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