Fix 8 bugs from code review
B#1 — sigCh shared across goroutines, SIGINT unreliable
→ context.WithCancel: main loop cancels ctx on SIGINT,
4 WS goroutines select on ctx.Done() instead of shared sigCh
B#3 — restoreOpenPositions missing LastScaleAt
→ Set LastScaleAt = tr.OpenedAt on restore so scale-in cooldown works
B#4 — dYdX heartbeat goroutine leaks on reconnect
→ Added stopHeartbeat chan + heartbeatMu mutex; close old channel
before spawning new heartbeat goroutine
B#5 — GetBitgetSize fmt.Sprintf rounds up, may exceed amountUSD
→ Added math.Floor(sz*multiplier)/multiplier before format to round
DOWN to nearest valid step size for every coin
B#6 — netProfit and CalcNetProfit duplicate formula
→ scanner.go netProfit now delegates to exchange.CalcNetProfit
B#7 — Aevo Run callback only 2 params, incompatible with startExchange
→ Changed to 4-arg callback func(coin, price, bid, ask) with bid=ask=0
B#8 — parseFloat uses fmt.Sscanf (slow, locale-sensitive)
→ Replaced with strconv.ParseFloat
B#9 — dYdX receives hlSymbols instead of its own symbol list
→ Added dydxSymbols var, built from c.HL like other exchanges
This commit is contained in:
+2
-2
@@ -47,7 +47,7 @@ func NewAevoWS(tracked []TrackedSymbol) *AevoWS {
|
||||
}
|
||||
|
||||
// Run connects to Aevo WS and streams ticker data.
|
||||
func (a *AevoWS) Run(updateFn func(coin string, price float64)) error {
|
||||
func (a *AevoWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
|
||||
a.Conn.OnConnect = func() {
|
||||
log.Printf("[Aevo WS] Connected, subscribing to %d tickers", len(a.Tracked))
|
||||
|
||||
@@ -120,7 +120,7 @@ func (a *AevoWS) Run(updateFn func(coin string, price float64)) error {
|
||||
}
|
||||
|
||||
if price > 0 {
|
||||
updateFn(coin, price)
|
||||
updateFn(coin, price, 0, 0) // B#7: pass bid=ask=0 for 4-arg signature
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -7,6 +7,7 @@ import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"io"
|
||||
"math"
|
||||
"net/http"
|
||||
"strings"
|
||||
"time"
|
||||
@@ -95,6 +96,7 @@ func (b *BitgetTrade) sign(method, requestPath, timestamp, body string) string {
|
||||
// GetBitgetSize calculates the contract size for a given USD amount.
|
||||
// Returns size as a decimal string complying with Bitget's USDT-FUTURES precision.
|
||||
// Enforces the exchange's minimum: minTradeNum contracts AND $5 min notional.
|
||||
// Uses math.Floor to round DOWN to the nearest valid step (B#5: prevent rounding up).
|
||||
func GetBitgetSize(symbol string, amountUSD, price float64) string {
|
||||
if amountUSD < 5 {
|
||||
amountUSD = 5 // Bitget minimum notional
|
||||
@@ -106,28 +108,34 @@ func GetBitgetSize(symbol string, amountUSD, price float64) string {
|
||||
if sz < 1 {
|
||||
sz = 1
|
||||
}
|
||||
sz = math.Floor(sz) // step=1
|
||||
return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
|
||||
case "LINKUSDT":
|
||||
if sz < 1 {
|
||||
sz = 1
|
||||
}
|
||||
sz = math.Floor(sz) // step=1
|
||||
return fmt.Sprintf("%.0f", sz) // minTradeNum=1, sizeMultiplier=1
|
||||
case "ONDOUSDT":
|
||||
sz = math.Floor(sz*10) / 10 // step=0.1
|
||||
if sz < 0.1 {
|
||||
sz = 0.1
|
||||
}
|
||||
return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
|
||||
case "OPUSDT":
|
||||
sz = math.Floor(sz*10) / 10 // step=0.1
|
||||
if sz < 0.1 {
|
||||
sz = 0.1
|
||||
}
|
||||
return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
|
||||
case "WIFUSDT":
|
||||
sz = math.Floor(sz*10) / 10 // step=0.1
|
||||
if sz < 0.1 {
|
||||
sz = 0.1
|
||||
}
|
||||
return fmt.Sprintf("%.1f", sz) // minTradeNum=0.1, sizeMultiplier=0.1
|
||||
case "ARBUSDT":
|
||||
sz = math.Floor(sz*100) / 100 // step=0.01
|
||||
if sz < 0.01 {
|
||||
sz = 0.01
|
||||
}
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
package exchange
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"strconv"
|
||||
"time"
|
||||
|
||||
"github.com/gorilla/websocket"
|
||||
@@ -148,9 +148,10 @@ func (pc *PriceConnector) SendJSON(v interface{}) error {
|
||||
}
|
||||
|
||||
// Helper: parse float from string
|
||||
// B#8: use strconv.ParseFloat instead of fmt.Sscanf
|
||||
func parseFloat(s string) float64 {
|
||||
var f float64
|
||||
if _, err := fmt.Sscanf(s, "%f", &f); err != nil {
|
||||
f, err := strconv.ParseFloat(s, 64)
|
||||
if err != nil {
|
||||
return 0
|
||||
}
|
||||
return f
|
||||
|
||||
+16
-2
@@ -3,13 +3,16 @@ package exchange
|
||||
import (
|
||||
"encoding/json"
|
||||
"log"
|
||||
"sync"
|
||||
"time"
|
||||
)
|
||||
|
||||
// DydxWS connects to dYdX v4 WebSocket for market data (oracle prices).
|
||||
type DydxWS struct {
|
||||
Conn *PriceConnector
|
||||
Tracked []string // coin names like ["BTC", "ETH", ...]
|
||||
Conn *PriceConnector
|
||||
Tracked []string // coin names like ["BTC", "ETH", ...]
|
||||
stopHeartbeat chan struct{}
|
||||
heartbeatMu sync.Mutex
|
||||
}
|
||||
|
||||
type dydxSubscribeMsg struct {
|
||||
@@ -53,6 +56,15 @@ func (d *DydxWS) Run(updateFn func(coin string, price, bid, ask float64)) error
|
||||
log.Printf("[dYdX WS] Subscribe error: %v", err)
|
||||
}
|
||||
|
||||
// B#4: Stop any previous heartbeat goroutine before starting a new one
|
||||
d.heartbeatMu.Lock()
|
||||
if d.stopHeartbeat != nil {
|
||||
close(d.stopHeartbeat)
|
||||
}
|
||||
d.stopHeartbeat = make(chan struct{})
|
||||
hbStop := d.stopHeartbeat
|
||||
d.heartbeatMu.Unlock()
|
||||
|
||||
// dYdX requires JSON {"type":"ping"} every ~30s
|
||||
go func() {
|
||||
heartbeat := time.NewTicker(15 * time.Second)
|
||||
@@ -65,6 +77,8 @@ func (d *DydxWS) Run(updateFn func(coin string, price, bid, ask float64)) error
|
||||
if err := d.Conn.SendJSON(map[string]string{"type": "ping"}); err != nil {
|
||||
log.Printf("[dYdX WS] Heartbeat send error: %v", err)
|
||||
}
|
||||
case <-hbStop:
|
||||
return
|
||||
case <-d.Conn.Done():
|
||||
return
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user