package main import ( "sync" "time" ) // TrackedCoin represents a coin we monitor across exchanges. type TrackedCoin struct { Name string // Display name (BTC, ETH, etc.) BN string // Binance symbol (BTCUSDT) BG string // Bitget symbol (BTCUSDT) HL string // HyperLiquid symbol (BTC) } // PriceTick holds a price update with optional bid/ask. type PriceTick struct { Price float64 Bid float64 // 0 if unknown Ask float64 // 0 if unknown } // Spread holds bid/ask data for one exchange+coin. type Spread struct { Bid float64 Ask float64 Updated int64 // unix nano } // PriceStore holds the latest prices from all exchanges, thread-safe. type PriceStore struct { mu sync.RWMutex prices map[string]map[string]float64 // coin -> exchange -> price spreads map[string]map[string]*Spread // coin -> exchange -> spread } func NewPriceStore() *PriceStore { return &PriceStore{ prices: make(map[string]map[string]float64), spreads: make(map[string]map[string]*Spread), } } // Set stores a price update. If bid/ask are non-zero, also stores spread. func (s *PriceStore) Set(coin, exchange string, price float64) { s.mu.Lock() defer s.mu.Unlock() if s.prices[coin] == nil { s.prices[coin] = make(map[string]float64) } s.prices[coin][exchange] = price } // SetWithSpread stores price + bid/ask spread. func (s *PriceStore) SetWithSpread(coin, exchange string, price, bid, ask float64) { s.mu.Lock() defer s.mu.Unlock() if s.prices[coin] == nil { s.prices[coin] = make(map[string]float64) } s.prices[coin][exchange] = price if bid > 0 && ask > 0 { if s.spreads[coin] == nil { s.spreads[coin] = make(map[string]*Spread) } s.spreads[coin][exchange] = &Spread{ Bid: bid, Ask: ask, Updated: time.Now().UnixNano(), } } } func (s *PriceStore) Get(coin, exchange string) (float64, bool) { s.mu.RLock() defer s.mu.RUnlock() p, ok := s.prices[coin][exchange] return p, ok } // GetSpread returns the current bid-ask spread (as percentage of mid price). // Returns 0 if no spread data available. func (s *PriceStore) GetSpread(coin, exchange string) float64 { s.mu.RLock() defer s.mu.RUnlock() sp, ok := s.spreads[coin][exchange] if !ok || sp.Bid <= 0 || sp.Ask <= 0 { return 0 } mid := (sp.Bid + sp.Ask) / 2 if mid <= 0 { return 0 } return (sp.Ask - sp.Bid) / mid * 100 } // GetAll returns a snapshot of all prices. func (s *PriceStore) GetAll() map[string]map[string]float64 { s.mu.RLock() defer s.mu.RUnlock() snap := make(map[string]map[string]float64) for coin, exMap := range s.prices { snap[coin] = make(map[string]float64) for ex, p := range exMap { snap[coin][ex] = p } } return snap } // ArbOpportunity represents a profitable arbitrage route. type ArbOpportunity struct { Coin string Direction string // e.g. "BN->HL" BuyEx string SellEx string BuyPrice float64 SellPrice float64 NetProfit float64 // percentage after fees GrossBasis float64 // raw price difference % }