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

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.