Files
nofx/api/handler_klines.go
tinklefund f37fc9f887 feat(hyperliquid): add stock symbol market data support
- Add Hyperliquid/XYZ symbol normalization tests and backend coverage

- Extend kline and market data lookup paths for US stock symbols

- Wire frontend data API types for stock-oriented market requests
2026-05-25 01:24:49 +08:00

549 lines
16 KiB
Go

package api
import (
"context"
"fmt"
"net/http"
"sort"
"strconv"
"strings"
"time"
"nofx/logger"
"nofx/market"
"nofx/provider/alpaca"
"nofx/provider/coinank/coinank_api"
"nofx/provider/coinank/coinank_enum"
"nofx/provider/hyperliquid"
"nofx/provider/twelvedata"
"github.com/gin-gonic/gin"
)
// handleKlines K-line data (supports multiple exchanges via coinank)
func (s *Server) handleKlines(c *gin.Context) {
// Get query parameters
symbol := c.Query("symbol")
if symbol == "" {
c.JSON(http.StatusBadRequest, gin.H{"error": "symbol parameter is required"})
return
}
interval := c.DefaultQuery("interval", "5m")
exchange := c.DefaultQuery("exchange", "binance") // Default to binance for backward compatibility
limitStr := c.DefaultQuery("limit", "1000")
limit, err := strconv.Atoi(limitStr)
if err != nil || limit <= 0 {
limit = 1000
}
// Coinank API has a maximum limit of 1500 klines per request
if limit > 1500 {
limit = 1500
}
var klines []market.Kline
exchangeLower := strings.ToLower(exchange)
// Route to appropriate data source based on exchange type
switch exchangeLower {
case "alpaca":
// US Stocks via Alpaca
klines, err = s.getKlinesFromAlpaca(symbol, interval, limit)
if err != nil {
SafeInternalError(c, "Get klines from Alpaca", err)
return
}
case "forex", "metals":
// Forex and Metals via Twelve Data
klines, err = s.getKlinesFromTwelveData(symbol, interval, limit)
if err != nil {
SafeInternalError(c, "Get klines from TwelveData", err)
return
}
case "hyperliquid", "hyperliquid-xyz", "xyz":
// Hyperliquid native API - supports both crypto perps and stock perps (xyz dex)
klines, err = s.getKlinesFromHyperliquid(symbol, interval, limit)
if err != nil {
SafeInternalError(c, "Get klines from Hyperliquid", err)
return
}
default:
// Crypto exchanges via CoinAnk
symbol = market.Normalize(symbol)
klines, err = s.getKlinesFromCoinank(symbol, interval, exchange, limit)
if err != nil {
SafeInternalError(c, "Get klines from CoinAnk", err)
return
}
}
c.JSON(http.StatusOK, klines)
}
// getKlinesFromCoinank fetches kline data from coinank free/open API for multiple exchanges
func (s *Server) getKlinesFromCoinank(symbol, interval, exchange string, limit int) ([]market.Kline, error) {
// Map exchange string to coinank enum
var coinankExchange coinank_enum.Exchange
switch strings.ToLower(exchange) {
case "binance":
coinankExchange = coinank_enum.Binance
case "bybit":
coinankExchange = coinank_enum.Bybit
case "okx":
coinankExchange = coinank_enum.Okex
case "bitget":
coinankExchange = coinank_enum.Bitget
case "gate":
coinankExchange = coinank_enum.Gate
case "aster":
coinankExchange = coinank_enum.Aster
case "lighter":
// Lighter doesn't have direct CoinAnk support, use Binance data as fallback
coinankExchange = coinank_enum.Binance
case "kucoin":
// KuCoin doesn't have direct CoinAnk support, use Binance data as fallback
coinankExchange = coinank_enum.Binance
default:
// For any unknown exchange, default to Binance
logger.Warnf("⚠️ Unknown exchange '%s', defaulting to Binance for CoinAnk", exchange)
coinankExchange = coinank_enum.Binance
}
// Map interval string to coinank enum
var coinankInterval coinank_enum.Interval
switch interval {
case "1s":
coinankInterval = coinank_enum.Second1
case "5s":
coinankInterval = coinank_enum.Second5
case "10s":
coinankInterval = coinank_enum.Second10
case "30s":
coinankInterval = coinank_enum.Second30
case "1m":
coinankInterval = coinank_enum.Minute1
case "3m":
coinankInterval = coinank_enum.Minute3
case "5m":
coinankInterval = coinank_enum.Minute5
case "10m":
coinankInterval = coinank_enum.Minute10
case "15m":
coinankInterval = coinank_enum.Minute15
case "30m":
coinankInterval = coinank_enum.Minute30
case "1h":
coinankInterval = coinank_enum.Hour1
case "2h":
coinankInterval = coinank_enum.Hour2
case "4h":
coinankInterval = coinank_enum.Hour4
case "6h":
coinankInterval = coinank_enum.Hour6
case "8h":
coinankInterval = coinank_enum.Hour8
case "12h":
coinankInterval = coinank_enum.Hour12
case "1d":
coinankInterval = coinank_enum.Day1
case "3d":
coinankInterval = coinank_enum.Day3
case "1w":
coinankInterval = coinank_enum.Week1
case "1M":
coinankInterval = coinank_enum.Month1
default:
return nil, fmt.Errorf("unsupported interval for coinank: %s", interval)
}
// Convert symbol format for different exchanges
// OKX uses "BTC-USDT-SWAP" format instead of "BTCUSDT"
apiSymbol := symbol
if coinankExchange == coinank_enum.Okex {
// Convert BTCUSDT -> BTC-USDT-SWAP
if strings.HasSuffix(symbol, "USDT") {
base := strings.TrimSuffix(symbol, "USDT")
apiSymbol = fmt.Sprintf("%s-USDT-SWAP", base)
}
}
// Call coinank free/open API (no authentication required)
ctx := context.Background()
ts := time.Now().UnixMilli()
// Use "To" side to search backward from current time (get historical klines)
coinankKlines, err := coinank_api.Kline(ctx, apiSymbol, coinankExchange, ts, coinank_enum.To, limit, coinankInterval)
if err != nil {
// Free API doesn't support all exchanges (e.g., OKX, Bitget)
// Fallback to Binance data as reference
if coinankExchange != coinank_enum.Binance {
logger.Warnf("⚠️ CoinAnk free API doesn't support %s, falling back to Binance data", coinankExchange)
coinankKlines, err = coinank_api.Kline(ctx, symbol, coinank_enum.Binance, ts, coinank_enum.To, limit, coinankInterval)
if err != nil {
return nil, fmt.Errorf("coinank API error (fallback): %w", err)
}
} else {
return nil, fmt.Errorf("coinank API error: %w", err)
}
}
// Convert coinank kline format to market.Kline format
// Coinank: Volume = BTC quantity, Quantity = USDT turnover
klines := make([]market.Kline, len(coinankKlines))
for i, ck := range coinankKlines {
klines[i] = market.Kline{
OpenTime: ck.StartTime,
Open: ck.Open,
High: ck.High,
Low: ck.Low,
Close: ck.Close,
Volume: ck.Volume, // BTC quantity
QuoteVolume: ck.Quantity, // USDT turnover
CloseTime: ck.EndTime,
}
}
return klines, nil
}
// getKlinesFromAlpaca fetches kline data from Alpaca API for US stocks
func (s *Server) getKlinesFromAlpaca(symbol, interval string, limit int) ([]market.Kline, error) {
// Create Alpaca client
client := alpaca.NewClient()
// Map interval to Alpaca timeframe format
timeframe := alpaca.MapTimeframe(interval)
// Fetch bars from Alpaca
ctx := context.Background()
bars, err := client.GetBars(ctx, symbol, timeframe, limit)
if err != nil {
return nil, fmt.Errorf("alpaca API error: %w", err)
}
// Convert Alpaca bars to market.Kline format
klines := make([]market.Kline, len(bars))
for i, bar := range bars {
klines[i] = market.Kline{
OpenTime: bar.Timestamp.UnixMilli(),
Open: bar.Open,
High: bar.High,
Low: bar.Low,
Close: bar.Close,
Volume: float64(bar.Volume), // share count
QuoteVolume: float64(bar.Volume) * bar.Close, // turnover = shares * close price (USD)
CloseTime: bar.Timestamp.UnixMilli(),
}
}
return klines, nil
}
// getKlinesFromTwelveData fetches kline data from Twelve Data API for forex and metals
func (s *Server) getKlinesFromTwelveData(symbol, interval string, limit int) ([]market.Kline, error) {
// Create Twelve Data client
client := twelvedata.NewClient()
// Map interval to Twelve Data timeframe format
timeframe := twelvedata.MapTimeframe(interval)
// Fetch time series from Twelve Data
ctx := context.Background()
result, err := client.GetTimeSeries(ctx, symbol, timeframe, limit)
if err != nil {
return nil, fmt.Errorf("twelvedata API error: %w", err)
}
// Convert Twelve Data bars to market.Kline format
// Note: Twelve Data returns bars in reverse order (newest first)
klines := make([]market.Kline, len(result.Values))
for i, bar := range result.Values {
open, high, low, close, volume, timestamp, err := twelvedata.ParseBar(bar)
if err != nil {
logger.Warnf("⚠️ Failed to parse TwelveData bar: %v", err)
continue
}
// Reverse order: put oldest first
idx := len(result.Values) - 1 - i
klines[idx] = market.Kline{
OpenTime: timestamp,
Open: open,
High: high,
Low: low,
Close: close,
Volume: volume,
CloseTime: timestamp,
}
}
return klines, nil
}
// getKlinesFromHyperliquid fetches kline data from Hyperliquid API
// Supports both crypto perps (default dex) and stock perps/forex/commodities (xyz dex)
func (s *Server) getKlinesFromHyperliquid(symbol, interval string, limit int) ([]market.Kline, error) {
// Create Hyperliquid client
client := hyperliquid.NewClient()
// Map interval to Hyperliquid format
timeframe := hyperliquid.MapTimeframe(interval)
// Fetch candles from Hyperliquid
// FormatCoinForAPI will automatically add xyz: prefix for stock perps
ctx := context.Background()
candles, err := client.GetCandles(ctx, symbol, timeframe, limit)
if err != nil {
return nil, fmt.Errorf("hyperliquid API error: %w", err)
}
// Convert Hyperliquid candles to market.Kline format
klines := make([]market.Kline, len(candles))
for i, candle := range candles {
open, _ := strconv.ParseFloat(candle.Open, 64)
high, _ := strconv.ParseFloat(candle.High, 64)
low, _ := strconv.ParseFloat(candle.Low, 64)
close, _ := strconv.ParseFloat(candle.Close, 64)
volume, _ := strconv.ParseFloat(candle.Volume, 64)
klines[i] = market.Kline{
OpenTime: candle.OpenTime,
Open: open,
High: high,
Low: low,
Close: close,
Volume: volume, // contract quantity
QuoteVolume: volume * close, // turnover (USD)
CloseTime: candle.CloseTime,
}
}
return klines, nil
}
func hyperliquidXYZDisplayBase(baseSymbol string) string {
baseSymbol = strings.ToUpper(strings.TrimSpace(baseSymbol))
// User-facing names should be product names, not exchange shorthand tickers.
// Keep the internal symbol separate because Hyperliquid's xyz dex still routes
// orders/candles by the short coin name (for example xyz:SMSN).
fullNames := map[string]string{
"XYZ100": "XYZ100",
"TSLA": "TESLA",
"NVDA": "NVIDIA",
"GOLD": "GOLD",
"HOOD": "ROBINHOOD",
"INTC": "INTEL",
"PLTR": "PALANTIR",
"COIN": "COINBASE",
"META": "META",
"AAPL": "APPLE",
"MSFT": "MICROSOFT",
"ORCL": "ORACLE",
"GOOGL": "GOOGLE",
"AMZN": "AMAZON",
"AMD": "AMD",
"MU": "MICRON",
"SNDK": "SANDISK",
"MSTR": "MICROSTRATEGY",
"CRCL": "CIRCLE",
"NFLX": "NETFLIX",
"COST": "COSTCO",
"LLY": "ELI-LILLY",
"SKHX": "SK-HYNIX",
"TSM": "TSMC",
"JPY": "JPY",
"EUR": "EUR",
"SILVER": "SILVER",
"RIVN": "RIVIAN",
"BABA": "ALIBABA",
"CL": "CRUDE-OIL",
"COPPER": "COPPER",
"NATGAS": "NATURAL-GAS",
"URANIUM": "URANIUM",
"ALUMINIUM": "ALUMINIUM",
"SMSN": "SAMSUNG",
"PLATINUM": "PLATINUM",
"USAR": "USA-RARE-EARTH",
"CRWV": "COREWEAVE",
"URNM": "URNM",
"PALLADIUM": "PALLADIUM",
"DXY": "DOLLAR-INDEX",
"GME": "GAMESTOP",
"KR200": "KOREA-200",
"SOFTBANK": "SOFTBANK",
"JP225": "JAPAN-225",
"HYUNDAI": "HYUNDAI",
"KIOXIA": "KIOXIA",
"EWY": "SOUTH-KOREA-ETF",
"EWJ": "JAPAN-ETF",
"BRENTOIL": "BRENT-OIL",
"VIX": "VIX",
"HIMS": "HIMS-HERS",
"SP500": "S&P-500",
"DKNG": "DRAFTKINGS",
"LITE": "LITECOIN",
"CORN": "CORN",
"XLE": "ENERGY-SECTOR-ETF",
"WHEAT": "WHEAT",
"TTF": "TTF-GAS",
"BX": "BLACKSTONE",
"PURRDAT": "PURRDAT",
"MRVL": "MARVELL",
"RKLB": "ROCKET-LAB",
"BIRD": "BIRD",
"VOL": "VOLATILITY",
"DRAM": "DRAM",
"CBRS": "COINBASE-PRE-IPO",
"EWZ": "BRAZIL-ETF",
"KRW": "KRW",
"ZM": "ZOOM",
"EBAY": "EBAY",
"H100": "H100",
"NIFTY": "NIFTY-50",
"ARM": "ARM",
"EWT": "TAIWAN-ETF",
"GBP": "GBP",
"SPCX": "SPACEX-PRE-IPO",
"IBOV": "IBOVESPA",
"ASML": "ASML",
}
if fullName, ok := fullNames[baseSymbol]; ok {
return fullName
}
return baseSymbol
}
func hyperliquidXYZCategory(baseSymbol string) string {
baseSymbol = strings.ToUpper(strings.TrimSpace(baseSymbol))
switch baseSymbol {
case "GOLD", "SILVER", "CL", "COPPER", "NATGAS", "URANIUM", "ALUMINIUM", "PLATINUM", "PALLADIUM", "BRENTOIL", "CORN", "WHEAT", "TTF":
return "commodity"
case "XYZ100", "SP500", "JP225", "KR200", "DXY", "VIX", "XLE", "EWY", "EWJ", "EWZ", "EWT", "NIFTY", "IBOV":
return "index"
case "EUR", "JPY", "GBP", "KRW":
return "forex"
case "SPCX", "BIRD", "PURRDAT", "H100", "CBRS":
return "pre_ipo"
default:
return "stock"
}
}
func hyperliquidCategoryOrder(category string) int {
switch category {
case "stock":
return 0
case "commodity":
return 1
case "index":
return 2
case "forex":
return 3
case "pre_ipo":
return 4
case "crypto":
return 5
default:
return 99
}
}
// handleSymbols returns available symbols for a given exchange
func (s *Server) handleSymbols(c *gin.Context) {
exchange := c.DefaultQuery("exchange", "hyperliquid")
type SymbolInfo struct {
Symbol string `json:"symbol"`
Display string `json:"display"`
Name string `json:"name"`
Category string `json:"category"` // crypto, stock, forex, commodity, index
Exchange string `json:"exchange"`
Volume24h float64 `json:"volume_24h"`
MarkPrice float64 `json:"mark_price"`
PrevDayPrice float64 `json:"prev_day_price,omitempty"`
Change24hPct float64 `json:"change_24h_pct,omitempty"`
MaxLeverage int `json:"maxLeverage,omitempty"`
SzDecimals int `json:"sz_decimals,omitempty"`
}
var symbols []SymbolInfo
exchangeLower := strings.ToLower(exchange)
switch exchangeLower {
case "hyperliquid", "hyperliquid-xyz", "xyz":
ctx := context.Background()
// hyperliquid-xyz returns the full USDC trading board in product order:
// stocks → commodities → indices → forex → pre-IPO → crypto.
if exchangeLower == "hyperliquid-xyz" || exchangeLower == "xyz" {
xyzCoins, err := hyperliquid.GetPerpDexCoins(ctx, hyperliquid.XYZDex)
if err != nil {
SafeInternalError(c, "Get Hyperliquid XYZ symbols", err)
return
}
for _, coin := range xyzCoins {
baseSymbol := strings.TrimPrefix(coin.Symbol, "xyz:")
displayBase := hyperliquidXYZDisplayBase(baseSymbol)
displaySymbol := displayBase + "-USDC"
tradeSymbol := baseSymbol + "-USDC"
symbols = append(symbols, SymbolInfo{
Symbol: tradeSymbol,
Display: displaySymbol,
Name: displayBase,
Category: hyperliquidXYZCategory(baseSymbol),
Exchange: "hyperliquid-xyz",
Volume24h: coin.Volume24h,
MarkPrice: coin.MarkPrice,
PrevDayPrice: coin.PrevDayPrice,
Change24hPct: coin.Change24hPct,
MaxLeverage: coin.MaxLeverage,
SzDecimals: coin.SzDecimals,
})
}
}
// Crypto perps are shown last; only include them on the combined Hyperliquid board.
if exchangeLower == "hyperliquid" || exchangeLower == "hyperliquid-xyz" {
coins, err := hyperliquid.GetProvider().GetAllCoins(ctx)
if err != nil {
SafeInternalError(c, "Get Hyperliquid symbols", err)
return
}
for _, coin := range coins {
symbols = append(symbols, SymbolInfo{
Symbol: coin.Symbol,
Display: coin.Symbol,
Name: coin.Symbol,
Category: "crypto",
Exchange: "hyperliquid",
Volume24h: coin.Volume24h,
MarkPrice: coin.MarkPrice,
PrevDayPrice: coin.PrevDayPrice,
Change24hPct: coin.Change24hPct,
MaxLeverage: coin.MaxLeverage,
SzDecimals: coin.SzDecimals,
})
}
}
default:
c.JSON(http.StatusBadRequest, gin.H{"error": "Unsupported exchange for symbol listing"})
return
}
sort.SliceStable(symbols, func(i, j int) bool {
ci := hyperliquidCategoryOrder(symbols[i].Category)
cj := hyperliquidCategoryOrder(symbols[j].Category)
if ci != cj {
return ci < cj
}
return symbols[i].Volume24h > symbols[j].Volume24h
})
c.JSON(http.StatusOK, gin.H{
"exchange": exchange,
"symbols": symbols,
"count": len(symbols),
})
}