jack/exchange-monitor-go
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d1e6c965cbcd6370527a683e5ff9324782c01135
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4 Commits
Author SHA1 Message Date
jackyu66git 5d6d9352f3 fix: use taker fees (BG 0.06%, HL 0.045%) + threshold 0.25% 
All IOC market orders incur taker fees, not maker fees. Previous
makerFees (BG 0.02%, HL 0.015%) caused 0.10% threshold trades to
actually lose 0.11% per round trip.

Changes:
- scanner.go: makerFees → takerFees (BG 0.060, HL 0.045)
- dashboard.go: makerFees → takerFees
- types.go: makerFees → takerFees
- trader.go: makerFees → takerFees
- config.json: trade_threshold 0.1 → 0.25
 2026-05-03 23:34:01 +08:00
jackyu66git 5cfb6afa55 Fix SpreadWindow: use netProfit() for fee accuracy, track real peak 
- Replace manual spread-fee calc with netProfit() call — matches
  scanner's exact fee model (round-trip 0.07%)
- Each direction gets correct buy/sell fee pairing
- Add PeakNet field to record true max during window, not close-time value
- Log peak net with +/- sign instead of approx symbol
 2026-05-03 20:28:27 +08:00
jackyu66git 8ae85750b5 Add SpreadWindowTracker to measure opportunity duration 
- New SpreadWindowTracker in types.go watches BG↔HL spread for all
  tracked coins, both directions
- Logs duration when spread stays above trade threshold then converges
- Wired into main loop after each scan tick
- Filters sub-100ms windows as noise
 2026-05-03 20:24:36 +08:00
jackyu66git 719f0a061d Initial commit 2026-05-03 16:54:36 +08:00