# Exchange Monitor Go

Cross-exchange perpetual futures arbitrage scanner and automated trading system. Monitors real-time prices from 4 exchanges via WebSocket, identifies arbitrage opportunities, and executes maker-fee trades between Bitget and HyperLiquid.

## Architecture

```
                       ┌──────────────┐
        ┌──────────────┤   Binance    │◄──── bookTicker WS
        │              └──────────────┘
        │              ┌──────────────┐
        │──────────────┤   Bitget     │◄──── ticker WS (trading exchange)
        │              └──────────────┘
PriceStore (sync.Map) ─┼──────────────┤
        │              │ HyperLiquid  │◄──── webData2 WS (trading exchange)
        │              └──────────────┘
        │              ┌──────────────┐
        └──────────────┤    dYdX      │◄──── v4_markets WS
                       └──────────────┘
                              │
                    ┌─────────▼─────────┐
                    │   Scanner (500ms)  │
                    │  ScanArbWithFees() │
                    └─────────┬─────────┘
                              │
              ┌───────────────▼────────────────┐
              │  Trader: TryEntry / Tick / Exit │
              │  Maker fees, scale-in, stop     │
              └───────────────┬────────────────┘
                              │
                    ┌─────────▼─────────┐
                    │   Notifier: TG     │
                    └───────────────────┘
```

## Tracked Coins

| Coin | Binance | Bitget | HyperLiquid | dYdX |
|:----:|:-------:|:------:|:-----------:|:----:|
| DOGE | DOGEUSDT | DOGEUSDT | DOGE | DOGE-USD |
| LINK | LINKUSDT | LINKUSDT | LINK | LINK-USD |
| ONDO | ONDOUSDT | ONDOUSDT | ONDO | ONDO-USD |
| OP | OPUSDT | OPUSDT | OP | OP-USD |
| WIF | WIFUSDT | WIFUSDT | WIF | WIF-USD |
| ARB | ARBUSDT | ARBUSDT | ARB | ARB-USD |

## Requirements

- Go 1.21+
- WebSocket connectivity to all 4 exchanges

## Quick Start

```bash
# Build
cd exchange-monitor-go
go build -o exchange-monitor .

# Configure (copy and edit)
cp .env.example .env
# Set TRADE_THRESHOLD, TRADE_AMOUNT_USD, API keys, etc.

# Run (test mode, no real trades)
./exchange-monitor

# Run with Telegram notifications
TELEGRAM_BOT_TOKEN=xxx TELEGRAM_CHAT_ID=xxx ./exchange-monitor
```

## Configuration (.env)

| Variable | Default | Description |
|:---------|:-------:|:------------|
| TRADE_ENABLED | false | Enable real trading (1 to enable) |
| TRADE_THRESHOLD | 0.1 | Min net profit % to enter (round trip after fees) |
| TRADE_AMOUNT_USD | 5 | USD per leg |
| TRADE_COOLDOWN_MS | 30000 | Cooldown between same-coin trades |
| TEST_MODE | true | Simulate orders (no real API calls) |
| MOCK_SLIPPAGE_PCT | 0.005 | Simulated slippage per leg (%) |

## Fee Model

Maker fees (limit orders), no rebate:

| Exchange | Maker | Taker |
|:---------|:-----:|:-----:|
| Bitget | 0.020% | 0.040% |
| HyperLiquid | 0.015% | 0.035% |
| Binance | 0.020% | 0.040% |

Round trip (2 legs entry + 2 legs exit): **0.07%**

## Trading Logic

1. **Scanner** runs every 500ms, checks all 10 exchange pairs
2. **Entry** when net profit ≥ TRADE_THRESHOLD (after full round-trip fees)
3. **Scale-in** adds $5 per leg when spread widens another 0.10%
4. **Exit** when spread converges to ≤0.02%, or 30 min timeout
5. **Only BG ↔ HL** — other exchanges are price references only

## Disclaimer

This software is for educational/research purposes. Use at your own risk. Cryptocurrency trading involves substantial risk of loss.