exchange-monitor-go/config.go

package main

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

// 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 spread % to trigger alert
	ScanIntervalMs   int     // how often scanner runs (milliseconds)

	// Surge detection
	SurgeEnabled             bool
	SurgeWindowSize          int     // rolling window samples (default: 600 = ~30s)
	SurgeBaselineMultiplier  float64 // baseline * N = threshold (default: 3.0)
	SurgeMinAbsSpreadPct     float64 // minimum absolute spread % (default: 0.05)
	SurgeCooldownSec         int     // cooldown seconds per coin (default: 60)

	// 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)
}

// jsonConfig maps config.json fields (non-secret defaults checked into git).
type jsonConfig struct {
	ArbThreshold     float64 `json:"arb_threshold"`
	ScanIntervalMs   int     `json:"scan_interval_ms"`
	AlertCooldownSec int     `json:"alert_cooldown_sec"`

	// Surge detection
	SurgeEnabled             bool    `json:"surge_enabled"`
	SurgeWindowSize          int     `json:"surge_window_size"`
	SurgeBaselineMultiplier  float64 `json:"surge_baseline_multiplier"`
	SurgeMinAbsSpreadPct     float64 `json:"surge_min_abs_spread_pct"`
	SurgeCooldownSec         int     `json:"surge_cooldown_sec"`

	// 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"`
}

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))),

		// Surge detection
		SurgeEnabled:            getBool("SURGE_ENABLED", jsonCfg.SurgeEnabled),
		SurgeWindowSize:         int(getFloat("SURGE_WINDOW_SIZE", float64(jsonCfg.SurgeWindowSize))),
		SurgeBaselineMultiplier: getFloat("SURGE_BASELINE_MULTIPLIER", jsonCfg.SurgeBaselineMultiplier),
		SurgeMinAbsSpreadPct:    getFloat("SURGE_MIN_ABS_SPREAD_PCT", jsonCfg.SurgeMinAbsSpreadPct),
		SurgeCooldownSec:        int(getFloat("SURGE_COOLDOWN_SEC", float64(jsonCfg.SurgeCooldownSec))),

		// 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))),
	}
}

func loadJSONConfig() jsonConfig {
	def := jsonConfig{
		ArbThreshold:     0.03,
		ScanIntervalMs:   500,
		AlertCooldownSec: 300,

		// Surge detection
		SurgeEnabled:            true,
		SurgeWindowSize:         600,  // ~30s at 50ms tick
		SurgeBaselineMultiplier: 3.0,  // baseline * N = threshold
		SurgeMinAbsSpreadPct:   0.05, // minimum absolute spread %
		SurgeCooldownSec:       60,   // seconds between alerts for same coin

		// 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.AlertCooldownSec != 0 {
		def.AlertCooldownSec = cfg.AlertCooldownSec
	}

	// Surge detection JSON overrides
	if cfg.SurgeWindowSize != 0 {
		def.SurgeWindowSize = cfg.SurgeWindowSize
	}
	if cfg.SurgeBaselineMultiplier != 0 {
		def.SurgeBaselineMultiplier = cfg.SurgeBaselineMultiplier
	}
	if cfg.SurgeMinAbsSpreadPct != 0 {
		def.SurgeMinAbsSpreadPct = cfg.SurgeMinAbsSpreadPct
	}
	if cfg.SurgeCooldownSec != 0 {
		def.SurgeCooldownSec = cfg.SurgeCooldownSec
	}

	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
	def.MomentumEnabled = cfg.MomentumEnabled || def.MomentumEnabled
	def.TrendEnabled = cfg.TrendEnabled || def.TrendEnabled
	def.SurgeEnabled = cfg.SurgeEnabled || def.SurgeEnabled

	return def
}