Initial commit: Arb Pulse monolith with CI and optional Fly deploy.

Real-time BTC cross-exchange arbitrage detection (Kraken, Bybit, OKX, Binance)
with React dashboard, GitHub Actions CI, and documented Fly.io deploy workflow.

Co-authored-by: Cursor <cursoragent@cursor.com>

src/infrastructure/exchanges/binance.ts

@@ -0,0 +1,102 @@
+import type { ExchangeId } from "../../domain/entities/index.js";
+import { ExchangeConnector } from "./base.js";
+
+interface BinanceDepthPayload {
+  lastUpdateId?: number;
+  bids?: [string, string][];
+  asks?: [string, string][];
+}
+
+interface BinanceRestDepth {
+  lastUpdateId: number;
+  bids: [string, string][];
+  asks: [string, string][];
+}
+
+const REST_URL = "https://api.binance.com/api/v3/depth?symbol=BTCUSDT&limit=10";
+const REST_POLL_MS = 500;
+
+/**
+ * Binance spot partial depth stream — top 10 levels @ 100ms.
+ * Docs: https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams
+ * Combined stream URL (no subscribe message). REST polling fills gaps when WS is down.
+ */
+export class BinanceConnector extends ExchangeConnector {
+  readonly id: ExchangeId = "binance";
+  protected readonly url = "wss://stream.binance.com:9443/ws/btcusdt@depth10@100ms";
+
+  private restTimer: NodeJS.Timeout | null = null;
+  private wsLive = false;
+
+  protected override skipSubscribe(): boolean {
+    return true;
+  }
+
+  protected override subscribeMessage(): unknown {
+    return {};
+  }
+
+  override start(): void {
+    super.start();
+    if (!this.wsLive) this.startRestPoll();
+  }
+
+  override stop(): void {
+    this.stopRestPoll();
+    super.stop();
+  }
+
+  protected override onConnected(): void {
+    this.wsLive = true;
+    this.stopRestPoll();
+  }
+
+  protected override onDisconnected(): void {
+    this.wsLive = false;
+    if (!this.closed) this.startRestPoll();
+  }
+
+  protected override handleMessage(msg: unknown): void {
+    const m = msg as BinanceDepthPayload;
+    if (!m.bids?.length && !m.asks?.length) return;
+    this.applyDepth(m.bids ?? [], m.asks ?? []);
+    this.emit(null);
+  }
+
+  private applyDepth(bids: [string, string][], asks: [string, string][]): void {
+    this.book.reset();
+    for (const [price, size] of bids) {
+      this.book.bids.apply(Number(price), Number(size));
+    }
+    for (const [price, size] of asks) {
+      this.book.asks.apply(Number(price), Number(size));
+    }
+  }
+
+  private startRestPoll(): void {
+    if (this.restTimer || this.closed) return;
+    this.restTimer = setInterval(() => {
+      if (this.wsLive || this.closed) return;
+      void this.pollRest();
+    }, REST_POLL_MS);
+    void this.pollRest();
+  }
+
+  private stopRestPoll(): void {
+    if (!this.restTimer) return;
+    clearInterval(this.restTimer);
+    this.restTimer = null;
+  }
+
+  private async pollRest(): Promise<void> {
+    try {
+      const res = await fetch(REST_URL, { signal: AbortSignal.timeout(4000) });
+      if (!res.ok) return;
+      const data = (await res.json()) as BinanceRestDepth;
+      this.applyDepth(data.bids ?? [], data.asks ?? []);
+      this.emit(null);
+    } catch {
+      /* network blip — next poll retries */
+    }
+  }
+}