perp-cli 0.7.21 → 0.7.23
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@@ -371,13 +371,16 @@ export class FundingArbStrategy {
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}
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opportunities.sort((a, b) => b.spread - a.spread);
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if (opportunities.length > 0) {
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// Only log opportunities when there's room for new positions
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if (arbPositions < params.max_positions) {
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const top = opportunities.slice(0, 3);
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for (const opp of top) {
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if (opp.mode === "spot-perp") {
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ctx.log(` [ARB] ${opp.symbol}: ${opp.spread.toFixed(1)}% spread [spot-perp] (short ${opp.shortExchange} ${(opp.shortRate * 100).toFixed(4)}%)`);
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}
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else {
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ctx.log(` [ARB] ${opp.symbol}: ${opp.spread.toFixed(1)}% spread (long ${opp.longExchange} ${(opp.longRate * 100).toFixed(4)}% / short ${opp.shortExchange} ${(opp.shortRate * 100).toFixed(4)}%)`);
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}
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}
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}
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// Auto-execute: try each opportunity until one succeeds
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