fix: OKX trading issues and improve position tracking

- Add maxMktSz check for OKX market orders to prevent exceeding limits
- Increase margin safety buffer (0.1% fee + 1% buffer) for all exchanges
- Fix Binance position closure detection with direct trade queries
- Move Recent Completed Trades before Current Positions in AI prompt
- Update README screenshots with table layout for better alignment
This commit is contained in:
tinkle-community
2025-12-10 22:01:57 +08:00
parent 870faa0843
commit ecbedc6525
29 changed files with 2141 additions and 1647 deletions

View File

@@ -214,11 +214,173 @@ func (t *LighterTrader) Run() error {
return fmt.Errorf("please use AutoTrader to manage trader lifecycle")
}
// GetClosedPnL gets closed position PnL records from exchange
// LIGHTER does not have a direct closed PnL API, returns empty slice
// GetClosedPnL gets recent closing trades from Lighter
// Note: Lighter does NOT have a position history API, only trade history.
// This returns individual closing trades for real-time position closure detection.
func (t *LighterTrader) GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error) {
// LIGHTER does not provide a closed PnL history API
// Position closure data needs to be tracked locally via position sync
logger.Infof("⚠️ LIGHTER GetClosedPnL not supported, returning empty")
return []ClosedPnLRecord{}, nil
trades, err := t.GetTrades(startTime, limit)
if err != nil {
return nil, err
}
// Filter only closing trades (realizedPnl != 0)
var records []ClosedPnLRecord
for _, trade := range trades {
if trade.RealizedPnL == 0 {
continue
}
// Determine side (Lighter uses one-way mode)
side := "long"
if trade.Side == "SELL" || trade.Side == "Sell" {
side = "long"
} else {
side = "short"
}
// Calculate entry price from PnL
var entryPrice float64
if trade.Quantity > 0 {
if side == "long" {
entryPrice = trade.Price - trade.RealizedPnL/trade.Quantity
} else {
entryPrice = trade.Price + trade.RealizedPnL/trade.Quantity
}
}
records = append(records, ClosedPnLRecord{
Symbol: trade.Symbol,
Side: side,
EntryPrice: entryPrice,
ExitPrice: trade.Price,
Quantity: trade.Quantity,
RealizedPnL: trade.RealizedPnL,
Fee: trade.Fee,
ExitTime: trade.Time,
EntryTime: trade.Time,
OrderID: trade.TradeID,
ExchangeID: trade.TradeID,
CloseType: "unknown",
})
}
return records, nil
}
// LighterTradeResponse represents the response from Lighter trades API
type LighterTradeResponse struct {
Trades []LighterTrade `json:"trades"`
}
// LighterTrade represents a single trade from Lighter
type LighterTrade struct {
TradeID string `json:"trade_id"`
AccountIndex int64 `json:"account_index"`
MarketIndex int `json:"market_index"`
Symbol string `json:"symbol"`
Side string `json:"side"` // "buy" or "sell"
Price string `json:"price"`
Size string `json:"size"`
RealizedPnl string `json:"realized_pnl"`
Fee string `json:"fee"`
Timestamp int64 `json:"timestamp"`
IsMaker bool `json:"is_maker"`
}
// GetTrades retrieves trade history from Lighter
func (t *LighterTrader) GetTrades(startTime time.Time, limit int) ([]TradeRecord, error) {
// Ensure we have account index
if t.accountIndex == 0 {
accountInfo, err := t.getAccountByL1Address()
if err != nil {
return nil, fmt.Errorf("failed to get account index: %w", err)
}
if idx, ok := accountInfo["index"].(int); ok {
t.accountIndex = idx
} else if idx, ok := accountInfo["index"].(float64); ok {
t.accountIndex = int(idx)
}
}
// Build request URL
// API: GET /api/v1/trades?account_index=X&start_time=Y&limit=Z
startTimeMs := startTime.UnixMilli()
endpoint := fmt.Sprintf("%s/api/v1/trades?account_index=%d&start_time=%d",
t.baseURL, t.accountIndex, startTimeMs)
if limit > 0 {
endpoint = fmt.Sprintf("%s&limit=%d", endpoint, limit)
}
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
resp, err := t.client.Do(req)
if err != nil {
return nil, fmt.Errorf("failed to get trades: %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)
}
if resp.StatusCode != http.StatusOK {
logger.Infof("⚠️ Lighter trades API returned %d: %s", resp.StatusCode, string(body))
return []TradeRecord{}, nil // Return empty on error
}
var response LighterTradeResponse
if err := json.Unmarshal(body, &response); err != nil {
// Try parsing as array directly
var trades []LighterTrade
if err := json.Unmarshal(body, &trades); err != nil {
logger.Infof("⚠️ Failed to parse Lighter trades response: %v", err)
return []TradeRecord{}, nil
}
response.Trades = trades
}
// Convert to unified TradeRecord format
var result []TradeRecord
for _, lt := range response.Trades {
price, _ := parseFloat(lt.Price)
qty, _ := parseFloat(lt.Size)
fee, _ := parseFloat(lt.Fee)
pnl, _ := parseFloat(lt.RealizedPnl)
var side string
if strings.ToLower(lt.Side) == "buy" {
side = "BUY"
} else {
side = "SELL"
}
trade := TradeRecord{
TradeID: lt.TradeID,
Symbol: lt.Symbol,
Side: side,
PositionSide: "BOTH", // Lighter uses one-way mode
Price: price,
Quantity: qty,
RealizedPnL: pnl,
Fee: fee,
Time: time.UnixMilli(lt.Timestamp),
}
result = append(result, trade)
}
return result, nil
}
// parseFloat safely parses a float string
func parseFloat(s string) (float64, error) {
if s == "" {
return 0, nil
}
var f float64
_, err := fmt.Sscanf(s, "%f", &f)
return f, err
}