jackyu66git
beb3611778
P3-1: Scan optimization — only BG↔HL (50+ pair combos → 2)
P3-2: Real-time spread chart — spreadHistory ring buffer +
/api/spread-history endpoint + Chart.js spread chart
P3-3: Live position PnL — positions SSE now includes
estimated current profit/loss + current spread
P3-4: Real-time trade events — trader.OnTradeEvent callback
fires SSE 'trade_open' / 'trade_close' immediately
P3-5: Connection status monitoring — tracks last update time
per exchange, broadcast via stats.connections + /api/connections
Frontend: spread chart card, PnL column in positions,
connection status dots in stats bar,
green/red border flash on trade events
119 lines
3.6 KiB
Go
119 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
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const (
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ExBinance = "Binance"
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ExHyperLiquid = "HyperLiquid"
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ExBitget = "Bitget"
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ExDydx = "dYdX"
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)
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// Fee rates (%) — taker fees per exchange
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var feeRates = map[string]float64{
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ExBinance: 0.040,
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ExHyperLiquid: 0.035,
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ExBitget: 0.040, // standard taker
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ExDydx: 0.050, // dYdX v4 standard taker
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}
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// Maker fee rates (%) — for limit orders
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var makerFees = map[string]float64{
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ExBinance: 0.020, // standard maker (USDT pairs)
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ExHyperLiquid: 0.015,
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ExBitget: 0.020, // standard maker
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ExDydx: 0.020,
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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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{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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}
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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 - (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(store *PriceStore) []*ArbOpportunity {
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snapshot := store.GetAll()
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var results []*ArbOpportunity
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for _, coin := range TrackedCoins {
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exMap := snapshot[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, makerFees[ExBitget], makerFees[ExHyperLiquid])
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// HL->BG: buy cheap at HyperLiquid, sell expensive at Bitget
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profitHL := netProfit(hlP, bgP, makerFees[ExHyperLiquid], makerFees[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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// ScanArbWithFees checks all coins — REDIRECTED to ScanBGHL for performance (P3-1).
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// Kept for backward compatibility; only BG↔HL is relevant for trading.
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func ScanArbWithFees(store *PriceStore, fees map[string]float64) []*ArbOpportunity {
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return ScanBGHL(store)
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}
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// ScanArb checks all coins using taker fees.
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func ScanArb(store *PriceStore) []*ArbOpportunity {
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return ScanArbWithFees(store, feeRates)
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}
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