feat: 添加 Lighter 签名桥接和公钥派生脚本,支持新的签名库和环境检测功能

This commit is contained in:
discountry
2025-10-01 18:32:02 +08:00
parent c8b0ab1c8e
commit 4c4abb3b09
10 changed files with 665 additions and 253 deletions
+16
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@@ -0,0 +1,16 @@
import { LighterPrivateKey } from "../src/exchanges/lighter/crypto/schnorr";
import { bytesToHex } from "../src/exchanges/lighter/bytes";
function derive(keyHex: string): string {
const normalized = keyHex.startsWith("0x") ? keyHex.slice(2) : keyHex;
const key = LighterPrivateKey.fromHex(normalized);
return bytesToHex(key.publicKey().toBytes());
}
const input = process.argv[2];
if (!input) {
console.error("usage: bun run scripts/derive-public.ts <hex>");
process.exit(1);
}
console.log(derive(input));
+21
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@@ -0,0 +1,21 @@
import "dotenv/config";
import { LighterPrivateKey } from "../src/exchanges/lighter/crypto/schnorr";
import { bytesToHex } from "../src/exchanges/lighter/bytes";
function main(): void {
const raw = process.env.LIGHTER_API_PRIVATE_KEY;
if (!raw) {
throw new Error("LIGHTER_API_PRIVATE_KEY env var is required");
}
const normalized = raw.startsWith("0x") ? raw.slice(2) : raw;
const key = LighterPrivateKey.fromHex(normalized);
const publicKeyHex = bytesToHex(key.publicKey().toBytes());
const apiKeyIndex = process.env.LIGHTER_API_KEY_INDEX ?? "(not set)";
console.log(JSON.stringify({
apiKeyIndex,
publicKeyHex,
}, null, 2));
}
main();
+265
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@@ -0,0 +1,265 @@
#!/usr/bin/env python3
"""Lightweight bridge to the Lighter signer shared library using stdin/stdout JSON RPC."""
import ctypes
import json
import os
import platform
import subprocess
import sys
from typing import Any, Dict
class StrOrErr(ctypes.Structure):
_fields_ = [("str", ctypes.c_char_p), ("err", ctypes.c_char_p)]
def _resolve_signer_path() -> str:
base = os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))
signers_dir = os.path.join(base, "docs", "lighter", "lighter-python-main", "lighter", "signers")
system = platform.system()
machine = platform.machine().lower()
if system == "Darwin":
path = os.path.join(signers_dir, "signer-arm64.dylib" if machine == "arm64" else "signer-amd64.dylib")
elif system == "Linux":
path = os.path.join(signers_dir, "signer-amd64.so")
else:
raise RuntimeError(f"Unsupported platform: {system} {machine}")
if not os.path.exists(path):
raise FileNotFoundError(f"Signer library missing: {path}")
return path
def _load_library(path: str) -> ctypes.CDLL:
try:
return ctypes.CDLL(path)
except OSError as exc: # pragma: no cover - runtime environment guard
message = str(exc)
if platform.system() == "Darwin" and "code signature" in message:
subprocess.run(["/usr/bin/xattr", "-d", "com.apple.quarantine", path], check=False, capture_output=True)
subprocess.run(["/usr/bin/codesign", "--force", "--sign", "-", path], check=False, capture_output=True)
return ctypes.CDLL(path)
raise
SIGNER_PATH = _resolve_signer_path()
try:
LIB = _load_library(SIGNER_PATH)
except OSError as exc: # pragma: no cover - runtime environment guard
print(json.dumps({"id": None, "error": f"failed_to_load_signer:{exc}"}), flush=True)
sys.exit(1)
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
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,
]
LIB.SignCreateOrder.restype = StrOrErr
LIB.SignCancelOrder.argtypes = [ctypes.c_int, ctypes.c_longlong, ctypes.c_longlong]
LIB.SignCancelOrder.restype = StrOrErr
LIB.SignCancelAllOrders.argtypes = [ctypes.c_int, ctypes.c_longlong, ctypes.c_longlong]
LIB.SignCancelAllOrders.restype = StrOrErr
LIB.CreateAuthToken.argtypes = [ctypes.c_longlong]
LIB.CreateAuthToken.restype = StrOrErr
def _unwrap(result: StrOrErr) -> Dict[str, Any]:
if result.err:
return {"error": ctypes.string_at(result.err).decode("utf-8", errors="replace")}
if result.str:
return {"result": ctypes.string_at(result.str).decode("utf-8", errors="replace")}
return {"result": None}
def _maybe_error(ptr: ctypes.c_char_p) -> Dict[str, Any]:
if ptr:
return {"error": ctypes.string_at(ptr).decode("utf-8", errors="replace")}
return {"result": "ok"}
_INITIALISED_KEYS = set()
_CLIENT_CONFIG: Dict[int, Dict[str, Any]] = {}
def _ensure_client(params: Dict[str, Any]) -> Dict[str, Any]:
api_key_index = int(params["apiKeyIndex"])
config = _CLIENT_CONFIG.get(api_key_index)
if "baseUrl" in params and "privateKey" in params:
config = {
"baseUrl": params["baseUrl"],
"privateKey": params["privateKey"],
"chainId": int(params["chainId"]),
"accountIndex": int(params["accountIndex"]),
}
_CLIENT_CONFIG[api_key_index] = config
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"),
ctypes.c_int(int(config["chainId"])),
ctypes.c_int(api_key_index),
ctypes.c_longlong(int(config["accountIndex"])),
)
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)
def handle_create_client(params: Dict[str, Any]) -> Dict[str, Any]:
return _ensure_client(params)
def handle_sign_create_order(params: Dict[str, Any]) -> Dict[str, Any]:
ensure = _ensure_client(params)
if "error" in ensure:
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"])),
ctypes.c_longlong(int(params["clientOrderIndex"])),
ctypes.c_longlong(int(params["baseAmount"])),
ctypes.c_int(int(params["price"])),
ctypes.c_int(int(params["isAsk"])),
ctypes.c_int(int(params["orderType"])),
ctypes.c_int(int(params["timeInForce"])),
ctypes.c_int(int(params["reduceOnly"])),
ctypes.c_int(int(params["triggerPrice"])),
ctypes.c_longlong(expiry),
ctypes.c_longlong(int(params["nonce"])),
)
return _unwrap(result)
def handle_sign_cancel_order(params: Dict[str, Any]) -> Dict[str, Any]:
ensure = _ensure_client(params)
if "error" in ensure:
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"])),
)
return _unwrap(result)
def handle_sign_cancel_all(params: Dict[str, Any]) -> Dict[str, Any]:
ensure = _ensure_client(params)
if "error" in ensure:
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"])),
)
return _unwrap(result)
def handle_create_auth_token(params: Dict[str, Any]) -> Dict[str, Any]:
ensure = _ensure_client(params)
if "error" in ensure:
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"])))
return _unwrap(result)
HANDLERS = {
"create_client": handle_create_client,
"sign_create_order": handle_sign_create_order,
"sign_cancel_order": handle_sign_cancel_order,
"sign_cancel_all": handle_sign_cancel_all,
"create_auth_token": handle_create_auth_token,
}
def main() -> None:
for line in sys.stdin:
line = line.strip()
if not line:
continue
try:
request = json.loads(line)
except json.JSONDecodeError as exc: # pragma: no cover - defensive
print(json.dumps({"id": None, "error": f"invalid_json:{exc}"}), flush=True)
continue
req_id = request.get("id")
method = request.get("method")
params = request.get("params", {})
handler = HANDLERS.get(method)
if not handler:
response = {"id": req_id, "error": f"unknown_method:{method}"}
else:
try:
outcome = handler(params)
outcome.setdefault("id", req_id)
response = outcome
except Exception as exc: # pragma: no cover - safety net
response = {"id": req_id, "error": f"exception:{exc}"}
print(json.dumps(response), flush=True)
if __name__ == "__main__":
main()
+127 -9
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@@ -23,7 +23,16 @@ import type {
LighterOrderBookSnapshot,
LighterPosition,
} from "./types";
import { DEFAULT_AUTH_TOKEN_BUFFER_MS, DEFAULT_LIGHTER_ENVIRONMENT, LIGHTER_HOSTS, LIGHTER_ORDER_TYPE, LIGHTER_TIME_IN_FORCE, DEFAULT_ORDER_EXPIRY_PLACEHOLDER, IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER } from "./constants";
import {
DEFAULT_AUTH_TOKEN_BUFFER_MS,
DEFAULT_LIGHTER_ENVIRONMENT,
LIGHTER_HOSTS,
LIGHTER_ORDER_TYPE,
LIGHTER_TIME_IN_FORCE,
DEFAULT_ORDER_EXPIRY_PLACEHOLDER,
IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER,
type LighterEnvironment,
} from "./constants";
import { decimalToScaled, scaledToDecimalString } from "./decimal";
import { lighterOrderToAster, toAccountSnapshot, toDepth, toKlines, toOrders, toTicker } from "./mappers";
@@ -58,6 +67,47 @@ function createEvent<T>(): SimpleEvent<T> {
};
}
function isLighterEnvironment(value: string | undefined | null): value is LighterEnvironment {
if (!value) return false;
return Object.prototype.hasOwnProperty.call(LIGHTER_HOSTS, value);
}
function detectEnvironmentFromUrl(baseUrl: string | undefined | null): LighterEnvironment | null {
if (!baseUrl) return null;
const matchHost = (host: string): LighterEnvironment | null => {
for (const [env, config] of Object.entries(LIGHTER_HOSTS)) {
try {
const restHost = new URL(config.rest).hostname.toLowerCase();
if (restHost === host) {
return env as LighterEnvironment;
}
} catch {
// ignore invalid config URLs
}
}
if (host.includes("mainnet")) return "mainnet";
if (host.includes("testnet")) return "testnet";
if (host.includes("staging")) return "staging";
if (host.includes("dev")) return "dev";
return null;
};
try {
const parsed = new URL(baseUrl);
return matchHost(parsed.hostname.toLowerCase());
} catch {
return matchHost(baseUrl.toLowerCase());
}
}
function inferEnvironment(envOption: string | undefined, baseUrl?: string | null): LighterEnvironment {
if (isLighterEnvironment(envOption)) {
return envOption;
}
const detected = detectEnvironmentFromUrl(baseUrl ?? undefined);
return detected ?? DEFAULT_LIGHTER_ENVIRONMENT;
}
interface Pollers {
ticker?: ReturnType<typeof setInterval>;
klines: Map<string, ReturnType<typeof setInterval>>;
@@ -112,6 +162,7 @@ export class LighterGateway {
private readonly klinesEvent = createEvent<AsterKline[]>();
private readonly auth = { token: null as string | null, expiresAt: 0 };
private readonly l1Address: string | null;
private loggedCreateOrderPayload = false;
private marketId: number | null = null;
private priceDecimals: number | null = null;
@@ -125,6 +176,7 @@ export class LighterGateway {
private accountDetails: LighterAccountDetails | null = null;
private positions: LighterPosition[] = [];
private orders: LighterOrder[] = [];
private readonly orderMap = new Map<string, LighterOrder>();
private orderBook: LighterOrderBookSnapshot | null = null;
private ticker: LighterMarketStats | null = null;
private initialized = false;
@@ -135,7 +187,7 @@ export class LighterGateway {
constructor(options: LighterGatewayOptions) {
this.displaySymbol = options.symbol;
this.marketSymbol = (options.marketSymbol ?? options.symbol).toUpperCase();
this.environment = options.environment ?? DEFAULT_LIGHTER_ENVIRONMENT;
this.environment = inferEnvironment(options.environment, options.baseUrl);
const host = options.baseUrl ?? LIGHTER_HOSTS[this.environment]?.rest;
if (!host) {
throw new Error(`Unknown Lighter environment ${this.environment}`);
@@ -150,6 +202,7 @@ export class LighterGateway {
accountIndex: options.accountIndex,
chainId: options.chainId ?? (this.environment === "mainnet" ? 304 : 300),
apiKeys: options.apiKeys,
baseUrl: host,
});
this.apiKeyIndices = options.apiKeyIndices ?? Object.keys(options.apiKeys).map(Number);
this.nonceManager = new HttpNonceManager({
@@ -204,13 +257,21 @@ export class LighterGateway {
const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
const { apiKeyIndex, nonce } = this.nonceManager.next();
try {
const signed = this.signer.signCreateOrder({
const signed = await this.signer.signCreateOrder({
...signParams,
apiKeyIndex,
nonce,
});
if (!this.loggedCreateOrderPayload) {
this.logger("createOrder.txInfo", signed.txInfo);
this.loggedCreateOrderPayload = true;
}
const auth = await this.ensureAuthToken();
await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth });
const response = await this.http.sendTransaction(signed.txType, signed.txInfo, {
authToken: auth,
priceProtection: false,
});
this.logger("createOrder.sendTx.response", response);
return lighterOrderToAster(this.displaySymbol, {
order_index: Number(signParams.clientOrderIndex % 1_000_000_000n),
client_order_index: Number(signParams.clientOrderIndex),
@@ -228,6 +289,7 @@ export class LighterGateway {
} as LighterOrder);
} catch (error) {
this.nonceManager.acknowledgeFailure(apiKeyIndex);
this.logger("createOrder", error);
throw error;
}
}
@@ -239,7 +301,7 @@ export class LighterGateway {
const indexValue = BigInt(typeof params.orderId === "string" ? Number(params.orderId) : params.orderId);
const { apiKeyIndex, nonce } = this.nonceManager.next();
try {
const signed = this.signer.signCancelOrder({
const signed = await this.signer.signCancelOrder({
marketIndex,
orderIndex: indexValue,
nonce,
@@ -259,7 +321,7 @@ export class LighterGateway {
const time = params?.scheduleMs != null ? BigInt(params.scheduleMs) : 0n;
const { apiKeyIndex, nonce } = this.nonceManager.next();
try {
const signed = this.signer.signCancelAll({
const signed = await this.signer.signCancelAll({
timeInForce,
scheduledTime: time,
nonce,
@@ -479,8 +541,19 @@ export class LighterGateway {
const ordersObject = message.orders ?? {};
const buckets = Object.values(ordersObject) as unknown[];
const allOrders: LighterOrder[] = buckets.flatMap((entry) => Array.isArray(entry) ? (entry as LighterOrder[]) : []);
this.orders = allOrders;
const mapped = toOrders(this.displaySymbol, allOrders);
const terminalStatuses = new Set(["filled", "canceled", "cancelled", "expired"]);
for (const order of allOrders) {
const key = String(order.order_index ?? order.order_id ?? order.client_order_index ?? "");
const status = (order.status ?? "").toLowerCase();
if (!key) continue;
if (terminalStatuses.has(status)) {
this.orderMap.delete(key);
} else {
this.orderMap.set(key, order);
}
}
this.orders = Array.from(this.orderMap.values());
const mapped = toOrders(this.displaySymbol, this.orders);
this.ordersEvent.emit(mapped);
}
@@ -488,6 +561,7 @@ export class LighterGateway {
if (!this.orderBook || this.marketId == null) return;
const depth = toDepth(this.displaySymbol, this.orderBook);
this.depthEvent.emit(depth);
this.emitSyntheticTicker();
}
private emitAccount(): void {
@@ -521,6 +595,7 @@ export class LighterGateway {
if (!match) return;
const ticker = toTicker(this.displaySymbol, match);
this.tickerEvent.emit(ticker);
this.loggedCreateOrderPayload = false;
} catch (error) {
this.logger("refreshTicker", error);
}
@@ -562,9 +637,40 @@ export class LighterGateway {
startTimestamp: startTs,
setTimestampToEnd: true,
});
const mapped = toKlines(this.displaySymbol, interval, raw as LighterKline[]);
const sorted = (raw as LighterKline[]).slice().sort((a, b) => a.start_timestamp - b.start_timestamp);
const mapped = toKlines(this.displaySymbol, interval, sorted);
this.klineCache.set(interval, mapped);
this.klinesEvent.emit(cloneKlines(mapped));
this.emitSyntheticTicker();
}
private emitSyntheticTicker(): void {
if (!this.orderBook) return;
const bestBid = getBestPrice(this.orderBook.bids, "bid");
const bestAsk = getBestPrice(this.orderBook.asks, "ask");
if (bestBid == null && bestAsk == null) return;
const last = bestBid != null && bestAsk != null ? (bestBid + bestAsk) / 2 : (bestBid ?? bestAsk ?? 0);
const ticker: AsterTicker = {
symbol: this.displaySymbol,
eventType: "lighterSyntheticTicker",
eventTime: Date.now(),
lastPrice: last.toString(),
openPrice: (bestBid ?? last).toString(),
highPrice: (bestAsk ?? last).toString(),
lowPrice: (bestBid ?? last).toString(),
volume: "0",
quoteVolume: "0",
priceChange: undefined,
priceChangePercent: undefined,
weightedAvgPrice: undefined,
lastQty: undefined,
openTime: Date.now(),
closeTime: Date.now(),
firstId: undefined,
lastId: undefined,
count: undefined,
};
this.tickerEvent.emit(ticker);
}
private mapCreateOrderParams(params: CreateOrderParams): Omit<CreateOrderSignParams, "nonce"> & {
@@ -659,6 +765,18 @@ function cloneKlines(klines: AsterKline[]): AsterKline[] {
return klines.map((kline) => ({ ...kline }));
}
function getBestPrice(levels: LighterOrderBookLevel[] | Array<any> | undefined, side: "bid" | "ask"): number | null {
if (!levels || !levels.length) return null;
const sorted = levels
.map((level) => {
if (Array.isArray(level)) return Number(level[0]);
return Number((level as LighterOrderBookLevel).price);
})
.filter((price) => Number.isFinite(price));
if (!sorted.length) return null;
return side === "bid" ? Math.max(...sorted) : Math.min(...sorted);
}
function mapOrderType(type: OrderType): number {
switch (type) {
case "MARKET":
+3 -3
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@@ -72,7 +72,7 @@ export interface LighterHttpClientOptions {
export class LighterHttpClient {
readonly baseUrl: string;
private readonly priceProtection: boolean;
private readonly priceProtection: boolean | undefined;
private readonly fetcher: typeof fetch;
constructor(options: LighterHttpClientOptions = {}) {
@@ -82,7 +82,7 @@ export class LighterHttpClient {
throw new Error(`Unknown Lighter environment: ${env}`);
}
this.baseUrl = host.replace(/\/$/, "");
this.priceProtection = options.priceProtection ?? true;
this.priceProtection = options.priceProtection;
this.fetcher = options.fetcher ?? globalThis.fetch.bind(globalThis);
if (!this.fetcher) {
throw new Error("Global fetch is not available; provide a custom fetch implementation");
@@ -195,7 +195,7 @@ export class LighterHttpClient {
form.set("tx_type", String(txType));
form.set("tx_info", txInfo);
const priceProtection = options.priceProtection ?? this.priceProtection;
if (priceProtection != null) form.set("price_protection", String(priceProtection));
form.set("price_protection", String(priceProtection ?? false));
return this.postForm<SendTxResponse>("/api/v1/sendTx", form, options.authToken);
}
+4 -2
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@@ -171,9 +171,11 @@ function defaultAsset(details: LighterAccountDetails): AsterAccountAsset[] {
function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
const sign = position.sign ?? 0;
const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
const magnitude = Number(position.position ?? 0);
const signed = sign < 0 ? -Math.abs(magnitude) : Math.abs(magnitude);
return {
symbol: position.symbol ?? symbol,
positionAmt: position.position ?? "0",
symbol,
positionAmt: Number.isFinite(signed) ? signed.toString() : position.position ?? "0",
entryPrice: position.avg_entry_price ?? "0",
unrealizedProfit: position.unrealized_pnl ?? "0",
positionSide,
+2
View File
@@ -60,6 +60,8 @@ export class HttpNonceManager implements LighterNonceManager {
async refresh(apiKeyIndex: number): Promise<void> {
const nonce = await this.http.getNextNonce(this.accountIndex, apiKeyIndex);
// eslint-disable-next-line no-console
console.debug("[LighterNonceManager] refresh", { apiKeyIndex, nonce: nonce.toString() });
this.slots.set(apiKeyIndex, { apiKeyIndex, next: nonce, lastIssued: null });
}
+190 -238
View File
@@ -1,34 +1,13 @@
import { LighterPrivateKey, signatureToBytes } from "./crypto/schnorr";
import { hashToQuinticExtension } from "./crypto/poseidon2";
import { Fp } from "./crypto/goldilocks";
import { Fp5 } from "./crypto/goldilocks-fp5";
import { arrayFromCanonicalLittleEndianBytes } from "./field-array";
import { bytesToHex } from "./bytes";
import { DEFAULT_TRANSACTION_EXPIRY_BUFFER_MS, LIGHTER_TX_TYPE } from "./constants";
import { safeNumberToUint32, toSafeNumber } from "./decimal";
const BASE64_ENCODE = (bytes: Uint8Array): string => Buffer.from(bytes).toString("base64");
const AUTH_MAX_WINDOW_MS = 7 * 60 * 60 * 1000; // 7 hours
function fpFromUint32(value: number): Fp {
const uint32 = safeNumberToUint32(value);
return Fp.fromUint32(uint32);
}
function fpFromInt64(value: bigint | number): Fp {
const bigintValue = typeof value === "number" ? BigInt(Math.trunc(value)) : value;
return new Fp(bigintValue);
}
interface KeySlot {
index: number;
key: LighterPrivateKey;
}
import { spawn, type ChildProcessWithoutNullStreams } from "node:child_process";
import path from "node:path";
import { createInterface } from "node:readline";
import { fileURLToPath } from "node:url";
export interface LighterSignerConfig {
accountIndex: number | bigint;
chainId: number;
apiKeys: Record<number, string>;
baseUrl: string;
}
interface BaseSignOptions {
@@ -63,265 +42,238 @@ export interface CancelAllSignParams extends BaseSignOptions {
export interface SignedTxPayload {
txType: number;
txInfo: string;
txHash: string;
signature: string;
txHash?: string;
signature?: string;
}
type PendingResolver = {
resolve: (value: any) => void;
reject: (error: Error) => void;
};
class PythonSignerBridge {
private readonly child: ChildProcessWithoutNullStreams;
private readonly pending = new Map<number, PendingResolver>();
private readonly scriptPath: string;
private seq = 0;
constructor(scriptPath: string) {
this.scriptPath = scriptPath;
this.child = spawn("python3", [this.scriptPath], {
stdio: ["pipe", "pipe", "pipe"],
});
const rl = createInterface({ input: this.child.stdout });
rl.on("line", (line) => this.onLine(line));
this.child.on("error", (error) => {
this.rejectAll(new Error(`lighter signer bridge failed to start: ${String(error)}`));
});
this.child.on("exit", (code, signal) => {
this.rejectAll(new Error(`lighter signer bridge exited (code=${code}, signal=${signal ?? ""})`));
});
this.child.stderr.on("data", (chunk) => {
const message = chunk.toString().trim();
if (message.length) {
console.error(`[LighterSignerBridge] ${message}`);
}
});
}
private onLine(line: string): void {
let payload: any;
try {
payload = JSON.parse(line);
} catch (error) {
console.error(`[LighterSignerBridge] invalid JSON: ${line}`, error);
return;
}
const { id, error } = payload;
const pending = this.pending.get(Number(id));
if (!pending) {
if (error) {
console.error(`[LighterSignerBridge] error without pending request: ${error}`);
}
return;
}
this.pending.delete(Number(id));
if (error) {
pending.reject(new Error(String(error)));
return;
}
pending.resolve(payload.result ?? null);
}
private rejectAll(error: Error): void {
for (const { reject } of this.pending.values()) {
reject(error);
}
this.pending.clear();
}
async call(method: string, params: Record<string, unknown>): Promise<any> {
const id = ++this.seq;
const payload = JSON.stringify({ id, method, params }, (_key, value) => {
if (typeof value === "bigint") return value.toString();
return value;
});
return new Promise((resolve, reject) => {
this.pending.set(id, { resolve, reject });
this.child.stdin.write(payload + "\n", (err) => {
if (err) {
this.pending.delete(id);
reject(err);
}
});
});
}
}
function resolveScriptPath(): string {
const current = path.dirname(fileURLToPath(import.meta.url));
return path.resolve(current, "../../..", "scripts", "lighter_signer_bridge.py");
}
export class LighterSigner {
readonly accountIndex: bigint;
readonly chainId: number;
private readonly keys = new Map<number, LighterPrivateKey>();
private readonly defaultKeyIndex: number;
readonly defaultKeyIndex: number;
private readonly baseUrl: string;
private readonly bridge: PythonSignerBridge;
private readonly ready: Promise<void>;
constructor(config: LighterSignerConfig) {
if (!config || typeof config !== "object") {
throw new Error("LighterSigner requires configuration");
if (!config.baseUrl) {
throw new Error("LighterSigner requires baseUrl for signer bridge");
}
this.chainId = config.chainId >>> 0;
this.accountIndex = typeof config.accountIndex === "number"
? BigInt(Math.trunc(config.accountIndex))
: config.accountIndex;
const entries = Object.entries(config.apiKeys ?? {}).map(([idx, hex]) => ({
index: Number(idx),
key: LighterPrivateKey.fromHex(hex),
}));
this.chainId = config.chainId >>> 0;
this.baseUrl = config.baseUrl;
const entries = Object.entries(config.apiKeys ?? {});
if (!entries.length) {
throw new Error("At least one Lighter API private key must be provided");
}
for (const entry of entries) {
if (!Number.isInteger(entry.index) || entry.index < 0 || entry.index > 255) {
throw new Error(`Invalid API key index: ${entry.index}`);
this.defaultKeyIndex = Number(entries[0]![0]);
this.bridge = new PythonSignerBridge(resolveScriptPath());
this.ready = (async () => {
for (const [index, key] of entries) {
await this.bridge.call("create_client", {
apiKeyIndex: Number(index),
privateKey: key,
baseUrl: this.baseUrl,
chainId: this.chainId,
accountIndex: this.accountIndex.toString(),
});
}
this.keys.set(entry.index, entry.key);
}
this.defaultKeyIndex = entries[0]!.index;
})();
}
private resolveKey(apiKeyIndex?: number): KeySlot {
const index = apiKeyIndex ?? this.defaultKeyIndex;
const key = this.keys.get(index);
if (!key) {
throw new Error(`Missing private key for API key index ${index}`);
}
return { index, key };
private async ensureReady(): Promise<void> {
await this.ready;
}
signCreateOrder(params: CreateOrderSignParams): SignedTxPayload {
const slot = this.resolveKey(params.apiKeyIndex);
const expiredAt = params.expiredAt ?? BigInt(Date.now() + DEFAULT_TRANSACTION_EXPIRY_BUFFER_MS);
const hash = hashCreateOrder({
chainId: this.chainId,
accountIndex: this.accountIndex,
apiKeyIndex: slot.index,
nonce: params.nonce,
expiredAt,
async signCreateOrder(params: CreateOrderSignParams): Promise<SignedTxPayload> {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const result = await this.bridge.call("sign_create_order", {
apiKeyIndex,
marketIndex: params.marketIndex,
clientOrderIndex: params.clientOrderIndex,
baseAmount: params.baseAmount,
clientOrderIndex: params.clientOrderIndex.toString(),
baseAmount: params.baseAmount.toString(),
price: params.price,
isAsk: params.isAsk,
orderType: params.orderType,
timeInForce: params.timeInForce,
reduceOnly: params.reduceOnly,
triggerPrice: params.triggerPrice,
orderExpiry: params.orderExpiry,
orderExpiry: params.orderExpiry.toString(),
nonce: params.nonce.toString(),
});
const signature = slot.key.signHashedMessage(hash);
const signatureBytes = signatureToBytes(signature);
const txInfo = JSON.stringify({
AccountIndex: toSafeNumber(this.accountIndex),
ApiKeyIndex: slot.index,
OrderInfo: {
MarketIndex: params.marketIndex,
ClientOrderIndex: toSafeNumber(params.clientOrderIndex),
BaseAmount: toSafeNumber(params.baseAmount),
Price: safeNumberToUint32(params.price),
IsAsk: params.isAsk,
Type: params.orderType,
TimeInForce: params.timeInForce,
ReduceOnly: params.reduceOnly,
TriggerPrice: safeNumberToUint32(params.triggerPrice),
OrderExpiry: toSafeNumber(params.orderExpiry),
},
ExpiredAt: toSafeNumber(expiredAt),
Nonce: toSafeNumber(params.nonce),
Sig: BASE64_ENCODE(signatureBytes),
});
const txInfo = String(result);
let signature: string | undefined;
let txHash: string | undefined;
try {
const parsed = JSON.parse(txInfo);
if (typeof parsed?.Sig === "string") signature = parsed.Sig;
if (typeof parsed?.SignedHash === "string") txHash = parsed.SignedHash;
} catch {
// ignore parsing errors txInfo still valid for sendTx
}
return {
txType: LIGHTER_TX_TYPE.CREATE_ORDER,
txType: 14,
txInfo,
txHash: bytesToHex(hash.toBytes()),
signature: BASE64_ENCODE(signatureBytes),
txHash,
signature,
};
}
signCancelOrder(params: CancelOrderSignParams): SignedTxPayload {
const slot = this.resolveKey(params.apiKeyIndex);
const expiredAt = params.expiredAt ?? BigInt(Date.now() + DEFAULT_TRANSACTION_EXPIRY_BUFFER_MS);
const hash = hashCancelOrder({
chainId: this.chainId,
accountIndex: this.accountIndex,
apiKeyIndex: slot.index,
nonce: params.nonce,
expiredAt,
async signCancelOrder(params: CancelOrderSignParams): Promise<SignedTxPayload> {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const result = await this.bridge.call("sign_cancel_order", {
apiKeyIndex,
marketIndex: params.marketIndex,
orderIndex: params.orderIndex,
});
const signature = slot.key.signHashedMessage(hash);
const signatureBytes = signatureToBytes(signature);
const txInfo = JSON.stringify({
AccountIndex: toSafeNumber(this.accountIndex),
ApiKeyIndex: slot.index,
MarketIndex: params.marketIndex,
Index: toSafeNumber(params.orderIndex),
ExpiredAt: toSafeNumber(expiredAt),
Nonce: toSafeNumber(params.nonce),
Sig: BASE64_ENCODE(signatureBytes),
orderIndex: params.orderIndex.toString(),
nonce: params.nonce.toString(),
});
const txInfo = String(result);
let signature: string | undefined;
try {
const parsed = JSON.parse(txInfo);
if (typeof parsed?.Sig === "string") signature = parsed.Sig;
} catch {
// ignore
}
return {
txType: LIGHTER_TX_TYPE.CANCEL_ORDER,
txType: 15,
txInfo,
txHash: bytesToHex(hash.toBytes()),
signature: BASE64_ENCODE(signatureBytes),
signature,
};
}
signCancelAll(params: CancelAllSignParams): SignedTxPayload {
const slot = this.resolveKey(params.apiKeyIndex);
const expiredAt = params.expiredAt ?? BigInt(Date.now() + DEFAULT_TRANSACTION_EXPIRY_BUFFER_MS);
const hash = hashCancelAll({
chainId: this.chainId,
accountIndex: this.accountIndex,
apiKeyIndex: slot.index,
nonce: params.nonce,
expiredAt,
async signCancelAll(params: CancelAllSignParams): Promise<SignedTxPayload> {
await this.ensureReady();
const apiKeyIndex = params.apiKeyIndex ?? this.defaultKeyIndex;
const result = await this.bridge.call("sign_cancel_all", {
apiKeyIndex,
timeInForce: params.timeInForce,
time: params.scheduledTime,
});
const signature = slot.key.signHashedMessage(hash);
const signatureBytes = signatureToBytes(signature);
const txInfo = JSON.stringify({
AccountIndex: toSafeNumber(this.accountIndex),
ApiKeyIndex: slot.index,
TimeInForce: params.timeInForce,
Time: toSafeNumber(params.scheduledTime),
ExpiredAt: toSafeNumber(expiredAt),
Nonce: toSafeNumber(params.nonce),
Sig: BASE64_ENCODE(signatureBytes),
scheduledTime: params.scheduledTime.toString(),
nonce: params.nonce.toString(),
});
const txInfo = String(result);
let signature: string | undefined;
try {
const parsed = JSON.parse(txInfo);
if (typeof parsed?.Sig === "string") signature = parsed.Sig;
} catch {
// ignore
}
return {
txType: LIGHTER_TX_TYPE.CANCEL_ALL_ORDERS,
txType: 16,
txInfo,
txHash: bytesToHex(hash.toBytes()),
signature: BASE64_ENCODE(signatureBytes),
signature,
};
}
createAuthToken(deadlineMs: number, apiKeyIndex?: number): string {
if (!Number.isFinite(deadlineMs) || deadlineMs <= Date.now()) {
throw new Error("Auth token deadline must be in the future");
}
if (deadlineMs - Date.now() > AUTH_MAX_WINDOW_MS) {
throw new Error("Auth token deadline must be within 7 hours");
}
const slot = this.resolveKey(apiKeyIndex);
const deadlineSeconds = Math.floor(deadlineMs / 1000);
const message = `${deadlineSeconds}:${toSafeNumber(this.accountIndex)}:${slot.index}`;
const msgBytes = Buffer.from(message, "utf8");
const preimage = arrayFromCanonicalLittleEndianBytes(msgBytes);
const hashed = hashToQuinticExtension(preimage);
const signature = slot.key.signHashedMessage(hashed);
const signatureHex = bytesToHex(signatureToBytes(signature));
return `${message}:${signatureHex}`;
async createAuthToken(deadlineMs: number, apiKeyIndex?: number): Promise<string> {
await this.ensureReady();
const index = apiKeyIndex ?? this.defaultKeyIndex;
const result = await this.bridge.call("create_auth_token", {
apiKeyIndex: index,
deadlineMs: Math.floor(deadlineMs / 1000),
});
return String(result ?? "");
}
}
interface CreateOrderHashInput {
chainId: number;
accountIndex: bigint;
apiKeyIndex: number;
nonce: bigint;
expiredAt: bigint;
marketIndex: number;
clientOrderIndex: bigint;
baseAmount: bigint;
price: number;
isAsk: number;
orderType: number;
timeInForce: number;
reduceOnly: number;
triggerPrice: number;
orderExpiry: bigint;
}
function hashCreateOrder(input: CreateOrderHashInput): Fp5 {
const elements = [
Fp.fromUint32(input.chainId >>> 0),
Fp.fromUint32(LIGHTER_TX_TYPE.CREATE_ORDER),
fpFromInt64(input.nonce),
fpFromInt64(input.expiredAt),
fpFromInt64(input.accountIndex),
fpFromUint32(input.apiKeyIndex),
fpFromUint32(input.marketIndex),
fpFromInt64(input.clientOrderIndex),
fpFromInt64(input.baseAmount),
fpFromUint32(input.price),
fpFromUint32(input.isAsk),
fpFromUint32(input.orderType),
fpFromUint32(input.timeInForce),
fpFromUint32(input.reduceOnly),
fpFromUint32(input.triggerPrice),
fpFromInt64(input.orderExpiry),
];
return hashToQuinticExtension(elements);
}
interface CancelOrderHashInput {
chainId: number;
accountIndex: bigint;
apiKeyIndex: number;
nonce: bigint;
expiredAt: bigint;
marketIndex: number;
orderIndex: bigint;
}
function hashCancelOrder(input: CancelOrderHashInput): Fp5 {
const elements = [
Fp.fromUint32(input.chainId >>> 0),
Fp.fromUint32(LIGHTER_TX_TYPE.CANCEL_ORDER),
fpFromInt64(input.nonce),
fpFromInt64(input.expiredAt),
fpFromInt64(input.accountIndex),
fpFromUint32(input.apiKeyIndex),
fpFromUint32(input.marketIndex),
fpFromInt64(input.orderIndex),
];
return hashToQuinticExtension(elements);
}
interface CancelAllHashInput {
chainId: number;
accountIndex: bigint;
apiKeyIndex: number;
nonce: bigint;
expiredAt: bigint;
timeInForce: number;
time: bigint;
}
function hashCancelAll(input: CancelAllHashInput): Fp5 {
const elements = [
Fp.fromUint32(input.chainId >>> 0),
Fp.fromUint32(LIGHTER_TX_TYPE.CANCEL_ALL_ORDERS),
fpFromInt64(input.nonce),
fpFromInt64(input.expiredAt),
fpFromInt64(input.accountIndex),
fpFromUint32(input.apiKeyIndex),
fpFromUint32(input.timeInForce),
fpFromInt64(input.time),
];
return hashToQuinticExtension(elements);
}
+37 -1
View File
@@ -99,6 +99,8 @@ export class TrendEngine {
markPrice: null,
};
private pendingRealized: { pnl: number; timestamp: number } | null = null;
private klineInsufficientLogged = false;
private klineReadyLogged = false;
// 控制入场频率:同一分钟内最多入场一次
private lastEntryMinute: number | null = null;
@@ -174,8 +176,16 @@ export class TrendEngine {
this.exchange.watchOrders.bind(this.exchange),
(orders) => {
this.synchronizeLocks(orders);
const isActive = (status: string | undefined) => {
if (!status) return true;
const normalized = status.toLowerCase();
return normalized !== "filled" && normalized !== "canceled" && normalized !== "cancelled";
};
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
? orders.filter(
(order) =>
order.type !== "MARKET" && order.symbol === this.config.symbol && isActive(order.status)
)
: [];
const currentIds = new Set(this.openOrders.map((order) => String(order.orderId)));
for (const id of Array.from(this.pendingCancelOrders)) {
@@ -226,6 +236,7 @@ export class TrendEngine {
this.exchange.watchKlines.bind(this.exchange, this.config.symbol, this.config.klineInterval),
(klines) => {
this.klineSnapshot = Array.isArray(klines) ? klines : [];
this.logKlineSnapshot();
this.emitUpdate();
},
log,
@@ -258,6 +269,31 @@ export class TrendEngine {
);
}
private logKlineSnapshot(): void {
const minKlines = Math.max(30, this.config.bollingerLength);
const count = this.klineSnapshot.length;
if (count < minKlines) {
if (!this.klineInsufficientLogged) {
const closes = this.klineSnapshot.slice(-5).map((k) => Number(k.close).toFixed(2));
this.tradeLog.push(
"info",
`K线不足 ${count}/${minKlines},最近收盘(${closes.length}): ${closes.join(", ")}`
);
this.klineInsufficientLogged = true;
}
return;
}
if (!this.klineReadyLogged) {
const closes = this.klineSnapshot.slice(-5).map((k) => Number(k.close).toFixed(2));
this.tradeLog.push(
"info",
`K线就绪 ${count} 根,可计算 SMA30。最近收盘: ${closes.join(", ")}`
);
this.klineReadyLogged = true;
}
this.klineInsufficientLogged = false;
}
private async tick(): Promise<void> {
if (this.processing) return;
this.processing = true;