exchange-monitor-go/exchange/hyperliquid_trade.go

package exchange

import (
	"context"
	"crypto/ecdsa"
	"encoding/hex"
	"encoding/json"
	"fmt"
	"log"
	"math"
	"strconv"
	"strings"
	"sync"
	"time"

	"github.com/ethereum/go-ethereum/crypto"
	hl "github.com/sonirico/go-hyperliquid"
)

type HyperLiquidTrade struct {
	exchange    *hl.Exchange
	info        *hl.Info
	privateKey  *ecdsa.PrivateKey
	mainAddress string
	nonceMu     sync.Mutex
	lastNonce   int64
	configured  bool

	// szDecimals maps coin name -> decimal places for size formatting
	// Populated from HL Meta on initExchange()
	szDecimals map[string]int
}

func NewHyperLiquidTrade(privateKeyHex, mainAddress, apiAddress string) (*HyperLiquidTrade, error) {
	if privateKeyHex == "" {
		return &HyperLiquidTrade{}, nil
	}

	keyHex := strings.TrimPrefix(privateKeyHex, "0x")
	keyBytes, err := hex.DecodeString(keyHex)
	if err != nil {
		return nil, fmt.Errorf("decode private key: %w", err)
	}

	privKey, err := crypto.ToECDSA(keyBytes)
	if err != nil {
		return nil, fmt.Errorf("to ECDSA: %w", err)
	}

	ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
	defer cancel()

	info := hl.NewInfo(ctx, hl.MainnetAPIURL, true, nil, nil, nil)

	return &HyperLiquidTrade{
		privateKey:  privKey,
		mainAddress: mainAddress,
		info:        info,
		configured:  true,
	}, nil
}

// InitExchange ensures the HL exchange is initialized (fetches metadata, szDecimals, etc.).
// Safe to call multiple times — no-op after first initialization.
// Must be called before GetSize or PlaceMarketOrder for accurate size formatting.
func (h *HyperLiquidTrade) InitExchange() error {
	return h.initExchange()
}

func (h *HyperLiquidTrade) initExchange() error {
	if h.exchange != nil {
		return nil
	}
	if !h.configured {
		return fmt.Errorf("HL not configured")
	}

	ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
	defer cancel()

	meta, err := h.info.Meta(ctx)
	if err != nil {
		return fmt.Errorf("meta: %w", err)
	}
	spotMeta, err := h.info.SpotMeta(ctx)
	if err != nil {
		return fmt.Errorf("spot meta: %w", err)
	}

	h.exchange = hl.NewExchange(ctx, h.privateKey, hl.MainnetAPIURL, meta, "", h.mainAddress, spotMeta, nil)

	// Build szDecimals map from HL Meta for correct size formatting
	h.szDecimals = make(map[string]int, len(meta.Universe))
	for _, asset := range meta.Universe {
		h.szDecimals[asset.Name] = asset.SzDecimals
	}
	return nil
}

// GetSize returns a formatted size string for HL orders using the correct szDecimals.
func (h *HyperLiquidTrade) GetSize(coin string, amountUSD, price float64) string {
	sz := amountUSD / price
	decimals, ok := h.szDecimals[coin]
	if !ok {
		// Fallback: 4 decimal places
		return fmt.Sprintf("%.4f", math.Floor(sz*10000)/10000)
	}
	switch decimals {
	case 0:
		sz = math.Floor(sz)
		if sz < 1 {
			sz = 1
		}
		return fmt.Sprintf("%.0f", sz)
	case 1:
		sz = math.Floor(sz*10) / 10
		if sz < 0.1 {
			sz = 0.1
		}
		return fmt.Sprintf("%.1f", sz)
	case 2:
		sz = math.Floor(sz*100) / 100
		if sz < 0.01 {
			sz = 0.01
		}
		return fmt.Sprintf("%.2f", sz)
	default:
		mult := math.Pow10(decimals)
		sz = math.Floor(sz*mult) / mult
		if sz < 1/mult {
			sz = 1 / mult
		}
		return fmt.Sprintf("%."+strconv.Itoa(decimals)+"f", sz)
	}
}

func (h *HyperLiquidTrade) IsConfigured() bool {
	return h.configured
}

// PlaceMarketOrder places a market order and returns the raw JSON response.
func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, error) {
	if !h.configured {
		return "", fmt.Errorf("HL not configured")
	}
	if err := h.initExchange(); err != nil {
		return "", fmt.Errorf("init: %w", err)
	}

	isBuy := side == "buy"
	size, _ := strconv.ParseFloat(sz, 64)

	// Find szDecimals for this coin
	decimals := 4
	if d, ok := h.szDecimals[coin]; ok {
		decimals = d
	}

	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	log.Printf("[Order] HL MarketOpen | coin=%s isBuy=%v size=%.*f szDecimals=%d slippage=0.05 px=nil", coin, isBuy, decimals, size, decimals)
	result, err := h.exchange.MarketOpen(ctx, coin, isBuy, size, nil, 0.05, nil, nil)
	if err != nil {
		return "", fmt.Errorf("market open: %w", err)
	}
	respJSON, _ := json.Marshal(result)
	return string(respJSON), nil
}

// PlaceMarketCloseOrder closes a position on HL with reduceOnly protection.
// Uses the SDK's MarketClose which sets ReduceOnly=true to prevent accidental reversals.
// sz is the size string (same format as PlaceMarketOrder). Pass "0" or "" to close full position.
func (h *HyperLiquidTrade) PlaceMarketCloseOrder(coin, sz string) (string, error) {
	if !h.configured {
		return "", fmt.Errorf("HL not configured")
	}
	if err := h.initExchange(); err != nil {
		return "", fmt.Errorf("init: %w", err)
	}

	var size *float64
	if f, err := strconv.ParseFloat(sz, 64); err == nil && f > 0 {
		size = &f
	}

	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	log.Printf("[Order] HL MarketClose | coin=%s size=%v reduceOnly=true slippage=0.05", coin, size)
	result, err := h.exchange.MarketClose(ctx, coin, size, nil, 0.05, nil, nil)
	if err != nil {
		return "", fmt.Errorf("market close: %w", err)
	}
	respJSON, _ := json.Marshal(result)
	return string(respJSON), nil
}

// EstimateFeeFromResponse calculates the fee using the response's filled size × price
// × configured taker rate. This is NOT an actual fee from HL — HL does not return
// fee amounts in the order response. The result is equivalent to estimating from
// TradeAmountUSD, but more accurate for partial fills since it uses actual filled sz/px.
func (h *HyperLiquidTrade) EstimateFeeFromResponse(orderResponseJSON string, takerFeePct float64) (feeUSD float64, err error) {
	var resp struct {
		Filled *struct {
			TotalSz string `json:"totalSz"`
			AvgPx   string `json:"avgPx"`
		} `json:"filled,omitempty"`
	}
	if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil || resp.Filled == nil {
		return 0, fmt.Errorf("no filled data in response")
	}
	sz, _ := strconv.ParseFloat(resp.Filled.TotalSz, 64)
	px, _ := strconv.ParseFloat(resp.Filled.AvgPx, 64)
	if sz > 0 && px > 0 {
		return sz * px * takerFeePct / 100, nil
	}
	return 0, fmt.Errorf("no filled status in response")
}

// ParseFillFromResponse extracts the average fill price and total filled size
// from an HL MarketOpen/MarketClose response. Returns (avgFillPrice, filledSize, error).
func (h *HyperLiquidTrade) ParseFillFromResponse(orderResponseJSON string) (avgPrice, filledSize float64, err error) {
	var resp struct {
		Filled *struct {
			TotalSz string `json:"totalSz"`
			AvgPx   string `json:"avgPx"`
		} `json:"filled,omitempty"`
		Error *string `json:"error,omitempty"`
	}
	if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil {
		return 0, 0, fmt.Errorf("parse: %w", err)
	}
	if resp.Filled != nil {
		sz, _ := strconv.ParseFloat(resp.Filled.TotalSz, 64)
		px, _ := strconv.ParseFloat(resp.Filled.AvgPx, 64)
		if sz > 0 && px > 0 {
			return px, sz, nil
		}
	}
	return 0, 0, fmt.Errorf("no filled data in response")
}

func (h *HyperLiquidTrade) GetBalance() (float64, error) {
	if !h.configured {
		return 0, fmt.Errorf("HL not configured")
	}

	ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
	defer cancel()

	// HL testnet USDC is on spot, not perp. Use SpotUserState.
	state, err := h.info.SpotUserState(ctx, h.mainAddress)
	if err != nil {
		return 0, fmt.Errorf("spot user state: %w", err)
	}

	for _, b := range state.Balances {
		if b.Coin == "USDC" {
			total, _ := strconv.ParseFloat(b.Total, 64)
			hold, _ := strconv.ParseFloat(b.Hold, 64)
			return total - hold, nil
		}
	}
	return 0, fmt.Errorf("USDC balance not found in spot state")
}