Files
nofx/trader/hyperliquid_trader.go
T
0xYYBB | ZYY | Bobo 57e31b2ace fix(trader): add mutex to prevent race condition in Meta refresh (#796)
* fix(trader): add mutex to prevent race condition in Meta refresh (issue #742)
**問題**:
根據 issue #742 審查標準,發現 BLOCKING 級別的並發安全問題:
- refreshMetaIfNeeded() 中的 `t.meta = meta` 缺少並發保護
- 多個 goroutine 同時調用 OpenLong/OpenShort 會造成競態條件
**修復**:
1. 添加 sync.RWMutex 保護 meta 字段
2. refreshMetaIfNeeded() 使用寫鎖保護 meta 更新
3. getSzDecimals() 使用讀鎖保護 meta 訪問
**符合標準**:
- issue #742: "並發安全問題需使用 sync.Once 等機制"
- 使用 RWMutex 實現讀寫分離,提升並發性能
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
* test(trader): add comprehensive race condition tests for meta field mutex protection
- Test concurrent reads (100 goroutines accessing getSzDecimals)
- Test concurrent read/write (50 readers + 10 writers simulating meta refresh)
- Test nil meta edge case (returns default value 4)
- Test valid meta with multiple coins (BTC, ETH, SOL)
- Test massive concurrency (1000 iterations with race detector)
All 5 test cases passed, including -race verification with no data races detected.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
---------
Co-authored-by: ZhouYongyou <128128010+zhouyongyou@users.noreply.github.com>
Co-authored-by: tinkle-community <tinklefund@gmail.com>
2025-11-10 20:50:56 -05:00

907 lines
30 KiB
Go
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
package trader
import (
"context"
"crypto/ecdsa"
"encoding/json"
"fmt"
"log"
"strconv"
"strings"
"sync"
"github.com/ethereum/go-ethereum/crypto"
"github.com/sonirico/go-hyperliquid"
)
// HyperliquidTrader Hyperliquid交易器
type HyperliquidTrader struct {
exchange *hyperliquid.Exchange
ctx context.Context
walletAddr string
meta *hyperliquid.Meta // 缓存meta信息(包含精度等)
metaMutex sync.RWMutex // 保护meta字段的并发访问
isCrossMargin bool // 是否为全仓模式
}
// NewHyperliquidTrader 创建Hyperliquid交易器
func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool) (*HyperliquidTrader, error) {
// 去掉私钥的 0x 前缀(如果有,不区分大小写)
privateKeyHex = strings.TrimPrefix(strings.ToLower(privateKeyHex), "0x")
// 解析私钥
privateKey, err := crypto.HexToECDSA(privateKeyHex)
if err != nil {
return nil, fmt.Errorf("解析私钥失败: %w", err)
}
// 选择API URL
apiURL := hyperliquid.MainnetAPIURL
if testnet {
apiURL = hyperliquid.TestnetAPIURL
}
// Security enhancement: Implement Agent Wallet best practices
// Reference: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/nonces-and-api-wallets
agentAddr := crypto.PubkeyToAddress(*privateKey.Public().(*ecdsa.PublicKey)).Hex()
if walletAddr == "" {
return nil, fmt.Errorf("❌ Configuration error: Main wallet address (hyperliquid_wallet_addr) not provided\n" +
"🔐 Correct configuration pattern:\n" +
" 1. hyperliquid_private_key = Agent Private Key (for signing only, balance should be ~0)\n" +
" 2. hyperliquid_wallet_addr = Main Wallet Address (holds funds, never expose private key)\n" +
"💡 Please create an Agent Wallet on Hyperliquid official website and authorize it before configuration:\n" +
" https://app.hyperliquid.xyz/ → Settings → API Wallets")
}
// Check if user accidentally uses main wallet private key (security risk)
if strings.EqualFold(walletAddr, agentAddr) {
log.Printf("⚠️⚠️⚠️ WARNING: Main wallet address (%s) matches Agent wallet address!", walletAddr)
log.Printf(" This indicates you may be using your main wallet private key, which poses extremely high security risks!")
log.Printf(" Recommendation: Immediately create a separate Agent Wallet on Hyperliquid official website")
log.Printf(" Reference: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/nonces-and-api-wallets")
} else {
log.Printf("✓ Using Agent Wallet mode (secure)")
log.Printf(" └─ Agent wallet address: %s (for signing)", agentAddr)
log.Printf(" └─ Main wallet address: %s (holds funds)", walletAddr)
}
ctx := context.Background()
// 创建Exchange客户端(Exchange包含Info功能)
exchange := hyperliquid.NewExchange(
ctx,
privateKey,
apiURL,
nil, // Meta will be fetched automatically
"", // vault address (empty for personal account)
walletAddr, // wallet address
nil, // SpotMeta will be fetched automatically
)
log.Printf("✓ Hyperliquid交易器初始化成功 (testnet=%v, wallet=%s)", testnet, walletAddr)
// 获取meta信息(包含精度等配置)
meta, err := exchange.Info().Meta(ctx)
if err != nil {
return nil, fmt.Errorf("获取meta信息失败: %w", err)
}
// 🔍 Security check: Validate Agent wallet balance (should be close to 0)
// Only check if using separate Agent wallet (not when main wallet is used as agent)
if !strings.EqualFold(walletAddr, agentAddr) {
agentState, err := exchange.Info().UserState(ctx, agentAddr)
if err == nil && agentState != nil && agentState.CrossMarginSummary.AccountValue != "" {
// Parse Agent wallet balance
agentBalance, _ := strconv.ParseFloat(agentState.CrossMarginSummary.AccountValue, 64)
if agentBalance > 100 {
// Critical: Agent wallet holds too much funds
log.Printf("🚨🚨🚨 CRITICAL SECURITY WARNING 🚨🚨🚨")
log.Printf(" Agent wallet balance: %.2f USDC (exceeds safe threshold of 100 USDC)", agentBalance)
log.Printf(" Agent wallet address: %s", agentAddr)
log.Printf(" ⚠️ Agent wallets should only be used for signing and hold minimal/zero balance")
log.Printf(" ⚠️ High balance in Agent wallet poses security risks")
log.Printf(" 📖 Reference: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/nonces-and-api-wallets")
log.Printf(" 💡 Recommendation: Transfer funds to main wallet and keep Agent wallet balance near 0")
return nil, fmt.Errorf("security check failed: Agent wallet balance too high (%.2f USDC), exceeds 100 USDC threshold", agentBalance)
} else if agentBalance > 10 {
// Warning: Agent wallet has some balance (acceptable but not ideal)
log.Printf("⚠️ Notice: Agent wallet address (%s) has some balance: %.2f USDC", agentAddr, agentBalance)
log.Printf(" While not critical, it's recommended to keep Agent wallet balance near 0 for security")
} else {
// OK: Agent wallet balance is safe
log.Printf("✓ Agent wallet balance is safe: %.2f USDC (near zero as recommended)", agentBalance)
}
} else if err != nil {
// Failed to query agent balance - log warning but don't block initialization
log.Printf("⚠️ Could not verify Agent wallet balance (query failed): %v", err)
log.Printf(" Proceeding with initialization, but please manually verify Agent wallet balance is near 0")
}
}
return &HyperliquidTrader{
exchange: exchange,
ctx: ctx,
walletAddr: walletAddr,
meta: meta,
isCrossMargin: true, // 默认使用全仓模式
}, nil
}
// GetBalance 获取账户余额
func (t *HyperliquidTrader) GetBalance() (map[string]interface{}, error) {
log.Printf("🔄 正在调用Hyperliquid API获取账户余额...")
// ✅ Step 1: 查询 Spot 现货账户余额
spotState, err := t.exchange.Info().SpotUserState(t.ctx, t.walletAddr)
var spotUSDCBalance float64 = 0.0
if err != nil {
log.Printf("⚠️ 查询 Spot 余额失败(可能无现货资产): %v", err)
} else if spotState != nil && len(spotState.Balances) > 0 {
for _, balance := range spotState.Balances {
if balance.Coin == "USDC" {
spotUSDCBalance, _ = strconv.ParseFloat(balance.Total, 64)
log.Printf("✓ 发现 Spot 现货余额: %.2f USDC", spotUSDCBalance)
break
}
}
}
// ✅ Step 2: 查询 Perpetuals 合约账户状态
accountState, err := t.exchange.Info().UserState(t.ctx, t.walletAddr)
if err != nil {
log.Printf("❌ Hyperliquid Perpetuals API调用失败: %v", err)
return nil, fmt.Errorf("获取账户信息失败: %w", err)
}
// 解析余额信息(MarginSummary字段都是string
result := make(map[string]interface{})
// ✅ Step 3: 根据保证金模式动态选择正确的摘要(CrossMarginSummary 或 MarginSummary
var accountValue, totalMarginUsed float64
var summaryType string
var summary interface{}
if t.isCrossMargin {
// 全仓模式:使用 CrossMarginSummary
accountValue, _ = strconv.ParseFloat(accountState.CrossMarginSummary.AccountValue, 64)
totalMarginUsed, _ = strconv.ParseFloat(accountState.CrossMarginSummary.TotalMarginUsed, 64)
summaryType = "CrossMarginSummary (全仓)"
summary = accountState.CrossMarginSummary
} else {
// 逐仓模式:使用 MarginSummary
accountValue, _ = strconv.ParseFloat(accountState.MarginSummary.AccountValue, 64)
totalMarginUsed, _ = strconv.ParseFloat(accountState.MarginSummary.TotalMarginUsed, 64)
summaryType = "MarginSummary (逐仓)"
summary = accountState.MarginSummary
}
// 🔍 调试:打印API返回的完整摘要结构
summaryJSON, _ := json.MarshalIndent(summary, " ", " ")
log.Printf("🔍 [DEBUG] Hyperliquid API %s 完整数据:", summaryType)
log.Printf("%s", string(summaryJSON))
// ⚠️ 关键修复:从所有持仓中累加真正的未实现盈亏
totalUnrealizedPnl := 0.0
for _, assetPos := range accountState.AssetPositions {
unrealizedPnl, _ := strconv.ParseFloat(assetPos.Position.UnrealizedPnl, 64)
totalUnrealizedPnl += unrealizedPnl
}
// ✅ 正确理解Hyperliquid字段:
// AccountValue = 总账户净值(已包含空闲资金+持仓价值+未实现盈亏)
// TotalMarginUsed = 持仓占用的保证金(已包含在AccountValue中,仅用于显示)
//
// 为了兼容auto_trader.go的计算逻辑(totalEquity = totalWalletBalance + totalUnrealizedProfit
// 需要返回"不包含未实现盈亏的钱包余额"
walletBalanceWithoutUnrealized := accountValue - totalUnrealizedPnl
// ✅ Step 4: 使用 Withdrawable 欄位(PR #443
// Withdrawable 是官方提供的真实可提现余额,比简单计算更可靠
availableBalance := 0.0
if accountState.Withdrawable != "" {
withdrawable, err := strconv.ParseFloat(accountState.Withdrawable, 64)
if err == nil && withdrawable > 0 {
availableBalance = withdrawable
log.Printf("✓ 使用 Withdrawable 作为可用余额: %.2f", availableBalance)
}
}
// 降级方案:如果没有 Withdrawable,使用简单计算
if availableBalance == 0 && accountState.Withdrawable == "" {
availableBalance = accountValue - totalMarginUsed
if availableBalance < 0 {
log.Printf("⚠️ 计算出的可用余额为负数 (%.2f),重置为 0", availableBalance)
availableBalance = 0
}
}
// ✅ Step 5: 正确处理 Spot + Perpetuals 余额
// 重要:Spot 只加到总资产,不加到可用余额
// 原因:Spot 和 Perpetuals 是独立帐户,需手动 ClassTransfer 才能转账
totalWalletBalance := walletBalanceWithoutUnrealized + spotUSDCBalance
result["totalWalletBalance"] = totalWalletBalance // 总资产(Perp + Spot
result["availableBalance"] = availableBalance // 可用余额(仅 Perpetuals,不含 Spot
result["totalUnrealizedProfit"] = totalUnrealizedPnl // 未实现盈亏(仅来自 Perpetuals)
result["spotBalance"] = spotUSDCBalance // Spot 现货余额(单独返回)
log.Printf("✓ Hyperliquid 完整账户:")
log.Printf(" • Spot 现货余额: %.2f USDC (需手动转账到 Perpetuals 才能开仓)", spotUSDCBalance)
log.Printf(" • Perpetuals 合约净值: %.2f USDC (钱包%.2f + 未实现%.2f)",
accountValue,
walletBalanceWithoutUnrealized,
totalUnrealizedPnl)
log.Printf(" • Perpetuals 可用余额: %.2f USDC (可直接用于开仓)", availableBalance)
log.Printf(" • 保证金占用: %.2f USDC", totalMarginUsed)
log.Printf(" • 总资产 (Perp+Spot): %.2f USDC", totalWalletBalance)
log.Printf(" ⭐ 总资产: %.2f USDC | Perp 可用: %.2f USDC | Spot 余额: %.2f USDC",
totalWalletBalance, availableBalance, spotUSDCBalance)
return result, nil
}
// GetPositions 获取所有持仓
func (t *HyperliquidTrader) GetPositions() ([]map[string]interface{}, error) {
// 获取账户状态
accountState, err := t.exchange.Info().UserState(t.ctx, t.walletAddr)
if err != nil {
return nil, fmt.Errorf("获取持仓失败: %w", err)
}
var result []map[string]interface{}
// 遍历所有持仓
for _, assetPos := range accountState.AssetPositions {
position := assetPos.Position
// 持仓数量(string类型)
posAmt, _ := strconv.ParseFloat(position.Szi, 64)
if posAmt == 0 {
continue // 跳过无持仓的
}
posMap := make(map[string]interface{})
// 标准化symbol格式(Hyperliquid使用如"BTC",我们转换为"BTCUSDT"
symbol := position.Coin + "USDT"
posMap["symbol"] = symbol
// 持仓数量和方向
if posAmt > 0 {
posMap["side"] = "long"
posMap["positionAmt"] = posAmt
} else {
posMap["side"] = "short"
posMap["positionAmt"] = -posAmt // 转为正数
}
// 价格信息(EntryPx和LiquidationPx是指针类型)
var entryPrice, liquidationPx float64
if position.EntryPx != nil {
entryPrice, _ = strconv.ParseFloat(*position.EntryPx, 64)
}
if position.LiquidationPx != nil {
liquidationPx, _ = strconv.ParseFloat(*position.LiquidationPx, 64)
}
positionValue, _ := strconv.ParseFloat(position.PositionValue, 64)
unrealizedPnl, _ := strconv.ParseFloat(position.UnrealizedPnl, 64)
// 计算mark pricepositionValue / abs(posAmt)
var markPrice float64
if posAmt != 0 {
markPrice = positionValue / absFloat(posAmt)
}
posMap["entryPrice"] = entryPrice
posMap["markPrice"] = markPrice
posMap["unRealizedProfit"] = unrealizedPnl
posMap["leverage"] = float64(position.Leverage.Value)
posMap["liquidationPrice"] = liquidationPx
result = append(result, posMap)
}
return result, nil
}
// SetMarginMode 设置仓位模式 (在SetLeverage时一并设置)
func (t *HyperliquidTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
// Hyperliquid的仓位模式在SetLeverage时设置,这里只记录
t.isCrossMargin = isCrossMargin
marginModeStr := "全仓"
if !isCrossMargin {
marginModeStr = "逐仓"
}
log.Printf(" ✓ %s 将使用 %s 模式", symbol, marginModeStr)
return nil
}
// SetLeverage 设置杠杆
func (t *HyperliquidTrader) SetLeverage(symbol string, leverage int) error {
// Hyperliquid symbol格式(去掉USDT后缀)
coin := convertSymbolToHyperliquid(symbol)
// 调用UpdateLeverage (leverage int, name string, isCross bool)
// 第三个参数: true=全仓模式, false=逐仓模式
_, err := t.exchange.UpdateLeverage(t.ctx, leverage, coin, t.isCrossMargin)
if err != nil {
return fmt.Errorf("设置杠杆失败: %w", err)
}
log.Printf(" ✓ %s 杠杆已切换为 %dx", symbol, leverage)
return nil
}
// refreshMetaIfNeeded 当 Meta 信息失效时刷新(Asset ID 为 0 时触发)
func (t *HyperliquidTrader) refreshMetaIfNeeded(coin string) error {
assetID := t.exchange.Info().NameToAsset(coin)
if assetID != 0 {
return nil // Meta 正常,无需刷新
}
log.Printf("⚠️ %s 的 Asset ID 为 0,尝试刷新 Meta 信息...", coin)
// 刷新 Meta 信息
meta, err := t.exchange.Info().Meta(t.ctx)
if err != nil {
return fmt.Errorf("刷新 Meta 信息失败: %w", err)
}
// ✅ 并发安全:使用写锁保护 meta 字段更新
t.metaMutex.Lock()
t.meta = meta
t.metaMutex.Unlock()
log.Printf("✅ Meta 信息已刷新,包含 %d 个资产", len(meta.Universe))
// 验证刷新后的 Asset ID
assetID = t.exchange.Info().NameToAsset(coin)
if assetID == 0 {
return fmt.Errorf("❌ 即使在刷新 Meta 后,资产 %s 的 Asset ID 仍为 0。可能原因:\n"+
" 1. 该币种未在 Hyperliquid 上市\n"+
" 2. 币种名称错误(应为 BTC 而非 BTCUSDT\n"+
" 3. API 连接问题", coin)
}
log.Printf("✅ 刷新后 Asset ID 检查通过: %s -> %d", coin, assetID)
return nil
}
// OpenLong 开多仓
func (t *HyperliquidTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
// 先取消该币种的所有委托单
if err := t.CancelAllOrders(symbol); err != nil {
log.Printf(" ⚠ 取消旧委托单失败: %v", err)
}
// 设置杠杆
if err := t.SetLeverage(symbol, leverage); err != nil {
return nil, err
}
// Hyperliquid symbol格式
coin := convertSymbolToHyperliquid(symbol)
// 获取当前价格(用于市价单)
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, err
}
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
log.Printf(" 📏 数量精度处理: %.8f -> %.8f (szDecimals=%d)", quantity, roundedQuantity, t.getSzDecimals(coin))
// ⚠️ 关键:价格也需要处理为5位有效数字
aggressivePrice := t.roundPriceToSigfigs(price * 1.01)
log.Printf(" 💰 价格精度处理: %.8f -> %.8f (5位有效数字)", price*1.01, aggressivePrice)
// 创建市价买入订单(使用IOC limit order with aggressive price
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: true,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: aggressivePrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{
Tif: hyperliquid.TifIoc, // Immediate or Cancel (类似市价单)
},
},
ReduceOnly: false,
}
_, err = t.exchange.Order(t.ctx, order, nil)
if err != nil {
return nil, fmt.Errorf("开多仓失败: %w", err)
}
log.Printf("✓ 开多仓成功: %s 数量: %.4f", symbol, roundedQuantity)
result := make(map[string]interface{})
result["orderId"] = 0 // Hyperliquid没有返回order ID
result["symbol"] = symbol
result["status"] = "FILLED"
return result, nil
}
// OpenShort 开空仓
func (t *HyperliquidTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
// 先取消该币种的所有委托单
if err := t.CancelAllOrders(symbol); err != nil {
log.Printf(" ⚠ 取消旧委托单失败: %v", err)
}
// 设置杠杆
if err := t.SetLeverage(symbol, leverage); err != nil {
return nil, err
}
// Hyperliquid symbol格式
coin := convertSymbolToHyperliquid(symbol)
// 获取当前价格
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, err
}
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
log.Printf(" 📏 数量精度处理: %.8f -> %.8f (szDecimals=%d)", quantity, roundedQuantity, t.getSzDecimals(coin))
// ⚠️ 关键:价格也需要处理为5位有效数字
aggressivePrice := t.roundPriceToSigfigs(price * 0.99)
log.Printf(" 💰 价格精度处理: %.8f -> %.8f (5位有效数字)", price*0.99, aggressivePrice)
// 创建市价卖出订单
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: false,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: aggressivePrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{
Tif: hyperliquid.TifIoc,
},
},
ReduceOnly: false,
}
_, err = t.exchange.Order(t.ctx, order, nil)
if err != nil {
return nil, fmt.Errorf("开空仓失败: %w", err)
}
log.Printf("✓ 开空仓成功: %s 数量: %.4f", symbol, roundedQuantity)
result := make(map[string]interface{})
result["orderId"] = 0
result["symbol"] = symbol
result["status"] = "FILLED"
return result, nil
}
// CloseLong 平多仓
func (t *HyperliquidTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
// 如果数量为0,获取当前持仓数量
if quantity == 0 {
positions, err := t.GetPositions()
if err != nil {
return nil, err
}
for _, pos := range positions {
if pos["symbol"] == symbol && pos["side"] == "long" {
quantity = pos["positionAmt"].(float64)
break
}
}
if quantity == 0 {
return nil, fmt.Errorf("没有找到 %s 的多仓", symbol)
}
}
// Hyperliquid symbol格式
coin := convertSymbolToHyperliquid(symbol)
// 获取当前价格
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, err
}
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
log.Printf(" 📏 数量精度处理: %.8f -> %.8f (szDecimals=%d)", quantity, roundedQuantity, t.getSzDecimals(coin))
// ⚠️ 关键:价格也需要处理为5位有效数字
aggressivePrice := t.roundPriceToSigfigs(price * 0.99)
log.Printf(" 💰 价格精度处理: %.8f -> %.8f (5位有效数字)", price*0.99, aggressivePrice)
// 创建平仓订单(卖出 + ReduceOnly
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: false,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: aggressivePrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{
Tif: hyperliquid.TifIoc,
},
},
ReduceOnly: true, // 只平仓,不开新仓
}
_, err = t.exchange.Order(t.ctx, order, nil)
if err != nil {
return nil, fmt.Errorf("平多仓失败: %w", err)
}
log.Printf("✓ 平多仓成功: %s 数量: %.4f", symbol, roundedQuantity)
// 平仓后取消该币种的所有挂单
if err := t.CancelAllOrders(symbol); err != nil {
log.Printf(" ⚠ 取消挂单失败: %v", err)
}
result := make(map[string]interface{})
result["orderId"] = 0
result["symbol"] = symbol
result["status"] = "FILLED"
return result, nil
}
// CloseShort 平空仓
func (t *HyperliquidTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
// 如果数量为0,获取当前持仓数量
if quantity == 0 {
positions, err := t.GetPositions()
if err != nil {
return nil, err
}
for _, pos := range positions {
if pos["symbol"] == symbol && pos["side"] == "short" {
quantity = pos["positionAmt"].(float64)
break
}
}
if quantity == 0 {
return nil, fmt.Errorf("没有找到 %s 的空仓", symbol)
}
}
// Hyperliquid symbol格式
coin := convertSymbolToHyperliquid(symbol)
// 获取当前价格
price, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, err
}
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
log.Printf(" 📏 数量精度处理: %.8f -> %.8f (szDecimals=%d)", quantity, roundedQuantity, t.getSzDecimals(coin))
// ⚠️ 关键:价格也需要处理为5位有效数字
aggressivePrice := t.roundPriceToSigfigs(price * 1.01)
log.Printf(" 💰 价格精度处理: %.8f -> %.8f (5位有效数字)", price*1.01, aggressivePrice)
// 创建平仓订单(买入 + ReduceOnly
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: true,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: aggressivePrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{
Tif: hyperliquid.TifIoc,
},
},
ReduceOnly: true,
}
_, err = t.exchange.Order(t.ctx, order, nil)
if err != nil {
return nil, fmt.Errorf("平空仓失败: %w", err)
}
log.Printf("✓ 平空仓成功: %s 数量: %.4f", symbol, roundedQuantity)
// 平仓后取消该币种的所有挂单
if err := t.CancelAllOrders(symbol); err != nil {
log.Printf(" ⚠ 取消挂单失败: %v", err)
}
result := make(map[string]interface{})
result["orderId"] = 0
result["symbol"] = symbol
result["status"] = "FILLED"
return result, nil
}
// CancelStopOrders 取消该币种的止盈/止
// CancelStopLossOrders 仅取消止损单(Hyperliquid 暂无法区分止损和止盈,取消所有)
func (t *HyperliquidTrader) CancelStopLossOrders(symbol string) error {
// Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
// 无法区分止损和止盈单,因此取消该币种的所有挂单
log.Printf(" ⚠️ Hyperliquid 无法区分止损/止盈单,将取消所有挂单")
return t.CancelStopOrders(symbol)
}
// CancelTakeProfitOrders 仅取消止盈单(Hyperliquid 暂无法区分止损和止盈,取消所有)
func (t *HyperliquidTrader) CancelTakeProfitOrders(symbol string) error {
// Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
// 无法区分止损和止盈单,因此取消该币种的所有挂单
log.Printf(" ⚠️ Hyperliquid 无法区分止损/止盈单,将取消所有挂单")
return t.CancelStopOrders(symbol)
}
// CancelAllOrders 取消该币种的所有挂单
func (t *HyperliquidTrader) CancelAllOrders(symbol string) error {
coin := convertSymbolToHyperliquid(symbol)
// 获取所有挂单
openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
if err != nil {
return fmt.Errorf("获取挂单失败: %w", err)
}
// 取消该币种的所有挂单
for _, order := range openOrders {
if order.Coin == coin {
_, err := t.exchange.Cancel(t.ctx, coin, order.Oid)
if err != nil {
log.Printf(" ⚠ 取消订单失败 (oid=%d): %v", order.Oid, err)
}
}
}
log.Printf(" ✓ 已取消 %s 的所有挂单", symbol)
return nil
}
// CancelStopOrders 取消该币种的止盈/止损单(用于调整止盈止损位置)
func (t *HyperliquidTrader) CancelStopOrders(symbol string) error {
coin := convertSymbolToHyperliquid(symbol)
// 获取所有挂单
openOrders, err := t.exchange.Info().OpenOrders(t.ctx, t.walletAddr)
if err != nil {
return fmt.Errorf("获取挂单失败: %w", err)
}
// 注意:Hyperliquid SDK 的 OpenOrder 结构不暴露 trigger 字段
// 因此暂时取消该币种的所有挂单(包括止盈止损单)
// 这是安全的,因为在设置新的止盈止损之前,应该清理所有旧订单
canceledCount := 0
for _, order := range openOrders {
if order.Coin == coin {
_, err := t.exchange.Cancel(t.ctx, coin, order.Oid)
if err != nil {
log.Printf(" ⚠ 取消订单失败 (oid=%d): %v", order.Oid, err)
continue
}
canceledCount++
}
}
if canceledCount == 0 {
log.Printf(" %s 没有挂单需要取消", symbol)
} else {
log.Printf(" ✓ 已取消 %s 的 %d 个挂单(包括止盈/止损单)", symbol, canceledCount)
}
return nil
}
// GetMarketPrice 获取市场价格
func (t *HyperliquidTrader) GetMarketPrice(symbol string) (float64, error) {
coin := convertSymbolToHyperliquid(symbol)
// 获取所有市场价格
allMids, err := t.exchange.Info().AllMids(t.ctx)
if err != nil {
return 0, fmt.Errorf("获取价格失败: %w", err)
}
// 查找对应币种的价格(allMids是map[string]string
if priceStr, ok := allMids[coin]; ok {
priceFloat, err := strconv.ParseFloat(priceStr, 64)
if err == nil {
return priceFloat, nil
}
return 0, fmt.Errorf("价格格式错误: %v", err)
}
return 0, fmt.Errorf("未找到 %s 的价格", symbol)
}
// SetStopLoss 设置止损单
func (t *HyperliquidTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
coin := convertSymbolToHyperliquid(symbol)
isBuy := positionSide == "SHORT" // 空仓止损=买入,多仓止损=卖出
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
// ⚠️ 关键:价格也需要处理为5位有效数字
roundedStopPrice := t.roundPriceToSigfigs(stopPrice)
// 创建止损单(Trigger Order
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: isBuy,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: roundedStopPrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Trigger: &hyperliquid.TriggerOrderType{
TriggerPx: roundedStopPrice,
IsMarket: true,
Tpsl: "sl", // stop loss
},
},
ReduceOnly: true,
}
_, err := t.exchange.Order(t.ctx, order, nil)
if err != nil {
return fmt.Errorf("设置止损失败: %w", err)
}
log.Printf(" 止损价设置: %.4f", roundedStopPrice)
return nil
}
// SetTakeProfit 设置止盈单
func (t *HyperliquidTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
coin := convertSymbolToHyperliquid(symbol)
isBuy := positionSide == "SHORT" // 空仓止盈=买入,多仓止盈=卖出
// ⚠️ 关键:根据币种精度要求,四舍五入数量
roundedQuantity := t.roundToSzDecimals(coin, quantity)
// ⚠️ 关键:价格也需要处理为5位有效数字
roundedTakeProfitPrice := t.roundPriceToSigfigs(takeProfitPrice)
// 创建止盈单(Trigger Order
order := hyperliquid.CreateOrderRequest{
Coin: coin,
IsBuy: isBuy,
Size: roundedQuantity, // 使用四舍五入后的数量
Price: roundedTakeProfitPrice, // 使用处理后的价格
OrderType: hyperliquid.OrderType{
Trigger: &hyperliquid.TriggerOrderType{
TriggerPx: roundedTakeProfitPrice,
IsMarket: true,
Tpsl: "tp", // take profit
},
},
ReduceOnly: true,
}
_, err := t.exchange.Order(t.ctx, order, nil)
if err != nil {
return fmt.Errorf("设置止盈失败: %w", err)
}
log.Printf(" 止盈价设置: %.4f", roundedTakeProfitPrice)
return nil
}
// FormatQuantity 格式化数量到正确的精度
func (t *HyperliquidTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
coin := convertSymbolToHyperliquid(symbol)
szDecimals := t.getSzDecimals(coin)
// 使用szDecimals格式化数量
formatStr := fmt.Sprintf("%%.%df", szDecimals)
return fmt.Sprintf(formatStr, quantity), nil
}
// getSzDecimals 获取币种的数量精度
func (t *HyperliquidTrader) getSzDecimals(coin string) int {
// ✅ 并发安全:使用读锁保护 meta 字段访问
t.metaMutex.RLock()
defer t.metaMutex.RUnlock()
if t.meta == nil {
log.Printf("⚠️ meta信息为空,使用默认精度4")
return 4 // 默认精度
}
// 在meta.Universe中查找对应的币种
for _, asset := range t.meta.Universe {
if asset.Name == coin {
return asset.SzDecimals
}
}
log.Printf("⚠️ 未找到 %s 的精度信息,使用默认精度4", coin)
return 4 // 默认精度
}
// roundToSzDecimals 将数量四舍五入到正确的精度
func (t *HyperliquidTrader) roundToSzDecimals(coin string, quantity float64) float64 {
szDecimals := t.getSzDecimals(coin)
// 计算倍数(10^szDecimals
multiplier := 1.0
for i := 0; i < szDecimals; i++ {
multiplier *= 10.0
}
// 四舍五入
return float64(int(quantity*multiplier+0.5)) / multiplier
}
// roundPriceToSigfigs 将价格四舍五入到5位有效数字
// Hyperliquid要求价格使用5位有效数字(significant figures
func (t *HyperliquidTrader) roundPriceToSigfigs(price float64) float64 {
if price == 0 {
return 0
}
const sigfigs = 5 // Hyperliquid标准:5位有效数字
// 计算价格的数量级
var magnitude float64
if price < 0 {
magnitude = -price
} else {
magnitude = price
}
// 计算需要的倍数
multiplier := 1.0
for magnitude >= 10 {
magnitude /= 10
multiplier /= 10
}
for magnitude < 1 {
magnitude *= 10
multiplier *= 10
}
// 应用有效数字精度
for i := 0; i < sigfigs-1; i++ {
multiplier *= 10
}
// 四舍五入
rounded := float64(int(price*multiplier+0.5)) / multiplier
return rounded
}
// convertSymbolToHyperliquid 将标准symbol转换为Hyperliquid格式
// 例如: "BTCUSDT" -> "BTC"
func convertSymbolToHyperliquid(symbol string) string {
// 去掉USDT后缀
if len(symbol) > 4 && symbol[len(symbol)-4:] == "USDT" {
return symbol[:len(symbol)-4]
}
return symbol
}
// absFloat 返回浮点数的绝对值
func absFloat(x float64) float64 {
if x < 0 {
return -x
}
return x
}