mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-09 14:00:57 +08:00
- 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
387 lines
10 KiB
Go
387 lines
10 KiB
Go
package trader
|
|
|
|
import (
|
|
"context"
|
|
"crypto/ecdsa"
|
|
"encoding/hex"
|
|
"encoding/json"
|
|
"fmt"
|
|
"io"
|
|
"nofx/logger"
|
|
"net/http"
|
|
"strings"
|
|
"sync"
|
|
"time"
|
|
|
|
"github.com/ethereum/go-ethereum/crypto"
|
|
)
|
|
|
|
// LighterTrader LIGHTER DEX trader
|
|
// LIGHTER is an Ethereum L2-based perpetual contract DEX using zk-rollup technology
|
|
type LighterTrader struct {
|
|
ctx context.Context
|
|
privateKey *ecdsa.PrivateKey
|
|
walletAddr string // Ethereum wallet address
|
|
client *http.Client
|
|
baseURL string
|
|
testnet bool
|
|
|
|
// Account information cache
|
|
accountIndex int // LIGHTER account index
|
|
apiKey string // API key (derived from private key)
|
|
authToken string // Authentication token (8-hour validity)
|
|
tokenExpiry time.Time
|
|
accountMutex sync.RWMutex
|
|
|
|
// Market information cache
|
|
symbolPrecision map[string]SymbolPrecision
|
|
precisionMutex sync.RWMutex
|
|
}
|
|
|
|
// LighterConfig LIGHTER configuration
|
|
type LighterConfig struct {
|
|
PrivateKeyHex string
|
|
WalletAddr string
|
|
Testnet bool
|
|
}
|
|
|
|
// NewLighterTrader Create LIGHTER trader
|
|
func NewLighterTrader(privateKeyHex string, walletAddr string, testnet bool) (*LighterTrader, error) {
|
|
// Remove 0x prefix from private key (if present)
|
|
privateKeyHex = strings.TrimPrefix(strings.ToLower(privateKeyHex), "0x")
|
|
|
|
// Parse private key
|
|
privateKey, err := crypto.HexToECDSA(privateKeyHex)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to parse private key: %w", err)
|
|
}
|
|
|
|
// Derive wallet address from private key (if not provided)
|
|
if walletAddr == "" {
|
|
walletAddr = crypto.PubkeyToAddress(*privateKey.Public().(*ecdsa.PublicKey)).Hex()
|
|
logger.Infof("✓ Derived wallet address from private key: %s", walletAddr)
|
|
}
|
|
|
|
// Select API URL
|
|
baseURL := "https://mainnet.zklighter.elliot.ai"
|
|
if testnet {
|
|
baseURL = "https://testnet.zklighter.elliot.ai" // TODO: Confirm testnet URL
|
|
}
|
|
|
|
trader := &LighterTrader{
|
|
ctx: context.Background(),
|
|
privateKey: privateKey,
|
|
walletAddr: walletAddr,
|
|
client: &http.Client{Timeout: 30 * time.Second},
|
|
baseURL: baseURL,
|
|
testnet: testnet,
|
|
symbolPrecision: make(map[string]SymbolPrecision),
|
|
}
|
|
|
|
logger.Infof("✓ LIGHTER trader initialized successfully (testnet=%v, wallet=%s)", testnet, walletAddr)
|
|
|
|
// Initialize account information (get account index and API key)
|
|
if err := trader.initializeAccount(); err != nil {
|
|
return nil, fmt.Errorf("failed to initialize account: %w", err)
|
|
}
|
|
|
|
return trader, nil
|
|
}
|
|
|
|
// initializeAccount Initialize account information
|
|
func (t *LighterTrader) initializeAccount() error {
|
|
// 1. Get account information (by L1 address)
|
|
accountInfo, err := t.getAccountByL1Address()
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get account information: %w", err)
|
|
}
|
|
|
|
t.accountMutex.Lock()
|
|
t.accountIndex = accountInfo["index"].(int)
|
|
t.accountMutex.Unlock()
|
|
|
|
logger.Infof("✓ LIGHTER account index: %d", t.accountIndex)
|
|
|
|
// 2. Generate authentication token (8-hour validity)
|
|
if err := t.refreshAuthToken(); err != nil {
|
|
return fmt.Errorf("failed to generate auth token: %w", err)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// getAccountByL1Address Get LIGHTER account information by Ethereum address
|
|
func (t *LighterTrader) getAccountByL1Address() (map[string]interface{}, error) {
|
|
endpoint := fmt.Sprintf("%s/api/v1/account/by/l1/%s", t.baseURL, t.walletAddr)
|
|
|
|
req, err := http.NewRequest("GET", endpoint, nil)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := t.client.Do(req)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
defer resp.Body.Close()
|
|
|
|
body, err := io.ReadAll(resp.Body)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if resp.StatusCode != http.StatusOK {
|
|
return nil, fmt.Errorf("API error (status %d): %s", resp.StatusCode, string(body))
|
|
}
|
|
|
|
var result map[string]interface{}
|
|
if err := json.Unmarshal(body, &result); err != nil {
|
|
return nil, fmt.Errorf("failed to parse response: %w", err)
|
|
}
|
|
|
|
return result, nil
|
|
}
|
|
|
|
// refreshAuthToken Refresh authentication token
|
|
func (t *LighterTrader) refreshAuthToken() error {
|
|
// TODO: Implement authentication token generation logic
|
|
// Reference lighter-python SDK implementation
|
|
// Need to sign specific message and submit to API
|
|
|
|
t.accountMutex.Lock()
|
|
defer t.accountMutex.Unlock()
|
|
|
|
// Temporary implementation: set expiry time to 8 hours from now
|
|
t.tokenExpiry = time.Now().Add(8 * time.Hour)
|
|
logger.Infof("✓ Auth token generated (valid until: %s)", t.tokenExpiry.Format(time.RFC3339))
|
|
|
|
return nil
|
|
}
|
|
|
|
// ensureAuthToken Ensure authentication token is valid
|
|
func (t *LighterTrader) ensureAuthToken() error {
|
|
t.accountMutex.RLock()
|
|
expired := time.Now().After(t.tokenExpiry.Add(-30 * time.Minute)) // Refresh 30 minutes early
|
|
t.accountMutex.RUnlock()
|
|
|
|
if expired {
|
|
logger.Info("🔄 Auth token expiring soon, refreshing...")
|
|
return t.refreshAuthToken()
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// signMessage Sign message (Ethereum signature)
|
|
func (t *LighterTrader) signMessage(message []byte) (string, error) {
|
|
// Use Ethereum personal sign format
|
|
prefix := fmt.Sprintf("\x19Ethereum Signed Message:\n%d", len(message))
|
|
prefixedMessage := append([]byte(prefix), message...)
|
|
|
|
hash := crypto.Keccak256Hash(prefixedMessage)
|
|
signature, err := crypto.Sign(hash.Bytes(), t.privateKey)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
// Adjust v value (Ethereum format)
|
|
if signature[64] < 27 {
|
|
signature[64] += 27
|
|
}
|
|
|
|
return "0x" + hex.EncodeToString(signature), nil
|
|
}
|
|
|
|
// GetName Get trader name
|
|
func (t *LighterTrader) GetName() string {
|
|
return "LIGHTER"
|
|
}
|
|
|
|
// GetExchangeType Get exchange type
|
|
func (t *LighterTrader) GetExchangeType() string {
|
|
return "lighter"
|
|
}
|
|
|
|
// Close Close trader
|
|
func (t *LighterTrader) Close() error {
|
|
logger.Info("✓ LIGHTER trader closed")
|
|
return nil
|
|
}
|
|
|
|
// Run Run trader (implements Trader interface)
|
|
func (t *LighterTrader) Run() error {
|
|
logger.Info("⚠️ LIGHTER trader's Run method should be called by AutoTrader")
|
|
return fmt.Errorf("please use AutoTrader to manage trader lifecycle")
|
|
}
|
|
|
|
// 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) {
|
|
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
|
|
}
|