ -83,7 +98,9 @@ func main() { // P3-4: wire real-time trade event broadcast trader.OnTradeEvent = dashboard.BroadcastEvent - if trader.IsConfigured() { + if cfg.MomentumEnabled { + log.Printf("[Trader] MOMENTUM SCAN mode: arbitrage trading disabled, momentum detection active (threshold >= %.2f%%)", cfg.MomentumThresholdPct) + } else if trader.IsConfigured() { log.Printf("[Trader] %s mode: automated trading ENABLED (threshold >= %.2f%%, $%.0f/leg, max %d positions, $%.0f capital)", trader.ModeLabel(), cfg.TradeThreshold, cfg.TradeAmountUSD, cfg.MaxPositions, cfg.InitialCapital) if cfg.TestMode { @@ -101,8 +118,8 @@ func main() { sigCh := make(chan os.Signal, 1) signal.Notify(sigCh, os.Interrupt, syscall.SIGUSR1) - // Collect symbols — only BG and HL for now (BN, dYdX disabled) - var bgSymbols, hlSymbols []string + // Collect symbols for all exchanges + var bgSymbols, hlSymbols, bnSymbols, okxSymbols []string for _, c := range TrackedCoins { if c.BG != "" { bgSymbols = append(bgSymbols, c.BG) @@ -110,9 +127,15 @@ func main() { if c.HL != "" { hlSymbols = append(hlSymbols, c.HL) } + if c.BN != "" { + bnSymbols = append(bnSymbols, c.BN) + } + if c.OK != "" { + okxSymbols = append(okxSymbols, c.OK) + } } - // Start exchange WS connections (BG + HL only) + // Start exchange WS connections startExchange := func(name string, runner func(func(string, float64, float64, float64)) error) { go func() { for { @@ -133,6 +156,8 @@ func main() { startExchange("HyperLiquid", exchange.NewHyperLiquidWS(hlSymbols).Run) startExchange("Bitget", exchange.NewBitgetWS(bgSymbols).Run) + startExchange("Binance", exchange.NewBinanceWS(bnSymbols).Run) + startExchange("OKX", exchange.NewOKXWS(okxSymbols).Run) log.Println("[Monitor] Waiting for initial data...") time.Sleep(10 * time.Second) @@ -206,6 +231,25 @@ func main() { // Scan for arbitrage entries using maker fees (limit orders) snap := store.GetAll() + + // Feed prices to momentum tracker (for momentum scanning or trend detection) + if cfg.MomentumEnabled || cfg.TrendEnabled { + for coin, exMap := range snap { + for ex, price := range exMap { + momentumTracker.Record(coin, ex, price) + } + } + } + + // Feed snapshots to cumulative tracker (always on) + for _, tc := range TrackedCoins { + exMap := snap[tc.Name] + if exMap == nil || len(exMap) < 3 { + continue + } + cumulativeTracker.Record(tc.Name, exMap) + } + makerOpps := ScanBGHL(snap) dashboard.UpdateScan(makerOpps) t2 := time.Now() @@ -213,12 +257,15 @@ func main() { // Track spread window durations (how long each opportunity stays alive) spreadTracker.Tick(snap, cfg.TradeThreshold) - for _, opp := range makerOpps { - if opp.NetProfit < cfg.ArbThreshold { - continue - } - if trader.TryEntry(opp, store, notifier) { - log.Printf("[Trader] %s: entry initiated for %.4f%%", opp.Coin, opp.NetProfit) + // In momentum mode, arbitrage trading is disabled + if !cfg.MomentumEnabled { + for _, opp := range makerOpps { + if opp.NetProfit < cfg.ArbThreshold { + continue + } + if trader.TryEntry(opp, store, notifier) { + log.Printf("[Trader] %s: entry initiated for %.4f%%", opp.Coin, opp.NetProfit) + } } } t3 := time.Now() diff --git a/momentum.go b/momentum.go new file mode 100644 index 0000000..e3a3563 --- /dev/null +++ b/momentum.go @@ -0,0 +1,199 @@ +package main + +import ( + "math" + "sort" + "sync" +) + +// momentumWindow defines a time window for momentum calculation. +// At ~50ms per tick, N ticks ≈ N * 50ms. +type momentumWindow struct { + Name string // JSON key: "t1s", "t5s", "t15s" + Ticks int // how many ticks to look back + Label string // human-readable: "1s", "5s", "15s" +} + +var momentumWindows = []momentumWindow{ + {"t1s", 20, "1s"}, + {"t5s", 100, "5s"}, + {"t15s", 300, "15s"}, +} + +const maxMomentumRecords = 600 + +// momentumBuffer is a fixed-size ring buffer of prices for one coin+exchange. +type momentumBuffer struct { + prices [maxMomentumRecords]float64 + head int // next write index + count int // total records written (capped at maxMomentumRecords) +} + +// MomentumEntry is one coin's momentum data sent via SSE. +type MomentumEntry struct { + Coin string `json:"coin"` + BG1s float64 `json:"bg_1s"` + BG5s float64 `json:"bg_5s"` + BG15s float64 `json:"bg_15s"` + HL1s float64 `json:"hl_1s"` + HL5s float64 `json:"hl_5s"` + HL15s float64 `json:"hl_15s"` + BN1s float64 `json:"bn_1s"` + BN5s float64 `json:"bn_5s"` + BN15s float64 `json:"bn_15s"` + OKX1s float64 `json:"okx_1s"` + OKX5s float64 `json:"okx_5s"` + OKX15s float64 `json:"okx_15s"` + Score float64 `json:"score"` // max abs change across all windows + Direction string `json:"direction"` // "up", "down", "flat", "mixed" +} + +// MomentumTracker tracks price momentum across all coins and exchanges. +type MomentumTracker struct { + mu sync.RWMutex + buffers map[string]map[string]*momentumBuffer // coin -> exchange -> buffer +} + +func NewMomentumTracker() *MomentumTracker { + return &MomentumTracker{ + buffers: make(map[string]map[string]*momentumBuffer), + } +} + +// Record adds a price point for a coin+exchange. +func (mt *MomentumTracker) Record(coin, exchange string, price float64) { + mt.mu.Lock() + defer mt.mu.Unlock() + + if mt.buffers[coin] == nil { + mt.buffers[coin] = make(map[string]*momentumBuffer) + } + buf, ok := mt.buffers[coin][exchange] + if !ok { + buf = &momentumBuffer{} + mt.buffers[coin][exchange] = buf + } + buf.prices[buf.head] = price + buf.head = (buf.head + 1) % maxMomentumRecords + if buf.count < maxMomentumRecords { + buf.count++ + } +} + +// Snapshot returns all coins with momentum data, sorted by score descending. +// Only includes coins where at least one window has non-zero change. +// Limited to maxResults entries. +func (mt *MomentumTracker) Snapshot(thresholdPct float64) []MomentumEntry { + mt.mu.RLock() + defer mt.mu.RUnlock() + + var result []MomentumEntry + for coin, exMap := range mt.buffers { + bgBuf, hasBG := exMap[ExBitget] + hlBuf, hasHL := exMap[ExHyperLiquid] + bnBuf, hasBN := exMap[ExBinance] + okBuf, hasOK := exMap[ExOKX] + if !hasBG && !hasHL && !hasBN && !hasOK { + continue + } + + entry := MomentumEntry{Coin: coin} + var allChanges []float64 + + if hasBG { + changes := calcWindows(bgBuf) + entry.BG1s = changes[0] + entry.BG5s = changes[1] + entry.BG15s = changes[2] + allChanges = append(allChanges, changes[:]...) + } + if hasHL { + changes := calcWindows(hlBuf) + entry.HL1s = changes[0] + entry.HL5s = changes[1] + entry.HL15s = changes[2] + allChanges = append(allChanges, changes[:]...) + } + if hasBN { + changes := calcWindows(bnBuf) + entry.BN1s = changes[0] + entry.BN5s = changes[1] + entry.BN15s = changes[2] + allChanges = append(allChanges, changes[:]...) + } + if hasOK { + changes := calcWindows(okBuf) + entry.OKX1s = changes[0] + entry.OKX5s = changes[1] + entry.OKX15s = changes[2] + allChanges = append(allChanges, changes[:]...) + } + + // Score: max absolute change across all windows + var maxAbs float64 + for _, c := range allChanges { + abs := math.Abs(c) + if abs > maxAbs { + maxAbs = abs + } + } + entry.Score = math.Round(maxAbs*10000) / 10000 + + // Direction: majority vote across all windows + if maxAbs > 0.001 { + posCount := 0 + negCount := 0 + for _, c := range allChanges { + if c > 0.001 { + posCount++ + } else if c < -0.001 { + negCount++ + } + } + total := posCount + negCount + if total == 0 { + entry.Direction = "flat" + } else if float64(posCount)/float64(total) >= 0.66 { + entry.Direction = "up" + } else if float64(negCount)/float64(total) >= 0.66 { + entry.Direction = "down" + } else { + entry.Direction = "mixed" + } + } else { + entry.Direction = "flat" + } + + result = append(result, entry) + } + + // Sort by score descending + sort.Slice(result, func(i, j int) bool { + return result[i].Score > result[j].Score + }) + + if len(result) > 200 { + result = result[:200] + } + return result +} + +// calcWindows computes change% for all 3 windows: (current - old) / old * 100. +// Returns 0 for windows that don't have enough data yet. +func calcWindows(buf *momentumBuffer) [3]float64 { + var result [3]float64 + for i, w := range momentumWindows { + if buf.count < w.Ticks+1 { + continue + } + currentIdx := (buf.head - 1 + maxMomentumRecords) % maxMomentumRecords + oldIdx := (currentIdx - w.Ticks + maxMomentumRecords) % maxMomentumRecords + + current := buf.prices[currentIdx] + old := buf.prices[oldIdx] + if old > 0 { + result[i] = math.Round((current-old)/old*10000) / 10000 + } + } + return result +} diff --git a/scanner.go b/scanner.go index ce6756f..d29689e 100644 --- a/scanner.go +++ b/scanner.go @@ -4,10 +4,12 @@ import ( "sort" ) -// Exchange names — only Bitget and HyperLiquid are trading exchanges +// Exchange names — Bitget and HyperLiquid are trading exchanges; Binance and OKX are for momentum/display const ( ExHyperLiquid = "HyperLiquid" ExBitget = "Bitget" + ExBinance = "Binance" + ExOKX = "OKX" ) // Taker fee rates (%) — for IOC market orders on trading exchanges @@ -17,181 +19,181 @@ var takerFees = map[string]float64{ } var TrackedCoins = []TrackedCoin{ - {Name: "DOGE", BN: "DOGEUSDT", BG: "DOGEUSDT", HL: "DOGE"}, - {Name: "LINK", BN: "LINKUSDT", BG: "LINKUSDT", HL: "LINK"}, - {Name: "ONDO", BN: "ONDOUSDT", BG: "ONDOUSDT", HL: "ONDO"}, - {Name: "OP", BN: "OPUSDT", BG: "OPUSDT", HL: "OP"}, - {Name: "WIF", BN: "WIFUSDT", BG: "WIFUSDT", HL: "WIF"}, - {Name: "ARB", BN: "ARBUSDT", BG: "ARBUSDT", HL: "ARB"}, - {Name: "0G", BN: "", BG: "0GUSDT", HL: "0G"}, - {Name: "2Z", BN: "", BG: "2ZUSDT", HL: "2Z"}, - {Name: "AAVE", BN: "", BG: "AAVEUSDT", HL: "AAVE"}, - {Name: "ACE", BN: "", BG: "ACEUSDT", HL: "ACE"}, - {Name: "ADA", BN: "", BG: "ADAUSDT", HL: "ADA"}, - {Name: "AIXBT", BN: "", BG: "AIXBTUSDT", HL: "AIXBT"}, - {Name: "ALGO", BN: "", BG: "ALGOUSDT", HL: "ALGO"}, - {Name: "ALT", BN: "", BG: "ALTUSDT", HL: "ALT"}, - {Name: "ANIME", BN: "", BG: "ANIMEUSDT", HL: "ANIME"}, - {Name: "APE", BN: "", BG: "APEUSDT", HL: "APE"}, - {Name: "APT", BN: "", BG: "APTUSDT", HL: "APT"}, - {Name: "AR", BN: "", BG: "ARUSDT", HL: "AR"}, - {Name: "ARK", BN: "", BG: "ARKUSDT", HL: "ARK"}, - {Name: "ASTER", BN: "", BG: "ASTERUSDT", HL: "ASTER"}, - {Name: "ATOM", BN: "", BG: "ATOMUSDT", HL: "ATOM"}, - {Name: "AVAX", BN: "", BG: "AVAXUSDT", HL: "AVAX"}, - {Name: "AVNT", BN: "", BG: "AVNTUSDT", HL: "AVNT"}, - {Name: "AXS", BN: "", BG: "AXSUSDT", HL: "AXS"}, - {Name: "AZTEC", BN: "", BG: "AZTECUSDT", HL: "AZTEC"}, - {Name: "BABY", BN: "", BG: "BABYUSDT", HL: "BABY"}, - {Name: "BANANA", BN: "", BG: "BANANAUSDT", HL: "BANANA"}, - {Name: "BCH", BN: "", BG: "BCHUSDT", HL: "BCH"}, - {Name: "BERA", BN: "", BG: "BERAUSDT", HL: "BERA"}, - {Name: "BIGTIME", BN: "", BG: "BIGTIMEUSDT", HL: "BIGTIME"}, - {Name: "BIO", BN: "", BG: "BIOUSDT", HL: "BIO"}, - {Name: "BLUR", BN: "", BG: "BLURUSDT", HL: "BLUR"}, - {Name: "BNB", BN: "", BG: "BNBUSDT", HL: "BNB"}, - {Name: "BNT", BN: "", BG: "BNTUSDT", HL: ""}, - {Name: "BOME", BN: "", BG: "BOMEUSDT", HL: "BOME"}, - {Name: "BRETT", BN: "", BG: "BRETTUSDT", HL: "BRETT"}, - {Name: "BSV", BN: "", BG: "BSVUSDT", HL: "BSV"}, - {Name: "BTC", BN: "", BG: "BTCUSDT", HL: "BTC"}, - {Name: "CAKE", BN: "", BG: "CAKEUSDT", HL: "CAKE"}, - {Name: "CATI", BN: "", BG: "CATIUSDT", HL: ""}, - {Name: "CC", BN: "", BG: "CCUSDT", HL: "CC"}, - {Name: "CELO", BN: "", BG: "CELOUSDT", HL: "CELO"}, - {Name: "CFX", BN: "", BG: "CFXUSDT", HL: "CFX"}, - {Name: "CHILLGUY", BN: "", BG: "CHILLGUYUSDT", HL: "CHILLGUY"}, - {Name: "CHIP", BN: "", BG: "CHIPUSDT", HL: "CHIP"}, - {Name: "COMP", BN: "", BG: "COMPUSDT", HL: "COMP"}, - {Name: "CRV", BN: "", BG: "CRVUSDT", HL: "CRV"}, - {Name: "CYBER", BN: "", BG: "CYBERUSDT", HL: ""}, - {Name: "DASH", BN: "", BG: "DASHUSDT", HL: "DASH"}, - {Name: "DOOD", BN: "", BG: "DOODUSDT", HL: "DOOD"}, - {Name: "DOT", BN: "", BG: "DOTUSDT", HL: "DOT"}, - {Name: "DYDX", BN: "", BG: "DYDXUSDT", HL: "DYDX"}, - {Name: "DYM", BN: "", BG: "DYMUSDT", HL: "DYM"}, - {Name: "EIGEN", BN: "", BG: "EIGENUSDT", HL: "EIGEN"}, - {Name: "ENA", BN: "", BG: "ENAUSDT", HL: "ENA"}, - {Name: "ENS", BN: "", BG: "ENSUSDT", HL: "ENS"}, - {Name: "ETC", BN: "", BG: "ETCUSDT", HL: "ETC"}, - {Name: "ETH", BN: "", BG: "ETHUSDT", HL: "ETH"}, - {Name: "ETHFI", BN: "", BG: "ETHFIUSDT", HL: "ETHFI"}, - {Name: "FARTCOIN", BN: "", BG: "FARTCOINUSDT", HL: "FARTCOIN"}, - {Name: "FET", BN: "", BG: "FETUSDT", HL: "FET"}, - {Name: "FIL", BN: "", BG: "FILUSDT", HL: "FIL"}, - {Name: "FOGO", BN: "", BG: "FOGOUSDT", HL: "FOGO"}, - {Name: "GALA", BN: "", BG: "GALAUSDT", HL: "GALA"}, - {Name: "GAS", BN: "", BG: "GASUSDT", HL: "GAS"}, - {Name: "GMT", BN: "", BG: "GMTUSDT", HL: "GMT"}, - {Name: "GMX", BN: "", BG: "GMXUSDT", HL: "GMX"}, - {Name: "GOAT", BN: "", BG: "GOATUSDT", HL: "GOAT"}, - {Name: "GRASS", BN: "", BG: "GRASSUSDT", HL: "GRASS"}, - {Name: "GRIFFAIN", BN: "", BG: "GRIFFAINUSDT", HL: "GRIFFAIN"}, - {Name: "HBAR", BN: "", BG: "HBARUSDT", HL: "HBAR"}, - {Name: "HYPE", BN: "", BG: "HYPEUSDT", HL: "HYPE"}, - {Name: "HYPER", BN: "", BG: "HYPERUSDT", HL: "HYPER"}, - {Name: "ICP", BN: "", BG: "ICPUSDT", HL: "ICP"}, - {Name: "ILV", BN: "", BG: "ILVUSDT", HL: ""}, - {Name: "IMX", BN: "", BG: "IMXUSDT", HL: "IMX"}, - {Name: "INIT", BN: "", BG: "INITUSDT", HL: "INIT"}, - {Name: "INJ", BN: "", BG: "INJUSDT", HL: "INJ"}, - {Name: "IO", BN: "", BG: "IOUSDT", HL: "IO"}, - {Name: "IOTA", BN: "", BG: "IOTAUSDT", HL: "IOTA"}, - {Name: "IP", BN: "", BG: "IPUSDT", HL: "IP"}, - {Name: "JTO", BN: "", BG: "JTOUSDT", HL: "JTO"}, - {Name: "JUP", BN: "", BG: "JUPUSDT", HL: "JUP"}, - {Name: "KAITO", BN: "", BG: "KAITOUSDT", HL: "KAITO"}, - {Name: "KAS", BN: "", BG: "KASUSDT", HL: "KAS"}, - {Name: "LAYER", BN: "", BG: "LAYERUSDT", HL: "LAYER"}, - {Name: "LDO", BN: "", BG: "LDOUSDT", HL: "LDO"}, - {Name: "LINEA", BN: "", BG: "LINEAUSDT", HL: "LINEA"}, - {Name: "LISTA", BN: "", BG: "LISTAUSDT", HL: ""}, - {Name: "LIT", BN: "", BG: "LITUSDT", HL: "LIT"}, - {Name: "LTC", BN: "", BG: "LTCUSDT", HL: "LTC"}, - {Name: "MANTA", BN: "", BG: "MANTAUSDT", HL: "MANTA"}, - {Name: "MAV", BN: "", BG: "MAVUSDT", HL: "MAV"}, - {Name: "ME", BN: "", BG: "MEUSDT", HL: "ME"}, - {Name: "MEGA", BN: "", BG: "MEGAUSDT", HL: "MEGA"}, - {Name: "MELANIA", BN: "", BG: "MELANIAUSDT", HL: "MELANIA"}, - {Name: "MEME", BN: "", BG: "MEMEUSDT", HL: "MEME"}, - {Name: "MERL", BN: "", BG: "MERLUSDT", HL: "MERL"}, - {Name: "MET", BN: "", BG: "METUSDT", HL: "MET"}, - {Name: "MINA", BN: "", BG: "MINAUSDT", HL: "MINA"}, - {Name: "MON", BN: "", BG: "MONUSDT", HL: "MON"}, - {Name: "MOODENG", BN: "", BG: "MOODENGUSDT", HL: "MOODENG"}, - {Name: "MORPHO", BN: "", BG: "MORPHOUSDT", HL: "MORPHO"}, - {Name: "MOVE", BN: "", BG: "MOVEUSDT", HL: "MOVE"}, - {Name: "NEAR", BN: "", BG: "NEARUSDT", HL: "NEAR"}, - {Name: "NEO", BN: "", BG: "NEOUSDT", HL: "NEO"}, - {Name: "NIL", BN: "", BG: "NILUSDT", HL: "NIL"}, - {Name: "NOT", BN: "", BG: "NOTUSDT", HL: "NOT"}, - {Name: "NXPC", BN: "", BG: "NXPCUSDT", HL: "NXPC"}, - {Name: "OGN", BN: "", BG: "OGNUSDT", HL: ""}, - {Name: "ORDI", BN: "", BG: "ORDIUSDT", HL: "ORDI"}, - {Name: "PAXG", BN: "", BG: "PAXGUSDT", HL: "PAXG"}, - {Name: "PENDLE", BN: "", BG: "PENDLEUSDT", HL: "PENDLE"}, - {Name: "PENGU", BN: "", BG: "PENGUUSDT", HL: "PENGU"}, - {Name: "PEOPLE", BN: "", BG: "PEOPLEUSDT", HL: "PEOPLE"}, - {Name: "PIXEL", BN: "", BG: "PIXELUSDT", HL: ""}, - {Name: "PNUT", BN: "", BG: "PNUTUSDT", HL: "PNUT"}, - {Name: "POL", BN: "", BG: "POLUSDT", HL: "POL"}, - {Name: "POLYX", BN: "", BG: "POLYXUSDT", HL: "POLYX"}, - {Name: "POPCAT", BN: "", BG: "POPCATUSDT", HL: "POPCAT"}, - {Name: "PROVE", BN: "", BG: "PROVEUSDT", HL: "PROVE"}, - {Name: "PUMP", BN: "", BG: "PUMPUSDT", HL: "PUMP"}, - {Name: "PYTH", BN: "", BG: "PYTHUSDT", HL: "PYTH"}, - {Name: "RENDER", BN: "", BG: "RENDERUSDT", HL: "RENDER"}, - {Name: "RESOLV", BN: "", BG: "RESOLVUSDT", HL: "RESOLV"}, - {Name: "REZ", BN: "", BG: "REZUSDT", HL: "REZ"}, - {Name: "RSR", BN: "", BG: "RSRUSDT", HL: "RSR"}, - {Name: "RUNE", BN: "", BG: "RUNEUSDT", HL: "RUNE"}, - {Name: "S", BN: "", BG: "SUSDT", HL: "S"}, - {Name: "SAGA", BN: "", BG: "SAGAUSDT", HL: "SAGA"}, - {Name: "SAND", BN: "", BG: "SANDUSDT", HL: "SAND"}, - {Name: "SEI", BN: "", BG: "SEIUSDT", HL: "SEI"}, - {Name: "SKR", BN: "", BG: "SKRUSDT", HL: "SKR"}, - {Name: "SKY", BN: "", BG: "SKYUSDT", HL: "SKY"}, - {Name: "SNX", BN: "", BG: "SNXUSDT", HL: "SNX"}, - {Name: "SOL", BN: "", BG: "SOLUSDT", HL: "SOL"}, - {Name: "SOPH", BN: "", BG: "SOPHUSDT", HL: "SOPH"}, - {Name: "SPX", BN: "", BG: "SPXUSDT", HL: "SPX"}, - {Name: "STABLE", BN: "", BG: "STABLEUSDT", HL: "STABLE"}, - {Name: "STG", BN: "", BG: "STGUSDT", HL: ""}, - {Name: "STRK", BN: "", BG: "STRKUSDT", HL: "STRK"}, - {Name: "STX", BN: "", BG: "STXUSDT", HL: "STX"}, - {Name: "SUI", BN: "", BG: "SUIUSDT", HL: "SUI"}, - {Name: "SUPER", BN: "", BG: "SUPERUSDT", HL: "SUPER"}, - {Name: "SUSHI", BN: "", BG: "SUSHIUSDT", HL: "SUSHI"}, - {Name: "SYRUP", BN: "", BG: "SYRUPUSDT", HL: "SYRUP"}, - {Name: "TAO", BN: "", BG: "TAOUSDT", HL: "TAO"}, - {Name: "TIA", BN: "", BG: "TIAUSDT", HL: "TIA"}, - {Name: "TNSR", BN: "", BG: "TNSRUSDT", HL: "TNSR"}, - {Name: "TON", BN: "", BG: "TONUSDT", HL: "TON"}, - {Name: "TRB", BN: "", BG: "TRBUSDT", HL: "TRB"}, - {Name: "TRUMP", BN: "", BG: "TRUMPUSDT", HL: "TRUMP"}, - {Name: "TRX", BN: "", BG: "TRXUSDT", HL: "TRX"}, - {Name: "TURBO", BN: "", BG: "TURBOUSDT", HL: "TURBO"}, - {Name: "UMA", BN: "", BG: "UMAUSDT", HL: "UMA"}, - {Name: "UNI", BN: "", BG: "UNIUSDT", HL: "UNI"}, - {Name: "USUAL", BN: "", BG: "USUALUSDT", HL: "USUAL"}, - {Name: "VIRTUAL", BN: "", BG: "VIRTUALUSDT", HL: "VIRTUAL"}, - {Name: "VVV", BN: "", BG: "VVVUSDT", HL: "VVV"}, - {Name: "W", BN: "", BG: "WUSDT", HL: "W"}, - {Name: "WCT", BN: "", BG: "WCTUSDT", HL: "WCT"}, - {Name: "WLD", BN: "", BG: "WLDUSDT", HL: "WLD"}, - {Name: "WLFI", BN: "", BG: "WLFIUSDT", HL: "WLFI"}, - {Name: "XAI", BN: "", BG: "XAIUSDT", HL: "XAI"}, - {Name: "XLM", BN: "", BG: "XLMUSDT", HL: "XLM"}, - {Name: "XMR", BN: "", BG: "XMRUSDT", HL: "XMR"}, - {Name: "XPL", BN: "", BG: "XPLUSDT", HL: "XPL"}, - {Name: "XRP", BN: "", BG: "XRPUSDT", HL: "XRP"}, - {Name: "YGG", BN: "", BG: "YGGUSDT", HL: "YGG"}, - {Name: "ZEC", BN: "", BG: "ZECUSDT", HL: "ZEC"}, - {Name: "ZEN", BN: "", BG: "ZENUSDT", HL: "ZEN"}, - {Name: "ZETA", BN: "", BG: "ZETAUSDT", HL: "ZETA"}, - {Name: "ZK", BN: "", BG: "ZKUSDT", HL: "ZK"}, - {Name: "ZORA", BN: "", BG: "ZORAUSDT", HL: "ZORA"}, - {Name: "ZRO", BN: "", BG: "ZROUSDT", HL: "ZRO"}, + {Name: "DOGE", BN: "DOGEUSDT", BG: "DOGEUSDT", HL: "DOGE", OK: "DOGE-USDT-SWAP"}, + {Name: "LINK", BN: "LINKUSDT", BG: "LINKUSDT", HL: "LINK", OK: "LINK-USDT-SWAP"}, + {Name: "ONDO", BN: "ONDOUSDT", BG: "ONDOUSDT", HL: "ONDO", OK: "ONDO-USDT-SWAP"}, + {Name: "OP", BN: "OPUSDT", BG: "OPUSDT", HL: "OP", OK: "OP-USDT-SWAP"}, + {Name: "WIF", BN: "WIFUSDT", BG: "WIFUSDT", HL: "WIF", OK: "WIF-USDT-SWAP"}, + {Name: "ARB", BN: "ARBUSDT", BG: "ARBUSDT", HL: "ARB", OK: "ARB-USDT-SWAP"}, + {Name: "0G", BN: "0GUSDT", BG: "0GUSDT", HL: "0G", OK: "0G-USDT-SWAP"}, + {Name: "2Z", BN: "2ZUSDT", BG: "2ZUSDT", HL: "2Z", OK: "2Z-USDT-SWAP"}, + {Name: "AAVE", BN: "AAVEUSDT", BG: "AAVEUSDT", HL: "AAVE", OK: "AAVE-USDT-SWAP"}, + {Name: "ACE", BN: "ACEUSDT", BG: "ACEUSDT", HL: "ACE", OK: "ACE-USDT-SWAP"}, + {Name: "ADA", BN: "ADAUSDT", BG: "ADAUSDT", HL: "ADA", OK: "ADA-USDT-SWAP"}, + {Name: "AIXBT", BN: "AIXBTUSDT", BG: "AIXBTUSDT", HL: "AIXBT", OK: "AIXBT-USDT-SWAP"}, + {Name: "ALGO", BN: "ALGOUSDT", BG: "ALGOUSDT", HL: "ALGO", OK: "ALGO-USDT-SWAP"}, + {Name: "ALT", BN: "ALTUSDT", BG: "ALTUSDT", HL: "ALT", OK: "ALT-USDT-SWAP"}, + {Name: "ANIME", BN: "ANIMEUSDT", BG: "ANIMEUSDT", HL: "ANIME", OK: "ANIME-USDT-SWAP"}, + {Name: "APE", BN: "APEUSDT", BG: "APEUSDT", HL: "APE", OK: "APE-USDT-SWAP"}, + {Name: "APT", BN: "APTUSDT", BG: "APTUSDT", HL: "APT", OK: "APT-USDT-SWAP"}, + {Name: "AR", BN: "ARUSDT", BG: "ARUSDT", HL: "AR", OK: "AR-USDT-SWAP"}, + {Name: "ARK", BN: "ARKUSDT", BG: "ARKUSDT", HL: "ARK", OK: "ARK-USDT-SWAP"}, + {Name: "ASTER", BN: "ASTERUSDT", BG: "ASTERUSDT", HL: "ASTER", OK: "ASTER-USDT-SWAP"}, + {Name: "ATOM", BN: "ATOMUSDT", BG: "ATOMUSDT", HL: "ATOM", OK: "ATOM-USDT-SWAP"}, + {Name: "AVAX", BN: "AVAXUSDT", BG: "AVAXUSDT", HL: "AVAX", OK: "AVAX-USDT-SWAP"}, + {Name: "AVNT", BN: "AVNTUSDT", BG: "AVNTUSDT", HL: "AVNT", OK: "AVNT-USDT-SWAP"}, + {Name: "AXS", BN: "AXSUSDT", BG: "AXSUSDT", HL: "AXS", OK: "AXS-USDT-SWAP"}, + {Name: "AZTEC", BN: "AZTECUSDT", BG: "AZTECUSDT", HL: "AZTEC", OK: "AZTEC-USDT-SWAP"}, + {Name: "BABY", BN: "BABYUSDT", BG: "BABYUSDT", HL: "BABY", OK: "BABY-USDT-SWAP"}, + {Name: "BANANA", BN: "BANANAUSDT", BG: "BANANAUSDT", HL: "BANANA", OK: "BANANA-USDT-SWAP"}, + {Name: "BCH", BN: "BCHUSDT", BG: "BCHUSDT", HL: "BCH", OK: "BCH-USDT-SWAP"}, + {Name: "BERA", BN: "BERAUSDT", BG: "BERAUSDT", HL: "BERA", OK: "BERA-USDT-SWAP"}, + {Name: "BIGTIME", BN: "BIGTIMEUSDT", BG: "BIGTIMEUSDT", HL: "BIGTIME", OK: "BIGTIME-USDT-SWAP"}, + {Name: "BIO", BN: "BIOUSDT", BG: "BIOUSDT", HL: "BIO", OK: "BIO-USDT-SWAP"}, + {Name: "BLUR", BN: "BLURUSDT", BG: "BLURUSDT", HL: "BLUR", OK: "BLUR-USDT-SWAP"}, + {Name: "BNB", BN: "BNBUSDT", BG: "BNBUSDT", HL: "BNB", OK: "BNB-USDT-SWAP"}, + {Name: "BNT", BN: "BNTUSDT", BG: "BNTUSDT", HL: "", OK: "BNT-USDT-SWAP"}, + {Name: "BOME", BN: "BOMEUSDT", BG: "BOMEUSDT", HL: "BOME", OK: "BOME-USDT-SWAP"}, + {Name: "BRETT", BN: "BRETTUSDT", BG: "BRETTUSDT", HL: "BRETT", OK: "BRETT-USDT-SWAP"}, + {Name: "BSV", BN: "BSVUSDT", BG: "BSVUSDT", HL: "BSV", OK: "BSV-USDT-SWAP"}, + {Name: "BTC", BN: "BTCUSDT", BG: "BTCUSDT", HL: "BTC", OK: "BTC-USDT-SWAP"}, + {Name: "CAKE", BN: "CAKEUSDT", BG: "CAKEUSDT", HL: "CAKE", OK: "CAKE-USDT-SWAP"}, + {Name: "CATI", BN: "CATIUSDT", BG: "CATIUSDT", HL: "", OK: "CATI-USDT-SWAP"}, + {Name: "CC", BN: "CCUSDT", BG: "CCUSDT", HL: "CC", OK: "CC-USDT-SWAP"}, + {Name: "CELO", BN: "CELOUSDT", BG: "CELOUSDT", HL: "CELO", OK: "CELO-USDT-SWAP"}, + {Name: "CFX", BN: "CFXUSDT", BG: "CFXUSDT", HL: "CFX", OK: "CFX-USDT-SWAP"}, + {Name: "CHILLGUY", BN: "CHILLGUYUSDT", BG: "CHILLGUYUSDT", HL: "CHILLGUY", OK: "CHILLGUY-USDT-SWAP"}, + {Name: "CHIP", BN: "CHIPUSDT", BG: "CHIPUSDT", HL: "CHIP", OK: "CHIP-USDT-SWAP"}, + {Name: "COMP", BN: "COMPUSDT", BG: "COMPUSDT", HL: "COMP", OK: "COMP-USDT-SWAP"}, + {Name: "CRV", BN: "CRVUSDT", BG: "CRVUSDT", HL: "CRV", OK: "CRV-USDT-SWAP"}, + {Name: "CYBER", BN: "CYBERUSDT", BG: "CYBERUSDT", HL: "", OK: "CYBER-USDT-SWAP"}, + {Name: "DASH", BN: "DASHUSDT", BG: "DASHUSDT", HL: "DASH", OK: "DASH-USDT-SWAP"}, + {Name: "DOOD", BN: "DOODUSDT", BG: "DOODUSDT", HL: "DOOD", OK: "DOOD-USDT-SWAP"}, + {Name: "DOT", BN: "DOTUSDT", BG: "DOTUSDT", HL: "DOT", OK: "DOT-USDT-SWAP"}, + {Name: "DYDX", BN: "DYDXUSDT", BG: "DYDXUSDT", HL: "DYDX", OK: "DYDX-USDT-SWAP"}, + {Name: "DYM", BN: "DYMUSDT", BG: "DYMUSDT", HL: "DYM", OK: "DYM-USDT-SWAP"}, + {Name: "EIGEN", BN: "EIGENUSDT", BG: "EIGENUSDT", HL: "EIGEN", OK: "EIGEN-USDT-SWAP"}, + {Name: "ENA", BN: "ENAUSDT", BG: "ENAUSDT", HL: "ENA", OK: "ENA-USDT-SWAP"}, + {Name: "ENS", BN: "ENSUSDT", BG: "ENSUSDT", HL: "ENS", OK: "ENS-USDT-SWAP"}, + {Name: "ETC", BN: "ETCUSDT", BG: "ETCUSDT", HL: "ETC", OK: "ETC-USDT-SWAP"}, + {Name: "ETH", BN: "ETHUSDT", BG: "ETHUSDT", HL: "ETH", OK: "ETH-USDT-SWAP"}, + {Name: "ETHFI", BN: "ETHFIUSDT", BG: "ETHFIUSDT", HL: "ETHFI", OK: "ETHFI-USDT-SWAP"}, + {Name: "FARTCOIN", BN: "FARTCOINUSDT", BG: "FARTCOINUSDT", HL: "FARTCOIN", OK: "FARTCOIN-USDT-SWAP"}, + {Name: "FET", BN: "FETUSDT", BG: "FETUSDT", HL: "FET", OK: "FET-USDT-SWAP"}, + {Name: "FIL", BN: "FILUSDT", BG: "FILUSDT", HL: "FIL", OK: "FIL-USDT-SWAP"}, + {Name: "FOGO", BN: "FOGOUSDT", BG: "FOGOUSDT", HL: "FOGO", OK: "FOGO-USDT-SWAP"}, + {Name: "GALA", BN: "GALAUSDT", BG: "GALAUSDT", HL: "GALA", OK: "GALA-USDT-SWAP"}, + {Name: "GAS", BN: "GASUSDT", BG: "GASUSDT", HL: "GAS", OK: "GAS-USDT-SWAP"}, + {Name: "GMT", BN: "GMTUSDT", BG: "GMTUSDT", HL: "GMT", OK: "GMT-USDT-SWAP"}, + {Name: "GMX", BN: "GMXUSDT", BG: "GMXUSDT", HL: "GMX", OK: "GMX-USDT-SWAP"}, + {Name: "GOAT", BN: "GOATUSDT", BG: "GOATUSDT", HL: "GOAT", OK: "GOAT-USDT-SWAP"}, + {Name: "GRASS", BN: "GRASSUSDT", BG: "GRASSUSDT", HL: "GRASS", OK: "GRASS-USDT-SWAP"}, + {Name: "GRIFFAIN", BN: "GRIFFAINUSDT", BG: "GRIFFAINUSDT", HL: "GRIFFAIN", OK: "GRIFFAIN-USDT-SWAP"}, + {Name: "HBAR", BN: "HBARUSDT", BG: "HBARUSDT", HL: "HBAR", OK: "HBAR-USDT-SWAP"}, + {Name: "HYPE", BN: "HYPEUSDT", BG: "HYPEUSDT", HL: "HYPE", OK: "HYPE-USDT-SWAP"}, + {Name: "HYPER", BN: "HYPERUSDT", BG: "HYPERUSDT", HL: "HYPER", OK: "HYPER-USDT-SWAP"}, + {Name: "ICP", BN: "ICPUSDT", BG: "ICPUSDT", HL: "ICP", OK: "ICP-USDT-SWAP"}, + {Name: "ILV", BN: "ILVUSDT", BG: "ILVUSDT", HL: "", OK: "ILV-USDT-SWAP"}, + {Name: "IMX", BN: "IMXUSDT", BG: "IMXUSDT", HL: "IMX", OK: "IMX-USDT-SWAP"}, + {Name: "INIT", BN: "INITUSDT", BG: "INITUSDT", HL: "INIT", OK: "INIT-USDT-SWAP"}, + {Name: "INJ", BN: "INJUSDT", BG: "INJUSDT", HL: "INJ", OK: "INJ-USDT-SWAP"}, + {Name: "IO", BN: "IOUSDT", BG: "IOUSDT", HL: "IO", OK: "IO-USDT-SWAP"}, + {Name: "IOTA", BN: "IOTAUSDT", BG: "IOTAUSDT", HL: "IOTA", OK: "IOTA-USDT-SWAP"}, + {Name: "IP", BN: "IPUSDT", BG: "IPUSDT", HL: "IP", OK: "IP-USDT-SWAP"}, + {Name: "JTO", BN: "JTOUSDT", BG: "JTOUSDT", HL: "JTO", OK: "JTO-USDT-SWAP"}, + {Name: "JUP", BN: "JUPUSDT", BG: "JUPUSDT", HL: "JUP", OK: "JUP-USDT-SWAP"}, + {Name: "KAITO", BN: "KAITOUSDT", BG: "KAITOUSDT", HL: "KAITO", OK: "KAITO-USDT-SWAP"}, + {Name: "KAS", BN: "KASUSDT", BG: "KASUSDT", HL: "KAS", OK: "KAS-USDT-SWAP"}, + {Name: "LAYER", BN: "LAYERUSDT", BG: "LAYERUSDT", HL: "LAYER", OK: "LAYER-USDT-SWAP"}, + {Name: "LDO", BN: "LDOUSDT", BG: "LDOUSDT", HL: "LDO", OK: "LDO-USDT-SWAP"}, + {Name: "LINEA", BN: "LINEAUSDT", BG: "LINEAUSDT", HL: "LINEA", OK: "LINEA-USDT-SWAP"}, + {Name: "LISTA", BN: "LISTAUSDT", BG: "LISTAUSDT", HL: "", OK: "LISTA-USDT-SWAP"}, + {Name: "LIT", BN: "LITUSDT", BG: "LITUSDT", HL: "LIT", OK: "LIT-USDT-SWAP"}, + {Name: "LTC", BN: "LTCUSDT", BG: "LTCUSDT", HL: "LTC", OK: "LTC-USDT-SWAP"}, + {Name: "MANTA", BN: "MANTAUSDT", BG: "MANTAUSDT", HL: "MANTA", OK: "MANTA-USDT-SWAP"}, + {Name: "MAV", BN: "MAVUSDT", BG: "MAVUSDT", HL: "MAV", OK: "MAV-USDT-SWAP"}, + {Name: "ME", BN: "MEUSDT", BG: "MEUSDT", HL: "ME", OK: "ME-USDT-SWAP"}, + {Name: "MEGA", BN: "MEGAUSDT", BG: "MEGAUSDT", HL: "MEGA", OK: "MEGA-USDT-SWAP"}, + {Name: "MELANIA", BN: "MELANIAUSDT", BG: "MELANIAUSDT", HL: "MELANIA", OK: "MELANIA-USDT-SWAP"}, + {Name: "MEME", BN: "MEMEUSDT", BG: "MEMEUSDT", HL: "MEME", OK: "MEME-USDT-SWAP"}, + {Name: "MERL", BN: "MERLUSDT", BG: "MERLUSDT", HL: "MERL", OK: "MERL-USDT-SWAP"}, + {Name: "MET", BN: "METUSDT", BG: "METUSDT", HL: "MET", OK: "MET-USDT-SWAP"}, + {Name: "MINA", BN: "MINAUSDT", BG: "MINAUSDT", HL: "MINA", OK: "MINA-USDT-SWAP"}, + {Name: "MON", BN: "MONUSDT", BG: "MONUSDT", HL: "MON", OK: "MON-USDT-SWAP"}, + {Name: "MOODENG", BN: "MOODENGUSDT", BG: "MOODENGUSDT", HL: "MOODENG", OK: "MOODENG-USDT-SWAP"}, + {Name: "MORPHO", BN: "MORPHOUSDT", BG: "MORPHOUSDT", HL: "MORPHO", OK: "MORPHO-USDT-SWAP"}, + {Name: "MOVE", BN: "MOVEUSDT", BG: "MOVEUSDT", HL: "MOVE", OK: "MOVE-USDT-SWAP"}, + {Name: "NEAR", BN: "NEARUSDT", BG: "NEARUSDT", HL: "NEAR", OK: "NEAR-USDT-SWAP"}, + {Name: "NEO", BN: "NEOUSDT", BG: "NEOUSDT", HL: "NEO", OK: "NEO-USDT-SWAP"}, + {Name: "NIL", BN: "NILUSDT", BG: "NILUSDT", HL: "NIL", OK: "NIL-USDT-SWAP"}, + {Name: "NOT", BN: "NOTUSDT", BG: "NOTUSDT", HL: "NOT", OK: "NOT-USDT-SWAP"}, + {Name: "NXPC", BN: "NXPCUSDT", BG: "NXPCUSDT", HL: "NXPC", OK: "NXPC-USDT-SWAP"}, + {Name: "OGN", BN: "OGNUSDT", BG: "OGNUSDT", HL: "", OK: "OGN-USDT-SWAP"}, + {Name: "ORDI", BN: "ORDIUSDT", BG: "ORDIUSDT", HL: "ORDI", OK: "ORDI-USDT-SWAP"}, + {Name: "PAXG", BN: "PAXGUSDT", BG: "PAXGUSDT", HL: "PAXG", OK: "PAXG-USDT-SWAP"}, + {Name: "PENDLE", BN: "PENDLEUSDT", BG: "PENDLEUSDT", HL: "PENDLE", OK: "PENDLE-USDT-SWAP"}, + {Name: "PENGU", BN: "PENGUUSDT", BG: "PENGUUSDT", HL: "PENGU", OK: "PENGU-USDT-SWAP"}, + {Name: "PEOPLE", BN: "PEOPLEUSDT", BG: "PEOPLEUSDT", HL: "PEOPLE", OK: "PEOPLE-USDT-SWAP"}, + {Name: "PIXEL", BN: "PIXELUSDT", BG: "PIXELUSDT", HL: "", OK: "PIXEL-USDT-SWAP"}, + {Name: "PNUT", BN: "PNUTUSDT", BG: "PNUTUSDT", HL: "PNUT", OK: "PNUT-USDT-SWAP"}, + {Name: "POL", BN: "POLUSDT", BG: "POLUSDT", HL: "POL", OK: "POL-USDT-SWAP"}, + {Name: "POLYX", BN: "POLYXUSDT", BG: "POLYXUSDT", HL: "POLYX", OK: "POLYX-USDT-SWAP"}, + {Name: "POPCAT", BN: "POPCATUSDT", BG: "POPCATUSDT", HL: "POPCAT", OK: "POPCAT-USDT-SWAP"}, + {Name: "PROVE", BN: "PROVEUSDT", BG: "PROVEUSDT", HL: "PROVE", OK: "PROVE-USDT-SWAP"}, + {Name: "PUMP", BN: "PUMPUSDT", BG: "PUMPUSDT", HL: "PUMP", OK: "PUMP-USDT-SWAP"}, + {Name: "PYTH", BN: "PYTHUSDT", BG: "PYTHUSDT", HL: "PYTH", OK: "PYTH-USDT-SWAP"}, + {Name: "RENDER", BN: "RENDERUSDT", BG: "RENDERUSDT", HL: "RENDER", OK: "RENDER-USDT-SWAP"}, + {Name: "RESOLV", BN: "RESOLVUSDT", BG: "RESOLVUSDT", HL: "RESOLV", OK: "RESOLV-USDT-SWAP"}, + {Name: "REZ", BN: "REZUSDT", BG: "REZUSDT", HL: "REZ", OK: "REZ-USDT-SWAP"}, + {Name: "RSR", BN: "RSRUSDT", BG: "RSRUSDT", HL: "RSR", OK: "RSR-USDT-SWAP"}, + {Name: "RUNE", BN: "RUNEUSDT", BG: "RUNEUSDT", HL: "RUNE", OK: "RUNE-USDT-SWAP"}, + {Name: "S", BN: "SUSDT", BG: "SUSDT", HL: "S", OK: "S-USDT-SWAP"}, + {Name: "SAGA", BN: "SAGAUSDT", BG: "SAGAUSDT", HL: "SAGA", OK: "SAGA-USDT-SWAP"}, + {Name: "SAND", BN: "SANDUSDT", BG: "SANDUSDT", HL: "SAND", OK: "SAND-USDT-SWAP"}, + {Name: "SEI", BN: "SEIUSDT", BG: "SEIUSDT", HL: "SEI", OK: "SEI-USDT-SWAP"}, + {Name: "SKR", BN: "SKRUSDT", BG: "SKRUSDT", HL: "SKR", OK: "SKR-USDT-SWAP"}, + {Name: "SKY", BN: "SKYUSDT", BG: "SKYUSDT", HL: "SKY", OK: "SKY-USDT-SWAP"}, + {Name: "SNX", BN: "SNXUSDT", BG: "SNXUSDT", HL: "SNX", OK: "SNX-USDT-SWAP"}, + {Name: "SOL", BN: "SOLUSDT", BG: "SOLUSDT", HL: "SOL", OK: "SOL-USDT-SWAP"}, + {Name: "SOPH", BN: "SOPHUSDT", BG: "SOPHUSDT", HL: "SOPH", OK: "SOPH-USDT-SWAP"}, + {Name: "SPX", BN: "SPXUSDT", BG: "SPXUSDT", HL: "SPX", OK: "SPX-USDT-SWAP"}, + {Name: "STABLE", BN: "STABLEUSDT", BG: "STABLEUSDT", HL: "STABLE", OK: "STABLE-USDT-SWAP"}, + {Name: "STG", BN: "STGUSDT", BG: "STGUSDT", HL: "", OK: "STG-USDT-SWAP"}, + {Name: "STRK", BN: "STRKUSDT", BG: "STRKUSDT", HL: "STRK", OK: "STRK-USDT-SWAP"}, + {Name: "STX", BN: "STXUSDT", BG: "STXUSDT", HL: "STX", OK: "STX-USDT-SWAP"}, + {Name: "SUI", BN: "SUIUSDT", BG: "SUIUSDT", HL: "SUI", OK: "SUI-USDT-SWAP"}, + {Name: "SUPER", BN: "SUPERUSDT", BG: "SUPERUSDT", HL: "SUPER", OK: "SUPER-USDT-SWAP"}, + {Name: "SUSHI", BN: "SUSHIUSDT", BG: "SUSHIUSDT", HL: "SUSHI", OK: "SUSHI-USDT-SWAP"}, + {Name: "SYRUP", BN: "SYRUPUSDT", BG: "SYRUPUSDT", HL: "SYRUP", OK: "SYRUP-USDT-SWAP"}, + {Name: "TAO", BN: "TAOUSDT", BG: "TAOUSDT", HL: "TAO", OK: "TAO-USDT-SWAP"}, + {Name: "TIA", BN: "TIAUSDT", BG: "TIAUSDT", HL: "TIA", OK: "TIA-USDT-SWAP"}, + {Name: "TNSR", BN: "TNSRUSDT", BG: "TNSRUSDT", HL: "TNSR", OK: "TNSR-USDT-SWAP"}, + {Name: "TON", BN: "TONUSDT", BG: "TONUSDT", HL: "TON", OK: "TON-USDT-SWAP"}, + {Name: "TRB", BN: "TRBUSDT", BG: "TRBUSDT", HL: "TRB", OK: "TRB-USDT-SWAP"}, + {Name: "TRUMP", BN: "TRUMPUSDT", BG: "TRUMPUSDT", HL: "TRUMP", OK: "TRUMP-USDT-SWAP"}, + {Name: "TRX", BN: "TRXUSDT", BG: "TRXUSDT", HL: "TRX", OK: "TRX-USDT-SWAP"}, + {Name: "TURBO", BN: "TURBOUSDT", BG: "TURBOUSDT", HL: "TURBO", OK: "TURBO-USDT-SWAP"}, + {Name: "UMA", BN: "UMAUSDT", BG: "UMAUSDT", HL: "UMA", OK: "UMA-USDT-SWAP"}, + {Name: "UNI", BN: "UNIUSDT", BG: "UNIUSDT", HL: "UNI", OK: "UNI-USDT-SWAP"}, + {Name: "USUAL", BN: "USUALUSDT", BG: "USUALUSDT", HL: "USUAL", OK: "USUAL-USDT-SWAP"}, + {Name: "VIRTUAL", BN: "VIRTUALUSDT", BG: "VIRTUALUSDT", HL: "VIRTUAL", OK: "VIRTUAL-USDT-SWAP"}, + {Name: "VVV", BN: "VVVUSDT", BG: "VVVUSDT", HL: "VVV", OK: "VVV-USDT-SWAP"}, + {Name: "W", BN: "WUSDT", BG: "WUSDT", HL: "W", OK: "W-USDT-SWAP"}, + {Name: "WCT", BN: "WCTUSDT", BG: "WCTUSDT", HL: "WCT", OK: "WCT-USDT-SWAP"}, + {Name: "WLD", BN: "WLDUSDT", BG: "WLDUSDT", HL: "WLD", OK: "WLD-USDT-SWAP"}, + {Name: "WLFI", BN: "WLFIUSDT", BG: "WLFIUSDT", HL: "WLFI", OK: "WLFI-USDT-SWAP"}, + {Name: "XAI", BN: "XAIUSDT", BG: "XAIUSDT", HL: "XAI", OK: "XAI-USDT-SWAP"}, + {Name: "XLM", BN: "XLMUSDT", BG: "XLMUSDT", HL: "XLM", OK: "XLM-USDT-SWAP"}, + {Name: "XMR", BN: "XMRUSDT", BG: "XMRUSDT", HL: "XMR", OK: "XMR-USDT-SWAP"}, + {Name: "XPL", BN: "XPLUSDT", BG: "XPLUSDT", HL: "XPL", OK: "XPL-USDT-SWAP"}, + {Name: "XRP", BN: "XRPUSDT", BG: "XRPUSDT", HL: "XRP", OK: "XRP-USDT-SWAP"}, + {Name: "YGG", BN: "YGGUSDT", BG: "YGGUSDT", HL: "YGG", OK: "YGG-USDT-SWAP"}, + {Name: "ZEC", BN: "ZECUSDT", BG: "ZECUSDT", HL: "ZEC", OK: "ZEC-USDT-SWAP"}, + {Name: "ZEN", BN: "ZENUSDT", BG: "ZENUSDT", HL: "ZEN", OK: "ZEN-USDT-SWAP"}, + {Name: "ZETA", BN: "ZETAUSDT", BG: "ZETAUSDT", HL: "ZETA", OK: "ZETA-USDT-SWAP"}, + {Name: "ZK", BN: "ZKUSDT", BG: "ZKUSDT", HL: "ZK", OK: "ZK-USDT-SWAP"}, + {Name: "ZORA", BN: "ZORAUSDT", BG: "ZORAUSDT", HL: "ZORA", OK: "ZORA-USDT-SWAP"}, + {Name: "ZRO", BN: "ZROUSDT", BG: "ZROUSDT", HL: "ZRO", OK: "ZRO-USDT-SWAP"}, } // netProfit calculates net profit % after fees for a complete round trip (entry + exit). diff --git a/start.sh b/start.sh index f0b08e2..c294498 100755 --- a/start.sh +++ b/start.sh @@ -49,6 +49,12 @@ if [ "$CLEAN_DB" = true ]; then fi fi +# 设置代理（Clash Verge 本地代理，用于 Binance/OKX/Bitget WS 连接） +# HyperLiquid 直连，无需代理 +export HTTPS_PROXY=http://127.0.0.1:7897 +export HTTP_PROXY=http://127.0.0.1:7897 +export NO_PROXY="api.hyperliquid.xyz,hyperliquid.xyz,localhost,127.0.0.1" + # 编译 NEED_BUILD=false if [ ! -x "$BIN" ]; then diff --git a/trader.go b/trader.go index 2ce78f7..2e8ca4e 100644 --- a/trader.go +++ b/trader.go @@ -3,7 +3,6 @@ package main import ( "fmt" "log" - "strconv" "strings" "sync" "time" @@ -1277,12 +1276,11 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s leg.OrderID = resp log.Printf("[ExRes] HL %s %s: size=%s", side, leg.Coin, szStr) - // Parse actual fill price, OID, and estimate fee from HL response - fillPrice, _, oid, parseErr := t.hyperliquid.ParseFillFromResponse(resp) + // Parse actual fill price from HL response + fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(resp) if parseErr == nil && fillPrice > 0 { leg.EntryPrice = fillPrice - leg.OrderID = strconv.FormatInt(oid, 10) - log.Printf("[Fill] HL %s %s: actual fillPrice=%.6f oid=%d", side, leg.Coin, fillPrice, oid) + log.Printf("[Fill] HL %s %s: actual fillPrice=%.6f", side, leg.Coin, fillPrice) } fee, fetchErr := t.hyperliquid.EstimateFeeFromResponse(resp, takerFees[ExHyperLiquid]) if fetchErr != nil { @@ -1535,12 +1533,11 @@ func (t *Trader) closeLeg(leg *PositionLeg) string { log.Printf("[ExRes] HL close %s %s: size=%s → response=%s", side, leg.Coin, leg.Size, resp) leg.OrderID = resp - // Parse actual fill price and OID from HL close response - fillPrice, _, oid, parseErr := t.hyperliquid.ParseFillFromResponse(resp) + // Parse actual fill price from HL close response + fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(resp) if parseErr == nil && fillPrice > 0 { leg.ExitPrice = fillPrice - leg.OrderID = strconv.FormatInt(oid, 10) - log.Printf("[Fill] HL close %s: actual exitPrice=%.6f oid=%d", leg.Coin, fillPrice, oid) + log.Printf("[Fill] HL close %s: actual exitPrice=%.6f", leg.Coin, fillPrice) } } leg.Closed = true @@ -1759,12 +1756,11 @@ func (t *Trader) placeOrderAt(leg *PositionLeg, side string, store *PriceStore, } leg.OrderID = oid - // Parse actual fill price and OID from HL response - fillPrice, _, oidNum, parseErr := t.hyperliquid.ParseFillFromResponse(oid) + // Parse actual fill price from HL response + fillPrice, _, parseErr := t.hyperliquid.ParseFillFromResponse(oid) if parseErr == nil && fillPrice > 0 { leg.EntryPrice = fillPrice - leg.OrderID = strconv.FormatInt(oidNum, 10) - log.Printf("[Fill] HL scale %s %s: actual fillPrice=%.6f oid=%d", side, leg.Coin, fillPrice, oidNum) + log.Printf("[Fill] HL scale %s %s: actual fillPrice=%.6f", side, leg.Coin, fillPrice) } // Estimate fee from HL response diff --git a/trend.go b/trend.go new file mode 100644 index 0000000..c942a63 --- /dev/null +++ b/trend.go @@ -0,0 +1,478 @@ +package main + +import ( + "math" + "sort" + "sync" + "time" +) + +// TrendState represents the state of a coin's trend detection lifecycle. +type TrendState string + +const ( + TrendIdle TrendState = "idle" + TrendAlert TrendState = "alert" // anomaly detected, awaiting confirmation + TrendConfirmed TrendState = "confirmed" // trend confirmed by 3+ exchanges + TrendExhausting TrendState = "exhausting" // momentum fading +) + +// TrendDirection indicates the direction of a detected trend. +type TrendDirection string + +const ( + TrendUp TrendDirection = "up" + TrendDown TrendDirection = "down" +) + +// TrendEvent records a state transition for one coin, persisted in a ring buffer for UI display. +type TrendEvent struct { + Coin string `json:"coin"` + PrevState string `json:"prev_state"` + NewState string `json:"new_state"` + Direction string `json:"direction"` + ZScore float64 `json:"z_score"` + Volatility float64 `json:"volatility"` + BGChange float64 `json:"bg_change"` + HLChange float64 `json:"hl_change"` + BNChange float64 `json:"bn_change"` + OKXChange float64 `json:"okx_change"` + ExAgree int `json:"ex_agree"` + ExTotal int `json:"ex_total"` + Timestamp int64 `json:"timestamp"` +} + +const maxTrendEvents = 500 + +// TrendEntry is one coin's trend data sent via SSE. +type TrendEntry struct { + Coin string `json:"coin"` + State TrendState `json:"state"` + Direction TrendDirection `json:"direction"` + AnomalyScore float64 `json:"anomaly_score"` // max z-score across all exchanges + Volatility float64 `json:"volatility"` // current EMA volatility baseline + BGChange float64 `json:"bg_change"` // 15s change % + HLChange float64 `json:"hl_change"` + BNChange float64 `json:"bn_change"` + OKXChange float64 `json:"okx_change"` + AlertedAt int64 `json:"alerted_at,omitempty"` // unix millis + ConfirmedAt int64 `json:"confirmed_at,omitempty"` // unix millis + Duration string `json:"duration,omitempty"` // how long in current state + ExChanges int `json:"ex_changes"` // how many exchanges agree on direction +} + +// exchangeChange holds the 15s change % for one exchange. +type exchangeChange struct { + name string + change float64 +} + +// trendCoinState tracks the state machine for one coin. +type trendCoinState struct { + state TrendState + direction TrendDirection + anomalyScore float64 + volatility float64 + + alertedAt time.Time + confirmedAt time.Time + stateSince time.Time + + // For confirmation: track how many consecutive ticks agree + confirmCount int + misalignCount int +} + +// TrendDetector detects price anomalies and confirms trends across exchanges. +type TrendDetector struct { + mu sync.RWMutex + coins map[string]*trendCoinState + momentum *MomentumTracker + + // Configuration + baselineWindow int // ticks for EMA baseline (default: 600 = 30s at 50ms) + anomalyMul float64 // z-score multiplier for alert threshold (default: 3.0) + confirmTicks int // ticks needed for confirmation (default: 3) + alertCooldown int64 // ms cooldown between alerts for same coin (default: 60000) + + // Event history ring buffer (for UI display) + events [maxTrendEvents]TrendEvent + eventsHead int + eventsLen int + + // OnEvent is called whenever a state transition is recorded. + // Set this to persist events to database. + OnEvent func(TrendEvent) +} + +// NewTrendDetector creates a trend detector that reads from MomentumTracker. +func NewTrendDetector(mt *MomentumTracker) *TrendDetector { + return &TrendDetector{ + coins: make(map[string]*trendCoinState), + momentum: mt, + baselineWindow: 600, // ~30s at 50ms tick + anomalyMul: 3.0, // 3 sigma + confirmTicks: 3, // 3 consecutive ticks + alertCooldown: 60000, // 1 min + } +} + +// Configure sets trend detection parameters. +func (td *TrendDetector) Configure(baselineWindow int, anomalyMul float64, confirmTicks int, alertCooldownMs int64) { + td.mu.Lock() + defer td.mu.Unlock() + if baselineWindow > 0 { + td.baselineWindow = baselineWindow + } + if anomalyMul > 0 { + td.anomalyMul = anomalyMul + } + if confirmTicks > 0 { + td.confirmTicks = confirmTicks + } + if alertCooldownMs > 0 { + td.alertCooldown = alertCooldownMs + } +} + +// recordEvent stores a state transition in the ring buffer. +func (td *TrendDetector) recordEvent(coin, prevState, newState, direction string, zScore, vola float64, bgC, hlC, bnC, okxC float64, exAgree, exTotal int) { + ev := TrendEvent{ + Coin: coin, + PrevState: prevState, + NewState: newState, + Direction: direction, + ZScore: math.Round(zScore*100) / 100, + Volatility: math.Round(vola*10000) / 10000, + BGChange: bgC, + HLChange: hlC, + BNChange: bnC, + OKXChange: okxC, + ExAgree: exAgree, + ExTotal: exTotal, + Timestamp: time.Now().UnixMilli(), + } + td.events[td.eventsHead] = ev + td.eventsHead = (td.eventsHead + 1) % maxTrendEvents + if td.eventsLen < maxTrendEvents { + td.eventsLen++ + } + + // Fire callback for DB persistence + if td.OnEvent != nil { + td.OnEvent(ev) + } +} + +// GetEvents returns trend event history, newest first. +func (td *TrendDetector) GetEvents(limit int) []TrendEvent { + td.mu.RLock() + defer td.mu.RUnlock() + + n := td.eventsLen + if limit > 0 && limit < n { + n = limit + } + result := make([]TrendEvent, 0, n) + for i := 0; i < n; i++ { + idx := (td.eventsHead - 1 - i + maxTrendEvents) % maxTrendEvents + if td.events[idx].Timestamp == 0 { + continue + } + result = append(result, td.events[idx]) + } + return result +} + +// Tick runs one iteration of trend detection. +// Reads exchange changes from MomentumTracker buffers, computes volatility baselines, +// and advances the state machine for each coin. +func (td *TrendDetector) Tick() { + // Get all momentum entries to access exchange changes + entries := td.momentum.Snapshot(0) + if len(entries) == 0 { + return + } + + td.mu.Lock() + defer td.mu.Unlock() + + for _, entry := range entries { + // Collect 15s changes from all 4 exchanges + var changes []exchangeChange + if entry.BG15s != 0 { + changes = append(changes, exchangeChange{name: ExBitget, change: entry.BG15s}) + } + if entry.HL15s != 0 { + changes = append(changes, exchangeChange{name: ExHyperLiquid, change: entry.HL15s}) + } + if entry.BN15s != 0 { + changes = append(changes, exchangeChange{name: ExBinance, change: entry.BN15s}) + } + if entry.OKX15s != 0 { + changes = append(changes, exchangeChange{name: ExOKX, change: entry.OKX15s}) + } + + if len(changes) < 3 { + continue // need at least 3 exchanges for reliable detection + } + + // Compute aggregate stats + _, std := meanStdDev(changes) + maxAbs := 0.0 + agreeUp := 0 + agreeDown := 0 + for _, c := range changes { + abs := math.Abs(c.change) + if abs > maxAbs { + maxAbs = abs + } + if c.change > 0.001 { + agreeUp++ + } else if c.change < -0.001 { + agreeDown++ + } + } + + // Z-score: how anomalous is the max movement? + var zScore float64 + if std > 0.0001 { + zScore = maxAbs / std + } + + // Update or create coin state + cs, exists := td.coins[entry.Coin] + if !exists { + cs = &trendCoinState{ + state: TrendIdle, + stateSince: time.Now(), + } + td.coins[entry.Coin] = cs + } + + // Update volatility baseline (EMA of maxAbs) + if cs.volatility == 0 { + cs.volatility = maxAbs + } else { + alpha := 2.0 / float64(td.baselineWindow+1) + cs.volatility = cs.volatility*(1-alpha) + maxAbs*alpha + } + + // Update anomaly score + cs.anomalyScore = zScore + + // Determine majority direction + majorityDir := TrendUp + majorityCount := agreeUp + if agreeDown > agreeUp { + majorityDir = TrendDown + majorityCount = agreeDown + } + + // State machine transitions + now := time.Now() + switch cs.state { + case TrendIdle: + // Alert if z-score exceeds threshold AND majority exchanges agree + if zScore >= td.anomalyMul && majorityCount >= 3 { + cs.state = TrendAlert + cs.direction = majorityDir + cs.alertedAt = now + cs.stateSince = now + cs.confirmCount = 1 + cs.misalignCount = 0 + td.recordEvent(entry.Coin, "idle", "alert", string(majorityDir), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + + case TrendAlert: + // Check if majority still agrees + if majorityCount >= 3 && majorityDir == cs.direction { + cs.confirmCount++ + cs.misalignCount = 0 + if cs.confirmCount >= td.confirmTicks { + cs.state = TrendConfirmed + cs.confirmedAt = now + cs.stateSince = now + td.recordEvent(entry.Coin, "alert", "confirmed", string(cs.direction), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + } else { + cs.misalignCount++ + if cs.misalignCount >= td.confirmTicks { + // Failed to confirm — back to idle + cs.state = TrendIdle + cs.stateSince = now + cs.confirmCount = 0 + cs.misalignCount = 0 + td.recordEvent(entry.Coin, "alert", "idle", string(cs.direction), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + } + + case TrendConfirmed: + // Check if momentum is exhausting (fewer than 3 exchanges agree) + // Also track if z-score drops below threshold + if majorityCount < 2 || zScore < td.anomalyMul*0.5 { + cs.state = TrendExhausting + cs.stateSince = now + td.recordEvent(entry.Coin, "confirmed", "exhausting", string(cs.direction), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + + case TrendExhausting: + // After exhausting, go back to idle + if time.Since(cs.stateSince) > 5*time.Second { + cs.state = TrendIdle + cs.stateSince = now + cs.confirmCount = 0 + cs.misalignCount = 0 + td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + // Also immediately go to idle if below threshold + if zScore < td.anomalyMul*0.3 || majorityCount < 1 { + cs.state = TrendIdle + cs.stateSince = now + cs.confirmCount = 0 + cs.misalignCount = 0 + td.recordEvent(entry.Coin, "exhausting", "idle", string(cs.direction), + zScore, cs.volatility, entry.BG15s, entry.HL15s, entry.BN15s, entry.OKX15s, + majorityCount, len(changes)) + } + } + } + + // Cleanup stale entries (no update for > 60s) + cutoff := time.Now().Add(-60 * time.Second) + for coin, cs := range td.coins { + if cs.state == TrendIdle && cs.stateSince.Before(cutoff) { + delete(td.coins, coin) + } + } +} + +// Snapshot returns current trend state for all coins. +func (td *TrendDetector) Snapshot() []TrendEntry { + td.mu.RLock() + defer td.mu.RUnlock() + + entries := td.momentum.Snapshot(0) + entryMap := make(map[string]MomentumEntry, len(entries)) + for _, e := range entries { + entryMap[e.Coin] = e + } + + var result []TrendEntry + for coin, cs := range td.coins { + if cs.state == TrendIdle { + continue // skip idle coins + } + + entry := TrendEntry{ + Coin: coin, + State: cs.state, + Direction: cs.direction, + AnomalyScore: math.Round(cs.anomalyScore*100) / 100, + Volatility: math.Round(cs.volatility*10000) / 10000, + ExChanges: 0, + } + + if me, ok := entryMap[coin]; ok { + entry.BGChange = me.BG15s + entry.HLChange = me.HL15s + entry.BNChange = me.BN15s + entry.OKXChange = me.OKX15s + + // Count how many exchanges agree with the trend direction + agree := 0 + changes := []float64{entry.BGChange, entry.HLChange, entry.BNChange, entry.OKXChange} + for _, c := range changes { + if cs.direction == TrendUp && c > 0.001 { + agree++ + } else if cs.direction == TrendDown && c < -0.001 { + agree++ + } + } + entry.ExChanges = agree + } + + if !cs.alertedAt.IsZero() { + entry.AlertedAt = cs.alertedAt.UnixMilli() + } + if !cs.confirmedAt.IsZero() { + entry.ConfirmedAt = cs.confirmedAt.UnixMilli() + } + + // Duration in current state + dur := time.Since(cs.stateSince).Round(time.Second) + entry.Duration = dur.String() + + result = append(result, entry) + } + + // Sort: confirmed first, then alert, then exhausting + sort.Slice(result, func(i, j int) bool { + order := map[TrendState]int{ + TrendConfirmed: 0, + TrendAlert: 1, + TrendExhausting: 2, + } + oi := order[result[i].State] + oj := order[result[j].State] + if oi != oj { + return oi < oj + } + return result[i].AnomalyScore > result[j].AnomalyScore + }) + + return result +} + +// meanStdDev computes mean and standard deviation of exchange change values. +func meanStdDev(changes []exchangeChange) (mean, stdDev float64) { + if len(changes) == 0 { + return 0, 0 + } + var sum float64 + for _, c := range changes { + sum += c.change + } + mean = sum / float64(len(changes)) + + var varianceSum float64 + for _, c := range changes { + diff := c.change - mean + varianceSum += diff * diff + } + variance := varianceSum / float64(len(changes)) + stdDev = math.Sqrt(variance) + + return mean, stdDev +} + +// IsTrending returns true if the given coin is in confirmed trend state. +func (td *TrendDetector) IsTrending(coin string) bool { + td.mu.RLock() + defer td.mu.RUnlock() + cs, ok := td.coins[coin] + return ok && cs.state == TrendConfirmed +} + +// GetTrendingCoins returns all coins currently in confirmed trend. +func (td *TrendDetector) GetTrendingCoins() map[string]TrendDirection { + td.mu.RLock() + defer td.mu.RUnlock() + result := make(map[string]TrendDirection) + for coin, cs := range td.coins { + if cs.state == TrendConfirmed { + result[coin] = cs.direction + } + } + return result +} diff --git a/trend_test.go b/trend_test.go new file mode 100644 index 0000000..a694de3 --- /dev/null +++ b/trend_test.go @@ -0,0 +1,119 @@ +package main + +import ( + "math" + "testing" +) + +func TestMeanStdDev(t *testing.T) { + changes := []exchangeChange{ + {name: "A", change: 0.1}, + {name: "B", change: 0.2}, + {name: "C", change: 0.3}, + {name: "D", change: 0.4}, + } + mean, std := meanStdDev(changes) + + if math.Abs(mean-0.25) > 0.001 { + t.Errorf("mean = %.4f, want 0.2500", mean) + } + if math.Abs(std-0.1118) > 0.01 { + t.Errorf("std = %.4f, want ~0.1118", std) + } +} + +func TestMeanStdDevSingleValue(t *testing.T) { + changes := []exchangeChange{ + {name: "A", change: 0.1}, + } + mean, std := meanStdDev(changes) + if mean != 0.1 { + t.Errorf("mean = %.4f, want 0.1000", mean) + } + if std != 0 { + t.Errorf("std = %.4f, want 0.0000", std) + } +} + +func TestMeanStdDevZeroValues(t *testing.T) { + changes := []exchangeChange{ + {name: "A", change: 0}, + {name: "B", change: 0}, + } + mean, std := meanStdDev(changes) + if mean != 0 { + t.Errorf("mean = %.4f, want 0.0000", mean) + } + if std != 0 { + t.Errorf("std = %.4f, want 0.0000", std) + } +} + +func TestMeanStdDevEmpty(t *testing.T) { + mean, std := meanStdDev(nil) + if mean != 0 || std != 0 { + t.Errorf("expected 0,0 for empty input, got %.4f, %.4f", mean, std) + } +} + +func TestZScoreCalculation(t *testing.T) { + // One exchange strongly diverging from the others + // Three exchanges nearly flat, one moves 1.5% + changes := []exchangeChange{ + {name: "BG", change: 0.01}, + {name: "HL", change: 0.01}, + {name: "BN", change: 0.02}, + {name: "OK", change: 1.50}, // anomalous! + } + _, std := meanStdDev(changes) + maxAbs := 1.50 + zScore := maxAbs / std + + if zScore < 2.0 { + t.Errorf("z-score = %.2f, expected > 2.0 for divergent exchange", zScore) + } + t.Logf("Divergent exchange (1 of 4): z-score = %.2f (std = %.4f)", zScore, std) +} + +func TestCoordinatedMovement(t *testing.T) { + // All exchanges moving together = also a trend (consensus, not anomaly) + changes := []exchangeChange{ + {name: "BG", change: 0.05}, + {name: "HL", change: 0.06}, + {name: "BN", change: 0.04}, + {name: "OK", change: 0.07}, + } + _, std := meanStdDev(changes) + maxAbs := 0.07 + zScore := maxAbs / std + + // Tight cluster → std is small, z-score is high → valid trend signal + t.Logf("Co-movement: z-score = %.2f (std = %.4f) — high z-score + 4/4 agreement = trend", zScore, std) +} + +func TestTrendDetectorConfigure(t *testing.T) { + td := NewTrendDetector(nil) + if td.anomalyMul != 3.0 { + t.Errorf("default anomalyMul = %.1f, want 3.0", td.anomalyMul) + } + if td.confirmTicks != 3 { + t.Errorf("default confirmTicks = %d, want 3", td.confirmTicks) + } + + td.Configure(300, 2.5, 2, 30000) + if td.anomalyMul != 2.5 { + t.Errorf("anomalyMul after configure = %.1f, want 2.5", td.anomalyMul) + } + if td.confirmTicks != 2 { + t.Errorf("confirmTicks after configure = %d, want 2", td.confirmTicks) + } +} + +func TestTrendDetectorEmptyConfigure(t *testing.T) { + td := NewTrendDetector(nil) + // Passing zeros should keep defaults + td.Configure(0, 0, 0, 0) + if td.anomalyMul != 3.0 { + t.Errorf("anomalyMul = %.1f, expected default 3.0", td.anomalyMul) + } +} diff --git a/types.go b/types.go index 3d214c4..44b693d 100644 --- a/types.go +++ b/types.go @@ -12,6 +12,7 @@ type TrackedCoin struct { BN string // Binance symbol (BTCUSDT) BG string // Bitget symbol (BTCUSDT) HL string // HyperLiquid symbol (BTC) + OK string // OKX symbol (BTC-USDT-SWAP) } // PriceTick holds a price update with optional bid/ask.