feat: 添加 Lighter 适配器及相关功能，支持 trailing stops 和新的交易逻辑

2026-09-10 08:48:07 +00:00 · 2025-09-30 22:08:05 +08:00
parent e83bdfccf9
commit c8b0ab1c8e
101 changed files with 90621 additions and 3 deletions
@@ -0,0 +1,187 @@
+import type {
+  AsterAccountAsset,
+  AsterAccountPosition,
+  AsterAccountSnapshot,
+  AsterDepth,
+  AsterDepthLevel,
+  AsterKline,
+  AsterOrder,
+  AsterTicker,
+  OrderSide,
+  OrderType,
+} from "../types";
+import type {
+  LighterAccountDetails,
+  LighterKline,
+  LighterMarketStats,
+  LighterOrder,
+  LighterOrderBookLevel,
+  LighterOrderBookSnapshot,
+  LighterPosition,
+} from "./types";
+
+export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
+  const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
+    levels.map((level) => [level.price, level.size]);
+  return {
+    symbol,
+    lastUpdateId: snapshot.offset ?? Date.now(),
+    bids: toLevels(snapshot.bids ?? []),
+    asks: toLevels(snapshot.asks ?? []),
+    eventTime: Date.now(),
+    eventType: "lighterDepth",
+  };
+}
+
+export function toTicker(symbol: string, stats: LighterMarketStats): AsterTicker {
+  return {
+    symbol,
+    eventType: "lighterTicker",
+    eventTime: Date.now(),
+    lastPrice: stats.last_trade_price,
+    openPrice: stats.daily_price_low != null ? String(stats.daily_price_low) : stats.last_trade_price,
+    highPrice: stats.daily_price_high != null ? String(stats.daily_price_high) : stats.last_trade_price,
+    lowPrice: stats.daily_price_low != null ? String(stats.daily_price_low) : stats.last_trade_price,
+    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,
+    weightedAvgPrice: undefined,
+  } as AsterTicker;
+}
+
+export function toKlines(symbol: string, interval: string, klines: LighterKline[]): AsterKline[] {
+  return klines.map((entry) => ({
+    symbol,
+    eventType: "lighterKline",
+    eventTime: Date.now(),
+    interval,
+    openTime: entry.start_timestamp,
+    closeTime: entry.end_timestamp,
+    open: entry.open,
+    high: entry.high,
+    low: entry.low,
+    close: entry.close,
+    volume: entry.base_token_volume,
+    quoteAssetVolume: entry.quote_token_volume,
+    numberOfTrades: entry.trades ?? 0,
+    isClosed: true,
+  }));
+}
+
+export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] {
+  return orders.map((order) => lighterOrderToAster(symbol, order));
+}
+
+export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterOrder {
+  const side: OrderSide = order.is_ask || order.side?.toLowerCase() === "sell" || order.side?.toLowerCase() === "ask"
+    ? "SELL"
+    : "BUY";
+  return {
+    orderId: order.order_index,
+    clientOrderId: String(order.client_order_index ?? order.order_index ?? ""),
+    symbol,
+    side,
+    type: mapOrderType(order.type),
+    status: order.status ?? order.trigger_status ?? "UNKNOWN",
+    price: order.price ?? "0",
+    origQty: order.initial_base_amount ?? "0",
+    executedQty: computeExecutedQty(order),
+    stopPrice: order.trigger_price ?? "0",
+    time: order.created_at ?? Date.now(),
+    updateTime: order.updated_at ?? Date.now(),
+    reduceOnly: Boolean(order.reduce_only),
+    closePosition: Boolean(order.reduce_only ?? order.owner_account_index === undefined ? false : order.is_ask),
+    workingType: "MARK_PRICE",
+    activationPrice: order.trigger_price,
+  };
+}
+
+function computeExecutedQty(order: LighterOrder): string {
+  if (order.filled_base_amount) return order.filled_base_amount;
+  if (order.initial_base_amount && order.remaining_base_amount) {
+    try {
+      const initial = Number(order.initial_base_amount);
+      const remaining = Number(order.remaining_base_amount);
+      if (Number.isFinite(initial) && Number.isFinite(remaining)) {
+        return (initial - remaining).toString();
+      }
+    } catch (_) {
+      // fall through
+    }
+  }
+  return "0";
+}
+
+function mapOrderType(value?: string): OrderType {
+  if (!value) return "LIMIT";
+  const normalized = value.toLowerCase();
+  switch (normalized) {
+    case "limit":
+      return "LIMIT";
+    case "market":
+      return "MARKET";
+    case "stop_loss":
+    case "stop_loss_market":
+      return "STOP_MARKET";
+    case "stop_loss_limit":
+      return "LIMIT";
+    case "take_profit":
+    case "take_profit_market":
+      return "STOP_MARKET";
+    case "take_profit_limit":
+      return "LIMIT";
+    default:
+      return "LIMIT";
+  }
+}
+
+export function toAccountSnapshot(
+  symbol: string,
+  details: LighterAccountDetails,
+  positions: LighterPosition[] = [],
+  assets: AsterAccountAsset[] = []
+): AsterAccountSnapshot {
+  const transformedPositions = positions.map((position) => lighterPositionToAster(symbol, position));
+  const aggregateUnrealized = transformedPositions.reduce((acc, pos) => acc + Number(pos.unrealizedProfit ?? 0), 0);
+  const assetList = assets.length ? assets : defaultAsset(details);
+  return {
+    canTrade: details.status !== 0,
+    canDeposit: true,
+    canWithdraw: true,
+    updateTime: Date.now(),
+    totalWalletBalance: details.collateral ?? "0",
+    totalUnrealizedProfit: aggregateUnrealized.toFixed(8),
+    positions: transformedPositions,
+    assets: assetList,
+  };
+}
+
+function defaultAsset(details: LighterAccountDetails): AsterAccountAsset[] {
+  return [
+    {
+      asset: "USDC",
+      walletBalance: details.collateral ?? "0",
+      availableBalance: details.available_balance ?? details.collateral ?? "0",
+      updateTime: Date.now(),
+    },
+  ];
+}
+
+function lighterPositionToAster(symbol: string, position: LighterPosition): AsterAccountPosition {
+  const sign = position.sign ?? 0;
+  const positionSide = sign > 0 ? "LONG" : sign < 0 ? "SHORT" : "BOTH";
+  return {
+    symbol: position.symbol ?? symbol,
+    positionAmt: position.position ?? "0",
+    entryPrice: position.avg_entry_price ?? "0",
+    unrealizedProfit: position.unrealized_pnl ?? "0",
+    positionSide,
+    updateTime: Date.now(),
+    liquidationPrice: position.liquidation_price,
+    maintMargin: undefined,
+    initialMargin: position.allocated_margin,
+    marginType: position.margin_mode === 1 ? "ISOLATED" : "CROSS",
+    markPrice: undefined,
+  };
+}