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feat: add Guardian strategy to manage existing positions with stop loss and trailing stop functionality

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This commit is contained in:
discountry
2025-11-09 14:09:54 +08:00
parent e94cf1bda2
commit 1baee3a207
8 changed files with 965 additions and 23 deletions
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src/exchanges/lighter/gateway.ts
+91 -16
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@@ -118,6 +118,8 @@ const DEFAULT_TICKER_POLL_MS = 3000;
const DEFAULT_KLINE_POLL_MS = 15000;
const WS_HEARTBEAT_INTERVAL_MS = 5_000;
const WS_STALE_TIMEOUT_MS = 20_000;
const ACCOUNT_POLL_INTERVAL_MS = 5_000;
const ACCOUNT_HTTP_EMPTY_CONFIRM_MS = 15_000;
const POSITION_EPSILON = 1e-12;
const RESOLUTION_MS: Record<string, number> = {
@@ -159,6 +161,8 @@ export class LighterGateway {
private readonly apiKeyIndices: number[];
private readonly environment: keyof typeof LIGHTER_HOSTS;
private readonly pollers: Pollers = { ticker: undefined, klines: new Map() };
private accountPoller: ReturnType<typeof setInterval> | null = null;
private accountPollInFlight = false;
private readonly klineCache = new Map<string, AsterKline[]>();
private readonly accountEvent = createEvent<AsterAccountSnapshot>();
private readonly ordersEvent = createEvent<AsterOrder[]>();
@@ -168,6 +172,8 @@ export class LighterGateway {
private readonly auth = { token: null as string | null, expiresAt: 0 };
private readonly l1Address: string | null;
private loggedCreateOrderPayload = false;
private httpEmptySince: number | null = null;
private lastWsPositionUpdateAt = 0;
private marketId: number | null = null;
private priceDecimals: number | null = null;
@@ -419,19 +425,8 @@ export class LighterGateway {
value: Number(this.signer.accountIndex),
});
}
if (details) {
this.accountDetails = details;
if (Object.prototype.hasOwnProperty.call(details, "positions")) {
const initialPositions = this.normalizePositions(details.positions);
if (initialPositions.length) {
this.replacePositions(initialPositions);
} else if (this.isEmptyPositionsPayload(details.positions)) {
this.positions = [];
}
}
this.emitAccount();
} else {
// Fallback: emit an empty account snapshot so strategies can proceed
if (!details) {
if (!this.accountDetails) {
this.accountDetails = {
account_index: Number(this.signer.accountIndex),
status: 1,
@@ -441,11 +436,61 @@ export class LighterGateway {
this.positions = [];
this.emitAccount();
}
return;
}
this.accountDetails = details;
this.applyHttpPositions(details);
this.emitAccount();
} catch (error) {
this.logger("refreshAccount", error);
}
}
private applyHttpPositions(details: LighterAccountDetails): void {
if (!Object.prototype.hasOwnProperty.call(details, "positions")) {
return;
}
const normalized = this.normalizePositions(details.positions);
if (normalized.length) {
this.replacePositions(normalized);
this.recordHttpPositionUpdate();
this.httpEmptySince = null;
return;
}
if (!this.isEmptyPositionsPayload(details.positions)) {
return;
}
this.handleHttpEmptyPositions();
}
private handleHttpEmptyPositions(): void {
if (this.positions.length === 0) {
this.httpEmptySince = null;
return;
}
if (this.httpEmptySince == null) {
this.httpEmptySince = Date.now();
return;
}
const now = Date.now();
const sinceEmpty = now - this.httpEmptySince;
const sinceWs = now - this.lastWsPositionUpdateAt;
if (sinceEmpty >= ACCOUNT_HTTP_EMPTY_CONFIRM_MS && sinceWs >= ACCOUNT_HTTP_EMPTY_CONFIRM_MS) {
this.positions = [];
this.recordHttpPositionUpdate();
this.httpEmptySince = null;
}
}
private recordWsPositionUpdate(): void {
this.lastWsPositionUpdateAt = Date.now();
this.httpEmptySince = null;
}
private recordHttpPositionUpdate(): void {
this.httpEmptySince = null;
}
private async openWebSocket(): Promise<void> {
if (this.ws && (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING)) {
return;
@@ -671,10 +716,14 @@ export class LighterGateway {
if (Object.prototype.hasOwnProperty.call(message, "positions")) {
const positionsObject = message.positions ?? {};
const incoming = this.normalizePositions(positionsObject);
if (!incoming.length && this.isEmptyPositionsPayload(positionsObject)) {
this.positions = [];
} else if (incoming.length) {
if (incoming.length) {
this.mergePositions(incoming);
this.recordWsPositionUpdate();
} else if (this.isEmptyPositionsPayload(positionsObject)) {
if (this.positions.length) {
this.positions = [];
}
this.recordWsPositionUpdate();
}
}
this.emitAccount();
@@ -687,6 +736,7 @@ export class LighterGateway {
const channelMarketId = this.extractMarketIdFromChannel(message.channel);
if (position && Number.isFinite(Number(position.market_id))) {
this.mergePositions([position]);
this.recordWsPositionUpdate();
}
if (Array.isArray(message.orders) && message.orders.length) {
const marketId = Number(position?.market_id ?? channelMarketId ?? this.marketId ?? NaN);
@@ -695,6 +745,17 @@ export class LighterGateway {
this.clearOrdersForMarket(channelMarketId);
this.emitOrders();
}
if (
Object.prototype.hasOwnProperty.call(message, "position") &&
!position &&
this.isEmptyPositionsPayload(message.position) &&
channelMarketId != null &&
this.positions.length
) {
const target = Number(channelMarketId);
this.positions = this.positions.filter((entry) => Number(entry.market_id) !== target);
this.recordWsPositionUpdate();
}
this.emitAccount();
}
@@ -920,6 +981,20 @@ export class LighterGateway {
}, this.tickerPollMs);
void this.refreshTicker();
}
if (!this.accountPoller) {
const pollAccount = () => {
if (this.accountPollInFlight) return;
this.accountPollInFlight = true;
this.refreshAccountSnapshot()
.catch((error) => this.logger("accountPoll", error))
.finally(() => {
this.accountPollInFlight = false;
});
};
this.accountPoller = setInterval(pollAccount, ACCOUNT_POLL_INTERVAL_MS);
pollAccount();
}
}
private async refreshTicker(): Promise<void> {