FIX: [xfundingv2] exclude fee from cost PnL mode and cronjob-like notificsation

pkg/migrations/mysql/xfundingv2_20260722093545_add_fee_cost.go

@@ -0,0 +1,21 @@
+package mysql
+
+import (
+	"github.com/c9s/rockhopper/v2"
+)
+
+// This migration was compiled from pkg/strategy/xfundingv2/migrations/mysql/20260722093545_add_fee_cost.sql.
+// The SQL statements are registered as data so they can be previewed in the
+// console while the migration runs, exactly like a raw .sql migration.
+func init() {
+	AddStatementMigration("xfundingv2", 20260722093545, "pkg/strategy/xfundingv2/migrations/mysql/20260722093545_add_fee_cost.sql", true,
+		[]rockhopper.Statement{
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_closed_rounds`\n    ADD COLUMN `fee_symbol`   VARCHAR(32)    NOT NULL DEFAULT '' AFTER `funding_income`,\n    ADD COLUMN `fee_avg_cost` DECIMAL(20, 8) NOT NULL DEFAULT 0  AFTER `fee_symbol`;"},
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_round_snapshots`\n    ADD COLUMN `fee_symbol`   VARCHAR(32)    NOT NULL DEFAULT '' AFTER `funding_income`,\n    ADD COLUMN `fee_avg_cost` DECIMAL(20, 8) NOT NULL DEFAULT 0  AFTER `fee_symbol`;"},
+		},
+		[]rockhopper.Statement{
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_round_snapshots`\n    DROP COLUMN `fee_avg_cost`,\n    DROP COLUMN `fee_symbol`;"},
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_closed_rounds`\n    DROP COLUMN `fee_avg_cost`,\n    DROP COLUMN `fee_symbol`;"},
+		},
+	)
+}

pkg/migrations/sqlite3/xfundingv2_20260722093545_add_fee_cost.go

@@ -0,0 +1,25 @@
+package sqlite3
+
+import (
+	"github.com/c9s/rockhopper/v2"
+)
+
+// This migration was compiled from pkg/strategy/xfundingv2/migrations/sqlite3/20260722093545_add_fee_cost.sql.
+// The SQL statements are registered as data so they can be previewed in the
+// console while the migration runs, exactly like a raw .sql migration.
+func init() {
+	AddStatementMigration("xfundingv2", 20260722093545, "pkg/strategy/xfundingv2/migrations/sqlite3/20260722093545_add_fee_cost.sql", true,
+		[]rockhopper.Statement{
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_closed_rounds` ADD COLUMN `fee_symbol` TEXT NOT NULL DEFAULT '';"},
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_closed_rounds` ADD COLUMN `fee_avg_cost` REAL NOT NULL DEFAULT 0;"},
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_round_snapshots` ADD COLUMN `fee_symbol` TEXT NOT NULL DEFAULT '';"},
+			{Direction: rockhopper.DirectionUp, SQL: "ALTER TABLE `xfundingv2_round_snapshots` ADD COLUMN `fee_avg_cost` REAL NOT NULL DEFAULT 0;"},
+		},
+		[]rockhopper.Statement{
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_round_snapshots` DROP COLUMN `fee_avg_cost`;"},
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_round_snapshots` DROP COLUMN `fee_symbol`;"},
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_closed_rounds` DROP COLUMN `fee_avg_cost`;"},
+			{Direction: rockhopper.DirectionDown, SQL: "ALTER TABLE `xfundingv2_closed_rounds` DROP COLUMN `fee_symbol`;"},
+		},
+	)
+}

pkg/strategy/xfundingv2/migrations/mysql/20260722093545_add_fee_cost.sql

@@ -0,0 +1,26 @@
+-- @package xfundingv2
+-- +up
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds`
+    ADD COLUMN `fee_symbol`   VARCHAR(32)    NOT NULL DEFAULT '' AFTER `funding_income`,
+    ADD COLUMN `fee_avg_cost` DECIMAL(20, 8) NOT NULL DEFAULT 0  AFTER `fee_symbol`;
+-- +end
+
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots`
+    ADD COLUMN `fee_symbol`   VARCHAR(32)    NOT NULL DEFAULT '' AFTER `funding_income`,
+    ADD COLUMN `fee_avg_cost` DECIMAL(20, 8) NOT NULL DEFAULT 0  AFTER `fee_symbol`;
+-- +end
+
+-- +down
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots`
+    DROP COLUMN `fee_avg_cost`,
+    DROP COLUMN `fee_symbol`;
+-- +end
+
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds`
+    DROP COLUMN `fee_avg_cost`,
+    DROP COLUMN `fee_symbol`;
+-- +end

pkg/strategy/xfundingv2/migrations/sqlite3/20260722093545_add_fee_cost.sql

@@ -0,0 +1,28 @@
+-- @package xfundingv2
+-- +up
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds` ADD COLUMN `fee_symbol` TEXT NOT NULL DEFAULT '';
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds` ADD COLUMN `fee_avg_cost` REAL NOT NULL DEFAULT 0;
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots` ADD COLUMN `fee_symbol` TEXT NOT NULL DEFAULT '';
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots` ADD COLUMN `fee_avg_cost` REAL NOT NULL DEFAULT 0;
+-- +end
+
+-- +down
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots` DROP COLUMN `fee_avg_cost`;
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_round_snapshots` DROP COLUMN `fee_symbol`;
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds` DROP COLUMN `fee_avg_cost`;
+-- +end
+-- +begin
+ALTER TABLE `xfundingv2_closed_rounds` DROP COLUMN `fee_symbol`;
+-- +end

pkg/strategy/xfundingv2/round_pnl.go

@@ -56,14 +56,15 @@ func (r *ArbitrageRound) RealizedPnL() *RoundRealizedPnL {
 }
 
 func (r *ArbitrageRound) realizedPnL() *RoundRealizedPnL {
-
 	fundingIncome := r.totalFundingIncome()
 
 	spotMarket := r.spotWorker.Market()
 	futuresMarket := r.futuresWorker.Market()
 
 	spotPosition := types.NewPositionFromMarket(spotMarket)
+	spotPosition.UseExcludeFeeFromCostMode()
 	futuresPosition := types.NewPositionFromMarket(futuresMarket)
+	futuresPosition.UseExcludeFeeFromCostMode()
 	if r.spotExchangeFeeRates != nil {
 		spotPosition.ExchangeFeeRates = r.spotExchangeFeeRates
 	}
@@ -159,18 +160,15 @@ func (p *RoundUnrealizedPnL) TotalPnL() fixedpoint.Value {
 	return p.RoundRealizedPnL.TotalPnL().Add(p.UnrealizedSpotPnL).Add(p.UnrealizedFuturesPnL)
 }
 
-// legUnrealizedPnL marks one leg to market. Base is signed, so the PnL is simply
-// (price - averageCost) * base for both long and short. The close-side price is the
-// best bid for a long leg (sell to close) and the best ask for a short leg (buy to
-// close). Returns zero when the position is flat or the relevant book side is empty.
+// legUnrealizedPnL marks one leg to market.
+// If the position is long, it uses the best bid price; Otherwise, it uses the best ask price.
 func legUnrealizedPnL(book types.OrderBook, position *types.Position) (fixedpoint.Value, fixedpoint.Value) {
-	base := position.Base
-	if base.IsZero() {
+	if position.IsClosed() {
 		return fixedpoint.Zero, fixedpoint.Zero
 	}
 
 	var price fixedpoint.Value
-	if base.Sign() > 0 {
+	if position.IsLong() {
 		bid, ok := book.BestBid()
 		if !ok {
 			return fixedpoint.Zero, fixedpoint.Zero
@@ -184,5 +182,5 @@ func legUnrealizedPnL(book types.OrderBook, position *types.Position) (fixedpoin
 		price = ask.Price
 	}
 
-	return price, price.Sub(position.AverageCost).Mul(base)
+	return price, position.UnrealizedProfit(price)
 }