- ArbTable: removed slice(0,10) cap, shows all 42 opps (21x2)
- PriceTable: added net_bg_to_hl and net_hl_to_bg columns
- Backend SSE: sends net profit for both directions per coin
HL testnet USDC lives in the spot account, not the perp clearinghouse.
GetBalance() was calling UserState() (perp clearinghouseState), which
returned /usr/bin/bash. Switched to SpotUserState() and parse USDC.total - USDC.hold.
Also cleaned up .gitignore to exclude .env, binary, logs, data/.
- config.json: test_mode=false, ready for sim/testnet trading
- trader.go: auto-stop after 5 real trades, exchange response logging,
Stop()/Start() API, shuttingDown flag for graceful stop
- dashboard.go: POST /api/stop + POST /api/start endpoints,
trading status in SSE stats
- exchange/hyperliquid.go: switch HL WS to testnet endpoint
- exchange/hyperliquid_trade.go: switch REST to testnet endpoint,
support base64 + 32-byte EVM private keys
- main.go: listen on trader.StopCh (graceful, no process exit)
- scanner.go: trim TrackedCoins to only 6 core coins (DOGE/LINK/ONDO/OP/WIF/ARB)
- .gitignore: ignore main binary
- Remove DetailedStats struct and GetDetailedStats() method from trader.go
- Add calcDetailedStats() standalone pure function in dashboard.go
- Dashboard calls d.trader.GetClosedTrades() + calcDetailedStats()
- Trading logic now has zero display-oriented calculations
Bug: current spread always computed as (hl-bg)/bg regardless of
position direction. For HL→BG positions, spread should be (bg-hl)/hl
to match entry spread convention.
Fix: check LongLeg.Exchange — if HL→BG, use (bg-hl)/hl instead.
- Add snapMu RWMutex + positionsSnapshot to Trader
- RefreshSnapshot() called from main loop after Tick() — acquires
t.mu briefly, stores deep copy under snapMu
- ReadSnapshot() returns snapshot copy under snapMu.RLock — never
touches t.mu, zero contention with trading path
- Dashboard + handleStatus + hourly summary + status log all
use ReadSnapshot() instead of GetPositionsCopy()
- Trading path (Tick/TryEntry/executeEntry/checkExit/checkScaleIn)
never blocked by display reads
- Snapshot is at most 1 tick behind live state — acceptable delay
- 🔴 Data race: Add GetPositionsCopy() returning deep copies (no shared
ArbPosition pointers). Use it in dashboard broadcastLoop + handleStatus.
- 🟡 Scale-in PnL: Track LongEntryPrices/ShortEntryPrices on ArbPosition,
compute weighted average (harmonic mean) at exit for accurate PnL.
- 🟢 CalcNetProfit: Delete dead code from exchange/helpers.go.
- 🟢 HL nonce: Add sync.Mutex around lastNonce++ (thread safety).
- 🟢 Hourly check: Change from 5-second window to minute window.
- 🟢 ExitPrice: Test mode closeLeg already handled by checkExit.
P3-1: Scan optimization — only BG↔HL (50+ pair combos → 2)
P3-2: Real-time spread chart — spreadHistory ring buffer +
/api/spread-history endpoint + Chart.js spread chart
P3-3: Live position PnL — positions SSE now includes
estimated current profit/loss + current spread
P3-4: Real-time trade events — trader.OnTradeEvent callback
fires SSE 'trade_open' / 'trade_close' immediately
P3-5: Connection status monitoring — tracks last update time
per exchange, broadcast via stats.connections + /api/connections
Frontend: spread chart card, PnL column in positions,
connection status dots in stats bar,
green/red border flash on trade events
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