Files
nofx/trader/lighter/trading.go
T
tinkle-community 093d2a329d feat(gate): complete Gate.io exchange integration with trader refactoring
Gate.io Integration:
- Add Gate trader with full Trader interface implementation
- Add order_sync.go for background trade synchronization
- Fix quantity display (convert contracts to actual tokens via quanto_multiplier)
- Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort
- Add Gate-specific CoinAnk K-line data source support
- Add Gate to supported exchanges in frontend and backend
- Add Gate/KuCoin logo SVG icons

Trader Package Refactoring:
- Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/)
- Create types/ package for shared types to avoid circular dependencies
- Move TraderTestSuite to trader/testutil package to avoid import cycles
- Update market.GetWithExchange to support exchange-specific data
2026-01-31 23:15:17 +08:00

975 lines
31 KiB
Go

package lighter
import (
"bytes"
"encoding/json"
"fmt"
"io"
"mime/multipart"
"net/http"
"nofx/logger"
"strconv"
"strings"
"time"
"github.com/elliottech/lighter-go/types"
tradertypes "nofx/trader/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)
// 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.GetCreateOrderTransaction(txReq, &types.TransactOpts{
FromAccountIndex: &t.accountIndex,
ApiKeyIndex: &apiKeyIdx,
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.Debugf("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)
// For limit orders, poll for the actual order_index after submission
// This is needed because CancelOrder requires the numeric order_index, not tx_hash
if orderType == "limit" {
txHash, _ := orderResp["tx_hash"].(string)
if orderIndex, err := t.pollForOrderIndex(symbol, txHash); err == nil && orderIndex > 0 {
orderResp["orderId"] = fmt.Sprintf("%d", orderIndex)
orderResp["order_index"] = orderIndex
}
}
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.Debugf("API response: %s", string(respBody))
// Check response code
if sendResp.Code != 200 {
// Provide more specific error message for signature errors
// Code 21120: invalid signature (order submission)
// Code 29500: internal server error: invalid signature (authenticated GET APIs)
if (sendResp.Code == 21120 || sendResp.Code == 29500) && strings.Contains(sendResp.Message, "invalid signature") {
if !t.apiKeyValid {
return nil, fmt.Errorf("API Key MISMATCH (code %d): The API key stored in NOFX does not match the one registered on Lighter. Please update your Lighter API key in Exchange settings at app.lighter.xyz", sendResp.Code)
}
return nil, fmt.Errorf("API Key signature invalid (code %d): Please verify your Lighter API Key in Exchange settings matches the key registered at app.lighter.xyz", sendResp.Code)
}
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
}
}
logger.Infof("✓ Order submitted to LIGHTER - tx_hash: %s", txHash)
result := map[string]interface{}{
"tx_hash": txHash,
"status": "submitted",
"orderId": txHash, // Use tx_hash as orderId initially
}
return result, nil
}
// pollForOrderIndex polls active orders to find the order_index for a newly created order
// Returns the highest order_index (newest order) for the given symbol
func (t *LighterTraderV2) pollForOrderIndex(symbol string, txHash string) (int64, error) {
// Wait a moment for the order to be processed
time.Sleep(500 * time.Millisecond)
// Get active orders
orders, err := t.GetActiveOrders(symbol)
if err != nil {
return 0, fmt.Errorf("failed to get active orders: %w", err)
}
if len(orders) == 0 {
return 0, fmt.Errorf("no active orders found (order may have been filled immediately)")
}
// Find the highest order_index (newest order)
var highestIndex int64
for _, order := range orders {
if order.OrderIndex > highestIndex {
highestIndex = order.OrderIndex
}
}
logger.Infof("✓ Order created with order_index: %d (tx_hash: %s)", highestIndex, txHash)
return highestIndex, 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)
// Fetch market list from API (cached for 1 hour)
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 with caching (TTL: 1 hour)
func (t *LighterTraderV2) fetchMarketList() ([]MarketInfo, error) {
// Check cache (TTL: 1 hour)
t.marketMutex.RLock()
if len(t.marketListCache) > 0 && time.Since(t.marketListCacheTime) < time.Hour {
cached := t.marketListCache
t.marketMutex.RUnlock()
return cached, nil
}
t.marketMutex.RUnlock()
// Fetch from API
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,
})
}
}
// Update cache
t.marketMutex.Lock()
t.marketListCache = markets
t.marketListCacheTime = time.Now()
t.marketMutex.Unlock()
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)
// Lighter uses InitialMarginFraction to represent leverage:
// - InitialMarginFraction = (100 / leverage) * 100 (stored as percentage * 100)
// - e.g., 5x leverage = 20% margin = 2000 in API
// - e.g., 20x leverage = 5% margin = 500 in API
func (t *LighterTraderV2) SetLeverage(symbol string, leverage int) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
// Validate leverage range (1x to 50x typical max)
if leverage < 1 || leverage > 50 {
return fmt.Errorf("leverage must be between 1 and 50, got %d", leverage)
}
// Get market info (includes market_id)
marketInfo, err := t.getMarketInfo(symbol)
if err != nil {
return fmt.Errorf("failed to get market info: %w", err)
}
marketIndex := uint8(marketInfo.MarketID)
// Calculate InitialMarginFraction from leverage
// leverage = 100 / margin_fraction_percent
// margin_fraction_percent = 100 / leverage
// API value = margin_fraction_percent * 100
marginFractionPercent := 100.0 / float64(leverage)
initialMarginFraction := uint16(marginFractionPercent * 100) // e.g., 5x => 20% => 2000
logger.Infof("⚙️ Setting leverage: %s = %dx (margin_fraction=%.2f%%, API value=%d)",
symbol, leverage, marginFractionPercent, initialMarginFraction)
// Build UpdateLeverage request
txReq := &types.UpdateLeverageTxReq{
MarketIndex: marketIndex,
InitialMarginFraction: initialMarginFraction,
MarginMode: 0, // 0 = cross margin (default)
}
// Sign transaction using SDK
nonce := int64(-1) // Auto-fetch nonce
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
Nonce: &nonce,
})
if err != nil {
return fmt.Errorf("failed to sign leverage transaction: %w", err)
}
// Get tx_info from SDK
txInfo, err := tx.GetTxInfo()
if err != nil {
return fmt.Errorf("failed to get tx info: %w", err)
}
// Submit to Lighter API (reuse submitOrder which handles any transaction type)
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
if err != nil {
return fmt.Errorf("failed to submit leverage transaction: %w", err)
}
logger.Infof("✓ Leverage set successfully: %s = %dx (tx_hash: %v)", symbol, leverage, result["tx_hash"])
return nil
}
// SetMarginMode Set margin mode (implements Trader interface)
// Lighter uses UpdateLeverage transaction which includes both leverage and margin mode
// MarginMode: 0 = cross, 1 = isolated
func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error {
if t.txClient == nil {
return fmt.Errorf("TxClient not initialized")
}
// Get market info
marketInfo, err := t.getMarketInfo(symbol)
if err != nil {
return fmt.Errorf("failed to get market info: %w", err)
}
marketIndex := uint8(marketInfo.MarketID)
// Determine margin mode value
var marginMode uint8 = 0 // cross
modeStr := "cross"
if !isCrossMargin {
marginMode = 1 // isolated
modeStr = "isolated"
}
// Get current position to preserve leverage, or use default 10x if no position
var initialMarginFraction uint16 = 1000 // Default 10x leverage (10% margin = 1000)
pos, err := t.GetPosition(symbol)
if err == nil && pos != nil && pos.Leverage > 0 {
// Calculate InitialMarginFraction from current leverage
marginFractionPercent := 100.0 / pos.Leverage
initialMarginFraction = uint16(marginFractionPercent * 100)
}
logger.Infof("⚙️ Setting margin mode: %s = %s (margin_mode=%d, preserving leverage)", symbol, modeStr, marginMode)
// Build UpdateLeverage request (also updates margin mode)
txReq := &types.UpdateLeverageTxReq{
MarketIndex: marketIndex,
InitialMarginFraction: initialMarginFraction,
MarginMode: marginMode,
}
// Sign transaction
nonce := int64(-1)
tx, err := t.txClient.GetUpdateLeverageTransaction(txReq, &types.TransactOpts{
Nonce: &nonce,
})
if err != nil {
return fmt.Errorf("failed to sign margin mode transaction: %w", err)
}
// Get tx_info
txInfo, err := tx.GetTxInfo()
if err != nil {
return fmt.Errorf("failed to get tx info: %w", err)
}
// Submit to Lighter API
result, err := t.submitOrder(int(tx.GetTxType()), txInfo)
if err != nil {
return fmt.Errorf("failed to submit margin mode transaction: %w", err)
}
logger.Infof("✓ Margin mode set successfully: %s = %s (tx_hash: %v)", symbol, modeStr, result["tx_hash"])
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.Debugf("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
}
// GetOpenOrders gets all open/pending orders for a symbol
func (t *LighterTraderV2) GetOpenOrders(symbol string) ([]tradertypes.OpenOrder, error) {
// Get active orders from Lighter API
activeOrders, err := t.GetActiveOrders(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get active orders: %w", err)
}
var result []tradertypes.OpenOrder
for _, order := range activeOrders {
// Convert side: Lighter uses is_ask (true=sell, false=buy)
side := "BUY"
if order.IsAsk {
side = "SELL"
}
// Determine order type from Lighter's type field
orderType := "LIMIT"
if order.Type == "market" {
orderType = "MARKET"
} else if order.Type == "stop_loss" || order.Type == "stop" {
orderType = "STOP_MARKET"
} else if order.Type == "take_profit" {
orderType = "TAKE_PROFIT_MARKET"
}
// Determine position side based on order direction and reduce-only flag
positionSide := "LONG"
if order.ReduceOnly {
// For reduce-only orders, position side is opposite to order side
if side == "BUY" {
positionSide = "SHORT" // Buying to close short
} else {
positionSide = "LONG" // Selling to close long
}
} else {
// For opening orders
if side == "SELL" {
positionSide = "SHORT"
}
}
// Parse price and quantity from string fields
price, _ := strconv.ParseFloat(order.Price, 64)
quantity, _ := strconv.ParseFloat(order.RemainingBaseAmount, 64)
if quantity == 0 {
quantity, _ = strconv.ParseFloat(order.InitialBaseAmount, 64)
}
triggerPrice, _ := strconv.ParseFloat(order.TriggerPrice, 64)
openOrder := tradertypes.OpenOrder{
OrderID: order.OrderID,
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: orderType,
Price: price,
StopPrice: triggerPrice,
Quantity: quantity,
Status: "NEW",
}
result = append(result, openOrder)
}
logger.Infof("✓ LIGHTER GetOpenOrders: found %d open orders for %s", len(result), symbol)
return result, nil
}
// PlaceLimitOrder implements GridTrader interface for grid trading
// Places a limit order at the specified price
func (t *LighterTraderV2) PlaceLimitOrder(req *tradertypes.LimitOrderRequest) (*tradertypes.LimitOrderResult, error) {
if t.txClient == nil {
return nil, fmt.Errorf("TxClient not initialized")
}
// Determine if this is a sell (ask) order
isAsk := req.Side == "SELL"
logger.Infof("📝 LIGHTER placing limit order: %s %s @ %.4f, qty=%.4f, leverage=%dx",
req.Symbol, req.Side, req.Price, req.Quantity, req.Leverage)
// Set leverage before placing order (important for grid trading)
if req.Leverage > 0 {
if err := t.SetLeverage(req.Symbol, req.Leverage); err != nil {
logger.Warnf("⚠️ Failed to set leverage: %v (continuing with current leverage)", err)
}
}
// Create limit order using existing CreateOrder function
orderResult, err := t.CreateOrder(req.Symbol, isAsk, req.Quantity, req.Price, "limit", req.ReduceOnly)
if err != nil {
return nil, fmt.Errorf("failed to place limit order: %w", err)
}
// Extract order ID from result
orderID := ""
if id, ok := orderResult["orderId"]; ok {
orderID = fmt.Sprintf("%v", id)
} else if txHash, ok := orderResult["tx_hash"]; ok {
orderID = fmt.Sprintf("%v", txHash)
}
logger.Infof("✓ LIGHTER limit order placed: %s %s @ %.4f, OrderID: %s",
req.Symbol, req.Side, req.Price, orderID)
return &tradertypes.LimitOrderResult{
OrderID: orderID,
ClientID: req.ClientID,
Symbol: req.Symbol,
Side: req.Side,
PositionSide: req.PositionSide,
Price: req.Price,
Quantity: req.Quantity,
Status: "NEW",
}, nil
}