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feat: 优化 Lighter 适配器的账户消息处理逻辑，支持部分更新和市场订单类型的处理

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discountry
2025-10-03 02:54:50 +08:00
parent 6273f3b94a
commit 0e5026aaa1
1 changed files with 15 additions and 5 deletions
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src/exchanges/lighter/gateway.ts
+13 -3
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@@ -566,9 +566,14 @@ export class LighterGateway {
private handleAccountAll(message: any): void { private handleAccountAll(message: any): void {
if (!message) return; if (!message) return;
// account_all messages may be partial updates; if positions is omitted, retain existing positions
if (Object.prototype.hasOwnProperty.call(message, "positions")) {
const positionsObject = message.positions ?? {}; const positionsObject = message.positions ?? {};
const positions: LighterPosition[] = Object.values(positionsObject) as LighterPosition[]; const positions: LighterPosition[] = (Array.isArray(positionsObject)
? (positionsObject as LighterPosition[])
: (Object.values(positionsObject) as LighterPosition[])) as LighterPosition[];
this.positions = positions; this.positions = positions;
}
this.emitAccount(); this.emitAccount();
} }
@@ -727,7 +732,7 @@ export class LighterGateway {
const baseAmountScaledString = scaledToDecimalString(baseAmount, this.sizeDecimals); const baseAmountScaledString = scaledToDecimalString(baseAmount, this.sizeDecimals);
const clientOrderIndex = BigInt(Date.now() % Number.MAX_SAFE_INTEGER); const clientOrderIndex = BigInt(Date.now() % Number.MAX_SAFE_INTEGER);
let priceScaled = params.price != null ? decimalToScaled(params.price, this.priceDecimals) : null; let priceScaled = params.price != null ? decimalToScaled(params.price, this.priceDecimals) : null;
if (params.type === "MARKET" && priceScaled == null) { if ((params.type === "MARKET" || params.type === "STOP_MARKET") && priceScaled == null) {
priceScaled = decimalToScaled(this.estimateMarketPrice(side), this.priceDecimals); priceScaled = decimalToScaled(this.estimateMarketPrice(side), this.priceDecimals);
} }
if (priceScaled == null) { if (priceScaled == null) {
@@ -840,7 +845,12 @@ function mapOrderType(type: OrderType): number {
} }
function mapTimeInForce(timeInForce: string | undefined, type: OrderType): number { function mapTimeInForce(timeInForce: string | undefined, type: OrderType): number {
const value = (timeInForce ?? (type === "MARKET" ? "IOC" : "GTC")).toUpperCase(); // Lighter expects STOP orders to be immediate-or-cancel at trigger time.
// Force IOC for MARKET and STOP_MARKET to satisfy chain validation.
if (type === "MARKET" || type === "STOP_MARKET") {
return LIGHTER_TIME_IN_FORCE.IMMEDIATE_OR_CANCEL;
}
const value = (timeInForce ?? "GTC").toUpperCase();
switch (value) { switch (value) {
case "IOC": case "IOC":
return LIGHTER_TIME_IN_FORCE.IMMEDIATE_OR_CANCEL; return LIGHTER_TIME_IN_FORCE.IMMEDIATE_OR_CANCEL;