mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-17 01:14:40 +08:00
feat: add multi-exchange order sync and position tracking
- Add order sync implementations for Hyperliquid, Bybit, OKX, Bitget, Aster - Add position snapshot functionality for exchange position reset - Update TraderOrder and TraderFill structures with exchange_type field - Add exchange sync tests - Update frontend charts components - Remove deprecated position_sync.go
This commit is contained in:
@@ -7,11 +7,12 @@ import (
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"nofx/logger"
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"nofx/store"
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"net/http"
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"sort"
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"strings"
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"time"
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)
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// LighterOrderHistory 订单历史记录
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// LighterOrderHistory order history record
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type LighterOrderHistory struct {
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OrderID string `json:"order_id"`
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Symbol string `json:"symbol"`
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@@ -26,16 +27,23 @@ type LighterOrderHistory struct {
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FilledAt int64 `json:"filled_at"`
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}
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// SyncOrdersFromLighter 同步 Lighter 交易所的订单历史到本地数据库
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func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *store.OrderStore) error {
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// 确保有 account index
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// SyncOrdersFromLighter syncs Lighter exchange order history to local database
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// Also creates/updates position records to ensure orders/fills/positions data consistency
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// exchangeID: Exchange account UUID (from exchanges.id)
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// exchangeType: Exchange type ("lighter")
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func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
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if st == nil {
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return fmt.Errorf("store is nil")
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}
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// Ensure we have account index
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if t.accountIndex == 0 {
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if err := t.initializeAccount(); err != nil {
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return fmt.Errorf("failed to get account index: %w", err)
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}
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}
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// 获取最近的订单(过去24小时)
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// Get recent orders (last 24 hours)
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startTime := time.Now().Add(-24 * time.Hour).Unix()
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endpoint := fmt.Sprintf("%s/api/v1/orders?account_index=%d&start_time=%d&limit=100",
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t.baseURL, t.accountIndex, startTime)
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@@ -47,7 +55,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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return fmt.Errorf("failed to create request: %w", err)
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}
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// 添加认证头
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// Add authentication header
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if err := t.ensureAuthToken(); err != nil {
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return fmt.Errorf("failed to get auth token: %w", err)
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}
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@@ -72,7 +80,7 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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return fmt.Errorf("API returned status %d", resp.StatusCode)
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}
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// 解析响应
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// Parse response
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var apiResp struct {
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Code int `json:"code"`
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Orders []LighterOrderHistory `json:"orders"`
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@@ -89,21 +97,33 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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logger.Infof("📥 Received %d orders from Lighter", len(apiResp.Orders))
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// 同步每个订单
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// Sort orders by filled_at ASC (oldest first) for proper position building
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sort.Slice(apiResp.Orders, func(i, j int) bool {
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return apiResp.Orders[i].FilledAt < apiResp.Orders[j].FilledAt
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})
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// Process orders one by one (no transaction to avoid deadlock)
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orderStore := st.Order()
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positionStore := st.Position()
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posBuilder := store.NewPositionBuilder(positionStore)
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// Get current open positions to help determine action for each order
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openPositions, _ := positionStore.GetOpenPositions(traderID)
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syncedCount := 0
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for _, order := range apiResp.Orders {
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// 只同步已成交的订单
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// Only sync filled orders
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if order.Status != "filled" {
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continue
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}
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// 检查订单是否已存在
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existing, err := orderStore.GetOrderByExchangeID("lighter", order.OrderID)
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// Check if order already exists (use exchangeID which is UUID, not exchange type)
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existing, err := orderStore.GetOrderByExchangeID(exchangeID, order.OrderID)
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if err == nil && existing != nil {
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continue // 订单已存在,跳过
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continue // Order already exists, skip
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}
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// 解析价格和数量
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// Parse price and quantity
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price, _ := parseFloat(order.Price)
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size, _ := parseFloat(order.Size)
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filledSize, _ := parseFloat(order.FilledSize)
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@@ -112,24 +132,55 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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filledSize = size
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}
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// 确定订单方向和动作
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// Determine order action based on existing positions
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// Lighter can have both LONG and SHORT positions simultaneously
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var positionSide, orderAction, side string
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symbol := order.Symbol
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if order.Side == "buy" {
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side = "BUY"
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// 买入可能是开多或平空,这里假设是开多
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positionSide = "LONG"
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orderAction = "open_long"
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// Check if we have an open SHORT position for this symbol
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hasShort := false
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for _, pos := range openPositions {
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if pos.Symbol == symbol && pos.Side == "SHORT" && pos.Status == "OPEN" {
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hasShort = true
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break
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}
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}
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if hasShort {
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positionSide = "SHORT"
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orderAction = "close_short"
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} else {
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positionSide = "LONG"
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orderAction = "open_long"
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}
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} else {
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side = "SELL"
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// 卖出可能是平多或开空,这里假设是平多
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positionSide = "LONG"
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orderAction = "close_long"
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// Check if we have an open LONG position
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hasLong := false
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for _, pos := range openPositions {
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if pos.Symbol == symbol && pos.Side == "LONG" && pos.Status == "OPEN" {
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hasLong = true
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break
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}
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}
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if hasLong {
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positionSide = "LONG"
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orderAction = "close_long"
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} else {
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positionSide = "SHORT"
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orderAction = "open_short"
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}
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}
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// 估算手续费
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// Estimate fee
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fee := price * filledSize * 0.0004
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// 创建订单记录
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// Create order record
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filledAt := time.Unix(order.FilledAt, 0)
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if order.FilledAt == 0 {
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filledAt = time.Unix(order.UpdatedAt, 0)
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@@ -137,9 +188,10 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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orderRecord := &store.TraderOrder{
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TraderID: traderID,
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ExchangeID: "lighter",
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ExchangeID: exchangeID, // UUID
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ExchangeType: exchangeType, // Exchange type
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ExchangeOrderID: order.OrderID,
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Symbol: order.Symbol,
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Symbol: symbol,
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Side: side,
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PositionSide: positionSide,
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Type: "MARKET",
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@@ -155,20 +207,21 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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UpdatedAt: time.Unix(order.UpdatedAt, 0),
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}
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// 插入订单记录
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// Insert order record
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if err := orderStore.CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to sync order %s: %v", order.OrderID, err)
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continue
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}
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// 创建成交记录
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// Create fill record
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fillRecord := &store.TraderFill{
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TraderID: traderID,
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ExchangeID: "lighter",
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ExchangeID: exchangeID, // UUID
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ExchangeType: exchangeType, // Exchange type
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OrderID: orderRecord.ID,
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ExchangeOrderID: order.OrderID,
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ExchangeTradeID: fmt.Sprintf("%s-%d", order.OrderID, time.Now().UnixNano()),
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Symbol: order.Symbol,
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Symbol: symbol,
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Side: side,
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Price: price,
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Quantity: filledSize,
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@@ -184,20 +237,63 @@ func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, orderStore *sto
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logger.Infof(" ⚠️ Failed to sync fill for order %s: %v", order.OrderID, err)
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}
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// Calculate PnL for close orders
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var realizedPnL float64
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if strings.HasPrefix(orderAction, "close_") {
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// Get the open position to calculate PnL
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openPos, _ := positionStore.GetOpenPositionBySymbol(traderID, symbol, positionSide)
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if openPos != nil {
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if positionSide == "LONG" {
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realizedPnL = (price - openPos.EntryPrice) * filledSize
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} else {
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realizedPnL = (openPos.EntryPrice - price) * filledSize
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}
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realizedPnL -= fee
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}
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}
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// Create/update position record using PositionBuilder
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if err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, positionSide, orderAction,
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filledSize, price, fee, realizedPnL,
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filledAt, order.OrderID,
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); err != nil {
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logger.Infof(" ⚠️ Failed to sync position for order %s: %v", order.OrderID, err)
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}
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// Update openPositions list dynamically
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if strings.HasPrefix(orderAction, "open_") {
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// Add to openPositions (approximate)
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openPositions = append(openPositions, &store.TraderPosition{
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Symbol: symbol,
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Side: positionSide,
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Status: "OPEN",
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})
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} else if strings.HasPrefix(orderAction, "close_") {
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// Remove from openPositions (approximate)
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for i, pos := range openPositions {
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if pos.Symbol == symbol && pos.Side == positionSide && pos.Status == "OPEN" {
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openPositions = append(openPositions[:i], openPositions[i+1:]...)
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break
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}
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}
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}
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syncedCount++
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logger.Infof(" ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, order.Symbol, side, filledSize, price)
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logger.Infof(" ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, symbol, side, filledSize, price)
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}
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logger.Infof("✅ Order sync completed: %d new orders synced", syncedCount)
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return nil
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}
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// StartOrderSync 启动订单同步后台任务
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func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.OrderStore, interval time.Duration) {
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// StartOrderSync starts background order sync task
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func (t *LighterTraderV2) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
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ticker := time.NewTicker(interval)
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go func() {
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for range ticker.C {
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if err := t.SyncOrdersFromLighter(traderID, orderStore); err != nil {
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if err := t.SyncOrdersFromLighter(traderID, exchangeID, exchangeType, st); err != nil {
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// Only log non-404 errors to reduce log spam
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if !strings.Contains(err.Error(), "status 404") {
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logger.Infof("⚠️ Order sync failed: %v", err)
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@@ -205,5 +301,5 @@ func (t *LighterTraderV2) StartOrderSync(traderID string, orderStore *store.Orde
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}
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}
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}()
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logger.Infof("🔄 Lighter order sync started (interval: %v)", interval)
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logger.Infof("🔄 Lighter order+position sync started (interval: %v)", interval)
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}
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