Files
nofx/trader/lighter_order_sync.go
tinkle-community 46922f8c53 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
2025-12-27 02:09:48 +08:00

306 lines
9.1 KiB
Go

package trader
import (
"encoding/json"
"fmt"
"io"
"nofx/logger"
"nofx/store"
"net/http"
"sort"
"strings"
"time"
)
// LighterOrderHistory order history record
type LighterOrderHistory struct {
OrderID string `json:"order_id"`
Symbol string `json:"symbol"`
Side string `json:"side"` // "buy" or "sell"
Type string `json:"type"` // "limit" or "market"
Price string `json:"price"`
Size string `json:"size"`
FilledSize string `json:"filled_size"`
Status string `json:"status"` // "filled", "cancelled", etc.
CreatedAt int64 `json:"created_at"`
UpdatedAt int64 `json:"updated_at"`
FilledAt int64 `json:"filled_at"`
}
// SyncOrdersFromLighter syncs Lighter exchange order history to local database
// Also creates/updates position records to ensure orders/fills/positions data consistency
// exchangeID: Exchange account UUID (from exchanges.id)
// exchangeType: Exchange type ("lighter")
func (t *LighterTraderV2) SyncOrdersFromLighter(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
if st == nil {
return fmt.Errorf("store is nil")
}
// Ensure we have account index
if t.accountIndex == 0 {
if err := t.initializeAccount(); err != nil {
return fmt.Errorf("failed to get account index: %w", err)
}
}
// Get recent orders (last 24 hours)
startTime := time.Now().Add(-24 * time.Hour).Unix()
endpoint := fmt.Sprintf("%s/api/v1/orders?account_index=%d&start_time=%d&limit=100",
t.baseURL, t.accountIndex, startTime)
logger.Infof("🔄 Syncing Lighter orders from: %s", endpoint)
req, err := http.NewRequest("GET", endpoint, nil)
if err != nil {
return fmt.Errorf("failed to create request: %w", err)
}
// Add authentication header
if err := t.ensureAuthToken(); err != nil {
return fmt.Errorf("failed to get auth token: %w", err)
}
req.Header.Set("Authorization", t.authToken)
resp, err := t.client.Do(req)
if err != nil {
return fmt.Errorf("failed to get orders: %w", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode != http.StatusOK {
// Don't spam logs for 404 errors (API endpoint might not be available)
if resp.StatusCode != http.StatusNotFound {
logger.Infof("⚠️ Lighter orders API returned %d: %s", resp.StatusCode, string(body))
}
return fmt.Errorf("API returned status %d", resp.StatusCode)
}
// Parse response
var apiResp struct {
Code int `json:"code"`
Orders []LighterOrderHistory `json:"orders"`
}
if err := json.Unmarshal(body, &apiResp); err != nil {
logger.Infof("⚠️ Failed to parse orders response: %v, body: %s", err, string(body))
return fmt.Errorf("failed to parse response: %w", err)
}
if apiResp.Code != 200 {
return fmt.Errorf("API returned code %d", apiResp.Code)
}
logger.Infof("📥 Received %d orders from Lighter", len(apiResp.Orders))
// Sort orders by filled_at ASC (oldest first) for proper position building
sort.Slice(apiResp.Orders, func(i, j int) bool {
return apiResp.Orders[i].FilledAt < apiResp.Orders[j].FilledAt
})
// Process orders one by one (no transaction to avoid deadlock)
orderStore := st.Order()
positionStore := st.Position()
posBuilder := store.NewPositionBuilder(positionStore)
// Get current open positions to help determine action for each order
openPositions, _ := positionStore.GetOpenPositions(traderID)
syncedCount := 0
for _, order := range apiResp.Orders {
// Only sync filled orders
if order.Status != "filled" {
continue
}
// Check if order already exists (use exchangeID which is UUID, not exchange type)
existing, err := orderStore.GetOrderByExchangeID(exchangeID, order.OrderID)
if err == nil && existing != nil {
continue // Order already exists, skip
}
// Parse price and quantity
price, _ := parseFloat(order.Price)
size, _ := parseFloat(order.Size)
filledSize, _ := parseFloat(order.FilledSize)
if filledSize == 0 {
filledSize = size
}
// Determine order action based on existing positions
// Lighter can have both LONG and SHORT positions simultaneously
var positionSide, orderAction, side string
symbol := order.Symbol
if order.Side == "buy" {
side = "BUY"
// Check if we have an open SHORT position for this symbol
hasShort := false
for _, pos := range openPositions {
if pos.Symbol == symbol && pos.Side == "SHORT" && pos.Status == "OPEN" {
hasShort = true
break
}
}
if hasShort {
positionSide = "SHORT"
orderAction = "close_short"
} else {
positionSide = "LONG"
orderAction = "open_long"
}
} else {
side = "SELL"
// Check if we have an open LONG position
hasLong := false
for _, pos := range openPositions {
if pos.Symbol == symbol && pos.Side == "LONG" && pos.Status == "OPEN" {
hasLong = true
break
}
}
if hasLong {
positionSide = "LONG"
orderAction = "close_long"
} else {
positionSide = "SHORT"
orderAction = "open_short"
}
}
// Estimate fee
fee := price * filledSize * 0.0004
// Create order record
filledAt := time.Unix(order.FilledAt, 0)
if order.FilledAt == 0 {
filledAt = time.Unix(order.UpdatedAt, 0)
}
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
ExchangeOrderID: order.OrderID,
Symbol: symbol,
Side: side,
PositionSide: positionSide,
Type: "MARKET",
OrderAction: orderAction,
Quantity: filledSize,
Price: price,
Status: "FILLED",
FilledQuantity: filledSize,
AvgFillPrice: price,
Commission: fee,
FilledAt: filledAt,
CreatedAt: time.Unix(order.CreatedAt, 0),
UpdatedAt: time.Unix(order.UpdatedAt, 0),
}
// Insert order record
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync order %s: %v", order.OrderID, err)
continue
}
// Create fill record
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
OrderID: orderRecord.ID,
ExchangeOrderID: order.OrderID,
ExchangeTradeID: fmt.Sprintf("%s-%d", order.OrderID, time.Now().UnixNano()),
Symbol: symbol,
Side: side,
Price: price,
Quantity: filledSize,
QuoteQuantity: price * filledSize,
Commission: fee,
CommissionAsset: "USDT",
RealizedPnL: 0,
IsMaker: order.Type == "limit",
CreatedAt: filledAt,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for order %s: %v", order.OrderID, err)
}
// Calculate PnL for close orders
var realizedPnL float64
if strings.HasPrefix(orderAction, "close_") {
// Get the open position to calculate PnL
openPos, _ := positionStore.GetOpenPositionBySymbol(traderID, symbol, positionSide)
if openPos != nil {
if positionSide == "LONG" {
realizedPnL = (price - openPos.EntryPrice) * filledSize
} else {
realizedPnL = (openPos.EntryPrice - price) * filledSize
}
realizedPnL -= fee
}
}
// Create/update position record using PositionBuilder
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, orderAction,
filledSize, price, fee, realizedPnL,
filledAt, order.OrderID,
); err != nil {
logger.Infof(" ⚠️ Failed to sync position for order %s: %v", order.OrderID, err)
}
// Update openPositions list dynamically
if strings.HasPrefix(orderAction, "open_") {
// Add to openPositions (approximate)
openPositions = append(openPositions, &store.TraderPosition{
Symbol: symbol,
Side: positionSide,
Status: "OPEN",
})
} else if strings.HasPrefix(orderAction, "close_") {
// Remove from openPositions (approximate)
for i, pos := range openPositions {
if pos.Symbol == symbol && pos.Side == positionSide && pos.Status == "OPEN" {
openPositions = append(openPositions[:i], openPositions[i+1:]...)
break
}
}
}
syncedCount++
logger.Infof(" ✅ Synced order: %s %s %s qty=%.6f price=%.6f", order.OrderID, symbol, side, filledSize, price)
}
logger.Infof("✅ Order sync completed: %d new orders synced", syncedCount)
return nil
}
// StartOrderSync starts background order sync task
func (t *LighterTraderV2) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromLighter(traderID, exchangeID, exchangeType, st); err != nil {
// Only log non-404 errors to reduce log spam
if !strings.Contains(err.Error(), "status 404") {
logger.Infof("⚠️ Order sync failed: %v", err)
}
}
}
}()
logger.Infof("🔄 Lighter order+position sync started (interval: %v)", interval)
}