exchange-monitor-go/binance_momentum.go

package main

import (
	"math"
	"sync"
	"time"
)

// bmBuffer is a per-coin ring buffer for Binance prices.
type bmBuffer struct {
	prices []float64
	head   int
	count  int
}

func newBmBuffer(capacity int) *bmBuffer {
	return &bmBuffer{
		prices: make([]float64, capacity),
	}
}

func (b *bmBuffer) push(price float64) {
	b.prices[b.head] = price
	b.head = (b.head + 1) % len(b.prices)
	if b.count < len(b.prices) {
		b.count++
	}
}

func (b *bmBuffer) isFull() bool {
	return b.count == len(b.prices)
}

// oldest returns the price written exactly `capacity` ticks ago.
func (b *bmBuffer) oldest() float64 {
	if !b.isFull() {
		return 0
	}
	return b.prices[b.head]
}

// newest returns the most recently written price.
func (b *bmBuffer) newest() float64 {
	if b.count == 0 {
		return 0
	}
	idx := b.head - 1
	if idx < 0 {
		idx = len(b.prices) - 1
	}
	return b.prices[idx]
}

// BinanceAlert is emitted when a coin's 1-minute Binance change exceeds threshold.
type BinanceAlert struct {
	Coin         string    `json:"coin"`
	Price        float64   `json:"price"`
	OldPrice     float64   `json:"old_price"`
	ChangePct    float64   `json:"change_pct"`
	Direction    string    `json:"direction"`
	ThresholdPct float64   `json:"threshold_pct"`
	Timestamp    time.Time `json:"timestamp"`
}

// BinanceMomentumSnapshot is the current state of a coin for SSE push.
type BinanceMomentumSnapshot struct {
	Coin       string  `json:"coin"`
	Price      float64 `json:"price"`
	ChangePct  float64 `json:"change_pct"`
	Direction  string  `json:"direction"`
	BufferFull bool    `json:"buffer_full"`
}

// BinanceMomentumDetector tracks Binance price changes over a configurable window.
type BinanceMomentumDetector struct {
	mu           sync.Mutex
	windowTicks  int
	thresholdPct float64
	cooldownSec  int
	buffers      map[string]*bmBuffer
	lastAlertAt  map[string]time.Time
	recentAlerts []BinanceAlert
	maxAlerts    int
}

// NewBinanceMomentumDetector creates a detector for all TrackedCoins.
func NewBinanceMomentumDetector(windowSec int, tickMs int, thresholdPct float64, cooldownSec int) *BinanceMomentumDetector {
	windowTicks := windowSec * 1000 / tickMs
	if windowTicks < 1 {
		windowTicks = 1
	}
	d := &BinanceMomentumDetector{
		windowTicks:  windowTicks,
		thresholdPct: thresholdPct,
		cooldownSec:  cooldownSec,
		buffers:      make(map[string]*bmBuffer, len(TrackedCoins)),
		lastAlertAt:  make(map[string]time.Time),
		maxAlerts:    200,
	}
	for _, tc := range TrackedCoins {
		d.buffers[tc.Name] = newBmBuffer(windowTicks)
	}
	return d
}

// Record appends the current Binance price for a coin into its ring buffer.
func (d *BinanceMomentumDetector) Record(coin string, price float64) {
	d.mu.Lock()
	buf, ok := d.buffers[coin]
	if ok {
		buf.push(price)
	}
	d.mu.Unlock()
}

// Detect checks all coins for threshold breaches. Returns new alerts.
func (d *BinanceMomentumDetector) Detect() []BinanceAlert {
	d.mu.Lock()
	defer d.mu.Unlock()

	now := time.Now()
	var alerts []BinanceAlert

	for coin, buf := range d.buffers {
		if !buf.isFull() {
			continue
		}
		old := buf.oldest()
		current := buf.newest()
		if old <= 0 || current <= 0 {
			continue
		}
		changePct := (current - old) / old * 100
		if math.Abs(changePct) < d.thresholdPct {
			continue
		}

		lastAt, exists := d.lastAlertAt[coin]
		if exists && now.Sub(lastAt).Seconds() < float64(d.cooldownSec) {
			continue
		}

		dir := "up"
		if changePct < 0 {
			dir = "down"
		}

		alert := BinanceAlert{
			Coin:         coin,
			Price:        current,
			OldPrice:     old,
			ChangePct:    changePct,
			Direction:    dir,
			ThresholdPct: d.thresholdPct,
			Timestamp:    now,
		}
		alerts = append(alerts, alert)
		d.lastAlertAt[coin] = now

		// Store in recent alerts ring buffer
		d.recentAlerts = append(d.recentAlerts, alert)
		if len(d.recentAlerts) > d.maxAlerts {
			d.recentAlerts = d.recentAlerts[len(d.recentAlerts)-d.maxAlerts:]
		}
	}
	return alerts
}

// Snapshot returns the current momentum state for all coins.
func (d *BinanceMomentumDetector) Snapshot() []BinanceMomentumSnapshot {
	d.mu.Lock()
	defer d.mu.Unlock()

	snapshots := make([]BinanceMomentumSnapshot, 0, len(d.buffers))
	for coin, buf := range d.buffers {
		s := BinanceMomentumSnapshot{
			Coin:       coin,
			BufferFull: buf.isFull(),
		}
		if buf.isFull() {
			old := buf.oldest()
			current := buf.newest()
			s.Price = current
			if old > 0 {
				s.ChangePct = (current - old) / old * 100
				if s.ChangePct >= 0 {
					s.Direction = "up"
				} else {
					s.Direction = "down"
				}
			}
		} else if buf.count > 0 {
			s.Price = buf.newest()
			s.Direction = "flat"
		}
		snapshots = append(snapshots, s)
	}
	return snapshots
}

// RecentAlerts returns the last N alerts.
func (d *BinanceMomentumDetector) RecentAlerts(limit int) []BinanceAlert {
	d.mu.Lock()
	defer d.mu.Unlock()

	if limit <= 0 || limit > len(d.recentAlerts) {
		limit = len(d.recentAlerts)
	}
	if limit == 0 {
		return nil
	}
	start := len(d.recentAlerts) - limit
	r := make([]BinanceAlert, limit)
	copy(r, d.recentAlerts[start:])
	// Reverse so newest is first
	for i, j := 0, len(r)-1; i < j; i, j = i+1, j-1 {
		r[i], r[j] = r[j], r[i]
	}
	return r
}