jackyu66git
ab48e207a5
Issue #1 (critical): reProfit false positive on price reversal executeEntry used CalcNetProfit which auto-swaps prices when hlP < bgP. If prices flipped between scan and execution, reProfit reported positive even when direction was now wrong. Fix: use netProfit() with explicit direction + verify spread direction hasn't flipped (hlP <= bgP prevents BG->HL when HL is no longer more expensive). Issue #2 (medium): Scale-in was paper-only, didn't place orders Now actually places additional orders on both legs via new placeOrderAt(). Test mode uses mock fills. Live mode sends real API orders. AmountUSD properly tracks total deployed capital. Partial fill handled gracefully (don't close main leg). Issue #3 (minor): closeLeg missing ExitTime on mock mode
Exchange Monitor Go
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.
Architecture
┌──────────────┐
┌──────────────┤ Binance │◄──── bookTicker WS
│ └──────────────┘
│ ┌──────────────┐
│──────────────┤ Bitget │◄──── ticker WS (trading exchange)
│ └──────────────┘
PriceStore (sync.Map) ─┼──────────────┤
│ │ HyperLiquid │◄──── webData2 WS (trading exchange)
│ └──────────────┘
│ ┌──────────────┐
└──────────────┤ dYdX │◄──── v4_markets WS
└──────────────┘
│
┌─────────▼─────────┐
│ Scanner (500ms) │
│ ScanArbWithFees() │
└─────────┬─────────┘
│
┌───────────────▼────────────────┐
│ Trader: TryEntry / Tick / Exit │
│ Maker fees, scale-in, stop │
└───────────────┬────────────────┘
│
┌─────────▼─────────┐
│ Notifier: TG │
└───────────────────┘
Tracked Coins
| Coin | Binance | Bitget | HyperLiquid | dYdX |
|---|---|---|---|---|
| DOGE | DOGEUSDT | DOGEUSDT | DOGE | DOGE-USD |
| LINK | LINKUSDT | LINKUSDT | LINK | LINK-USD |
| ONDO | ONDOUSDT | ONDOUSDT | ONDO | ONDO-USD |
| OP | OPUSDT | OPUSDT | OP | OP-USD |
| WIF | WIFUSDT | WIFUSDT | WIF | WIF-USD |
| ARB | ARBUSDT | ARBUSDT | ARB | ARB-USD |
Requirements
- Go 1.21+
- WebSocket connectivity to all 4 exchanges
Quick Start
# Build
cd exchange-monitor-go
go build -o exchange-monitor .
# Configure (copy and edit)
cp .env.example .env
# Set TRADE_THRESHOLD, TRADE_AMOUNT_USD, API keys, etc.
# Run (test mode, no real trades)
./exchange-monitor
# Run with Telegram notifications
TELEGRAM_BOT_TOKEN=xxx TELEGRAM_CHAT_ID=xxx ./exchange-monitor
Configuration (.env)
| Variable | Default | Description |
|---|---|---|
| TRADE_ENABLED | false | Enable real trading (1 to enable) |
| TRADE_THRESHOLD | 0.1 | Min net profit % to enter (round trip after fees) |
| TRADE_AMOUNT_USD | 5 | USD per leg |
| TRADE_COOLDOWN_MS | 30000 | Cooldown between same-coin trades |
| TEST_MODE | true | Simulate orders (no real API calls) |
| MOCK_SLIPPAGE_PCT | 0.005 | Simulated slippage per leg (%) |
Fee Model
Maker fees (limit orders), no rebate:
| Exchange | Maker | Taker |
|---|---|---|
| Bitget | 0.020% | 0.040% |
| HyperLiquid | 0.015% | 0.035% |
| Binance | 0.020% | 0.040% |
Round trip (2 legs entry + 2 legs exit): 0.07%
Trading Logic
- Scanner runs every 500ms, checks all 10 exchange pairs
- Entry when net profit ≥ TRADE_THRESHOLD (after full round-trip fees)
- Scale-in adds $5 per leg when spread widens another 0.10%
- Exit when spread converges to ≤0.02%, or 30 min timeout
- Only BG ↔ HL — other exchanges are price references only
Disclaimer
This software is for educational/research purposes. Use at your own risk. Cryptocurrency trading involves substantial risk of loss.