Files
nofx/trader/lighter_trader.go
tinkle-community ecbedc6525 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
2025-12-10 22:01:57 +08:00

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
}