exchange-monitor-go/config.go

package main

import (
	"encoding/json"
	"os"
	"strconv"
	"time"
)

// Config holds all system configuration.
// Priority: .env vars > config.json > code defaults.
type Config struct {
	TelegramBotToken string
	TelegramChatID   string
	AlertCooldownSec int     // seconds between alerts for same coin
	ArbThreshold     float64 // minimum net profit % to trigger alert
	ScanIntervalMs   int     // how often scanner runs (milliseconds)

	// Automated trading
	TradeEnabled    bool
	TradeThreshold  float64 // minimum profit % to execute trade
	TradeAmountUSD  float64 // amount per leg in USDT
	TradeCooldownMs int     // ms between trades of same coin
	MaxPositions    int     // max concurrent open positions (0 = unlimited)

	// Capital
	InitialCapital float64 // starting capital in USD (for PnL % calculation)

	// Blacklist — stale spread observation
	BlacklistDuration time.Duration // how long a coin stays blacklisted (0 = permanent)

	// ExcludedCoins — coins to never trade (hard block)
	ExcludedCoins []string

	// Test mode (no real API keys needed)
	TestMode        bool
	MockSlippagePct float64 // simulated slippage per order (e.g. 0.01 = 0.01%)

	// Exchange fee rates (% per order)
	TakerFeeBitget       float64
	TakerFeeHyperLiquid  float64

	// Exit/risk parameters
	TakeProfitPct       float64       // net profit % threshold for take-profit
	PositionTimeout     time.Duration // max position hold time before auto-close
	LegDelay            time.Duration // delay between placing long and short legs

	// Scale-in parameters
	ScaleStepPct       float64       // spread widening % trigger for each scale level
	ScaleCooldown      time.Duration // minimum time between scale-ins

	// Entry sanity check: reject if price moved beyond this % in the wrong direction
	ReversalTolerancePct float64

	// Momentum scanning mode
	MomentumEnabled      bool
	MomentumThresholdPct float64

	// Trend detection mode
	TrendEnabled       bool
	TrendBaselineWindow int     // ticks for EMA volatility baseline (default: 600 = 30s)
	TrendAnomalyMul    float64 // z-score multiplier for alert threshold (default: 3.0)
	TrendConfirmTicks  int     // ticks needed for state confirmation (default: 3)
	TrendAlertCooldown int64   // ms cooldown between alerts for same coin (default: 60000)

	// Bitget API
	BitgetAPIKey     string
	BitgetAPISecret  string
	BitgetPassphrase string

	// HyperLiquid API
	HLPrivateKey string // ed25519 private key hex
	HLAddress    string // main account address
	HLAPIAddress string // API wallet address (signer, auto-derived if empty)
}

// jsonConfig maps config.json fields (non-secret defaults checked into git).
type jsonConfig struct {
	TestMode         bool     `json:"test_mode"`
	TradeEnabled     bool     `json:"trade_enabled"`
	ArbThreshold     float64  `json:"arb_threshold"`
	ScanIntervalMs   int      `json:"scan_interval_ms"`
	TradeThreshold   float64  `json:"trade_threshold"`
	TradeAmountUSD   float64  `json:"trade_amount_usd"`
	TradeCooldownMs  int      `json:"trade_cooldown_ms"`
	AlertCooldownSec int      `json:"alert_cooldown_sec"`
	MockSlippagePct  float64  `json:"mock_slippage_pct"`
	MaxPositions     int      `json:"max_positions"`
	BlacklistDuration int     `json:"blacklist_duration_sec"`
	InitialCapital   float64  `json:"initial_capital"`
	ExcludedCoins    []string `json:"excluded_coins"`

	// Momentum scanning
	MomentumEnabled      bool    `json:"momentum_enabled"`
	MomentumThresholdPct float64 `json:"momentum_threshold_pct"`

	// Trend detection
	TrendEnabled        bool    `json:"trend_enabled"`
	TrendBaselineWindow int     `json:"trend_baseline_window"`
	TrendAnomalyMul     float64 `json:"trend_anomaly_mul"`
	TrendConfirmTicks   int     `json:"trend_confirm_ticks"`
	TrendAlertCooldown  int64   `json:"trend_alert_cooldown_ms"`

	// New: exchange fees
	TakerFeeBitget      float64 `json:"taker_fee_bitget"`
	TakerFeeHyperLiquid float64 `json:"taker_fee_hyperliquid"`

	// New: exit/risk parameters
	TakeProfitPct       float64 `json:"take_profit_pct"`
	PositionTimeoutSec  int     `json:"position_timeout_sec"`
	LegDelayMs          int     `json:"leg_delay_ms"`
	ReversalTolerancePct float64 `json:"reversal_tolerance_pct"`
	ScaleStepPct         float64 `json:"scale_step_pct"`
	ScaleCooldownSec     int     `json:"scale_cooldown_sec"`
}

func LoadConfig() *Config {
	// 1. Load config.json defaults
	jsonCfg := loadJSONConfig()

	// 2. .env vars override config.json
	getEnv := func(key, def string) string {
		if v := os.Getenv(key); v != "" {
			return v
		}
		return def
	}
	getFloat := func(key string, def float64) float64 {
		v := os.Getenv(key)
		if v == "" {
			return def
		}
		f, err := strconv.ParseFloat(v, 64)
		if err != nil {
			return def
		}
		return f
	}
	getBool := func(key string, def bool) bool {
		v := os.Getenv(key)
		if v == "" {
			return def
		}
		return v == "1" || v == "true" || v == "yes"
	}

	return &Config{
		TelegramBotToken: getEnv("TELEGRAM_BOT_TOKEN", ""),
		TelegramChatID:   getEnv("TELEGRAM_CHAT_ID", ""),
		AlertCooldownSec: int(getFloat("ALERT_COOLDOWN_SEC", float64(jsonCfg.AlertCooldownSec))),
		ArbThreshold:     getFloat("ARB_THRESHOLD", jsonCfg.ArbThreshold),
		ScanIntervalMs:   int(getFloat("SCAN_INTERVAL_MS", float64(jsonCfg.ScanIntervalMs))),

		TradeEnabled:    getBool("TRADE_ENABLED", jsonCfg.TradeEnabled),
		TradeThreshold:  getFloat("TRADE_THRESHOLD", jsonCfg.TradeThreshold),
		TradeAmountUSD:  getFloat("TRADE_AMOUNT_USD", jsonCfg.TradeAmountUSD),
		TradeCooldownMs: int(getFloat("TRADE_COOLDOWN_MS", float64(jsonCfg.TradeCooldownMs))),
		MaxPositions:    int(getFloat("MAX_POSITIONS", float64(jsonCfg.MaxPositions))),

		InitialCapital: getFloat("INITIAL_CAPITAL", jsonCfg.InitialCapital),

		BlacklistDuration: time.Duration(getFloat("BLACKLIST_DURATION_SEC", float64(jsonCfg.BlacklistDuration))) * time.Second,

		TestMode:        getBool("TEST_MODE", jsonCfg.TestMode),
		MockSlippagePct: getFloat("MOCK_SLIPPAGE_PCT", jsonCfg.MockSlippagePct),

		// Exchange fee rates
		TakerFeeBitget:      getFloat("TAKER_FEE_BITGET", jsonCfg.TakerFeeBitget),
		TakerFeeHyperLiquid: getFloat("TAKER_FEE_HYPERLIQUID", jsonCfg.TakerFeeHyperLiquid),

		// Exit/risk parameters
		TakeProfitPct:        getFloat("TAKE_PROFIT_PCT", jsonCfg.TakeProfitPct),
		PositionTimeout:      time.Duration(getFloat("POSITION_TIMEOUT_SEC", float64(jsonCfg.PositionTimeoutSec))) * time.Second,
		LegDelay:             time.Duration(getFloat("LEG_DELAY_MS", float64(jsonCfg.LegDelayMs))) * time.Millisecond,
		ReversalTolerancePct: getFloat("REVERSAL_TOLERANCE_PCT", jsonCfg.ReversalTolerancePct),

		// Scale-in parameters
		ScaleStepPct:  getFloat("SCALE_STEP_PCT", jsonCfg.ScaleStepPct),
		ScaleCooldown: time.Duration(getFloat("SCALE_COOLDOWN_SEC", float64(jsonCfg.ScaleCooldownSec))) * time.Second,

		ExcludedCoins: jsonCfg.ExcludedCoins,

		// Momentum scanning
		MomentumEnabled:      getBool("MOMENTUM_ENABLED", jsonCfg.MomentumEnabled),
		MomentumThresholdPct: getFloat("MOMENTUM_THRESHOLD_PCT", jsonCfg.MomentumThresholdPct),

		// Trend detection
		TrendEnabled:        getBool("TREND_ENABLED", jsonCfg.TrendEnabled),
		TrendBaselineWindow: int(getFloat("TREND_BASELINE_WINDOW", float64(jsonCfg.TrendBaselineWindow))),
		TrendAnomalyMul:     getFloat("TREND_ANOMALY_MUL", jsonCfg.TrendAnomalyMul),
		TrendConfirmTicks:   int(getFloat("TREND_CONFIRM_TICKS", float64(jsonCfg.TrendConfirmTicks))),
		TrendAlertCooldown:  int64(getFloat("TREND_ALERT_COOLDOWN_MS", float64(jsonCfg.TrendAlertCooldown))),

		BitgetAPIKey:     getEnv("BITGET_API_KEY", ""),
		BitgetAPISecret:  getEnv("BITGET_API_SECRET", ""),
		BitgetPassphrase: getEnv("BITGET_PASSPHRASE", ""),

		HLPrivateKey: getEnv("HL_PRIVATE_KEY", ""),
		HLAddress:    getEnv("HL_ADDRESS", ""),
		HLAPIAddress: getEnv("HL_API_ADDRESS", ""),
	}
}

func loadJSONConfig() jsonConfig {
	def := jsonConfig{
		ArbThreshold:     0.03,
		ScanIntervalMs:   500,
		TradeThreshold:   0.15,
		TradeAmountUSD:   10,
		TradeCooldownMs:  30000,
		AlertCooldownSec: 300,
		MockSlippagePct:  0.005,
		MaxPositions:     5,      // default max 5 concurrent positions
		BlacklistDuration: 3600,  // default 1 hour blacklist observation
		InitialCapital:   1000,   // default $1000 starting capital

		// Exchange fee rates
		TakerFeeBitget:      0.060, // 0.060%
		TakerFeeHyperLiquid: 0.045, // 0.045%

		// Exit/risk parameters
		TakeProfitPct:        0.20,  // 0.20% net profit take-profit
		PositionTimeoutSec:   1800,  // 30 minutes
		LegDelayMs:           300,   // 300ms between legs
		ReversalTolerancePct: 0.1,   // 0.1% tolerance for entry sanity check

		// Scale-in parameters
		ScaleStepPct:     0.10, // 0.10% spread widening per scale level
		ScaleCooldownSec: 5,    // 5 seconds between scales

		// Momentum scanning
		MomentumThresholdPct: 0.25, // 0.25% change flags momentum

		// Trend detection
		TrendBaselineWindow: 600,  // ~30s at 50ms tick
		TrendAnomalyMul:     3.0,  // 3 sigma z-score threshold
		TrendConfirmTicks:   3,    // 3 consecutive ticks for confirmation
		TrendAlertCooldown:  60000, // 1 min cooldown
	}

	data, err := os.ReadFile("config.json")
	if err != nil {
		return def // file not found, use code defaults
	}

	var cfg jsonConfig
	if err := json.Unmarshal(data, &cfg); err != nil {
		return def
	}

	// Only override if the JSON file actually set the field
	if cfg.ArbThreshold != 0 {
		def.ArbThreshold = cfg.ArbThreshold
	}
	if cfg.ScanIntervalMs != 0 {
		def.ScanIntervalMs = cfg.ScanIntervalMs
	}
	if cfg.TradeThreshold != 0 {
		def.TradeThreshold = cfg.TradeThreshold
	}
	if cfg.TradeAmountUSD != 0 {
		def.TradeAmountUSD = cfg.TradeAmountUSD
	}
	if cfg.TradeCooldownMs != 0 {
		def.TradeCooldownMs = cfg.TradeCooldownMs
	}
	if cfg.AlertCooldownSec != 0 {
		def.AlertCooldownSec = cfg.AlertCooldownSec
	}
	if cfg.MockSlippagePct != 0 {
		def.MockSlippagePct = cfg.MockSlippagePct
	}
	if cfg.MaxPositions != 0 {
		def.MaxPositions = cfg.MaxPositions
	}
	if cfg.BlacklistDuration != 0 {
		def.BlacklistDuration = cfg.BlacklistDuration
	}
	if cfg.InitialCapital != 0 {
		def.InitialCapital = cfg.InitialCapital
	}

	// New config fields
	if cfg.TakerFeeBitget != 0 {
		def.TakerFeeBitget = cfg.TakerFeeBitget
	}
	if cfg.TakerFeeHyperLiquid != 0 {
		def.TakerFeeHyperLiquid = cfg.TakerFeeHyperLiquid
	}
	if cfg.TakeProfitPct != 0 {
		def.TakeProfitPct = cfg.TakeProfitPct
	}
	if cfg.PositionTimeoutSec != 0 {
		def.PositionTimeoutSec = cfg.PositionTimeoutSec
	}
	if cfg.LegDelayMs != 0 {
		def.LegDelayMs = cfg.LegDelayMs
	}
	if cfg.ReversalTolerancePct != 0 {
		def.ReversalTolerancePct = cfg.ReversalTolerancePct
	}
	if cfg.ScaleStepPct != 0 {
		def.ScaleStepPct = cfg.ScaleStepPct
	}
	if cfg.ScaleCooldownSec != 0 {
		def.ScaleCooldownSec = cfg.ScaleCooldownSec
	}
	if len(cfg.ExcludedCoins) > 0 {
		def.ExcludedCoins = cfg.ExcludedCoins
	}

	if cfg.MomentumThresholdPct != 0 {
		def.MomentumThresholdPct = cfg.MomentumThresholdPct
	}

	// Trend detection JSON overrides
	if cfg.TrendBaselineWindow != 0 {
		def.TrendBaselineWindow = cfg.TrendBaselineWindow
	}
	if cfg.TrendAnomalyMul != 0 {
		def.TrendAnomalyMul = cfg.TrendAnomalyMul
	}
	if cfg.TrendConfirmTicks != 0 {
		def.TrendConfirmTicks = cfg.TrendConfirmTicks
	}
	if cfg.TrendAlertCooldown != 0 {
		def.TrendAlertCooldown = cfg.TrendAlertCooldown
	}

	// Boolean fields: zero default is false, so use OR logic
	// When JSON has true → true || false = true (override)
	// When JSON has false → false || false = false (keep default)
	def.TestMode = cfg.TestMode || def.TestMode
	def.TradeEnabled = cfg.TradeEnabled || def.TradeEnabled
	def.MomentumEnabled = cfg.MomentumEnabled || def.MomentumEnabled
	def.TrendEnabled = cfg.TrendEnabled || def.TrendEnabled

	return def
}