mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +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
464 lines
14 KiB
Go
464 lines
14 KiB
Go
package trader
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import (
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"context"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"nofx/logger"
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"strings"
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"sync"
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"time"
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lighterClient "github.com/elliottech/lighter-go/client"
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lighterHTTP "github.com/elliottech/lighter-go/client/http"
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"github.com/ethereum/go-ethereum/common/hexutil"
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)
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// AccountInfo LIGHTER account information
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type AccountInfo struct {
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AccountIndex int64 `json:"account_index"`
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Index int64 `json:"index"` // Same as account_index
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L1Address string `json:"l1_address"`
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AvailableBalance string `json:"available_balance"`
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Collateral string `json:"collateral"`
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CrossAssetValue string `json:"cross_asset_value"`
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TotalEquity string `json:"total_equity"`
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UnrealizedPnl string `json:"unrealized_pnl"`
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Positions []LighterPositionInfo `json:"positions"`
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}
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// LighterPositionInfo Position info from Lighter account API
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type LighterPositionInfo struct {
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MarketID int `json:"market_id"`
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Symbol string `json:"symbol"`
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Sign int `json:"sign"` // 1 = long, -1 = short
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Position string `json:"position"` // Position size
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AvgEntryPrice string `json:"avg_entry_price"` // Entry price
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PositionValue string `json:"position_value"` // Position value in USD
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LiquidationPrice string `json:"liquidation_price"`
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UnrealizedPnl string `json:"unrealized_pnl"`
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RealizedPnl string `json:"realized_pnl"`
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InitialMarginFraction string `json:"initial_margin_fraction"` // e.g. "5.00" means 5% = 20x leverage
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AllocatedMargin string `json:"allocated_margin"`
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MarginMode int `json:"margin_mode"` // 0 = cross, 1 = isolated
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}
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// AccountResponse LIGHTER account API response
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// API may return accounts in "accounts" or "sub_accounts" field
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type AccountResponse struct {
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Code int `json:"code"`
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Message string `json:"message"`
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Accounts []AccountInfo `json:"accounts"`
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SubAccounts []AccountInfo `json:"sub_accounts"` // Sub-accounts field
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}
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// LighterTraderV2 New implementation using official lighter-go SDK
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type LighterTraderV2 struct {
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ctx context.Context
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walletAddr string // Ethereum wallet address
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client *http.Client
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baseURL string
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testnet bool
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chainID uint32
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// SDK clients
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httpClient lighterClient.MinimalHTTPClient
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txClient *lighterClient.TxClient
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// API Key management
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apiKeyPrivateKey string // 40-byte API Key private key (for signing transactions)
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apiKeyIndex uint8 // API Key index (default 0)
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accountIndex int64 // Account index
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// Authentication token
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authToken string
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tokenExpiry time.Time
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accountMutex sync.RWMutex
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// Market info cache
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symbolPrecision map[string]SymbolPrecision
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precisionMutex sync.RWMutex
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// Market index cache
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marketIndexMap map[string]uint16 // symbol -> market_id
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marketMutex sync.RWMutex
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}
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// NewLighterTraderV2 Create new LIGHTER trader (using official SDK)
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// Parameters:
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// - walletAddr: Ethereum wallet address (required)
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// - apiKeyPrivateKeyHex: API Key private key (40 bytes, for signing transactions)
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// - apiKeyIndex: API Key index (0-255)
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// - testnet: Whether to use testnet
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func NewLighterTraderV2(walletAddr, apiKeyPrivateKeyHex string, apiKeyIndex int, testnet bool) (*LighterTraderV2, error) {
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// 1. Validate wallet address
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if walletAddr == "" {
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return nil, fmt.Errorf("wallet address is required")
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}
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// Convert to checksum address (Lighter API is case-sensitive)
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walletAddr = ToChecksumAddress(walletAddr)
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logger.Infof("Using checksum address: %s", walletAddr)
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// 2. Validate API Key
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if apiKeyPrivateKeyHex == "" {
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return nil, fmt.Errorf("API Key private key is required")
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}
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// 3. Determine API URL and Chain ID
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// Note: Python SDK uses 304 for mainnet, 300 for testnet (not the L1 chain IDs)
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baseURL := "https://mainnet.zklighter.elliot.ai"
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chainID := uint32(304) // Mainnet Lighter Chain ID (from Python SDK)
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if testnet {
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baseURL = "https://testnet.zklighter.elliot.ai"
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chainID = uint32(300) // Testnet Lighter Chain ID (from Python SDK)
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}
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// 4. Create HTTP client
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httpClient := lighterHTTP.NewClient(baseURL)
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trader := &LighterTraderV2{
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ctx: context.Background(),
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walletAddr: walletAddr,
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client: &http.Client{Timeout: 30 * time.Second},
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baseURL: baseURL,
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testnet: testnet,
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chainID: chainID,
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httpClient: httpClient,
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apiKeyPrivateKey: apiKeyPrivateKeyHex,
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apiKeyIndex: uint8(apiKeyIndex),
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symbolPrecision: make(map[string]SymbolPrecision),
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marketIndexMap: make(map[string]uint16),
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}
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// 5. Initialize account (get account index)
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if err := trader.initializeAccount(); err != nil {
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return nil, fmt.Errorf("failed to initialize account: %w", err)
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}
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// 6. Create TxClient (for signing transactions)
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txClient, err := lighterClient.NewTxClient(
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httpClient,
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apiKeyPrivateKeyHex,
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trader.accountIndex,
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trader.apiKeyIndex,
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trader.chainID,
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)
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if err != nil {
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return nil, fmt.Errorf("failed to create TxClient: %w", err)
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}
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trader.txClient = txClient
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// 7. Verify API Key is correct
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if err := trader.checkClient(); err != nil {
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logger.Warnf("⚠️ API Key verification failed: %v", err)
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// Don't fail here, allow trader to continue (may work with some operations)
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}
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logger.Infof("✓ LIGHTER trader initialized successfully (account=%d, apiKey=%d, testnet=%v)",
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trader.accountIndex, trader.apiKeyIndex, testnet)
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return trader, nil
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}
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// initializeAccount Initialize account information (get account index)
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func (t *LighterTraderV2) initializeAccount() error {
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// Get account info by L1 address
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accountInfo, err := t.getAccountByL1Address()
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if err != nil {
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return fmt.Errorf("failed to get account info: %w", err)
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}
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t.accountMutex.Lock()
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t.accountIndex = accountInfo.AccountIndex
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t.accountMutex.Unlock()
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logger.Infof("✓ Account index: %d", t.accountIndex)
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return nil
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}
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// getAccountByL1Address Get LIGHTER account info by L1 wallet address
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// Supports both main accounts and sub-accounts
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func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
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endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", t.baseURL, t.walletAddr)
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req, err := http.NewRequest("GET", endpoint, nil)
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if err != nil {
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return nil, err
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}
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resp, err := t.client.Do(req)
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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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body, 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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// Log raw response for debugging
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logger.Infof("LIGHTER account API response: %s", string(body))
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if resp.StatusCode != http.StatusOK {
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return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
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}
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// Parse response - Lighter may return accounts in "accounts" or "sub_accounts"
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var accountResp AccountResponse
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if err := json.Unmarshal(body, &accountResp); err != nil {
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return nil, fmt.Errorf("failed to parse account response: %w", err)
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}
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// Check for API error
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if accountResp.Code != 0 && accountResp.Code != 200 {
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return nil, fmt.Errorf("Lighter API error (code %d): %s", accountResp.Code, accountResp.Message)
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}
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// Try accounts first, then sub_accounts
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var allAccounts []AccountInfo
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allAccounts = append(allAccounts, accountResp.Accounts...)
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allAccounts = append(allAccounts, accountResp.SubAccounts...)
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if len(allAccounts) == 0 {
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return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
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}
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// Log all found accounts
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logger.Infof("Found %d accounts (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
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for i, acc := range allAccounts {
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logger.Infof(" Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
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}
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account := &allAccounts[0]
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// Use index field if account_index is 0
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if account.AccountIndex == 0 && account.Index != 0 {
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account.AccountIndex = account.Index
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}
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return account, nil
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}
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// checkClient Verify if API Key is correct
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func (t *LighterTraderV2) checkClient() error {
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if t.txClient == nil {
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return fmt.Errorf("TxClient not initialized")
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}
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// Get API Key public key registered on server
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publicKey, err := t.httpClient.GetApiKey(t.accountIndex, t.apiKeyIndex)
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if err != nil {
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return fmt.Errorf("failed to get API Key: %w", err)
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}
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// Get local API Key public key
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pubKeyBytes := t.txClient.GetKeyManager().PubKeyBytes()
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localPubKey := hexutil.Encode(pubKeyBytes[:])
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localPubKey = strings.Replace(localPubKey, "0x", "", 1)
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// Compare public keys
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if publicKey != localPubKey {
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return fmt.Errorf("API Key mismatch: local=%s, server=%s", localPubKey, publicKey)
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}
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logger.Infof("✓ API Key verification passed")
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return nil
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}
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// GenerateAndRegisterAPIKey Generate new API Key and register to LIGHTER
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// Note: This requires L1 private key signature, so must be called with L1 private key available
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func (t *LighterTraderV2) GenerateAndRegisterAPIKey(seed string) (privateKey, publicKey string, err error) {
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// This function needs to call the official SDK's GenerateAPIKey function
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// But this is a CGO function in sharedlib, cannot be called directly in pure Go code
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//
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// Solutions:
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// 1. Let users generate API Key from LIGHTER website
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// 2. Or we can implement a simple API Key generation wrapper
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return "", "", fmt.Errorf("GenerateAndRegisterAPIKey feature not implemented yet, please generate API Key from LIGHTER website")
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}
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// refreshAuthToken Refresh authentication token (using official SDK)
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func (t *LighterTraderV2) refreshAuthToken() error {
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if t.txClient == nil {
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return fmt.Errorf("TxClient not initialized, please set API Key first")
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}
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// Generate auth token using official SDK (valid for 7 hours)
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deadline := time.Now().Add(7 * time.Hour)
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authToken, err := t.txClient.GetAuthToken(deadline)
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if err != nil {
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return fmt.Errorf("failed to generate auth token: %w", err)
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}
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t.accountMutex.Lock()
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t.authToken = authToken
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t.tokenExpiry = deadline
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t.accountMutex.Unlock()
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logger.Infof("✓ Auth token generated (valid until: %s)", t.tokenExpiry.Format(time.RFC3339))
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return nil
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}
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// ensureAuthToken Ensure authentication token is valid
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func (t *LighterTraderV2) ensureAuthToken() error {
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t.accountMutex.RLock()
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expired := time.Now().After(t.tokenExpiry.Add(-30 * time.Minute)) // Refresh 30 minutes early
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t.accountMutex.RUnlock()
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if expired {
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logger.Info("🔄 Auth token about to expire, refreshing...")
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return t.refreshAuthToken()
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}
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return nil
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}
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// GetExchangeType Get exchange type
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func (t *LighterTraderV2) GetExchangeType() string {
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return "lighter"
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}
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// Cleanup Clean up resources
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func (t *LighterTraderV2) Cleanup() error {
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logger.Info("⏹ LIGHTER trader cleanup completed")
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return nil
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}
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// GetClosedPnL gets closed position PnL records from exchange
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// LIGHTER does not have a direct closed PnL API, returns empty slice
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func (t *LighterTraderV2) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
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trades, err := t.GetTrades(startTime, limit)
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if err != nil {
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return nil, err
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}
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// Filter only closing trades (realizedPnl != 0)
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var records []ClosedPnLRecord
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for _, trade := range trades {
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if trade.RealizedPnL == 0 {
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continue
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}
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side := "long"
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if trade.Side == "SELL" || trade.Side == "Sell" {
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side = "long"
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} else {
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side = "short"
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}
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var entryPrice float64
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if trade.Quantity > 0 {
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if side == "long" {
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entryPrice = trade.Price - trade.RealizedPnL/trade.Quantity
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} else {
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entryPrice = trade.Price + trade.RealizedPnL/trade.Quantity
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}
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}
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records = append(records, ClosedPnLRecord{
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Symbol: trade.Symbol,
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Side: side,
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EntryPrice: entryPrice,
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ExitPrice: trade.Price,
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Quantity: trade.Quantity,
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RealizedPnL: trade.RealizedPnL,
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Fee: trade.Fee,
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ExitTime: trade.Time,
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EntryTime: trade.Time,
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OrderID: trade.TradeID,
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ExchangeID: trade.TradeID,
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CloseType: "unknown",
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})
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}
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return records, nil
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}
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// GetTrades retrieves trade history from Lighter
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func (t *LighterTraderV2) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
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// Ensure we have 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 nil, fmt.Errorf("failed to get account index: %w", err)
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}
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}
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// Build request URL (use Unix timestamp in seconds, not milliseconds)
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startTimeSec := startTime.Unix()
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endpoint := fmt.Sprintf("%s/api/v1/trades?account_index=%d&start_time=%d",
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t.baseURL, t.accountIndex, startTimeSec)
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if limit > 0 {
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endpoint = fmt.Sprintf("%s&limit=%d", endpoint, limit)
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}
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logger.Infof("🔍 Calling Lighter GetTrades API: %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 nil, fmt.Errorf("failed to create request: %w", err)
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}
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resp, err := t.client.Do(req)
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if err != nil {
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return nil, fmt.Errorf("failed to get trades: %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 nil, 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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logger.Infof("⚠️ Lighter trades API returned %d: %s", resp.StatusCode, string(body))
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return []TradeRecord{}, nil
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}
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var response LighterTradeResponse
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if err := json.Unmarshal(body, &response); err != nil {
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var trades []LighterTrade
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if err := json.Unmarshal(body, &trades); err != nil {
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logger.Infof("⚠️ Failed to parse Lighter trades response: %v", err)
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return []TradeRecord{}, nil
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}
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response.Trades = trades
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}
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// Convert to unified TradeRecord format
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var result []TradeRecord
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for _, lt := range response.Trades {
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price, _ := parseFloat(lt.Price)
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qty, _ := parseFloat(lt.Size)
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fee, _ := parseFloat(lt.Fee)
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pnl, _ := parseFloat(lt.RealizedPnl)
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var side string
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if strings.ToLower(lt.Side) == "buy" {
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side = "BUY"
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} else {
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side = "SELL"
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}
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trade := TradeRecord{
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TradeID: lt.TradeID,
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Symbol: lt.Symbol,
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Side: side,
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PositionSide: "BOTH",
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Price: price,
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Quantity: qty,
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RealizedPnL: pnl,
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Fee: fee,
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Time: time.UnixMilli(lt.Timestamp),
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}
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result = append(result, trade)
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}
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return result, nil
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}
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