feat: upgrade Binance to Algo Order API and improve trading flow

- Upgrade go-binance to v2.8.9 with new Algo Order API
- Migrate SetStopLoss/SetTakeProfit to use AlgoOrderTypeStopMarket/TakeProfitMarket
- Update cancel functions to handle both legacy and Algo orders
- Fix Lighter stop orders using correct order types (type=2/4) with TriggerPrice
- Add CancelAllOrders before opening positions for Bybit and Lighter
- Fix decision limit selector in API handler
- Add stop_loss/take_profit/confidence fields to DecisionAction
- Store decisions array in database with proper serialization
- Redesign DecisionCard with beautiful entry/SL/TP display
This commit is contained in:
tinkle-community
2025-12-15 21:22:22 +08:00
parent aeede956e6
commit 3f084005e4
12 changed files with 699 additions and 270 deletions

View File

@@ -23,18 +23,23 @@ func (t *LighterTraderV2) OpenLong(symbol string, quantity float64, leverage int
logger.Infof("📈 LIGHTER opening long: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
// 1. Set leverage (if needed)
// 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)
}
// 2. Get market price
// 3. Get market price
marketPrice, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
// 3. Create market buy order (open long)
// 4. Create market buy order (open long)
orderResult, err := t.CreateOrder(symbol, false, quantity, 0, "market")
if err != nil {
return nil, fmt.Errorf("failed to open long: %w", err)
@@ -59,18 +64,23 @@ func (t *LighterTraderV2) OpenShort(symbol string, quantity float64, leverage in
logger.Infof("📉 LIGHTER opening short: %s, qty=%.4f, leverage=%dx", symbol, quantity, leverage)
// 1. Set 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)
}
// 2. Get market price
// 3. Get market price
marketPrice, err := t.GetMarketPrice(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market price: %w", err)
}
// 3. Create market sell order (open short)
// 4. Create market sell order (open short)
orderResult, err := t.CreateOrder(symbol, true, quantity, 0, "market")
if err != nil {
return nil, fmt.Errorf("failed to open short: %w", err)
@@ -563,6 +573,107 @@ func (t *LighterTraderV2) SetMarginMode(symbol string, isCrossMargin bool) error
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 index
marketIndexU16, err := t.getMarketIndex(symbol)
if err != nil {
return nil, fmt.Errorf("failed to get market index: %w", err)
}
marketIndex := uint8(marketIndexU16)
// 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
sizeDecimals := 4
normalizedSymbol := normalizeSymbol(symbol)
switch normalizedSymbol {
case "BTC":
sizeDecimals = 5
case "SOL":
sizeDecimals = 3
case "ETH":
sizeDecimals = 4
}
baseAmount := int64(quantity * float64(pow10(sizeDecimals)))
// TriggerPrice: price precision is 2 decimals (multiply by 100)
triggerPriceValue := uint32(triggerPrice * 1e2)
// 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 * 1e2)
} else {
// Buy order - set price at 105% of trigger to ensure execution
priceValue = uint32(triggerPrice * 1.05 * 1e2)
}
// Stop orders use GoodTillTime with expiry
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: 1, // GoodTillTime
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.Infof("DEBUG 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 {