套利机器人托管：R9-9950X 3D物理服务器毫秒级套利机会捕捉

市场数据获取 → 价差计算 → 机会验证 → 订单签名 → 交易提交 → 链上确认

# 安装Docker和Docker Compose
curl -fsSL https://get.docker.com -o get-docker.sh
sudo sh get-docker.sh
sudo curl -L "https://github.com/docker/compose/releases/latest/download/docker-compose-$(uname -s)-$(uname -m)" -o /usr/local/bin/docker-compose
sudo chmod +x /usr/local/bin/docker-compose

# 安装Python/Node.js (套利常用)
sudo apt install -y python3-pip python3-dev nodejs npm
pip3 install numpy pandas ccxt websocket-client asyncio
npm install -g ccxt ws

// 简化的套利机器人示例 - 事件驱动架构
const ccxt = require('ccxt');
const WebSocket = require('ws');

// 多交易所连接池 - 利用32核并行处理
const exchanges = {
  binance: new ccxt.binance({ enableRateLimit: false }),
  okx: new ccxt.okx({ enableRateLimit: false }),
  bybit: new ccxt.bybit({ enableRateLimit: false })
};

// WebSocket订阅订单簿
async function subscribeOrderbook(exchange, symbol) {
  const wsUrl = EXCHANGE_WS_URLS[exchange];
  const ws = new WebSocket(wsUrl);
  
  ws.on('message', async (data) => {
    const orderbook = JSON.parse(data);
    await checkArbitrageOpportunity(exchange, orderbook);
  });
  
  return ws;
}

// 价差计算引擎 - 利用5.7GHz单核性能
async function checkArbitrageOpportunity(sourceEx, sourceBook) {
  const symbol = 'BTC/USDT';
  const opportunities = [];
  
  // 并行查询其他交易所 - 32核优势
  const tasks = Object.keys(exchanges).map(async (targetEx) => {
    if (targetEx === sourceEx) return;
    
    const targetBook = await exchanges[targetEx].fetchOrderBook(symbol, 5);
    const spread = calculateSpread(sourceBook, targetBook);
    
    if (spread > MIN_PROFIT_THRESHOLD) {
      opportunities.push({ sourceEx, targetEx, spread });
    }
  });
  
  await Promise.all(tasks);
  
  // 执行最优套利机会
  if (opportunities.length > 0) {
    opportunities.sort((a, b) => b.spread - a.spread);
    await executeArbitrage(opportunities[0]);
  }
}

// 价差计算（带手续费扣除）
function calculateSpread(bookA, bookB) {
  const bidA = bookA.bids.length > 0 ? bookA.bids[0][0] : 0;
  const askB = bookB.asks.length > 0 ? bookB.asks[0][0] : 0;
  
  if (!bidA || !askB) return 0;
  
  const spread = (bidA - askB) / askB * 100;
  return spread - FEE_RATE * 2; // 扣除双边手续费
}

// 并行启动所有订阅
async function startArbitrageBot() {
  const symbols = ['BTC/USDT', 'ETH/USDT', 'SOL/USDT'];
  const promises = [];
  
  for (const symbol of symbols) {
    for (const exchange of Object.keys(exchanges)) {
      promises.push(subscribeOrderbook(exchange, symbol));
    }
  }
  
  await Promise.all(promises);
  console.log(`套利机器人启动，监控 ${symbols.length * Object.keys(exchanges).length} 个市场`);
}

startArbitrageBot();

# 网络优化（降低延迟）
sudo tee /etc/sysctl.d/100-lowlatency.conf << EOF
# 减少TCP延迟
net.ipv4.tcp_low_latency = 1
net.ipv4.tcp_sack = 0
net.ipv4.tcp_dsack = 0

# 增加缓冲区
net.core.rmem_max = 67108864
net.core.wmem_max = 67108864
net.ipv4.tcp_rmem = 4096 87380 33554432
net.ipv4.tcp_wmem = 4096 65536 33554432

# 减少连接超时
net.ipv4.tcp_fin_timeout = 10
net.ipv4.tcp_tw_reuse = 1
EOF

sudo sysctl --system

# CPU性能模式
sudo apt install -y linux-tools-common linux-tools-$(uname -r)
sudo cpupower frequency-set -g performance

# 仅开放必要端口
ufw default deny incoming
ufw default allow outgoing
ufw allow 22/tcp  # SSH
ufw allow from 你的本地IP to any port 22  # 限制SSH来源
ufw enable