solana-funding-arb-cn

# Solana Funding Rate Arbitrage (v2.0)

Automated funding rate arbitrage bot for Solana perpetual DEXes.

## 🔥 What's New in v2.0

- **Auto-Trading**: Fully automated position management
- **Multi-DEX Support**: Drift Protocol + Flash Trade
- **Position Manager**: Track PnL and funding collected
- **Risk Management**: Stop-loss, max DD, auto-rebalancing
- **Cron Integration**: Scheduled rate checks

## Supported DEXes

| DEX | Markets | Trading | Data Source |
|-----|---------|---------|-------------|
| Drift Protocol | 64 | ✅ Full | Direct API |
| Flash Trade | 19 | 🔶 DRY_RUN | CoinGecko |

## Strategy Options

| Strategy | Leverage | Win Rate | APY | Max Drawdown |
|----------|----------|----------|-----|--------------|
| Ultra Safe | 1x | 96% | 126% | 2% |
| Conservative | 1.5x | 89% | 203% | 4% |
| Moderate | 2.5x | 85% | 411% | 9% |

## Quick Start

```bash
cd scripts && npm install

# 1. Scan funding rates (no trading)
npm run trade:scan

# 2. Check position status
npm run trade:status

# 3. Run in DRY_RUN mode (simulated)
npm run trade:dry

# 4. Run live trading (requires wallet)
npm run trade

# Other commands
npm run scan        # Basic rate scanner
npm run dashboard   # Web dashboard (:3456)
npm run monte-carlo # Risk simulations
```

## Configuration

**Config file:** `~/.secrets/funding-arb-config.json`

```json
{
  "strategy": "ultra_safe",
  "max_position_pct": 50,
  "min_spread": 0.5,
  "max_dd_pct": 2,
  "auto_execute": true,
  "dry_run": true,
  "leverage": 1,
  "check_interval_hours": 4,
  "min_apy_threshold": 100,
  "max_position_usd": 100,
  "notification": {
    "telegram": true,
    "on_open": true,
    "on_close": true,
    "on_funding": true
  },
  "risk": {
    "max_positions": 2,
    "stop_loss_pct": 2,
    "take_profit_pct": null,
    "auto_rebalance": true,
    "rebalance_threshold": 0.3
  }
}
```

## Environment Variables

Create `.env` in scripts directory or `~/.secrets/.env`:

```env
# Required for live trading
SOLANA_PRIVATE_KEY=[...