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feat: enhance order handling in LighterGateway and introduce order identity normalization for improved precision and consistency

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discountry
2025-11-12 19:17:04 +08:00
parent 1baee3a207
commit e7f6341961
11 changed files with 318 additions and 40 deletions
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src/exchanges/lighter/mappers.ts
+27 -7
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@@ -19,6 +19,8 @@ import type {
LighterOrderBookSnapshot,
LighterPosition,
} from "./types";
import { coerceBooleanFlag, normalizeBooleanFlag } from "./flags";
import { normalizeOrderIdentity } from "./order-identity";
export function toDepth(symbol: string, snapshot: LighterOrderBookSnapshot): AsterDepth {
const toLevels = (levels: LighterOrderBookLevel[]): AsterDepthLevel[] =>
@@ -74,13 +76,31 @@ export function toOrders(symbol: string, orders: LighterOrder[]): AsterOrder[] {
}
export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterOrder {
const side: OrderSide = order.is_ask || order.side?.toLowerCase() === "sell" || order.side?.toLowerCase() === "ask"
? "SELL"
: "BUY";
const booleanIsAsk = normalizeBooleanFlag(order.is_ask);
const normalizedSide = order.side?.toLowerCase();
const side: OrderSide =
booleanIsAsk != null
? booleanIsAsk
? "SELL"
: "BUY"
: normalizedSide === "sell" || normalizedSide === "ask"
? "SELL"
: "BUY";
const reduceOnly = coerceBooleanFlag(order.reduce_only, false);
const orderIndex =
normalizeOrderIdentity(order.order_id) ??
normalizeOrderIdentity(order.order_index) ??
normalizeOrderIdentity(order.client_order_index) ??
normalizeOrderIdentity(order.client_order_id) ??
"";
const clientIndex =
normalizeOrderIdentity(order.client_order_id) ??
normalizeOrderIdentity(order.client_order_index) ??
"";
return {
// Use string order id to avoid precision loss; prefer on-chain order_index for cancellation
orderId: String(order.order_index ?? order.client_order_index ?? ""),
clientOrderId: String(order.client_order_index ?? order.order_index ?? ""),
orderId: orderIndex,
clientOrderId: clientIndex || orderIndex,
symbol,
side,
type: mapOrderType(order.type),
@@ -91,8 +111,8 @@ export function lighterOrderToAster(symbol: string, order: LighterOrder): AsterO
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),
reduceOnly,
closePosition: reduceOnly,
workingType: "MARK_PRICE",
activationPrice: order.trigger_price,
};