fix: position sizing guidance and Lighter sub-accounts support

- Fix hardcoded 5x position ratio in AI prompt example, now uses configured ratio
- Add position sizing guidance section for AI to calculate proper position size
- Add sub_accounts support for Lighter account API
This commit is contained in:
tinkle-community
2025-12-16 00:00:07 +08:00
parent 05c480d3f0
commit e4d9ea032d
2 changed files with 42 additions and 7 deletions

View File

@@ -748,6 +748,16 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
sb.WriteString(fmt.Sprintf("- Risk-Reward Ratio: ≥1:%.1f (take_profit / stop_loss)\n", riskControl.MinRiskRewardRatio))
sb.WriteString(fmt.Sprintf("- Min Confidence: ≥%d to open position\n\n", riskControl.MinConfidence))
// Position sizing guidance
sb.WriteString("## Position Sizing Guidance\n")
sb.WriteString("Calculate `position_size_usd` based on your confidence and the Position Value Limits above:\n")
sb.WriteString("- High confidence (≥85): Use 80-100%% of max position value limit\n")
sb.WriteString("- Medium confidence (70-84): Use 50-80%% of max position value limit\n")
sb.WriteString("- Low confidence (60-69): Use 30-50%% of max position value limit\n")
sb.WriteString(fmt.Sprintf("- Example: With equity %.0f and BTC/ETH ratio %.1fx, max is %.0f USDT\n",
accountEquity, btcEthPosValueRatio, accountEquity*btcEthPosValueRatio))
sb.WriteString("- **DO NOT** just use available_balance as position_size_usd. Use the Position Value Limits!\n\n")
// 4. Trading frequency (editable)
if promptSections.TradingFrequency != "" {
sb.WriteString(promptSections.TradingFrequency)
@@ -795,8 +805,10 @@ func (e *StrategyEngine) BuildSystemPrompt(accountEquity float64, variant string
sb.WriteString("<decision>\n")
sb.WriteString("Step 2: JSON decision array\n\n")
sb.WriteString("```json\n[\n")
// Use the actual configured position value ratio for BTC/ETH in the example
examplePositionSize := accountEquity * btcEthPosValueRatio
sb.WriteString(fmt.Sprintf(" {\"symbol\": \"BTCUSDT\", \"action\": \"open_short\", \"leverage\": %d, \"position_size_usd\": %.0f, \"stop_loss\": 97000, \"take_profit\": 91000, \"confidence\": 85, \"risk_usd\": 300},\n",
riskControl.BTCETHMaxLeverage, accountEquity*5))
riskControl.BTCETHMaxLeverage, examplePositionSize))
sb.WriteString(" {\"symbol\": \"ETHUSDT\", \"action\": \"close_long\"}\n")
sb.WriteString("]\n```\n")
sb.WriteString("</decision>\n\n")

View File

@@ -46,9 +46,12 @@ type LighterPositionInfo struct {
}
// AccountResponse LIGHTER account API response
// API may return accounts in "accounts" or "sub_accounts" field
type AccountResponse struct {
Code int `json:"code"`
Accounts []AccountInfo `json:"accounts"`
Code int `json:"code"`
Message string `json:"message"`
Accounts []AccountInfo `json:"accounts"`
SubAccounts []AccountInfo `json:"sub_accounts"` // Sub-accounts field
}
// LighterTraderV2 New implementation using official lighter-go SDK
@@ -175,6 +178,7 @@ func (t *LighterTraderV2) initializeAccount() error {
}
// getAccountByL1Address Get LIGHTER account info by L1 wallet address
// Supports both main accounts and sub-accounts
func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
endpoint := fmt.Sprintf("%s/api/v1/account?by=l1_address&value=%s", t.baseURL, t.walletAddr)
@@ -194,21 +198,40 @@ func (t *LighterTraderV2) getAccountByL1Address() (*AccountInfo, error) {
return nil, err
}
// Log raw response for debugging
logger.Infof("LIGHTER account API response: %s", string(body))
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("failed to get account (status %d): %s", resp.StatusCode, string(body))
}
// Parse response - Lighter returns {"accounts": [...]}
// Parse response - Lighter may return accounts in "accounts" or "sub_accounts"
var accountResp AccountResponse
if err := json.Unmarshal(body, &accountResp); err != nil {
return nil, fmt.Errorf("failed to parse account response: %w", err)
}
if len(accountResp.Accounts) == 0 {
return nil, fmt.Errorf("no account found for wallet address: %s", t.walletAddr)
// Check for API error
if accountResp.Code != 0 && accountResp.Code != 200 {
return nil, fmt.Errorf("Lighter API error (code %d): %s", accountResp.Code, accountResp.Message)
}
account := &accountResp.Accounts[0]
// Try accounts first, then sub_accounts
var allAccounts []AccountInfo
allAccounts = append(allAccounts, accountResp.Accounts...)
allAccounts = append(allAccounts, accountResp.SubAccounts...)
if len(allAccounts) == 0 {
return nil, fmt.Errorf("no account found for wallet address: %s (try depositing funds first at app.lighter.xyz)", t.walletAddr)
}
// Log all found accounts
logger.Infof("Found %d accounts (main: %d, sub: %d)", len(allAccounts), len(accountResp.Accounts), len(accountResp.SubAccounts))
for i, acc := range allAccounts {
logger.Infof(" Account[%d]: index=%d, collateral=%s", i, acc.AccountIndex, acc.Collateral)
}
account := &allAccounts[0]
// Use index field if account_index is 0
if account.AccountIndex == 0 && account.Index != 0 {
account.AccountIndex = account.Index