feat: 重构为三所价差异动监控系统

删除 HyperLiquid + 全部交易功能，构建自适应 surge 检测器。
- 新增 surge_detector.go: 每币独立滚动窗口基线，检测三所价差异常飙升
- 新增 SpreadCard/SurgeCard 前端组件
- 保留 momentum/trend/cumulative/trend_filter 扫描功能
- 更新文档和配置以反映新系统

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

types.go

@@ -1,7 +1,6 @@
 package main
 
 import (
-	"log"
 	"sync"
 	"time"
 )
@@ -11,7 +10,6 @@ type TrackedCoin struct {
 	Name string // Display name (BTC, ETH, etc.)
 	BN   string // Binance symbol (BTCUSDT)
 	BG   string // Bitget symbol (BTCUSDT)
-	HL   string // HyperLiquid symbol (BTC)
 	OK   string // OKX symbol (BTC-USDT-SWAP)
 }
 
@@ -31,9 +29,9 @@ type Spread struct {
 
 // PriceStore holds the latest prices from all exchanges, thread-safe.
 type PriceStore struct {
-	mu       sync.RWMutex
-	prices   map[string]map[string]float64 // coin -> exchange -> price
-	spreads  map[string]map[string]*Spread // coin -> exchange -> spread
+	mu      sync.RWMutex
+	prices  map[string]map[string]float64 // coin -> exchange -> price
+	spreads map[string]map[string]*Spread // coin -> exchange -> spread
 }
 
 func NewPriceStore() *PriceStore {
@@ -109,92 +107,3 @@ func (s *PriceStore) GetAll() map[string]map[string]float64 {
 	}
 	return snap
 }
-
-// ArbOpportunity represents a profitable arbitrage route.
-type ArbOpportunity struct {
-	Coin       string
-	Direction  string // e.g. "BN->HL"
-	BuyEx      string
-	SellEx     string
-	BuyPrice   float64
-	SellPrice  float64
-	NetProfit  float64 // percentage after fees
-	GrossBasis float64 // raw price difference %
-}
-
-// SpreadWindow tracks how long each coin's spread stays above threshold.
-// Used to measure the window of opportunity between threshold-crossing and
-// convergence — helps diagnose whether entry latency is a problem.
-type SpreadWindow struct {
-	Coin      string
-	Direction string // "BG->HL" or "HL->BG"
-	Since     time.Time
-	PeakNet   float64 // highest netProfit % observed during this window
-}
-
-type SpreadWindowTracker struct {
-	windows map[string]*SpreadWindow // key: "COIN:DIRECTION"
-}
-
-func NewSpreadWindowTracker() *SpreadWindowTracker {
-	return &SpreadWindowTracker{windows: make(map[string]*SpreadWindow)}
-}
-
-func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, threshold float64) {
-	now := time.Now()
-	for _, coin := range TrackedCoins {
-		if coin.BG == "" || coin.HL == "" {
-			continue
-		}
-		exMap := snap[coin.Name]
-		if exMap == nil {
-			continue
-		}
-		bgP := exMap[ExBitget]
-		hlP := exMap[ExHyperLiquid]
-		if bgP <= 0 || hlP <= 0 {
-			continue
-		}
-
-		// Check both directions — use netProfit() for exact fee model match
-		// BG→HL: buy BG (Bitget 0.020%), sell HL (HL 0.015%)
-		// HL→BG: buy HL (HL 0.015%), sell BG (Bitget 0.020%)
-		type dirCheck struct {
-			name      string
-			buyPrice  float64
-			sellPrice float64
-			buyFee    float64
-			sellFee   float64
-		}
-		for _, dir := range []dirCheck{
-			{"BG->HL", bgP, hlP, takerFees[ExBitget], takerFees[ExHyperLiquid]},
-			{"HL->BG", hlP, bgP, takerFees[ExHyperLiquid], takerFees[ExBitget]},
-		} {
-			key := coin.Name + ":" + dir.name
-			netSpr := netProfit(dir.buyPrice, dir.sellPrice, dir.buyFee, dir.sellFee)
-
-			w, exists := swt.windows[key]
-			if netSpr >= threshold {
-				if !exists {
-					swt.windows[key] = &SpreadWindow{
-						Coin:      coin.Name,
-						Direction: dir.name,
-						Since:     now,
-						PeakNet:   netSpr,
-					}
-				} else if netSpr > w.PeakNet {
-					w.PeakNet = netSpr
-				}
-			} else {
-				if exists {
-					dur := now.Sub(w.Since)
-					if dur > 100*time.Millisecond {
-						log.Printf("[SpreadWindow] %s %s exceeded threshold for %v (peak net=%+.4f%%)",
-							w.Coin, w.Direction, dur.Round(time.Millisecond), w.PeakNet)
-					}
-					delete(swt.windows, key)
-				}
-			}
-		}
-	}
-}