jackyu66git
ce204abc81
Root cause: HL WS uses allMids (all coins), BG WS subscribes per-coin. Delisted coins had stale HL prices showing huge fake spreads (~200%). Monitor tried entry → BG buy succeeds, HL sell fails (Trading is halted) → orphan position on BG accumulated across restarts. Fix: - Set HL="" for BNT, CATI, CYBER, ILV, LISTA, OGN, STG, PIXEL - Add guard in ScanBGHL to skip coins where BG or HL is empty - Same guard in SpreadWindowTracker.Tick
270 lines
12 KiB
Go
270 lines
12 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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var TrackedCoins = []TrackedCoin{
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{Name: "DOGE", BN: "DOGEUSDT", BG: "DOGEUSDT", HL: "DOGE"},
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{Name: "LINK", BN: "LINKUSDT", BG: "LINKUSDT", HL: "LINK"},
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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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{Name: "0G", BN: "", BG: "0GUSDT", HL: "0G"},
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{Name: "2Z", BN: "", BG: "2ZUSDT", HL: "2Z"},
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{Name: "AAVE", BN: "", BG: "AAVEUSDT", HL: "AAVE"},
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{Name: "ACE", BN: "", BG: "ACEUSDT", HL: "ACE"},
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{Name: "ADA", BN: "", BG: "ADAUSDT", HL: "ADA"},
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{Name: "AERO", BN: "", BG: "AEROUSDT", HL: "AERO"},
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{Name: "AIXBT", BN: "", BG: "AIXBTUSDT", HL: "AIXBT"},
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{Name: "ALGO", BN: "", BG: "ALGOUSDT", HL: "ALGO"},
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{Name: "ALT", BN: "", BG: "ALTUSDT", HL: "ALT"},
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{Name: "ANIME", BN: "", BG: "ANIMEUSDT", HL: "ANIME"},
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{Name: "APE", BN: "", BG: "APEUSDT", HL: "APE"},
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{Name: "APT", BN: "", BG: "APTUSDT", HL: "APT"},
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{Name: "AR", BN: "", BG: "ARUSDT", HL: "AR"},
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{Name: "ARK", BN: "", BG: "ARKUSDT", HL: "ARK"},
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{Name: "ASTER", BN: "", BG: "ASTERUSDT", HL: "ASTER"},
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{Name: "ATOM", BN: "", BG: "ATOMUSDT", HL: "ATOM"},
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{Name: "AVAX", BN: "", BG: "AVAXUSDT", HL: "AVAX"},
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{Name: "AVNT", BN: "", BG: "AVNTUSDT", HL: "AVNT"},
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{Name: "AXS", BN: "", BG: "AXSUSDT", HL: "AXS"},
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{Name: "AZTEC", BN: "", BG: "AZTECUSDT", HL: "AZTEC"},
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{Name: "BABY", BN: "", BG: "BABYUSDT", HL: "BABY"},
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{Name: "BANANA", BN: "", BG: "BANANAUSDT", HL: "BANANA"},
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{Name: "BCH", BN: "", BG: "BCHUSDT", HL: "BCH"},
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{Name: "BERA", BN: "", BG: "BERAUSDT", HL: "BERA"},
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{Name: "BIGTIME", BN: "", BG: "BIGTIMEUSDT", HL: "BIGTIME"},
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{Name: "BIO", BN: "", BG: "BIOUSDT", HL: "BIO"},
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{Name: "BLUR", BN: "", BG: "BLURUSDT", HL: "BLUR"},
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{Name: "BNB", BN: "", BG: "BNBUSDT", HL: "BNB"},
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{Name: "BNT", BN: "", BG: "BNTUSDT", HL: ""},
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{Name: "BOME", BN: "", BG: "BOMEUSDT", HL: "BOME"},
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{Name: "BRETT", BN: "", BG: "BRETTUSDT", HL: "BRETT"},
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{Name: "BSV", BN: "", BG: "BSVUSDT", HL: "BSV"},
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{Name: "BTC", BN: "", BG: "BTCUSDT", HL: "BTC"},
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{Name: "CAKE", BN: "", BG: "CAKEUSDT", HL: "CAKE"},
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{Name: "CATI", BN: "", BG: "CATIUSDT", HL: ""},
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{Name: "CC", BN: "", BG: "CCUSDT", HL: "CC"},
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{Name: "CELO", BN: "", BG: "CELOUSDT", HL: "CELO"},
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{Name: "CFX", BN: "", BG: "CFXUSDT", HL: "CFX"},
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{Name: "CHILLGUY", BN: "", BG: "CHILLGUYUSDT", HL: "CHILLGUY"},
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{Name: "CHIP", BN: "", BG: "CHIPUSDT", HL: "CHIP"},
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{Name: "COMP", BN: "", BG: "COMPUSDT", HL: "COMP"},
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{Name: "CRV", BN: "", BG: "CRVUSDT", HL: "CRV"},
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{Name: "CYBER", BN: "", BG: "CYBERUSDT", HL: ""},
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{Name: "DASH", BN: "", BG: "DASHUSDT", HL: "DASH"},
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{Name: "DOOD", BN: "", BG: "DOODUSDT", HL: "DOOD"},
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{Name: "DOT", BN: "", BG: "DOTUSDT", HL: "DOT"},
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{Name: "DYDX", BN: "", BG: "DYDXUSDT", HL: "DYDX"},
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{Name: "DYM", BN: "", BG: "DYMUSDT", HL: "DYM"},
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{Name: "EIGEN", BN: "", BG: "EIGENUSDT", HL: "EIGEN"},
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{Name: "ENA", BN: "", BG: "ENAUSDT", HL: "ENA"},
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{Name: "ENS", BN: "", BG: "ENSUSDT", HL: "ENS"},
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{Name: "ETC", BN: "", BG: "ETCUSDT", HL: "ETC"},
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{Name: "ETH", BN: "", BG: "ETHUSDT", HL: "ETH"},
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{Name: "ETHFI", BN: "", BG: "ETHFIUSDT", HL: "ETHFI"},
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{Name: "FARTCOIN", BN: "", BG: "FARTCOINUSDT", HL: "FARTCOIN"},
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{Name: "FET", BN: "", BG: "FETUSDT", HL: "FET"},
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{Name: "FIL", BN: "", BG: "FILUSDT", HL: "FIL"},
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{Name: "FOGO", BN: "", BG: "FOGOUSDT", HL: "FOGO"},
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{Name: "GALA", BN: "", BG: "GALAUSDT", HL: "GALA"},
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{Name: "GAS", BN: "", BG: "GASUSDT", HL: "GAS"},
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{Name: "GMT", BN: "", BG: "GMTUSDT", HL: "GMT"},
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{Name: "GMX", BN: "", BG: "GMXUSDT", HL: "GMX"},
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{Name: "GOAT", BN: "", BG: "GOATUSDT", HL: "GOAT"},
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{Name: "GRASS", BN: "", BG: "GRASSUSDT", HL: "GRASS"},
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{Name: "GRIFFAIN", BN: "", BG: "GRIFFAINUSDT", HL: "GRIFFAIN"},
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{Name: "HBAR", BN: "", BG: "HBARUSDT", HL: "HBAR"},
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{Name: "HYPE", BN: "", BG: "HYPEUSDT", HL: "HYPE"},
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{Name: "HYPER", BN: "", BG: "HYPERUSDT", HL: "HYPER"},
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{Name: "ICP", BN: "", BG: "ICPUSDT", HL: "ICP"},
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{Name: "ILV", BN: "", BG: "ILVUSDT", HL: ""},
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{Name: "IMX", BN: "", BG: "IMXUSDT", HL: "IMX"},
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{Name: "INIT", BN: "", BG: "INITUSDT", HL: "INIT"},
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{Name: "INJ", BN: "", BG: "INJUSDT", HL: "INJ"},
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{Name: "IO", BN: "", BG: "IOUSDT", HL: "IO"},
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{Name: "IOTA", BN: "", BG: "IOTAUSDT", HL: "IOTA"},
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{Name: "IP", BN: "", BG: "IPUSDT", HL: "IP"},
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{Name: "JTO", BN: "", BG: "JTOUSDT", HL: "JTO"},
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{Name: "JUP", BN: "", BG: "JUPUSDT", HL: "JUP"},
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{Name: "KAITO", BN: "", BG: "KAITOUSDT", HL: "KAITO"},
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{Name: "KAS", BN: "", BG: "KASUSDT", HL: "KAS"},
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{Name: "LAYER", BN: "", BG: "LAYERUSDT", HL: "LAYER"},
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{Name: "LDO", BN: "", BG: "LDOUSDT", HL: "LDO"},
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{Name: "LINEA", BN: "", BG: "LINEAUSDT", HL: "LINEA"},
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{Name: "LISTA", BN: "", BG: "LISTAUSDT", HL: ""},
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{Name: "LIT", BN: "", BG: "LITUSDT", HL: "LIT"},
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{Name: "LTC", BN: "", BG: "LTCUSDT", HL: "LTC"},
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{Name: "MANTA", BN: "", BG: "MANTAUSDT", HL: "MANTA"},
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{Name: "MAV", BN: "", BG: "MAVUSDT", HL: "MAV"},
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{Name: "ME", BN: "", BG: "MEUSDT", HL: "ME"},
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{Name: "MEGA", BN: "", BG: "MEGAUSDT", HL: "MEGA"},
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{Name: "MELANIA", BN: "", BG: "MELANIAUSDT", HL: "MELANIA"},
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{Name: "MEME", BN: "", BG: "MEMEUSDT", HL: "MEME"},
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{Name: "MERL", BN: "", BG: "MERLUSDT", HL: "MERL"},
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{Name: "MET", BN: "", BG: "METUSDT", HL: "MET"},
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{Name: "MEW", BN: "", BG: "MEWUSDT", HL: "MEW"},
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{Name: "MINA", BN: "", BG: "MINAUSDT", HL: "MINA"},
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{Name: "MON", BN: "", BG: "MONUSDT", HL: "MON"},
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{Name: "MOODENG", BN: "", BG: "MOODENGUSDT", HL: "MOODENG"},
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{Name: "MORPHO", BN: "", BG: "MORPHOUSDT", HL: "MORPHO"},
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{Name: "MOVE", BN: "", BG: "MOVEUSDT", HL: "MOVE"},
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{Name: "NEAR", BN: "", BG: "NEARUSDT", HL: "NEAR"},
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{Name: "NEO", BN: "", BG: "NEOUSDT", HL: "NEO"},
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{Name: "NIL", BN: "", BG: "NILUSDT", HL: "NIL"},
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{Name: "NOT", BN: "", BG: "NOTUSDT", HL: "NOT"},
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{Name: "NXPC", BN: "", BG: "NXPCUSDT", HL: "NXPC"},
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{Name: "OGN", BN: "", BG: "OGNUSDT", HL: ""},
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{Name: "ORDI", BN: "", BG: "ORDIUSDT", HL: "ORDI"},
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{Name: "PAXG", BN: "", BG: "PAXGUSDT", HL: "PAXG"},
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{Name: "PENDLE", BN: "", BG: "PENDLEUSDT", HL: "PENDLE"},
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{Name: "PENGU", BN: "", BG: "PENGUUSDT", HL: "PENGU"},
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{Name: "PEOPLE", BN: "", BG: "PEOPLEUSDT", HL: "PEOPLE"},
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{Name: "PIXEL", BN: "", BG: "PIXELUSDT", HL: ""},
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{Name: "PNUT", BN: "", BG: "PNUTUSDT", HL: "PNUT"},
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{Name: "POL", BN: "", BG: "POLUSDT", HL: "POL"},
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{Name: "POLYX", BN: "", BG: "POLYXUSDT", HL: "POLYX"},
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{Name: "POPCAT", BN: "", BG: "POPCATUSDT", HL: "POPCAT"},
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{Name: "PROVE", BN: "", BG: "PROVEUSDT", HL: "PROVE"},
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{Name: "PUMP", BN: "", BG: "PUMPUSDT", HL: "PUMP"},
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{Name: "PYTH", BN: "", BG: "PYTHUSDT", HL: "PYTH"},
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{Name: "RENDER", BN: "", BG: "RENDERUSDT", HL: "RENDER"},
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{Name: "RESOLV", BN: "", BG: "RESOLVUSDT", HL: "RESOLV"},
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{Name: "REZ", BN: "", BG: "REZUSDT", HL: "REZ"},
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{Name: "RSR", BN: "", BG: "RSRUSDT", HL: "RSR"},
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{Name: "RUNE", BN: "", BG: "RUNEUSDT", HL: "RUNE"},
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{Name: "S", BN: "", BG: "SUSDT", HL: "S"},
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{Name: "SAGA", BN: "", BG: "SAGAUSDT", HL: "SAGA"},
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{Name: "SAND", BN: "", BG: "SANDUSDT", HL: "SAND"},
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{Name: "SEI", BN: "", BG: "SEIUSDT", HL: "SEI"},
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{Name: "SKR", BN: "", BG: "SKRUSDT", HL: "SKR"},
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{Name: "SKY", BN: "", BG: "SKYUSDT", HL: "SKY"},
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{Name: "SNX", BN: "", BG: "SNXUSDT", HL: "SNX"},
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{Name: "SOL", BN: "", BG: "SOLUSDT", HL: "SOL"},
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{Name: "SOPH", BN: "", BG: "SOPHUSDT", HL: "SOPH"},
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{Name: "SPX", BN: "", BG: "SPXUSDT", HL: "SPX"},
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{Name: "STABLE", BN: "", BG: "STABLEUSDT", HL: "STABLE"},
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{Name: "STBL", BN: "", BG: "STBLUSDT", HL: "STBL"},
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{Name: "STG", BN: "", BG: "STGUSDT", HL: ""},
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{Name: "STRK", BN: "", BG: "STRKUSDT", HL: "STRK"},
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{Name: "STX", BN: "", BG: "STXUSDT", HL: "STX"},
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{Name: "SUI", BN: "", BG: "SUIUSDT", HL: "SUI"},
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{Name: "SUPER", BN: "", BG: "SUPERUSDT", HL: "SUPER"},
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{Name: "SUSHI", BN: "", BG: "SUSHIUSDT", HL: "SUSHI"},
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{Name: "SYRUP", BN: "", BG: "SYRUPUSDT", HL: "SYRUP"},
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{Name: "TAO", BN: "", BG: "TAOUSDT", HL: "TAO"},
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{Name: "TIA", BN: "", BG: "TIAUSDT", HL: "TIA"},
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{Name: "TNSR", BN: "", BG: "TNSRUSDT", HL: "TNSR"},
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{Name: "TON", BN: "", BG: "TONUSDT", HL: "TON"},
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{Name: "TRB", BN: "", BG: "TRBUSDT", HL: "TRB"},
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{Name: "TRUMP", BN: "", BG: "TRUMPUSDT", HL: "TRUMP"},
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{Name: "TRX", BN: "", BG: "TRXUSDT", HL: "TRX"},
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{Name: "TURBO", BN: "", BG: "TURBOUSDT", HL: "TURBO"},
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{Name: "UMA", BN: "", BG: "UMAUSDT", HL: "UMA"},
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{Name: "UNI", BN: "", BG: "UNIUSDT", HL: "UNI"},
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{Name: "USTC", BN: "", BG: "USTCUSDT", HL: "USTC"},
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{Name: "USUAL", BN: "", BG: "USUALUSDT", HL: "USUAL"},
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{Name: "VIRTUAL", BN: "", BG: "VIRTUALUSDT", HL: "VIRTUAL"},
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{Name: "VVV", BN: "", BG: "VVVUSDT", HL: "VVV"},
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{Name: "W", BN: "", BG: "WUSDT", HL: "W"},
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{Name: "WCT", BN: "", BG: "WCTUSDT", HL: "WCT"},
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{Name: "WLD", BN: "", BG: "WLDUSDT", HL: "WLD"},
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{Name: "WLFI", BN: "", BG: "WLFIUSDT", HL: "WLFI"},
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{Name: "XAI", BN: "", BG: "XAIUSDT", HL: "XAI"},
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{Name: "XLM", BN: "", BG: "XLMUSDT", HL: "XLM"},
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{Name: "XMR", BN: "", BG: "XMRUSDT", HL: "XMR"},
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{Name: "XPL", BN: "", BG: "XPLUSDT", HL: "XPL"},
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{Name: "XRP", BN: "", BG: "XRPUSDT", HL: "XRP"},
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{Name: "YGG", BN: "", BG: "YGGUSDT", HL: "YGG"},
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{Name: "ZEC", BN: "", BG: "ZECUSDT", HL: "ZEC"},
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{Name: "ZEN", BN: "", BG: "ZENUSDT", HL: "ZEN"},
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{Name: "ZETA", BN: "", BG: "ZETAUSDT", HL: "ZETA"},
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{Name: "ZK", BN: "", BG: "ZKUSDT", HL: "ZK"},
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{Name: "ZORA", BN: "", BG: "ZORAUSDT", HL: "ZORA"},
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{Name: "ZRO", BN: "", BG: "ZROUSDT", HL: "ZRO"},
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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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if coin.BG == "" || coin.HL == "" {
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continue // skip coins not available on both exchanges
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}
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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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