mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 01:48:22 +08:00
1744e7f38e
- 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
210 lines
6.1 KiB
Go
210 lines
6.1 KiB
Go
package trader
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import (
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"encoding/json"
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"fmt"
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"io"
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"nofx/logger"
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"nofx/store"
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"net/http"
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"strings"
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"time"
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)
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// LighterOrderHistory 订单历史记录
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type LighterOrderHistory struct {
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OrderID string `json:"order_id"`
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Symbol string `json:"symbol"`
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Side string `json:"side"` // "buy" or "sell"
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Type string `json:"type"` // "limit" or "market"
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Price string `json:"price"`
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Size string `json:"size"`
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FilledSize string `json:"filled_size"`
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Status string `json:"status"` // "filled", "cancelled", etc.
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CreatedAt int64 `json:"created_at"`
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UpdatedAt int64 `json:"updated_at"`
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FilledAt int64 `json:"filled_at"`
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}
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// SyncOrdersFromLighter 同步 Lighter 交易所的订单历史到本地数据库
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func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *store.OrderStore) error {
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// 确保有 account index
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if t.accountIndex == 0 {
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if err := t.initializeAccount(); err != nil {
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return fmt.Errorf("failed to get account index: %w", err)
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}
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}
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// 获取最近的订单(过去24小时)
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startTime := time.Now().Add(-24 * time.Hour).Unix()
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endpoint := fmt.Sprintf("%s/api/v1/orders?account_index=%d&start_time=%d&limit=100",
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t.baseURL, t.accountIndex, startTime)
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logger.Infof("🔄 Syncing Lighter orders from: %s", endpoint)
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req, err := http.NewRequest("GET", endpoint, nil)
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if err != nil {
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return fmt.Errorf("failed to create request: %w", err)
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}
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// 添加认证头
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if err := t.ensureAuthToken(); err != nil {
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return fmt.Errorf("failed to get auth token: %w", err)
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}
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req.Header.Set("Authorization", t.authToken)
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resp, err := t.client.Do(req)
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if err != nil {
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return fmt.Errorf("failed to get orders: %w", err)
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}
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defer resp.Body.Close()
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return fmt.Errorf("failed to read response: %w", err)
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}
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if resp.StatusCode != http.StatusOK {
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// Don't spam logs for 404 errors (API endpoint might not be available)
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if resp.StatusCode != http.StatusNotFound {
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logger.Infof("⚠️ Lighter orders API returned %d: %s", resp.StatusCode, string(body))
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}
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return fmt.Errorf("API returned status %d", resp.StatusCode)
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}
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// 解析响应
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var apiResp struct {
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Code int `json:"code"`
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Orders []LighterOrderHistory `json:"orders"`
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}
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if err := json.Unmarshal(body, &apiResp); err != nil {
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logger.Infof("⚠️ Failed to parse orders response: %v, body: %s", err, string(body))
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return fmt.Errorf("failed to parse response: %w", err)
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}
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if apiResp.Code != 200 {
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return fmt.Errorf("API returned code %d", apiResp.Code)
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}
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logger.Infof("📥 Received %d orders from Lighter", len(apiResp.Orders))
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// 同步每个订单
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syncedCount := 0
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for _, order := range apiResp.Orders {
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// 只同步已成交的订单
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if order.Status != "filled" {
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continue
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}
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// 检查订单是否已存在
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existing, err := orderStore.GetOrderByExchangeID("lighter", order.OrderID)
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if err == nil && existing != nil {
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continue // 订单已存在,跳过
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}
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// 解析价格和数量
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price, _ := parseFloat(order.Price)
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size, _ := parseFloat(order.Size)
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filledSize, _ := parseFloat(order.FilledSize)
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if filledSize == 0 {
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filledSize = size
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}
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// 确定订单方向和动作
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var positionSide, orderAction, side string
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if order.Side == "buy" {
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side = "BUY"
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// 买入可能是开多或平空,这里假设是开多
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positionSide = "LONG"
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orderAction = "open_long"
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} else {
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side = "SELL"
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// 卖出可能是平多或开空,这里假设是平多
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positionSide = "LONG"
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orderAction = "close_long"
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}
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// 估算手续费
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fee := price * filledSize * 0.0004
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// 创建订单记录
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filledAt := time.Unix(order.FilledAt, 0)
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if order.FilledAt == 0 {
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filledAt = time.Unix(order.UpdatedAt, 0)
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}
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orderRecord := &store.TraderOrder{
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TraderID: traderID,
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ExchangeID: "lighter",
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ExchangeOrderID: order.OrderID,
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Symbol: order.Symbol,
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Side: side,
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PositionSide: positionSide,
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Type: "MARKET",
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OrderAction: orderAction,
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Quantity: filledSize,
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Price: price,
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Status: "FILLED",
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FilledQuantity: filledSize,
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AvgFillPrice: price,
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Commission: fee,
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FilledAt: filledAt,
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CreatedAt: time.Unix(order.CreatedAt, 0),
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UpdatedAt: time.Unix(order.UpdatedAt, 0),
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}
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// 插入订单记录
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if err := orderStore.CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to sync order %s: %v", order.OrderID, err)
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continue
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}
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// 创建成交记录
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fillRecord := &store.TraderFill{
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TraderID: traderID,
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ExchangeID: "lighter",
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OrderID: orderRecord.ID,
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ExchangeOrderID: order.OrderID,
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ExchangeTradeID: fmt.Sprintf("%s-%d", order.OrderID, time.Now().UnixNano()),
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Symbol: order.Symbol,
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Side: side,
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Price: price,
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Quantity: filledSize,
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QuoteQuantity: price * filledSize,
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Commission: fee,
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CommissionAsset: "USDT",
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RealizedPnL: 0,
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IsMaker: order.Type == "limit",
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CreatedAt: filledAt,
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}
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if err := orderStore.CreateFill(fillRecord); err != nil {
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logger.Infof(" ⚠️ Failed to sync fill for order %s: %v", order.OrderID, err)
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}
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syncedCount++
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logger.Infof(" ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, order.Symbol, side, filledSize, price)
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}
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logger.Infof("✅ Order sync completed: %d new orders synced", syncedCount)
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return nil
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}
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// StartOrderSync 启动订单同步后台任务
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func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.OrderStore, interval time.Duration) {
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ticker := time.NewTicker(interval)
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go func() {
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for range ticker.C {
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if err := t.SyncOrdersFromLighter(traderID, orderStore); err != nil {
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// Only log non-404 errors to reduce log spam
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if !strings.Contains(err.Error(), "status 404") {
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logger.Infof("⚠️ Order sync failed: %v", err)
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}
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}
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}
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}()
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logger.Infof("🔄 Lighter order sync started (interval: %v)", interval)
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}
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