jack/exchange-monitor-go
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fix: scanner netProfit 漏算exit fees + 孤儿仓位标记failed

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- scanner.go: netProfit 扣费改为 2*(buyFee+sellFee) 匹配 calcArbPnL
- trader.go: 第二腿失败时设 pos.Status=failed，避免语义混淆
This commit is contained in:
jackyu66git
2026-05-04 06:39:24 +08:00
parent ddaa5badd2
commit ccfa27b1a6
2 changed files with 2 additions and 1 deletions
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scanner.go
+1 -1
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@@ -203,7 +203,7 @@ func netProfit(buyPrice, sellPrice, buyFee, sellFee float64) float64 {
revenue := sellPrice * (1 - sellFee/100) revenue := sellPrice * (1 - sellFee/100)
// Exit: sell long (pay sellFee), buy back short (pay buyFee) // Exit: sell long (pay sellFee), buy back short (pay buyFee)
// Total fees = 2 * (buyFee + sellFee), first round already in formula above // Total fees = 2 * (buyFee + sellFee), first round already in formula above
return (revenue/cost - 1)*100 - (buyFee + sellFee) return (revenue/cost - 1)*100 - 2*(buyFee + sellFee)
} }
// ScanBGHL scans coins for arbitrage ONLY between Bitget and HyperLiquid (P3-1). // ScanBGHL scans coins for arbitrage ONLY between Bitget and HyperLiquid (P3-1).
trader.go
+1
View File
@@ -426,6 +426,7 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
time.Sleep(t.cfg.LegDelay) time.Sleep(t.cfg.LegDelay)
if err := t.placeOrder(pos.ShortLeg, "sell", store); err != "" { if err := t.placeOrder(pos.ShortLeg, "sell", store); err != "" {
// Leg1 placed successfully, leg2 failed — try to close leg1 // Leg1 placed successfully, leg2 failed — try to close leg1
pos.Status = "failed"
if closeErr := t.closeLeg(pos.LongLeg); closeErr != "" { if closeErr := t.closeLeg(pos.LongLeg); closeErr != "" {
// CRITICAL: leg1 is still open on the exchange! // CRITICAL: leg1 is still open on the exchange!
// Record the orphan so we don't silently lose tracking // Record the orphan so we don't silently lose tracking