jackyu66git
5f6578c179
Added: ALGO, PYTH, SAND, ADA, HBAR, IOTA, MINA, FET, WLD,
SUI, APT, NEAR, FIL, DYDX, JUP, TIA, MOVE
Removed: pixel and VET (fake 195% spreads on testnet)
Also updated GetHLSize() to handle szDecimals for all new coins.
113 lines
3.6 KiB
Go
113 lines
3.6 KiB
Go
package main
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import (
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"sort"
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)
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// Exchange names — only Bitget and HyperLiquid are trading exchanges
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const (
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ExHyperLiquid = "HyperLiquid"
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ExBitget = "Bitget"
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)
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// Taker fee rates (%) — for IOC market orders on trading exchanges
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var takerFees = map[string]float64{
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ExHyperLiquid: 0.045,
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ExBitget: 0.060,
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}
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// TickerCoins defines all coins we monitor.
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var TrackedCoins = []TrackedCoin{
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{Name: "DOGE", BN: "DOGEUSDT", BG: "DOGEUSDT", HL: "DOGE"},
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// LINK removed — not listed on HL testnet
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{Name: "ONDO", BN: "ONDOUSDT", BG: "ONDOUSDT", HL: "ONDO"},
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{Name: "OP", BN: "OPUSDT", BG: "OPUSDT", HL: "OP"},
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{Name: "WIF", BN: "WIFUSDT", BG: "WIFUSDT", HL: "WIF"},
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{Name: "ARB", BN: "ARBUSDT", BG: "ARBUSDT", HL: "ARB"},
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// New pairs — common on BG↔HL
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{Name: "ALGO", BG: "ALGOUSDT", HL: "ALGO"},
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{Name: "PYTH", BG: "PYTHUSDT", HL: "PYTH"},
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{Name: "SAND", BG: "SANDUSDT", HL: "SAND"},
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{Name: "ADA", BG: "ADAUSDT", HL: "ADA"},
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{Name: "HBAR", BG: "HBARUSDT", HL: "HBAR"},
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{Name: "IOTA", BG: "IOTAUSDT", HL: "IOTA"},
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{Name: "MINA", BG: "MINAUSDT", HL: "MINA"},
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{Name: "FET", BG: "FETUSDT", HL: "FET"},
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{Name: "WLD", BG: "WLDUSDT", HL: "WLD"},
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{Name: "SUI", BG: "SUIUSDT", HL: "SUI"},
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{Name: "APT", BG: "APTUSDT", HL: "APT"},
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{Name: "NEAR", BG: "NEARUSDT", HL: "NEAR"},
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{Name: "FIL", BG: "FILUSDT", HL: "FIL"},
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{Name: "DYDX", BG: "DYDXUSDT", HL: "DYDX"},
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{Name: "JUP", BG: "JUPUSDT", HL: "JUP"},
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{Name: "TIA", BG: "TIAUSDT", HL: "TIA"},
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{Name: "MOVE", BG: "MOVEUSDT", HL: "MOVE"},
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}
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// netProfit calculates net profit % after fees for a complete round trip (entry + exit).
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// NOTE: Does NOT swap prices — callers (ScanArbWithFees) pass prices in explicit buy/sell order
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// and try both directions via addPair. Using exchange.CalcNetProfit would double-swap (B#6).
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func netProfit(buyPrice, sellPrice, buyFee, sellFee float64) float64 {
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if buyPrice <= 0 || sellPrice <= 0 {
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return 0
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}
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// Entry: buy at buyPrice (pay buyFee), sell short at sellPrice (pay sellFee)
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cost := buyPrice * (1 + buyFee/100)
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revenue := sellPrice * (1 - sellFee/100)
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// Exit: sell long (pay sellFee), buy back short (pay buyFee)
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// Total fees = 2 * (buyFee + sellFee), first round already in formula above
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return (revenue/cost - 1)*100 - 2*(buyFee + sellFee)
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}
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// ScanBGHL scans coins for arbitrage ONLY between Bitget and HyperLiquid (P3-1).
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// Returns both directions (BG->HL and HL->BG) sorted by net profit descending.
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func ScanBGHL(snap map[string]map[string]float64) []*ArbOpportunity {
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var results []*ArbOpportunity
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for _, coin := range TrackedCoins {
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exMap := snap[coin.Name]
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if exMap == nil {
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continue
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}
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bgP := exMap[ExBitget]
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hlP := exMap[ExHyperLiquid]
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if bgP <= 0 || hlP <= 0 {
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continue
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}
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// BG->HL: buy cheap at Bitget, sell expensive at HyperLiquid
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profitBG := netProfit(bgP, hlP, takerFees[ExBitget], takerFees[ExHyperLiquid])
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// HL->BG: buy cheap at HyperLiquid, sell expensive at Bitget
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profitHL := netProfit(hlP, bgP, takerFees[ExHyperLiquid], takerFees[ExBitget])
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grossBG := (hlP - bgP) / bgP * 100
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grossHL := (bgP - hlP) / hlP * 100
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results = append(results, &ArbOpportunity{
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Coin: coin.Name,
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Direction: "BG->HL",
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BuyEx: ExBitget,
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SellEx: ExHyperLiquid,
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BuyPrice: bgP,
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SellPrice: hlP,
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NetProfit: profitBG,
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GrossBasis: grossBG,
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}, &ArbOpportunity{
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Coin: coin.Name,
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Direction: "HL->BG",
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BuyEx: ExHyperLiquid,
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SellEx: ExBitget,
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BuyPrice: hlP,
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SellPrice: bgP,
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NetProfit: profitHL,
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GrossBasis: grossHL,
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})
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}
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sort.Slice(results, func(i, j int) bool {
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return results[i].NetProfit > results[j].NetProfit
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})
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return results
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}
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