feat: 添加OKX行情接入+趋势检测+累积变动系统+界面重构
- 新增OKX WebSocket行情连接器，扩展4交易所价格监控 - 新增z-score趋势检测引擎(TrendDetector)，识别价格异动/趋势启动 - 新增累积变动跟踪(CumulativeTracker)，基于1min/5min多交易所共识 - 趋势事件和累积变动事件持久化到SQLite - 新增Binance/OKX动量检测字段，扩展前端动量卡片至15列 - 迁移至macOS(darwin-arm64)，更新前端依赖 - Dashboard网格重构：非交易卡片置顶，交易卡片置底 - TrackedCoin添加OK字段，添加ExBinance/ExOKX常量 - 前端新增趋势检测卡片、趋势历史卡片、累积变动卡片 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Claude Opus 4.6
Claude Opus 4.6
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# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Project Overview
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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.
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## Build & Run Commands
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```bash
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# Build Go binary
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go build -o exchange-monitor .
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# Start (kills old process + builds if needed + runs)
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bash start.sh
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# Options: --clean (delete DB), --rebuild (force recompile)
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bash start.sh --clean --rebuild
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# Frontend dev (hot reload on :5173, proxies /api to :8888)
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cd frontend && npm run dev
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# Frontend production build
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cd frontend && npm run build
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# IPC commands (talk to running daemon via Unix socket)
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./exchange-monitor status
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./exchange-monitor close-all
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./exchange-monitor close DOGE
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./exchange-monitor stop
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./exchange-monitor start
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```
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## Architecture
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### Data Flow
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```
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Exchange WS (HL + BG) → PriceStore (in-memory) → scanner → Trader (entry/exit/scale)
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↓
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dashboard (SSE hub, :8888)
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↓
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React frontend (SSE events)
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```
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### Main Loop (main.go:148-245)
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Fixed 50ms tick: trader.Tick() → scan.scanBGHL() → TryEntry() for each opportunity. Every 30s: status log. Hourly: Telegram summary.
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### Package Layout
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| Package | Files | Responsibility |
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|---------|-------|---------------|
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| `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 |
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| `exchange/` | `connector.go`, `bitget.go`, `hyperliquid.go`, `bitget_trade.go`, `hyperliquid_trade.go`, `helpers.go` | WS reconnector + exchange-specific REST/WS APIs |
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| `db/` | `db.go`, `trade_repo.go` | SQLite persistence (trades, orders, system_orders, config_log) |
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| `frontend/` | Vite + React | Real-time dashboard consuming SSE from backend |
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### Key Types
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- **PriceStore** — Thread-safe in-memory map of coin→exchange→price, with bid/ask spread tracking
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- **ArbOpportunity** — Scanning result: coin, direction (BG→HL or HL→BG), prices, net profit %
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- **ArbPosition** — Open position with long/short legs, scale-in tracking, entry prices array
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- **Trader** — Manages positions, entry/exit logic, fund tracking, blacklist, DB persistence
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### Exchange Connector
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`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.
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### Trading Logic
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- **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.
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- **Scale-in (checkScaleIn)**: Adds position when spread widens by ScaleStepPct per level. Posts additional orders on both legs.
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- **Exit (checkExit)**: Take profit at threshold, converged spread ≤ 0.02%, or timeout. Retries failed closes up to 30 times.
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- **Blacklist**: Force-closes position open >10min without convergence, prevents re-entry for BlacklistDuration.
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### Net Profit Calculation
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```go
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netProfit(buyPrice, sellPrice, buyFee, sellFee) = (revenue/cost - 1)*100 - 2*(buyFee + sellFee)
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```
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Where cost = buyPrice * (1 + buyFee/100), revenue = sellPrice * (1 - sellFee/100). Four total fees (2 entry + 2 exit).
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### Configuration Priority
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`.env` vars > `config.json` > code defaults. Config struct in `config.go`.
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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`.
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### Dashboard API
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| Endpoint | Description |
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|----------|-------------|
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| `GET /` | Serves index.html (disk first, fallback embed) |
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| `GET /api/status` | Prices, positions, stats, exchange funds |
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| `GET /events` | SSE stream (prices, positions, arb, stats — 1s interval) |
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| `GET /api/history?coin=&exchange=` | Price history ring buffer (500 pts) |
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| `GET /api/spread-history?coin=` | BG↔HL spread history |
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| `GET /api/trades?page=&limit=&coin=` | Paginated trade history from DB |
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| `GET /api/trade/{id}` | Trade detail + orders |
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| `GET /api/connections` | Exchange WS health (online/stale/offline) |
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| `POST /api/stop` | Stop trading + force-close positions |
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| `POST /api/start` | Resume trading |
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### Database
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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`.
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### Coin Tracking
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~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.
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### IPC (Unix Socket)
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`/tmp/exchange-monitor.sock` — JSON commands from CLI to daemon. Actions: status, close-all, close {coin}, stop, start.
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