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:
jackyu66git
2026-05-03 17:48:06 +08:00
parent c2489614a7
commit eb74495470
7 changed files with 45 additions and 19 deletions
+4 -9
View File
@@ -4,6 +4,8 @@ import (
"log"
"sort"
"time"
"exchange-monitor/exchange"
)
// Exchange names
@@ -44,16 +46,9 @@ var TrackedCoins = []TrackedCoin{
}
// netProfit calculates net profit % after fees for a complete round trip (entry + exit).
// B#6: Delegates to exchange.CalcNetProfit to eliminate formula duplication.
func netProfit(buyPrice, sellPrice, buyFee, sellFee float64) float64 {
if buyPrice <= 0 || sellPrice <= 0 {
return 0
}
// Entry: buy at buyPrice (pay buyFee), sell short at sellPrice (pay sellFee)
cost := buyPrice * (1 + buyFee/100)
revenue := sellPrice * (1 - sellFee/100)
// Exit: sell long (pay sellFee), buy back short (pay buyFee)
// Total fees = 2 * (buyFee + sellFee), first round already in formula above
return (revenue/cost - 1)*100 - (buyFee + sellFee)
return exchange.CalcNetProfit(buyPrice, sellPrice, buyFee, sellFee, buyFee, sellFee)
}
// ScanArbWithFees checks all coins for arbitrage opportunities using a custom fee map.