238 lines
8.4 KiB
Go
238 lines
8.4 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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)
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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 spread % to trigger alert
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ScanIntervalMs int // how often scanner runs (milliseconds)
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// Surge detection
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SurgeEnabled bool
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SurgeWindowSize int // rolling window samples (default: 600 = ~30s)
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SurgeBaselineMultiplier float64 // baseline * N = threshold (default: 3.0)
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SurgeMinAbsSpreadPct float64 // minimum absolute spread % (default: 0.05)
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SurgeCooldownSec int // cooldown seconds per coin (default: 60)
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// Momentum scanning mode
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MomentumEnabled bool
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MomentumThresholdPct float64
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// Trend detection mode
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TrendEnabled bool
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TrendBaselineWindow int // ticks for EMA volatility baseline (default: 600 = 30s)
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TrendAnomalyMul float64 // z-score multiplier for alert threshold (default: 3.0)
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TrendConfirmTicks int // ticks needed for state confirmation (default: 3)
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TrendAlertCooldown int64 // ms cooldown between alerts for same coin (default: 60000)
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// Binance momentum detection (1-minute Binance-only price change)
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BinanceMomentumEnabled bool
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BinanceMomentumThresholdPct float64 // default: 10.0
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BinanceMomentumCooldownSec int // default: 300 (5 min)
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BinanceMomentumWindowSec int // default: 60
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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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ArbThreshold float64 `json:"arb_threshold"`
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ScanIntervalMs int `json:"scan_interval_ms"`
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AlertCooldownSec int `json:"alert_cooldown_sec"`
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// Surge detection
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SurgeEnabled bool `json:"surge_enabled"`
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SurgeWindowSize int `json:"surge_window_size"`
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SurgeBaselineMultiplier float64 `json:"surge_baseline_multiplier"`
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SurgeMinAbsSpreadPct float64 `json:"surge_min_abs_spread_pct"`
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SurgeCooldownSec int `json:"surge_cooldown_sec"`
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// Momentum scanning
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MomentumEnabled bool `json:"momentum_enabled"`
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MomentumThresholdPct float64 `json:"momentum_threshold_pct"`
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// Trend detection
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TrendEnabled bool `json:"trend_enabled"`
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TrendBaselineWindow int `json:"trend_baseline_window"`
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TrendAnomalyMul float64 `json:"trend_anomaly_mul"`
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TrendConfirmTicks int `json:"trend_confirm_ticks"`
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TrendAlertCooldown int64 `json:"trend_alert_cooldown_ms"`
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// Binance momentum detection
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BinanceMomentumEnabled bool `json:"binance_momentum_enabled"`
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BinanceMomentumThresholdPct float64 `json:"binance_momentum_threshold_pct"`
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BinanceMomentumCooldownSec int `json:"binance_momentum_cooldown_sec"`
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BinanceMomentumWindowSec int `json:"binance_momentum_window_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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// Surge detection
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SurgeEnabled: getBool("SURGE_ENABLED", jsonCfg.SurgeEnabled),
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SurgeWindowSize: int(getFloat("SURGE_WINDOW_SIZE", float64(jsonCfg.SurgeWindowSize))),
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SurgeBaselineMultiplier: getFloat("SURGE_BASELINE_MULTIPLIER", jsonCfg.SurgeBaselineMultiplier),
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SurgeMinAbsSpreadPct: getFloat("SURGE_MIN_ABS_SPREAD_PCT", jsonCfg.SurgeMinAbsSpreadPct),
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SurgeCooldownSec: int(getFloat("SURGE_COOLDOWN_SEC", float64(jsonCfg.SurgeCooldownSec))),
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// Momentum scanning
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MomentumEnabled: getBool("MOMENTUM_ENABLED", jsonCfg.MomentumEnabled),
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MomentumThresholdPct: getFloat("MOMENTUM_THRESHOLD_PCT", jsonCfg.MomentumThresholdPct),
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// Trend detection
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TrendEnabled: getBool("TREND_ENABLED", jsonCfg.TrendEnabled),
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TrendBaselineWindow: int(getFloat("TREND_BASELINE_WINDOW", float64(jsonCfg.TrendBaselineWindow))),
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TrendAnomalyMul: getFloat("TREND_ANOMALY_MUL", jsonCfg.TrendAnomalyMul),
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TrendConfirmTicks: int(getFloat("TREND_CONFIRM_TICKS", float64(jsonCfg.TrendConfirmTicks))),
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TrendAlertCooldown: int64(getFloat("TREND_ALERT_COOLDOWN_MS", float64(jsonCfg.TrendAlertCooldown))),
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// Binance momentum detection
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BinanceMomentumEnabled: getBool("BINANCE_MOMENTUM_ENABLED", jsonCfg.BinanceMomentumEnabled),
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BinanceMomentumThresholdPct: getFloat("BINANCE_MOMENTUM_THRESHOLD_PCT", jsonCfg.BinanceMomentumThresholdPct),
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BinanceMomentumCooldownSec: int(getFloat("BINANCE_MOMENTUM_COOLDOWN_SEC", float64(jsonCfg.BinanceMomentumCooldownSec))),
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BinanceMomentumWindowSec: int(getFloat("BINANCE_MOMENTUM_WINDOW_SEC", float64(jsonCfg.BinanceMomentumWindowSec))),
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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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AlertCooldownSec: 300,
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// Surge detection
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SurgeEnabled: true,
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SurgeWindowSize: 600, // ~30s at 50ms tick
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SurgeBaselineMultiplier: 3.0, // baseline * N = threshold
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SurgeMinAbsSpreadPct: 0.05, // minimum absolute spread %
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SurgeCooldownSec: 60, // seconds between alerts for same coin
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// Momentum scanning
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MomentumThresholdPct: 0.25, // 0.25% change flags momentum
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// Trend detection
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TrendBaselineWindow: 600, // ~30s at 50ms tick
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TrendAnomalyMul: 3.0, // 3 sigma z-score threshold
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TrendConfirmTicks: 3, // 3 consecutive ticks for confirmation
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TrendAlertCooldown: 60000, // 1 min cooldown
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// Binance momentum detection
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BinanceMomentumEnabled: true,
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BinanceMomentumThresholdPct: 10.0,
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BinanceMomentumCooldownSec: 300, // 5 minutes between alerts per coin
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BinanceMomentumWindowSec: 60, // 1-minute lookback
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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.AlertCooldownSec != 0 {
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def.AlertCooldownSec = cfg.AlertCooldownSec
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}
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// Surge detection JSON overrides
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if cfg.SurgeWindowSize != 0 {
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def.SurgeWindowSize = cfg.SurgeWindowSize
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}
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if cfg.SurgeBaselineMultiplier != 0 {
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def.SurgeBaselineMultiplier = cfg.SurgeBaselineMultiplier
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}
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if cfg.SurgeMinAbsSpreadPct != 0 {
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def.SurgeMinAbsSpreadPct = cfg.SurgeMinAbsSpreadPct
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}
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if cfg.SurgeCooldownSec != 0 {
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def.SurgeCooldownSec = cfg.SurgeCooldownSec
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}
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if cfg.MomentumThresholdPct != 0 {
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def.MomentumThresholdPct = cfg.MomentumThresholdPct
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}
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// Trend detection JSON overrides
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if cfg.TrendBaselineWindow != 0 {
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def.TrendBaselineWindow = cfg.TrendBaselineWindow
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}
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if cfg.TrendAnomalyMul != 0 {
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def.TrendAnomalyMul = cfg.TrendAnomalyMul
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}
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if cfg.TrendConfirmTicks != 0 {
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def.TrendConfirmTicks = cfg.TrendConfirmTicks
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}
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if cfg.TrendAlertCooldown != 0 {
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def.TrendAlertCooldown = cfg.TrendAlertCooldown
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}
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// Binance momentum JSON overrides
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if cfg.BinanceMomentumThresholdPct != 0 {
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def.BinanceMomentumThresholdPct = cfg.BinanceMomentumThresholdPct
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}
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if cfg.BinanceMomentumCooldownSec != 0 {
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def.BinanceMomentumCooldownSec = cfg.BinanceMomentumCooldownSec
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}
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if cfg.BinanceMomentumWindowSec != 0 {
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def.BinanceMomentumWindowSec = cfg.BinanceMomentumWindowSec
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}
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// Boolean fields: zero default is false, so use OR logic
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def.MomentumEnabled = cfg.MomentumEnabled || def.MomentumEnabled
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def.TrendEnabled = cfg.TrendEnabled || def.TrendEnabled
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def.SurgeEnabled = cfg.SurgeEnabled || def.SurgeEnabled
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def.BinanceMomentumEnabled = cfg.BinanceMomentumEnabled || def.BinanceMomentumEnabled
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return def
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}
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