Files
exchange-monitor-go/config.go
T
jackyu66git 21a3f9a962 feat: 所有参数移至config.json, 重构退出逻辑, 清理遗留接口
- 将所有硬编码参数迁移到 config.json (手续费率、止盈/止损阈值、
  超时、腿间隔、加仓步进等)
- 退出条件: 净利 >= take_profit_pct 止盈, 价差 <= 0 平仓
- 删除 Binance/dYdX 遗留代码
- 更新 README 文档
- Dashboard: 双交易所价格表、黑名单UI、按币名排序持仓
- Bitget WS: 文本ping保活
- 数据库: 重置, 无历史仓位
2026-05-04 01:46:17 +08:00

274 lines
9.0 KiB
Go

package main
import (
"encoding/json"
"os"
"strconv"
"time"
)
// Config holds all system configuration.
// Priority: .env vars > config.json > code defaults.
type Config struct {
TelegramBotToken string
TelegramChatID string
AlertCooldownSec int // seconds between alerts for same coin
ArbThreshold float64 // minimum net profit % to trigger alert
ScanIntervalMs int // how often scanner runs (milliseconds)
// Automated trading
TradeEnabled bool
TradeThreshold float64 // minimum profit % to execute trade
TradeAmountUSD float64 // amount per leg in USDT
TradeCooldownMs int // ms between trades of same coin
MaxPositions int // max concurrent open positions (0 = unlimited)
// Capital
InitialCapital float64 // starting capital in USD (for PnL % calculation)
// Blacklist — stale spread observation
BlacklistDuration time.Duration // how long a coin stays blacklisted (0 = permanent)
// Test mode (no real API keys needed)
TestMode bool
MockSlippagePct float64 // simulated slippage per order (e.g. 0.01 = 0.01%)
// Exchange fee rates (% per order)
TakerFeeBitget float64
TakerFeeHyperLiquid float64
// Exit/risk parameters
TakeProfitPct float64 // net profit % threshold for take-profit
SpreadReverseExitPct float64 // spread reversal % threshold for exit
PositionTimeout time.Duration // max position hold time before auto-close
LegDelay time.Duration // delay between placing long and short legs
// Scale-in parameters
ScaleStepPct float64 // spread widening % trigger for each scale level
ScaleCooldown time.Duration // minimum time between scale-ins
// Entry sanity check: reject if price moved beyond this % in the wrong direction
ReversalTolerancePct float64
// Bitget API
BitgetAPIKey string
BitgetAPISecret string
BitgetPassphrase string
// HyperLiquid API
HLPrivateKey string // ed25519 private key hex
HLAddress string // wallet address
}
// jsonConfig maps config.json fields (non-secret defaults checked into git).
type jsonConfig struct {
TestMode bool `json:"test_mode"`
TradeEnabled bool `json:"trade_enabled"`
ArbThreshold float64 `json:"arb_threshold"`
ScanIntervalMs int `json:"scan_interval_ms"`
TradeThreshold float64 `json:"trade_threshold"`
TradeAmountUSD float64 `json:"trade_amount_usd"`
TradeCooldownMs int `json:"trade_cooldown_ms"`
AlertCooldownSec int `json:"alert_cooldown_sec"`
MockSlippagePct float64 `json:"mock_slippage_pct"`
MaxPositions int `json:"max_positions"`
BlacklistDuration int `json:"blacklist_duration_sec"`
InitialCapital float64 `json:"initial_capital"`
// New: exchange fees
TakerFeeBitget float64 `json:"taker_fee_bitget"`
TakerFeeHyperLiquid float64 `json:"taker_fee_hyperliquid"`
// New: exit/risk parameters
TakeProfitPct float64 `json:"take_profit_pct"`
SpreadReverseExitPct float64 `json:"spread_reverse_exit_pct"`
PositionTimeoutSec int `json:"position_timeout_sec"`
LegDelayMs int `json:"leg_delay_ms"`
ReversalTolerancePct float64 `json:"reversal_tolerance_pct"`
ScaleStepPct float64 `json:"scale_step_pct"`
ScaleCooldownSec int `json:"scale_cooldown_sec"`
}
func LoadConfig() *Config {
// 1. Load config.json defaults
jsonCfg := loadJSONConfig()
// 2. .env vars override config.json
getEnv := func(key, def string) string {
if v := os.Getenv(key); v != "" {
return v
}
return def
}
getFloat := func(key string, def float64) float64 {
v := os.Getenv(key)
if v == "" {
return def
}
f, err := strconv.ParseFloat(v, 64)
if err != nil {
return def
}
return f
}
getBool := func(key string, def bool) bool {
v := os.Getenv(key)
if v == "" {
return def
}
return v == "1" || v == "true" || v == "yes"
}
return &Config{
TelegramBotToken: getEnv("TELEGRAM_BOT_TOKEN", ""),
TelegramChatID: getEnv("TELEGRAM_CHAT_ID", ""),
AlertCooldownSec: int(getFloat("ALERT_COOLDOWN_SEC", float64(jsonCfg.AlertCooldownSec))),
ArbThreshold: getFloat("ARB_THRESHOLD", jsonCfg.ArbThreshold),
ScanIntervalMs: int(getFloat("SCAN_INTERVAL_MS", float64(jsonCfg.ScanIntervalMs))),
TradeEnabled: getBool("TRADE_ENABLED", jsonCfg.TradeEnabled),
TradeThreshold: getFloat("TRADE_THRESHOLD", jsonCfg.TradeThreshold),
TradeAmountUSD: getFloat("TRADE_AMOUNT_USD", jsonCfg.TradeAmountUSD),
TradeCooldownMs: int(getFloat("TRADE_COOLDOWN_MS", float64(jsonCfg.TradeCooldownMs))),
MaxPositions: int(getFloat("MAX_POSITIONS", float64(jsonCfg.MaxPositions))),
InitialCapital: getFloat("INITIAL_CAPITAL", jsonCfg.InitialCapital),
BlacklistDuration: time.Duration(getFloat("BLACKLIST_DURATION_SEC", float64(jsonCfg.BlacklistDuration))) * time.Second,
TestMode: getBool("TEST_MODE", jsonCfg.TestMode),
MockSlippagePct: getFloat("MOCK_SLIPPAGE_PCT", jsonCfg.MockSlippagePct),
// Exchange fee rates
TakerFeeBitget: getFloat("TAKER_FEE_BITGET", jsonCfg.TakerFeeBitget),
TakerFeeHyperLiquid: getFloat("TAKER_FEE_HYPERLIQUID", jsonCfg.TakerFeeHyperLiquid),
// Exit/risk parameters
TakeProfitPct: getFloat("TAKE_PROFIT_PCT", jsonCfg.TakeProfitPct),
SpreadReverseExitPct: getFloat("SPREAD_REVERSE_EXIT_PCT", jsonCfg.SpreadReverseExitPct),
PositionTimeout: time.Duration(getFloat("POSITION_TIMEOUT_SEC", float64(jsonCfg.PositionTimeoutSec))) * time.Second,
LegDelay: time.Duration(getFloat("LEG_DELAY_MS", float64(jsonCfg.LegDelayMs))) * time.Millisecond,
ReversalTolerancePct: getFloat("REVERSAL_TOLERANCE_PCT", jsonCfg.ReversalTolerancePct),
// Scale-in parameters
ScaleStepPct: getFloat("SCALE_STEP_PCT", jsonCfg.ScaleStepPct),
ScaleCooldown: time.Duration(getFloat("SCALE_COOLDOWN_SEC", float64(jsonCfg.ScaleCooldownSec))) * time.Second,
BitgetAPIKey: getEnv("BITGET_API_KEY", ""),
BitgetAPISecret: getEnv("BITGET_API_SECRET", ""),
BitgetPassphrase: getEnv("BITGET_PASSPHRASE", ""),
HLPrivateKey: getEnv("HL_PRIVATE_KEY", ""),
HLAddress: getEnv("HL_ADDRESS", ""),
}
}
func loadJSONConfig() jsonConfig {
def := jsonConfig{
ArbThreshold: 0.03,
ScanIntervalMs: 500,
TradeThreshold: 0.15,
TradeAmountUSD: 10,
TradeCooldownMs: 30000,
AlertCooldownSec: 300,
MockSlippagePct: 0.005,
MaxPositions: 5, // default max 5 concurrent positions
BlacklistDuration: 3600, // default 1 hour blacklist observation
InitialCapital: 1000, // default $1000 starting capital
// Exchange fee rates
TakerFeeBitget: 0.060, // 0.060%
TakerFeeHyperLiquid: 0.045, // 0.045%
// Exit/risk parameters
TakeProfitPct: 0.20, // 0.20% net profit take-profit
SpreadReverseExitPct: 0.02, // 0.02% spread reversal exit
PositionTimeoutSec: 1800, // 30 minutes
LegDelayMs: 300, // 300ms between legs
ReversalTolerancePct: 0.1, // 0.1% tolerance for entry sanity check
// Scale-in parameters
ScaleStepPct: 0.10, // 0.10% spread widening per scale level
ScaleCooldownSec: 5, // 5 seconds between scales
}
data, err := os.ReadFile("config.json")
if err != nil {
return def // file not found, use code defaults
}
var cfg jsonConfig
if err := json.Unmarshal(data, &cfg); err != nil {
return def
}
// Only override if the JSON file actually set the field
if cfg.ArbThreshold != 0 {
def.ArbThreshold = cfg.ArbThreshold
}
if cfg.ScanIntervalMs != 0 {
def.ScanIntervalMs = cfg.ScanIntervalMs
}
if cfg.TradeThreshold != 0 {
def.TradeThreshold = cfg.TradeThreshold
}
if cfg.TradeAmountUSD != 0 {
def.TradeAmountUSD = cfg.TradeAmountUSD
}
if cfg.TradeCooldownMs != 0 {
def.TradeCooldownMs = cfg.TradeCooldownMs
}
if cfg.AlertCooldownSec != 0 {
def.AlertCooldownSec = cfg.AlertCooldownSec
}
if cfg.MockSlippagePct != 0 {
def.MockSlippagePct = cfg.MockSlippagePct
}
if cfg.MaxPositions != 0 {
def.MaxPositions = cfg.MaxPositions
}
if cfg.BlacklistDuration != 0 {
def.BlacklistDuration = cfg.BlacklistDuration
}
if cfg.InitialCapital != 0 {
def.InitialCapital = cfg.InitialCapital
}
// New config fields
if cfg.TakerFeeBitget != 0 {
def.TakerFeeBitget = cfg.TakerFeeBitget
}
if cfg.TakerFeeHyperLiquid != 0 {
def.TakerFeeHyperLiquid = cfg.TakerFeeHyperLiquid
}
if cfg.TakeProfitPct != 0 {
def.TakeProfitPct = cfg.TakeProfitPct
}
if cfg.SpreadReverseExitPct != 0 {
def.SpreadReverseExitPct = cfg.SpreadReverseExitPct
}
if cfg.PositionTimeoutSec != 0 {
def.PositionTimeoutSec = cfg.PositionTimeoutSec
}
if cfg.LegDelayMs != 0 {
def.LegDelayMs = cfg.LegDelayMs
}
if cfg.ReversalTolerancePct != 0 {
def.ReversalTolerancePct = cfg.ReversalTolerancePct
}
if cfg.ScaleStepPct != 0 {
def.ScaleStepPct = cfg.ScaleStepPct
}
if cfg.ScaleCooldownSec != 0 {
def.ScaleCooldownSec = cfg.ScaleCooldownSec
}
// Boolean fields: zero default is false, so use OR logic
// When JSON has true → true || false = true (override)
// When JSON has false → false || false = false (keep default)
def.TestMode = cfg.TestMode || def.TestMode
def.TradeEnabled = cfg.TradeEnabled || def.TradeEnabled
return def
}