Files
nofx/trader/hyperliquid_trader.go
T
henrylab ed9417195c 1. 修复hyperliquid 总盈亏,总净值计算错误问题
2. 修复持仓盈亏百分比错误,计算公式应该加入杠杆倍数
2025-10-30 22:23:05 +08:00

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package trader
import (
"context"
"encoding/json"
"fmt"
"log"
"strconv"
"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)
}
// NewHyperliquidTrader 创建Hyperliquid交易器
func NewHyperliquidTrader(privateKeyHex string, walletAddr string, testnet bool) (*HyperliquidTrader, error) {
// 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
}
// // 从私钥生成钱包地址
// pubKey := privateKey.Public()
// publicKeyECDSA, ok := pubKey.(*ecdsa.PublicKey)
// if !ok {
// return nil, fmt.Errorf("无法转换公钥")
// }
// walletAddr := crypto.PubkeyToAddress(*publicKeyECDSA).Hex()
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)
}
return &HyperliquidTrader{
exchange: exchange,
ctx: ctx,
walletAddr: walletAddr,
meta: meta,
}, 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...")
// 获取账户状态
accountState, err := t.exchange.Info().UserState(t.ctx, t.walletAddr)
if err != nil {
log.Printf("❌ Hyperliquid 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{})
// 🔍 调试:打印API返回的完整CrossMarginSummary结构
summaryJSON, _ := json.MarshalIndent(accountState.MarginSummary, " ", " ")
log.Printf("🔍 [DEBUG] Hyperliquid API CrossMarginSummary完整数据:")
log.Printf("%s", string(summaryJSON))
accountValue, _ := strconv.ParseFloat(accountState.MarginSummary.AccountValue, 64)
totalMarginUsed, _ := strconv.ParseFloat(accountState.MarginSummary.TotalMarginUsed, 64)
// ⚠️ 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
result["totalWalletBalance"] = walletBalanceWithoutUnrealized // 钱包余额(不含未实现盈亏)
result["availableBalance"] = accountValue - totalMarginUsed // 可用余额(总净值 - 占用保证金)
result["totalUnrealizedProfit"] = totalUnrealizedPnl // 未实现盈亏
log.Printf("✓ Hyperliquid 账户: 总净值=%.2f (钱包%.2f+未实现%.2f), 可用=%.2f, 保证金占用=%.2f",
accountValue,
walletBalanceWithoutUnrealized,
totalUnrealizedPnl,
result["availableBalance"],
totalMarginUsed)
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
}
// 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)
_, err := t.exchange.UpdateLeverage(t.ctx, leverage, coin, false) // false = 逐仓模式
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
}
// 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
}
// 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
}
// 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 {
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
}