jackyu66git
02b74f1ec0
- 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
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
# 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
- Scanner runs every 500ms, checks all 10 exchange pairs
- Entry when net profit ≥ TRADE_THRESHOLD (after full round-trip fees)
- Scale-in adds $5 per leg when spread widens another 0.10%
- Exit when spread converges to ≤0.02%, or 30 min timeout
- 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.