mirror of
https://github.com/discountry/ritmex-bot.git
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feat: 添加 Lighter 适配器及相关功能，支持 trailing stops 和新的交易逻辑
This commit is contained in:
discountry
@@ -0,0 +1,683 @@
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import { setInterval, clearInterval, setTimeout, clearTimeout } from "timers";
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import WebSocket from "ws";
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import type {
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AccountListener,
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DepthListener,
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KlineListener,
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OrderListener,
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TickerListener,
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} from "../adapter";
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import type { AsterAccountSnapshot, AsterDepth, AsterKline, AsterOrder, AsterTicker, CreateOrderParams } from "../types";
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import { extractMessage } from "../../utils/errors";
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import type { OrderSide, OrderType } from "../types";
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import { LighterHttpClient } from "./http-client";
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import { HttpNonceManager } from "./nonce-manager";
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import { LighterSigner, type CreateOrderSignParams } from "./signer";
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import { bytesToHex } from "./bytes";
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import type {
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LighterAccountDetails,
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LighterKline,
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LighterMarketStats,
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LighterOrder,
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LighterOrderBookLevel,
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LighterOrderBookSnapshot,
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LighterPosition,
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} from "./types";
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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";
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import { decimalToScaled, scaledToDecimalString } from "./decimal";
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import { lighterOrderToAster, toAccountSnapshot, toDepth, toKlines, toOrders, toTicker } from "./mappers";
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interface SimpleEvent<T> {
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add(handler: (value: T) => void): void;
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remove(handler: (value: T) => void): void;
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emit(value: T): void;
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listenerCount(): number;
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}
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function createEvent<T>(): SimpleEvent<T> {
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const listeners = new Set<(value: T) => void>();
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return {
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add(handler) {
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listeners.add(handler);
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},
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remove(handler) {
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listeners.delete(handler);
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},
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emit(value) {
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for (const handler of Array.from(listeners)) {
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try {
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handler(value);
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} catch (error) {
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console.error("[LighterGateway] listener error", error);
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}
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}
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},
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listenerCount() {
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return listeners.size;
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},
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};
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}
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interface Pollers {
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ticker?: ReturnType<typeof setInterval>;
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klines: Map<string, ReturnType<typeof setInterval>>;
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}
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const KLINE_DEFAULT_COUNT = 120;
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const DEFAULT_TICKER_POLL_MS = 3000;
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const DEFAULT_KLINE_POLL_MS = 15000;
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const RESOLUTION_MS: Record<string, number> = {
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"1m": 60_000,
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"5m": 300_000,
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"15m": 900_000,
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"1h": 3_600_000,
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"4h": 14_400_000,
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"1d": 86_400_000,
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};
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export interface LighterGatewayOptions {
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symbol: string; // display symbol used by strategy logging
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marketSymbol?: string; // actual Lighter order book symbol (e.g., BTC)
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accountIndex: number;
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apiKeys: Record<number, string>;
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baseUrl?: string;
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environment?: keyof typeof LIGHTER_HOSTS;
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marketId?: number;
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priceDecimals?: number;
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sizeDecimals?: number;
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chainId?: number;
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apiKeyIndices?: number[];
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tickerPollMs?: number;
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klinePollMs?: number;
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logger?: (context: string, error: unknown) => void;
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l1Address?: string;
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}
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export class LighterGateway {
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private readonly displaySymbol: string;
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private readonly marketSymbol: string;
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private readonly http: LighterHttpClient;
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private readonly signer: LighterSigner;
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private readonly nonceManager: HttpNonceManager;
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private readonly logger: (context: string, error: unknown) => void;
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private readonly apiKeyIndices: number[];
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private readonly environment: keyof typeof LIGHTER_HOSTS;
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private readonly pollers: Pollers = { ticker: undefined, klines: new Map() };
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private readonly klineCache = new Map<string, AsterKline[]>();
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private readonly accountEvent = createEvent<AsterAccountSnapshot>();
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private readonly ordersEvent = createEvent<AsterOrder[]>();
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private readonly depthEvent = createEvent<AsterDepth>();
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private readonly tickerEvent = createEvent<AsterTicker>();
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private readonly klinesEvent = createEvent<AsterKline[]>();
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private readonly auth = { token: null as string | null, expiresAt: 0 };
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private readonly l1Address: string | null;
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private marketId: number | null = null;
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private priceDecimals: number | null = null;
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private sizeDecimals: number | null = null;
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private ws: WebSocket | null = null;
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private reconnectTimer: ReturnType<typeof setTimeout> | null = null;
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private readonly wsUrl: string;
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private connectPromise: Promise<void> | null = null;
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private accountDetails: LighterAccountDetails | null = null;
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private positions: LighterPosition[] = [];
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private orders: LighterOrder[] = [];
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private orderBook: LighterOrderBookSnapshot | null = null;
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private ticker: LighterMarketStats | null = null;
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private initialized = false;
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private readonly tickerPollMs: number;
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private readonly klinePollMs: number;
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constructor(options: LighterGatewayOptions) {
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this.displaySymbol = options.symbol;
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this.marketSymbol = (options.marketSymbol ?? options.symbol).toUpperCase();
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this.environment = options.environment ?? DEFAULT_LIGHTER_ENVIRONMENT;
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const host = options.baseUrl ?? LIGHTER_HOSTS[this.environment]?.rest;
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if (!host) {
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throw new Error(`Unknown Lighter environment ${this.environment}`);
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}
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const wsHost = LIGHTER_HOSTS[this.environment]?.ws;
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if (!wsHost) {
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throw new Error(`WebSocket endpoint not configured for env ${this.environment}`);
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}
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this.wsUrl = wsHost;
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this.http = new LighterHttpClient({ baseUrl: host });
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this.signer = new LighterSigner({
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accountIndex: options.accountIndex,
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chainId: options.chainId ?? (this.environment === "mainnet" ? 304 : 300),
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apiKeys: options.apiKeys,
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});
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this.apiKeyIndices = options.apiKeyIndices ?? Object.keys(options.apiKeys).map(Number);
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this.nonceManager = new HttpNonceManager({
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accountIndex: options.accountIndex,
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apiKeyIndices: this.apiKeyIndices,
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http: this.http,
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});
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this.logger = options.logger ?? ((context, error) => console.error(`[LighterGateway] ${context}`, error));
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this.marketId = options.marketId != null ? Number(options.marketId) : null;
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this.priceDecimals = options.priceDecimals ?? null;
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this.sizeDecimals = options.sizeDecimals ?? null;
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this.tickerPollMs = options.tickerPollMs ?? DEFAULT_TICKER_POLL_MS;
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this.klinePollMs = options.klinePollMs ?? DEFAULT_KLINE_POLL_MS;
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this.l1Address = options.l1Address ?? null;
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}
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async ensureInitialized(): Promise<void> {
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if (this.initialized) return;
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if (!this.connectPromise) {
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this.connectPromise = this.initialize().catch((error) => {
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this.connectPromise = null;
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throw error;
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});
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}
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await this.connectPromise;
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this.initialized = true;
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}
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onAccount(handler: AccountListener): void {
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this.accountEvent.add(handler);
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}
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onOrders(handler: OrderListener): void {
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this.ordersEvent.add(handler);
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}
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onDepth(handler: DepthListener): void {
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this.depthEvent.add(handler);
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}
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onTicker(handler: TickerListener): void {
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this.tickerEvent.add(handler);
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}
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onKlines(handler: KlineListener): void {
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this.klinesEvent.add(handler);
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}
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async createOrder(params: CreateOrderParams): Promise<AsterOrder> {
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await this.ensureInitialized();
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const conversion = this.mapCreateOrderParams(params);
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const { baseAmountScaledString, priceScaledString, triggerPriceScaledString, ...signParams } = conversion;
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const { apiKeyIndex, nonce } = this.nonceManager.next();
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try {
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const signed = this.signer.signCreateOrder({
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...signParams,
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apiKeyIndex,
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nonce,
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});
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const auth = await this.ensureAuthToken();
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await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth });
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return lighterOrderToAster(this.displaySymbol, {
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order_index: Number(signParams.clientOrderIndex % 1_000_000_000n),
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client_order_index: Number(signParams.clientOrderIndex),
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market_index: signParams.marketIndex,
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initial_base_amount: baseAmountScaledString,
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remaining_base_amount: baseAmountScaledString,
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price: priceScaledString,
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trigger_price: triggerPriceScaledString,
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is_ask: signParams.isAsk === 1,
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side: signParams.isAsk === 1 ? "sell" : "buy",
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type: params.type?.toLowerCase(),
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reduce_only: signParams.reduceOnly === 1,
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status: "NEW",
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created_at: Date.now(),
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} as LighterOrder);
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} catch (error) {
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this.nonceManager.acknowledgeFailure(apiKeyIndex);
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throw error;
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}
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}
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async cancelOrder(params: { marketIndex?: number; orderId: number | string; apiKeyIndex?: number }): Promise<void> {
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await this.ensureInitialized();
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const marketIndex = params.marketIndex ?? this.marketId;
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if (marketIndex == null) throw new Error("Market index unknown");
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const indexValue = BigInt(typeof params.orderId === "string" ? Number(params.orderId) : params.orderId);
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const { apiKeyIndex, nonce } = this.nonceManager.next();
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try {
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const signed = this.signer.signCancelOrder({
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marketIndex,
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orderIndex: indexValue,
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nonce,
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apiKeyIndex,
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});
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const auth = await this.ensureAuthToken();
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await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth });
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} catch (error) {
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this.nonceManager.acknowledgeFailure(apiKeyIndex);
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throw error;
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}
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}
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async cancelAllOrders(params?: { timeInForce?: number; scheduleMs?: number; apiKeyIndex?: number }): Promise<void> {
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await this.ensureInitialized();
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const timeInForce = params?.timeInForce ?? 0;
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const time = params?.scheduleMs != null ? BigInt(params.scheduleMs) : 0n;
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const { apiKeyIndex, nonce } = this.nonceManager.next();
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try {
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const signed = this.signer.signCancelAll({
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timeInForce,
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scheduledTime: time,
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nonce,
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apiKeyIndex,
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});
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const auth = await this.ensureAuthToken();
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await this.http.sendTransaction(signed.txType, signed.txInfo, { authToken: auth });
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} catch (error) {
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this.nonceManager.acknowledgeFailure(apiKeyIndex);
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throw error;
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}
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}
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private async initialize(): Promise<void> {
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await this.loadMetadata();
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await this.nonceManager.init(true);
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await this.refreshAccountSnapshot();
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await this.openWebSocket();
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// Emit an initial empty orders snapshot so strategies depending on an order
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// snapshot at startup can proceed even if the websocket does not publish
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// orders until there is activity.
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this.emitOrders();
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this.startPolling();
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}
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private async loadMetadata(): Promise<void> {
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if (this.marketId != null && this.priceDecimals != null && this.sizeDecimals != null) return;
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const books = await this.http.getOrderBooks();
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const desiredSymbol = this.marketSymbol;
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let target = books.find((book) => (book.symbol ? String(book.symbol).toUpperCase() : "") === desiredSymbol);
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if (!target && this.marketId != null) {
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target = books.find((book) => Number(book.market_id) === Number(this.marketId));
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}
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if (!target) {
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if (this.marketId != null && this.priceDecimals != null && this.sizeDecimals != null) {
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return;
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}
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throw new Error(`Symbol ${desiredSymbol} not listed on Lighter order books`);
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}
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this.marketId = Number(target.market_id);
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if (this.priceDecimals == null) {
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this.priceDecimals = target.supported_price_decimals;
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}
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if (this.sizeDecimals == null) {
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this.sizeDecimals = target.supported_size_decimals;
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}
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}
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private async refreshAccountSnapshot(): Promise<void> {
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try {
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const auth = await this.ensureAuthToken();
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let details: LighterAccountDetails | null = null;
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if (this.l1Address) {
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details = await this.http.getAccountDetails(Number(this.signer.accountIndex), auth, {
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by: "l1_address",
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value: this.l1Address,
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});
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}
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if (!details) {
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details = await this.http.getAccountDetails(Number(this.signer.accountIndex), auth, {
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by: "index",
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value: Number(this.signer.accountIndex),
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});
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}
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if (details) {
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this.accountDetails = details;
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this.emitAccount();
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} else {
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// Fallback: emit an empty account snapshot so strategies can proceed
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this.accountDetails = {
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account_index: Number(this.signer.accountIndex),
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status: 1,
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collateral: "0",
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available_balance: "0",
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} as LighterAccountDetails;
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this.positions = [];
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this.emitAccount();
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}
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} catch (error) {
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this.logger("refreshAccount", error);
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}
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}
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private async openWebSocket(): Promise<void> {
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if (this.ws && (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING)) {
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return;
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}
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await new Promise<void>((resolve, reject) => {
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const ws = new WebSocket(this.wsUrl);
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this.ws = ws;
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const cleanup = () => {
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ws.removeAllListeners();
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};
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ws.on("open", async () => {
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try {
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await this.subscribeChannels();
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resolve();
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} catch (error) {
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reject(error);
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}
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});
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ws.on("message", (data) => this.handleMessage(data));
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ws.on("close", (code, reason) => {
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cleanup();
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this.scheduleReconnect();
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});
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ws.on("error", (error) => {
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cleanup();
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this.logger("ws:error", error);
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});
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});
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}
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private async subscribeChannels(): Promise<void> {
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const ws = this.ws;
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if (!ws || ws.readyState !== WebSocket.OPEN) return;
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const marketId = this.marketId;
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if (marketId == null) throw new Error("Market ID unknown");
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ws.send(JSON.stringify({ type: "subscribe", channel: `order_book/${marketId}` }));
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ws.send(JSON.stringify({ type: "subscribe", channel: `account_all/${Number(this.signer.accountIndex)}` }));
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const auth = await this.ensureAuthToken();
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ws.send(
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JSON.stringify({
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type: "subscribe",
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channel: `account_all_orders/${Number(this.signer.accountIndex)}`,
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auth,
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})
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);
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}
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private async ensureAuthToken(): Promise<string> {
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const now = Date.now();
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if (this.auth.token && now < this.auth.expiresAt - DEFAULT_AUTH_TOKEN_BUFFER_MS) {
|
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return this.auth.token;
|
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}
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const deadline = now + 10 * 60 * 1000; // 10 minutes horizon
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const token = this.signer.createAuthToken(deadline);
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this.auth.token = token;
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this.auth.expiresAt = deadline;
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return token;
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}
|
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|
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private scheduleReconnect(): void {
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if (this.reconnectTimer) return;
|
||||
this.reconnectTimer = setTimeout(() => {
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this.reconnectTimer = null;
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this.openWebSocket().catch((error) => this.logger("reconnect", error));
|
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}, 2000);
|
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}
|
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private handleMessage(data: WebSocket.RawData): void {
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||||
try {
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||||
const text = typeof data === "string" ? data : data.toString("utf8");
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const message = JSON.parse(text);
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const type = message?.type;
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switch (type) {
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case "connected":
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break;
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case "subscribed/order_book":
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this.handleOrderBookSnapshot(message);
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break;
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case "update/order_book":
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this.handleOrderBookUpdate(message);
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break;
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||||
case "subscribed/account_all":
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||||
case "update/account_all":
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this.handleAccountAll(message);
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break;
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case "subscribed/account_all_orders":
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case "update/account_all_orders":
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this.handleAccountOrders(message);
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break;
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default:
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break;
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||||
}
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||||
} catch (error) {
|
||||
this.logger("ws:message", error);
|
||||
}
|
||||
}
|
||||
|
||||
private handleOrderBookSnapshot(message: any): void {
|
||||
if (!message?.order_book) return;
|
||||
const snapshot: LighterOrderBookSnapshot = {
|
||||
market_id: this.marketId ?? 0,
|
||||
offset: message.order_book.offset ?? Date.now(),
|
||||
bids: message.order_book.bids ?? [],
|
||||
asks: message.order_book.asks ?? [],
|
||||
};
|
||||
this.orderBook = snapshot;
|
||||
this.emitDepth();
|
||||
}
|
||||
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||||
private handleOrderBookUpdate(message: any): void {
|
||||
if (!this.orderBook) return;
|
||||
const update = message?.order_book;
|
||||
if (!update) return;
|
||||
if (Array.isArray(update.asks)) {
|
||||
this.orderBook.asks = mergeLevels(this.orderBook.asks ?? [], update.asks);
|
||||
}
|
||||
if (Array.isArray(update.bids)) {
|
||||
this.orderBook.bids = mergeLevels(this.orderBook.bids ?? [], update.bids);
|
||||
}
|
||||
this.orderBook.offset = update.offset ?? this.orderBook.offset;
|
||||
this.emitDepth();
|
||||
}
|
||||
|
||||
private handleAccountAll(message: any): void {
|
||||
if (!message) return;
|
||||
const positionsObject = message.positions ?? {};
|
||||
const positions: LighterPosition[] = Object.values(positionsObject) as LighterPosition[];
|
||||
this.positions = positions;
|
||||
this.emitAccount();
|
||||
}
|
||||
|
||||
private handleAccountOrders(message: any): void {
|
||||
if (!message) return;
|
||||
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);
|
||||
this.ordersEvent.emit(mapped);
|
||||
}
|
||||
|
||||
private emitDepth(): void {
|
||||
if (!this.orderBook || this.marketId == null) return;
|
||||
const depth = toDepth(this.displaySymbol, this.orderBook);
|
||||
this.depthEvent.emit(depth);
|
||||
}
|
||||
|
||||
private emitAccount(): void {
|
||||
if (!this.accountDetails) return;
|
||||
const snapshot = toAccountSnapshot(this.displaySymbol, this.accountDetails, this.positions);
|
||||
this.accountEvent.emit(snapshot);
|
||||
}
|
||||
|
||||
private emitOrders(): void {
|
||||
const mapped = toOrders(this.displaySymbol, this.orders ?? []);
|
||||
this.ordersEvent.emit(mapped);
|
||||
}
|
||||
|
||||
private startPolling(): void {
|
||||
if (!this.pollers.ticker) {
|
||||
this.pollers.ticker = setInterval(() => {
|
||||
this.refreshTicker().catch((error) => this.logger("ticker", error));
|
||||
}, this.tickerPollMs);
|
||||
void this.refreshTicker();
|
||||
}
|
||||
}
|
||||
|
||||
private async refreshTicker(): Promise<void> {
|
||||
try {
|
||||
const stats = await this.http.getExchangeStats();
|
||||
const marketId = this.marketId;
|
||||
if (marketId == null) return;
|
||||
const match = stats.find(
|
||||
(entry) => Number(entry.market_id) === marketId || (entry.symbol ? entry.symbol.toUpperCase() : "") === this.marketSymbol
|
||||
);
|
||||
if (!match) return;
|
||||
const ticker = toTicker(this.displaySymbol, match);
|
||||
this.tickerEvent.emit(ticker);
|
||||
} catch (error) {
|
||||
this.logger("refreshTicker", error);
|
||||
}
|
||||
}
|
||||
|
||||
watchKlines(interval: string, handler: KlineListener): void {
|
||||
this.klinesEvent.add(handler);
|
||||
const cached = this.klineCache.get(interval);
|
||||
if (cached) {
|
||||
handler(cloneKlines(cached));
|
||||
}
|
||||
const existing = this.pollers.klines.get(interval);
|
||||
if (!existing) {
|
||||
const poll = () => {
|
||||
void this.refreshKlines(interval).catch((error) => this.logger("klines", error));
|
||||
};
|
||||
const timer = setInterval(poll, this.klinePollMs);
|
||||
this.pollers.klines.set(interval, timer);
|
||||
poll();
|
||||
}
|
||||
}
|
||||
|
||||
private async refreshKlines(interval: string): Promise<void> {
|
||||
await this.ensureInitialized();
|
||||
const marketId = this.marketId;
|
||||
if (marketId == null) return;
|
||||
const resolutionMs = RESOLUTION_MS[interval];
|
||||
if (!resolutionMs) return;
|
||||
const end = Date.now();
|
||||
const count = Math.max(KLINE_DEFAULT_COUNT, 200);
|
||||
const start = end - resolutionMs * count;
|
||||
const startTs = Math.max(0, Math.floor(start));
|
||||
const endTs = Math.max(startTs + resolutionMs, Math.floor(end));
|
||||
const raw = await this.http.getCandlesticks({
|
||||
marketId,
|
||||
resolution: interval,
|
||||
countBack: count,
|
||||
endTimestamp: endTs,
|
||||
startTimestamp: startTs,
|
||||
setTimestampToEnd: true,
|
||||
});
|
||||
const mapped = toKlines(this.displaySymbol, interval, raw as LighterKline[]);
|
||||
this.klineCache.set(interval, mapped);
|
||||
this.klinesEvent.emit(cloneKlines(mapped));
|
||||
}
|
||||
|
||||
private mapCreateOrderParams(params: CreateOrderParams): Omit<CreateOrderSignParams, "nonce"> & {
|
||||
baseAmountScaledString: string;
|
||||
priceScaledString: string;
|
||||
triggerPriceScaledString: string;
|
||||
clientOrderIndex: bigint;
|
||||
} {
|
||||
if (this.marketId == null || this.priceDecimals == null || this.sizeDecimals == null) {
|
||||
throw new Error("Lighter market metadata not initialized");
|
||||
}
|
||||
if (params.quantity == null || !Number.isFinite(params.quantity)) {
|
||||
throw new Error("Lighter orders require quantity");
|
||||
}
|
||||
const side = params.side;
|
||||
const isAsk = side === "SELL" ? 1 : 0;
|
||||
const baseAmount = decimalToScaled(params.quantity, 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;
|
||||
if (params.type === "MARKET" && priceScaled == null) {
|
||||
priceScaled = decimalToScaled(this.estimateMarketPrice(side), this.priceDecimals);
|
||||
}
|
||||
if (priceScaled == null) {
|
||||
throw new Error("Lighter order requires price");
|
||||
}
|
||||
const reduceOnly = 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;
|
||||
if (params.stopPrice != null) {
|
||||
triggerPriceScaled = decimalToScaled(params.stopPrice, this.priceDecimals);
|
||||
}
|
||||
const orderExpiry = resultTimeInForce === LIGHTER_TIME_IN_FORCE.IMMEDIATE_OR_CANCEL
|
||||
? BigInt(IMMEDIATE_OR_CANCEL_EXPIRY_PLACEHOLDER)
|
||||
: BigInt(DEFAULT_ORDER_EXPIRY_PLACEHOLDER);
|
||||
|
||||
return {
|
||||
marketIndex: this.marketId,
|
||||
clientOrderIndex,
|
||||
baseAmount,
|
||||
baseAmountScaledString,
|
||||
price: Number(priceScaled),
|
||||
priceScaledString: scaledToDecimalString(priceScaled, this.priceDecimals),
|
||||
isAsk,
|
||||
orderType: resultType,
|
||||
timeInForce: resultTimeInForce,
|
||||
reduceOnly,
|
||||
triggerPrice: Number(triggerPriceScaled),
|
||||
triggerPriceScaledString: scaledToDecimalString(triggerPriceScaled, this.priceDecimals),
|
||||
orderExpiry,
|
||||
expiredAt: BigInt(Date.now() + 10 * 60 * 1000),
|
||||
};
|
||||
}
|
||||
|
||||
private estimateMarketPrice(side: OrderSide): number {
|
||||
if (this.orderBook) {
|
||||
const levels = side === "SELL" ? this.orderBook.bids : this.orderBook.asks;
|
||||
if (levels && levels.length) {
|
||||
const sorted = [...levels].sort((a, b) => {
|
||||
const aPrice = Number(a.price);
|
||||
const bPrice = Number(b.price);
|
||||
return side === "SELL" ? bPrice - aPrice : aPrice - bPrice;
|
||||
});
|
||||
const level = sorted[0];
|
||||
if (level) return Number(level.price);
|
||||
}
|
||||
}
|
||||
if (this.ticker) {
|
||||
return Number(this.ticker.last_trade_price);
|
||||
}
|
||||
throw new Error("Unable to determine market price for order");
|
||||
}
|
||||
}
|
||||
|
||||
function mergeLevels(existing: LighterOrderBookLevel[], updates: LighterOrderBookLevel[]): LighterOrderBookLevel[] {
|
||||
const map = new Map<string, string>();
|
||||
for (const level of existing) {
|
||||
map.set(level.price, level.size);
|
||||
}
|
||||
for (const update of updates) {
|
||||
if (Number(update.size) <= 0) {
|
||||
map.delete(update.price);
|
||||
} else {
|
||||
map.set(update.price, update.size);
|
||||
}
|
||||
}
|
||||
return Array.from(map.entries()).map(([price, size]) => ({ price, size } as LighterOrderBookLevel));
|
||||
}
|
||||
|
||||
function cloneKlines(klines: AsterKline[]): AsterKline[] {
|
||||
return klines.map((kline) => ({ ...kline }));
|
||||
}
|
||||
|
||||
function mapOrderType(type: OrderType): number {
|
||||
switch (type) {
|
||||
case "MARKET":
|
||||
return LIGHTER_ORDER_TYPE.MARKET;
|
||||
case "STOP_MARKET":
|
||||
return LIGHTER_ORDER_TYPE.STOP_LOSS;
|
||||
default:
|
||||
return LIGHTER_ORDER_TYPE.LIMIT;
|
||||
}
|
||||
}
|
||||
|
||||
function mapTimeInForce(timeInForce: string | undefined, type: OrderType): number {
|
||||
const value = (timeInForce ?? (type === "MARKET" ? "IOC" : "GTC")).toUpperCase();
|
||||
switch (value) {
|
||||
case "IOC":
|
||||
return LIGHTER_TIME_IN_FORCE.IMMEDIATE_OR_CANCEL;
|
||||
case "GTX":
|
||||
return LIGHTER_TIME_IN_FORCE.POST_ONLY;
|
||||
default:
|
||||
return LIGHTER_TIME_IN_FORCE.GOOD_TILL_TIME;
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user