mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-09 08:18:07 +00:00
feat: enhance WebSocket documentation and improve LighterGateway position handling for better account management
This commit is contained in:
discountry
@@ -118,6 +118,7 @@ const DEFAULT_TICKER_POLL_MS = 3000;
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const DEFAULT_KLINE_POLL_MS = 15000;
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const WS_HEARTBEAT_INTERVAL_MS = 5_000;
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const WS_STALE_TIMEOUT_MS = 20_000;
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const POSITION_EPSILON = 1e-12;
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const RESOLUTION_MS: Record<string, number> = {
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"1m": 60_000,
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@@ -128,6 +129,8 @@ const RESOLUTION_MS: Record<string, number> = {
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"1d": 86_400_000,
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};
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const TERMINAL_ORDER_STATUSES = new Set(["filled", "canceled", "cancelled", "expired"]);
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export interface LighterGatewayOptions {
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symbol: string; // display symbol used by strategy logging
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marketSymbol?: string; // actual Lighter order book symbol (e.g., BTC)
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@@ -418,6 +421,14 @@ export class LighterGateway {
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}
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if (details) {
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this.accountDetails = details;
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if (Object.prototype.hasOwnProperty.call(details, "positions")) {
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const initialPositions = this.normalizePositions(details.positions);
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if (initialPositions.length) {
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this.replacePositions(initialPositions);
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} else if (this.isEmptyPositionsPayload(details.positions)) {
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this.positions = [];
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}
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}
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this.emitAccount();
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} else {
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// Fallback: emit an empty account snapshot so strategies can proceed
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@@ -657,77 +668,225 @@ export class LighterGateway {
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private handleAccountAll(message: any): void {
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if (!message) return;
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// account_all may be partial; merge provided markets into existing positions
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if (Object.prototype.hasOwnProperty.call(message, "positions")) {
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const positionsObject = message.positions ?? {};
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const incoming: LighterPosition[] = (Array.isArray(positionsObject)
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? (positionsObject as LighterPosition[])
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: (Object.values(positionsObject) as LighterPosition[])) as LighterPosition[];
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const byMarket = new Map<number, LighterPosition>();
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for (const p of this.positions ?? []) {
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const mid = Number(p.market_id);
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if (Number.isFinite(mid)) byMarket.set(mid, p);
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const incoming = this.normalizePositions(positionsObject);
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if (!incoming.length && this.isEmptyPositionsPayload(positionsObject)) {
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this.positions = [];
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} else if (incoming.length) {
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this.mergePositions(incoming);
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}
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for (const p of incoming) {
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const mid = Number(p.market_id);
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if (!Number.isFinite(mid)) continue;
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const sign = Number(p.sign ?? 0);
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const size = Number(p.position ?? 0);
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if (sign === 0 || Math.abs(size) < 1e-12) {
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byMarket.delete(mid);
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} else {
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byMarket.set(mid, p);
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}
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}
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this.positions = Array.from(byMarket.values());
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}
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this.emitAccount();
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}
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private handleAccountMarket(message: any): void {
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if (!message) return;
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const type = typeof message.type === "string" ? message.type : "";
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const position: LighterPosition | undefined = message.position as LighterPosition | undefined;
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if (!position || !Number.isFinite(Number(position.market_id))) return;
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const marketId = Number(position.market_id);
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const sign = Number(position.sign ?? 0);
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const size = Number(position.position ?? 0);
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const shouldRemove = sign === 0 || Math.abs(size) < 1e-12;
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if (shouldRemove) {
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this.positions = (this.positions ?? []).filter((p) => Number(p.market_id) !== marketId);
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} else {
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let updated = false;
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this.positions = (this.positions ?? []).map((p) => {
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if (Number(p.market_id) === marketId) {
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updated = true;
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return position;
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}
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return p;
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});
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if (!updated) this.positions.push(position);
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const channelMarketId = this.extractMarketIdFromChannel(message.channel);
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if (position && Number.isFinite(Number(position.market_id))) {
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this.mergePositions([position]);
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} else if (type === "subscribed/account_market" && channelMarketId != null) {
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this.removePositionsForMarkets([channelMarketId]);
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}
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if (Array.isArray(message.orders) && message.orders.length) {
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const marketId = Number(position?.market_id ?? channelMarketId ?? this.marketId ?? NaN);
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this.applyOrderList(message.orders, Number.isFinite(marketId) ? Number(marketId) : null, type === "subscribed/account_market");
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} else if (type === "subscribed/account_market" && channelMarketId != null) {
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this.clearOrdersForMarket(channelMarketId);
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this.emitOrders();
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}
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this.emitAccount();
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}
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private handleAccountOrders(message: any): void {
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if (!message) return;
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const snapshot = message.type === "subscribed/account_all_orders";
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const ordersObject = message.orders ?? {};
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const buckets = Object.values(ordersObject) as unknown[];
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const allOrders: LighterOrder[] = buckets.flatMap((entry) => Array.isArray(entry) ? (entry as LighterOrder[]) : []);
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const terminalStatuses = new Set(["filled", "canceled", "cancelled", "expired"]);
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for (const order of allOrders) {
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const key = String(order.order_index ?? order.order_id ?? order.client_order_index ?? "");
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const status = (order.status ?? "").toLowerCase();
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if (!key) continue;
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if (terminalStatuses.has(status)) {
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this.orderMap.delete(key);
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this.applyOrderBuckets(ordersObject, snapshot);
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}
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private normalizePositions(source: unknown): LighterPosition[] {
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if (!source) return [];
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if (Array.isArray(source)) {
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return source.filter((entry): entry is LighterPosition => this.isPosition(entry));
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}
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if (isPlainObject(source)) {
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return Object.values(source).filter((entry): entry is LighterPosition => this.isPosition(entry));
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}
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if (this.isPosition(source)) return [source];
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return [];
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}
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private isPosition(value: unknown): value is LighterPosition {
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return typeof value === "object" && value != null && Number.isFinite(Number((value as LighterPosition).market_id));
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}
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private mergePositions(updates: LighterPosition[]): void {
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if (!updates.length) return;
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const byMarket = new Map<number, LighterPosition>();
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for (const existing of this.positions ?? []) {
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const mid = Number(existing.market_id);
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if (Number.isFinite(mid)) {
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byMarket.set(mid, existing);
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}
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}
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for (const update of updates) {
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const marketId = Number(update.market_id);
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if (!Number.isFinite(marketId)) continue;
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if (this.shouldRemovePosition(update)) {
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byMarket.delete(marketId);
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} else {
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this.orderMap.set(key, order);
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byMarket.set(marketId, update);
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}
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}
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this.positions = Array.from(byMarket.values());
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}
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private replacePositions(positions: LighterPosition[]): void {
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if (!positions.length) {
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this.positions = [];
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return;
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}
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const filtered = this.filterPositions(positions);
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this.positions = filtered;
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}
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private filterPositions(positions: LighterPosition[]): LighterPosition[] {
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const byMarket = new Map<number, LighterPosition>();
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for (const entry of positions) {
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const marketId = Number(entry.market_id);
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if (!Number.isFinite(marketId)) continue;
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if (this.shouldRemovePosition(entry)) {
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byMarket.delete(marketId);
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} else {
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byMarket.set(marketId, entry);
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}
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}
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return Array.from(byMarket.values());
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}
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private shouldRemovePosition(position: LighterPosition): boolean {
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const size = Number(position.position ?? 0);
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return !Number.isFinite(size) || Math.abs(size) < POSITION_EPSILON;
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}
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private removePositionsForMarkets(markets: number[]): void {
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if (!markets.length) return;
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const targets = new Set(markets.filter((value) => Number.isFinite(value)).map((value) => Number(value)));
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if (!targets.size) return;
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this.positions = (this.positions ?? []).filter((position) => !targets.has(Number(position.market_id)));
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}
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private applyOrderBuckets(rawOrders: unknown, snapshot: boolean): void {
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const ordersObject = isPlainObject(rawOrders) ? (rawOrders as Record<string, unknown>) : {};
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const marketKeys = Object.keys(ordersObject);
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if (snapshot && marketKeys.length === 0) {
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this.orderMap.clear();
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this.orders = [];
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this.emitOrders();
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return;
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}
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if (snapshot) {
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this.orderMap.clear();
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}
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for (const [market, bucket] of Object.entries(ordersObject)) {
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const marketId = Number(market);
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const normalized = this.normalizeOrders(bucket);
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if (Number.isFinite(marketId)) {
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this.clearOrdersForMarket(marketId);
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}
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if (!normalized.length) continue;
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for (const order of normalized) {
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this.applyOrderUpdate(order);
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}
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}
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this.orders = Array.from(this.orderMap.values());
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const mapped = toOrders(this.displaySymbol, this.orders);
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this.ordersEvent.emit(mapped);
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this.emitOrders();
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}
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private normalizeOrders(source: unknown): LighterOrder[] {
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if (!source) return [];
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if (Array.isArray(source)) {
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return (source as unknown[]).filter((entry): entry is LighterOrder => this.isOrder(entry));
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}
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if (isPlainObject(source) && this.isOrder(source)) {
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return [source];
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}
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return [];
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}
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private isOrder(value: unknown): value is LighterOrder {
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return typeof value === "object" && value != null;
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}
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private applyOrderList(rawOrders: unknown, marketId: number | null, snapshot: boolean): void {
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const orders = this.normalizeOrders(rawOrders);
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if (marketId != null) {
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this.clearOrdersForMarket(marketId);
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} else if (snapshot) {
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this.orderMap.clear();
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}
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for (const order of orders) {
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this.applyOrderUpdate(order);
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}
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this.orders = Array.from(this.orderMap.values());
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this.emitOrders();
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}
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private applyOrderUpdate(order: LighterOrder): void {
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const key = String(order.order_index ?? order.order_id ?? order.client_order_index ?? "");
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if (!key) return;
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const status = (order.status ?? "").toLowerCase();
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if (TERMINAL_ORDER_STATUSES.has(status)) {
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this.orderMap.delete(key);
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return;
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}
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if (order.client_order_index != null || order.order_index != null) {
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for (const [existingKey, existingOrder] of Array.from(this.orderMap.entries())) {
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if (existingKey === key) continue;
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const sameOrderIndex =
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order.order_index != null &&
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existingOrder.order_index != null &&
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Number(existingOrder.order_index) === Number(order.order_index);
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const sameClientIndex =
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order.client_order_index != null &&
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existingOrder.client_order_index != null &&
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Number(existingOrder.client_order_index) === Number(order.client_order_index);
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if (sameOrderIndex || sameClientIndex) {
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this.orderMap.delete(existingKey);
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}
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}
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}
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this.orderMap.set(key, order);
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}
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private clearOrdersForMarket(marketId: number): void {
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const normalized = Number(marketId);
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if (!Number.isFinite(normalized)) return;
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for (const [key, existing] of Array.from(this.orderMap.entries())) {
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if (Number(existing.market_index) === normalized) {
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this.orderMap.delete(key);
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}
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}
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}
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private extractMarketIdFromChannel(channel: unknown): number | null {
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if (typeof channel !== "string") return null;
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const match = channel.match(/account_market:(\d+)/);
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if (match && match[1]) {
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const value = Number(match[1]);
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return Number.isFinite(value) ? value : null;
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}
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return null;
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}
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private isEmptyPositionsPayload(value: unknown): boolean {
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if (value == null) return true;
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if (Array.isArray(value)) return value.length === 0;
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if (isPlainObject(value)) return Object.keys(value).length === 0;
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return false;
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}
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private emitDepth(): void {
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@@ -1050,3 +1209,7 @@ function decimalsToStep(decimals: number): number {
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const step = Number(`1e-${decimals}`);
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return Number.isFinite(step) ? step : Math.pow(10, -decimals);
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}
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function isPlainObject(value: unknown): value is Record<string, unknown> {
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return typeof value === "object" && value != null && !Array.isArray(value);
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}
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