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>
2026-06-08 21:04:53 -06:00
parent 908aefb2d8
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+// Mirror of the backend StateSnapshot contract (see src/domain/entities/index.ts).
+
+export type ExchangeId = "kraken" | "bybit" | "okx" | "binance";
+export type FeedStatus = "connecting" | "live" | "stale" | "down";
+export type CircuitState = "running" | "paused" | "tripped";
+
+export type OpportunityStatus =
+  | "executed"
+  | "executed_partial"
+  | "rejected_fees"
+  | "rejected_liquidity"
+  | "rejected_risk"
+  | "rejected_flicker"
+  | "rejected_stale"
+  | "pending_confirm";
+
+export interface BestQuote {
+  exchange: ExchangeId;
+  bid: number | null;
+  bidQty: number | null;
+  ask: number | null;
+  askQty: number | null;
+  recvTs: number | null;
+  status: FeedStatus;
+  ageMs: number | null;
+}
+
+export interface Opportunity {
+  id: string;
+  ts: number;
+  buyExchange: ExchangeId;
+  sellExchange: ExchangeId;
+  topBuyAsk: number;
+  topSellBid: number;
+  volumeBtc: number;
+  buyVwap: number;
+  sellVwap: number;
+  grossSpread: number;
+  grossSpreadPct: number;
+  feeBuy: number;
+  feeSell: number;
+  netProfit: number;
+  netProfitPct: number;
+  status: OpportunityStatus;
+  reason: string;
+  demo: boolean;
+}
+
+export interface Trade {
+  id: string;
+  ts: number;
+  buyExchange: ExchangeId;
+  sellExchange: ExchangeId;
+  volumeBtc: number;
+  requestedBtc: number;
+  buyVwap: number;
+  sellVwap: number;
+  execBuyVwap: number;
+  execSellVwap: number;
+  feeBuy: number;
+  feeSell: number;
+  netProfit: number;
+  netProfitPct: number;
+  partial: boolean;
+  demo: boolean;
+}
+
+export interface Wallet {
+  exchange: ExchangeId;
+  usdt: number;
+  btc: number;
+}
+
+export interface RebalanceEvent {
+  id: string;
+  ts: number;
+  fromExchange: ExchangeId;
+  toExchange: ExchangeId;
+  asset: "BTC" | "USDT";
+  amount: number;
+  withdrawalFee: number;
+  reason: string;
+}
+
+export interface EngineStats {
+  uptimeMs: number;
+  ticksProcessed: number;
+  opportunitiesDetected: number;
+  tradesExecuted: number;
+  tradesRejected: number;
+  realizedPnl: number;
+  consecutiveLosses: number;
+  circuit: CircuitState;
+  demoMode: boolean;
+  avgTickMs: number;
+}
+
+export interface PnlPoint {
+  ts: number;
+  pnl: number;
+}
+
+export interface PublicConfig {
+  minNetProfitPct: number;
+  maxTradeBtc: number;
+  staleMs: number;
+  flickerConfirmMs: number;
+  latencyMs: number;
+  activeExchanges: Record<ExchangeId, boolean>;
+  defaults: {
+    minNetProfitPct: number;
+    maxTradeBtc: number;
+    flickerConfirmMs: number;
+    activeExchanges: Record<ExchangeId, boolean>;
+  };
+  takerFees: Record<ExchangeId, number>;
+  withdrawalFeesBtc: Record<ExchangeId, number>;
+}
+
+export interface StateSnapshot {
+  ts: number;
+  quotes: BestQuote[];
+  wallets: Wallet[];
+  stats: EngineStats;
+  recentOpportunities: Opportunity[];
+  recentTrades: Trade[];
+  rebalances: RebalanceEvent[];
+  pnlSeries: PnlPoint[];
+  config: PublicConfig;
+}