104 lines
4.2 KiB
Markdown
104 lines
4.2 KiB
Markdown
# Exchange Monitor Go
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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.
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## Architecture
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```
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┌──────────────┐
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┌──────────────┤ Binance │◄──── bookTicker WS
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│ └──────────────┘
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│ ┌──────────────┐
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│──────────────┤ Bitget │◄──── ticker WS (trading exchange)
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│ └──────────────┘
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PriceStore (sync.Map) ─┼──────────────┤
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│ │ HyperLiquid │◄──── webData2 WS (trading exchange)
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│ └──────────────┘
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│ ┌──────────────┐
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└──────────────┤ dYdX │◄──── v4_markets WS
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└──────────────┘
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│
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┌─────────▼─────────┐
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│ Scanner (500ms) │
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│ ScanArbWithFees() │
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└─────────┬─────────┘
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│
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┌───────────────▼────────────────┐
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│ Trader: TryEntry / Tick / Exit │
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│ Maker fees, scale-in, stop │
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└───────────────┬────────────────┘
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│
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┌─────────▼─────────┐
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│ Notifier: TG │
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└───────────────────┘
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```
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## Tracked Coins
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| Coin | Binance | Bitget | HyperLiquid | dYdX |
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|:----:|:-------:|:------:|:-----------:|:----:|
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| DOGE | DOGEUSDT | DOGEUSDT | DOGE | DOGE-USD |
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| LINK | LINKUSDT | LINKUSDT | LINK | LINK-USD |
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| ONDO | ONDOUSDT | ONDOUSDT | ONDO | ONDO-USD |
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| OP | OPUSDT | OPUSDT | OP | OP-USD |
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| WIF | WIFUSDT | WIFUSDT | WIF | WIF-USD |
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| ARB | ARBUSDT | ARBUSDT | ARB | ARB-USD |
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## Requirements
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- Go 1.21+
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- WebSocket connectivity to all 4 exchanges
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## Quick Start
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```bash
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# Build
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cd exchange-monitor-go
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go build -o exchange-monitor .
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# Configure (copy and edit)
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cp .env.example .env
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# Set TRADE_THRESHOLD, TRADE_AMOUNT_USD, API keys, etc.
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# Run (test mode, no real trades)
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./exchange-monitor
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# Run with Telegram notifications
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TELEGRAM_BOT_TOKEN=xxx TELEGRAM_CHAT_ID=xxx ./exchange-monitor
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```
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## Configuration (.env)
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| Variable | Default | Description |
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|:---------|:-------:|:------------|
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| TRADE_ENABLED | false | Enable real trading (1 to enable) |
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| TRADE_THRESHOLD | 0.1 | Min net profit % to enter (round trip after fees) |
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| TRADE_AMOUNT_USD | 5 | USD per leg |
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| TRADE_COOLDOWN_MS | 30000 | Cooldown between same-coin trades |
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| TEST_MODE | true | Simulate orders (no real API calls) |
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| MOCK_SLIPPAGE_PCT | 0.005 | Simulated slippage per leg (%) |
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## Fee Model
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Maker fees (limit orders), no rebate:
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| Exchange | Maker | Taker |
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|:---------|:-----:|:-----:|
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| Bitget | 0.020% | 0.040% |
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| HyperLiquid | 0.015% | 0.035% |
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| Binance | 0.020% | 0.040% |
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Round trip (2 legs entry + 2 legs exit): **0.07%**
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## Trading Logic
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1. **Scanner** runs every 500ms, checks all 10 exchange pairs
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2. **Entry** when net profit ≥ TRADE_THRESHOLD (after full round-trip fees)
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3. **Scale-in** adds $5 per leg when spread widens another 0.10%
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4. **Exit** when spread converges to ≤0.02%, or 30 min timeout
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5. **Only BG ↔ HL** — other exchanges are price references only
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## Disclaimer
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This software is for educational/research purposes. Use at your own risk. Cryptocurrency trading involves substantial risk of loss.
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