Files
nofx/trader/lighter/orders.go
T
2026-03-12 16:14:56 +08:00

346 lines
11 KiB
Go

package lighter
import (
"encoding/json"
"fmt"
"io"
"net/http"
"net/url"
"nofx/logger"
"strconv"
"github.com/elliottech/lighter-go/types"
)
// SetStopLoss Set stop-loss order (implements Trader interface)
// IMPORTANT: Uses StopLossOrder type (type=2) with TriggerPrice, NOT regular limit order
func (t *LighterTraderV2) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
logger.Infof("🛑 LIGHTER Setting stop-loss: %s %s qty=%.4f, trigger=%.2f", symbol, positionSide, quantity, stopPrice)
// Determine order direction (long position uses sell order, short position uses buy order)
isAsk := (positionSide == "LONG" || positionSide == "long")
// Create stop-loss order with TriggerPrice (type=2: StopLossOrder)
_, err := t.CreateStopOrder(symbol, isAsk, quantity, stopPrice, "stop_loss")
if err != nil {
return fmt.Errorf("failed to set stop-loss: %w", err)
}
logger.Infof("✓ LIGHTER stop-loss set: trigger=%.2f", stopPrice)
return nil
}
// SetTakeProfit Set take-profit order (implements Trader interface)
// IMPORTANT: Uses TakeProfitOrder type (type=4) with TriggerPrice, NOT regular limit order
func (t *LighterTraderV2) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
logger.Infof("🎯 LIGHTER Setting take-profit: %s %s qty=%.4f, trigger=%.2f", symbol, positionSide, quantity, takeProfitPrice)
// Determine order direction (long position uses sell order, short position uses buy order)
isAsk := (positionSide == "LONG" || positionSide == "long")
// Create take-profit order with TriggerPrice (type=4: TakeProfitOrder)
_, err := t.CreateStopOrder(symbol, isAsk, quantity, takeProfitPrice, "take_profit")
if err != nil {
return fmt.Errorf("failed to set take-profit: %w", err)
}
logger.Infof("✓ LIGHTER take-profit set: trigger=%.2f", takeProfitPrice)
return nil
}
// CancelAllOrders Cancel all orders (implements Trader interface)
func (t *LighterTraderV2) CancelAllOrders(symbol string) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
if err := t.ensureAuthToken(); err != nil {
return fmt.Errorf("invalid auth token: %w", err)
}
// Get all active orders
orders, err := t.GetActiveOrders(symbol)
if err != nil {
return fmt.Errorf("failed to get active orders: %w", err)
}
if len(orders) == 0 {
logger.Infof("✓ LIGHTER - No orders to cancel (no active orders)")
return nil
}
// Batch cancel
canceledCount := 0
for _, order := range orders {
if err := t.CancelOrder(symbol, order.OrderID); err != nil {
logger.Infof("⚠️ Failed to cancel order (ID: %s): %v", order.OrderID, err)
} else {
canceledCount++
}
}
logger.Infof("✓ LIGHTER - Canceled %d orders", canceledCount)
return nil
}
// GetOrderStatus Get order status (implements Trader interface)
func (t *LighterTraderV2) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
// LIGHTER market orders are usually filled immediately
// Try to query order status
if err := t.ensureAuthToken(); err != nil {
return nil, fmt.Errorf("invalid auth token: %w", err)
}
// URL encode auth token (contains colons that need encoding)
// Authentication: Use "auth" query parameter (not Authorization header)
encodedAuth := url.QueryEscape(t.authToken)
// Build request URL with auth query parameter
endpoint := fmt.Sprintf("%s/api/v1/order/%s?auth=%s", t.baseURL, orderID, encodedAuth)
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return nil, err
}
req.Header.Set("Content-Type", "application/json")
resp, err := t.client.Do(req)
if err != nil {
// Correct approach: return error on query failure, do not assume order is filled
return nil, fmt.Errorf("failed to query order status: %w", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response body: %w", err)
}
// Check HTTP status code
if resp.StatusCode != 200 {
return nil, fmt.Errorf("API returned status %d: %s", resp.StatusCode, string(body))
}
var order OrderResponse
if err := json.Unmarshal(body, &order); err != nil {
return nil, fmt.Errorf("failed to parse order response: %w, body: %s", err, string(body))
}
// Convert status to unified format
unifiedStatus := order.Status
switch order.Status {
case "filled":
unifiedStatus = "FILLED"
case "open":
unifiedStatus = "NEW"
case "cancelled":
unifiedStatus = "CANCELED"
}
return map[string]interface{}{
"orderId": order.OrderID,
"status": unifiedStatus,
"avgPrice": order.Price,
"executedQty": order.FilledBaseAmount,
"commission": 0.0,
}, nil
}
// CancelStopLossOrders Cancel only stop-loss orders (implements Trader interface)
func (t *LighterTraderV2) CancelStopLossOrders(symbol string) error {
// LIGHTER cannot distinguish between stop-loss and take-profit orders yet, will cancel all stop orders
logger.Infof("⚠️ LIGHTER cannot distinguish stop-loss/take-profit orders, will cancel all stop orders")
return t.CancelStopOrders(symbol)
}
// CancelTakeProfitOrders Cancel only take-profit orders (implements Trader interface)
func (t *LighterTraderV2) CancelTakeProfitOrders(symbol string) error {
// LIGHTER cannot distinguish between stop-loss and take-profit orders yet, will cancel all stop orders
logger.Infof("⚠️ LIGHTER cannot distinguish stop-loss/take-profit orders, will cancel all stop orders")
return t.CancelStopOrders(symbol)
}
// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (implements Trader interface)
func (t *LighterTraderV2) CancelStopOrders(symbol string) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
if err := t.ensureAuthToken(); err != nil {
return fmt.Errorf("invalid auth token: %w", err)
}
// Get active orders
orders, err := t.GetActiveOrders(symbol)
if err != nil {
return fmt.Errorf("failed to get active orders: %w", err)
}
canceledCount := 0
for _, order := range orders {
// TODO: Check order type, only cancel stop orders
// For now, cancel all orders
if err := t.CancelOrder(symbol, order.OrderID); err != nil {
logger.Infof("⚠️ Failed to cancel order (ID: %s): %v", order.OrderID, err)
} else {
canceledCount++
}
}
logger.Infof("✓ LIGHTER - Canceled %d stop orders", canceledCount)
return nil
}
// GetActiveOrders Get active orders
func (t *LighterTraderV2) GetActiveOrders(symbol string) ([]OrderResponse, error) {
if err := t.ensureAuthToken(); err != nil {
return nil, fmt.Errorf("invalid auth token: %w", err)
}
// Get market index
marketIndex, err := t.getMarketIndex(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market index: %w", err)
}
// URL encode auth token (contains colons that need encoding)
// Authentication: Use "auth" query parameter (not Authorization header)
encodedAuth := url.QueryEscape(t.authToken)
// Build request URL with auth query parameter
endpoint := fmt.Sprintf("%s/api/v1/accountActiveOrders?account_index=%d&market_id=%d&auth=%s",
t.baseURL, t.accountIndex, marketIndex, encodedAuth)
logger.Debugf("📋 LIGHTER GetActiveOrders: endpoint=%s", endpoint[:min(len(endpoint), 120)]+"...")
// Send GET request
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)
}
logger.Debugf("📋 LIGHTER GetActiveOrders raw response: %s", string(body))
// Parse response - Lighter API uses "orders" field, not "data"
var apiResp struct {
Code int `json:"code"`
Message string `json:"message"`
Orders []OrderResponse `json:"orders"`
}
if err := json.Unmarshal(body, &apiResp); err != nil {
return nil, fmt.Errorf("failed to parse response: %w, body: %s", err, string(body))
}
if apiResp.Code != 200 {
return nil, fmt.Errorf("failed to get active orders (code %d): %s", apiResp.Code, apiResp.Message)
}
logger.Infof("✓ LIGHTER - Retrieved %d active orders", len(apiResp.Orders))
for i, order := range apiResp.Orders {
logger.Debugf(" Order[%d]: order_id=%s, order_index=%d, market=%d", i, order.OrderID, order.OrderIndex, order.MarketIndex)
}
return apiResp.Orders, nil
}
// CancelOrder Cancel a single order
// orderID can be either a numeric order_index or a tx_hash string
func (t *LighterTraderV2) CancelOrder(symbol, orderID string) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
// Get market index
marketIndexU16, err := t.getMarketIndex(symbol)
if err != nil {
return fmt.Errorf("failed to get market index: %w", err)
}
marketIndex := uint8(marketIndexU16) // SDK expects uint8
// Try to parse orderID as numeric order_index first
orderIndex, err := strconv.ParseInt(orderID, 10, 64)
if err != nil {
// orderID is a tx_hash, need to query order to get numeric order_index
logger.Debugf("📋 LIGHTER CancelOrder: orderID is tx_hash, querying order...")
orderIndex, err = t.getOrderIndexByTxHash(symbol, orderID)
if err != nil {
return fmt.Errorf("failed to get order index from tx_hash: %w", err)
}
}
// Build cancel order request
txReq := &types.CancelOrderTxReq{
MarketIndex: marketIndex,
Index: orderIndex,
}
// Sign transaction using SDK
// Must provide FromAccountIndex and ApiKeyIndex for nonce auto-fetch to work
nonce := int64(-1) // -1 means auto-fetch
apiKeyIdx := t.apiKeyIndex
tx, err := t.txClient.GetCancelOrderTransaction(txReq, &types.TransactOpts{
FromAccountIndex: &t.accountIndex,
ApiKeyIndex: &apiKeyIdx,
Nonce: &nonce,
})
if err != nil {
return fmt.Errorf("failed to sign cancel order: %w", err)
}
// Get tx_info from SDK (consistent with CreateOrder and other transactions)
txInfo, err := tx.GetTxInfo()
if err != nil {
return fmt.Errorf("failed to get tx info: %w", err)
}
// Submit cancel order to LIGHTER API using unified submitOrder function
_, err = t.submitOrder(int(tx.GetTxType()), txInfo)
if err != nil {
return fmt.Errorf("failed to submit cancel order: %w", err)
}
logger.Infof("✓ LIGHTER order canceled - ID: %s", orderID)
return nil
}
// getOrderIndexByTxHash finds the numeric order_index by searching active orders for the tx_hash
func (t *LighterTraderV2) getOrderIndexByTxHash(symbol, txHash string) (int64, error) {
// Get all active orders for this symbol
orders, err := t.GetActiveOrders(symbol)
if err != nil {
return 0, fmt.Errorf("failed to get active orders: %w", err)
}
// Search for the order with matching tx_hash (order_id)
for _, order := range orders {
if order.OrderID == txHash {
logger.Debugf("📋 LIGHTER Found order_index %d for tx_hash %s", order.OrderIndex, txHash)
return order.OrderIndex, nil
}
}
return 0, fmt.Errorf("order not found with tx_hash: %s (may already be filled or cancelled)", txHash)
}