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When I'm right you are dreaming every night, but most of the time you just forget everything. You can get into a lucid dream in the "REM" (Rapid Eye Movement) phase while sleeping. While sleeping the REM phase lasts for 20% of your sleeptime (mentioned in Wikipedia).

I know, so I think lucid dreaming also happen just when you are about to wake up, the time you aware or remember yourself dreaming the most. it will be nice if you from your personal experience can share whether you would have lucid dreaming all night or just happen before you wake up

A bit difficult to say, because often I just slide from lucid into a normal dream and can't say if the dream took just some seconds or longer. So I would say both cases.