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>
This commit is contained in:
co-authored by
Cursor
parent
908aefb2d8
commit
2e8744ccf0
@@ -0,0 +1,53 @@
|
||||
import { config } from "../config/config.js";
|
||||
import {
|
||||
EXCHANGE_IDS,
|
||||
type BestQuote,
|
||||
type ExchangeId,
|
||||
type FeedStatus,
|
||||
type OrderBook,
|
||||
} from "../../domain/entities/index.js";
|
||||
import type { IQuoteBook } from "../../domain/ports/ports.js";
|
||||
|
||||
export class OrderBookManager implements IQuoteBook {
|
||||
private books = new Map<ExchangeId, OrderBook>();
|
||||
|
||||
update(book: OrderBook): void {
|
||||
this.books.set(book.exchange, book);
|
||||
}
|
||||
|
||||
getBook(exchange: ExchangeId): OrderBook | undefined {
|
||||
return this.books.get(exchange);
|
||||
}
|
||||
|
||||
isFresh(exchange: ExchangeId, now: number): boolean {
|
||||
const book = this.books.get(exchange);
|
||||
if (!book) return false;
|
||||
return now - book.recvTs <= config.staleMs;
|
||||
}
|
||||
|
||||
private statusFor(book: OrderBook | undefined, now: number): FeedStatus {
|
||||
if (!book) return "connecting";
|
||||
const age = now - book.recvTs;
|
||||
if (age > config.staleMs * 3) return "down";
|
||||
if (age > config.staleMs) return "stale";
|
||||
return "live";
|
||||
}
|
||||
|
||||
bestQuotes(now: number): BestQuote[] {
|
||||
return EXCHANGE_IDS.map((exchange) => {
|
||||
const book = this.books.get(exchange);
|
||||
const topBid = book?.bids[0];
|
||||
const topAsk = book?.asks[0];
|
||||
return {
|
||||
exchange,
|
||||
bid: topBid?.price ?? null,
|
||||
bidQty: topBid?.qty ?? null,
|
||||
ask: topAsk?.price ?? null,
|
||||
askQty: topAsk?.qty ?? null,
|
||||
recvTs: book?.recvTs ?? null,
|
||||
status: this.statusFor(book, now),
|
||||
ageMs: book ? now - book.recvTs : null,
|
||||
};
|
||||
});
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user