Mauricio Barragan
2e8744ccf0
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>
131 lines
2.7 KiB
TypeScript
131 lines
2.7 KiB
TypeScript
// Mirror of the backend StateSnapshot contract (see src/domain/entities/index.ts).
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export type ExchangeId = "kraken" | "bybit" | "okx" | "binance";
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export type FeedStatus = "connecting" | "live" | "stale" | "down";
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export type CircuitState = "running" | "paused" | "tripped";
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export type OpportunityStatus =
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| "executed"
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| "executed_partial"
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| "rejected_fees"
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| "rejected_liquidity"
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| "rejected_risk"
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| "rejected_flicker"
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| "rejected_stale"
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| "pending_confirm";
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export interface BestQuote {
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exchange: ExchangeId;
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bid: number | null;
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bidQty: number | null;
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ask: number | null;
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askQty: number | null;
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recvTs: number | null;
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status: FeedStatus;
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ageMs: number | null;
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}
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export interface Opportunity {
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id: string;
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ts: number;
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buyExchange: ExchangeId;
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sellExchange: ExchangeId;
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topBuyAsk: number;
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topSellBid: number;
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volumeBtc: number;
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buyVwap: number;
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sellVwap: number;
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grossSpread: number;
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grossSpreadPct: number;
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feeBuy: number;
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feeSell: number;
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netProfit: number;
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netProfitPct: number;
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status: OpportunityStatus;
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reason: string;
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demo: boolean;
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}
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export interface Trade {
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id: string;
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ts: number;
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buyExchange: ExchangeId;
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sellExchange: ExchangeId;
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volumeBtc: number;
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requestedBtc: number;
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buyVwap: number;
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sellVwap: number;
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execBuyVwap: number;
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execSellVwap: number;
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feeBuy: number;
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feeSell: number;
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netProfit: number;
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netProfitPct: number;
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partial: boolean;
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demo: boolean;
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}
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export interface Wallet {
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exchange: ExchangeId;
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usdt: number;
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btc: number;
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}
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export interface RebalanceEvent {
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id: string;
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ts: number;
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fromExchange: ExchangeId;
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toExchange: ExchangeId;
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asset: "BTC" | "USDT";
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amount: number;
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withdrawalFee: number;
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reason: string;
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}
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export interface EngineStats {
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uptimeMs: number;
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ticksProcessed: number;
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opportunitiesDetected: number;
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tradesExecuted: number;
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tradesRejected: number;
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realizedPnl: number;
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consecutiveLosses: number;
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circuit: CircuitState;
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demoMode: boolean;
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avgTickMs: number;
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}
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export interface PnlPoint {
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ts: number;
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pnl: number;
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}
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export interface PublicConfig {
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minNetProfitPct: number;
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maxTradeBtc: number;
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staleMs: number;
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flickerConfirmMs: number;
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latencyMs: number;
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activeExchanges: Record<ExchangeId, boolean>;
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defaults: {
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minNetProfitPct: number;
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maxTradeBtc: number;
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flickerConfirmMs: number;
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activeExchanges: Record<ExchangeId, boolean>;
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};
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takerFees: Record<ExchangeId, number>;
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withdrawalFeesBtc: Record<ExchangeId, number>;
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}
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export interface StateSnapshot {
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ts: number;
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quotes: BestQuote[];
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wallets: Wallet[];
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stats: EngineStats;
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recentOpportunities: Opportunity[];
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recentTrades: Trade[];
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rebalances: RebalanceEvent[];
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pnlSeries: PnlPoint[];
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config: PublicConfig;
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}
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