Files
nofx/trader/lighter/trader.go
T
tinkle-community 093d2a329d feat(gate): complete Gate.io exchange integration with trader refactoring
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
2026-01-31 23:15:17 +08:00

692 lines
22 KiB
Go

package lighter
import (
"context"
"encoding/json"
"fmt"
"io"
"math"
"net/http"
"net/url"
"nofx/logger"
"strings"
"sync"
"time"
lighterClient "github.com/elliottech/lighter-go/client"
lighterHTTP "github.com/elliottech/lighter-go/client/http"
"github.com/ethereum/go-ethereum/common/hexutil"
tradertypes "nofx/trader/types"
)
// AccountInfo LIGHTER account information
type AccountInfo struct {
AccountIndex int64 `json:"account_index"`
Index int64 `json:"index"` // Same as account_index
L1Address string `json:"l1_address"`
AvailableBalance string `json:"available_balance"`
Collateral string `json:"collateral"`
CrossAssetValue string `json:"cross_asset_value"`
TotalEquity string `json:"total_equity"`
UnrealizedPnl string `json:"unrealized_pnl"`
Positions []LighterPositionInfo `json:"positions"`
}
// LighterPositionInfo Position info from Lighter account API
type LighterPositionInfo struct {
MarketID int `json:"market_id"`
Symbol string `json:"symbol"`
Sign int `json:"sign"` // 1 = long, -1 = short
Position string `json:"position"` // Position size
AvgEntryPrice string `json:"avg_entry_price"` // Entry price
PositionValue string `json:"position_value"` // Position value in USD
LiquidationPrice string `json:"liquidation_price"`
UnrealizedPnl string `json:"unrealized_pnl"`
RealizedPnl string `json:"realized_pnl"`
InitialMarginFraction string `json:"initial_margin_fraction"` // e.g. "5.00" means 5% = 20x leverage
AllocatedMargin string `json:"allocated_margin"`
MarginMode int `json:"margin_mode"` // 0 = cross, 1 = isolated
}
// AccountResponse LIGHTER account API response
// API may return accounts in "accounts" or "sub_accounts" field
type AccountResponse struct {
Code int `json:"code"`
Message string `json:"message"`
Accounts []AccountInfo `json:"accounts"`
SubAccounts []AccountInfo `json:"sub_accounts"` // Sub-accounts field
}
// LighterTraderV2 New implementation using official lighter-go SDK
type LighterTraderV2 struct {
ctx context.Context
walletAddr string // Ethereum wallet address
client *http.Client
baseURL string
testnet bool
chainID uint32
// SDK clients
httpClient lighterClient.MinimalHTTPClient
txClient *lighterClient.TxClient
// API Key management
apiKeyPrivateKey string // 40-byte API Key private key (for signing transactions)
apiKeyIndex uint8 // API Key index (default 0)
accountIndex int64 // Account index
apiKeyValid bool // Whether API key has been validated against server
// Authentication token
authToken string
tokenExpiry time.Time
accountMutex sync.RWMutex
// Market info cache
symbolPrecision map[string]SymbolPrecision
precisionMutex sync.RWMutex
// Market index cache
marketIndexMap map[string]uint16 // symbol -> market_id
marketMutex sync.RWMutex
marketListCache []MarketInfo // Cached market list
marketListCacheTime time.Time // Time when cache was populated
}
// NewLighterTraderV2 Create new LIGHTER trader (using official SDK)
// Parameters:
// - walletAddr: Ethereum wallet address (required)
// - apiKeyPrivateKeyHex: API Key private key (40 bytes, for signing transactions)
// - apiKeyIndex: API Key index (0-255)
// - testnet: Whether to use testnet
func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int, testnet bool) (*LighterTraderV2, error) {
// 1. Validate wallet address
if walletAddr == "" {
return nil, fmt.Errorf("wallet address is required")
}
// Convert to checksum address (Lighter API is case-sensitive)
walletAddr = ToChecksumAddress(walletAddr)
logger.Infof("Using checksum address: %s", walletAddr)
// 2. Validate API Key
if apiKeyPrivateKeyHex == "" {
return nil, fmt.Errorf("API Key private key is required")
}
// 3. Determine API URL and Chain ID
// Note: Python SDK uses 304 for mainnet, 300 for testnet (not the L1 chain IDs)
baseURL := "https://mainnet.zklighter.elliot.ai"
chainID := uint32(304) // Mainnet Lighter Chain ID (from Python SDK)
if testnet {
baseURL = "https://testnet.zklighter.elliot.ai"
chainID = uint32(300) // Testnet Lighter Chain ID (from Python SDK)
}
// 4. Create HTTP client
httpClient := lighterHTTP.NewClient(baseURL)
trader := &LighterTraderV2{
ctx: context.Background(),
walletAddr: walletAddr,
client: &http.Client{
Timeout: 30 * time.Second,
},
baseURL: baseURL,
testnet: testnet,
chainID: chainID,
httpClient: httpClient,
apiKeyPrivateKey: apiKeyPrivateKeyHex,
apiKeyIndex: uint8(apiKeyIndex),
symbolPrecision: make(map[string]SymbolPrecision),
marketIndexMap: make(map[string]uint16),
}
// 5. Initialize account (get account index)
if err := trader.initializeAccount(); err != nil {
return nil, fmt.Errorf("failed to initialize account: %w", err)
}
// 6. Create TxClient (for signing transactions)
txClient, err := lighterClient.NewTxClient(
httpClient,
apiKeyPrivateKeyHex,
trader.accountIndex,
trader.apiKeyIndex,
trader.chainID,
)
if err != nil {
return nil, fmt.Errorf("failed to create TxClient: %w", err)
}
trader.txClient = txClient
// 7. Verify API Key is correct
if err := trader.checkClient(); err != nil {
trader.apiKeyValid = false
logger.Warnf("⚠️ API Key verification FAILED: %v", err)
logger.Warnf("⚠️ ❌ The API key stored in NOFX does NOT match the API key registered on Lighter.")
logger.Warnf("⚠️ ❌ ALL trading operations (open/close positions, cancel orders) WILL FAIL with 'invalid signature' error.")
logger.Warnf("⚠️ 🔧 To fix: Update your Lighter API key in NOFX Exchange settings with the correct key from app.lighter.xyz")
// Don't fail here, allow trader to continue for read operations (balance, positions)
} else {
trader.apiKeyValid = true
}
logger.Infof("✓ LIGHTER trader initialized (account=%d, apiKey=%d, testnet=%v, apiKeyValid=%v)",
trader.accountIndex, trader.apiKeyIndex, testnet, trader.apiKeyValid)
return trader, nil
}
// initializeAccount Initialize account information (get account index)
func (t *LighterTraderV2) initializeAccount() error {
// Get account info by L1 address
accountInfo, err := t.getAccountByL1Address()
if err != nil {
return fmt.Errorf("failed to get account info: %w", err)
}
t.accountMutex.Lock()
t.accountIndex = accountInfo.AccountIndex
t.accountMutex.Unlock()
logger.Infof("✓ Account index: %d", t.accountIndex)
return nil
}
// getAccountByL1Address Get LIGHTER account info by L1 wallet address
// Supports both main accounts and sub-accounts
func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", t.baseURL, t.walletAddr)
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return nil, err
}
resp, err := t.client.Do(req)
if err != nil {
return nil, err
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, err
}
// Log raw response for debugging
logger.Debugf("LIGHTER account API response: %s", string(body))
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
}
// Parse response - Lighter may return accounts in "accounts" or "sub_accounts"
var accountResp AccountResponse
if err := json.Unmarshal(body, &accountResp); err != nil {
return nil, fmt.Errorf("failed to parse account response: %w", err)
}
// Check for API error
if accountResp.Code != 0 && accountResp.Code != 200 {
return nil, fmt.Errorf("Lighter API error (code %d): %s", accountResp.Code, accountResp.Message)
}
// Try accounts first, then sub_accounts
var allAccounts []AccountInfo
allAccounts = append(allAccounts, accountResp.Accounts...)
allAccounts = append(allAccounts, accountResp.SubAccounts...)
if len(allAccounts) == 0 {
return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
}
// Log account summary
logger.Infof("Found %d account(s) (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
for i, acc := range allAccounts {
logger.Debugf(" Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
}
account := &allAccounts[0]
// Use index field if account_index is 0
if account.AccountIndex == 0 && account.Index != 0 {
account.AccountIndex = account.Index
}
return account, nil
}
// ApiKeyResponse API key query response
type ApiKeyResponse struct {
Code int `json:"code"`
ApiKeys []struct {
AccountIndex int64 `json:"account_index"`
ApiKeyIndex uint8 `json:"api_key_index"`
Nonce int64 `json:"nonce"`
PublicKey string `json:"public_key"`
} `json:"api_keys"`
}
// getApiKeyFromServer Get API Key public key from Lighter server
// Uses our own HTTP client instead of SDK's global client to avoid connection issues
func (t *LighterTraderV2) getApiKeyFromServer() (string, error) {
endpoint := fmt.Sprintf("%s/api/v1/apikeys?account_index=%d&api_key_index=%d",
t.baseURL, t.accountIndex, t.apiKeyIndex)
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return "", err
}
resp, err := t.client.Do(req)
if err != nil {
return "", err
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return "", err
}
if resp.StatusCode != http.StatusOK {
return "", fmt.Errorf("API error (status %d): %s", resp.StatusCode, string(body))
}
var result ApiKeyResponse
if err := json.Unmarshal(body, &result); err != nil {
return "", fmt.Errorf("failed to parse response: %w", err)
}
if result.Code != 200 {
return "", fmt.Errorf("API error (code %d)", result.Code)
}
if len(result.ApiKeys) == 0 {
return "", fmt.Errorf("no API keys found for account %d", t.accountIndex)
}
return result.ApiKeys[0].PublicKey, nil
}
// checkClient Verify if API Key is correct
func (t *LighterTraderV2) checkClient() error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
// Get API Key public key registered on server (using our own HTTP client)
serverPubKey, err := t.getApiKeyFromServer()
if err != nil {
return fmt.Errorf("failed to get API Key: %w", err)
}
// Get local API Key public key from SDK
pubKeyBytes := t.txClient.GetKeyManager().PubKeyBytes()
localPubKey := hexutil.Encode(pubKeyBytes[:])
localPubKey = strings.TrimPrefix(localPubKey, "0x")
// Compare public keys
if serverPubKey != localPubKey {
return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, serverPubKey)
}
logger.Infof("✓ API Key verification passed")
return nil
}
// GenerateAndRegisterAPIKey Generate new API Key and register to LIGHTER
// Note: This requires L1 private key signature, so must be called with L1 private key available
func (t *LighterTraderV2) GenerateAndRegisterAPIKey(seed string) (privateKey, publicKey string, err error) {
// This function needs to call the official SDK's GenerateAPIKey function
// But this is a CGO function in sharedlib, cannot be called directly in pure Go code
//
// Solutions:
// 1. Let users generate API Key from LIGHTER website
// 2. Or we can implement a simple API Key generation wrapper
return "", "", fmt.Errorf("GenerateAndRegisterAPIKey feature not implemented yet, please generate API Key from LIGHTER website")
}
// refreshAuthToken Refresh authentication token (using official SDK)
func (t *LighterTraderV2) refreshAuthToken() error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized, please set API Key first")
}
// Generate auth token using official SDK (valid for 7 hours)
deadline := time.Now().Add(7 * time.Hour)
authToken, err := t.txClient.GetAuthToken(deadline)
if err != nil {
return fmt.Errorf("failed to generate auth token: %w", err)
}
t.accountMutex.Lock()
t.authToken = authToken
t.tokenExpiry = deadline
t.accountMutex.Unlock()
logger.Infof("✓ Auth token generated (valid until: %s)", t.tokenExpiry.Format(time.RFC3339))
return nil
}
// ensureAuthToken Ensure authentication token is valid
func (t *LighterTraderV2) ensureAuthToken() error {
t.accountMutex.RLock()
expired := time.Now().After(t.tokenExpiry.Add(-30 * time.Minute)) // Refresh 30 minutes early
t.accountMutex.RUnlock()
if expired {
logger.Info("🔄 Auth token about to expire, refreshing...")
return t.refreshAuthToken()
}
return nil
}
// GetExchangeType Get exchange type
func (t *LighterTraderV2) GetExchangeType() string {
return "lighter"
}
// Cleanup Clean up resources
func (t *LighterTraderV2) Cleanup() error {
logger.Info("⏹ LIGHTER trader cleanup completed")
return nil
}
// GetClosedPnL gets closed position PnL records from exchange
// LIGHTER does not have a direct closed PnL API, returns empty slice
func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]tradertypes.ClosedPnLRecord, error) {
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0)
var records []tradertypes.ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue
}
side := "long"
if trade.Side == "SELL" || trade.Side == "Sell" {
side = "long"
} else {
side = "short"
}
var entryPrice float64
if trade.Quantity > 0 {
if side == "long" {
entryPrice = trade.Price - trade.RealizedPnL/trade.Quantity
} else {
entryPrice = trade.Price + trade.RealizedPnL/trade.Quantity
}
}
records = append(records, tradertypes.ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
ExitPrice: trade.Price,
Quantity: trade.Quantity,
RealizedPnL: trade.RealizedPnL,
Fee: trade.Fee,
ExitTime: trade.Time,
EntryTime: trade.Time,
OrderID: trade.TradeID,
ExchangeID: trade.TradeID,
CloseType: "unknown",
})
}
return records, nil
}
// GetTrades retrieves trade history from Lighter
func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]tradertypes.TradeRecord, error) {
// Ensure we have account index
if t.accountIndex == 0 {
if err := t.initializeAccount(); err != nil {
return nil, fmt.Errorf("failed to get account index: %w", err)
}
}
// Build request URL with correct parameters
// Required: sort_by, limit
// Optional: account_index, from (timestamp in milliseconds, -1 for no filter)
// Note: OpenAPI spec uses "from" not "var_from"
// Authentication: Use "auth" query parameter (not Authorization header)
if err := t.ensureAuthToken(); err != nil {
return nil, fmt.Errorf("failed to get auth token: %w", err)
}
// URL encode auth token (contains colons that need encoding)
encodedAuth := url.QueryEscape(t.authToken)
// Build endpoint - use from=-1 to get all trades (no time filter)
endpoint := fmt.Sprintf("%s/api/v1/trades?account_index=%d&sort_by=timestamp&sort_dir=desc&limit=%d&auth=%s",
t.baseURL, t.accountIndex, limit, encodedAuth)
logger.Infof("🔍 Calling Lighter GetTrades API: %s", endpoint[:min(len(endpoint), 150)]+"...")
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
resp, err := t.client.Do(req)
if err != nil {
return nil, fmt.Errorf("failed to get trades: %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)
}
if resp.StatusCode != http.StatusOK {
logger.Infof("⚠️ Lighter trades API returned %d: %s", resp.StatusCode, string(body))
return []tradertypes.TradeRecord{}, nil
}
// Debug: log raw response
logger.Debugf("Lighter trades API response: %s", string(body))
var response LighterTradeResponse
if err := json.Unmarshal(body, &response); err != nil {
logger.Infof("⚠️ Failed to parse trades response as object: %v", err)
var trades []LighterTrade
if err := json.Unmarshal(body, &trades); err != nil {
logger.Infof("⚠️ Failed to parse trades response as array: %v", err)
return []tradertypes.TradeRecord{}, nil
}
response.Trades = trades
}
if response.Code != 200 && response.Code != 0 {
logger.Infof("⚠️ Trades API returned non-success code: %d", response.Code)
return []tradertypes.TradeRecord{}, nil
}
// Build market_id -> symbol map
marketMap := make(map[int]string)
markets, err := t.fetchMarketList()
if err != nil {
logger.Infof("⚠️ Failed to fetch market list: %v, using fallback", err)
// Fallback market IDs (common ones)
marketMap[0] = "BTC"
marketMap[1] = "ETH"
marketMap[2] = "SOL"
} else {
for _, m := range markets {
marketMap[int(m.MarketID)] = m.Symbol
}
}
// Convert to unified TradeRecord format
var result []tradertypes.TradeRecord
for _, lt := range response.Trades {
price, _ := parseFloat(lt.Price)
qty, _ := parseFloat(lt.Size)
// Calculate fee from taker_fee or maker_fee (they are int64, need conversion)
var fee float64
if lt.TakerFee > 0 {
fee = float64(lt.TakerFee) / 1e6 // Convert from smallest units (6 decimals for USDT)
} else if lt.MakerFee > 0 {
fee = float64(lt.MakerFee) / 1e6
}
// Get symbol from market_id
symbol := marketMap[lt.MarketID]
if symbol == "" {
symbol = fmt.Sprintf("MARKET%d", lt.MarketID)
}
// Determine side based on our account being bid (buyer) or ask (seller)
// IsMakerAsk: true = ask (seller) is maker, false = bid (buyer) is maker
var side string
var isTaker bool
if lt.BidAccountID == t.accountIndex {
side = "BUY"
isTaker = lt.IsMakerAsk // If maker is ask, then we (bid) are taker
} else if lt.AskAccountID == t.accountIndex {
side = "SELL"
isTaker = !lt.IsMakerAsk // If maker is NOT ask, then we (ask) are taker
} else {
// Neither bid nor ask is our account - skip this trade
continue
}
// Determine position side and action from position change
var positionSide, orderAction string
var posBefore float64
var signChanged bool
if isTaker {
posBefore, _ = parseFloat(lt.TakerPositionSizeBefore)
signChanged = lt.TakerPositionSignChanged
} else {
posBefore, _ = parseFloat(lt.MakerPositionSizeBefore)
signChanged = lt.MakerPositionSignChanged
}
// Determine order action based on:
// 1. posBefore: position BEFORE this trade (positive=LONG, negative=SHORT, 0=no position)
// 2. side: BUY or SELL
// 3. signChanged: whether position flipped direction
//
// Logic:
// - BUY when no position (posBefore ≈ 0): open_long
// - SELL when no position (posBefore ≈ 0): open_short
// - BUY when LONG (posBefore > 0): open_long (adding to long)
// - SELL when LONG (posBefore > 0): close_long (reducing long)
// - BUY when SHORT (posBefore < 0): close_short (reducing short)
// - SELL when SHORT (posBefore < 0): open_short (adding to short)
// - signChanged with position flip: split into close + open
const EPSILON = 0.0001
tradeTime := time.UnixMilli(lt.Timestamp).UTC()
// Calculate position after trade
var posAfter float64
if side == "SELL" {
posAfter = posBefore - qty
} else {
posAfter = posBefore + qty
}
// Check for position flip (signChanged AND both before/after have meaningful size)
if signChanged && math.Abs(posBefore) > EPSILON && math.Abs(posAfter) > EPSILON {
// Position FLIPPED - split into close + open
closeQty := math.Abs(posBefore)
openQty := math.Abs(posAfter)
var closeAction, closeSide, openAction, openSide string
if posBefore > 0 {
closeSide, closeAction = "LONG", "close_long"
openSide, openAction = "SHORT", "open_short"
} else {
closeSide, closeAction = "SHORT", "close_short"
openSide, openAction = "LONG", "open_long"
}
closeTrade := tradertypes.TradeRecord{
TradeID: fmt.Sprintf("%d_close", lt.TradeID),
Symbol: symbol,
Side: side,
PositionSide: closeSide,
OrderAction: closeAction,
Price: price,
Quantity: closeQty,
RealizedPnL: 0,
Fee: fee * (closeQty / qty),
Time: tradeTime.Add(-time.Millisecond),
}
result = append(result, closeTrade)
openTrade := tradertypes.TradeRecord{
TradeID: fmt.Sprintf("%d_open", lt.TradeID),
Symbol: symbol,
Side: side,
PositionSide: openSide,
OrderAction: openAction,
Price: price,
Quantity: openQty,
RealizedPnL: 0,
Fee: fee * (openQty / qty),
Time: tradeTime,
}
result = append(result, openTrade)
logger.Infof(" 🔄 Flip: %s %.4f → %s %.4f", closeSide, closeQty, openSide, openQty)
continue
}
// Determine action based on position direction and trade side
if math.Abs(posBefore) < EPSILON {
// No position before → opening new position
if side == "BUY" {
positionSide, orderAction = "LONG", "open_long"
} else {
positionSide, orderAction = "SHORT", "open_short"
}
} else if posBefore > 0 {
// Was LONG
if side == "BUY" {
positionSide, orderAction = "LONG", "open_long" // Adding to long
} else {
positionSide, orderAction = "LONG", "close_long" // Reducing long
}
} else {
// Was SHORT (posBefore < 0)
if side == "BUY" {
positionSide, orderAction = "SHORT", "close_short" // Reducing short
} else {
positionSide, orderAction = "SHORT", "open_short" // Adding to short
}
}
trade := tradertypes.TradeRecord{
TradeID: fmt.Sprintf("%d", lt.TradeID),
Symbol: symbol,
Side: side,
PositionSide: positionSide,
OrderAction: orderAction,
Price: price,
Quantity: qty,
RealizedPnL: 0, // Not available in API
Fee: fee,
Time: time.UnixMilli(lt.Timestamp).UTC(),
}
result = append(result, trade)
}
return result, nil
}