mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +08:00
5c9e134e99
- Add NowFunc to GORM config for UTC auto-generated timestamps - Add .UTC() to all time.UnixMilli() calls in trader files - Add .UTC() to all time.Now() calls in store and api files - Fix TypeScript unused imports in frontend
150 lines
5.1 KiB
Go
150 lines
5.1 KiB
Go
package trader
|
|
|
|
import (
|
|
"fmt"
|
|
"nofx/logger"
|
|
"nofx/market"
|
|
"nofx/store"
|
|
"sort"
|
|
"strings"
|
|
"time"
|
|
)
|
|
|
|
// SyncOrdersFromHyperliquid syncs Hyperliquid exchange order history to local database
|
|
// Also creates/updates position records to ensure orders/fills/positions data consistency
|
|
// exchangeID: Exchange account UUID (from exchanges.id)
|
|
// exchangeType: Exchange type ("hyperliquid")
|
|
func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
|
|
if st == nil {
|
|
return fmt.Errorf("store is nil")
|
|
}
|
|
|
|
// Get recent trades (last 24 hours)
|
|
startTime := time.Now().Add(-24 * time.Hour)
|
|
|
|
logger.Infof("🔄 Syncing Hyperliquid trades from: %s", startTime.Format(time.RFC3339))
|
|
|
|
// Use GetTrades method to fetch trade records
|
|
trades, err := t.GetTrades(startTime, 1000)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get trades: %w", err)
|
|
}
|
|
|
|
logger.Infof("📥 Received %d trades from Hyperliquid", len(trades))
|
|
|
|
// Sort trades by time ASC (oldest first) for proper position building
|
|
sort.Slice(trades, func(i, j int) bool {
|
|
return trades[i].Time.Before(trades[j].Time)
|
|
})
|
|
|
|
// Process trades one by one (no transaction to avoid deadlock)
|
|
orderStore := st.Order()
|
|
positionStore := st.Position()
|
|
posBuilder := store.NewPositionBuilder(positionStore)
|
|
syncedCount := 0
|
|
|
|
for _, trade := range trades {
|
|
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
|
|
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
|
|
if err == nil && existing != nil {
|
|
continue // Order already exists, skip
|
|
}
|
|
|
|
// Normalize symbol
|
|
symbol := market.Normalize(trade.Symbol)
|
|
|
|
// Use order action from trade (parsed from Hyperliquid Dir field)
|
|
// Dir field values: "Open Long", "Open Short", "Close Long", "Close Short"
|
|
orderAction := trade.OrderAction
|
|
positionSide := "LONG"
|
|
if strings.Contains(orderAction, "short") {
|
|
positionSide = "SHORT"
|
|
}
|
|
|
|
// Create order record - use UTC time to avoid timezone issues
|
|
tradeTimeUTC := trade.Time.UTC()
|
|
orderRecord := &store.TraderOrder{
|
|
TraderID: traderID,
|
|
ExchangeID: exchangeID, // UUID
|
|
ExchangeType: exchangeType, // Exchange type
|
|
ExchangeOrderID: trade.TradeID,
|
|
Symbol: symbol,
|
|
Side: trade.Side,
|
|
PositionSide: "BOTH", // Hyperliquid uses one-way position mode
|
|
Type: "MARKET",
|
|
OrderAction: orderAction,
|
|
Quantity: trade.Quantity,
|
|
Price: trade.Price,
|
|
Status: "FILLED",
|
|
FilledQuantity: trade.Quantity,
|
|
AvgFillPrice: trade.Price,
|
|
Commission: trade.Fee,
|
|
FilledAt: tradeTimeUTC,
|
|
CreatedAt: tradeTimeUTC,
|
|
UpdatedAt: tradeTimeUTC,
|
|
}
|
|
|
|
// Insert order record
|
|
if err := orderStore.CreateOrder(orderRecord); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
|
|
continue
|
|
}
|
|
|
|
// Create fill record - use UTC time
|
|
fillRecord := &store.TraderFill{
|
|
TraderID: traderID,
|
|
ExchangeID: exchangeID, // UUID
|
|
ExchangeType: exchangeType, // Exchange type
|
|
OrderID: orderRecord.ID,
|
|
ExchangeOrderID: trade.TradeID,
|
|
ExchangeTradeID: trade.TradeID,
|
|
Symbol: symbol,
|
|
Side: trade.Side,
|
|
Price: trade.Price,
|
|
Quantity: trade.Quantity,
|
|
QuoteQuantity: trade.Price * trade.Quantity,
|
|
Commission: trade.Fee,
|
|
CommissionAsset: "USDT",
|
|
RealizedPnL: trade.RealizedPnL,
|
|
IsMaker: false, // Hyperliquid GetTrades doesn't provide maker/taker info
|
|
CreatedAt: tradeTimeUTC,
|
|
}
|
|
|
|
if err := orderStore.CreateFill(fillRecord); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
|
|
}
|
|
|
|
// Create/update position record using PositionBuilder
|
|
if err := posBuilder.ProcessTrade(
|
|
traderID, exchangeID, exchangeType,
|
|
symbol, positionSide, orderAction,
|
|
trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
|
|
trade.Time, trade.TradeID,
|
|
); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
|
|
} else {
|
|
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, orderAction, trade.Quantity)
|
|
}
|
|
|
|
syncedCount++
|
|
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
|
|
trade.TradeID, symbol, trade.Side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
|
|
}
|
|
|
|
logger.Infof("✅ Order sync completed: %d new trades synced", syncedCount)
|
|
return nil
|
|
}
|
|
|
|
// StartOrderSync starts background order sync task
|
|
func (t *HyperliquidTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
|
|
ticker := time.NewTicker(interval)
|
|
go func() {
|
|
for range ticker.C {
|
|
if err := t.SyncOrdersFromHyperliquid(traderID, exchangeID, exchangeType, st); err != nil {
|
|
logger.Infof("⚠️ Hyperliquid order sync failed: %v", err)
|
|
}
|
|
}
|
|
}()
|
|
logger.Infof("🔄 Hyperliquid order sync started (interval: %v)", interval)
|
|
}
|