Files
nofx/trader/lighter_order_sync.go
T
tinkle-community 1744e7f38e feat: migrate to CoinAnk API and improve chart UI
- Chart improvements: professional styling, popular symbols quick selection, simplified B/S legend
- Data source migration: use CoinAnk API exclusively for all kline data
- Code cleanup: remove Binance WebSocket cache and related code (websocket_client.go, combined_streams.go, monitor.go)
- Log optimization: reduce hook spam, suppress 404 errors, increase P&L diff threshold
- Lighter integration: add order sync functionality, fix market order precision
- Remove ticker merge logic for simplicity
2025-12-26 00:58:12 +08:00

210 lines
6.1 KiB
Go

package trader
import (
"encoding/json"
"fmt"
"io"
"nofx/logger"
"nofx/store"
"net/http"
"strings"
"time"
)
// LighterOrderHistory 订单历史记录
type LighterOrderHistory struct {
OrderID string `json:"order_id"`
Symbol string `json:"symbol"`
Side string `json:"side"` // "buy" or "sell"
Type string `json:"type"` // "limit" or "market"
Price string `json:"price"`
Size string `json:"size"`
FilledSize string `json:"filled_size"`
Status string `json:"status"` // "filled", "cancelled", etc.
CreatedAt int64 `json:"created_at"`
UpdatedAt int64 `json:"updated_at"`
FilledAt int64 `json:"filled_at"`
}
// SyncOrdersFromLighter 同步 Lighter 交易所的订单历史到本地数据库
func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *store.OrderStore) error {
// 确保有 account index
if t.accountIndex == 0 {
if err := t.initializeAccount(); err != nil {
return fmt.Errorf("failed to get account index: %w", err)
}
}
// 获取最近的订单(过去24小时)
startTime := time.Now().Add(-24 * time.Hour).Unix()
endpoint := fmt.Sprintf("%s/api/v1/orders?account_index=%d&start_time=%d&limit=100",
t.baseURL, t.accountIndex, startTime)
logger.Infof("🔄 Syncing Lighter orders from: %s", endpoint)
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return fmt.Errorf("failed to create request: %w", err)
}
// 添加认证头
if err := t.ensureAuthToken(); err != nil {
return fmt.Errorf("failed to get auth token: %w", err)
}
req.Header.Set("Authorization", t.authToken)
resp, err := t.client.Do(req)
if err != nil {
return fmt.Errorf("failed to get orders: %w", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode != http.StatusOK {
// Don't spam logs for 404 errors (API endpoint might not be available)
if resp.StatusCode != http.StatusNotFound {
logger.Infof("⚠️ Lighter orders API returned %d: %s", resp.StatusCode, string(body))
}
return fmt.Errorf("API returned status %d", resp.StatusCode)
}
// 解析响应
var apiResp struct {
Code int `json:"code"`
Orders []LighterOrderHistory `json:"orders"`
}
if err := json.Unmarshal(body, &apiResp); err != nil {
logger.Infof("⚠️ Failed to parse orders response: %v, body: %s", err, string(body))
return fmt.Errorf("failed to parse response: %w", err)
}
if apiResp.Code != 200 {
return fmt.Errorf("API returned code %d", apiResp.Code)
}
logger.Infof("📥 Received %d orders from Lighter", len(apiResp.Orders))
// 同步每个订单
syncedCount := 0
for _, order := range apiResp.Orders {
// 只同步已成交的订单
if order.Status != "filled" {
continue
}
// 检查订单是否已存在
existing, err := orderStore.GetOrderByExchangeID("lighter", order.OrderID)
if err == nil && existing != nil {
continue // 订单已存在,跳过
}
// 解析价格和数量
price, _ := parseFloat(order.Price)
size, _ := parseFloat(order.Size)
filledSize, _ := parseFloat(order.FilledSize)
if filledSize == 0 {
filledSize = size
}
// 确定订单方向和动作
var positionSide, orderAction, side string
if order.Side == "buy" {
side = "BUY"
// 买入可能是开多或平空,这里假设是开多
positionSide = "LONG"
orderAction = "open_long"
} else {
side = "SELL"
// 卖出可能是平多或开空,这里假设是平多
positionSide = "LONG"
orderAction = "close_long"
}
// 估算手续费
fee := price * filledSize * 0.0004
// 创建订单记录
filledAt := time.Unix(order.FilledAt, 0)
if order.FilledAt == 0 {
filledAt = time.Unix(order.UpdatedAt, 0)
}
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: "lighter",
ExchangeOrderID: order.OrderID,
Symbol: order.Symbol,
Side: side,
PositionSide: positionSide,
Type: "MARKET",
OrderAction: orderAction,
Quantity: filledSize,
Price: price,
Status: "FILLED",
FilledQuantity: filledSize,
AvgFillPrice: price,
Commission: fee,
FilledAt: filledAt,
CreatedAt: time.Unix(order.CreatedAt, 0),
UpdatedAt: time.Unix(order.UpdatedAt, 0),
}
// 插入订单记录
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync order %s: %v", order.OrderID, err)
continue
}
// 创建成交记录
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: "lighter",
OrderID: orderRecord.ID,
ExchangeOrderID: order.OrderID,
ExchangeTradeID: fmt.Sprintf("%s-%d", order.OrderID, time.Now().UnixNano()),
Symbol: order.Symbol,
Side: side,
Price: price,
Quantity: filledSize,
QuoteQuantity: price * filledSize,
Commission: fee,
CommissionAsset: "USDT",
RealizedPnL: 0,
IsMaker: order.Type == "limit",
CreatedAt: filledAt,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for order %s: %v", order.OrderID, err)
}
syncedCount++
logger.Infof(" ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, order.Symbol, side, filledSize, price)
}
logger.Infof("✅ Order sync completed: %d new orders synced", syncedCount)
return nil
}
// StartOrderSync 启动订单同步后台任务
func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.OrderStore, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromLighter(traderID, orderStore); err != nil {
// Only log non-404 errors to reduce log spam
if !strings.Contains(err.Error(), "status 404") {
logger.Infof("⚠️ Order sync failed: %v", err)
}
}
}
}()
logger.Infof("🔄 Lighter order sync started (interval: %v)", interval)
}