Revert B#6: netProfit must NOT delegate to CalcNetProfit
CalcNetProfit (helpers.go) has internal price-swap logic — when price2 < price1 it swaps buy/sell sides. ScanArbWithFees relies on netProfit being a pure strict-direction calculation (callers try both directions via addPair). Delegation caused double-swap: both netProfit calls in addPair returned positive profit, but direction1's struct reported wrong exchange pair, leading to potential loss-making trades. Keep both formulas as independent implementations with explicit comments warning against future merging attempts.
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-4
@@ -4,8 +4,6 @@ import (
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"log"
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"sort"
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"time"
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"exchange-monitor/exchange"
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)
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// Exchange names
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@@ -43,9 +41,18 @@ var TrackedCoins = []TrackedCoin{
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}
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// netProfit calculates net profit % after fees for a complete round trip (entry + exit).
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// B#6: Delegates to exchange.CalcNetProfit to eliminate formula duplication.
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// NOTE: Does NOT swap prices — callers (ScanArbWithFees) pass prices in explicit buy/sell order
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// and try both directions via addPair. Using exchange.CalcNetProfit would double-swap (B#6).
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func netProfit(buyPrice, sellPrice, buyFee, sellFee float64) float64 {
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return exchange.CalcNetProfit(buyPrice, sellPrice, buyFee, sellFee, buyFee, sellFee)
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if buyPrice <= 0 || sellPrice <= 0 {
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return 0
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}
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// Entry: buy at buyPrice (pay buyFee), sell short at sellPrice (pay sellFee)
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cost := buyPrice * (1 + buyFee/100)
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revenue := sellPrice * (1 - sellFee/100)
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// Exit: sell long (pay sellFee), buy back short (pay buyFee)
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// Total fees = 2 * (buyFee + sellFee), first round already in formula above
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return (revenue/cost - 1)*100 - (buyFee + sellFee)
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}
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// ScanArbWithFees checks all coins for arbitrage opportunities using a custom fee map.
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