diff --git a/.gitignore b/.gitignore index 87ff300..3f3d336 100644 --- a/.gitignore +++ b/.gitignore @@ -33,3 +33,6 @@ report.[0-9]_.[0-9]_.[0-9]_.[0-9]_.json # Finder (MacOS) folder config .DS_Store + +.tmp +.tmp/* \ No newline at end of file diff --git a/docs/lighter/lighter-go-main/.gitattributes b/docs/lighter/lighter-go-main/.gitattributes new file mode 100644 index 0000000..d020be8 --- /dev/null +++ b/docs/lighter/lighter-go-main/.gitattributes @@ -0,0 +1,2 @@ +*.go text eol=lf + diff --git a/docs/lighter/lighter-go-main/.gitignore b/docs/lighter/lighter-go-main/.gitignore new file mode 100644 index 0000000..54fa9d4 --- /dev/null +++ b/docs/lighter/lighter-go-main/.gitignore @@ -0,0 +1,5 @@ +.idea +vendor +build/* +!build/.keep +/build \ No newline at end of file diff --git a/docs/lighter/lighter-go-main/LICENSE b/docs/lighter/lighter-go-main/LICENSE new file mode 100644 index 0000000..261eeb9 --- /dev/null +++ b/docs/lighter/lighter-go-main/LICENSE @@ -0,0 +1,201 @@ + Apache License + Version 2.0, January 2004 + http://www.apache.org/licenses/ + + TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION + + 1. 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We also recommend that a + file or class name and description of purpose be included on the + same "printed page" as the copyright notice for easier + identification within third-party archives. + + Copyright [yyyy] [name of copyright owner] + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. diff --git a/docs/lighter/lighter-go-main/README.md b/docs/lighter/lighter-go-main/README.md new file mode 100644 index 0000000..ba09b59 --- /dev/null +++ b/docs/lighter/lighter-go-main/README.md @@ -0,0 +1,94 @@ +# lighter-go + +This repository serves as the reference implementation of signing & hashing of Lighter transactions. +The sharedlib is compiled for a variety of platforms. +- macOS (darwin) dynamic library (.dylib) for arm architecture (M processor, not Intel) +- linux shared object (.so) for both amd64 and arm architectures +- windows .ddl (dynamic-link library) for amd64 architecture + +The go SDK implements just the core signing, as well as a small HTTP client so that users can: +- not specify the nonce of the transaction (this will result in an HTTP call, so beware) +- check that a client was initialized correctly, by verifying that the given API key matches the one on the server + +The [Python SDK](https://github.com/elliottech/lighter-python) offers support for HTTP and WebSocket functionality as well as [examples](https://github.com/elliottech/lighter-python/tree/main/examples) on how to generate the API keys, how to create and cancel orders, generate AUTH tokens for various HTTP/WS endpoints which require them. + +All generated shared libraries follow the naming convention `lighter_signer_{os}_{arch}` where os is linux/windows/darwin and arch is amd64(x86) or arm64.\ +The build & accompanying `.h` files can be found in the release notes [here](https://github.com/elliottech/lighter-go/releases).\ +If you'd like to compile your own binaries, the commands are in the `justfile`. + + +## Transactions +``` +=== Client === +CreateClient +CheckClient + +=== API Key === +CreateAuthToken +SignChangePubKey +GenerateAPIKey + +=== Order === +SignCreateOrder +SignCreateGroupedOrders +SignCancelOrder +SignCancelAllOrders +SignModifyOrder + +=== Leverage & Margin === +SignUpdateLeverage +SignUpdateMargin + +=== Transfers === +SignWithdraw +SignTransfer + +=== Sub account & pools === +SignCreateSubAccount +SignCreatePublicPool +SignUpdatePublicPool +SignMintShares +SignBurnShares +``` + +## How to specify an account +Accounts are loaded into the signer by calling the `CreateClient` method. If you wish to load multiple API keys in the signer, you need to call the method multiple times, each time with the correct private key. + +By default, signer will work out of the box with 1 client and no need to manage nonces in any specific way. Just pass `-1, 255, 0` for all methods (more explanations below). + +You can call `CheckClient` to verify that the provided Private key & (apiKeyIndex, accountIndex) are configured correctly. +This checks that the public key associated with the pair (apiKey,account) matches the one from the exchange. + +The majority of methods receive 3 arguments at the end: +- `nonce` + - default `-1` + - required to be strictly incremental + - you can fetch the next nonce using `nextNonce` HTTP call + - if default is passed, signer will do the HTTP call automatically + - ideally the caller should manage nonces locally to avoid latency +- `apiKeyIndex` + - default `255` + - specified which API key will be used for the specific transaction + - all API keys are equal. Orders created by one API key can be canceled by others, for example + - each API key has its own nonce + - if default is passed, signer will use the default txClient +- `accountIndex` + - default `0` + - specified which account will be used for the specific transaction + - this can be a subaccount or a different main account all together + - if default is passed, signer will use the default txClient + +**Note:** in order to use the default client, you need to bash both the default values for `apiKeyIndex` and `accountIndex` + +## Auth tokens + +Auth tokens are used to call various HTTP & WS endpoints which hold sensitive information, like open orders. +An auth token is valid for 8 hours. + +`CreateAuthToken(deadline=0)` will result in a token that's valid for 7 hours from now. + +Calling `CreateAuthToken` with an expiry 20 hours in the future will work, but the token will start to be valid in 12 hours, because the max accepted deadline duration by the server is 8 hours. \ +This still allows you to generate all the tokens ahead of time and use them accordingly. \ +Such an approach (both implementation & how to manage them) can be found in great details in the [python-sdk](https://github.com/elliottech/lighter-python/tree/main/examples/read-only-auth). + +**Note:** auth tokens are bound to an API key. Changing the API key to something else **will invalidate** all generated auth tokens. diff --git a/docs/lighter/lighter-go-main/client/client.go b/docs/lighter/lighter-go-main/client/client.go new file mode 100644 index 0000000..1d8cc63 --- /dev/null +++ b/docs/lighter/lighter-go-main/client/client.go @@ -0,0 +1,116 @@ +package client + +import ( + "fmt" + "strings" + "sync" + + curve "github.com/elliottech/poseidon_crypto/curve/ecgfp5" + schnorr "github.com/elliottech/poseidon_crypto/signature/schnorr" + "github.com/ethereum/go-ethereum/common/hexutil" +) + +// SharedClientManager holds the global txClient and backupTxClients +// This will be managed by both sharedlib and wasm builds +// Supports multiple accounts and API keys with thread safety +var ( + txClientMu sync.Mutex + defaultTxClient *TxClient + defaultClientPerAccount = make(map[int64]*TxClient) + allTxClients map[int64]map[uint8]*TxClient // accountIndex -> apiKeyIndex -> client +) + +// GenerateAPIKey generates a new API key pair from a seed +func GenerateAPIKey(seed string) (string, string, error) { + var seedP *string + if seed != "" { + seedP = &seed + } + + key := curve.SampleScalar(seedP) + publicKeyStr := hexutil.Encode(schnorr.SchnorrPkFromSk(key).ToLittleEndianBytes()) + privateKeyStr := hexutil.Encode(key.ToLittleEndianBytes()) + + return privateKeyStr, publicKeyStr, nil +} + +// GetClient retrieves a client for specific account and API key +// If apiKeyIndex==255 && accountIndex==-1, returns default client +func GetClient(apiKeyIndex uint8, accountIndex int64) (*TxClient, error) { + txClientMu.Lock() + defer txClientMu.Unlock() + + if apiKeyIndex == 255 && accountIndex != -1 { + client := defaultClientPerAccount[accountIndex] + if client != nil { + return client, nil + } + } + + // Special case: return default client + if apiKeyIndex == 255 && accountIndex == -1 { + if defaultTxClient == nil { + return nil, fmt.Errorf("client is not created, call CreateClient() first") + } + return defaultTxClient, nil + } + + // Look up client in double map + var c *TxClient + if allTxClients[accountIndex] != nil { + c = allTxClients[accountIndex][apiKeyIndex] + } + + if c == nil { + return nil, fmt.Errorf("client is not created for apiKeyIndex: %v accountIndex: %v", apiKeyIndex, accountIndex) + } + return c, nil +} + +// CreateClient creates a new TxClient and stores it +// httpClientFactory is a function that creates an HTTP client from a URL string +func CreateClient(httpClient MinimalHTTPClient, privateKey string, chainId uint32, apiKeyIndex uint8, accountIndex int64) (*TxClient, error) { + if accountIndex <= 0 { + return nil, fmt.Errorf("invalid account index") + } + + txClientInstance, err := NewTxClient(httpClient, privateKey, accountIndex, apiKeyIndex, chainId) + if err != nil { + return nil, fmt.Errorf("error occurred when creating TxClient. err: %v", err) + } + + txClientMu.Lock() + if allTxClients == nil { + allTxClients = make(map[int64]map[uint8]*TxClient) + } + if allTxClients[accountIndex] == nil { + allTxClients[accountIndex] = make(map[uint8]*TxClient) + } + allTxClients[accountIndex][apiKeyIndex] = txClientInstance + + // Update default client (most recently created becomes default) + defaultTxClient = txClientInstance + defaultClientPerAccount[accountIndex] = txClientInstance + txClientMu.Unlock() + + return txClientInstance, nil +} + +// Check validates that the client exists and the API key matches the one on the server +func (c *TxClient) Check() error { + // check that the API key registered on Lighter matches this one + publicKey, err := c.HTTP().GetApiKey(c.accountIndex, c.apiKeyIndex) + if err != nil { + return fmt.Errorf("failed to get Api Keys. err: %v", err) + } + + pubKeyBytes := c.GetKeyManager().PubKeyBytes() + pubKeyStr := hexutil.Encode(pubKeyBytes[:]) + pubKeyStr = strings.Replace(pubKeyStr, "0x", "", 1) + + if publicKey != pubKeyStr { + return fmt.Errorf("private key does not match the one on Lighter. ownPubKey: %s response: %+v", pubKeyStr, publicKey) + } + + return nil +} diff --git a/docs/lighter/lighter-go-main/client/http/README.md b/docs/lighter/lighter-go-main/client/http/README.md new file mode 100644 index 0000000..160b8f4 --- /dev/null +++ b/docs/lighter/lighter-go-main/client/http/README.md @@ -0,0 +1,6 @@ +# HTTP +The HTTP module is a simple implementation that aims to provide just 2 things: +- `GetNextNonce` so that users can send transactions w/out calling managing nonces on their side +- `GetApiKey` so that users can call `CheckClient` from other sources, which makes sure that the client was configured correctly. + +Other usages, like sending trades, fetching open orders or any WebSocket operations should happen outside the core SDK. \ No newline at end of file diff --git a/docs/lighter/lighter-go-main/client/http/client.go b/docs/lighter/lighter-go-main/client/http/client.go new file mode 100644 index 0000000..6533085 --- /dev/null +++ b/docs/lighter/lighter-go-main/client/http/client.go @@ -0,0 +1,45 @@ +package http + +import ( + "crypto/tls" + "net" + "net/http" + "time" + + core "github.com/elliottech/lighter-go/client" +) + +var ( + dialer = &net.Dialer{ + Timeout: 10 * time.Second, + KeepAlive: 60 * time.Second, + } + transport = &http.Transport{ + DialContext: dialer.DialContext, + MaxConnsPerHost: 1000, + MaxIdleConnsPerHost: 100, + IdleConnTimeout: 10 * time.Second, + TLSClientConfig: &tls.Config{InsecureSkipVerify: false}, + } + + httpClient = &http.Client{ + Timeout: time.Second * 30, + Transport: transport, + } +) + +var _ core.MinimalHTTPClient = (*client)(nil) + +type client struct { + endpoint string +} + +func NewClient(baseUrl string) core.MinimalHTTPClient { + if baseUrl == "" { + return nil + } + + return &client{ + endpoint: baseUrl, + } +} diff --git a/docs/lighter/lighter-go-main/client/http/http_types.go b/docs/lighter/lighter-go-main/client/http/http_types.go new file mode 100644 index 0000000..7d664f0 --- /dev/null +++ b/docs/lighter/lighter-go-main/client/http/http_types.go @@ -0,0 +1,27 @@ +package http + +const ( + CodeOK = 200 +) + +type ResultCode struct { + Code int32 `json:"code,example=200"` + Message string `json:"message,omitempty"` +} + +type NextNonce struct { + ResultCode + Nonce int64 `json:"nonce,example=722"` +} + +type ApiKey struct { + AccountIndex int64 `json:"account_index,example=3"` + ApiKeyIndex uint8 `json:"api_key_index,example=0"` + Nonce int64 `json:"nonce,example=722"` + PublicKey string `json:"public_key"` +} + +type AccountApiKeys struct { + ResultCode + ApiKeys []*ApiKey `json:"api_keys"` +} diff --git a/docs/lighter/lighter-go-main/client/http/requests.go b/docs/lighter/lighter-go-main/client/http/requests.go new file mode 100644 index 0000000..5402cc7 --- /dev/null +++ b/docs/lighter/lighter-go-main/client/http/requests.go @@ -0,0 +1,75 @@ +package http + +import ( + "encoding/json" + "errors" + "fmt" + "io" + "net/http" + "net/url" +) + +func (c *client) parseResultStatus(respBody []byte) error { + resultStatus := &ResultCode{} + if err := json.Unmarshal(respBody, resultStatus); err != nil { + return err + } + if resultStatus.Code != CodeOK { + return errors.New(resultStatus.Message) + } + return nil +} + +func (c *client) getAndParseL2HTTPResponse(path string, params map[string]any, result interface{}) error { + u, err := url.Parse(c.endpoint) + if err != nil { + return err + } + u.Path = path + + q := u.Query() + for k, v := range params { + q.Set(k, fmt.Sprintf("%v", v)) + } + u.RawQuery = q.Encode() + resp, err := httpClient.Get(u.String()) + if err != nil { + return err + } + defer resp.Body.Close() + body, err := io.ReadAll(resp.Body) + if err != nil { + return err + } + if resp.StatusCode != http.StatusOK { + return errors.New(string(body)) + } + if err = c.parseResultStatus(body); err != nil { + return err + } + if err := json.Unmarshal(body, result); err != nil { + return err + } + return nil +} + +func (c *client) GetNextNonce(accountIndex int64, apiKeyIndex uint8) (int64, error) { + result := &NextNonce{} + err := c.getAndParseL2HTTPResponse("api/v1/nextNonce", map[string]any{"account_index": accountIndex, "api_key_index": apiKeyIndex}, result) + if err != nil { + return -1, err + } + return result.Nonce, nil +} + +func (c *client) GetApiKey(accountIndex int64, apiKeyIndex uint8) (string, error) { + result := &AccountApiKeys{} + err := c.getAndParseL2HTTPResponse("api/v1/apikeys", map[string]any{"account_index": accountIndex, "api_key_index": apiKeyIndex}, result) + if err != nil { + return "", err + } + if len(result.ApiKeys) == 0 { + return "", fmt.Errorf("no api keys returned") + } + return result.ApiKeys[0].PublicKey, nil +} diff --git a/docs/lighter/lighter-go-main/client/interface.go b/docs/lighter/lighter-go-main/client/interface.go new file mode 100644 index 0000000..63bf68e --- /dev/null +++ b/docs/lighter/lighter-go-main/client/interface.go @@ -0,0 +1,6 @@ +package client + +type MinimalHTTPClient interface { + GetNextNonce(accountIndex int64, apiKeyIndex uint8) (int64, error) + GetApiKey(accountIndex int64, apiKeyIndex uint8) (string, error) +} diff --git a/docs/lighter/lighter-go-main/client/tx_client.go b/docs/lighter/lighter-go-main/client/tx_client.go new file mode 100644 index 0000000..acadbca --- /dev/null +++ b/docs/lighter/lighter-go-main/client/tx_client.go @@ -0,0 +1,104 @@ +package client + +import ( + "encoding/hex" + "fmt" + "time" + + "github.com/elliottech/lighter-go/signer" + "github.com/elliottech/lighter-go/types" +) + +var ( + // DefaultExpireTime is a public var, so it can be changed directly in the SDK if required. + // The encouraged behaviour is the manually specify the TX deadline in types.TransactOpts.ExpiredAt + DefaultExpireTime = time.Minute*10 - time.Second // we need to give a second margin, to eliminate millisecond differences +) + +type TxClient struct { + apiClient MinimalHTTPClient + chainId uint32 + keyManager signer.KeyManager + accountIndex int64 + apiKeyIndex uint8 +} + +// NewTxClient is linked to a specific (account, apiKey) pair +// apiKeyPrivateKey should be hex-encoded bytes generated using `hexutil.Encode(TxClient.GetKeyManager().PrvKeyBytes())` +func NewTxClient(apiClient MinimalHTTPClient, apiKeyPrivateKey string, accountIndex int64, apiKeyIndex uint8, chainId uint32) (*TxClient, error) { + // remove 0x from private key, if any, and parse to bytes + if len(apiKeyPrivateKey) < 2 { + return nil, fmt.Errorf("empty private key") + } + if apiKeyPrivateKey[:2] == "0x" { + apiKeyPrivateKey = apiKeyPrivateKey[2:] + } + + b, err := hex.DecodeString(apiKeyPrivateKey) + if err != nil { + return nil, err + } + + keyManager, err := signer.NewKeyManager(b) + if err != nil { + return nil, err + } + + return &TxClient{ + apiClient: apiClient, + apiKeyIndex: apiKeyIndex, + accountIndex: accountIndex, + chainId: chainId, + keyManager: keyManager, + }, nil +} + +// FullFillDefaultOps returns a usable TransactOpts object if none was provided. +// This should not the be case for sharedlib, except for the nonce, which is optional. +// Still, the behaviour is implemented, so it can be extended easily by extending the code GO SDK. +func (c *TxClient) FullFillDefaultOps(ops *types.TransactOpts) (*types.TransactOpts, error) { + if ops == nil { + ops = new(types.TransactOpts) + } + if ops.ExpiredAt == 0 { + ops.ExpiredAt = time.Now().Add(DefaultExpireTime).UnixMilli() + } + if ops.FromAccountIndex == nil { + ops.FromAccountIndex = &c.accountIndex + } + if ops.ApiKeyIndex == nil { + ops.ApiKeyIndex = &c.apiKeyIndex + } + if ops.Nonce == nil || *ops.Nonce == -1 { + if c.apiClient == nil { + return nil, fmt.Errorf("nonce was not provided & HTTPClient is nil. Either provide the nonce or enable HTTPClient to get the nonce from Lighter") + } + nonce, err := c.apiClient.GetNextNonce(*ops.FromAccountIndex, *ops.ApiKeyIndex) + if err != nil { + return nil, err + } + ops.Nonce = &nonce + } + + return ops, nil +} + +func (c *TxClient) GetChainId() uint32 { + return c.chainId +} + +func (c *TxClient) GetKeyManager() signer.KeyManager { + return c.keyManager +} + +func (c *TxClient) GetAccountIndex() int64 { + return c.accountIndex +} + +func (c *TxClient) GetApiKeyIndex() uint8 { + return c.apiKeyIndex +} + +func (c *TxClient) HTTP() MinimalHTTPClient { + return c.apiClient +} diff --git a/docs/lighter/lighter-go-main/client/tx_get.go b/docs/lighter/lighter-go-main/client/tx_get.go new file mode 100644 index 0000000..46d920c --- /dev/null +++ b/docs/lighter/lighter-go-main/client/tx_get.go @@ -0,0 +1,209 @@ +package client + +import ( + "fmt" + "time" + + schnorr "github.com/elliottech/poseidon_crypto/signature/schnorr" + + "github.com/elliottech/lighter-go/types" + "github.com/elliottech/lighter-go/types/txtypes" +) + +func (c *TxClient) GetAuthToken(deadline time.Time) (string, error) { + return types.ConstructAuthToken(c.keyManager, deadline, &types.TransactOpts{ + ApiKeyIndex: &c.apiKeyIndex, + FromAccountIndex: &c.accountIndex, + }) +} + +func (c *TxClient) GetChangePubKeyTransaction(tx *types.ChangePubKeyReq, ops *types.TransactOpts) (*txtypes.L2ChangePubKeyTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructChangePubKeyTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + + pk := c.keyManager.PubKeyBytes() + msgHash, _ := txInfo.Hash(c.chainId) + + if err := schnorr.Validate(pk[:], msgHash, txInfo.Sig); err != nil { + return nil, fmt.Errorf("failed to validate signature. error: %v", err) + } + + return txInfo, nil +} + +func (c *TxClient) GetCreateSubAccountTransaction(ops *types.TransactOpts) (*txtypes.L2CreateSubAccountTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructCreateSubAccountTx(c.keyManager, c.chainId, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetCreatePublicPoolTransaction(tx *types.CreatePublicPoolTxReq, ops *types.TransactOpts) (*txtypes.L2CreatePublicPoolTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructCreatePublicPoolTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetUpdatePublicPoolTransaction(tx *types.UpdatePublicPoolTxReq, ops *types.TransactOpts) (*txtypes.L2UpdatePublicPoolTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructUpdatePublicPoolTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetTransferTransaction(tx *types.TransferTxReq, ops *types.TransactOpts) (*txtypes.L2TransferTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructTransferTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetWithdrawTransaction(tx *types.WithdrawTxReq, ops *types.TransactOpts) (*txtypes.L2WithdrawTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructWithdrawTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + + return txInfo, nil +} + +func (c *TxClient) GetCreateOrderTransaction(tx *types.CreateOrderTxReq, ops *types.TransactOpts) (*txtypes.L2CreateOrderTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructCreateOrderTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetCreateGroupedOrdersTransaction(tx *types.CreateGroupedOrdersTxReq, ops *types.TransactOpts) (*txtypes.L2CreateGroupedOrdersTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructL2CreateGroupedOrdersTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetCancelOrderTransaction(tx *types.CancelOrderTxReq, ops *types.TransactOpts) (*txtypes.L2CancelOrderTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructL2CancelOrderTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetModifyOrderTransaction(tx *types.ModifyOrderTxReq, ops *types.TransactOpts) (*txtypes.L2ModifyOrderTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + + txInfo, err := types.ConstructL2ModifyOrderTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + + return txInfo, nil +} + +func (c *TxClient) GetCancelAllOrdersTransaction(tx *types.CancelAllOrdersTxReq, ops *types.TransactOpts) (*txtypes.L2CancelAllOrdersTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructL2CancelAllOrdersTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetMintSharesTransaction(tx *types.MintSharesTxReq, ops *types.TransactOpts) (*txtypes.L2MintSharesTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructMintSharesTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetBurnSharesTransaction(tx *types.BurnSharesTxReq, ops *types.TransactOpts) (*txtypes.L2BurnSharesTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructBurnSharesTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetUpdateLeverageTransaction(tx *types.UpdateLeverageTxReq, ops *types.TransactOpts) (*txtypes.L2UpdateLeverageTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructUpdateLeverageTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} + +func (c *TxClient) GetUpdateMarginTransaction(tx *types.UpdateMarginTxReq, ops *types.TransactOpts) (*txtypes.L2UpdateMarginTxInfo, error) { + ops, err := c.FullFillDefaultOps(ops) + if err != nil { + return nil, err + } + txInfo, err := types.ConstructUpdateMarginTx(c.keyManager, c.chainId, tx, ops) + if err != nil { + return nil, err + } + return txInfo, nil +} diff --git a/docs/lighter/lighter-go-main/go.mod b/docs/lighter/lighter-go-main/go.mod new file mode 100644 index 0000000..21e1dd7 --- /dev/null +++ b/docs/lighter/lighter-go-main/go.mod @@ -0,0 +1,28 @@ +module github.com/elliottech/lighter-go + +go 1.23.0 + +toolchain go1.23.1 + +require ( + github.com/elliottech/poseidon_crypto v0.0.11 + github.com/ethereum/go-ethereum v1.15.6 +) + +require ( + github.com/bits-and-blooms/bitset v1.17.0 // indirect + github.com/consensys/bavard v0.1.22 // indirect + github.com/consensys/gnark-crypto v0.14.0 // indirect + github.com/crate-crypto/go-ipa v0.0.0-20240724233137-53bbb0ceb27a // indirect + github.com/crate-crypto/go-kzg-4844 v1.1.0 // indirect + github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect + github.com/ethereum/c-kzg-4844 v1.0.0 // indirect + github.com/ethereum/go-verkle v0.2.2 // indirect + github.com/holiman/uint256 v1.3.2 // indirect + github.com/mmcloughlin/addchain v0.4.0 // indirect + github.com/supranational/blst v0.3.14 // indirect + golang.org/x/crypto v0.35.0 // indirect + golang.org/x/sync v0.11.0 // indirect + golang.org/x/sys v0.30.0 // indirect + rsc.io/tmplfunc v0.0.3 // indirect +) diff --git a/docs/lighter/lighter-go-main/go.sum b/docs/lighter/lighter-go-main/go.sum new file mode 100644 index 0000000..66f7869 --- /dev/null +++ b/docs/lighter/lighter-go-main/go.sum @@ -0,0 +1,76 @@ +github.com/StackExchange/wmi v1.2.1 h1:VIkavFPXSjcnS+O8yTq7NI32k0R5Aj+v39y29VYDOSA= +github.com/StackExchange/wmi v1.2.1/go.mod h1:rcmrprowKIVzvc+NUiLncP2uuArMWLCbu9SBzvHz7e8= +github.com/VictoriaMetrics/fastcache v1.12.2 h1:N0y9ASrJ0F6h0QaC3o6uJb3NIZ9VKLjCM7NQbSmF7WI= +github.com/VictoriaMetrics/fastcache v1.12.2/go.mod h1:AmC+Nzz1+3G2eCPapF6UcsnkThDcMsQicp4xDukwJYI= +github.com/bits-and-blooms/bitset v1.17.0 h1:1X2TS7aHz1ELcC0yU1y2stUs/0ig5oMU6STFZGrhvHI= +github.com/bits-and-blooms/bitset v1.17.0/go.mod h1:7hO7Gc7Pp1vODcmWvKMRA9BNmbv6a/7QIWpPxHddWR8= +github.com/cespare/xxhash/v2 v2.3.0 h1:UL815xU9SqsFlibzuggzjXhog7bL6oX9BbNZnL2UFvs= +github.com/cespare/xxhash/v2 v2.3.0/go.mod h1:VGX0DQ3Q6kWi7AoAeZDth3/j3BFtOZR5XLFGgcrjCOs= +github.com/consensys/bavard v0.1.22 h1:Uw2CGvbXSZWhqK59X0VG/zOjpTFuOMcPLStrp1ihI0A= +github.com/consensys/bavard v0.1.22/go.mod h1:k/zVjHHC4B+PQy1Pg7fgvG3ALicQw540Crag8qx+dZs= +github.com/consensys/gnark-crypto v0.14.0 h1:DDBdl4HaBtdQsq/wfMwJvZNE80sHidrK3Nfrefatm0E= +github.com/consensys/gnark-crypto v0.14.0/go.mod h1:CU4UijNPsHawiVGNxe9co07FkzCeWHHrb1li/n1XoU0= +github.com/crate-crypto/go-ipa v0.0.0-20240724233137-53bbb0ceb27a h1:W8mUrRp6NOVl3J+MYp5kPMoUZPp7aOYHtaua31lwRHg= +github.com/crate-crypto/go-ipa v0.0.0-20240724233137-53bbb0ceb27a/go.mod h1:sTwzHBvIzm2RfVCGNEBZgRyjwK40bVoun3ZnGOCafNM= +github.com/crate-crypto/go-kzg-4844 v1.1.0 h1:EN/u9k2TF6OWSHrCCDBBU6GLNMq88OspHHlMnHfoyU4= +github.com/crate-crypto/go-kzg-4844 v1.1.0/go.mod h1:JolLjpSff1tCCJKaJx4psrlEdlXuJEC996PL3tTAFks= +github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c= +github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= +github.com/decred/dcrd/crypto/blake256 v1.0.0 h1:/8DMNYp9SGi5f0w7uCm6d6M4OU2rGFK09Y2A4Xv7EE0= +github.com/decred/dcrd/crypto/blake256 v1.0.0/go.mod h1:sQl2p6Y26YV+ZOcSTP6thNdn47hh8kt6rqSlvmrXFAc= +github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 h1:YLtO71vCjJRCBcrPMtQ9nqBsqpA1m5sE92cU+pd5Mcc= +github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1/go.mod h1:hyedUtir6IdtD/7lIxGeCxkaw7y45JueMRL4DIyJDKs= +github.com/elliottech/poseidon_crypto v0.0.11 h1:iX4rCg0m1XIX/7mhXVUEYUJIdQD57zNGNLeb6RZRl7g= +github.com/elliottech/poseidon_crypto v0.0.11/go.mod h1:NhWxSjPGr5JXRuB2Aepl/+ZrbmUG3hvku/GarB1JR8c= +github.com/ethereum/c-kzg-4844 v1.0.0 h1:0X1LBXxaEtYD9xsyj9B9ctQEZIpnvVDeoBx8aHEwTNA= +github.com/ethereum/c-kzg-4844 v1.0.0/go.mod h1:VewdlzQmpT5QSrVhbBuGoCdFJkpaJlO1aQputP83wc0= +github.com/ethereum/go-ethereum v1.15.6 h1:jgLoUM6/pNjp0uEnXyWcWikDwa4j1wZlcqkX8Pm8A+I= +github.com/ethereum/go-ethereum v1.15.6/go.mod h1:+S9k+jFzlyVTNcYGvqFhzN/SFhI6vA+aOY4T5tLSPL0= +github.com/ethereum/go-verkle v0.2.2 h1:I2W0WjnrFUIzzVPwm8ykY+7pL2d4VhlsePn4j7cnFk8= +github.com/ethereum/go-verkle v0.2.2/go.mod h1:M3b90YRnzqKyyzBEWJGqj8Qff4IDeXnzFw0P9bFw3uk= +github.com/go-ole/go-ole v1.3.0 h1:Dt6ye7+vXGIKZ7Xtk4s6/xVdGDQynvom7xCFEdWr6uE= +github.com/go-ole/go-ole v1.3.0/go.mod h1:5LS6F96DhAwUc7C+1HLexzMXY1xGRSryjyPPKW6zv78= +github.com/gofrs/flock v0.8.1 h1:+gYjHKf32LDeiEEFhQaotPbLuUXjY5ZqxKgXy7n59aw= +github.com/gofrs/flock v0.8.1/go.mod h1:F1TvTiK9OcQqauNUHlbJvyl9Qa1QvF/gOUDKA14jxHU= +github.com/golang/snappy v0.0.5-0.20220116011046-fa5810519dcb h1:PBC98N2aIaM3XXiurYmW7fx4GZkL8feAMVq7nEjURHk= +github.com/golang/snappy v0.0.5-0.20220116011046-fa5810519dcb/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q= 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v1.10.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY= +github.com/supranational/blst v0.3.14 h1:xNMoHRJOTwMn63ip6qoWJ2Ymgvj7E2b9jY2FAwY+qRo= +github.com/supranational/blst v0.3.14/go.mod h1:jZJtfjgudtNl4en1tzwPIV3KjUnQUvG3/j+w+fVonLw= +github.com/tklauser/go-sysconf v0.3.12 h1:0QaGUFOdQaIVdPgfITYzaTegZvdCjmYO52cSFAEVmqU= +github.com/tklauser/go-sysconf v0.3.12/go.mod h1:Ho14jnntGE1fpdOqQEEaiKRpvIavV0hSfmBq8nJbHYI= +github.com/tklauser/numcpus v0.6.1 h1:ng9scYS7az0Bk4OZLvrNXNSAO2Pxr1XXRAPyjhIx+Fk= +github.com/tklauser/numcpus v0.6.1/go.mod h1:1XfjsgE2zo8GVw7POkMbHENHzVg3GzmoZ9fESEdAacY= +golang.org/x/crypto v0.35.0 h1:b15kiHdrGCHrP6LvwaQ3c03kgNhhiMgvlhxHQhmg2Xs= +golang.org/x/crypto v0.35.0/go.mod h1:dy7dXNW32cAb/6/PRuTNsix8T+vJAqvuIy5Bli/x0YQ= +golang.org/x/sync v0.11.0 h1:GGz8+XQP4FvTTrjZPzNKTMFtSXH80RAzG+5ghFPgK9w= +golang.org/x/sync v0.11.0/go.mod h1:Czt+wKu1gCyEFDUtn0jG5QVvpJ6rzVqr5aXyt9drQfk= +golang.org/x/sys v0.30.0 h1:QjkSwP/36a20jFYWkSue1YwXzLmsV5Gfq7Eiy72C1uc= +golang.org/x/sys v0.30.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA= +gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY= +gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ= +gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA= +gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= +rsc.io/tmplfunc v0.0.3 h1:53XFQh69AfOa8Tw0Jm7t+GV7KZhOi6jzsCzTtKbMvzU= +rsc.io/tmplfunc v0.0.3/go.mod h1:AG3sTPzElb1Io3Yg4voV9AGZJuleGAwaVRxL9M49PhA= diff --git a/docs/lighter/lighter-go-main/justfile b/docs/lighter/lighter-go-main/justfile new file mode 100644 index 0000000..9348a82 --- /dev/null +++ b/docs/lighter/lighter-go-main/justfile @@ -0,0 +1,49 @@ +### Local builds + +build-darwin-local: + go mod vendor + go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-darwin-arm64.dylib ./sharedlib/main.go + +# Note: build-linux-local does not append -arm or amd64 at end +build-linux-local: + go mod vendor + CGO_ENABLED=1 go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-linux.so ./sharedlib/main.go + +# Note: build-windows-local does not append -arm or amd64 at end +# Windows build (requires gcc from msys2: choco install msys2) +# CMD: set PATH=C:\msys64\mingw64\bin;%PATH% && set CGO_ENABLED=1 && go mod vendor && go build -buildmode=c-shared -trimpath -o ./build/signer-amd64.dll ./sharedlib/main.go +# PowerShell: $env:Path='C:\msys64\mingw64\bin;'+$env:Path; $env:CGO_ENABLED='1'; go mod vendor; go build -buildmode=c-shared -trimpath -o ./build/signer-amd64.dll ./sharedlib/main.go +build-windows-local: + go mod vendor + $env:Path='C:\msys64\mingw64\bin;'+$env:Path; $env:CGO_ENABLED='1'; go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-windows.dll ./sharedlib/main.go + +### Docker builds + +# Note: I don't think this works TBH +#build-darwin-arm64-docker: +# docker run --rm -v ${PWD}:/go/src/sdk -w /go/src/sdk golang:1.23.2-bullseye bash -c " \ +# cd /go/src/sdk && \ +# go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-darwin-arm64.dylib ./sharedlib" + +build-linux-amd64-docker: + go mod vendor + docker run --rm --platform linux/amd64 -v ${PWD}:/go/src/sdk -w /go/src/sdk golang:1.23.2-bullseye /bin/sh -c " \ + CGO_ENABLED=1 GOOS=linux GOARCH=amd64 go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-linux-amd64.so ./sharedlib" + +build-linux-arm64-docker: + go mod vendor + docker run --rm --platform linux/arm64 -v ${PWD}:/go/src/sdk -w /go/src/sdk golang:1.23.2-bullseye /bin/sh -c " \ + CGO_ENABLED=1 GOOS=linux GOARCH=arm64 go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-linux-arm64.so ./sharedlib" + +build-windows-amd64-docker: + go mod vendor + docker run --rm --platform linux/amd64 -v ${PWD}:/go/src/sdk -w /go/src/sdk golang:1.23.2-bullseye bash -c " \ + apt-get update && \ + apt-get install -y gcc-mingw-w64-x86-64 && \ + CGO_ENABLED=1 GOOS=windows GOARCH=amd64 CC=x86_64-w64-mingw32-gcc go build -buildmode=c-shared -trimpath -o ./build/lighter-signer-windows-amd64.dll ./sharedlib" + +### WASM builds + +build-wasm: + go mod vendor + GOOS=js GOARCH=wasm go build -trimpath -o ./build/lighter-signer.wasm ./wasm/ \ No newline at end of file diff --git a/docs/lighter/lighter-go-main/sharedlib/main.go b/docs/lighter/lighter-go-main/sharedlib/main.go new file mode 100644 index 0000000..1e14db1 --- /dev/null +++ b/docs/lighter/lighter-go-main/sharedlib/main.go @@ -0,0 +1,690 @@ +package main + +import ( + "encoding/hex" + "fmt" + "time" + "unsafe" + + "github.com/elliottech/lighter-go/client" + "github.com/elliottech/lighter-go/client/http" + "github.com/elliottech/lighter-go/types" + "github.com/elliottech/lighter-go/types/txtypes" + "github.com/ethereum/go-ethereum/common/hexutil" +) + +/* +#include +#include +typedef struct { + char* str; + char* err; +} StrOrErr; + +typedef struct { + uint8_t txType; + char* txInfo; + char* txHash; + char* messageToSign; + char* err; +} SignedTxResponse; + +typedef struct { + char* privateKey; + char* publicKey; + char* err; +} ApiKeyResponse; + +typedef struct { + uint8_t MarketIndex; + int64_t ClientOrderIndex; + int64_t BaseAmount; + uint32_t Price; + uint8_t IsAsk; + uint8_t Type; + uint8_t TimeInForce; + uint8_t ReduceOnly; + uint32_t TriggerPrice; + int64_t OrderExpiry; +} CreateOrderTxReq; +*/ +import "C" + +var chainId uint32 + +func wrapErr(err any) *C.char { + if err == nil { + return nil + } + return C.CString(fmt.Sprintf("%v", err)) +} + +func messageToSign(txInfo txtypes.TxInfo) string { + switch typed := txInfo.(type) { + case *txtypes.L2ChangePubKeyTxInfo: + return typed.GetL1SignatureBody() + case *txtypes.L2TransferTxInfo: + return typed.GetL1SignatureBody(chainId) + default: + return "" + } +} + +func signedTxResponseErr(err any) C.SignedTxResponse { + return C.SignedTxResponse{err: wrapErr(err)} +} + +func signedTxResponsePanic(err any) C.SignedTxResponse { + return signedTxResponseErr(fmt.Errorf("panic: %v", err)) +} + +func convertTxInfoToResponse(txInfo txtypes.TxInfo, err error) C.SignedTxResponse { + if err != nil { + return signedTxResponseErr(err) + } + if txInfo == nil { + return signedTxResponseErr("nil transaction info") + } + + txInfoStr, err := txInfo.GetTxInfo() + if err != nil { + return signedTxResponseErr(err) + } + + resp := C.SignedTxResponse{ + txType: C.uint8_t(txInfo.GetTxType()), + txInfo: C.CString(txInfoStr), + txHash: C.CString(txInfo.GetTxHash()), + } + + if msg := messageToSign(txInfo); msg != "" { + resp.messageToSign = C.CString(msg) + } + + return resp +} + +// getClient returns the go TxClient from the specified cApiKeyIndex and cAccountIndex +func getClient(cApiKeyIndex C.int, cAccountIndex C.longlong) (*client.TxClient, error) { + apiKeyIndex := uint8(cApiKeyIndex) + accountIndex := int64(cAccountIndex) + return client.GetClient(apiKeyIndex, accountIndex) +} + +func getTransactOpts(cNonce C.longlong) *types.TransactOpts { + nonce := int64(cNonce) + return &types.TransactOpts{ + Nonce: &nonce, + } +} + +//export GenerateAPIKey +func GenerateAPIKey(cSeed *C.char) (ret C.ApiKeyResponse) { + defer func() { + if r := recover(); r != nil { + ret = C.ApiKeyResponse{err: wrapErr(fmt.Errorf("panic: %v", r))} + } + }() + + seed := C.GoString(cSeed) + privateKeyStr, publicKeyStr, err := client.GenerateAPIKey(seed) + if err != nil { + return C.ApiKeyResponse{err: wrapErr(err)} + } + + return C.ApiKeyResponse{ + privateKey: C.CString(privateKeyStr), + publicKey: C.CString(publicKeyStr), + } +} + +//export CreateClient +func CreateClient(cUrl *C.char, cPrivateKey *C.char, cChainId C.int, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret *C.char) { + defer func() { + if r := recover(); r != nil { + ret = wrapErr(fmt.Errorf("panic: %v", r)) + } + }() + + url := C.GoString(cUrl) + privateKey := C.GoString(cPrivateKey) + chainId = uint32(cChainId) + apiKeyIndex := uint8(cApiKeyIndex) + accountIndex := int64(cAccountIndex) + + httpClient := http.NewClient(url) + + _, err := client.CreateClient(httpClient, privateKey, chainId, apiKeyIndex, accountIndex) + return wrapErr(err) +} + +//export CheckClient +func CheckClient(cApiKeyIndex C.int, cAccountIndex C.longlong) (ret *C.char) { + defer func() { + if r := recover(); r != nil { + ret = wrapErr(fmt.Errorf("panic: %v", r)) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return wrapErr(err) + } + + return wrapErr(c.Check()) +} + +//export SignChangePubKey +func SignChangePubKey(cPubKey *C.char, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + pubKeyStr := C.GoString(cPubKey) + pubKeyBytes, err := hexutil.Decode(pubKeyStr) + if err != nil { + return signedTxResponseErr(err) + } + if len(pubKeyBytes) != 40 { + return signedTxResponseErr(fmt.Errorf("invalid pub key length. expected 40 but got %v", len(pubKeyBytes))) + } + var pubKey [40]byte + copy(pubKey[:], pubKeyBytes) + + tx := &types.ChangePubKeyReq{ + PubKey: pubKey, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetChangePubKeyTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCreateOrder +func SignCreateOrder(cMarketIndex C.int, cClientOrderIndex C.longlong, cBaseAmount C.longlong, cPrice C.int, cIsAsk C.int, cOrderType C.int, cTimeInForce C.int, cReduceOnly C.int, cTriggerPrice C.int, cOrderExpiry C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + marketIndex := int16(cMarketIndex) + clientOrderIndex := int64(cClientOrderIndex) + baseAmount := int64(cBaseAmount) + price := uint32(cPrice) + isAsk := uint8(cIsAsk) + orderType := uint8(cOrderType) + timeInForce := uint8(cTimeInForce) + reduceOnly := uint8(cReduceOnly) + triggerPrice := uint32(cTriggerPrice) + orderExpiry := int64(cOrderExpiry) + + if orderExpiry == -1 { + orderExpiry = time.Now().Add(time.Hour * 24 * 28).UnixMilli() // 28 days + } + + tx := &types.CreateOrderTxReq{ + MarketIndex: marketIndex, + ClientOrderIndex: clientOrderIndex, + BaseAmount: baseAmount, + Price: price, + IsAsk: isAsk, + Type: orderType, + TimeInForce: timeInForce, + ReduceOnly: reduceOnly, + TriggerPrice: triggerPrice, + OrderExpiry: orderExpiry, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCreateOrderTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCreateGroupedOrders +func SignCreateGroupedOrders(cGroupingType C.uint8_t, cOrders *C.CreateOrderTxReq, cLen C.int, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + length := int(cLen) + orders := make([]*types.CreateOrderTxReq, length) + size := unsafe.Sizeof(*cOrders) + + for i := 0; i < length; i++ { + order := (*C.CreateOrderTxReq)(unsafe.Pointer(uintptr(unsafe.Pointer(cOrders)) + uintptr(i)*uintptr(size))) + + orderExpiry := int64(order.OrderExpiry) + if orderExpiry == -1 { + orderExpiry = time.Now().Add(time.Hour * 24 * 28).UnixMilli() + } + + orders[i] = &types.CreateOrderTxReq{ + MarketIndex: int16(order.MarketIndex), + ClientOrderIndex: int64(order.ClientOrderIndex), + BaseAmount: int64(order.BaseAmount), + Price: uint32(order.Price), + IsAsk: uint8(order.IsAsk), + Type: uint8(order.Type), + TimeInForce: uint8(order.TimeInForce), + ReduceOnly: uint8(order.ReduceOnly), + TriggerPrice: uint32(order.TriggerPrice), + OrderExpiry: orderExpiry, + } + } + + tx := &types.CreateGroupedOrdersTxReq{ + GroupingType: uint8(cGroupingType), + Orders: orders, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCreateGroupedOrdersTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCancelOrder +func SignCancelOrder(cMarketIndex C.int, cOrderIndex C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + marketIndex := int16(cMarketIndex) + orderIndex := int64(cOrderIndex) + + tx := &types.CancelOrderTxReq{ + MarketIndex: marketIndex, + Index: orderIndex, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCancelOrderTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignWithdraw +func SignWithdraw(cAssetIndex C.int, cRouteType C.int, cAmount C.ulonglong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + assetIndex := int16(cAssetIndex) + routeType := uint8(cRouteType) + amount := uint64(cAmount) + + tx := &types.WithdrawTxReq{ + AssetIndex: assetIndex, + RouteType: routeType, + Amount: amount, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetWithdrawTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCreateSubAccount +func SignCreateSubAccount(cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCreateSubAccountTransaction(ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCancelAllOrders +func SignCancelAllOrders(cTimeInForce C.int, cTime C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + timeInForce := uint8(cTimeInForce) + t := int64(cTime) + + tx := &types.CancelAllOrdersTxReq{ + TimeInForce: timeInForce, + Time: t, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCancelAllOrdersTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignModifyOrder +func SignModifyOrder(cMarketIndex C.int, cIndex C.longlong, cBaseAmount C.longlong, cPrice C.longlong, cTriggerPrice C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + marketIndex := int16(cMarketIndex) + index := int64(cIndex) + baseAmount := int64(cBaseAmount) + price := uint32(cPrice) + triggerPrice := uint32(cTriggerPrice) + + tx := &types.ModifyOrderTxReq{ + MarketIndex: marketIndex, + Index: index, + BaseAmount: baseAmount, + Price: price, + TriggerPrice: triggerPrice, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetModifyOrderTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignTransfer +func SignTransfer(cToAccountIndex C.longlong, cAssetIndex C.int16_t, cFromRouteType, cToRouteType C.uint8_t, cAmount, cUsdcFee C.longlong, cMemo *C.char, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + toAccountIndex := int64(cToAccountIndex) + assetIndex := int16(cAssetIndex) + fromRouteType := uint8(cFromRouteType) + toRouteType := uint8(cToRouteType) + amount := int64(cAmount) + usdcFee := int64(cUsdcFee) + memo := [32]byte{} + memoStr := C.GoString(cMemo) + if len(memoStr) == 66 { + if memoStr[0:2] == "0x" { + memoStr = memoStr[2:66] + } else { + return signedTxResponseErr(fmt.Sprintf("memo expected to be 32 bytes or 64 hex encoded or 66 if 0x hex encoded -- long but received %v", len(memoStr))) + } + } + + // assume hex encoded here + if len(memoStr) == 64 { + b, err := hex.DecodeString(memoStr) + if err != nil { + return signedTxResponseErr(fmt.Sprintf("failed to decode hex string. err: %v", err)) + } + + for i := 0; i < 32; i += 1 { + memo[i] = b[i] + } + } else if len(memoStr) == 32 { + for i := 0; i < 32; i++ { + memo[i] = byte(memoStr[i]) + } + } else { + return signedTxResponseErr(fmt.Sprintf("memo expected to be 32 bytes or 64 hex encoded or 66 if 0x hex encoded -- long but received %v", len(memoStr))) + } + + tx := &types.TransferTxReq{ + ToAccountIndex: toAccountIndex, + AssetIndex: assetIndex, + FromRouteType: fromRouteType, + ToRouteType: toRouteType, + Amount: amount, + USDCFee: usdcFee, + Memo: memo, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetTransferTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignCreatePublicPool +func SignCreatePublicPool(cOperatorFee C.longlong, cInitialTotalShares C.int, cMinOperatorShareRate C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + operatorFee := int64(cOperatorFee) + initialTotalShares := int64(cInitialTotalShares) + minOperatorShareRate := uint16(cMinOperatorShareRate) + + tx := &types.CreatePublicPoolTxReq{ + OperatorFee: operatorFee, + InitialTotalShares: initialTotalShares, + MinOperatorShareRate: minOperatorShareRate, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetCreatePublicPoolTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignUpdatePublicPool +func SignUpdatePublicPool(cPublicPoolIndex C.longlong, cStatus C.int, cOperatorFee C.longlong, cMinOperatorShareRate C.int, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + publicPoolIndex := int64(cPublicPoolIndex) + status := uint8(cStatus) + operatorFee := int64(cOperatorFee) + minOperatorShareRate := uint16(cMinOperatorShareRate) + + tx := &types.UpdatePublicPoolTxReq{ + PublicPoolIndex: publicPoolIndex, + Status: status, + OperatorFee: operatorFee, + MinOperatorShareRate: minOperatorShareRate, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetUpdatePublicPoolTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignMintShares +func SignMintShares(cPublicPoolIndex C.longlong, cShareAmount C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + publicPoolIndex := int64(cPublicPoolIndex) + shareAmount := int64(cShareAmount) + + tx := &types.MintSharesTxReq{ + PublicPoolIndex: publicPoolIndex, + ShareAmount: shareAmount, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetMintSharesTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignBurnShares +func SignBurnShares(cPublicPoolIndex C.longlong, cShareAmount C.longlong, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + publicPoolIndex := int64(cPublicPoolIndex) + shareAmount := int64(cShareAmount) + + tx := &types.BurnSharesTxReq{ + PublicPoolIndex: publicPoolIndex, + ShareAmount: shareAmount, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetBurnSharesTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export SignUpdateLeverage +func SignUpdateLeverage(cMarketIndex C.int, cInitialMarginFraction C.int, cMarginMode C.int, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + marketIndex := int16(cMarketIndex) + initialMarginFraction := uint16(cInitialMarginFraction) + marginMode := uint8(cMarginMode) + + tx := &types.UpdateLeverageTxReq{ + MarketIndex: marketIndex, + InitialMarginFraction: initialMarginFraction, + MarginMode: marginMode, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetUpdateLeverageTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +//export CreateAuthToken +func CreateAuthToken(cDeadline C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.StrOrErr) { + defer func() { + if r := recover(); r != nil { + ret = C.StrOrErr{err: wrapErr(fmt.Errorf("panic: %v", r))} + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return C.StrOrErr{err: wrapErr(err)} + } + + deadline := int64(cDeadline) + if deadline == 0 { + deadline = time.Now().Add(time.Hour * 7).Unix() + } + + authToken, err := c.GetAuthToken(time.Unix(deadline, 0)) + if err != nil { + return C.StrOrErr{err: wrapErr(err)} + } + + return C.StrOrErr{str: C.CString(authToken)} +} + +//export SignUpdateMargin +func SignUpdateMargin(cMarketIndex C.int, cUSDCAmount C.longlong, cDirection C.int, cNonce C.longlong, cApiKeyIndex C.int, cAccountIndex C.longlong) (ret C.SignedTxResponse) { + defer func() { + if r := recover(); r != nil { + ret = signedTxResponsePanic(r) + } + }() + + c, err := getClient(cApiKeyIndex, cAccountIndex) + if err != nil { + return signedTxResponseErr(err) + } + + marketIndex := int16(cMarketIndex) + usdcAmount := int64(cUSDCAmount) + direction := uint8(cDirection) + + tx := &types.UpdateMarginTxReq{ + MarketIndex: marketIndex, + USDCAmount: usdcAmount, + Direction: direction, + } + ops := getTransactOpts(cNonce) + + txInfo, err := c.GetUpdateMarginTransaction(tx, ops) + return convertTxInfoToResponse(txInfo, err) +} + +func main() {} diff --git a/docs/lighter/lighter-go-main/signer/key_manager.go b/docs/lighter/lighter-go-main/signer/key_manager.go new file mode 100644 index 0000000..7e0d312 --- /dev/null +++ b/docs/lighter/lighter-go-main/signer/key_manager.go @@ -0,0 +1,54 @@ +package signer + +import ( + "fmt" + "hash" + + curve "github.com/elliottech/poseidon_crypto/curve/ecgfp5" + gFp5 "github.com/elliottech/poseidon_crypto/field/goldilocks_quintic_extension" + schnorr "github.com/elliottech/poseidon_crypto/signature/schnorr" +) + +type Signer interface { + Sign(message []byte, hFunc hash.Hash) ([]byte, error) +} + +type KeyManager interface { + Signer + PubKey() gFp5.Element + PubKeyBytes() [40]byte + PrvKeyBytes() []byte +} + +type keyManager struct { + key curve.ECgFp5Scalar +} + +func NewKeyManager(b []byte) (KeyManager, error) { + if len(b) != 40 { + return nil, fmt.Errorf("invalid private key length. expected: 40 got: %v", len(b)) + } + return &keyManager{key: curve.ScalarElementFromLittleEndianBytes(b)}, nil +} + +func (key *keyManager) Sign(hashedMessage []byte, hFunc hash.Hash) ([]byte, error) { + hashedMessageAsQuinticExtension, err := gFp5.FromCanonicalLittleEndianBytes(hashedMessage) + if err != nil { + return nil, fmt.Errorf("failed to parse message while signing. message: %v err: %w", hashedMessage, err) + } + return schnorr.SchnorrSignHashedMessage(hashedMessageAsQuinticExtension, key.key).ToBytes(), nil +} + +func (key *keyManager) PubKey() gFp5.Element { + return schnorr.SchnorrPkFromSk(key.key) +} + +func (key *keyManager) PubKeyBytes() (res [40]byte) { + bytes := key.PubKey().ToLittleEndianBytes() + copy(res[:], bytes[:]) + return +} + +func (key *keyManager) PrvKeyBytes() []byte { + return key.key.ToLittleEndianBytes() +} diff --git a/docs/lighter/lighter-go-main/types/tx_request.go b/docs/lighter/lighter-go-main/types/tx_request.go new file mode 100644 index 0000000..e142d6d --- /dev/null +++ b/docs/lighter/lighter-go-main/types/tx_request.go @@ -0,0 +1,670 @@ +package types + +import ( + "fmt" + "time" + + "github.com/elliottech/lighter-go/signer" + "github.com/elliottech/lighter-go/types/txtypes" + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + gFp5 "github.com/elliottech/poseidon_crypto/field/goldilocks_quintic_extension" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" + ethCommon "github.com/ethereum/go-ethereum/common" +) + +type TransactOpts struct { + FromAccountIndex *int64 + ApiKeyIndex *uint8 + ExpiredAt int64 + Nonce *int64 + DryRun bool +} + +type PublicKey = gFp5.Element + +type ChangePubKeyReq struct { + PubKey [40]byte +} + +type TransferTxReq struct { + ToAccountIndex int64 + AssetIndex int16 + FromRouteType uint8 + ToRouteType uint8 + Amount int64 + USDCFee int64 + Memo [32]byte +} + +type WithdrawTxReq struct { + AssetIndex int16 + RouteType uint8 + Amount uint64 +} + +type CreateOrderTxReq struct { + MarketIndex int16 + ClientOrderIndex int64 + BaseAmount int64 + Price uint32 + IsAsk uint8 + Type uint8 + TimeInForce uint8 + ReduceOnly uint8 + TriggerPrice uint32 + OrderExpiry int64 +} + +type CreateGroupedOrdersTxReq struct { + GroupingType uint8 + Orders []*CreateOrderTxReq +} + +type ModifyOrderTxReq struct { + MarketIndex int16 + Index int64 + BaseAmount int64 + Price uint32 + TriggerPrice uint32 +} + +type CancelOrderTxReq struct { + MarketIndex int16 + Index int64 +} + +type CancelAllOrdersTxReq struct { + TimeInForce uint8 + Time int64 +} + +type CreatePublicPoolTxReq struct { + OperatorFee int64 + InitialTotalShares int64 + MinOperatorShareRate uint16 +} + +type UpdatePublicPoolTxReq struct { + PublicPoolIndex int64 + Status uint8 + OperatorFee int64 + MinOperatorShareRate uint16 +} + +type MintSharesTxReq struct { + PublicPoolIndex int64 + ShareAmount int64 +} + +type BurnSharesTxReq struct { + PublicPoolIndex int64 + ShareAmount int64 +} + +type UpdateLeverageTxReq struct { + MarketIndex int16 + InitialMarginFraction uint16 + MarginMode uint8 +} + +type UpdateMarginTxReq struct { + MarketIndex int16 + USDCAmount int64 + Direction uint8 +} + +func ConstructAuthToken(key signer.Signer, deadline time.Time, ops *TransactOpts) (string, error) { + if ops.FromAccountIndex == nil { + return "", fmt.Errorf("missing FromAccountIndex") + } + if ops.ApiKeyIndex == nil { + return "", fmt.Errorf("missing ApiKeyIndex") + } + message := fmt.Sprintf("%v:%v:%v", deadline.Unix(), *ops.FromAccountIndex, *ops.ApiKeyIndex) + + msgInField, err := g.ArrayFromCanonicalLittleEndianBytes([]byte(message)) + if err != nil { + return "", fmt.Errorf("failed to convert bytes to field element. message: %s, error: %w", message, err) + } + + msgHash := p2.HashToQuinticExtension(msgInField).ToLittleEndianBytes() + + signatureBytes, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return "", err + } + signature := ethCommon.Bytes2Hex(signatureBytes) + + return fmt.Sprintf("%v:%v", message, signature), err +} + +func ConstructChangePubKeyTx(key signer.Signer, lighterChainId uint32, tx *ChangePubKeyReq, ops *TransactOpts) (*txtypes.L2ChangePubKeyTxInfo, error) { + convertedTx := ConvertChangePubKeyTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructCreateSubAccountTx(key signer.Signer, lighterChainId uint32, ops *TransactOpts) (*txtypes.L2CreateSubAccountTxInfo, error) { + convertedTx := ConvertCreateSubAccountTx(ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructCreatePublicPoolTx(key signer.Signer, lighterChainId uint32, tx *CreatePublicPoolTxReq, ops *TransactOpts) (*txtypes.L2CreatePublicPoolTxInfo, error) { + convertedTx := ConvertCreatePublicPoolTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructUpdatePublicPoolTx(key signer.Signer, lighterChainId uint32, tx *UpdatePublicPoolTxReq, ops *TransactOpts) (*txtypes.L2UpdatePublicPoolTxInfo, error) { + convertedTx := ConvertUpdatePublicPoolTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructWithdrawTx(key signer.Signer, lighterChainId uint32, tx *WithdrawTxReq, ops *TransactOpts) (*txtypes.L2WithdrawTxInfo, error) { + convertedTx := ConvertWithdrawTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructCreateOrderTx(key signer.Signer, lighterChainId uint32, tx *CreateOrderTxReq, ops *TransactOpts) (*txtypes.L2CreateOrderTxInfo, error) { + convertedTx := ConvertCreateOrderTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructL2CreateGroupedOrdersTx(key signer.Signer, lighterChainId uint32, tx *CreateGroupedOrdersTxReq, ops *TransactOpts) (*txtypes.L2CreateGroupedOrdersTxInfo, error) { + convertedTx := ConvertCreateGroupedOrdersTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructL2CancelOrderTx(key signer.Signer, lighterChainId uint32, tx *CancelOrderTxReq, ops *TransactOpts) (*txtypes.L2CancelOrderTxInfo, error) { + convertedTx := ConvertCancelOrderTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructL2ModifyOrderTx(key signer.Signer, lighterChainId uint32, tx *ModifyOrderTxReq, ops *TransactOpts) (*txtypes.L2ModifyOrderTxInfo, error) { + convertedTx := ConvertModifyOrderTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructL2CancelAllOrdersTx(key signer.Signer, lighterChainId uint32, tx *CancelAllOrdersTxReq, ops *TransactOpts) (*txtypes.L2CancelAllOrdersTxInfo, error) { + convertedTx := ConvertCancelAllOrdersTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructTransferTx(key signer.Signer, lighterChainId uint32, tx *TransferTxReq, ops *TransactOpts) (*txtypes.L2TransferTxInfo, error) { + convertedTx := ConvertTransferTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructMintSharesTx(key signer.Signer, lighterChainId uint32, tx *MintSharesTxReq, ops *TransactOpts) (*txtypes.L2MintSharesTxInfo, error) { + convertedTx := ConvertMintSharesTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructBurnSharesTx(key signer.Signer, lighterChainId uint32, tx *BurnSharesTxReq, ops *TransactOpts) (*txtypes.L2BurnSharesTxInfo, error) { + convertedTx := ConvertBurnSharesTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructUpdateLeverageTx(key signer.Signer, lighterChainId uint32, tx *UpdateLeverageTxReq, ops *TransactOpts) (*txtypes.L2UpdateLeverageTxInfo, error) { + convertedTx := ConvertUpdateLeverageTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConstructUpdateMarginTx(key signer.Signer, lighterChainId uint32, tx *UpdateMarginTxReq, ops *TransactOpts) (*txtypes.L2UpdateMarginTxInfo, error) { + convertedTx := ConvertUpdateMarginTx(tx, ops) + err := convertedTx.Validate() + if err != nil { + return nil, err + } + + msgHash, err := convertedTx.Hash(lighterChainId) + if err != nil { + return nil, err + } + + signature, err := key.Sign(msgHash, p2.NewPoseidon2()) + if err != nil { + return nil, err + } + + convertedTx.SignedHash = ethCommon.Bytes2Hex(msgHash) + convertedTx.Sig = signature + return convertedTx, nil +} + +func ConvertTransferTx(tx *TransferTxReq, ops *TransactOpts) *txtypes.L2TransferTxInfo { + return &txtypes.L2TransferTxInfo{ + FromAccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + ToAccountIndex: tx.ToAccountIndex, + AssetIndex: tx.AssetIndex, + FromRouteType: tx.FromRouteType, + ToRouteType: tx.ToRouteType, + Amount: tx.Amount, + USDCFee: tx.USDCFee, + Memo: tx.Memo, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertCreateOrderTx(tx *CreateOrderTxReq, ops *TransactOpts) *txtypes.L2CreateOrderTxInfo { + return &txtypes.L2CreateOrderTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + OrderInfo: &txtypes.OrderInfo{MarketIndex: tx.MarketIndex, + ClientOrderIndex: tx.ClientOrderIndex, + BaseAmount: tx.BaseAmount, + Price: tx.Price, + IsAsk: tx.IsAsk, + Type: tx.Type, + TimeInForce: tx.TimeInForce, + ReduceOnly: tx.ReduceOnly, + TriggerPrice: tx.TriggerPrice, + OrderExpiry: tx.OrderExpiry, + }, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertCreateGroupedOrdersTx(tx *CreateGroupedOrdersTxReq, ops *TransactOpts) *txtypes.L2CreateGroupedOrdersTxInfo { + ret := &txtypes.L2CreateGroupedOrdersTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + GroupingType: tx.GroupingType, + Orders: []*txtypes.OrderInfo{}, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } + + for _, order := range tx.Orders { + ret.Orders = append(ret.Orders, &txtypes.OrderInfo{ + MarketIndex: order.MarketIndex, + ClientOrderIndex: order.ClientOrderIndex, + BaseAmount: order.BaseAmount, + Price: order.Price, + IsAsk: order.IsAsk, + Type: order.Type, + TimeInForce: order.TimeInForce, + ReduceOnly: order.ReduceOnly, + TriggerPrice: order.TriggerPrice, + OrderExpiry: order.OrderExpiry, + }) + } + return ret +} + +func ConvertCancelOrderTx(tx *CancelOrderTxReq, ops *TransactOpts) *txtypes.L2CancelOrderTxInfo { + return &txtypes.L2CancelOrderTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + MarketIndex: tx.MarketIndex, + Index: tx.Index, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertModifyOrderTx(tx *ModifyOrderTxReq, ops *TransactOpts) *txtypes.L2ModifyOrderTxInfo { + return &txtypes.L2ModifyOrderTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + MarketIndex: tx.MarketIndex, + Index: tx.Index, + BaseAmount: tx.BaseAmount, + Price: tx.Price, + TriggerPrice: tx.TriggerPrice, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertCancelAllOrdersTx(tx *CancelAllOrdersTxReq, ops *TransactOpts) *txtypes.L2CancelAllOrdersTxInfo { + return &txtypes.L2CancelAllOrdersTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + TimeInForce: tx.TimeInForce, + Time: tx.Time, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertWithdrawTx(tx *WithdrawTxReq, ops *TransactOpts) *txtypes.L2WithdrawTxInfo { + return &txtypes.L2WithdrawTxInfo{ + FromAccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + AssetIndex: tx.AssetIndex, + RouteType: tx.RouteType, + Amount: tx.Amount, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertChangePubKeyTx(tx *ChangePubKeyReq, ops *TransactOpts) *txtypes.L2ChangePubKeyTxInfo { + return &txtypes.L2ChangePubKeyTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + PubKey: tx.PubKey[:], + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertCreateSubAccountTx(ops *TransactOpts) *txtypes.L2CreateSubAccountTxInfo { + return &txtypes.L2CreateSubAccountTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertCreatePublicPoolTx(tx *CreatePublicPoolTxReq, ops *TransactOpts) *txtypes.L2CreatePublicPoolTxInfo { + return &txtypes.L2CreatePublicPoolTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + OperatorFee: tx.OperatorFee, + InitialTotalShares: tx.InitialTotalShares, + MinOperatorShareRate: tx.MinOperatorShareRate, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertUpdatePublicPoolTx(tx *UpdatePublicPoolTxReq, ops *TransactOpts) *txtypes.L2UpdatePublicPoolTxInfo { + return &txtypes.L2UpdatePublicPoolTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + PublicPoolIndex: tx.PublicPoolIndex, + Status: tx.Status, + OperatorFee: tx.OperatorFee, + MinOperatorShareRate: tx.MinOperatorShareRate, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertMintSharesTx(tx *MintSharesTxReq, ops *TransactOpts) *txtypes.L2MintSharesTxInfo { + return &txtypes.L2MintSharesTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + PublicPoolIndex: tx.PublicPoolIndex, + ShareAmount: tx.ShareAmount, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertBurnSharesTx(tx *BurnSharesTxReq, ops *TransactOpts) *txtypes.L2BurnSharesTxInfo { + return &txtypes.L2BurnSharesTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + PublicPoolIndex: tx.PublicPoolIndex, + ShareAmount: tx.ShareAmount, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertUpdateLeverageTx(tx *UpdateLeverageTxReq, ops *TransactOpts) *txtypes.L2UpdateLeverageTxInfo { + return &txtypes.L2UpdateLeverageTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + MarketIndex: tx.MarketIndex, + InitialMarginFraction: tx.InitialMarginFraction, + MarginMode: tx.MarginMode, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} + +func ConvertUpdateMarginTx(tx *UpdateMarginTxReq, ops *TransactOpts) *txtypes.L2UpdateMarginTxInfo { + return &txtypes.L2UpdateMarginTxInfo{ + AccountIndex: *ops.FromAccountIndex, + ApiKeyIndex: *ops.ApiKeyIndex, + MarketIndex: tx.MarketIndex, + USDCAmount: tx.USDCAmount, + Direction: tx.Direction, + ExpiredAt: ops.ExpiredAt, + Nonce: *ops.Nonce, + } +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/burn_shares.go b/docs/lighter/lighter-go-main/types/txtypes/burn_shares.go new file mode 100644 index 0000000..7256183 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/burn_shares.go @@ -0,0 +1,90 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2BurnSharesTxInfo)(nil) + +type L2BurnSharesTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + PublicPoolIndex int64 + ShareAmount int64 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2BurnSharesTxInfo) GetTxType() uint8 { + return TxTypeL2BurnShares +} + +func (txInfo *L2BurnSharesTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2BurnSharesTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2BurnSharesTxInfo) Validate() error { + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // PublicPoolIndex + if txInfo.PublicPoolIndex < MinSubAccountIndex { + return ErrPublicPoolIndexTooLow + } + if txInfo.PublicPoolIndex > MaxAccountIndex { + return ErrPublicPoolIndexTooHigh + } + + if txInfo.ShareAmount < MinPoolSharesToMintOrBurn { + return ErrPoolBurnShareAmountTooLow + } + if txInfo.ShareAmount > MaxPoolSharesToMintOrBurn { + return ErrPoolBurnShareAmountTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} +func (txInfo *L2BurnSharesTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 8) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2BurnShares)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(txInfo.PublicPoolIndex)) + elems = append(elems, g.FromInt64(txInfo.ShareAmount)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/cancel_all_orders.go b/docs/lighter/lighter-go-main/types/txtypes/cancel_all_orders.go new file mode 100644 index 0000000..506d4c9 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/cancel_all_orders.go @@ -0,0 +1,95 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CancelAllOrdersTxInfo)(nil) + +type L2CancelAllOrdersTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + TimeInForce uint8 + Time int64 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CancelAllOrdersTxInfo) GetTxType() uint8 { + return TxTypeL2CancelAllOrders +} + +func (txInfo *L2CancelAllOrdersTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CancelAllOrdersTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CancelAllOrdersTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrAccountIndexTooHigh + } + + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex && txInfo.ApiKeyIndex != NilApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + // TimeInForce and Time + switch txInfo.TimeInForce { + case ImmediateCancelAll: + if txInfo.Time != NilOrderExpiry { + return ErrCancelAllTimeisNotNill + } + case ScheduledCancelAll: + if txInfo.Time < MinOrderExpiry || txInfo.Time > MaxOrderExpiry { + return ErrCancelAllTimeIsNotInRange + } + case AbortScheduledCancelAll: + if txInfo.Time != 0 { + return ErrCancelAllTimeisNotNill + } + default: + return ErrInvalidCancelAllTimeInForce + } + + return nil +} + +func (txInfo *L2CancelAllOrdersTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 8) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CancelAllOrders)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.TimeInForce))) + elems = append(elems, g.FromInt64(txInfo.Time)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/cancel_order.go b/docs/lighter/lighter-go-main/types/txtypes/cancel_order.go new file mode 100644 index 0000000..ab63b41 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/cancel_order.go @@ -0,0 +1,93 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CancelOrderTxInfo)(nil) + +type L2CancelOrderTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + MarketIndex int16 + Index int64 // Client Order Index or Order Index of the order to cancel + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CancelOrderTxInfo) GetTxType() uint8 { + return TxTypeL2CancelOrder +} + +func (txInfo *L2CancelOrderTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CancelOrderTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CancelOrderTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // MarketIndex + isSpotMarket := txInfo.MarketIndex >= MinSpotMarketIndex && txInfo.MarketIndex <= MaxSpotMarketIndex + isPerpsMarket := txInfo.MarketIndex >= MinPerpsMarketIndex && txInfo.MarketIndex <= MaxPerpsMarketIndex + if !isSpotMarket && !isPerpsMarket { + return ErrInvalidMarketIndex + } + + // Index + if txInfo.Index < MinClientOrderIndex && txInfo.Index < MinOrderIndex { + return ErrOrderIndexTooLow + } + if txInfo.Index > MaxClientOrderIndex && txInfo.Index > MaxOrderIndex { + return ErrOrderIndexTooHigh + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2CancelOrderTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 7) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CancelOrder)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.MarketIndex))) + elems = append(elems, g.FromInt64(txInfo.Index)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/change_pub_key.go b/docs/lighter/lighter-go-main/types/txtypes/change_pub_key.go new file mode 100644 index 0000000..8d08d70 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/change_pub_key.go @@ -0,0 +1,103 @@ +package txtypes + +import ( + "fmt" + + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" + "github.com/ethereum/go-ethereum/common" +) + +var _ TxInfo = (*L2ChangePubKeyTxInfo)(nil) + +type L2ChangePubKeyTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + PubKey []byte + L1Sig string + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2ChangePubKeyTxInfo) GetTxType() uint8 { + return TxTypeL2ChangePubKey +} + +func (txInfo *L2ChangePubKeyTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2ChangePubKeyTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2ChangePubKeyTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + if !IsValidPubKeyLength(txInfo.PubKey) { + return ErrPubKeyInvalid + } + + return nil +} + +func (txInfo *L2ChangePubKeyTxInfo) GetL1SignatureBody() string { + signatureBody := fmt.Sprintf( + TemplateChangePubKey, + common.Bytes2Hex(txInfo.PubKey), + getHex10FromUint64(uint64(txInfo.Nonce)), + getHex10FromUint64(uint64(txInfo.AccountIndex)), + getHex10FromUint64(uint64(txInfo.ApiKeyIndex)), + ) + return signatureBody +} + +func (txInfo *L2ChangePubKeyTxInfo) GetL1AddressBySignature() common.Address { + return calculateL1AddressBySignature(txInfo.GetL1SignatureBody(), txInfo.L1Sig) +} + +func (txInfo *L2ChangePubKeyTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 11) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2ChangePubKey)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + + pubKeyFieldElems, err := g.ArrayFromCanonicalLittleEndianBytes(txInfo.PubKey) + if err != nil { + return nil, fmt.Errorf("failed to convert bytes to field element. bytes: %v, error: %w", txInfo.PubKey, err) + } + elems = append(elems, pubKeyFieldElems...) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/constants.go b/docs/lighter/lighter-go-main/types/txtypes/constants.go new file mode 100644 index 0000000..30148b4 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/constants.go @@ -0,0 +1,208 @@ +package txtypes + +import ( + "math" + + curve "github.com/elliottech/poseidon_crypto/curve/ecgfp5" + schnorr "github.com/elliottech/poseidon_crypto/signature/schnorr" +) + +type ( + Signature = schnorr.Signature + PrivateKey = curve.ECgFp5Scalar +) + +const ( + NilApiKeyIndex = MaxApiKeyIndex + 1 +) + +const ( + TxTypeEmpty = 0 + TxTypeL1Deposit = 1 + TxTypeL1ChangePubKey = 2 + TxTypeL1CreateMarket = 3 + TxTypeL1UpdateMarket = 4 + TxTypeL1CancelAllOrders = 5 + TxTypeL1Withdraw = 6 + TxTypeL1CreateOrder = 7 + + TxTypeL2ChangePubKey = 8 + TxTypeL2CreateSubAccount = 9 + TxTypeL2CreatePublicPool = 10 + TxTypeL2UpdatePublicPool = 11 + TxTypeL2Transfer = 12 + TxTypeL2Withdraw = 13 + TxTypeL2CreateOrder = 14 + TxTypeL2CancelOrder = 15 + TxTypeL2CancelAllOrders = 16 + TxTypeL2ModifyOrder = 17 + TxTypeL2MintShares = 18 + TxTypeL2BurnShares = 19 + TxTypeL2UpdateLeverage = 20 + + TxTypeInternalClaimOrder = 21 + TxTypeInternalCancelOrder = 22 + TxTypeInternalDeleverage = 23 + TxTypeInternalExitPosition = 24 + TxTypeInternalCancelAllOrders = 25 + TxTypeInternalLiquidatePosition = 26 + TxTypeInternalCreateOrder = 27 + + TxTypeL2CreateGroupedOrders = 28 + TxTypeL2UpdateMargin = 29 + TxTypeL1BurnShares = 30 +) + +// Order Type +const ( + // User set order types + LimitOrder = iota + MarketOrder = 1 + StopLossOrder = 2 + StopLossLimitOrder = 3 + TakeProfitOrder = 4 + TakeProfitLimitOrder = 5 + TWAPOrder = 6 + + // Internal order types + TWAPSubOrder = 7 + LiquidationOrder = 8 + + ApiMaxOrderType = TWAPOrder +) + +// Order Time-In-Force +const ( + ImmediateOrCancel = iota + GoodTillTime = 1 + PostOnly = 2 +) + +// Grouping Type +const ( + GroupingType = 0 + GroupingType_OneTriggersTheOther = 1 + GroupingType_OneCancelsTheOther = 2 + GroupingType_OneTriggersAOneCancelsTheOther = 3 +) + +// Cancel All Orders Time-In-Force +const ( + ImmediateCancelAll = iota + ScheduledCancelAll = 1 + AbortScheduledCancelAll = 2 +) + +// Asset Margin Mode +const ( + AssetMarginMode_Disabled = 0 + AssetMarginMode_Enabled = 1 + AssetMarginMode_Max = AssetMarginMode_Enabled +) + +// Asset Route Type +const ( + AssetRouteType_Perps = 0 + AssetRouteType_Spot = 1 +) + +// Position Margin Mode +const ( + CrossMargin = iota + IsolatedMargin = 1 +) + +// Margin Update Direction +const ( + RemoveFromIsolatedMargin = iota + AddToIsolatedMargin = 1 +) + +const ( + OneUSDC = 1000000 + + FeeTick int64 = 1_000_000 + MarginFractionTick int64 = 10_000 + ShareTick uint16 = 10_000 + + MinAccountIndex int64 = 0 + MaxAccountIndex int64 = 281474976710654 // (1 << 48) - 2 + MaxMasterAccountIndex int64 = 140737488355327 // (1 << 47) - 1 + MinSubAccountIndex int64 = 140737488355328 // (1 << 47) + MinApiKeyIndex uint8 = 0 + MaxApiKeyIndex uint8 = 254 // (1 << 8) - 2 + + MinMarketIndex int16 = 0 + MinPerpsMarketIndex int16 = 0 + MaxPerpsMarketIndex int16 = 254 // (1 << 8) - 2 + NilMarketIndex int16 = 255 + MinSpotMarketIndex int16 = 2048 // (1 << 11) + MaxSpotMarketIndex int16 = 4094 // (1 << 12) - 2 + + NativeAssetIndex = uint16(1) + USDCAssetIndex = uint16(3) + MinAssetIndex = 1 + MaxAssetIndex = (1 << 6) - 2 + NilAssetIndex = 0 + + MaxInvestedPublicPoolCount int64 = 16 + InitialPoolShareValue int64 = 1_000 // 0.001 USDC + MinInitialTotalShares int64 = 1_000 * (OneUSDC / InitialPoolShareValue) // 1,000 USDC worth of shares + MaxInitialTotalShares int64 = 1_000_000_000 * (OneUSDC / InitialPoolShareValue) // 1,000,000,000 USDC worth of shares + MaxPoolShares int64 = (1 << 60) - 1 + MaxBurntShareUSDCValue int64 = (1 << 60) - 1 + + MaxPoolEntryUSDC = (1 << 56) - 1 // 2^56 - 1 max USDC to invest in a pool + MinPoolSharesToMintOrBurn int64 = 1 + MaxPoolSharesToMintOrBurn int64 = (1 << 60) - 1 + + MinNonce int64 = 0 + + MinOrderNonce int64 = 0 + MaxOrderNonce int64 = (1 << 48) - 1 + + NilClientOrderIndex int64 = 0 + NilOrderIndex int64 = 0 + + MinClientOrderIndex int64 = 1 + MaxClientOrderIndex int64 = (1 << 48) - 1 + + MinOrderIndex int64 = MaxClientOrderIndex + 1 + MaxOrderIndex int64 = (1 << 60) - 1 + + MinOrderBaseAmount int64 = 1 + MaxOrderBaseAmount int64 = (1 << 48) - 1 + NilOrderBaseAmount int64 = 0 + + NilOrderPrice uint32 = 0 + MinOrderPrice uint32 = 1 + MaxOrderPrice uint32 = (1 << 32) - 1 + + MinOrderCancelAllPeriod int64 = 1000 * 60 * 5 // 5 minutes + MaxOrderCancelAllPeriod int64 = 1000 * 60 * 60 * 24 * 15 // 15 days + + NilOrderExpiry int64 = 0 + MinOrderExpiry int64 = 1 + MaxOrderExpiry int64 = math.MaxInt64 + + MinOrderExpiryPeriod int64 = 1000 * 60 * 5 // 5 minutes + MaxOrderExpiryPeriod int64 = 1000 * 60 * 60 * 24 * 30 // 30 days + + NilOrderTriggerPrice uint32 = 0 + MinOrderTriggerPrice uint32 = 1 + MaxOrderTriggerPrice uint32 = (1 << 32) - 1 + + MaxGroupedOrderCount int64 = 3 + + MaxTimestamp = (1 << 48) - 1 +) + +const ( + MaxExchangeUSDC = (1 << 60) - 1 + + MinTransferAmount int64 = 1 + MaxTransferAmount int64 = MaxExchangeUSDC + + MinWithdrawalAmount uint64 = 1 + MaxWithdrawalAmount uint64 = MaxExchangeUSDC +) diff --git a/docs/lighter/lighter-go-main/types/txtypes/create_grouped_orders.go b/docs/lighter/lighter-go-main/types/txtypes/create_grouped_orders.go new file mode 100644 index 0000000..c1311db --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/create_grouped_orders.go @@ -0,0 +1,333 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CreateGroupedOrdersTxInfo)(nil) + +// !!! Ensure that if primary order is reduce only, all child orders are also reduce only +// !!! Otherwise CancelPositionTiedAccountOrders flow breaks +type L2CreateGroupedOrdersTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + GroupingType uint8 + + Orders []*OrderInfo + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) GetTxType() uint8 { + return TxTypeL2CreateGroupedOrders +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrAccountIndexTooHigh + } + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + if len(txInfo.Orders) == 0 || len(txInfo.Orders) > int(MaxGroupedOrderCount) { + return ErrOrderGroupSizeInvalid + } + + // MarketIndex for first order + if txInfo.Orders[0].MarketIndex < MinPerpsMarketIndex || txInfo.Orders[0].MarketIndex > MaxPerpsMarketIndex { + return ErrInvalidMarketIndex + } + + // Perform range checks for all orders + for _, order := range txInfo.Orders { + // MarketIndex + if order.MarketIndex != txInfo.Orders[0].MarketIndex { + return ErrMarketIndexMismatch + } + + // ClientOrderIndex + if order.ClientOrderIndex != NilClientOrderIndex { + return ErrClientOrderIndexNotNil + } + + // BaseAmount + if order.ReduceOnly != 1 && order.BaseAmount == NilOrderBaseAmount { + return ErrBaseAmountTooLow + } + if order.BaseAmount != NilOrderBaseAmount && order.BaseAmount < MinOrderBaseAmount { + return ErrBaseAmountTooLow + } + if order.BaseAmount > MaxOrderBaseAmount { + return ErrBaseAmountTooHigh + } + + // Price + if order.Price < MinOrderPrice { + return ErrPriceTooLow + } + if order.Price > MaxOrderPrice { + return ErrPriceTooHigh + } + + // IsAsk + if order.IsAsk != 0 && order.IsAsk != 1 { + return ErrIsAskInvalid + } + + // TimeInForce + if order.TimeInForce != ImmediateOrCancel && order.TimeInForce != GoodTillTime && order.TimeInForce != PostOnly { + return ErrOrderTimeInForceInvalid + } + + // ReduceOnly + if order.ReduceOnly != 0 && order.ReduceOnly != 1 { + return ErrOrderReduceOnlyInvalid + } + + // OrderExpiry + if (order.OrderExpiry < MinOrderExpiry || order.OrderExpiry > MaxOrderExpiry) && order.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } + + // TriggerPrice + if (order.TriggerPrice < MinOrderTriggerPrice || order.TriggerPrice > MaxOrderTriggerPrice) && order.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + switch txInfo.GroupingType { + case GroupingType_OneCancelsTheOther: + return txInfo.ValidateOCO() + case GroupingType_OneTriggersTheOther: + return txInfo.ValidateOTO() + case GroupingType_OneTriggersAOneCancelsTheOther: + return txInfo.ValidateOTOCO() + default: + return ErrGroupingTypeInvalid + } +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateParentOrder(order *OrderInfo) error { + switch order.Type { + case MarketOrder: + if order.TimeInForce != ImmediateOrCancel { + return ErrOrderTimeInForceInvalid + } else if order.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } else if order.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } + case LimitOrder: + if order.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if order.TimeInForce == ImmediateOrCancel && order.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } else if order.TimeInForce != ImmediateOrCancel && order.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + default: + return ErrOrderTypeInvalid + } + return nil +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateChildOrder(order *OrderInfo) error { + switch order.Type { + case StopLossOrder, TakeProfitOrder: + if order.TimeInForce != ImmediateOrCancel { + return ErrOrderTimeInForceInvalid + } else if order.TriggerPrice == NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if order.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + case StopLossLimitOrder, TakeProfitLimitOrder: + if order.TriggerPrice == NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if order.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + default: + return ErrOrderTypeInvalid + } + return nil +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateSiblingOrders(orders []*OrderInfo) error { + if len(orders) != 2 { + return ErrOrderGroupSizeInvalid + } + slFlag := false + tpFlag := false + for _, order := range orders { + err := txInfo.ValidateChildOrder(order) + if err != nil { + return err + } + if order.Type == StopLossOrder || order.Type == StopLossLimitOrder { + slFlag = true + } else if order.Type == TakeProfitOrder || order.Type == TakeProfitLimitOrder { + tpFlag = true + } + } + if !slFlag || !tpFlag { + return ErrOrderTypeInvalid + } + return nil +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateOCO() error { + if len(txInfo.Orders) != 2 { + return ErrOrderGroupSizeInvalid + } + + // Ensure both orders base sizes are same + if txInfo.Orders[0].BaseAmount != txInfo.Orders[1].BaseAmount { + return ErrBaseAmountsNotEqual + } + + // Orders should be in the same direction + if txInfo.Orders[0].IsAsk != txInfo.Orders[1].IsAsk { + return ErrIsAskInvalid + } + + // Ensure both orders are reduce only + if txInfo.Orders[0].ReduceOnly != 1 || txInfo.Orders[1].ReduceOnly != 1 { + return ErrOrderReduceOnlyInvalid + } + + // Ensure both orders have the same non-nil expiry + if txInfo.Orders[0].OrderExpiry != txInfo.Orders[1].OrderExpiry { + return ErrOrderExpiryInvalid + } + + return txInfo.ValidateSiblingOrders(txInfo.Orders) +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateOTO() error { + if len(txInfo.Orders) != 2 { + return ErrOrderGroupSizeInvalid + } + + // Ensure child order base size is 0 + if txInfo.Orders[1].BaseAmount != NilOrderBaseAmount { + return ErrBaseAmountNotNil + } + + // Orders should be in the opposite direction + if txInfo.Orders[0].IsAsk == txInfo.Orders[1].IsAsk { + return ErrIsAskInvalid + } + + // Ensure if expiries are not nil, they are the same + if txInfo.Orders[0].OrderExpiry != NilOrderExpiry && + txInfo.Orders[0].OrderExpiry != txInfo.Orders[1].OrderExpiry { + return ErrOrderExpiryInvalid + } + + err := txInfo.ValidateParentOrder(txInfo.Orders[0]) + if err != nil { + return err + } + + return txInfo.ValidateChildOrder(txInfo.Orders[1]) +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) ValidateOTOCO() error { + if len(txInfo.Orders) != 3 { + return ErrOrderGroupSizeInvalid + } + + // Ensure child orders base size is 0 + if txInfo.Orders[1].BaseAmount != NilOrderBaseAmount || txInfo.Orders[2].BaseAmount != NilOrderBaseAmount { + return ErrBaseAmountNotNil + } + + // Primary and child orders should be in the oppsite direction + if txInfo.Orders[0].IsAsk == txInfo.Orders[1].IsAsk || txInfo.Orders[0].IsAsk == txInfo.Orders[2].IsAsk { + return ErrIsAskInvalid + } + + // Ensure child orders has the same expiry + if txInfo.Orders[1].OrderExpiry != txInfo.Orders[2].OrderExpiry { + return ErrOrderExpiryInvalid + } + + // Ensure if expiries are not nil, they are the same + if txInfo.Orders[0].OrderExpiry != NilOrderExpiry && + txInfo.Orders[0].OrderExpiry != txInfo.Orders[1].OrderExpiry { + return ErrOrderExpiryInvalid + } + + err := txInfo.ValidateParentOrder(txInfo.Orders[0]) + if err != nil { + return err + } + return txInfo.ValidateSiblingOrders(txInfo.Orders[1:]) +} + +func (txInfo *L2CreateGroupedOrdersTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 11) + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CreateGroupedOrders)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.GroupingType))) + + aggregatedOrderHash := p2.EmptyHashOut() + for index, order := range txInfo.Orders { + orderHash := p2.HashNoPad([]g.Element{ + g.FromUint32(uint32(order.MarketIndex)), + g.FromInt64(order.ClientOrderIndex), + g.FromInt64(order.BaseAmount), + g.FromUint32(order.Price), + g.FromUint32(uint32(order.IsAsk)), + g.FromUint32(uint32(order.Type)), + g.FromUint32(uint32(order.TimeInForce)), + g.FromUint32(uint32(order.ReduceOnly)), + g.FromUint32(order.TriggerPrice), + g.FromInt64(order.OrderExpiry), + }) + if index == 0 { + aggregatedOrderHash = orderHash + } else { + aggregatedOrderHash = p2.HashNToOne([]p2.HashOut{aggregatedOrderHash, orderHash}) + } + } + elems = append(elems, aggregatedOrderHash[:]...) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/create_order.go b/docs/lighter/lighter-go-main/types/txtypes/create_order.go new file mode 100644 index 0000000..47739de --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/create_order.go @@ -0,0 +1,192 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CreateOrderTxInfo)(nil) + +type L2CreateOrderTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + *OrderInfo + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CreateOrderTxInfo) GetTxType() uint8 { + return TxTypeL2CreateOrder +} + +func (txInfo *L2CreateOrderTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CreateOrderTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CreateOrderTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrAccountIndexTooHigh + } + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // MarketIndex + isSpotMarket := txInfo.MarketIndex >= MinSpotMarketIndex && txInfo.MarketIndex <= MaxSpotMarketIndex + isPerpsMarket := txInfo.MarketIndex >= MinPerpsMarketIndex && txInfo.MarketIndex <= MaxPerpsMarketIndex + if !isSpotMarket && !isPerpsMarket { + return ErrInvalidMarketIndex + } + + // ClientOrderIndex + if txInfo.ClientOrderIndex != NilClientOrderIndex { + if txInfo.ClientOrderIndex < MinClientOrderIndex { + return ErrClientOrderIndexTooLow + } + if txInfo.ClientOrderIndex > MaxClientOrderIndex { + return ErrClientOrderIndexTooHigh + } + } + + // BaseAmount + if txInfo.ReduceOnly != 1 && txInfo.BaseAmount == NilOrderBaseAmount { + return ErrBaseAmountTooLow + } + if txInfo.BaseAmount != NilOrderBaseAmount && txInfo.BaseAmount < MinOrderBaseAmount { + return ErrBaseAmountTooLow + } + if txInfo.BaseAmount > MaxOrderBaseAmount { + return ErrBaseAmountTooHigh + } + + // Price + if txInfo.Price < MinOrderPrice { + return ErrPriceTooLow + } + if txInfo.Price > MaxOrderPrice { + return ErrPriceTooHigh + } + + // IsAsk + if txInfo.IsAsk != 0 && txInfo.IsAsk != 1 { + return ErrIsAskInvalid + } + + // Type + if txInfo.TimeInForce != ImmediateOrCancel && txInfo.TimeInForce != GoodTillTime && txInfo.TimeInForce != PostOnly { + return ErrOrderTimeInForceInvalid + } + + // ReduceOnly + if (txInfo.ReduceOnly != 0 && txInfo.ReduceOnly != 1) || (isSpotMarket && txInfo.ReduceOnly == 1) { + return ErrOrderReduceOnlyInvalid + } + + // OrderExpiry + if (txInfo.OrderExpiry < MinOrderExpiry || txInfo.OrderExpiry > MaxOrderExpiry) && txInfo.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } + + switch txInfo.Type { + case MarketOrder: + if txInfo.TimeInForce != ImmediateOrCancel { + return ErrOrderTimeInForceInvalid + } else if txInfo.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } else if txInfo.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } + case LimitOrder: + if txInfo.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if txInfo.TimeInForce == ImmediateOrCancel && txInfo.OrderExpiry != NilOrderExpiry { + return ErrOrderExpiryInvalid + } else if txInfo.TimeInForce != ImmediateOrCancel && txInfo.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + case StopLossOrder, TakeProfitOrder: + if !isPerpsMarket { + return ErrOrderTypeInvalid + } else if txInfo.TimeInForce != ImmediateOrCancel { + return ErrOrderTimeInForceInvalid + } else if txInfo.TriggerPrice == NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if txInfo.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + case StopLossLimitOrder, TakeProfitLimitOrder: + if !isPerpsMarket { + return ErrOrderTypeInvalid + } else if txInfo.TriggerPrice == NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if txInfo.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + case TWAPOrder: + if txInfo.TimeInForce != GoodTillTime { + return ErrOrderTimeInForceInvalid + } else if txInfo.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } else if txInfo.OrderExpiry == NilOrderExpiry { + return ErrOrderExpiryInvalid + } + default: + return ErrOrderTypeInvalid + } + + // TriggerPrice + if (txInfo.TriggerPrice < MinOrderTriggerPrice || txInfo.TriggerPrice > MaxOrderTriggerPrice) && txInfo.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2CreateOrderTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 16) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CreateOrder)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.MarketIndex))) + elems = append(elems, g.FromInt64(txInfo.ClientOrderIndex)) + elems = append(elems, g.FromInt64(txInfo.BaseAmount)) + elems = append(elems, g.FromUint32(txInfo.Price)) + elems = append(elems, g.FromUint32(uint32(txInfo.IsAsk))) + elems = append(elems, g.FromUint32(uint32(txInfo.Type))) + elems = append(elems, g.FromUint32(uint32(txInfo.TimeInForce))) + elems = append(elems, g.FromUint32(uint32(txInfo.ReduceOnly))) + elems = append(elems, g.FromUint32(txInfo.TriggerPrice)) + elems = append(elems, g.FromInt64(txInfo.OrderExpiry)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/create_public_pool.go b/docs/lighter/lighter-go-main/types/txtypes/create_public_pool.go new file mode 100644 index 0000000..95cc495 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/create_public_pool.go @@ -0,0 +1,98 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CreatePublicPoolTxInfo)(nil) + +type L2CreatePublicPoolTxInfo struct { + AccountIndex int64 // Master account index + ApiKeyIndex uint8 + + OperatorFee int64 + InitialTotalShares int64 + MinOperatorShareRate uint16 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CreatePublicPoolTxInfo) GetTxType() uint8 { + return TxTypeL2CreatePublicPool +} + +func (txInfo *L2CreatePublicPoolTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CreatePublicPoolTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CreatePublicPoolTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxMasterAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // OperatorFee + if txInfo.OperatorFee < 0 || txInfo.OperatorFee > FeeTick { + return ErrInvalidPoolOperatorFee + } + + // InitialTotalShares + if txInfo.InitialTotalShares <= 0 { + return ErrPoolInitialTotalSharesTooLow + } + if txInfo.InitialTotalShares > MaxInitialTotalShares { + return ErrPoolInitialTotalSharesTooHigh + } + + // MinOperatorShareRate + if txInfo.MinOperatorShareRate > ShareTick { + return ErrPoolMinOperatorShareRateTooHigh + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2CreatePublicPoolTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 9) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CreatePublicPool)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(txInfo.OperatorFee)) + elems = append(elems, g.FromInt64(txInfo.InitialTotalShares)) + elems = append(elems, g.FromUint32(uint32(txInfo.MinOperatorShareRate))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/create_sub_account.go b/docs/lighter/lighter-go-main/types/txtypes/create_sub_account.go new file mode 100644 index 0000000..571616e --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/create_sub_account.go @@ -0,0 +1,73 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2CreateSubAccountTxInfo)(nil) + +type L2CreateSubAccountTxInfo struct { + AccountIndex int64 // Master account index + ApiKeyIndex uint8 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2CreateSubAccountTxInfo) GetTxType() uint8 { + return TxTypeL2CreateSubAccount +} + +func (txInfo *L2CreateSubAccountTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2CreateSubAccountTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2CreateSubAccountTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxMasterAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2CreateSubAccountTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 6) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2CreateSubAccount)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/errors.go b/docs/lighter/lighter-go-main/types/txtypes/errors.go new file mode 100644 index 0000000..8ba78b7 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/errors.go @@ -0,0 +1,70 @@ +package txtypes + +import "fmt" + +var ( + ErrAssetIndexTooLow = fmt.Errorf("AssetIndex should not be less than %d", MinAssetIndex) + ErrAssetIndexTooHigh = fmt.Errorf("AssetIndex should not be larger than %d", MaxAssetIndex) + ErrRouteTypeInvalid = fmt.Errorf("RouteType is invalid") + ErrAccountIndexTooLow = fmt.Errorf("AccountIndex should not be less than %d", MinAccountIndex) + ErrAccountIndexTooHigh = fmt.Errorf("AccountIndex should not be larger than %d", MaxAccountIndex) + ErrNonceTooLow = fmt.Errorf("AccountNonce should not be less than %d", MinNonce) + ErrInvalidCancelAllTimeInForce = fmt.Errorf("CancelAllTimeInForce is invalid") + ErrOrderReduceOnlyInvalid = fmt.Errorf("ReduceOnly is invalid") + ErrOrderTriggerPriceInvalid = fmt.Errorf("TriggerPrice is invalid") + ErrOrderExpiryInvalid = fmt.Errorf("OrderExpiry is invalid") + ErrExpiredAtInvalid = fmt.Errorf("ExpiredAt is invalid") + ErrCancelAllTimeIsNotInRange = fmt.Errorf("CancelAllTime should be larger than 0 and not larger than %d", MaxOrderExpiry) + ErrCancelAllTimeisNotNill = fmt.Errorf("CancelAllTime should be nil") + ErrPubKeyInvalid = fmt.Errorf("PubKey is invalid") + ErrToAccountIndexTooLow = fmt.Errorf("ToAccountIndex should not be less than %d", MinAccountIndex) + ErrToAccountIndexTooHigh = fmt.Errorf("ToAccountIndex should not be larger than %d", MaxAccountIndex) + ErrFromAccountIndexTooLow = fmt.Errorf("FromAccountIndex should not be less than %d", MinAccountIndex) + ErrFromAccountIndexTooHigh = fmt.Errorf("FromAccountIndex should not be larger than %d", MaxAccountIndex) + ErrApiKeyIndexTooLow = fmt.Errorf("ApiKeyIndex should not be less than %d", MinApiKeyIndex) + ErrApiKeyIndexTooHigh = fmt.Errorf("ApiKeyIndex should not be larger than %d", MaxApiKeyIndex) + ErrPublicPoolIndexTooLow = fmt.Errorf("PublicPoolIndex should not be less than %d", MinAccountIndex) + ErrPublicPoolIndexTooHigh = fmt.Errorf("PublicPoolIndex should not be larger than %d", MaxAccountIndex) + ErrInvalidPoolOperatorFee = fmt.Errorf("PoolOperatorFee should be larger than 0 and not larger than %d", FeeTick) + ErrInvalidPoolStatus = fmt.Errorf("PoolStatus should be either 0 or 1") + ErrPoolInitialTotalSharesTooLow = fmt.Errorf("PoolInitialTotalShares should be larger than %d", MinInitialTotalShares) + ErrPoolInitialTotalSharesTooHigh = fmt.Errorf("PoolInitialTotalShares should not be larger than %d", MaxInitialTotalShares) + ErrPoolMinOperatorShareRateTooLow = fmt.Errorf("PoolMinOperatorShareRate should be larger than 0") + ErrPoolMinOperatorShareRateTooHigh = fmt.Errorf("PoolMinOperatorShareRate should not be larger than %d", ShareTick) + ErrPoolMintShareAmountTooLow = fmt.Errorf("PoolMintShareAmount should be larger than %d", MinPoolSharesToMintOrBurn) + ErrPoolMintShareAmountTooHigh = fmt.Errorf("PoolMintShareAmount should not be larger than %d", MaxPoolSharesToMintOrBurn) + ErrPoolBurnShareAmountTooLow = fmt.Errorf("PoolBurnShareAmount should be larger than %d", MinPoolSharesToMintOrBurn) + ErrPoolBurnShareAmountTooHigh = fmt.Errorf("PoolBurnShareAmount should not be larger than %d", MaxPoolSharesToMintOrBurn) + ErrWithdrawalAmountTooLow = fmt.Errorf("WithdrawalAmount should be larger than %d", MinWithdrawalAmount) + ErrWithdrawalAmountTooHigh = fmt.Errorf("WithdrawalAmount should not be larger than %d", MaxWithdrawalAmount) + ErrTransferAmountTooLow = fmt.Errorf("TransferAmount should be larger than %d", MinTransferAmount) + ErrTransferAmountTooHigh = fmt.Errorf("TransferAmount should not be larger than %d", MaxTransferAmount) + ErrTransferFeeNegative = fmt.Errorf("TransferFee should not be negative") + ErrTransferFeeTooHigh = fmt.Errorf("TransferFee should not be larger than %d", MaxTransferAmount) + ErrMarketIndexTooLow = fmt.Errorf("MarketIndex should not be less than %d", MinMarketIndex) + ErrMarketIndexTooHigh = fmt.Errorf("MarketIndex should not be larger than %d", MaxSpotMarketIndex) + ErrMarketIndexMismatch = fmt.Errorf("MarketIndex should match the market index of the order") + ErrInvalidMarketIndex = fmt.Errorf("MarketIndex is not valid") + ErrInitialMarginFractionTooLow = fmt.Errorf("InitialMarginFraction should not be less than %d", 0) + ErrInitialMarginFractionTooHigh = fmt.Errorf("InitialMarginFraction should not be larger than %d", MarginFractionTick) + ErrClientOrderIndexTooLow = fmt.Errorf("ClientOrderIndex should not be less than %d", MinClientOrderIndex) + ErrClientOrderIndexTooHigh = fmt.Errorf("ClientOrderIndex should not be larger than %d", MaxClientOrderIndex) + ErrClientOrderIndexNotNil = fmt.Errorf("ClientOrderIndex should be nil") + ErrOrderIndexTooLow = fmt.Errorf("OrderIndex should not be less than %d", MinOrderIndex) + ErrOrderIndexTooHigh = fmt.Errorf("OrderIndex should not be larger than %d", MaxOrderIndex) + ErrBaseAmountTooLow = fmt.Errorf("BaseAmount should not be less than %d", MinOrderBaseAmount) + ErrBaseAmountTooHigh = fmt.Errorf("BaseAmount should not be larger than %d", MaxOrderBaseAmount) + ErrBaseAmountsNotEqual = fmt.Errorf("BaseAmounts should be equal") + ErrBaseAmountNotNil = fmt.Errorf("BaseAmount should be nil") + ErrPriceTooLow = fmt.Errorf("OrderPrice should not be less than %d", MinOrderPrice) + ErrPriceTooHigh = fmt.Errorf("OrderPrice should not be larger than %d", MaxOrderPrice) + ErrIsAskInvalid = fmt.Errorf("IsAsk should be 0 or 1") + ErrOrderTypeInvalid = fmt.Errorf("OrderType is not valid") + ErrOrderTimeInForceInvalid = fmt.Errorf("OrderTimeInForce is not valid") + ErrGroupingTypeInvalid = fmt.Errorf("GroupingType is not valid") + ErrOrderGroupSizeInvalid = fmt.Errorf("OrderGroupSize is not valid") + ErrInvalidSignature = fmt.Errorf("TxSignature is invalid") + ErrInvalidMarginMode = fmt.Errorf("MarginMode is not valid") + ErrCancelModeInvalid = fmt.Errorf("CancelMode is not valid") + ErrInvalidUpdateMarginDirection = fmt.Errorf("Margin movement direction is not valid") +) diff --git a/docs/lighter/lighter-go-main/types/txtypes/interface.go b/docs/lighter/lighter-go-main/types/txtypes/interface.go new file mode 100644 index 0000000..6a19d24 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/interface.go @@ -0,0 +1,37 @@ +package txtypes + +import g "github.com/elliottech/poseidon_crypto/field/goldilocks" + +type TxInfo interface { + GetTxType() uint8 + + GetTxInfo() (string, error) + + // GetTxHash returns the hash that was signed when creating this transaction. + // The hash coincides with the TxHash received from Lighter after submitting this Tx. + // It can be used to get the TxHash in advance, or to double-check the correctness of the SDK. + // As this hash is signed by the ApiKey, if the value differs than the one computed by the server, + // it'll result in an invalid signature. + // Returns empty string if the Tx is not signed. + GetTxHash() string + + Validate() error + + Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) +} + +type OrderInfo struct { + MarketIndex int16 + + ClientOrderIndex int64 + + BaseAmount int64 + Price uint32 + IsAsk uint8 + + Type uint8 + TimeInForce uint8 + ReduceOnly uint8 + TriggerPrice uint32 + OrderExpiry int64 +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/mint_shares.go b/docs/lighter/lighter-go-main/types/txtypes/mint_shares.go new file mode 100644 index 0000000..a42b226 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/mint_shares.go @@ -0,0 +1,91 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2MintSharesTxInfo)(nil) + +type L2MintSharesTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + PublicPoolIndex int64 + ShareAmount int64 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2MintSharesTxInfo) GetTxType() uint8 { + return TxTypeL2MintShares +} + +func (txInfo *L2MintSharesTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2MintSharesTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2MintSharesTxInfo) Validate() error { + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // PublicPoolIndex + if txInfo.PublicPoolIndex < MinSubAccountIndex { + return ErrPublicPoolIndexTooLow + } + if txInfo.PublicPoolIndex > MaxAccountIndex { + return ErrPublicPoolIndexTooHigh + } + + if txInfo.ShareAmount < MinPoolSharesToMintOrBurn { + return ErrPoolMintShareAmountTooLow + } + if txInfo.ShareAmount > MaxPoolSharesToMintOrBurn { + return ErrPoolMintShareAmountTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2MintSharesTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 8) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2MintShares)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(txInfo.PublicPoolIndex)) + elems = append(elems, g.FromInt64(txInfo.ShareAmount)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/modify_order.go b/docs/lighter/lighter-go-main/types/txtypes/modify_order.go new file mode 100644 index 0000000..8922801 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/modify_order.go @@ -0,0 +1,119 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2ModifyOrderTxInfo)(nil) + +type L2ModifyOrderTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + MarketIndex int16 + Index int64 // Client Order Index or Order Index of the order to modify + BaseAmount int64 + Price uint32 + TriggerPrice uint32 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2ModifyOrderTxInfo) GetTxType() uint8 { + return TxTypeL2ModifyOrder +} + +func (txInfo *L2ModifyOrderTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2ModifyOrderTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2ModifyOrderTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrAccountIndexTooHigh + } + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // MarketIndex + isSpotMarket := txInfo.MarketIndex >= MinSpotMarketIndex && txInfo.MarketIndex <= MaxSpotMarketIndex + isPerpsMarket := txInfo.MarketIndex >= MinPerpsMarketIndex && txInfo.MarketIndex <= MaxPerpsMarketIndex + if !isSpotMarket && !isPerpsMarket { + return ErrInvalidMarketIndex + } + + // Index + if txInfo.Index < MinClientOrderIndex && txInfo.Index < MinOrderIndex { + return ErrClientOrderIndexTooLow + } + if txInfo.Index > MaxClientOrderIndex && txInfo.Index > MaxOrderIndex { + return ErrClientOrderIndexTooHigh + } + + // BaseAmount + if txInfo.BaseAmount != NilOrderBaseAmount && txInfo.BaseAmount < MinOrderBaseAmount { + return ErrBaseAmountTooLow + } + if txInfo.BaseAmount > MaxOrderBaseAmount { + return ErrBaseAmountTooHigh + } + + // Price + if txInfo.Price < MinOrderPrice { + return ErrPriceTooLow + } + if txInfo.Price > MaxOrderPrice { + return ErrPriceTooHigh + } + + // TriggerPrice + if (txInfo.TriggerPrice < MinOrderTriggerPrice || txInfo.TriggerPrice > MaxOrderTriggerPrice) && txInfo.TriggerPrice != NilOrderTriggerPrice { + return ErrOrderTriggerPriceInvalid + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2ModifyOrderTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 11) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2ModifyOrder)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.MarketIndex))) + elems = append(elems, g.FromInt64(txInfo.Index)) + elems = append(elems, g.FromInt64(txInfo.BaseAmount)) + elems = append(elems, g.FromUint32(txInfo.Price)) + elems = append(elems, g.FromUint32(txInfo.TriggerPrice)) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/transfer.go b/docs/lighter/lighter-go-main/types/txtypes/transfer.go new file mode 100644 index 0000000..07c663d --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/transfer.go @@ -0,0 +1,158 @@ +package txtypes + +import ( + "encoding/hex" + "fmt" + "strings" + + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" + "github.com/ethereum/go-ethereum/common" +) + +var _ TxInfo = (*L2TransferTxInfo)(nil) + +type L2TransferTxInfo struct { + FromAccountIndex int64 + ApiKeyIndex uint8 + ToAccountIndex int64 + AssetIndex int16 + FromRouteType uint8 + ToRouteType uint8 + Amount int64 + USDCFee int64 + + Memo [32]byte + ExpiredAt int64 + Nonce int64 + Sig []byte + L1Sig string + SignedHash string `json:"-"` +} + +func (txInfo *L2TransferTxInfo) Validate() error { + // FromAccountIndex + if txInfo.FromAccountIndex < MinAccountIndex+1 { + return ErrFromAccountIndexTooLow + } + if txInfo.FromAccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // ToAccountIndex + if txInfo.ToAccountIndex < MinAccountIndex { + return ErrToAccountIndexTooLow + } + if txInfo.ToAccountIndex > MaxAccountIndex { + return ErrToAccountIndexTooHigh + } + + // AssetIndex + if txInfo.AssetIndex < MinAssetIndex { + return ErrAssetIndexTooLow + } + if txInfo.AssetIndex > MaxAssetIndex { + return ErrAssetIndexTooHigh + } + + // FromRouteType + if txInfo.FromRouteType != AssetRouteType_Perps && txInfo.FromRouteType != AssetRouteType_Spot { + return ErrRouteTypeInvalid + } + + // ToRouteType + if txInfo.ToRouteType != AssetRouteType_Perps && txInfo.ToRouteType != AssetRouteType_Spot { + return ErrRouteTypeInvalid + } + + if txInfo.Amount <= 0 { + return ErrTransferAmountTooLow + } + if txInfo.Amount > MaxTransferAmount { + return ErrTransferAmountTooHigh + } + + if txInfo.USDCFee < 0 { + return ErrTransferFeeNegative + } + if txInfo.USDCFee > MaxTransferAmount { + return ErrTransferFeeTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2TransferTxInfo) GetTxType() uint8 { + return TxTypeL2Transfer +} + +func (txInfo *L2TransferTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2TransferTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2TransferTxInfo) GetL1SignatureBody(chainId uint32) string { + hexMemo := hex.EncodeToString(txInfo.Memo[:]) + hexMemo = strings.Replace(hexMemo, "0x", "", 1) + + signatureBody := fmt.Sprintf( + TemplateTransfer, + getHex10FromUint64(uint64(txInfo.Nonce)), + getHex10FromUint64(uint64(txInfo.FromAccountIndex)), + getHex10FromUint64(uint64(txInfo.FromRouteType)), + getHex10FromUint64(uint64(txInfo.ApiKeyIndex)), + getHex10FromUint64(uint64(txInfo.ToAccountIndex)), + getHex10FromUint64(uint64(txInfo.ToRouteType)), + getHex10FromUint64(uint64(txInfo.AssetIndex)), + getHex10FromUint64(uint64(txInfo.Amount)), //nolint:gosec + getHex10FromUint64(uint64(txInfo.USDCFee)), //nolint:gosec + getHex10FromUint64(uint64(chainId)), //nolint:gosec + hexMemo, + ) + return signatureBody +} + +func (txInfo *L2TransferTxInfo) GetL1AddressBySignature(chainId uint32) common.Address { + return calculateL1AddressBySignature(txInfo.GetL1SignatureBody(chainId), txInfo.L1Sig) +} + +func (txInfo *L2TransferTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 14) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2Transfer)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.FromAccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(txInfo.ToAccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.AssetIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.FromRouteType))) + elems = append(elems, g.FromUint32(uint32(txInfo.ToRouteType))) + elems = append(elems, g.FromUint64((uint64(txInfo.Amount))&0xFFFFFFFF)) //nolint:gosec + elems = append(elems, g.FromUint64(uint64(txInfo.Amount)>>32)) //nolint:gosec + elems = append(elems, g.FromUint64((uint64(txInfo.USDCFee))&0xFFFFFFFF)) //nolint:gosec + elems = append(elems, g.FromUint64((uint64(txInfo.USDCFee))>>32)) //nolint:gosec + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/update_leverage.go b/docs/lighter/lighter-go-main/types/txtypes/update_leverage.go new file mode 100644 index 0000000..d8050d3 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/update_leverage.go @@ -0,0 +1,94 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2UpdateLeverageTxInfo)(nil) + +type L2UpdateLeverageTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + MarketIndex int16 + InitialMarginFraction uint16 + MarginMode uint8 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2UpdateLeverageTxInfo) GetTxType() uint8 { + return TxTypeL2UpdateLeverage +} + +func (txInfo *L2UpdateLeverageTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2UpdateLeverageTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2UpdateLeverageTxInfo) Validate() error { + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + // MarketIndex + if txInfo.MarketIndex == NilMarketIndex { + return ErrInvalidMarketIndex + } + + if txInfo.MarginMode != CrossMargin && txInfo.MarginMode != IsolatedMargin { + return ErrInvalidMarginMode + } + + // InitialMarginFraction + if txInfo.InitialMarginFraction <= 0 { + return ErrInitialMarginFractionTooLow + } + if txInfo.InitialMarginFraction > uint16(MarginFractionTick) { //nolint:gosec + return ErrInitialMarginFractionTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2UpdateLeverageTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 9) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2UpdateLeverage)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(int64(txInfo.MarketIndex))) + elems = append(elems, g.FromInt64(int64(txInfo.InitialMarginFraction))) + elems = append(elems, g.FromUint32(uint32(txInfo.MarginMode))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/update_margin.go b/docs/lighter/lighter-go-main/types/txtypes/update_margin.go new file mode 100644 index 0000000..b4a37b9 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/update_margin.go @@ -0,0 +1,94 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2UpdateMarginTxInfo)(nil) + +type L2UpdateMarginTxInfo struct { + AccountIndex int64 + ApiKeyIndex uint8 + + MarketIndex int16 + USDCAmount int64 + Direction uint8 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2UpdateMarginTxInfo) GetTxType() uint8 { + return TxTypeL2UpdateMargin +} + +func (txInfo *L2UpdateMarginTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2UpdateMarginTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2UpdateMarginTxInfo) Validate() error { + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // MarketIndex + if txInfo.MarketIndex < MinPerpsMarketIndex || txInfo.MarketIndex > MaxPerpsMarketIndex { + return ErrInvalidMarketIndex + } + + if txInfo.USDCAmount == 0 { + return ErrTransferAmountTooLow + } + if txInfo.USDCAmount > MaxTransferAmount { + return ErrTransferAmountTooHigh + } + if txInfo.Direction != RemoveFromIsolatedMargin && txInfo.Direction != AddToIsolatedMargin { + return ErrInvalidUpdateMarginDirection + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2UpdateMarginTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 10) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2UpdateMargin)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(int64(txInfo.MarketIndex))) + elems = append(elems, g.FromUint64(uint64(txInfo.USDCAmount)&0xFFFFFFFF)) //nolint:gosec + elems = append(elems, g.FromUint64(uint64(txInfo.USDCAmount)>>32)) //nolint:gosec + elems = append(elems, g.FromUint32(uint32(txInfo.Direction))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/update_public_pool.go b/docs/lighter/lighter-go-main/types/txtypes/update_public_pool.go new file mode 100644 index 0000000..e8beddb --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/update_public_pool.go @@ -0,0 +1,106 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2UpdatePublicPoolTxInfo)(nil) + +type L2UpdatePublicPoolTxInfo struct { + AccountIndex int64 // Master account index + ApiKeyIndex uint8 + + PublicPoolIndex int64 + + Status uint8 + OperatorFee int64 + MinOperatorShareRate uint16 + + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2UpdatePublicPoolTxInfo) GetTxType() uint8 { + return TxTypeL2UpdatePublicPool +} + +func (txInfo *L2UpdatePublicPoolTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2UpdatePublicPoolTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2UpdatePublicPoolTxInfo) Validate() error { + // AccountIndex + if txInfo.AccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.AccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // PublicPoolIndex + if txInfo.PublicPoolIndex < MinAccountIndex { + return ErrPublicPoolIndexTooLow + } + if txInfo.PublicPoolIndex > MaxAccountIndex { + return ErrPublicPoolIndexTooHigh + } + + // Status + if txInfo.Status != 0 && txInfo.Status != 1 { + return ErrInvalidPoolStatus + } + + // OperatorFee + if txInfo.OperatorFee < 0 || txInfo.OperatorFee > FeeTick { + return ErrInvalidPoolOperatorFee + } + + // MinOperatorShareRate + if txInfo.MinOperatorShareRate > ShareTick { + return ErrPoolMinOperatorShareRateTooHigh + } + + // Nonce + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2UpdatePublicPoolTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 10) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2UpdatePublicPool)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.AccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromInt64(txInfo.PublicPoolIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.Status))) + elems = append(elems, g.FromInt64(txInfo.OperatorFee)) + elems = append(elems, g.FromUint32(uint32(txInfo.MinOperatorShareRate))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/utils.go b/docs/lighter/lighter-go-main/types/txtypes/utils.go new file mode 100644 index 0000000..8fbb023 --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/utils.go @@ -0,0 +1,88 @@ +package txtypes + +import ( + "encoding/json" + "fmt" + "strings" + + gFp5 "github.com/elliottech/poseidon_crypto/field/goldilocks_quintic_extension" + gQuint "github.com/elliottech/poseidon_crypto/field/goldilocks_quintic_extension" + "github.com/ethereum/go-ethereum/accounts" + "github.com/ethereum/go-ethereum/common" + "github.com/ethereum/go-ethereum/common/hexutil" + "github.com/ethereum/go-ethereum/crypto" +) + +const ( + TemplateChangePubKey = "Register Lighter Account\n\npubkey: 0x%s\nnonce: %s\naccount index: %s\napi key index: %s\nOnly sign this message for a trusted client!" + TemplateTransfer = "Transfer\n\nnonce: %s\nfrom: %s (route %s)\napi key: %s\nto: %s (route %s)\nasset: %s\namount: %s\nfee: %s" + + "\nchainId: %s\nmemo: %s\nOnly sign this message for a trusted client!" + TemplateSubAccount = "Create Lighter Sub Account\n\nmaster account index: %s\nOnly sign this message for a trusted client!" +) + +const SignatureLength = 80 +const L1SignatureLength = 65 +const PubKeyLength = gFp5.Bytes +const HashLength = gQuint.Bytes + +func IsValidPubKeyLength(bytes []byte) bool { + return len(bytes) == gFp5.Bytes +} + +func IsZeroByteSlice(bytes []byte) bool { + for _, s := range bytes { + if s != 0 { + return false + } + } + return true +} + +func getTxInfo(tx interface{}) (string, error) { + txInfoBytes, err := json.Marshal(tx) + if err != nil { + return "", err + } + return string(txInfoBytes), nil +} + +func getHex10FromUint64(value uint64) string { + v := hexutil.EncodeUint64(value) + v = strings.Replace(v, "0x", "", 1) + + // Make sure result has fixed bytes + vBytes := []byte(v) + if len(vBytes) < 16 { + toAppend := make([]byte, 16-len(vBytes)) + for i := range toAppend { + toAppend[i] = 48 + } + vBytes = append(toAppend, vBytes...) + } + + return fmt.Sprintf("0x%s", string(vBytes)) +} + +func calculateL1AddressBySignature(signatureBody, l1Signature string) common.Address { + message := accounts.TextHash([]byte(signatureBody)) + // Decode from signature string to get the signature byte array + signatureContent, err := hexutil.Decode(l1Signature) + if err != nil { + return [20]byte{} + } + + // Transform yellow paper V from 27/28 to 0/1 + if signatureContent[64] >= 27 { + signatureContent[64] -= 27 + } + + // Calculate the public key from the signature and source string + signaturePublicKey, err := crypto.SigToPub(message, signatureContent) + if err != nil { + return [20]byte{} + } + + // Calculate the address from the public key + publicAddress := crypto.PubkeyToAddress(*signaturePublicKey) + return publicAddress +} diff --git a/docs/lighter/lighter-go-main/types/txtypes/withdraw.go b/docs/lighter/lighter-go-main/types/txtypes/withdraw.go new file mode 100644 index 0000000..65ca3ec --- /dev/null +++ b/docs/lighter/lighter-go-main/types/txtypes/withdraw.go @@ -0,0 +1,98 @@ +package txtypes + +import ( + g "github.com/elliottech/poseidon_crypto/field/goldilocks" + p2 "github.com/elliottech/poseidon_crypto/hash/poseidon2_goldilocks" +) + +var _ TxInfo = (*L2WithdrawTxInfo)(nil) + +type L2WithdrawTxInfo struct { + FromAccountIndex int64 + ApiKeyIndex uint8 + AssetIndex int16 + RouteType uint8 + Amount uint64 + ExpiredAt int64 + Nonce int64 + Sig []byte + SignedHash string `json:"-"` +} + +func (txInfo *L2WithdrawTxInfo) Validate() error { + if txInfo.FromAccountIndex < MinAccountIndex { + return ErrFromAccountIndexTooLow + } + if txInfo.FromAccountIndex > MaxAccountIndex { + return ErrFromAccountIndexTooHigh + } + + // ApiKeyIndex + if txInfo.ApiKeyIndex < MinApiKeyIndex { + return ErrApiKeyIndexTooLow + } + if txInfo.ApiKeyIndex > MaxApiKeyIndex { + return ErrApiKeyIndexTooHigh + } + + // AssetIndex + if txInfo.AssetIndex < MinAssetIndex { + return ErrAssetIndexTooLow + } + if txInfo.AssetIndex > MaxAssetIndex { + return ErrAssetIndexTooHigh + } + + // RouteType + if txInfo.RouteType != AssetRouteType_Perps && txInfo.RouteType != AssetRouteType_Spot { + return ErrRouteTypeInvalid + } + + // Amount + if txInfo.Amount == 0 { + return ErrWithdrawalAmountTooLow + } + if txInfo.Amount > MaxWithdrawalAmount { + return ErrWithdrawalAmountTooHigh + } + + if txInfo.Nonce < MinNonce { + return ErrNonceTooLow + } + + if txInfo.ExpiredAt < 0 || txInfo.ExpiredAt > MaxTimestamp { + return ErrExpiredAtInvalid + } + + return nil +} + +func (txInfo *L2WithdrawTxInfo) GetTxType() uint8 { + return TxTypeL2Withdraw +} + +func (txInfo *L2WithdrawTxInfo) GetTxInfo() (string, error) { + return getTxInfo(txInfo) +} + +func (txInfo *L2WithdrawTxInfo) GetTxHash() string { + return txInfo.SignedHash +} + +func (txInfo *L2WithdrawTxInfo) Hash(lighterChainId uint32, extra ...g.Element) (msgHash []byte, err error) { + elems := make([]g.Element, 0, 14) + + elems = append(elems, g.FromUint32(lighterChainId)) + elems = append(elems, g.FromUint32(TxTypeL2Withdraw)) + elems = append(elems, g.FromInt64(txInfo.Nonce)) + elems = append(elems, g.FromInt64(txInfo.ExpiredAt)) + + elems = append(elems, g.FromInt64(txInfo.FromAccountIndex)) + elems = append(elems, g.FromUint32(uint32(txInfo.ApiKeyIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.AssetIndex))) + elems = append(elems, g.FromUint32(uint32(txInfo.RouteType))) + elems = append(elems, g.FromUint64(uint64(txInfo.Amount&0xFFFFFFFF))) + elems = append(elems, g.FromUint64(uint64(txInfo.Amount>>32))) + + return p2.HashToQuinticExtension(elems).ToLittleEndianBytes(), nil +} diff --git a/docs/lighter/lighter-go-main/wasm/main.go b/docs/lighter/lighter-go-main/wasm/main.go new file mode 100644 index 0000000..500f572 --- /dev/null +++ b/docs/lighter/lighter-go-main/wasm/main.go @@ -0,0 +1,731 @@ +//go:build js +// +build js + +package main + +import ( + "fmt" + "strconv" + "syscall/js" + "time" + + "github.com/elliottech/lighter-go/client" + "github.com/elliottech/lighter-go/client/http" + "github.com/elliottech/lighter-go/types" + "github.com/elliottech/lighter-go/types/txtypes" + "github.com/ethereum/go-ethereum/common/hexutil" +) + +func wrapErr(err error) js.Value { + if err != nil { + return js.ValueOf(map[string]interface{}{"error": fmt.Sprintf("%v", err)}) + } + return js.ValueOf(map[string]interface{}{}) +} + +func messageToSign(info txtypes.TxInfo) string { + switch tx := info.(type) { + case *txtypes.L2ChangePubKeyTxInfo: + return tx.GetL1SignatureBody() + case *txtypes.L2TransferTxInfo: + return tx.GetL1SignatureBody() + default: + return "" + } +} + +func convertTxInfoToJS(info txtypes.TxInfo, err error) js.Value { + if err != nil { + return wrapErr(err) + } + if info == nil { + return js.ValueOf(map[string]interface{}{"error": "nil response"}) + } + + txInfoStr, strErr := info.GetTxInfo() + if strErr != nil { + return wrapErr(strErr) + } + + out := map[string]interface{}{ + "txType": info.GetTxType(), + "txInfo": txInfoStr, + "txHash": info.GetTxHash(), + } + if msg := messageToSign(info); msg != "" { + out["messageToSign"] = msg + } + return js.ValueOf(out) +} + +// safeInt safely extracts an int from a js.Value, handling undefined values +func safeInt(v js.Value, index int) (int64, error) { + if v.Type() == js.TypeUndefined { + return 0, fmt.Errorf("argument %d is undefined", index) + } + return int64(v.Int()), nil +} + +// safeUint8 safely extracts a uint8 from a js.Value, handling undefined values +func safeUint8(v js.Value, index int) (uint8, error) { + if v.Type() == js.TypeUndefined { + return 0, fmt.Errorf("argument %d is undefined", index) + } + return uint8(v.Int()), nil +} + +// safeUint32 safely extracts a uint32 from a js.Value, handling undefined values +func safeUint32(v js.Value, index int) (uint32, error) { + if v.Type() == js.TypeUndefined { + return 0, fmt.Errorf("argument %d is undefined", index) + } + return uint32(v.Int()), nil +} + +func getClient(args []js.Value) (*client.TxClient, error) { + l := len(args) + if l < 2 { + return nil, fmt.Errorf("insufficient arguments: need at least 2 for apiKeyIndex and accountIndex") + } + // Check if the last two arguments are valid and extract safely + if args[l-2].Type() == js.TypeUndefined || args[l-1].Type() == js.TypeUndefined { + return nil, fmt.Errorf("apiKeyIndex or accountIndex is undefined") + } + apiKeyIndexVal, err := safeUint8(args[l-2], l-2) + if err != nil { + return nil, err + } + accountIndexVal, err := safeInt(args[l-1], l-1) + if err != nil { + return nil, err + } + return client.GetClient(apiKeyIndexVal, accountIndexVal) +} + +// recoverPanic wraps a function execution with panic recovery +func recoverPanic(fn func() js.Value) (result js.Value) { + defer func() { + if r := recover(); r != nil { + result = wrapErr(fmt.Errorf("panic: %v", r)) + } + }() + return fn() +} + +func main() { + js.Global().Set("GenerateAPIKey", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 1 { + return js.ValueOf(map[string]interface{}{"error": "GenerateAPIKey expects 1 arg: seed"}) + } + seed := args[0].String() + privateKey, publicKey, err := client.GenerateAPIKey(seed) + if err != nil { + return wrapErr(err) + } + return js.ValueOf(map[string]interface{}{"privateKey": privateKey, "publicKey": publicKey}) + }) + })) + + js.Global().Set("CreateClient", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "CreateClient expects 5 args: url, privateKey, chainId, apiKeyIndex, accountIndex"}) + } + url := args[0].String() + privateKey := args[1].String() + chainId := uint32(args[2].Int()) + apiKeyIndex := uint8(args[3].Int()) + accountIndex := int64(args[4].Int()) + httpClient := http.NewClient(url) + _, err := client.CreateClient(httpClient, privateKey, chainId, apiKeyIndex, accountIndex) + if err != nil { + return wrapErr(err) + } + return wrapErr(nil) + }) + })) + + js.Global().Set("CheckClient", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 2 { + return js.ValueOf(map[string]interface{}{"error": "CheckClient expects 2 args: apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + err = c.Check() + if err != nil { + return wrapErr(err) + } + return wrapErr(nil) + }) + })) + + js.Global().Set("CreateAuthToken", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 3 { + return js.ValueOf(map[string]interface{}{"error": "CreateAuthToken expects 3 args: deadline, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + deadline := int64(args[0].Int()) + if deadline == 0 { + deadline = time.Now().Add(time.Hour * 7).Unix() + } + + token, err := c.GetAuthToken(time.Unix(deadline, 0)) + if err != nil { + return wrapErr(err) + } + return js.ValueOf(map[string]interface{}{"authToken": token}) + }) + })) + + js.Global().Set("SignChangePubKey", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 4 { + return js.ValueOf(map[string]interface{}{"error": "SignChangePubKey expects 4 args: pubKeyHex, nonce, apiKeyIndex, accountIndex"}) + } + pubKeyHex := args[0].String() + nonce := int64(args[1].Int()) + + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + pubKeyBytes, err := hexutil.Decode(pubKeyHex) + if err != nil { + return wrapErr(err) + } + if len(pubKeyBytes) != 40 { + return js.ValueOf(map[string]interface{}{"error": "invalid pub key length. expected 40 but got " + strconv.Itoa(len(pubKeyBytes))}) + } + var pubKey [40]byte + copy(pubKey[:], pubKeyBytes) + + txInfo := &types.ChangePubKeyReq{ + PubKey: pubKey, + } + ops := &types.TransactOpts{ + Nonce: &nonce, + } + + tx, err := c.GetChangePubKeyTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCreateOrder", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 13 { + return js.ValueOf(map[string]interface{}{"error": "SignCreateOrder expects 13 args: marketIndex, clientOrderIndex, baseAmount, price, isAsk, orderType, timeInForce, reduceOnly, triggerPrice, orderExpiry, nonce, apiKeyIndex, accountIndex"}) + } + // Validate all arguments are defined before accessing + for i := 0; i < 13; i++ { + if args[i].Type() == js.TypeUndefined { + return js.ValueOf(map[string]interface{}{"error": fmt.Sprintf("argument %d is undefined", i)}) + } + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + marketIndex, err := safeUint8(args[0], 0) + if err != nil { + return wrapErr(err) + } + clientOrderIndex, err := safeInt(args[1], 1) + if err != nil { + return wrapErr(err) + } + baseAmount, err := safeInt(args[2], 2) + if err != nil { + return wrapErr(err) + } + price, err := safeUint32(args[3], 3) + if err != nil { + return wrapErr(err) + } + isAsk, err := safeUint8(args[4], 4) + if err != nil { + return wrapErr(err) + } + orderType, err := safeUint8(args[5], 5) + if err != nil { + return wrapErr(err) + } + timeInForce, err := safeUint8(args[6], 6) + if err != nil { + return wrapErr(err) + } + reduceOnly, err := safeUint8(args[7], 7) + if err != nil { + return wrapErr(err) + } + triggerPrice, err := safeUint32(args[8], 8) + if err != nil { + return wrapErr(err) + } + orderExpiry, err := safeInt(args[9], 9) + if err != nil { + return wrapErr(err) + } + nonce, err := safeInt(args[10], 10) + if err != nil { + return wrapErr(err) + } + + if orderExpiry == -1 { + orderExpiry = time.Now().Add(time.Hour * 24 * 28).UnixMilli() // 28 days + } + + txInfo := &types.CreateOrderTxReq{ + MarketIndex: marketIndex, + ClientOrderIndex: clientOrderIndex, + BaseAmount: baseAmount, + Price: price, + IsAsk: isAsk, + Type: orderType, + TimeInForce: timeInForce, + ReduceOnly: reduceOnly, + TriggerPrice: triggerPrice, + OrderExpiry: orderExpiry, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetCreateOrderTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCancelOrder", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "SignCancelOrder expects 5 args: marketIndex, orderIndex, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + marketIndex := uint8(args[0].Int()) + orderIndex := int64(args[1].Int()) + nonce := int64(args[2].Int()) + + txInfo := &types.CancelOrderTxReq{ + MarketIndex: marketIndex, + Index: orderIndex, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetCancelOrderTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCancelAllOrders", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "SignCancelAllOrders expects 5 args: timeInForce, time, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + timeInForce := uint8(args[0].Int()) + timeVal := int64(args[1].Int()) + nonce := int64(args[2].Int()) + + txInfo := &types.CancelAllOrdersTxReq{ + TimeInForce: timeInForce, + Time: timeVal, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetCancelAllOrdersTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignTransfer", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 7 { + return js.ValueOf(map[string]interface{}{"error": "SignTransfer expects 7 args: toAccount, usdcAmount, fee, memo, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + toAccount := int64(args[0].Int()) + usdcAmount := int64(args[1].Int()) + fee := int64(args[2].Int()) + memoStr := args[3].String() + nonce := int64(args[4].Int()) + + var memoArr [32]byte + bs := []byte(memoStr) + if len(bs) != 32 { + return wrapErr(fmt.Errorf("memo expected to be 32 bytes long")) + } + for i := 0; i < 32; i++ { + memoArr[i] = bs[i] + } + + txInfo := &types.TransferTxReq{ + ToAccountIndex: toAccount, + USDCAmount: usdcAmount, + Fee: fee, + Memo: memoArr, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetTransferTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignWithdraw", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 4 { + return js.ValueOf(map[string]interface{}{"error": "SignWithdraw expects 4 args: usdcAmount, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + usdcAmount := uint64(args[0].Int()) + nonce := int64(args[1].Int()) + + txInfo := &types.WithdrawTxReq{ + USDCAmount: usdcAmount, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetWithdrawTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignUpdateLeverage", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 6 { + return js.ValueOf(map[string]interface{}{"error": "SignUpdateLeverage expects 6 args: marketIndex, fraction, marginMode, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + marketIndex := uint8(args[0].Int()) + fraction := uint16(args[1].Int()) + marginMode := uint8(args[2].Int()) + nonce := int64(args[3].Int()) + + txInfo := &types.UpdateLeverageTxReq{ + MarketIndex: marketIndex, + InitialMarginFraction: fraction, + MarginMode: marginMode, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetUpdateLeverageTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignModifyOrder", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 8 { + return js.ValueOf(map[string]interface{}{"error": "SignModifyOrder expects 8 args: marketIndex, index, baseAmount, price, triggerPrice, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + marketIndex := uint8(args[0].Int()) + index := int64(args[1].Int()) + baseAmount := int64(args[2].Int()) + price := uint32(args[3].Int()) + triggerPrice := uint32(args[4].Int()) + nonce := int64(args[5].Int()) + + txInfo := &types.ModifyOrderTxReq{ + MarketIndex: marketIndex, + Index: index, + BaseAmount: baseAmount, + Price: price, + TriggerPrice: triggerPrice, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetModifyOrderTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCreateSubAccount", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 3 { + return js.ValueOf(map[string]interface{}{"error": "SignCreateSubAccount expects 3 args: nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + nonce := int64(args[0].Int()) + + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetCreateSubAccountTransaction(ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCreatePublicPool", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 6 { + return js.ValueOf(map[string]interface{}{"error": "SignCreatePublicPool expects 6 args: operatorFee, initialTotalShares, minOperatorShareRate, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + operatorFee := int64(args[0].Int()) + initialTotalShares := int64(args[1].Int()) + minOperatorShareRate := int64(args[2].Int()) + nonce := int64(args[3].Int()) + + txInfo := &types.CreatePublicPoolTxReq{ + OperatorFee: operatorFee, + InitialTotalShares: initialTotalShares, + MinOperatorShareRate: minOperatorShareRate, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetCreatePublicPoolTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignUpdatePublicPool", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 7 { + return js.ValueOf(map[string]interface{}{"error": "SignUpdatePublicPool expects 7 args: publicPoolIndex, status, operatorFee, minOperatorShareRate, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + publicPoolIndex := uint8(args[0].Int()) + status := uint8(args[1].Int()) + operatorFee := int64(args[2].Int()) + minOperatorShareRate := int64(args[3].Int()) + nonce := int64(args[4].Int()) + + txInfo := &types.UpdatePublicPoolTxReq{ + PublicPoolIndex: int64(publicPoolIndex), + Status: status, + OperatorFee: operatorFee, + MinOperatorShareRate: minOperatorShareRate, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetUpdatePublicPoolTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignMintShares", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "SignMintShares expects 5 args: publicPoolIndex, shareAmount, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + publicPoolIndex := int64(args[0].Int()) + shareAmount := int64(args[1].Int()) + nonce := int64(args[2].Int()) + + txInfo := &types.MintSharesTxReq{ + PublicPoolIndex: publicPoolIndex, + ShareAmount: shareAmount, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetMintSharesTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignBurnShares", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "SignBurnShares expects 5 args: publicPoolIndex, shareAmount, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + publicPoolIndex := int64(args[0].Int()) + shareAmount := int64(args[1].Int()) + nonce := int64(args[2].Int()) + + txInfo := &types.BurnSharesTxReq{ + PublicPoolIndex: publicPoolIndex, + ShareAmount: shareAmount, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetBurnSharesTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignUpdateMargin", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 6 { + return js.ValueOf(map[string]interface{}{"error": "SignUpdateMargin expects 6 args: marketIndex, usdcAmount, direction, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + marketIndex := uint8(args[0].Int()) + usdcAmount := int64(args[1].Int()) + direction := uint8(args[2].Int()) + nonce := int64(args[3].Int()) + + txInfo := &types.UpdateMarginTxReq{ + MarketIndex: marketIndex, + USDCAmount: usdcAmount, + Direction: direction, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + tx, err := c.GetUpdateMarginTransaction(txInfo, ops) + return convertTxInfoToJS(tx, err) + }) + })) + + js.Global().Set("SignCreateGroupedOrders", js.FuncOf(func(this js.Value, args []js.Value) interface{} { + return recoverPanic(func() js.Value { + if len(args) < 5 { + return js.ValueOf(map[string]interface{}{"error": "SignCreateGroupedOrders expects 5 args: groupingType, orders array, nonce, apiKeyIndex, accountIndex"}) + } + c, err := getClient(args) + if err != nil { + return wrapErr(err) + } + + groupingType := uint8(args[0].Int()) + + // Parse orders array from JS + ordersArg := args[1] + if ordersArg.Type() != js.TypeObject { + return js.ValueOf(map[string]interface{}{"error": "orders must be an array"}) + } + length := ordersArg.Length() + orders := make([]*types.CreateOrderTxReq, length) + + for i := 0; i < length; i++ { + orderObj := ordersArg.Index(i) + if orderObj.Type() != js.TypeObject { + return js.ValueOf(map[string]interface{}{"error": fmt.Sprintf("order %d must be an object", i)}) + } + + orderExpiry := int64(orderObj.Get("OrderExpiry").Int()) + if orderExpiry == -1 { + orderExpiry = time.Now().Add(time.Hour * 24 * 28).UnixMilli() + } + + orders[i] = &types.CreateOrderTxReq{ + MarketIndex: uint8(orderObj.Get("MarketIndex").Int()), + ClientOrderIndex: int64(orderObj.Get("ClientOrderIndex").Int()), + BaseAmount: int64(orderObj.Get("BaseAmount").Int()), + Price: uint32(orderObj.Get("Price").Int()), + IsAsk: uint8(orderObj.Get("IsAsk").Int()), + Type: uint8(orderObj.Get("Type").Int()), + TimeInForce: uint8(orderObj.Get("TimeInForce").Int()), + ReduceOnly: uint8(orderObj.Get("ReduceOnly").Int()), + TriggerPrice: uint32(orderObj.Get("TriggerPrice").Int()), + OrderExpiry: orderExpiry, + } + } + + nonce := int64(args[2].Int()) + + req := &types.CreateGroupedOrdersTxReq{ + GroupingType: groupingType, + Orders: orders, + } + ops := new(types.TransactOpts) + if nonce != -1 { + ops.Nonce = &nonce + } + + txInfo, err := c.GetCreateGroupedOrdersTransaction(req, ops) + return convertTxInfoToJS(txInfo, err) + }) + })) + + select {} +} diff --git a/src/exchanges/adapter.ts b/src/exchanges/adapter.ts index 6368db3..12474be 100644 --- a/src/exchanges/adapter.ts +++ b/src/exchanges/adapter.ts @@ -33,6 +33,8 @@ export interface ExchangePrecision { priceDecimals?: number; sizeDecimals?: number; marketId?: number; + minBaseAmount?: number; + minQuoteAmount?: number; } export interface ExchangeAdapter { diff --git a/src/exchanges/lighter/gateway.ts b/src/exchanges/lighter/gateway.ts index 9ef8a63..d8daa7a 100644 --- a/src/exchanges/lighter/gateway.ts +++ b/src/exchanges/lighter/gateway.ts @@ -7,7 +7,15 @@ import type { OrderListener, TickerListener, } from "../adapter"; -import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker, CreateOrderParams } from "../types"; +import type { + AsterAccountAsset, + AsterAccountSnapshot, + AsterDepth, + AsterKline, + AsterOrder, + AsterTicker, + CreateOrderParams, +} from "../types"; import { extractMessage } from "../../utils/errors"; import type { OrderSide, OrderType } from "../types"; import { LighterHttpClient } from "./http-client"; @@ -16,10 +24,12 @@ import { LighterSigner, type CreateOrderSignParams } from "./signer"; import { bytesToHex } from "./bytes"; import type { LighterAccountDetails, + LighterAccountAsset, LighterKline, LighterMarketStats, LighterOrder, LighterOrderBookLevel, + LighterOrderBookMetadata, LighterOrderBookSnapshot, LighterPosition, } from "./types"; @@ -125,6 +135,7 @@ const FEED_STALE_TIMEOUT_MS = 8_000; const STALE_CHECK_INTERVAL_MS = 2_000; const POSITION_HTTP_MAX_STALE_MS = 60_000; const ACCOUNT_POLL_INTERVAL_MS = 5_000; +const ORDER_RESYNC_INTERVAL_MS = 10_000; const POSITION_EPSILON = 1e-12; const RESOLUTION_MS: Record = { @@ -145,6 +156,10 @@ const TERMINAL_ORDER_STATUSES = new Set([ "canceled-reduce-only", ]); +const KNOWN_SPOT_MARKETS: Record = { + ETHUSDC: { marketId: 2048, base: "ETH", quote: "USDC", priceDecimals: 2, sizeDecimals: 4 }, +}; + export interface LighterGatewayOptions { symbol: string; // display symbol used by strategy logging marketSymbol?: string; // actual Lighter order book symbol (e.g., BTC) @@ -175,6 +190,8 @@ export class LighterGateway { private readonly pollers: Pollers = { ticker: undefined, klines: new Map() }; private accountPoller: ReturnType | null = null; private accountPollInFlight = false; + private ordersResyncTimer: ReturnType | null = null; + private ordersResyncInFlight = false; private readonly klineCache = new Map(); private readonly accountEvent = createEvent(); private readonly ordersEvent = createEvent(); @@ -185,17 +202,30 @@ export class LighterGateway { private readonly l1Address: string | null; private loggedCreateOrderPayload = false; private readonly logTxInfo: boolean; + private readonly primaryApiKeyIndex: number; + private lastNonceRefreshAt = 0; + private orderChain: Promise = Promise.resolve(); private lastWsPositionUpdateAt = 0; private readonly lastWsPositionByMarket = new Map(); private httpPositionsEmptyLogged = false; + private forcedSpotPreset = false; private marketId: number | null = null; + private marketType: "perp" | "spot" | null = null; private priceDecimals: number | null = null; private sizeDecimals: number | null = null; + private baseAssetId: number | null = null; + private quoteAssetId: number | null = null; + private baseAssetSymbol: string | null = null; + private quoteAssetSymbol: string | null = null; + private readonly assets = new Map(); + private minBaseAmount: number | null = null; + private minQuoteAmount: number | null = null; private readonly orderIndexByClientId = new Map(); private ws: WebSocket | null = null; private reconnectTimer: ReturnType | null = null; + private reconnectAttempts = 0; private readonly wsUrl: string; private connectPromise: Promise | null = null; private heartbeatTimer: ReturnType | null = null; @@ -209,6 +239,10 @@ export class LighterGateway { private orderBook: LighterOrderBookSnapshot | null = null; private ticker: LighterMarketStats | null = null; private initialized = false; + private readonly pendingJsonRequests = new Map< + string, + { resolve: (value: unknown) => void; reject: (error: unknown) => void } + >(); private readonly tickerPollMs: number; private readonly klinePollMs: number; @@ -226,11 +260,33 @@ export class LighterGateway { constructor(options: LighterGatewayOptions) { this.displaySymbol = options.symbol; this.marketSymbol = (options.marketSymbol ?? options.symbol).toUpperCase(); - this.environment = inferEnvironment(options.environment, options.baseUrl); + this.marketType = guessMarketType(this.marketSymbol); + const parsedSymbols = parseBaseQuote(this.marketSymbol); + this.baseAssetSymbol = parsedSymbols.base ?? null; + this.quoteAssetSymbol = parsedSymbols.quote ?? null; + this.applyPresetMarket(); + if (process.env.LIGHTER_MARKET_ID) { + this.marketId = Number(process.env.LIGHTER_MARKET_ID); + } + if (process.env.LIGHTER_MARKET_TYPE) { + this.marketType = normalizeMarketType(process.env.LIGHTER_MARKET_TYPE) ?? this.marketType; + } + const envPreference = + options.environment ?? + process.env.LIGHTER_ENV ?? + (this.forcedSpotPreset && !options.baseUrl ? "mainnet" : undefined); + this.environment = inferEnvironment(envPreference, options.baseUrl); const host = options.baseUrl ?? LIGHTER_HOSTS[this.environment]?.rest; if (!host) { throw new Error(`Unknown Lighter environment ${this.environment}`); } + if (process.env.LIGHTER_DEBUG === "1" || process.env.LIGHTER_DEBUG === "true") { + // eslint-disable-next-line no-console + console.error( + "[LighterGateway] init", + JSON.stringify({ env: this.environment, host, marketId: this.marketId, marketType: this.marketType }) + ); + } const wsHost = LIGHTER_HOSTS[this.environment]?.ws; if (!wsHost) { throw new Error(`WebSocket endpoint not configured for env ${this.environment}`); @@ -244,6 +300,10 @@ export class LighterGateway { baseUrl: host, }); this.apiKeyIndices = options.apiKeyIndices ?? Object.keys(options.apiKeys).map(Number); + if (this.forcedSpotPreset && this.apiKeyIndices.length > 1) { + this.apiKeyIndices.splice(1); // stick to the first key to avoid nonce drift + } + this.primaryApiKeyIndex = this.apiKeyIndices[0]!; this.nonceManager = new HttpNonceManager({ accountIndex: options.accountIndex, apiKeyIndices: this.apiKeyIndices, @@ -303,52 +363,69 @@ export class LighterGateway { } async createOrder(params: CreateOrderParams): Promise { - await this.ensureInitialized(); - const conversion = this.mapCreateOrderParams(params); - const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion; - const { apiKeyIndex, nonce } = this.nonceManager.next(); - try { - const signed = await this.signer.signCreateOrder({ - ...signParams, - apiKeyIndex, - nonce, - }); - const debugEnabled = process.env.LIGHTER_DEBUG === "1" || process.env.LIGHTER_DEBUG === "true"; - if (this.logTxInfo && !this.loggedCreateOrderPayload) { - this.logger("createOrder.txInfo", signed.txInfo); - this.loggedCreateOrderPayload = true; + const run = async (): Promise => { + await this.ensureInitialized(); + const conversion = this.mapCreateOrderParams(params); + const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion; + + const apiKeyIndex = + this.primaryApiKeyIndex != null ? this.primaryApiKeyIndex : this.apiKeyIndices[0] ?? 0; + await this.refreshNonceForOrder(apiKeyIndex); + const { nonce } = + this.primaryApiKeyIndex != null ? this.nonceManager.nextFor(this.primaryApiKeyIndex) : this.nonceManager.next(); + try { + const signed = await this.signer.signCreateOrder({ + ...signParams, + apiKeyIndex, + nonce, + }); + const debugEnabled = process.env.LIGHTER_DEBUG === "1" || process.env.LIGHTER_DEBUG === "true"; + if (this.logTxInfo || debugEnabled) { + // eslint-disable-next-line no-console + console.error( + "[LighterGateway] createOrder.tx", + JSON.stringify({ txType: signed.txType, txInfo: signed.txInfo }) + ); + } + const response = await this.dispatchTransaction(signed.txType, signed.txInfo, { priceProtection: false }); + if (debugEnabled && (response as { code?: number })?.code && (response as { code?: number }).code !== 200) { + this.logger("createOrder.sendTx.response", response); + } + const clientOrderIndexStr = signParams.clientOrderIndex.toString(); + return lighterOrderToAster(this.displaySymbol, { + order_index: clientOrderIndexStr, + client_order_index: clientOrderIndexStr, + order_id: clientOrderIndexStr, + client_order_id: clientOrderIndexStr, + market_index: signParams.marketIndex, + initial_base_amount: baseAmountScaledString, + remaining_base_amount: baseAmountScaledString, + price: priceScaledString, + trigger_price: triggerPriceScaledString, + is_ask: signParams.isAsk === 1, + side: signParams.isAsk === 1 ? "sell" : "buy", + type: params.type?.toLowerCase(), + reduce_only: signParams.reduceOnly === 1, + status: "NEW", + created_at: Date.now(), + } as LighterOrder); + } catch (error) { + this.nonceManager.acknowledgeFailure(apiKeyIndex); + if (isInvalidNonce(error)) { + await this.refreshNonceThrottle(apiKeyIndex); + } + this.logger("createOrder", error); + throw error; } - const auth = await this.ensureAuthToken(); - const response = await this.http.sendTransaction(signed.txType, signed.txInfo, { - authToken: auth, - priceProtection: false, - }); - if (debugEnabled && response.code !== 200) { - this.logger("createOrder.sendTx.response", response); - } - const clientOrderIndexStr = signParams.clientOrderIndex.toString(); - return lighterOrderToAster(this.displaySymbol, { - order_index: clientOrderIndexStr, - client_order_index: clientOrderIndexStr, - order_id: clientOrderIndexStr, - client_order_id: clientOrderIndexStr, - market_index: signParams.marketIndex, - initial_base_amount: baseAmountScaledString, - remaining_base_amount: baseAmountScaledString, - price: priceScaledString, - trigger_price: triggerPriceScaledString, - is_ask: signParams.isAsk === 1, - side: signParams.isAsk === 1 ? "sell" : "buy", - type: params.type?.toLowerCase(), - reduce_only: signParams.reduceOnly === 1, - status: "NEW", - created_at: Date.now(), - } as LighterOrder); - } catch (error) { - this.nonceManager.acknowledgeFailure(apiKeyIndex); - this.logger("createOrder", error); - throw error; - } + }; + + // serialize order creation to avoid concurrent nonce consumption + const chain = this.orderChain.then(run, run); + this.orderChain = chain.then( + () => undefined, + () => undefined + ); + return chain; } async cancelOrder(params: { marketIndex?: number; orderId: number | string; apiKeyIndex?: number }): Promise { @@ -365,12 +442,14 @@ export class LighterGateway { nonce, apiKeyIndex, }); - const auth = await this.ensureAuthToken(); - await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth }); + await this.dispatchTransaction(signed.txType, signed.txInfo); // Optimistically remove the order locally to avoid stale duplicates until WS confirms this.removeOrderLocally(String(params.orderId)); } catch (error) { this.nonceManager.acknowledgeFailure(apiKeyIndex); + if (isInvalidNonce(error)) { + await this.nonceManager.refresh(apiKeyIndex).catch((err) => this.logger("nonce.refresh", err)); + } throw error; } } @@ -387,10 +466,12 @@ export class LighterGateway { nonce, apiKeyIndex, }); - const auth = await this.ensureAuthToken(); - await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth }); + await this.dispatchTransaction(signed.txType, signed.txInfo); } catch (error) { this.nonceManager.acknowledgeFailure(apiKeyIndex); + if (isInvalidNonce(error)) { + await this.nonceManager.refresh(apiKeyIndex).catch((err) => this.logger("nonce.refresh", err)); + } throw error; } } @@ -409,12 +490,47 @@ export class LighterGateway { } private async loadMetadata(): Promise { - if (this.marketId != null && this.priceDecimals != null && this.sizeDecimals != null) return; const books = await this.http.getOrderBooks(); const desiredSymbol = this.marketSymbol; - let target = books.find((book) => (book.symbol ? String(book.symbol).toUpperCase() : "") === desiredSymbol); - if (!target && this.marketId != null) { - target = books.find((book) => Number(book.market_id) === Number(this.marketId)); + const wantsSpot = guessMarketType(desiredSymbol) === "spot" || this.marketType === "spot"; + this.logger("loadMetadata", { desiredSymbol, wantsSpot, presetMarketId: this.marketId, bookCount: books.length }); + let target: LighterOrderBookMetadata | null = null; + + if (!this.marketId && wantsSpot) { + const normalized = desiredSymbol.toUpperCase().replace(/[^A-Z0-9]/g, ""); + const preset = KNOWN_SPOT_MARKETS[normalized]; + if (preset) { + this.marketId = preset.marketId; + this.baseAssetSymbol = this.baseAssetSymbol ?? preset.base; + this.quoteAssetSymbol = this.quoteAssetSymbol ?? preset.quote; + this.marketType = "spot"; + } + } + + // If marketId is explicitly set (env/preset), force-match by ID first + if (this.marketId != null) { + target = books.find((book) => Number(book.market_id) === Number(this.marketId)) ?? null; + if (wantsSpot && target && normalizeMarketType(target.market_type) !== "spot") { + // Do not silently switch to perp; enforce spot + const spotById = books.find( + (book) => + normalizeMarketType(book.market_type) === "spot" && Number(book.market_id) === Number(this.marketId) + ); + target = spotById ?? null; + } + if (!target) { + throw new Error( + `Configured market id ${this.marketId} not found in Lighter order books. Check LIGHTER_ENV/baseUrl matches the venue that lists spot ETH/USDC (e.g., mainnet).` + ); + } + } + + if (!target) { + target = this.pickBestOrderBook(books, desiredSymbol, this.marketId); + if (wantsSpot && (!target || normalizeMarketType(target.market_type) !== "spot")) { + const spotAlt = this.findSpotSibling(books, desiredSymbol, this.marketId); + if (spotAlt) target = spotAlt; + } } if (!target) { if (this.marketId != null && this.priceDecimals != null && this.sizeDecimals != null) { @@ -422,13 +538,31 @@ export class LighterGateway { } throw new Error(`Symbol ${desiredSymbol} not listed on Lighter order books`); } + if (wantsSpot && normalizeMarketType(target.market_type) !== "spot") { + throw new Error( + `Expected spot market for ${desiredSymbol}, but resolved to market_id=${target.market_id} type=${target.market_type ?? "unknown"}` + ); + } this.marketId = Number(target.market_id); + this.marketType = normalizeMarketType(target.market_type) ?? this.marketType ?? guessMarketType(target.symbol); + this.baseAssetId = target.base_asset_id ?? this.baseAssetId; + this.quoteAssetId = target.quote_asset_id ?? this.quoteAssetId; + this.minBaseAmount = Number(target.min_base_amount ?? target.min_base_amount); + this.minQuoteAmount = Number(target.min_quote_amount ?? target.min_quote_amount); if (this.priceDecimals == null) { this.priceDecimals = target.supported_price_decimals; } if (this.sizeDecimals == null) { this.sizeDecimals = target.supported_size_decimals; } + if (!this.baseAssetSymbol || !this.quoteAssetSymbol) { + const parsed = parseBaseQuote(target.symbol ?? this.marketSymbol); + if (!this.baseAssetSymbol) this.baseAssetSymbol = parsed.base ?? null; + if (!this.quoteAssetSymbol) this.quoteAssetSymbol = parsed.quote ?? null; + } + if (wantsSpot && this.marketType !== "spot") { + throw new Error(`Expected spot market for ${desiredSymbol}, but resolved to ${target.market_type ?? "unknown"}`); + } } private async refreshAccountSnapshot(): Promise { @@ -462,6 +596,7 @@ export class LighterGateway { } this.accountDetails = details; this.applyHttpPositions(details); + this.applyAccountAssets(details.assets); this.emitAccount(); } catch (error) { this.logger("refreshAccount", error); @@ -487,6 +622,35 @@ export class LighterGateway { } } + private applyAccountAssets(assets?: LighterAccountAsset[] | Record | null): void { + const payloadProvided = assets !== undefined && assets !== null; + const hasRawEntries = + Array.isArray(assets) ? assets.length > 0 : isPlainObject(assets) ? Object.keys(assets).length > 0 : false; + const normalized = this.normalizeAssets(assets); + if (!normalized.length) { + // Explicitly clear cached balances when the venue returns an empty payload, + // so closed spot positions don't linger as phantom holdings. + if (payloadProvided && !hasRawEntries) { + this.assets.clear(); + } + return; + } + for (const asset of normalized) { + const key = this.normalizeAssetKey(asset); + if (!key) continue; + this.assets.set(key, asset); + const assetId = Number(asset.asset_id); + if (Number.isFinite(assetId)) { + if (this.baseAssetId != null && assetId === this.baseAssetId && asset.symbol) { + this.baseAssetSymbol = asset.symbol.toUpperCase(); + } + if (this.quoteAssetId != null && assetId === this.quoteAssetId && asset.symbol) { + this.quoteAssetSymbol = asset.symbol.toUpperCase(); + } + } + } + } + private recordWsPositionUpdate(): void { this.lastWsPositionUpdateAt = Date.now(); this.httpPositionsEmptyLogged = false; @@ -531,6 +695,7 @@ export class LighterGateway { ws.removeAllListeners(); this.stopHeartbeat(); this.stopClientPing(); + this.rejectPendingJsonRequests(new Error("WebSocket closed")); if (this.ws === ws) { this.ws = null; } @@ -543,6 +708,8 @@ export class LighterGateway { ws.on("open", async () => { try { this.lastMessageAt = Date.now(); + this.lastDepthUpdateAt = this.lastMessageAt; + this.staleReason = null; this.startHeartbeat(); this.startClientPing(); await this.subscribeChannels(); @@ -608,6 +775,13 @@ export class LighterGateway { auth, }) ); + ws.send( + JSON.stringify({ + type: "subscribe", + channel: `account_all_assets/${Number(this.signer.accountIndex)}`, + auth, + }) + ); } private async ensureAuthToken(): Promise { @@ -622,12 +796,149 @@ export class LighterGateway { return token; } + private async refreshNonceForOrder(apiKeyIndex: number): Promise { + try { + await this.nonceManager.refresh(apiKeyIndex); + this.lastNonceRefreshAt = Date.now(); + } catch (error) { + // Swallow refresh errors to avoid blocking order flow; real send will surface issues + this.logger("nonce.refresh.order", error); + } + } + + private async refreshNonceThrottle(apiKeyIndex: number): Promise { + const now = Date.now(); + if (now - this.lastNonceRefreshAt < 1500) { + return; // avoid spamming nextNonce; let next cycle try again + } + this.lastNonceRefreshAt = now; + await this.nonceManager.refresh(apiKeyIndex); + } + + private async dispatchTransaction( + txType: number, + txInfo: string, + options: { priceProtection?: boolean } = {} + ): Promise { + const auth = await this.ensureAuthToken(); + try { + return await this.http.sendTransaction(txType, txInfo, { + authToken: auth, + priceProtection: options.priceProtection, + }); + } catch (error) { + this.logger("http:sendTx", error); + if (this.ws && this.ws.readyState === WebSocket.OPEN) { + return this.sendTransactionViaWs(txType, txInfo); + } + throw error; + } + } + + private async sendTransactionViaWs(txType: number, txInfo: string): Promise { + const ws = this.ws; + if (!ws || ws.readyState !== WebSocket.OPEN) { + throw new Error("WebSocket not connected for tx dispatch"); + } + const id = `tx-${Date.now()}-${Math.random().toString(16).slice(2, 8)}`; + const payload = { + type: "jsonapi/sendtx", + data: { + id, + tx_type: txType, + tx_info: tryParseTxInfo(txInfo), + }, + }; + return new Promise((resolve, reject) => { + const timer = setTimeout(() => { + this.pendingJsonRequests.delete(id); + reject(new Error("WebSocket sendtx timeout")); + }, 3000); + this.pendingJsonRequests.set(id, { + resolve: (value) => { + clearTimeout(timer); + resolve(value); + }, + reject: (error) => { + clearTimeout(timer); + reject(error); + }, + }); + try { + ws.send(JSON.stringify(payload)); + } catch (error) { + clearTimeout(timer); + this.pendingJsonRequests.delete(id); + reject(error); + } + }); + } + + private pickBestOrderBook( + books: LighterOrderBookMetadata[], + desiredSymbol: string, + desiredMarketId?: number | null + ): LighterOrderBookMetadata | null { + const desiredForms = normalizeSymbolForms(desiredSymbol); + let candidates = books.filter((book) => { + const symbolForms = normalizeSymbolForms(book.symbol); + const idMatch = desiredMarketId != null && Number(book.market_id) === Number(desiredMarketId); + const symbolMatch = desiredForms.some((form) => symbolForms.includes(form)); + return idMatch || symbolMatch; + }); + if (!candidates.length && desiredMarketId != null) { + candidates = books.filter((book) => Number(book.market_id) === Number(desiredMarketId)); + } + if (!candidates.length) return null; + + const normalizedDesired = desiredSymbol.toUpperCase(); + const wantsSpot = + desiredSymbol.includes("/") || + desiredSymbol.includes("-") || + desiredSymbol.includes(":") || + normalizedDesired.includes("USDC") || + normalizedDesired.endsWith("USD"); + const preferred = candidates.filter((book) => + wantsSpot ? normalizeMarketType(book.market_type) === "spot" : true + ); + if (wantsSpot && preferred.length) { + candidates = preferred; + } + + const preferSpot = wantsSpot; + candidates.sort((a, b) => { + const aExact = normalizeSymbolForms(a.symbol).includes(desiredSymbol.toUpperCase()) ? 1 : 0; + const bExact = normalizeSymbolForms(b.symbol).includes(desiredSymbol.toUpperCase()) ? 1 : 0; + if (aExact !== bExact) return bExact - aExact; + const aSpot = normalizeMarketType(a.market_type) === "spot" ? 1 : 0; + const bSpot = normalizeMarketType(b.market_type) === "spot" ? 1 : 0; + if (aSpot !== bSpot) { + const aScore = preferSpot ? aSpot : 1 - aSpot; // prefer perp when not explicitly spot + const bScore = preferSpot ? bSpot : 1 - bSpot; + return bScore - aScore; + } + return 0; + }); + + return candidates[0]; + } + private scheduleReconnect(): void { if (this.reconnectTimer) return; + const attempt = this.reconnectAttempts + 1; + const delay = Math.min(2000 * attempt, 30_000); this.reconnectTimer = setTimeout(() => { this.reconnectTimer = null; - this.openWebSocket().catch((error) => this.logger("reconnect", error)); - }, 2000); + this.openWebSocket() + .then(() => { + this.reconnectAttempts = 0; + }) + .catch((error) => { + this.logger("reconnect", error); + this.reconnectAttempts = attempt; + this.scheduleReconnect(); + }); + }, delay); } private forceReconnect(reason: string): void { @@ -730,9 +1041,14 @@ export class LighterGateway { case "update/account_all_orders": this.handleAccountOrders(message); break; + case "subscribed/account_all_assets": + case "update/account_all_assets": + this.handleAccountAssets(message); + break; default: break; } + this.maybeResolveJsonRequest(message); } catch (error) { this.logger("ws:message", error); } @@ -760,6 +1076,27 @@ export class LighterGateway { } } + private maybeResolveJsonRequest(message: any): void { + const id = extractJsonRequestId(message); + if (!id) return; + const pending = this.pendingJsonRequests.get(id); + if (!pending) return; + this.pendingJsonRequests.delete(id); + pending.resolve(message); + } + + private rejectPendingJsonRequests(reason: unknown): void { + for (const [id, pending] of Array.from(this.pendingJsonRequests.entries())) { + try { + pending.reject(reason); + } catch (error) { + this.logger(`ws:pending:${id}`, error); + } finally { + this.pendingJsonRequests.delete(id); + } + } + } + private handleOrderBookSnapshot(message: any): void { if (!message?.order_book) return; const incomingOffset = Number(message.offset ?? message.order_book?.offset ?? 0); @@ -858,6 +1195,14 @@ export class LighterGateway { this.applyOrderBuckets(ordersObject, snapshot); } + private handleAccountAssets(message: any): void { + if (!message) return; + const assets = this.normalizeAssets(message.assets); + if (!assets.length) return; + this.applyAccountAssets(assets); + this.emitAccount(); + } + private normalizePositions(source: unknown): LighterPosition[] { if (!source) return []; if (Array.isArray(source)) { @@ -986,6 +1331,54 @@ export class LighterGateway { return typeof value === "object" && value != null; } + private normalizeAssets(source: unknown): LighterAccountAsset[] { + if (!source) return []; + const coerce = (entry: unknown): LighterAccountAsset | null => { + if (!this.isAsset(entry)) return null; + const balance = + typeof entry.balance === "number" ? entry.balance.toString() : entry.balance ?? "0"; + const locked = + typeof entry.locked_balance === "number" + ? entry.locked_balance.toString() + : entry.locked_balance; + const rawSymbol = + (entry.symbol ?? (entry.asset_id != null ? String(entry.asset_id) : undefined)) ?? undefined; + const symbol = rawSymbol ? rawSymbol.toUpperCase() : undefined; + return { ...entry, balance, locked_balance: locked, symbol }; + }; + if (Array.isArray(source)) { + return (source as unknown[]) + .map(coerce) + .filter((entry): entry is LighterAccountAsset => Boolean(entry)); + } + if (isPlainObject(source)) { + return Object.values(source) + .map(coerce) + .filter((entry): entry is LighterAccountAsset => Boolean(entry)); + } + if (this.isAsset(source)) { + const coerced = coerce(source); + return coerced ? [coerced] : []; + } + return []; + } + + private normalizeAssetKey(asset: LighterAccountAsset): string | null { + if (asset.asset_id != null && Number.isFinite(Number(asset.asset_id))) { + return `id:${Number(asset.asset_id)}`; + } + if (asset.symbol) { + return `symbol:${asset.symbol.toUpperCase()}`; + } + return null; + } + + private isAsset(value: unknown): value is LighterAccountAsset { + if (typeof value !== "object" || value == null) return false; + const balance = (value as LighterAccountAsset).balance as unknown; + return typeof balance === "string" || typeof balance === "number"; + } + private applyOrderList(rawOrders: unknown, marketId: number | null, snapshot: boolean): void { const orders = this.normalizeOrders(rawOrders); if (snapshot) { @@ -1101,8 +1494,16 @@ export class LighterGateway { this.displaySymbol, this.accountDetails, this.positions, - [], - { marketSymbol: this.marketSymbol, marketId: this.marketId } + this.buildAccountAssets(), + { + marketSymbol: this.marketSymbol, + marketId: this.marketId, + marketType: this.marketType ?? guessMarketType(this.marketSymbol), + baseAssetSymbol: this.baseAssetSymbol, + quoteAssetSymbol: this.quoteAssetSymbol, + baseAssetId: this.baseAssetId, + quoteAssetId: this.quoteAssetId, + } ); this.accountEvent.emit(snapshot); this.lastAccountUpdateAt = Date.now(); @@ -1189,6 +1590,38 @@ export class LighterGateway { this.accountPoller = setInterval(pollAccount, ACCOUNT_POLL_INTERVAL_MS); pollAccount(); } + + if (!this.ordersResyncTimer) { + const resyncOrders = () => { + const now = Date.now(); + if (now - this.lastOrdersUpdateAt < ORDER_RESYNC_INTERVAL_MS - 500) return; + if (this.ordersResyncInFlight) return; + this.ordersResyncInFlight = true; + this.requestOrdersSnapshot() + .catch((error) => this.logger("ordersResync", error)) + .finally(() => { + this.ordersResyncInFlight = false; + }); + }; + this.ordersResyncTimer = setInterval(resyncOrders, ORDER_RESYNC_INTERVAL_MS); + } + } + + private async requestOrdersSnapshot(): Promise { + const ws = this.ws; + if (!ws || ws.readyState !== WebSocket.OPEN) return; + try { + const auth = await this.ensureAuthToken(); + ws.send( + JSON.stringify({ + type: "subscribe", + channel: `account_all_orders/${Number(this.signer.accountIndex)}`, + auth, + }) + ); + } catch (error) { + this.logger("ordersResyncSnapshot", error); + } } private startStaleMonitor(): void { @@ -1306,12 +1739,77 @@ export class LighterGateway { this.tickerEvent.emit(ticker); } + private buildAccountAssets(): AsterAccountAsset[] { + if (!this.assets.size) return []; + const now = Date.now(); + const list: AsterAccountAsset[] = []; + for (const asset of this.assets.values()) { + const balanceNum = parseNumber(asset.balance); + const lockedNum = parseNumber(asset.locked_balance ?? 0); + const availableRaw = balanceNum != null && lockedNum != null ? balanceNum - lockedNum : null; + const available = availableRaw != null ? Math.max(0, availableRaw) : null; + const assetId = Number(asset.asset_id); + const matchSymbol = + Number.isFinite(assetId) && this.baseAssetId != null && assetId === this.baseAssetId + ? this.baseAssetSymbol + : Number.isFinite(assetId) && this.quoteAssetId != null && assetId === this.quoteAssetId + ? this.quoteAssetSymbol + : null; + const assetSymbol = + (matchSymbol ?? asset.symbol ?? (asset.asset_id != null ? String(asset.asset_id) : "ASSET")).toUpperCase(); + list.push({ + asset: assetSymbol, + walletBalance: asset.balance ?? "0", + availableBalance: available != null && Number.isFinite(available) ? available.toString() : asset.balance ?? "0", + updateTime: now, + assetId: Number.isFinite(assetId) ? assetId : undefined, + }); + } + return list.sort((a, b) => a.asset.localeCompare(b.asset)); + } + + private applyPresetMarket(): void { + const normalized = (this.marketSymbol ?? "").toUpperCase().replace(/[^A-Z0-9]/g, ""); + const preset = KNOWN_SPOT_MARKETS[normalized]; + if (!preset) return; + if (this.marketId == null) this.marketId = preset.marketId; + if (!this.baseAssetSymbol) this.baseAssetSymbol = preset.base; + if (!this.quoteAssetSymbol) this.quoteAssetSymbol = preset.quote; + if (!this.marketType) this.marketType = "spot"; + if (preset.priceDecimals != null) this.priceDecimals = this.priceDecimals ?? preset.priceDecimals; + if (preset.sizeDecimals != null) this.sizeDecimals = this.sizeDecimals ?? preset.sizeDecimals; + this.forcedSpotPreset = true; + } + + private findSpotSibling( + books: LighterOrderBookMetadata[], + desiredSymbol: string, + desiredMarketId?: number | null + ): LighterOrderBookMetadata | null { + const parsed = parseBaseQuote(desiredSymbol); + const base = parsed.base; + const quote = parsed.quote; + if (!base || !quote) return null; + const matches = books.filter((book) => { + if (normalizeMarketType(book.market_type) !== "spot") return false; + const forms = normalizeSymbolForms(book.symbol); + const hasBase = forms.includes(base) || forms.includes(`${base}${quote}`) || forms.includes(`${base}-${quote}`); + const hasQuote = forms.includes(quote) || forms.includes(`${base}${quote}`) || forms.includes(`${base}-${quote}`); + const idMatch = desiredMarketId != null && Number(book.market_id) === Number(desiredMarketId); + return (hasBase && hasQuote) || idMatch; + }); + if (!matches.length) return null; + return matches[0]; + } + async getPrecision(): Promise<{ priceTick: number; qtyStep: number; priceDecimals: number; sizeDecimals: number; marketId: number | null; + minBaseAmount: number | null; + minQuoteAmount: number | null; }> { await this.loadMetadata(); if (this.priceDecimals == null || this.sizeDecimals == null) { @@ -1325,9 +1823,82 @@ export class LighterGateway { priceDecimals: this.priceDecimals, sizeDecimals: this.sizeDecimals, marketId: this.marketId ?? null, + minBaseAmount: this.minBaseAmount ?? null, + minQuoteAmount: this.minQuoteAmount ?? null, }; } + private isSpotMarket(): boolean { + return (this.marketType ?? "").toLowerCase() === "spot"; + } + + private enforceMinimums(quantity: number, price: number | null | undefined): number { + let qty = Number(quantity); + if (!Number.isFinite(qty) || qty <= 0) { + throw new Error("Lighter order requires positive quantity"); + } + if (this.minBaseAmount != null && Number.isFinite(this.minBaseAmount)) { + qty = Math.max(qty, this.minBaseAmount); + } + if (this.minQuoteAmount != null && Number.isFinite(this.minQuoteAmount) && Number.isFinite(price)) { + const minByQuote = this.minQuoteAmount / Number(price); + if (Number.isFinite(minByQuote) && minByQuote > 0) { + qty = Math.max(qty, minByQuote); + } + } + return qty; + } + + private getAvailableAssetAmount(assetId?: number | null, symbol?: string | null): { available: number | null; wallet: number | null } { + if (!this.assets.size) return null; + const normalizedSymbol = symbol ? symbol.toUpperCase() : null; + for (const asset of this.assets.values()) { + const idMatches = assetId != null && Number.isFinite(Number(asset.asset_id)) && Number(asset.asset_id) === assetId; + const symbolMatches = normalizedSymbol && asset.symbol && asset.symbol.toUpperCase() === normalizedSymbol; + if (!idMatches && !symbolMatches) continue; + const balance = parseNumber(asset.balance); + const locked = parseNumber(asset.locked_balance ?? 0); + if (balance == null) continue; + const available = locked != null ? balance - locked : balance; + return { + available: Number.isFinite(available) ? available : null, + wallet: Number.isFinite(balance) ? balance : null, + }; + } + return { available: null, wallet: null }; + } + + private assertSpotBalance(params: { isAsk: boolean; quantity: number | null | undefined; price: number | null }): void { + const qty = Number(params.quantity); + if (!Number.isFinite(qty) || qty <= 0) return; + if (params.isAsk) { + const baseAmounts = this.getAvailableAssetAmount(this.baseAssetId, this.baseAssetSymbol); + const availableBase = baseAmounts?.available ?? null; + const walletBase = baseAmounts?.wallet ?? null; + const effective = Math.max( + availableBase != null && Number.isFinite(availableBase) ? availableBase : 0, + walletBase != null && Number.isFinite(walletBase) ? walletBase : 0 + ); + if (effective + 1e-9 < qty) { + throw new Error( + `Insufficient base asset (${this.baseAssetSymbol ?? "BASE"} available ${availableBase ?? 0}${ + walletBase != null ? ` wallet ${walletBase}` : "" + }) for spot sell ${qty}` + ); + } + return; + } + const price = Number(params.price); + if (!Number.isFinite(price) || price <= 0) return; + const requiredQuote = qty * price; + const availableQuote = this.getAvailableAssetAmount(this.quoteAssetId, this.quoteAssetSymbol); + if (availableQuote != null && availableQuote + 1e-9 < requiredQuote) { + throw new Error( + `Insufficient quote asset (${this.quoteAssetSymbol ?? "QUOTE"} available ${availableQuote}) for spot buy requiring ${requiredQuote}` + ); + } + } + private mapCreateOrderParams(params: CreateOrderParams): Omit & { baseAmountScaledString: string; priceScaledString: string; @@ -1337,12 +1908,41 @@ export class LighterGateway { if (this.marketId == null || this.priceDecimals == null || this.sizeDecimals == null) { throw new Error("Lighter market metadata not initialized"); } + const wantsSpot = guessMarketType(this.marketSymbol) === "spot" || this.marketType === "spot"; + if (wantsSpot && this.marketType !== "spot") { + throw new Error( + `Refusing to place order on non-spot market (marketId=${this.marketId}, type=${this.marketType ?? "unknown"}) for symbol=${this.marketSymbol}` + ); + } if (params.quantity == null || !Number.isFinite(params.quantity)) { throw new Error("Lighter orders require quantity"); } + if (process.env.LIGHTER_DEBUG === "1" || process.env.LIGHTER_DEBUG === "true") { + // eslint-disable-next-line no-console + console.error( + "[LighterGateway] createOrder.inputs", + JSON.stringify({ + marketId: this.marketId, + marketType: this.marketType, + priceDecimals: this.priceDecimals, + sizeDecimals: this.sizeDecimals, + symbol: this.marketSymbol, + wantsSpot, + }) + ); + } const side = params.side; const isAsk = side === "SELL" ? 1 : 0; - const baseAmount = scaleQuantityWithMinimum(params.quantity, this.sizeDecimals); + const enforcedQty = this.enforceMinimums(params.quantity, params.price ?? null); + if (this.isSpotMarket() && isAsk === 1) { + const availableBase = this.getAvailableAssetAmount(this.baseAssetId, this.baseAssetSymbol); + if (availableBase != null && availableBase + 1e-9 < enforcedQty) { + throw new Error( + `Spot sell quantity ${enforcedQty} exceeds available base ${availableBase} (min trade size may be higher than balance)` + ); + } + } + const baseAmount = scaleQuantityWithMinimum(enforcedQty, this.sizeDecimals); const baseAmountScaledString = scaledToDecimalString(baseAmount, this.sizeDecimals); const clientOrderIndex = BigInt(Date.now() % Number.MAX_SAFE_INTEGER); let priceScaled = params.price != null ? decimalToScaled(params.price, this.priceDecimals) : null; @@ -1352,7 +1952,8 @@ export class LighterGateway { if (priceScaled == null) { throw new Error("Lighter order requires price"); } - const reduceOnly = params.reduceOnly === "true" || params.closePosition === "true" ? 1 : 0; + const reduceOnly = + this.isSpotMarket() ? 0 : params.reduceOnly === "true" || params.closePosition === "true" ? 1 : 0; const resultType = mapOrderType(params.type ?? "LIMIT"); const resultTimeInForce = mapTimeInForce(params.timeInForce, params.type ?? "LIMIT"); let triggerPriceScaled = 0n; @@ -1369,6 +1970,23 @@ export class LighterGateway { ? BigInt(IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER) : BigInt(Date.now() + TWENTY_EIGHT_DAYS_MS); + const resolvedPrice = + params.price ?? + (() => { + try { + return Number(scaledToDecimalString(priceScaled, this.priceDecimals)); + } catch { + return null; + } + })(); + if (this.isSpotMarket()) { + this.assertSpotBalance({ + isAsk: isAsk === 1, + quantity: params.quantity, + price: resolvedPrice, + }); + } + return { marketIndex: this.marketId, clientOrderIndex, @@ -1533,3 +2151,79 @@ function decimalsToStep(decimals: number): number { function isPlainObject(value: unknown): value is Record { return typeof value === "object" && value != null && !Array.isArray(value); } + +function parseNumber(value: string | number): number | null { + const num = typeof value === "number" ? value : Number(value); + if (!Number.isFinite(num)) return null; + return num; +} + +function parseBaseQuote(symbol: string | null | undefined): { base?: string; quote?: string } { + if (!symbol) return {}; + const sanitized = symbol.toUpperCase(); + const delimiters = ["/", "-", ":"]; + for (const delimiter of delimiters) { + if (sanitized.includes(delimiter)) { + const [base, quote] = sanitized.split(delimiter); + return { base: base || undefined, quote: quote || undefined }; + } + } + if (sanitized.length >= 6) { + // Fall back to first 3/remaining split for compact symbols like ETHUSDC + return { base: sanitized.slice(0, 3), quote: sanitized.slice(3) }; + } + return { base: sanitized }; +} + +function normalizeMarketType(value: string | null | undefined): "perp" | "spot" | undefined { + if (!value) return undefined; + const normalized = value.toLowerCase(); + if (normalized === "spot") return "spot"; + if (normalized === "perp" || normalized === "perpetual" || normalized === "futures") return "perp"; + return undefined; +} + +function guessMarketType(symbol: string | null | undefined): "perp" | "spot" | null { + if (!symbol) return null; + const upper = symbol.toUpperCase(); + if (upper.includes("/") || upper.includes("-") || upper.includes(":") || upper.endsWith("USDC")) { + return "spot"; + } + return null; +} + +function isInvalidNonce(error: unknown): boolean { + const message = typeof error === "string" ? error : error instanceof Error ? error.message : String(error); + return message.includes("invalid nonce") || message.includes("\"code\":21104") || message.includes("21104"); +} + +function extractJsonRequestId(message: any): string | null { + if (!message || typeof message !== "object") return null; + const direct = (message as { id?: unknown }).id; + const nested = (message as { data?: { id?: unknown } }).data?.id; + const value = direct ?? nested; + if (value === undefined || value === null) return null; + const str = String(value); + return str ? str : null; +} + +function tryParseTxInfo(value: string): unknown { + try { + return JSON.parse(value); + } catch (_) { + return value; + } +} + +function normalizeSymbolForms(value: string | null | undefined): string[] { + if (!value) return []; + const upper = value.toUpperCase(); + const sanitized = upper.replace(/[^A-Z0-9]/g, ""); + const parts = upper.split(/[-:/]/).filter(Boolean); + const base = parts.length ? parts[0] : ""; + const forms = new Set(); + if (upper) forms.add(upper); + if (sanitized) forms.add(sanitized); + if (base) forms.add(base); + return Array.from(forms); +} diff --git a/src/exchanges/lighter/http-client.ts b/src/exchanges/lighter/http-client.ts index d50c28e..3c34bec 100644 --- a/src/exchanges/lighter/http-client.ts +++ b/src/exchanges/lighter/http-client.ts @@ -38,7 +38,7 @@ interface NextNonceResponse extends ApiResponseBase { nonce: number; } -interface SendTxResponse extends ApiResponseBase { +export interface SendTxResponse extends ApiResponseBase { tx_hash: string; predicted_execution_time_ms?: number; } @@ -61,6 +61,7 @@ interface CandlesticksResponse extends ApiResponseBase { interface AccountResponse extends ApiResponseBase { account?: LighterAccountDetails; + accounts?: LighterAccountDetails[]; } export interface LighterHttpClientOptions { @@ -100,10 +101,12 @@ export class LighterHttpClient { return stats.map((entry) => ({ market_id: entry.market_id, symbol: entry.symbol, - index_price: entry.index_price ?? entry.mark_price ?? entry.last_trade_price, - mark_price: entry.mark_price ?? entry.last_trade_price, + market_type: (entry as any).market_type, + index_price: (entry as any).index_price ?? entry.mark_price ?? entry.last_trade_price, + mid_price: (entry as any).mid_price, + mark_price: entry.mark_price ?? (entry as any).mid_price ?? entry.last_trade_price, last_trade_price: entry.last_trade_price, - open_interest: entry.open_interest ?? "0", + open_interest: (entry as any).open_interest ?? "0", daily_base_token_volume: entry.daily_base_token_volume, daily_quote_token_volume: entry.daily_quote_token_volume, daily_price_low: entry.daily_price_low, @@ -136,7 +139,8 @@ export class LighterHttpClient { headers: authToken ? { Authorization: authToken } : undefined, tolerateNotFound: true, }); - return response.account ?? null; + const account = response.account ?? (Array.isArray(response.accounts) ? response.accounts[0] : null); + return account ?? null; } async getCandlesticks(params: { diff --git a/src/exchanges/lighter/lighter_signer_bridge.py b/src/exchanges/lighter/lighter_signer_bridge.py index 6e5844a..0732903 100755 --- a/src/exchanges/lighter/lighter_signer_bridge.py +++ b/src/exchanges/lighter/lighter_signer_bridge.py @@ -15,6 +15,16 @@ class StrOrErr(ctypes.Structure): _fields_ = [("str", ctypes.c_char_p), ("err", ctypes.c_char_p)] +class SignedTxResponse(ctypes.Structure): + _fields_ = [ + ("txType", ctypes.c_uint8), + ("txInfo", ctypes.c_char_p), + ("txHash", ctypes.c_char_p), + ("messageToSign", ctypes.c_char_p), + ("err", ctypes.c_char_p), + ] + + def _resolve_signer_path() -> str: base = os.path.abspath(os.path.dirname(__file__)) signers_dir = os.path.join(base, "signers") @@ -57,35 +67,54 @@ except OSError as exc: # pragma: no cover - runtime environment guard LIB.CreateClient.argtypes = [ctypes.c_char_p, ctypes.c_char_p, ctypes.c_int, ctypes.c_int, ctypes.c_longlong] LIB.CreateClient.restype = ctypes.c_char_p -LIB.SwitchAPIKey.argtypes = [ctypes.c_int] -LIB.SwitchAPIKey.restype = ctypes.c_char_p - +# New signer exports: SwitchAPIKey removed; apiKeyIndex is passed to every call LIB.SignCreateOrder.argtypes = [ - ctypes.c_int, - ctypes.c_longlong, - ctypes.c_longlong, - ctypes.c_int, - ctypes.c_int, - ctypes.c_int, - ctypes.c_int, - ctypes.c_int, - ctypes.c_int, - ctypes.c_longlong, - ctypes.c_longlong, + ctypes.c_int, # marketIndex + ctypes.c_longlong, # clientOrderIndex + ctypes.c_longlong, # baseAmount + ctypes.c_int, # price + ctypes.c_int, # isAsk + ctypes.c_int, # orderType + ctypes.c_int, # timeInForce + ctypes.c_int, # reduceOnly + ctypes.c_int, # triggerPrice + ctypes.c_longlong, # orderExpiry + ctypes.c_longlong, # nonce + ctypes.c_int, # apiKeyIndex + ctypes.c_longlong, # accountIndex ] -LIB.SignCreateOrder.restype = StrOrErr +LIB.SignCreateOrder.restype = SignedTxResponse -LIB.SignCancelOrder.argtypes = [ctypes.c_int, ctypes.c_longlong, ctypes.c_longlong] -LIB.SignCancelOrder.restype = StrOrErr +LIB.SignCancelOrder.argtypes = [ + ctypes.c_int, # marketIndex + ctypes.c_longlong, # orderIndex + ctypes.c_longlong, # nonce + ctypes.c_int, # apiKeyIndex + ctypes.c_longlong, # accountIndex +] +LIB.SignCancelOrder.restype = SignedTxResponse -LIB.SignCancelAllOrders.argtypes = [ctypes.c_int, ctypes.c_longlong, ctypes.c_longlong] -LIB.SignCancelAllOrders.restype = StrOrErr +LIB.SignCancelAllOrders.argtypes = [ + ctypes.c_int, # timeInForce + ctypes.c_longlong, # scheduledTime + ctypes.c_longlong, # nonce + ctypes.c_int, # apiKeyIndex + ctypes.c_longlong, # accountIndex +] +LIB.SignCancelAllOrders.restype = SignedTxResponse -LIB.CreateAuthToken.argtypes = [ctypes.c_longlong] +LIB.CreateAuthToken.argtypes = [ctypes.c_longlong, ctypes.c_int, ctypes.c_longlong] LIB.CreateAuthToken.restype = StrOrErr def _unwrap(result: StrOrErr) -> Dict[str, Any]: + if isinstance(result, SignedTxResponse): + if result.err: + return {"error": ctypes.string_at(result.err).decode("utf-8", errors="replace")} + tx_info = ctypes.string_at(result.txInfo).decode("utf-8", errors="replace") if result.txInfo else None + tx_hash = ctypes.string_at(result.txHash).decode("utf-8", errors="replace") if result.txHash else None + msg = ctypes.string_at(result.messageToSign).decode("utf-8", errors="replace") if result.messageToSign else None + return {"result": tx_info, "txHash": tx_hash, "messageToSign": msg} if result.err: return {"error": ctypes.string_at(result.err).decode("utf-8", errors="replace")} if result.str: @@ -119,9 +148,6 @@ def _ensure_client(params: Dict[str, Any]) -> Dict[str, Any]: if config is None: return {"error": "client_not_initialized"} - if api_key_index in _INITIALISED_KEYS: - return {"result": "ok"} - err_ptr = LIB.CreateClient( config["baseUrl"].encode("utf-8"), config["privateKey"].encode("utf-8"), @@ -132,14 +158,13 @@ def _ensure_client(params: Dict[str, Any]) -> Dict[str, Any]: outcome = _maybe_error(err_ptr) if "error" in outcome: return outcome - _INITIALISED_KEYS.add(api_key_index) return {"result": "ok"} def _switch_api_key(api_key_index: int) -> Dict[str, Any]: - err_ptr = LIB.SwitchAPIKey(ctypes.c_int(api_key_index)) - return _maybe_error(err_ptr) + # No-op with new signer (apiKeyIndex is passed to each call) + return {"result": "ok"} def handle_create_client(params: Dict[str, Any]) -> Dict[str, Any]: @@ -152,10 +177,6 @@ def handle_sign_create_order(params: Dict[str, Any]) -> Dict[str, Any]: return ensure api_key_index = int(params["apiKeyIndex"]) - switched = _switch_api_key(api_key_index) - if "error" in switched: - return switched - expiry = int(params["orderExpiry"]) result = LIB.SignCreateOrder( ctypes.c_int(int(params["marketIndex"])), @@ -169,6 +190,8 @@ def handle_sign_create_order(params: Dict[str, Any]) -> Dict[str, Any]: ctypes.c_int(int(params["triggerPrice"])), ctypes.c_longlong(expiry), ctypes.c_longlong(int(params["nonce"])), + ctypes.c_int(api_key_index), + ctypes.c_longlong(int(params["accountIndex"])), ) return _unwrap(result) @@ -179,14 +202,12 @@ def handle_sign_cancel_order(params: Dict[str, Any]) -> Dict[str, Any]: return ensure api_key_index = int(params["apiKeyIndex"]) - switched = _switch_api_key(api_key_index) - if "error" in switched: - return switched - result = LIB.SignCancelOrder( ctypes.c_int(int(params["marketIndex"])), ctypes.c_longlong(int(params["orderIndex"])), ctypes.c_longlong(int(params["nonce"])), + ctypes.c_int(api_key_index), + ctypes.c_longlong(int(params["accountIndex"])), ) return _unwrap(result) @@ -197,14 +218,12 @@ def handle_sign_cancel_all(params: Dict[str, Any]) -> Dict[str, Any]: return ensure api_key_index = int(params["apiKeyIndex"]) - switched = _switch_api_key(api_key_index) - if "error" in switched: - return switched - result = LIB.SignCancelAllOrders( ctypes.c_int(int(params["timeInForce"])), ctypes.c_longlong(int(params["scheduledTime"])), ctypes.c_longlong(int(params["nonce"])), + ctypes.c_int(api_key_index), + ctypes.c_longlong(int(params["accountIndex"])), ) return _unwrap(result) @@ -215,11 +234,12 @@ def handle_create_auth_token(params: Dict[str, Any]) -> Dict[str, Any]: return ensure api_key_index = int(params["apiKeyIndex"]) - switched = _switch_api_key(api_key_index) - if "error" in switched: - return switched - result = LIB.CreateAuthToken(ctypes.c_longlong(int(params["deadlineMs"]))) + result = LIB.CreateAuthToken( + ctypes.c_longlong(int(params["deadlineMs"])), + ctypes.c_int(api_key_index), + ctypes.c_longlong(int(params["accountIndex"])), + ) return _unwrap(result) diff --git a/src/exchanges/lighter/mappers.ts b/src/exchanges/lighter/mappers.ts index 6e01572..1184cd5 100644 --- a/src/exchanges/lighter/mappers.ts +++ b/src/exchanges/lighter/mappers.ts @@ -48,7 +48,7 @@ export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker volume: stats.daily_base_token_volume != null ? String(stats.daily_base_token_volume) : "0", quoteVolume: stats.daily_quote_token_volume != null ? String(stats.daily_quote_token_volume) : "0", priceChange: stats.daily_price_change != null ? String(stats.daily_price_change) : undefined, - markPrice: undefined, + markPrice: stats.mid_price ?? stats.mark_price ?? stats.index_price, weightedAvgPrice: undefined, } as AsterTicker; } @@ -163,7 +163,15 @@ export function toAccountSnapshot( details: LighterAccountDetails, positions: LighterPosition[] = [], assets: AsterAccountAsset[] = [], - options?: { marketSymbol?: string | null; marketId?: number | null } + options?: { + marketSymbol?: string | null; + marketId?: number | null; + marketType?: string | null; + baseAssetSymbol?: string | null; + quoteAssetSymbol?: string | null; + baseAssetId?: number | null; + quoteAssetId?: number | null; + } ): AsterAccountSnapshot { const targetSymbol = options?.marketSymbol ?? null; const targetMarketId = @@ -184,24 +192,46 @@ export function toAccountSnapshot( return true; }); const transformedPositions = filteredPositions.map((position) => lighterPositionToAster(symbol, position)); + if (!transformedPositions.length && normalizeMarketType(options?.marketType) === "spot") { + const baseSymbol = options?.baseAssetSymbol ?? options?.marketSymbol ?? symbol; + const baseAsset = findAsset(assets, baseSymbol); + const baseSize = Number(baseAsset?.walletBalance ?? 0); + if (Number.isFinite(baseSize) && baseSize > 0) { + transformedPositions.push({ + symbol, + positionAmt: baseSize.toString(), + entryPrice: "0", + unrealizedProfit: "0", + positionSide: "BOTH", + updateTime: Date.now(), + }); + } + } const aggregateUnrealized = transformedPositions.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0); - const assetList = assets.length ? assets : defaultAsset(details); + const assetList = assets.length ? assets : defaultAsset(details, options?.quoteAssetSymbol ?? "USDC"); + const totalWallet = computeTotalWalletBalance(assetList, details); return { canTrade: details.status !== 0, canDeposit: true, canWithdraw: true, updateTime: Date.now(), - totalWalletBalance: details.collateral ?? "0", + totalWalletBalance: totalWallet, + availableBalance: details.available_balance ?? undefined, totalUnrealizedProfit: aggregateUnrealized.toFixed(8), positions: transformedPositions, assets: assetList, + marketType: normalizeMarketType(options?.marketType), + baseAsset: options?.baseAssetSymbol ?? undefined, + quoteAsset: options?.quoteAssetSymbol ?? undefined, + baseAssetId: options?.baseAssetId ?? undefined, + quoteAssetId: options?.quoteAssetId ?? undefined, }; } -function defaultAsset(details: LighterAccountDetails): AsterAccountAsset[] { +function defaultAsset(details: LighterAccountDetails, quoteAsset: string): AsterAccountAsset[] { return [ { - asset: "USDC", + asset: quoteAsset || "USDC", walletBalance: details.collateral ?? "0", availableBalance: details.available_balance ?? details.collateral ?? "0", updateTime: Date.now(), @@ -209,6 +239,28 @@ function defaultAsset(details: LighterAccountDetails): AsterAccountAsset[] { ]; } +function computeTotalWalletBalance(assets: AsterAccountAsset[], details: LighterAccountDetails): string { + const sum = assets.reduce((acc, asset) => acc + Number(asset.walletBalance ?? 0), 0); + if (Number.isFinite(sum) && sum > 0) { + return sum.toString(); + } + return details.total_asset_value ?? details.collateral ?? "0"; +} + +function findAsset(assets: AsterAccountAsset[], target: string | undefined | null): AsterAccountAsset | undefined { + if (!target) return undefined; + const normalizedTarget = target.toUpperCase().split(/[-:/]/)[0]; + return assets.find((asset) => asset.asset.toUpperCase().split(/[-:/]/)[0] === normalizedTarget); +} + +function normalizeMarketType(value: string | null | undefined): "perp" | "spot" | undefined { + if (!value) return undefined; + const normalized = value.toLowerCase(); + if (normalized === "spot") return "spot"; + if (normalized === "perp" || normalized === "perpetual" || normalized === "futures") return "perp"; + return undefined; +} + function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition { const sign = position.sign ?? 0; const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH"; diff --git a/src/exchanges/lighter/nonce-manager.ts b/src/exchanges/lighter/nonce-manager.ts index 03231d0..bba64e0 100644 --- a/src/exchanges/lighter/nonce-manager.ts +++ b/src/exchanges/lighter/nonce-manager.ts @@ -67,6 +67,20 @@ export class HttpNonceManager implements LighterNonceManager { this.slots.set(apiKeyIndex, { apiKeyIndex, next: nonce, lastIssued: null }); } + nextFor(apiKeyIndex: number): { apiKeyIndex: number; nonce: bigint } { + if (!this.slots.size) { + throw new Error("Nonce manager not initialized"); + } + const slot = this.slots.get(apiKeyIndex); + if (!slot) { + throw new Error(`Nonce slot for API key index ${apiKeyIndex} is not initialized`); + } + const nonce = slot.next; + slot.lastIssued = nonce; + slot.next = nonce + 1n; + return { apiKeyIndex, nonce }; + } + private async refreshAll(force: boolean): Promise { await Promise.all( this.apiKeyIndices.map(async (index) => { diff --git a/src/exchanges/lighter/signer.ts b/src/exchanges/lighter/signer.ts index db479dc..98ed1ca 100644 --- a/src/exchanges/lighter/signer.ts +++ b/src/exchanges/lighter/signer.ts @@ -194,6 +194,7 @@ export class LighterSigner { triggerPrice: params.triggerPrice, orderExpiry: params.orderExpiry.toString(), nonce: params.nonce.toString(), + accountIndex: this.accountIndex.toString(), }); const txInfo = String(result); @@ -224,6 +225,7 @@ export class LighterSigner { marketIndex: params.marketIndex, orderIndex: params.orderIndex.toString(), nonce: params.nonce.toString(), + accountIndex: this.accountIndex.toString(), }); const txInfo = String(result); @@ -251,6 +253,7 @@ export class LighterSigner { timeInForce: params.timeInForce, scheduledTime: params.scheduledTime.toString(), nonce: params.nonce.toString(), + accountIndex: this.accountIndex.toString(), }); const txInfo = String(result); @@ -275,6 +278,7 @@ export class LighterSigner { const result = await this.bridge.call("create_auth_token", { apiKeyIndex: index, deadlineMs: Math.floor(deadlineMs / 1000), + accountIndex: this.accountIndex.toString(), }); return String(result ?? ""); } diff --git a/src/exchanges/lighter/signers/signer-amd64.so b/src/exchanges/lighter/signers/signer-amd64.so index 8cba2cd..424cac5 100644 Binary files a/src/exchanges/lighter/signers/signer-amd64.so and b/src/exchanges/lighter/signers/signer-amd64.so differ diff --git a/src/exchanges/lighter/signers/signer-arm64.dylib b/src/exchanges/lighter/signers/signer-arm64.dylib index 1ef58f7..d43e940 100644 Binary files a/src/exchanges/lighter/signers/signer-arm64.dylib and b/src/exchanges/lighter/signers/signer-arm64.dylib differ diff --git a/src/exchanges/lighter/types.ts b/src/exchanges/lighter/types.ts index 9a3e13e..7b36909 100644 --- a/src/exchanges/lighter/types.ts +++ b/src/exchanges/lighter/types.ts @@ -54,7 +54,10 @@ export interface LighterPosition { export interface LighterAccountDetails { collateral: string; available_balance?: string; + total_asset_value?: string; + cross_asset_value?: string; total_order_count?: number; + assets?: LighterAccountAsset[]; positions?: LighterPosition[]; status?: number; account_index: number; @@ -64,6 +67,13 @@ export interface LighterAccountDetails { pending_order_count?: number; } +export interface LighterAccountAsset { + symbol: string; + asset_id?: number; + balance: string | number; + locked_balance?: string | number; +} + export interface LighterAuthToken { token: string; expiresAt: number; @@ -85,10 +95,12 @@ export interface LighterOrderBookSnapshot { export interface LighterMarketStats { market_id: number; index_price: string; - mark_price: string; - open_interest: string; + mark_price?: string; + mid_price?: string; + open_interest?: string; last_trade_price: string; symbol?: string; + market_type?: "perp" | "spot" | string; current_funding_rate?: string; funding_rate?: string; funding_timestamp?: number; @@ -114,6 +126,9 @@ export interface LighterKline { export interface LighterOrderBookMetadata { symbol: string; market_id: number; + market_type?: "perp" | "spot" | string; + base_asset_id?: number; + quote_asset_id?: number; maker_fee: string; taker_fee: string; min_base_amount: string; diff --git a/src/exchanges/types.ts b/src/exchanges/types.ts index 9465408..4ddbd57 100644 --- a/src/exchanges/types.ts +++ b/src/exchanges/types.ts @@ -256,6 +256,7 @@ export interface AsterAccountAsset { walletBalance: string; availableBalance: string; updateTime: number; + assetId?: number; unrealizedProfit?: string; marginBalance?: string; maintMargin?: string; @@ -286,6 +287,11 @@ export interface AsterAccountSnapshot { maxWithdrawAmount?: string; positions: AsterAccountPosition[]; assets: AsterAccountAsset[]; + marketType?: "perp" | "spot"; + baseAsset?: string; + quoteAsset?: string; + baseAssetId?: number; + quoteAssetId?: number; } export interface AsterDepthLevel extends Array { diff --git a/src/strategy/offset-maker-engine.ts b/src/strategy/offset-maker-engine.ts index 035e248..d3c6307 100644 --- a/src/strategy/offset-maker-engine.ts +++ b/src/strategy/offset-maker-engine.ts @@ -10,7 +10,7 @@ import type { import { formatPriceToString } from "../utils/math"; import { createTradeLog } from "../logging/trade-log"; import { isUnknownOrderError, isRateLimitError } from "../utils/errors"; -import { getPosition } from "../utils/strategy"; +import { getPosition, parseSymbolParts } from "../utils/strategy"; import type { PositionSnapshot } from "../utils/strategy"; import { computeDepthStats } from "../utils/depth"; import { computePositionPnl } from "../utils/pnl"; @@ -43,6 +43,10 @@ export interface OffsetMakerEngineSnapshot extends MakerEngineSnapshot { depthImbalance: "balanced" | "buy_dominant" | "sell_dominant"; skipBuySide: boolean; skipSellSide: boolean; + marketType?: "perp" | "spot"; + baseAsset?: string | null; + quoteAsset?: string | null; + spotBalances?: { baseAvailable: number; quoteAvailable: number; baseWallet?: number } | null; } type MakerEvent = "update"; @@ -54,6 +58,8 @@ export class OffsetMakerEngine { private accountSnapshot: AsterAccountSnapshot | null = null; private depthSnapshot: AsterDepth | null = null; private tickerSnapshot: AsterTicker | null = null; + private lastKline: AsterKline | null = null; + private liveCandle: { startMs: number; open: number; close: number } | null = null; private openOrders: AsterOrder[] = []; private readonly locks: OrderLockMap = {}; @@ -66,7 +72,19 @@ export class OffsetMakerEngine { private readonly sessionVolume = new SessionVolumeTracker(); private priceTick: number = 0.1; private qtyStep: number = 0.001; + private minBaseAmount: number | null = null; + private minQuoteAmount: number | null = null; private precisionSync: Promise | null = null; + private marketType: "perp" | "spot" = "perp"; + private baseAsset: string | null = null; + private quoteAsset: string | null = null; + private baseAssetId: number | null = null; + private quoteAssetId: number | null = null; + private spotEntryPrice: number | null = null; + private lastSpotWallet = 0; + private spotKlineUp: boolean | null = null; + private lastSpotBuyGuardLogged = false; + private lastSpotStopSkipped = false; private timer: ReturnType | null = null; private processing = false; @@ -106,6 +124,9 @@ export class OffsetMakerEngine { ); this.priceTick = Math.max(1e-9, this.config.priceTick); this.qtyStep = Math.max(1e-9, this.qtyStep); + const parsedSymbols = parseSymbolParts(this.config.symbol); + this.baseAsset = parsedSymbols.base ?? null; + this.quoteAsset = parsedSymbols.quote ?? null; this.syncPrecision(); // Debounce window defaults to 3x refresh interval, min 1s this.repriceDwellMs = Math.max(1000, this.config.refreshIntervalMs * 3); @@ -146,11 +167,35 @@ export class OffsetMakerEngine { (snapshot) => { this.accountSnapshot = snapshot; this.feedStatus.account = true; + if (snapshot.marketType) { + this.marketType = snapshot.marketType; + } + const parsed = parseSymbolParts(this.config.symbol); + this.baseAsset = snapshot.baseAsset ?? this.baseAsset ?? parsed.base ?? null; + this.quoteAsset = snapshot.quoteAsset ?? this.quoteAsset ?? parsed.quote ?? null; + this.baseAssetId = snapshot.baseAssetId ?? this.baseAssetId; + this.quoteAssetId = snapshot.quoteAssetId ?? this.quoteAssetId; const totalUnrealized = Number(snapshot.totalUnrealizedProfit ?? "0"); if (Number.isFinite(totalUnrealized)) { this.accountUnrealized = totalUnrealized; } + const balances = this.getSpotBalances(snapshot); + if (snapshot.marketType === "spot" || this.marketType === "spot") { + const baseWallet = balances?.baseWallet ?? 0; + if (baseWallet < EPS) { + this.spotEntryPrice = null; + } else if (baseWallet > this.lastSpotWallet + EPS) { + const ref = this.getReferencePrice(); + if (Number.isFinite(ref)) { + this.spotEntryPrice = Number(ref); + } + } + this.lastSpotWallet = baseWallet; + } const position = getPosition(snapshot, this.config.symbol); + if (this.marketType === "spot" && this.spotEntryPrice != null) { + position.entryPrice = this.spotEntryPrice; + } this.sessionVolume.update(position, this.getReferencePrice()); this.emitUpdate(); }, @@ -215,8 +260,15 @@ export class OffsetMakerEngine { safeSubscribe( this.exchange.watchKlines.bind(this.exchange, this.config.symbol, "1m"), - (_klines) => { - /* no-op */ + (klines) => { + if (!Array.isArray(klines) || !klines.length) return; + const latest = klines[klines.length - 1]; + this.lastKline = latest; + const open = Number(latest.open); + const close = Number(latest.close); + if (Number.isFinite(open) && Number.isFinite(close)) { + this.spotKlineUp = close > open; + } }, log, { @@ -279,7 +331,11 @@ export class OffsetMakerEngine { this.lastSkipSell = skipSellSide; this.lastImbalance = imbalance; - const position = getPosition(this.accountSnapshot, this.config.symbol); + const position = this.getPositionSnapshot(); + const isSpotMarket = this.marketType === "spot"; + const spotBalances = isSpotMarket ? this.getSpotBalances() : null; + const balancesForSpot = isSpotMarket ? spotBalances ?? { baseAvailable: 0, quoteAvailable: 0 } : spotBalances; + this.updateLiveCandle(); const handledImbalance = await this.handleImbalanceExit(position, buySum, sellSum); if (handledImbalance) { this.emitUpdate(); @@ -302,34 +358,141 @@ export class OffsetMakerEngine { const safeAsk = this.ensureMakerPrice("SELL", rawAskPrice, finalBid, finalAsk); const bidPrice = safeBid != null ? formatPriceToString(safeBid, priceDecimals) : null; const askPrice = safeAsk != null ? formatPriceToString(safeAsk, priceDecimals) : null; - const absPosition = Math.abs(position.positionAmt); + const rawAbsPosition = Math.abs(position.positionAmt); + const minSell = + Number.isFinite(this.minBaseAmount) && this.minBaseAmount! > 0 + ? this.minBaseAmount! + : Math.max(this.config.tradeAmount, this.qtyStep); + let absPosition = rawAbsPosition; + const tinySpotPosition = + isSpotMarket && + minSell > 0 && + rawAbsPosition > EPS && + rawAbsPosition + EPS < minSell; + if (tinySpotPosition) { + absPosition = 0; // treat as flat to allow buys to accumulate until reaching minimum sell size + } const desired: DesiredOrder[] = []; const canEnter = !this.rateLimit.shouldBlockEntries(); + const allowSpotBuy = !isSpotMarket || this.isSpotKlineUp(); - if (absPosition < EPS) { + if (absPosition < EPS && isSpotMarket) { this.entryPricePendingLogged = false; + const baseAvail = balancesForSpot?.baseAvailable ?? 0; + const baseWallet = balancesForSpot?.baseWallet ?? baseAvail; + const maxBase = Math.max(baseAvail, baseWallet); + if (isSpotMarket && minSell > 0 && maxBase + EPS < minSell) { + // 无法卖出，跳过卖单，允许买单累计 + this.lastSellPriceViable = false; + if (!skipSellSide) { + this.tradeLog.push("info", "现货持仓低于最小卖单量，暂不挂卖单"); + } + } if (!skipBuySide && canEnter) { - if (bidPrice != null) { - this.lastBuyPriceViable = true; - desired.push({ side: "BUY", price: bidPrice, amount: this.config.tradeAmount, reduceOnly: false }); - } else if (this.lastBuyPriceViable) { - this.lastBuyPriceViable = false; - this.tradeLog.push("info", "跳过买单：价差不足以构造maker价格"); + if (!allowSpotBuy) { + if (this.lastBuyPriceViable) { + this.tradeLog.push("info", "现货买入仅在1m阳线，当前跳过买单"); + this.lastBuyPriceViable = false; + } + } else { + const buyAmount = this.computeSpotOrderSize({ + side: "BUY", + desiredAmount: this.config.tradeAmount, + price: bidPrice != null ? Number(bidPrice) : null, + balances: balancesForSpot, + }); + if (bidPrice != null && buyAmount >= EPS) { + this.lastBuyPriceViable = true; + desired.push({ side: "BUY", price: bidPrice, amount: buyAmount, reduceOnly: false }); + } else if (this.lastBuyPriceViable) { + this.lastBuyPriceViable = false; + const reason = + buyAmount < EPS && isSpotMarket + ? "现货可用报价资产不足，跳过买单" + : "跳过买单：价差不足以构造maker价格"; + this.tradeLog.push("info", reason); + } } } if (!skipSellSide && canEnter) { - if (askPrice != null) { - this.lastSellPriceViable = true; - desired.push({ side: "SELL", price: askPrice, amount: this.config.tradeAmount, reduceOnly: false }); - } else if (this.lastSellPriceViable) { - this.lastSellPriceViable = false; - this.tradeLog.push("info", "跳过卖单：价差不足以构造maker价格"); + const baseAvail = balancesForSpot?.baseAvailable ?? 0; + const baseWallet = balancesForSpot?.baseWallet ?? baseAvail; + const maxBase = Math.max(baseAvail, baseWallet); + if (isSpotMarket && minSell > 0 && maxBase + EPS < minSell) { + // 持仓低于最小卖单量，跳过卖单，等待累积 + if (this.lastSellPriceViable) { + this.lastSellPriceViable = false; + this.tradeLog.push("info", "现货持仓低于最小卖单量，跳过卖单"); + } + } else { + const desiredSellAmount = + isSpotMarket && balancesForSpot ? balancesForSpot.baseAvailable : this.config.tradeAmount; + const sellAmount = this.computeSpotOrderSize({ + side: "SELL", + desiredAmount: desiredSellAmount, + price: askPrice != null ? Number(askPrice) : null, + balances: balancesForSpot, + }); + if (askPrice != null && sellAmount >= EPS) { + this.lastSellPriceViable = true; + desired.push({ side: "SELL", price: askPrice, amount: sellAmount, reduceOnly: false }); + } else if (this.lastSellPriceViable) { + this.lastSellPriceViable = false; + const reason = + sellAmount < EPS && isSpotMarket + ? "现货可用基础资产不足，跳过卖单" + : "跳过卖单：价差不足以构造maker价格"; + this.tradeLog.push("info", reason); + } } } + } else if (absPosition < EPS) { + this.entryPricePendingLogged = false; + if (!skipBuySide && canEnter) { + if (isSpotMarket && !allowSpotBuy) { + if (this.lastBuyPriceViable) { + this.tradeLog.push("info", "现货买入仅在1m阳线，当前跳过买单"); + this.lastBuyPriceViable = false; + } + } else { + desired.push({ side: "BUY", price: bidPrice, amount: this.config.tradeAmount, reduceOnly: false }); + } + } + if (!skipSellSide && canEnter) { + if (isSpotMarket && minSell > 0 && this.minBaseAmount != null) { + const baseAvail = balancesForSpot?.baseAvailable ?? 0; + const baseWallet = balancesForSpot?.baseWallet ?? baseAvail; + if (Math.max(baseAvail, baseWallet) + EPS < minSell) { + this.lastSellPriceViable = false; + this.tradeLog.push("info", "现货持仓低于最小卖单量，跳过卖单"); + } + } + desired.push({ side: "SELL", price: askPrice, amount: this.config.tradeAmount, reduceOnly: false }); + } } else { const closeSide: "BUY" | "SELL" = position.positionAmt > 0 ? "SELL" : "BUY"; const closePrice = closeSide === "SELL" ? closeAskPrice : closeBidPrice; - desired.push({ side: closeSide, price: closePrice, amount: absPosition, reduceOnly: true }); + if (isSpotMarket && minSell > 0 && rawAbsPosition + EPS < minSell) { + // 持仓未达最小卖出量，等待累积，不下单 + this.lastSellPriceViable = false; + this.lastBuyPriceViable = false; + this.desiredOrders = []; + this.sessionVolume.update(position, this.getReferencePrice()); + this.emitUpdate(); + return; + } + const closeQty = + isSpotMarket && balancesForSpot + ? this.computeSpotOrderSize({ + side: "SELL", + desiredAmount: rawAbsPosition, + price: closePrice != null ? Number(closePrice) : null, + balances: balancesForSpot, + }) + : rawAbsPosition; + if (closePrice != null && closeQty >= EPS) { + desired.push({ side: closeSide, price: closePrice, amount: closeQty, reduceOnly: false }); + } } this.desiredOrders = desired; @@ -354,7 +517,8 @@ export class OffsetMakerEngine { } private async enforceRateLimitStop(): Promise { - const position = getPosition(this.accountSnapshot, this.config.symbol); + if (this.marketType === "spot") return; + const position = this.getPositionSnapshot(); if (Math.abs(position.positionAmt) < EPS) return; await this.flushOrders(); const absPosition = Math.abs(position.positionAmt); @@ -438,6 +602,7 @@ export class OffsetMakerEngine { buySum: number, sellSum: number ): Promise { + if (this.marketType === "spot") return false; const absPosition = Math.abs(position.positionAmt); if (absPosition < EPS) return false; @@ -547,7 +712,21 @@ export class OffsetMakerEngine { for (const target of toPlace) { if (!target) continue; if (target.amount < EPS) continue; + if ( + this.marketType === "spot" && + this.minBaseAmount != null && + target.side === "SELL" && + target.amount + EPS < this.minBaseAmount + ) { + // Skip placing sells that would be bumped by venue minimums + if (this.lastSellPriceViable) { + this.lastSellPriceViable = false; + this.tradeLog.push("info", "现货卖单低于最小成交量，跳过挂单等待累积"); + } + continue; + } try { + const reduceOnlyFlag = this.marketType === "spot" ? false : target.reduceOnly; await placeOrder( this.exchange, this.config.symbol, @@ -559,9 +738,9 @@ export class OffsetMakerEngine { target.price, // 已经是字符串价格 target.amount, (type, detail) => this.tradeLog.push(type, detail), - target.reduceOnly, + reduceOnlyFlag, { - markPrice: getPosition(this.accountSnapshot, this.config.symbol).markPrice, + markPrice: this.getPositionSnapshot().markPrice, maxPct: this.config.maxCloseSlippagePct, }, { @@ -593,6 +772,57 @@ export class OffsetMakerEngine { } private async checkRisk(position: PositionSnapshot, bidPrice: number, askPrice: number): Promise { + // For spot: use balance-derived size; if loss exceeds threshold, market sell to exit. + if (this.marketType === "spot") { + const absPosition = Math.abs(position.positionAmt); + if (absPosition < EPS) { + this.lastSpotStopSkipped = false; + return; + } + const minStopQty = Number.isFinite(this.minBaseAmount) ? this.minBaseAmount! : null; + if (minStopQty != null && minStopQty > 0 && absPosition + EPS < minStopQty) { + if (!this.lastSpotStopSkipped) { + this.tradeLog.push("info", "现货持仓低于最小平仓数量，跳过止损检查"); + this.lastSpotStopSkipped = true; + } + return; + } + this.lastSpotStopSkipped = false; + const pnl = computePositionPnl(position, bidPrice, askPrice); + const triggerStop = shouldStopLoss(position, bidPrice, askPrice, this.config.lossLimit); + if (!triggerStop) return; + this.tradeLog.push("stop", `现货止损，当前仓位=${absPosition.toFixed(6)} PnL=${pnl.toFixed(4)} USDT`); + try { + // 尽力撤销所有未完成挂单，避免锁定基础资产导致余额不足 + await this.exchange.cancelAllOrders({ symbol: this.config.symbol }).catch(() => {}); + await this.flushOrders(); + await marketClose( + this.exchange, + this.config.symbol, + this.openOrders, + this.locks, + this.timers, + this.pending, + "SELL", + absPosition, + (type, detail) => this.tradeLog.push(type, detail), + { + markPrice: position.markPrice, + expectedPrice: bidPrice || null, + maxPct: this.config.maxCloseSlippagePct, + }, + { qtyStep: this.qtyStep } + ); + } catch (error) { + if (isRateLimitError(error)) throw error; + if (isUnknownOrderError(error)) { + this.tradeLog.push("order", "止损平仓时订单已不存在"); + } else { + this.tradeLog.push("error", `现货止损失败: ${String(error)}`); + } + } + return; + } const absPosition = Math.abs(position.positionAmt); if (absPosition < EPS) return; @@ -691,6 +921,12 @@ export class OffsetMakerEngine { updated = true; } } + if (Number.isFinite(precision.minBaseAmount)) { + this.minBaseAmount = precision.minBaseAmount!; + } + if (Number.isFinite(precision.minQuoteAmount)) { + this.minQuoteAmount = precision.minQuoteAmount!; + } if (updated) { this.tradeLog.push( "info", @@ -724,7 +960,7 @@ export class OffsetMakerEngine { } private buildSnapshot(): OffsetMakerEngineSnapshot { - const position = getPosition(this.accountSnapshot, this.config.symbol); + const position = this.getPositionSnapshot(); const { topBid, topAsk } = getTopPrices(this.depthSnapshot); const spread = topBid != null && topAsk != null ? topAsk - topBid : null; const pnl = computePositionPnl(position, topBid, topAsk); @@ -750,6 +986,10 @@ export class OffsetMakerEngine { depthImbalance: this.lastImbalance, skipBuySide: this.lastSkipBuy, skipSellSide: this.lastSkipSell, + marketType: this.marketType, + baseAsset: this.baseAsset, + quoteAsset: this.quoteAsset, + spotBalances: this.marketType === "spot" ? this.getSpotBalances() : null, }; } @@ -757,6 +997,98 @@ export class OffsetMakerEngine { return getMidOrLast(this.depthSnapshot, this.tickerSnapshot); } + private isSpotKlineUp(): boolean { + return this.spotKlineUp === true || this.isLiveCandleUp(); + } + + private isLiveCandleUp(): boolean { + if (!this.liveCandle) return false; + return this.liveCandle.close > this.liveCandle.open; + } + + private updateLiveCandle(): void { + const price = this.getReferencePrice(); + if (!Number.isFinite(price)) return; + const now = Date.now(); + const minuteStart = now - (now % 60000); + if (!this.liveCandle || this.liveCandle.startMs !== minuteStart) { + this.liveCandle = { startMs: minuteStart, open: price as number, close: price as number }; + } else { + this.liveCandle.close = price as number; + } + this.spotKlineUp = this.isLiveCandleUp(); + } + + private getPositionSnapshot(): PositionSnapshot { + const position = getPosition(this.accountSnapshot, this.config.symbol); + if (this.marketType === "spot" && this.spotEntryPrice != null && Math.abs(position.positionAmt) > EPS) { + return { ...position, entryPrice: this.spotEntryPrice }; + } + return position; + } + + private getSpotBalances(snapshot: AsterAccountSnapshot | null = this.accountSnapshot): { baseAvailable: number; quoteAvailable: number; baseWallet: number } | null { + const assets = snapshot?.assets ?? []; + if (!assets.length) return null; + const parsed = parseSymbolParts(this.config.symbol); + const baseSymbol = (this.baseAsset ?? snapshot?.baseAsset ?? parsed.base ?? "").toUpperCase(); + const quoteSymbol = (this.quoteAsset ?? snapshot?.quoteAsset ?? parsed.quote ?? "").toUpperCase(); + const baseId = snapshot?.baseAssetId ?? this.baseAssetId ?? null; + const quoteId = snapshot?.quoteAssetId ?? this.quoteAssetId ?? null; + const normalize = (asset?: string) => (asset ? asset.toUpperCase() : ""); + const pickAvailable = (asset?: { availableBalance?: string; walletBalance: string }) => { + const available = Number(asset?.availableBalance ?? asset?.walletBalance ?? 0); + return Number.isFinite(available) ? available : 0; + }; + const pickWallet = (asset?: { walletBalance: string }) => { + const wallet = Number(asset?.walletBalance ?? 0); + return Number.isFinite(wallet) ? wallet : 0; + }; + const baseAssetEntry = assets.find( + (asset) => + (Number.isFinite(baseId) && Number(asset.assetId) === Number(baseId)) || + normalize(asset.asset) === baseSymbol + ); + const quoteAssetEntry = assets.find( + (asset) => + (Number.isFinite(quoteId) && Number(asset.assetId) === Number(quoteId)) || + normalize(asset.asset) === quoteSymbol + ); + return { + baseAvailable: pickAvailable(baseAssetEntry), + quoteAvailable: pickAvailable(quoteAssetEntry), + baseWallet: pickWallet(baseAssetEntry), + }; + } + + private computeSpotOrderSize(params: { + side: "BUY" | "SELL"; + desiredAmount: number; + price: number | null; + balances: { baseAvailable: number; quoteAvailable: number; baseWallet?: number } | null; + }): number { + const desired = Number(params.desiredAmount); + if (!Number.isFinite(desired) || desired <= 0) return 0; + if (!params.balances) return desired; + if (params.side === "SELL") { + const cap = Math.max(0, params.balances.baseAvailable, params.balances.baseWallet ?? 0); + if (this.minBaseAmount != null && cap + EPS < this.minBaseAmount) { + return 0; // below venue min trade size; skip sell until enough balance + } + return this.roundToStep(Math.max(0, Math.min(desired, cap))); + } + const price = Number(params.price); + const quoteAvailable = Math.max(0, params.balances.quoteAvailable ?? 0); + if (!Number.isFinite(price) || price <= 0) return desired; + const maxByQuote = quoteAvailable / price; + return this.roundToStep(Math.max(0, Math.min(desired, maxByQuote))); + } + + private roundToStep(amount: number): number { + const step = Math.max(1e-9, this.qtyStep); + return Math.floor(amount / step) * step; + } + private ensureMakerPrice( side: "BUY" | "SELL", rawPrice: number, @@ -797,7 +1129,7 @@ export class OffsetMakerEngine { private async tryDustMarketClose(target: DesiredOrder, error: unknown): Promise { if (!target.reduceOnly) return false; if (!this.isInvalidAmountError(error)) return false; - const position = getPosition(this.accountSnapshot, this.config.symbol); + const position = this.getPositionSnapshot(); const absQty = Math.abs(target.amount); if (absQty < EPS) return false; const { topBid, topAsk } = getTopPrices(this.depthSnapshot); diff --git a/src/utils/strategy.ts b/src/utils/strategy.ts index 7bf2d34..2cbe492 100644 --- a/src/utils/strategy.ts +++ b/src/utils/strategy.ts @@ -1,4 +1,4 @@ -import type { AsterAccountSnapshot, AsterKline } from "../exchanges/types"; +import type { AsterAccountAsset, AsterAccountSnapshot, AsterKline } from "../exchanges/types"; export interface PositionSnapshot { positionAmt: number; @@ -11,6 +11,22 @@ export function getPosition(snapshot: AsterAccountSnapshot | null, symbol: strin if (!snapshot) { return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; } + // For spot, derive position strictly from asset balances to avoid WS-cleared positions. + if (snapshot.marketType === "spot") { + const baseSymbol = + normalizeBaseSymbol(snapshot.baseAsset) ?? parseSymbolParts(symbol).base ?? normalizeBaseSymbol(symbol); + if (baseSymbol) { + const asset = selectAsset(snapshot.assets ?? [], baseSymbol, snapshot.baseAssetId); + const amt = Number(asset?.walletBalance ?? 0); + const available = Number(asset?.availableBalance ?? asset?.walletBalance ?? 0); + const size = Number.isFinite(amt) && amt > 0 ? amt : Number.isFinite(available) ? Math.max(0, available) : 0; + if (size > 0) { + return { positionAmt: size, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; + } + } + return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; + } + const positions = snapshot.positions?.filter((p) => p.symbol === symbol) ?? []; if (positions.length === 0) { return { positionAmt: 0, entryPrice: 0, unrealizedProfit: 0, markPrice: null }; @@ -112,3 +128,33 @@ export function isOrderPriceAllowedByMark(params: { } return price >= mark * (1 - Math.max(0, maxPct)); } + +export function parseSymbolParts(symbol: string | undefined): { base?: string; quote?: string } { + const normalized = (symbol ?? "").toUpperCase(); + if (!normalized) return {}; + const delimiters = ["/", "-", ":"]; + for (const delimiter of delimiters) { + if (normalized.includes(delimiter)) { + const [base, quote] = normalized.split(delimiter); + return { base: base || undefined, quote: quote || undefined }; + } + } + if (normalized.length >= 6) { + return { base: normalized.slice(0, 3), quote: normalized.slice(3) }; + } + return { base: normalized }; +} + +function normalizeBaseSymbol(symbol: string | undefined): string | undefined { + return parseSymbolParts(symbol).base; +} + +function selectAsset(assets: AsterAccountAsset[], baseSymbol: string, baseAssetId?: number): AsterAccountAsset | undefined { + const normalized = baseSymbol.toUpperCase(); + const targetId = Number(baseAssetId); + return assets.find((asset) => { + const matchesId = Number.isFinite(targetId) && Number(asset.assetId) === targetId; + const matchesSymbol = normalizeBaseSymbol(asset.asset) === normalized; + return matchesId || matchesSymbol; + }); +} diff --git a/tests/lighter/order-book-choice.test.ts b/tests/lighter/order-book-choice.test.ts new file mode 100644 index 0000000..be7a07d --- /dev/null +++ b/tests/lighter/order-book-choice.test.ts @@ -0,0 +1,40 @@ +import { describe, expect, it } from "vitest"; +import type { LighterOrderBookMetadata } from "../../src/exchanges/lighter/types"; +import { LighterGateway } from "../../src/exchanges/lighter/gateway"; + +const pickBestOrderBook = (books: LighterOrderBookMetadata[], desiredSymbol: string) => + (LighterGateway.prototype as any).pickBestOrderBook.call({}, books, desiredSymbol); + +describe("pickBestOrderBook", () => { + const spotBook = { + market_id: 2048, + symbol: "ETH/USDC", + market_type: "spot", + supported_price_decimals: 2, + supported_size_decimals: 4, + min_base_amount: "0.0001", + min_quote_amount: "5", + } as LighterOrderBookMetadata; + + const perpBook = { + market_id: 3048, + symbol: "ETH-PERP", + market_type: "perp", + supported_price_decimals: 2, + supported_size_decimals: 3, + min_base_amount: "0.001", + min_quote_amount: "5", + } as LighterOrderBookMetadata; + + it("prefers perp when desired symbol does not explicitly request spot", () => { + const picked = pickBestOrderBook([spotBook, perpBook], "ETH"); + expect(picked?.market_type).toBe("perp"); + expect(picked?.market_id).toBe(3048); + }); + + it("still prefers spot when symbol clearly indicates spot", () => { + const picked = pickBestOrderBook([spotBook, perpBook], "ETH/USDC"); + expect(picked?.market_type).toBe("spot"); + expect(picked?.market_id).toBe(2048); + }); +});