mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
093d2a329d
Gate.io Integration: - Add Gate trader with full Trader interface implementation - Add order_sync.go for background trade synchronization - Fix quantity display (convert contracts to actual tokens via quanto_multiplier) - Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort - Add Gate-specific CoinAnk K-line data source support - Add Gate to supported exchanges in frontend and backend - Add Gate/KuCoin logo SVG icons Trader Package Refactoring: - Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/) - Create types/ package for shared types to avoid circular dependencies - Move TraderTestSuite to trader/testutil package to avoid import cycles - Update market.GetWithExchange to support exchange-specific data
975 lines
31 KiB
Go
975 lines
31 KiB
Go
package lighter
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"io"
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"mime/multipart"
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"net/http"
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"nofx/logger"
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"strconv"
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"strings"
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"time"
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"github.com/elliottech/lighter-go/types"
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tradertypes "nofx/trader/types"
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)
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// OpenLong Open long position (implements Trader interface)
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func (t *LighterTraderV2) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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if t.txClient == nil {
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return nil, fmt.Errorf("TxClient not initialized, please set API Key first")
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}
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logger.Infof("📈 LIGHTER opening long: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
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// 1. First cancel all pending orders for this symbol (clean up old stop-loss and take-profit orders)
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ Failed to cancel old pending orders: %v", err)
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}
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// 2. Set leverage (if needed)
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ Failed to set leverage: %v", err)
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}
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// 3. Get market price
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marketPrice, err := t.GetMarketPrice(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get market price: %w", err)
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}
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// 4. Create market buy order (open long)
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orderResult, err := t.CreateOrder(symbol, false, quantity, 0, "market", false)
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if err != nil {
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return nil, fmt.Errorf("failed to open long: %w", err)
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}
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logger.Infof("✓ LIGHTER opened long successfully: %s @ %.2f", symbol, marketPrice)
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return map[string]interface{}{
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"orderId": orderResult["orderId"],
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"symbol": symbol,
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"side": "long",
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"status": "FILLED",
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"price": marketPrice,
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}, nil
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}
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// OpenShort Open short position (implements Trader interface)
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func (t *LighterTraderV2) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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if t.txClient == nil {
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return nil, fmt.Errorf("TxClient not initialized, please set API Key first")
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}
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logger.Infof("📉 LIGHTER opening short: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
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// 1. First cancel all pending orders for this symbol (clean up old stop-loss and take-profit orders)
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ Failed to cancel old pending orders: %v", err)
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}
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// 2. Set leverage
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Infof("⚠️ Failed to set leverage: %v", err)
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}
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// 3. Get market price
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marketPrice, err := t.GetMarketPrice(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get market price: %w", err)
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}
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// 4. Create market sell order (open short)
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orderResult, err := t.CreateOrder(symbol, true, quantity, 0, "market", false)
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if err != nil {
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return nil, fmt.Errorf("failed to open short: %w", err)
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}
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logger.Infof("✓ LIGHTER opened short successfully: %s @ %.2f", symbol, marketPrice)
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return map[string]interface{}{
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"orderId": orderResult["orderId"],
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"symbol": symbol,
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"side": "short",
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"status": "FILLED",
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"price": marketPrice,
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}, nil
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}
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// CloseLong Close long position (implements Trader interface)
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func (t *LighterTraderV2) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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if t.txClient == nil {
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return nil, fmt.Errorf("TxClient not initialized")
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}
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// If quantity=0, get current position quantity
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if quantity == 0 {
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pos, err := t.GetPosition(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get position: %w", err)
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}
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if pos == nil || pos.Size == 0 {
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return map[string]interface{}{
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"symbol": symbol,
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"status": "NO_POSITION",
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}, nil
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}
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quantity = pos.Size
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}
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logger.Infof("🔻 LIGHTER closing long: %s, qty=%.4f", symbol, quantity)
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// Cancel pending orders before closing
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ Failed to cancel orders: %v", err)
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}
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// Create market sell order to close (reduceOnly=true)
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orderResult, err := t.CreateOrder(symbol, true, quantity, 0, "market", true)
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if err != nil {
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return nil, fmt.Errorf("failed to close long: %w", err)
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}
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txHash, _ := orderResult["orderId"].(string)
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logger.Infof("✓ LIGHTER closed long successfully: %s (tx: %s)", symbol, txHash)
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return map[string]interface{}{
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"orderId": txHash,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// CloseShort Close short position (implements Trader interface)
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func (t *LighterTraderV2) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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if t.txClient == nil {
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return nil, fmt.Errorf("TxClient not initialized")
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}
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// If quantity=0, get current position quantity
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if quantity == 0 {
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pos, err := t.GetPosition(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get position: %w", err)
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}
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if pos == nil || pos.Size == 0 {
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return map[string]interface{}{
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"symbol": symbol,
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"status": "NO_POSITION",
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}, nil
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}
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quantity = pos.Size
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}
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logger.Infof("🔺 LIGHTER closing short: %s, qty=%.4f", symbol, quantity)
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// Cancel pending orders before closing
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if err := t.CancelAllOrders(symbol); err != nil {
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logger.Infof("⚠️ Failed to cancel orders: %v", err)
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}
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// Create market buy order to close (reduceOnly=true)
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orderResult, err := t.CreateOrder(symbol, false, quantity, 0, "market", true)
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if err != nil {
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return nil, fmt.Errorf("failed to close short: %w", err)
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}
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txHash, _ := orderResult["orderId"].(string)
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logger.Infof("✓ LIGHTER closed short successfully: %s (tx: %s)", symbol, txHash)
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return map[string]interface{}{
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"orderId": txHash,
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"symbol": symbol,
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"status": "FILLED",
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}, nil
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}
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// CreateOrder Create order (market or limit) - uses official SDK for signing
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func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float64, price float64, orderType string, reduceOnly bool) (map[string]interface{}, error) {
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if t.txClient == nil {
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return nil, fmt.Errorf("TxClient not initialized")
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}
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// Get market info (includes market_id and precision)
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marketInfo, err := t.getMarketInfo(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get market info: %w", err)
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}
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marketIndex := uint8(marketInfo.MarketID) // SDK expects uint8
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// Build order request
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// Use ClientOrderIndex=0 for market orders (same as web UI)
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clientOrderIndex := int64(0)
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var orderTypeValue uint8 = 0 // 0=limit, 1=market
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if orderType == "market" {
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orderTypeValue = 1
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}
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// Convert quantity to LIGHTER base_amount format using dynamic precision from API
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baseAmount := int64(quantity * float64(pow10(marketInfo.SizeDecimals)))
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logger.Infof("🔸 Using size precision: %d decimals, quantity=%.4f → baseAmount=%d",
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marketInfo.SizeDecimals, quantity, baseAmount)
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// Set price based on order type
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priceValue := uint32(0)
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if orderType == "limit" {
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priceValue = uint32(price * float64(pow10(marketInfo.PriceDecimals)))
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logger.Infof("🔸 LIMIT order - Price: %.2f (precision: %d decimals)", price, marketInfo.PriceDecimals)
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} else {
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// Market order - Price field is used as PRICE PROTECTION (slippage limit)
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// NOT as the execution price! Set it wider to allow order to fill.
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marketPrice, err := t.GetMarketPrice(symbol)
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if err != nil {
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return nil, fmt.Errorf("failed to get market price: %w", err)
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}
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// For BUY: set price protection ABOVE market (allow buying up to 105% of market price)
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// For SELL: set price protection BELOW market (allow selling down to 95% of market price)
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var protectedPrice float64
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if isAsk {
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// Selling: accept down to 95% of market price
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protectedPrice = marketPrice * 0.95
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logger.Infof("🔸 MARKET SELL order - Price protection: %.2f (95%% of market %.2f, precision: %d decimals)",
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protectedPrice, marketPrice, marketInfo.PriceDecimals)
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} else {
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// Buying: accept up to 105% of market price
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protectedPrice = marketPrice * 1.05
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logger.Infof("🔸 MARKET BUY order - Price protection: %.2f (105%% of market %.2f, precision: %d decimals)",
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protectedPrice, marketPrice, marketInfo.PriceDecimals)
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}
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priceValue = uint32(protectedPrice * float64(pow10(marketInfo.PriceDecimals)))
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}
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// TimeInForce and Expiry based on order type
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// Market orders MUST use TimeInForce=0 (ImmediateOrCancel)
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// Limit orders use TimeInForce=1 (GoodTillTime)
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var orderExpiry int64 = 0
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var timeInForce uint8 = 0 // Default: ImmediateOrCancel for market orders
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if orderType == "limit" {
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timeInForce = 1 // GoodTillTime for limit orders
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orderExpiry = time.Now().Add(7 * 24 * time.Hour).UnixMilli()
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}
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// Set reduceOnly flag
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var reduceOnlyValue uint8 = 0
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if reduceOnly {
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reduceOnlyValue = 1
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}
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txReq := &types.CreateOrderTxReq{
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MarketIndex: marketIndex,
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ClientOrderIndex: clientOrderIndex,
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BaseAmount: baseAmount,
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Price: priceValue,
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IsAsk: boolToUint8(isAsk),
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Type: orderTypeValue,
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TimeInForce: timeInForce,
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ReduceOnly: reduceOnlyValue,
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TriggerPrice: 0,
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OrderExpiry: orderExpiry,
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}
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// Sign transaction using SDK (nonce will be auto-fetched)
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// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
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nonce := int64(-1) // -1 means auto-fetch
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apiKeyIdx := t.apiKeyIndex
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tx, err := t.txClient.GetCreateOrderTransaction(txReq, &types.TransactOpts{
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FromAccountIndex: &t.accountIndex,
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ApiKeyIndex: &apiKeyIdx,
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Nonce: &nonce,
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})
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if err != nil {
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return nil, fmt.Errorf("failed to sign order: %w", err)
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}
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// Get tx_info from SDK (uses json.Marshal which produces base64 for []byte)
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txInfo, err := tx.GetTxInfo()
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if err != nil {
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return nil, fmt.Errorf("failed to get tx info: %w", err)
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}
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// Debug: Log the tx_info content
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logger.Debugf("tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
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// Submit order to LIGHTER API
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orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
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if err != nil {
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return nil, fmt.Errorf("failed to submit order: %w", err)
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}
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side := "buy"
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if isAsk {
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side = "sell"
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}
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logger.Infof("✓ LIGHTER order created: %s %s qty=%.4f", symbol, side, quantity)
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// For limit orders, poll for the actual order_index after submission
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// This is needed because CancelOrder requires the numeric order_index, not tx_hash
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if orderType == "limit" {
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txHash, _ := orderResp["tx_hash"].(string)
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if orderIndex, err := t.pollForOrderIndex(symbol, txHash); err == nil && orderIndex > 0 {
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orderResp["orderId"] = fmt.Sprintf("%d", orderIndex)
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orderResp["order_index"] = orderIndex
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}
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}
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return orderResp, nil
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}
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// SendTxResponse Send transaction response
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type SendTxResponse struct {
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Code int `json:"code"`
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Message string `json:"message"`
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TxHash string `json:"tx_hash"`
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PredictedExecutionTime int64 `json:"predicted_execution_time_ms"`
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Data map[string]interface{} `json:"data"`
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}
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// CreateOrderTxInfoAPI Order transaction info with CamelCase JSON tags (matching SDK) + hex signature
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type CreateOrderTxInfoAPI struct {
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AccountIndex int64 `json:"AccountIndex"`
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ApiKeyIndex uint8 `json:"ApiKeyIndex"`
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MarketIndex uint8 `json:"MarketIndex"`
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ClientOrderIndex int64 `json:"ClientOrderIndex"`
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BaseAmount int64 `json:"BaseAmount"`
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Price uint32 `json:"Price"`
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IsAsk uint8 `json:"IsAsk"`
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Type uint8 `json:"Type"`
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TimeInForce uint8 `json:"TimeInForce"`
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ReduceOnly uint8 `json:"ReduceOnly"`
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TriggerPrice uint32 `json:"TriggerPrice"`
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OrderExpiry int64 `json:"OrderExpiry"`
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ExpiredAt int64 `json:"ExpiredAt"`
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Nonce int64 `json:"Nonce"`
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Sig string `json:"Sig"` // Hex-encoded signature (string)
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}
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// submitOrder Submit signed order to LIGHTER API using multipart/form-data
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func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]interface{}, error) {
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// Build multipart form data (Lighter API requires form-data, not JSON)
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var body bytes.Buffer
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writer := multipart.NewWriter(&body)
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// Add tx_type field
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if err := writer.WriteField("tx_type", strconv.Itoa(txType)); err != nil {
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return nil, fmt.Errorf("failed to write tx_type: %w", err)
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}
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// Add tx_info field
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if err := writer.WriteField("tx_info", txInfo); err != nil {
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return nil, fmt.Errorf("failed to write tx_info: %w", err)
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}
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// Add price_protection field (false = use Price field as slippage protection)
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if err := writer.WriteField("price_protection", "false"); err != nil {
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return nil, fmt.Errorf("failed to write price_protection: %w", err)
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}
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// Close multipart writer
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if err := writer.Close(); err != nil {
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return nil, fmt.Errorf("failed to close multipart writer: %w", err)
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}
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// Send POST request to /api/v1/sendTx
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endpoint := fmt.Sprintf("%s/api/v1/sendTx", t.baseURL)
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httpReq, err := http.NewRequest("POST", endpoint, &body)
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if err != nil {
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return nil, err
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}
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httpReq.Header.Set("Content-Type", writer.FormDataContentType())
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resp, err := t.client.Do(httpReq)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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respBody, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, err
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}
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// Parse response
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var sendResp SendTxResponse
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if err := json.Unmarshal(respBody, &sendResp); err != nil {
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return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(respBody))
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}
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// Log full response for debugging
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logger.Debugf("API response: %s", string(respBody))
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// Check response code
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if sendResp.Code != 200 {
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// Provide more specific error message for signature errors
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// Code 21120: invalid signature (order submission)
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// Code 29500: internal server error: invalid signature (authenticated GET APIs)
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if (sendResp.Code == 21120 || sendResp.Code == 29500) && strings.Contains(sendResp.Message, "invalid signature") {
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if !t.apiKeyValid {
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return nil, fmt.Errorf("API Key MISMATCH (code %d): The API key stored in NOFX does not match the one registered on Lighter. Please update your Lighter API key in Exchange settings at app.lighter.xyz", sendResp.Code)
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}
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return nil, fmt.Errorf("API Key signature invalid (code %d): Please verify your Lighter API Key in Exchange settings matches the key registered at app.lighter.xyz", sendResp.Code)
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}
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return nil, fmt.Errorf("failed to submit order (code %d): %s", sendResp.Code, sendResp.Message)
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}
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// Extract transaction hash and order ID
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// tx_hash is at top level in response, not in data
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txHash := sendResp.TxHash
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if txHash == "" {
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// Fallback to data.tx_hash if present
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if th, ok := sendResp.Data["tx_hash"].(string); ok {
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txHash = th
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}
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}
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logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
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result := map[string]interface{}{
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"tx_hash": txHash,
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"status": "submitted",
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"orderId": txHash, // Use tx_hash as orderId initially
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}
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return result, nil
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}
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// pollForOrderIndex polls active orders to find the order_index for a newly created order
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// Returns the highest order_index (newest order) for the given symbol
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func (t *LighterTraderV2) pollForOrderIndex(symbol string, txHash string) (int64, error) {
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// Wait a moment for the order to be processed
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time.Sleep(500 * time.Millisecond)
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// Get active orders
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orders, err := t.GetActiveOrders(symbol)
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if err != nil {
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return 0, fmt.Errorf("failed to get active orders: %w", err)
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}
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if len(orders) == 0 {
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return 0, fmt.Errorf("no active orders found (order may have been filled immediately)")
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}
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// Find the highest order_index (newest order)
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var highestIndex int64
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for _, order := range orders {
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if order.OrderIndex > highestIndex {
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highestIndex = order.OrderIndex
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}
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}
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logger.Infof("✓ Order created with order_index: %d (tx_hash: %s)", highestIndex, txHash)
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return highestIndex, nil
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}
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// normalizeSymbol Convert NOFX symbol format to Lighter format
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// NOFX uses "BTC-PERP", "BTCUSDT", etc. Lighter uses "BTC", "ETH", etc.
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func normalizeSymbol(symbol string) string {
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// Remove common suffixes
|
|
s := strings.TrimSuffix(symbol, "-PERP")
|
|
s = strings.TrimSuffix(s, "USDT")
|
|
s = strings.TrimSuffix(s, "USDC")
|
|
s = strings.TrimSuffix(s, "/USDT")
|
|
s = strings.TrimSuffix(s, "/USDC")
|
|
return strings.ToUpper(s)
|
|
}
|
|
|
|
// getMarketInfo Get market info including precision - dynamically fetch from API
|
|
func (t *LighterTraderV2) getMarketInfo(symbol string) (*MarketInfo, error) {
|
|
// Normalize symbol to Lighter format
|
|
normalizedSymbol := normalizeSymbol(symbol)
|
|
|
|
// Fetch market list from API (cached for 1 hour)
|
|
markets, err := t.fetchMarketList()
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to fetch market list: %w", err)
|
|
}
|
|
|
|
// 2. Find market by symbol
|
|
for _, market := range markets {
|
|
if market.Symbol == normalizedSymbol {
|
|
return &market, nil
|
|
}
|
|
}
|
|
|
|
return nil, fmt.Errorf("unknown market symbol: %s (normalized: %s)", symbol, normalizedSymbol)
|
|
}
|
|
|
|
// getMarketIndex Get market index (convert from symbol) - dynamically fetch from API
|
|
func (t *LighterTraderV2) getMarketIndex(symbol string) (uint16, error) {
|
|
marketInfo, err := t.getMarketInfo(symbol)
|
|
if err != nil {
|
|
// Fallback to hardcoded mapping
|
|
logger.Infof("⚠️ Failed to get market info from API, using hardcoded mapping: %v", err)
|
|
normalizedSymbol := normalizeSymbol(symbol)
|
|
return t.getFallbackMarketIndex(normalizedSymbol)
|
|
}
|
|
return marketInfo.MarketID, nil
|
|
}
|
|
|
|
// MarketInfo Market information
|
|
type MarketInfo struct {
|
|
Symbol string `json:"symbol"`
|
|
MarketID uint16 `json:"market_id"`
|
|
SizeDecimals int `json:"size_decimals"`
|
|
PriceDecimals int `json:"price_decimals"`
|
|
}
|
|
|
|
// fetchMarketList Fetch market list from API with caching (TTL: 1 hour)
|
|
func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
|
|
// Check cache (TTL: 1 hour)
|
|
t.marketMutex.RLock()
|
|
if len(t.marketListCache) > 0 && time.Since(t.marketListCacheTime) < time.Hour {
|
|
cached := t.marketListCache
|
|
t.marketMutex.RUnlock()
|
|
return cached, nil
|
|
}
|
|
t.marketMutex.RUnlock()
|
|
|
|
// Fetch from API
|
|
endpoint := fmt.Sprintf("%s/api/v1/orderBooks", t.baseURL)
|
|
|
|
req, err := http.NewRequest("GET", endpoint, nil)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to create request: %w", err)
|
|
}
|
|
|
|
req.Header.Set("Content-Type", "application/json")
|
|
|
|
resp, err := t.client.Do(req)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("request failed: %w", err)
|
|
}
|
|
defer resp.Body.Close()
|
|
|
|
body, err := io.ReadAll(resp.Body)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to read response: %w", err)
|
|
}
|
|
|
|
// Parse response - Lighter API returns { code: 200, order_books: [...] }
|
|
var apiResp struct {
|
|
Code int `json:"code"`
|
|
OrderBooks []struct {
|
|
Symbol string `json:"symbol"`
|
|
MarketID uint16 `json:"market_id"`
|
|
Status string `json:"status"`
|
|
SupportedSizeDecimals int `json:"supported_size_decimals"`
|
|
SupportedPriceDecimals int `json:"supported_price_decimals"`
|
|
} `json:"order_books"`
|
|
}
|
|
|
|
if err := json.Unmarshal(body, &apiResp); err != nil {
|
|
return nil, fmt.Errorf("failed to parse response: %w", err)
|
|
}
|
|
|
|
if apiResp.Code != 200 {
|
|
return nil, fmt.Errorf("failed to get market list (code %d)", apiResp.Code)
|
|
}
|
|
|
|
// Convert to MarketInfo list (only active markets)
|
|
markets := make([]MarketInfo, 0, len(apiResp.OrderBooks))
|
|
for _, market := range apiResp.OrderBooks {
|
|
if market.Status == "active" {
|
|
markets = append(markets, MarketInfo{
|
|
Symbol: market.Symbol,
|
|
MarketID: market.MarketID,
|
|
SizeDecimals: market.SupportedSizeDecimals,
|
|
PriceDecimals: market.SupportedPriceDecimals,
|
|
})
|
|
}
|
|
}
|
|
|
|
// Update cache
|
|
t.marketMutex.Lock()
|
|
t.marketListCache = markets
|
|
t.marketListCacheTime = time.Now()
|
|
t.marketMutex.Unlock()
|
|
|
|
logger.Infof("✓ Retrieved %d active markets from Lighter", len(markets))
|
|
return markets, nil
|
|
}
|
|
|
|
// getFallbackMarketIndex Hardcoded fallback mapping (using Lighter symbol format)
|
|
func (t *LighterTraderV2) getFallbackMarketIndex(symbol string) (uint16, error) {
|
|
// Lighter uses simple symbols like "BTC", "ETH" with market_id
|
|
fallbackMap := map[string]uint16{
|
|
"ETH": 0,
|
|
"BTC": 1,
|
|
"SOL": 2,
|
|
"DOGE": 3,
|
|
"AVAX": 9,
|
|
"XRP": 7,
|
|
"LINK": 8,
|
|
"SUI": 16,
|
|
"BNB": 25,
|
|
}
|
|
|
|
if index, ok := fallbackMap[symbol]; ok {
|
|
logger.Infof("✓ Using hardcoded market index: %s -> %d", symbol, index)
|
|
return index, nil
|
|
}
|
|
|
|
return 0, fmt.Errorf("unknown market symbol: %s (try fetching market list)", symbol)
|
|
}
|
|
|
|
// SetLeverage Set leverage (implements Trader interface)
|
|
// Lighter uses InitialMarginFraction to represent leverage:
|
|
// - InitialMarginFraction = (100 / leverage) * 100 (stored as percentage * 100)
|
|
// - e.g., 5x leverage = 20% margin = 2000 in API
|
|
// - e.g., 20x leverage = 5% margin = 500 in API
|
|
func (t *LighterTraderV2) SetLeverage(symbol string, leverage int) error {
|
|
if t.txClient == nil {
|
|
return fmt.Errorf("TxClient not initialized")
|
|
}
|
|
|
|
// Validate leverage range (1x to 50x typical max)
|
|
if leverage < 1 || leverage > 50 {
|
|
return fmt.Errorf("leverage must be between 1 and 50, got %d", leverage)
|
|
}
|
|
|
|
// Get market info (includes market_id)
|
|
marketInfo, err := t.getMarketInfo(symbol)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get market info: %w", err)
|
|
}
|
|
marketIndex := uint8(marketInfo.MarketID)
|
|
|
|
// Calculate InitialMarginFraction from leverage
|
|
// leverage = 100 / margin_fraction_percent
|
|
// margin_fraction_percent = 100 / leverage
|
|
// API value = margin_fraction_percent * 100
|
|
marginFractionPercent := 100.0 / float64(leverage)
|
|
initialMarginFraction := uint16(marginFractionPercent * 100) // e.g., 5x => 20% => 2000
|
|
|
|
logger.Infof("⚙️ Setting leverage: %s = %dx (margin_fraction=%.2f%%, API value=%d)",
|
|
symbol, leverage, marginFractionPercent, initialMarginFraction)
|
|
|
|
// Build UpdateLeverage request
|
|
txReq := &types.UpdateLeverageTxReq{
|
|
MarketIndex: marketIndex,
|
|
InitialMarginFraction: initialMarginFraction,
|
|
MarginMode: 0, // 0 = cross margin (default)
|
|
}
|
|
|
|
// Sign transaction using SDK
|
|
nonce := int64(-1) // Auto-fetch nonce
|
|
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
|
|
Nonce: &nonce,
|
|
})
|
|
if err != nil {
|
|
return fmt.Errorf("failed to sign leverage transaction: %w", err)
|
|
}
|
|
|
|
// Get tx_info from SDK
|
|
txInfo, err := tx.GetTxInfo()
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get tx info: %w", err)
|
|
}
|
|
|
|
// Submit to Lighter API (reuse submitOrder which handles any transaction type)
|
|
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to submit leverage transaction: %w", err)
|
|
}
|
|
|
|
logger.Infof("✓ Leverage set successfully: %s = %dx (tx_hash: %v)", symbol, leverage, result["tx_hash"])
|
|
return nil
|
|
}
|
|
|
|
// SetMarginMode Set margin mode (implements Trader interface)
|
|
// Lighter uses UpdateLeverage transaction which includes both leverage and margin mode
|
|
// MarginMode: 0 = cross, 1 = isolated
|
|
func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error {
|
|
if t.txClient == nil {
|
|
return fmt.Errorf("TxClient not initialized")
|
|
}
|
|
|
|
// Get market info
|
|
marketInfo, err := t.getMarketInfo(symbol)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get market info: %w", err)
|
|
}
|
|
marketIndex := uint8(marketInfo.MarketID)
|
|
|
|
// Determine margin mode value
|
|
var marginMode uint8 = 0 // cross
|
|
modeStr := "cross"
|
|
if !isCrossMargin {
|
|
marginMode = 1 // isolated
|
|
modeStr = "isolated"
|
|
}
|
|
|
|
// Get current position to preserve leverage, or use default 10x if no position
|
|
var initialMarginFraction uint16 = 1000 // Default 10x leverage (10% margin = 1000)
|
|
pos, err := t.GetPosition(symbol)
|
|
if err == nil && pos != nil && pos.Leverage > 0 {
|
|
// Calculate InitialMarginFraction from current leverage
|
|
marginFractionPercent := 100.0 / pos.Leverage
|
|
initialMarginFraction = uint16(marginFractionPercent * 100)
|
|
}
|
|
|
|
logger.Infof("⚙️ Setting margin mode: %s = %s (margin_mode=%d, preserving leverage)", symbol, modeStr, marginMode)
|
|
|
|
// Build UpdateLeverage request (also updates margin mode)
|
|
txReq := &types.UpdateLeverageTxReq{
|
|
MarketIndex: marketIndex,
|
|
InitialMarginFraction: initialMarginFraction,
|
|
MarginMode: marginMode,
|
|
}
|
|
|
|
// Sign transaction
|
|
nonce := int64(-1)
|
|
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
|
|
Nonce: &nonce,
|
|
})
|
|
if err != nil {
|
|
return fmt.Errorf("failed to sign margin mode transaction: %w", err)
|
|
}
|
|
|
|
// Get tx_info
|
|
txInfo, err := tx.GetTxInfo()
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get tx info: %w", err)
|
|
}
|
|
|
|
// Submit to Lighter API
|
|
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to submit margin mode transaction: %w", err)
|
|
}
|
|
|
|
logger.Infof("✓ Margin mode set successfully: %s = %s (tx_hash: %v)", symbol, modeStr, result["tx_hash"])
|
|
return nil
|
|
}
|
|
|
|
// CreateStopOrder Create stop-loss or take-profit order with TriggerPrice
|
|
// Order types: "stop_loss" (type=2), "take_profit" (type=4)
|
|
func (t *LighterTraderV2) CreateStopOrder(symbol string, isAsk bool, quantity float64, triggerPrice float64, orderType string) (map[string]interface{}, error) {
|
|
if t.txClient == nil {
|
|
return nil, fmt.Errorf("TxClient not initialized")
|
|
}
|
|
|
|
// Get market info (includes market_id and precision)
|
|
marketInfo, err := t.getMarketInfo(symbol)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get market info: %w", err)
|
|
}
|
|
marketIndex := uint8(marketInfo.MarketID)
|
|
|
|
// Build order request
|
|
clientOrderIndex := time.Now().UnixMilli() % 281474976710655
|
|
|
|
// Order type: StopLossOrder=2, TakeProfitOrder=4
|
|
var orderTypeValue uint8 = 2 // Default: StopLossOrder
|
|
if orderType == "take_profit" {
|
|
orderTypeValue = 4 // TakeProfitOrder
|
|
}
|
|
|
|
// Convert quantity to base amount using dynamic precision
|
|
baseAmount := int64(quantity * float64(pow10(marketInfo.SizeDecimals)))
|
|
|
|
// TriggerPrice: use dynamic price precision from API
|
|
triggerPriceValue := uint32(triggerPrice * float64(pow10(marketInfo.PriceDecimals)))
|
|
|
|
// For stop orders, Price should be set to a reasonable execution price
|
|
// Stop-loss sell: price slightly below trigger (95% of trigger)
|
|
// Take-profit sell: price slightly below trigger (95% of trigger)
|
|
// Stop-loss buy: price slightly above trigger (105% of trigger)
|
|
// Take-profit buy: price slightly above trigger (105% of trigger)
|
|
var priceValue uint32
|
|
if isAsk {
|
|
// Sell order - set price at 95% of trigger to ensure execution
|
|
priceValue = uint32(triggerPrice * 0.95 * float64(pow10(marketInfo.PriceDecimals)))
|
|
} else {
|
|
// Buy order - set price at 105% of trigger to ensure execution
|
|
priceValue = uint32(triggerPrice * 1.05 * float64(pow10(marketInfo.PriceDecimals)))
|
|
}
|
|
|
|
// Stop orders MUST use ImmediateOrCancel (0) with expiry set
|
|
// Lighter SDK validates: StopLossOrder/TakeProfitOrder require TimeInForce=0 (ImmediateOrCancel)
|
|
orderExpiry := time.Now().Add(30 * 24 * time.Hour).UnixMilli() // 30 days
|
|
|
|
txReq := &types.CreateOrderTxReq{
|
|
MarketIndex: marketIndex,
|
|
ClientOrderIndex: clientOrderIndex,
|
|
BaseAmount: baseAmount,
|
|
Price: priceValue,
|
|
IsAsk: boolToUint8(isAsk),
|
|
Type: orderTypeValue,
|
|
TimeInForce: 0, // ImmediateOrCancel - REQUIRED for stop/take-profit orders!
|
|
ReduceOnly: 1, // Stop orders should be reduce-only
|
|
TriggerPrice: triggerPriceValue,
|
|
OrderExpiry: orderExpiry,
|
|
}
|
|
|
|
// Sign transaction
|
|
nonce := int64(-1)
|
|
tx, err := t.txClient.GetCreateOrderTransaction(txReq, &types.TransactOpts{
|
|
Nonce: &nonce,
|
|
})
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to sign stop order: %w", err)
|
|
}
|
|
|
|
// Get tx_info
|
|
txInfo, err := tx.GetTxInfo()
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get tx info: %w", err)
|
|
}
|
|
|
|
logger.Debugf("stop order - type: %d, trigger: %.2f, price: %.2f, isAsk: %v", orderTypeValue, triggerPrice, float64(priceValue)/100, isAsk)
|
|
|
|
// Submit order
|
|
orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to submit stop order: %w", err)
|
|
}
|
|
|
|
side := "buy"
|
|
if isAsk {
|
|
side = "sell"
|
|
}
|
|
logger.Infof("✓ LIGHTER %s order created: %s %s qty=%.4f trigger=%.2f", orderType, symbol, side, quantity, triggerPrice)
|
|
|
|
return orderResp, nil
|
|
}
|
|
|
|
// boolToUint8 Convert boolean to uint8
|
|
func boolToUint8(b bool) uint8 {
|
|
if b {
|
|
return 1
|
|
}
|
|
return 0
|
|
}
|
|
|
|
// pow10 returns 10^n as int64
|
|
func pow10(n int) int64 {
|
|
result := int64(1)
|
|
for i := 0; i < n; i++ {
|
|
result *= 10
|
|
}
|
|
return result
|
|
}
|
|
|
|
// GetOpenOrders gets all open/pending orders for a symbol
|
|
func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder, error) {
|
|
// Get active orders from Lighter API
|
|
activeOrders, err := t.GetActiveOrders(symbol)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get active orders: %w", err)
|
|
}
|
|
|
|
var result []tradertypes.OpenOrder
|
|
for _, order := range activeOrders {
|
|
// Convert side: Lighter uses is_ask (true=sell, false=buy)
|
|
side := "BUY"
|
|
if order.IsAsk {
|
|
side = "SELL"
|
|
}
|
|
|
|
// Determine order type from Lighter's type field
|
|
orderType := "LIMIT"
|
|
if order.Type == "market" {
|
|
orderType = "MARKET"
|
|
} else if order.Type == "stop_loss" || order.Type == "stop" {
|
|
orderType = "STOP_MARKET"
|
|
} else if order.Type == "take_profit" {
|
|
orderType = "TAKE_PROFIT_MARKET"
|
|
}
|
|
|
|
// Determine position side based on order direction and reduce-only flag
|
|
positionSide := "LONG"
|
|
if order.ReduceOnly {
|
|
// For reduce-only orders, position side is opposite to order side
|
|
if side == "BUY" {
|
|
positionSide = "SHORT" // Buying to close short
|
|
} else {
|
|
positionSide = "LONG" // Selling to close long
|
|
}
|
|
} else {
|
|
// For opening orders
|
|
if side == "SELL" {
|
|
positionSide = "SHORT"
|
|
}
|
|
}
|
|
|
|
// Parse price and quantity from string fields
|
|
price, _ := strconv.ParseFloat(order.Price, 64)
|
|
quantity, _ := strconv.ParseFloat(order.RemainingBaseAmount, 64)
|
|
if quantity == 0 {
|
|
quantity, _ = strconv.ParseFloat(order.InitialBaseAmount, 64)
|
|
}
|
|
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
|
|
|
|
openOrder := tradertypes.OpenOrder{
|
|
OrderID: order.OrderID,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: positionSide,
|
|
Type: orderType,
|
|
Price: price,
|
|
StopPrice: triggerPrice,
|
|
Quantity: quantity,
|
|
Status: "NEW",
|
|
}
|
|
result = append(result, openOrder)
|
|
}
|
|
|
|
logger.Infof("✓ LIGHTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
|
|
return result, nil
|
|
}
|
|
|
|
// PlaceLimitOrder implements GridTrader interface for grid trading
|
|
// Places a limit order at the specified price
|
|
func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*tradertypes.LimitOrderResult, error) {
|
|
if t.txClient == nil {
|
|
return nil, fmt.Errorf("TxClient not initialized")
|
|
}
|
|
|
|
// Determine if this is a sell (ask) order
|
|
isAsk := req.Side == "SELL"
|
|
|
|
logger.Infof("📝 LIGHTER placing limit order: %s %s @ %.4f, qty=%.4f, leverage=%dx",
|
|
req.Symbol, req.Side, req.Price, req.Quantity, req.Leverage)
|
|
|
|
// Set leverage before placing order (important for grid trading)
|
|
if req.Leverage > 0 {
|
|
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
|
|
logger.Warnf("⚠️ Failed to set leverage: %v (continuing with current leverage)", err)
|
|
}
|
|
}
|
|
|
|
// Create limit order using existing CreateOrder function
|
|
orderResult, err := t.CreateOrder(req.Symbol, isAsk, req.Quantity, req.Price, "limit", req.ReduceOnly)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to place limit order: %w", err)
|
|
}
|
|
|
|
// Extract order ID from result
|
|
orderID := ""
|
|
if id, ok := orderResult["orderId"]; ok {
|
|
orderID = fmt.Sprintf("%v", id)
|
|
} else if txHash, ok := orderResult["tx_hash"]; ok {
|
|
orderID = fmt.Sprintf("%v", txHash)
|
|
}
|
|
|
|
logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
|
|
req.Symbol, req.Side, req.Price, orderID)
|
|
|
|
return &tradertypes.LimitOrderResult{
|
|
OrderID: orderID,
|
|
ClientID: req.ClientID,
|
|
Symbol: req.Symbol,
|
|
Side: req.Side,
|
|
PositionSide: req.PositionSide,
|
|
Price: req.Price,
|
|
Quantity: req.Quantity,
|
|
Status: "NEW",
|
|
}, nil
|
|
}
|