Files
nofx/trader/lighter_trader_v2_trading.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

689 lines
22 KiB
Go

package trader
import (
"bytes"
"encoding/json"
"fmt"
"io"
"mime/multipart"
"net/http"
"nofx/logger"
"strconv"
"strings"
"time"
"github.com/elliottech/lighter-go/types"
)
// OpenLong Open long position (implements Trader interface)
func (t *LighterTraderV2) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized, please set API Key first")
}
logger.Infof("📈 LIGHTER opening long: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
// 1. First cancel all pending orders for this symbol (clean up old stop-loss and take-profit orders)
if err := t.CancelAllOrders(symbol); err != nil {
logger.Infof("⚠️ Failed to cancel old pending orders: %v", err)
}
// 2. Set leverage (if needed)
if err := t.SetLeverage(symbol, leverage); err != nil {
logger.Infof("⚠️ Failed to set leverage: %v", err)
}
// 3. Get market price
marketPrice, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
// 4. Create market buy order (open long)
orderResult, err := t.CreateOrder(symbol, false, quantity, 0, "market", false)
if err != nil {
return nil, fmt.Errorf("failed to open long: %w", err)
}
logger.Infof("✓ LIGHTER opened long successfully: %s @ %.2f", symbol, marketPrice)
return map[string]interface{}{
"orderId": orderResult["orderId"],
"symbol": symbol,
"side": "long",
"status": "FILLED",
"price": marketPrice,
}, nil
}
// OpenShort Open short position (implements Trader interface)
func (t *LighterTraderV2) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized, please set API Key first")
}
logger.Infof("📉 LIGHTER opening short: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
// 1. First cancel all pending orders for this symbol (clean up old stop-loss and take-profit orders)
if err := t.CancelAllOrders(symbol); err != nil {
logger.Infof("⚠️ Failed to cancel old pending orders: %v", err)
}
// 2. Set leverage
if err := t.SetLeverage(symbol, leverage); err != nil {
logger.Infof("⚠️ Failed to set leverage: %v", err)
}
// 3. Get market price
marketPrice, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
// 4. Create market sell order (open short)
orderResult, err := t.CreateOrder(symbol, true, quantity, 0, "market", false)
if err != nil {
return nil, fmt.Errorf("failed to open short: %w", err)
}
logger.Infof("✓ LIGHTER opened short successfully: %s @ %.2f", symbol, marketPrice)
return map[string]interface{}{
"orderId": orderResult["orderId"],
"symbol": symbol,
"side": "short",
"status": "FILLED",
"price": marketPrice,
}, nil
}
// CloseLong Close long position (implements Trader interface)
func (t *LighterTraderV2) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized")
}
// If quantity=0, get current position quantity
if quantity == 0 {
pos, err := t.GetPosition(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get position: %w", err)
}
if pos == nil || pos.Size == 0 {
return map[string]interface{}{
"symbol": symbol,
"status": "NO_POSITION",
}, nil
}
quantity = pos.Size
}
logger.Infof("🔻 LIGHTER closing long: %s, qty=%.4f", symbol, quantity)
// Cancel pending orders before closing
if err := t.CancelAllOrders(symbol); err != nil {
logger.Infof("⚠️ Failed to cancel orders: %v", err)
}
// Create market sell order to close (reduceOnly=true)
orderResult, err := t.CreateOrder(symbol, true, quantity, 0, "market", true)
if err != nil {
return nil, fmt.Errorf("failed to close long: %w", err)
}
txHash, _ := orderResult["orderId"].(string)
logger.Infof("✓ LIGHTER closed long successfully: %s (tx: %s)", symbol, txHash)
return map[string]interface{}{
"orderId": txHash,
"symbol": symbol,
"status": "FILLED",
}, nil
}
// CloseShort Close short position (implements Trader interface)
func (t *LighterTraderV2) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized")
}
// If quantity=0, get current position quantity
if quantity == 0 {
pos, err := t.GetPosition(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get position: %w", err)
}
if pos == nil || pos.Size == 0 {
return map[string]interface{}{
"symbol": symbol,
"status": "NO_POSITION",
}, nil
}
quantity = pos.Size
}
logger.Infof("🔺 LIGHTER closing short: %s, qty=%.4f", symbol, quantity)
// Cancel pending orders before closing
if err := t.CancelAllOrders(symbol); err != nil {
logger.Infof("⚠️ Failed to cancel orders: %v", err)
}
// Create market buy order to close (reduceOnly=true)
orderResult, err := t.CreateOrder(symbol, false, quantity, 0, "market", true)
if err != nil {
return nil, fmt.Errorf("failed to close short: %w", err)
}
txHash, _ := orderResult["orderId"].(string)
logger.Infof("✓ LIGHTER closed short successfully: %s (tx: %s)", symbol, txHash)
return map[string]interface{}{
"orderId": txHash,
"symbol": symbol,
"status": "FILLED",
}, nil
}
// CreateOrder Create order (market or limit) - uses official SDK for signing
func (t *LighterTraderV2) CreateOrder(symbol string, isAsk bool, quantity float64, price float64, orderType string, reduceOnly bool) (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) // SDK expects uint8
// Build order request
// Use ClientOrderIndex=0 for market orders (same as web UI)
clientOrderIndex := int64(0)
var orderTypeValue uint8 = 0 // 0=limit, 1=market
if orderType == "market" {
orderTypeValue = 1
}
// Convert quantity to LIGHTER base_amount format using dynamic precision from API
baseAmount := int64(quantity * float64(pow10(marketInfo.SizeDecimals)))
logger.Infof("🔸 Using size precision: %d decimals, quantity=%.4f → baseAmount=%d",
marketInfo.SizeDecimals, quantity, baseAmount)
// Set price based on order type
priceValue := uint32(0)
if orderType == "limit" {
priceValue = uint32(price * float64(pow10(marketInfo.PriceDecimals)))
logger.Infof("🔸 LIMIT order - Price: %.2f (precision: %d decimals)", price, marketInfo.PriceDecimals)
} else {
// Market order - Price field is used as PRICE PROTECTION (slippage limit)
// NOT as the execution price! Set it wider to allow order to fill.
marketPrice, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
// For BUY: set price protection ABOVE market (allow buying up to 105% of market price)
// For SELL: set price protection BELOW market (allow selling down to 95% of market price)
var protectedPrice float64
if isAsk {
// Selling: accept down to 95% of market price
protectedPrice = marketPrice * 0.95
logger.Infof("🔸 MARKET SELL order - Price protection: %.2f (95%% of market %.2f, precision: %d decimals)",
protectedPrice, marketPrice, marketInfo.PriceDecimals)
} else {
// Buying: accept up to 105% of market price
protectedPrice = marketPrice * 1.05
logger.Infof("🔸 MARKET BUY order - Price protection: %.2f (105%% of market %.2f, precision: %d decimals)",
protectedPrice, marketPrice, marketInfo.PriceDecimals)
}
priceValue = uint32(protectedPrice * float64(pow10(marketInfo.PriceDecimals)))
}
// TimeInForce and Expiry based on order type
// Market orders MUST use TimeInForce=0 (ImmediateOrCancel)
// Limit orders use TimeInForce=1 (GoodTillTime)
var orderExpiry int64 = 0
var timeInForce uint8 = 0 // Default: ImmediateOrCancel for market orders
if orderType == "limit" {
timeInForce = 1 // GoodTillTime for limit orders
orderExpiry = time.Now().Add(7 * 24 * time.Hour).UnixMilli()
}
// Set reduceOnly flag
var reduceOnlyValue uint8 = 0
if reduceOnly {
reduceOnlyValue = 1
}
txReq := &types.CreateOrderTxReq{
MarketIndex: marketIndex,
ClientOrderIndex: clientOrderIndex,
BaseAmount: baseAmount,
Price: priceValue,
IsAsk: boolToUint8(isAsk),
Type: orderTypeValue,
TimeInForce: timeInForce,
ReduceOnly: reduceOnlyValue,
TriggerPrice: 0,
OrderExpiry: orderExpiry,
}
// Sign transaction using SDK (nonce will be auto-fetched)
nonce := int64(-1) // -1 means auto-fetch
tx, err := t.txClient.GetCreateOrderTransaction(txReq, &types.TransactOpts{
Nonce: &nonce,
})
if err != nil {
return nil, fmt.Errorf("failed to sign order: %w", err)
}
// Get tx_info from SDK (uses json.Marshal which produces base64 for []byte)
txInfo, err := tx.GetTxInfo()
if err != nil {
return nil, fmt.Errorf("failed to get tx info: %w", err)
}
// Debug: Log the tx_info content
logger.Infof("DEBUG tx_type: %d, tx_info: %s", tx.GetTxType(), txInfo)
// Submit order to LIGHTER API
orderResp, err := t.submitOrder(int(tx.GetTxType()), txInfo)
if err != nil {
return nil, fmt.Errorf("failed to submit order: %w", err)
}
side := "buy"
if isAsk {
side = "sell"
}
logger.Infof("✓ LIGHTER order created: %s %s qty=%.4f", symbol, side, quantity)
return orderResp, nil
}
// SendTxResponse Send transaction response
type SendTxResponse struct {
Code int `json:"code"`
Message string `json:"message"`
TxHash string `json:"tx_hash"`
PredictedExecutionTime int64 `json:"predicted_execution_time_ms"`
Data map[string]interface{} `json:"data"`
}
// CreateOrderTxInfoAPI Order transaction info with CamelCase JSON tags (matching SDK) + hex signature
type CreateOrderTxInfoAPI struct {
AccountIndex int64 `json:"AccountIndex"`
ApiKeyIndex uint8 `json:"ApiKeyIndex"`
MarketIndex uint8 `json:"MarketIndex"`
ClientOrderIndex int64 `json:"ClientOrderIndex"`
BaseAmount int64 `json:"BaseAmount"`
Price uint32 `json:"Price"`
IsAsk uint8 `json:"IsAsk"`
Type uint8 `json:"Type"`
TimeInForce uint8 `json:"TimeInForce"`
ReduceOnly uint8 `json:"ReduceOnly"`
TriggerPrice uint32 `json:"TriggerPrice"`
OrderExpiry int64 `json:"OrderExpiry"`
ExpiredAt int64 `json:"ExpiredAt"`
Nonce int64 `json:"Nonce"`
Sig string `json:"Sig"` // Hex-encoded signature (string)
}
// submitOrder Submit signed order to LIGHTER API using multipart/form-data
func (t *LighterTraderV2) submitOrder(txType int, txInfo string) (map[string]interface{}, error) {
// Build multipart form data (Lighter API requires form-data, not JSON)
var body bytes.Buffer
writer := multipart.NewWriter(&body)
// Add tx_type field
if err := writer.WriteField("tx_type", strconv.Itoa(txType)); err != nil {
return nil, fmt.Errorf("failed to write tx_type: %w", err)
}
// Add tx_info field
if err := writer.WriteField("tx_info", txInfo); err != nil {
return nil, fmt.Errorf("failed to write tx_info: %w", err)
}
// Add price_protection field (false = use Price field as slippage protection)
if err := writer.WriteField("price_protection", "false"); err != nil {
return nil, fmt.Errorf("failed to write price_protection: %w", err)
}
// Close multipart writer
if err := writer.Close(); err != nil {
return nil, fmt.Errorf("failed to close multipart writer: %w", err)
}
// Send POST request to /api/v1/sendTx
endpoint := fmt.Sprintf("%s/api/v1/sendTx", t.baseURL)
httpReq, err := http.NewRequest("POST", endpoint, &body)
if err != nil {
return nil, err
}
httpReq.Header.Set("Content-Type", writer.FormDataContentType())
resp, err := t.client.Do(httpReq)
if err != nil {
return nil, err
}
defer resp.Body.Close()
respBody, err := io.ReadAll(resp.Body)
if err != nil {
return nil, err
}
// Parse response
var sendResp SendTxResponse
if err := json.Unmarshal(respBody, &sendResp); err != nil {
return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(respBody))
}
// Log full response for debugging
logger.Infof("DEBUG API response: %s", string(respBody))
// Check response code
if sendResp.Code != 200 {
return nil, fmt.Errorf("failed to submit order (code %d): %s", sendResp.Code, sendResp.Message)
}
// Extract transaction hash and order ID
// tx_hash is at top level in response, not in data
txHash := sendResp.TxHash
if txHash == "" {
// Fallback to data.tx_hash if present
if th, ok := sendResp.Data["tx_hash"].(string); ok {
txHash = th
}
}
result := map[string]interface{}{
"tx_hash": txHash,
"status": "submitted",
"orderId": txHash, // Use tx_hash as orderId
}
logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
return result, nil
}
// normalizeSymbol Convert NOFX symbol format to Lighter format
// NOFX uses "BTC-PERP", "BTCUSDT", etc. Lighter uses "BTC", "ETH", etc.
func normalizeSymbol(symbol string) string {
// 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)
// 1. Fetch market list from API (TODO: cache this)
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
func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
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,
})
}
}
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)
func (t *LighterTraderV2) SetLeverage(symbol string, leverage int) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
// TODO: Sign and submit SetLeverage transaction using SDK
logger.Infof("⚙️ Setting leverage: %s = %dx", symbol, leverage)
return nil // Return success for now
}
// SetMarginMode Set margin mode (implements Trader interface)
func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
modeStr := "isolated"
if isCrossMargin {
modeStr = "cross"
}
logger.Infof("⚙️ Setting margin mode: %s = %s", symbol, modeStr)
// TODO: Sign and submit SetMarginMode transaction using SDK
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.Infof("DEBUG 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
}