feat(gate): complete Gate.io exchange integration with trader refactoring

Gate.io Integration:
- Add Gate trader with full Trader interface implementation
- Add order_sync.go for background trade synchronization
- Fix quantity display (convert contracts to actual tokens via quanto_multiplier)
- Fix fill price return in OpenLong/OpenShort/CloseLong/CloseShort
- Add Gate-specific CoinAnk K-line data source support
- Add Gate to supported exchanges in frontend and backend
- Add Gate/KuCoin logo SVG icons

Trader Package Refactoring:
- Move exchange-specific code into subdirectories (binance/, bybit/, okx/, bitget/, hyperliquid/, aster/, lighter/, gate/)
- Create types/ package for shared types to avoid circular dependencies
- Move TraderTestSuite to trader/testutil package to avoid import cycles
- Update market.GetWithExchange to support exchange-specific data
This commit is contained in:
tinkle-community
2026-01-31 23:15:17 +08:00
parent 40474d258c
commit 093d2a329d
54 changed files with 2183 additions and 424 deletions

193
trader/aster/order_sync.go Normal file
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package aster
import (
"fmt"
"nofx/logger"
"nofx/market"
"nofx/store"
"sort"
"strings"
"time"
)
// SyncOrdersFromAster syncs Aster exchange order history to local database
// Also creates/updates position records to ensure orders/fills/positions data consistency
// exchangeID: Exchange account UUID (from exchanges.id)
// exchangeType: Exchange type ("aster")
func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
if st == nil {
return fmt.Errorf("store is nil")
}
// Get recent trades (last 24 hours)
startTime := time.Now().Add(-24 * time.Hour)
logger.Infof("🔄 Syncing Aster trades from: %s", startTime.Format(time.RFC3339))
// Use GetTrades method to fetch trade records
trades, err := t.GetTrades(startTime, 500)
if err != nil {
return fmt.Errorf("failed to get trades: %w", err)
}
logger.Infof("📥 Received %d trades from Aster", len(trades))
// Sort trades by time ASC (oldest first) for proper position building
sort.Slice(trades, func(i, j int) bool {
return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
})
// Process trades one by one (no transaction to avoid deadlock)
orderStore := st.Order()
positionStore := st.Position()
posBuilder := store.NewPositionBuilder(positionStore)
syncedCount := 0
for _, trade := range trades {
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
if err == nil && existing != nil {
continue // Order already exists, skip
}
// Normalize symbol
symbol := market.Normalize(trade.Symbol)
// Determine order action based on side, positionSide, and realizedPnL
// Aster uses one-way position mode (BOTH), so we need to infer from PnL
// - RealizedPnL != 0 means it's a close trade
// - RealizedPnL == 0 means it's an open trade
orderAction := deriveAsterOrderAction(trade.Side, trade.PositionSide, trade.RealizedPnL)
// Determine position side from order action
positionSide := "LONG"
if strings.Contains(orderAction, "short") {
positionSide = "SHORT"
}
// Normalize side for storage
side := strings.ToUpper(trade.Side)
// Create order record - use Unix milliseconds UTC
tradeTimeMs := trade.Time.UTC().UnixMilli()
orderRecord := &store.TraderOrder{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
ExchangeOrderID: trade.TradeID,
Symbol: symbol,
Side: side,
PositionSide: "BOTH", // Aster uses one-way position mode
Type: "LIMIT",
OrderAction: orderAction,
Quantity: trade.Quantity,
Price: trade.Price,
Status: "FILLED",
FilledQuantity: trade.Quantity,
AvgFillPrice: trade.Price,
Commission: trade.Fee,
FilledAt: tradeTimeMs,
CreatedAt: tradeTimeMs,
UpdatedAt: tradeTimeMs,
}
// Insert order record
if err := orderStore.CreateOrder(orderRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
continue
}
// Create fill record - use Unix milliseconds UTC
fillRecord := &store.TraderFill{
TraderID: traderID,
ExchangeID: exchangeID, // UUID
ExchangeType: exchangeType, // Exchange type
OrderID: orderRecord.ID,
ExchangeOrderID: trade.TradeID,
ExchangeTradeID: trade.TradeID,
Symbol: symbol,
Side: side,
Price: trade.Price,
Quantity: trade.Quantity,
QuoteQuantity: trade.Price * trade.Quantity,
Commission: trade.Fee,
CommissionAsset: "USDT",
RealizedPnL: trade.RealizedPnL,
IsMaker: false,
CreatedAt: tradeTimeMs,
}
if err := orderStore.CreateFill(fillRecord); err != nil {
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
}
// Create/update position record using PositionBuilder
if err := posBuilder.ProcessTrade(
traderID, exchangeID, exchangeType,
symbol, positionSide, orderAction,
trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
tradeTimeMs, trade.TradeID,
); err != nil {
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
} else {
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, orderAction, trade.Quantity)
}
syncedCount++
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
}
logger.Infof("✅ Aster order sync completed: %d new trades synced", syncedCount)
return nil
}
// deriveAsterOrderAction determines order action from trade details
// Aster uses one-way position mode (BOTH), so we infer from:
// - Side: BUY or SELL
// - RealizedPnL: non-zero means closing trade
func deriveAsterOrderAction(side, positionSide string, realizedPnL float64) string {
side = strings.ToUpper(side)
positionSide = strings.ToUpper(positionSide)
// Check if this is a closing trade (has realized PnL)
isClose := realizedPnL != 0
if positionSide == "LONG" {
if isClose {
return "close_long"
}
return "open_long"
} else if positionSide == "SHORT" {
if isClose {
return "close_short"
}
return "open_short"
} else {
// BOTH mode - infer from side and PnL
if side == "BUY" {
if isClose {
return "close_short" // Buying to close short
}
return "open_long" // Buying to open long
} else {
if isClose {
return "close_long" // Selling to close long
}
return "open_short" // Selling to open short
}
}
}
// StartOrderSync starts background order sync task for Aster
func (t *AsterTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
ticker := time.NewTicker(interval)
go func() {
for range ticker.C {
if err := t.SyncOrdersFromAster(traderID, exchangeID, exchangeType, st); err != nil {
logger.Infof("⚠️ Aster order sync failed: %v", err)
}
}
}()
logger.Infof("🔄 Aster order sync started (interval: %v)", interval)
}

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trader/aster/trader.go Normal file

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trader/aster/trader_test.go Normal file
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package aster
import (
"context"
"encoding/json"
"io"
"net/http"
"net/http/httptest"
"testing"
"github.com/ethereum/go-ethereum/crypto"
"github.com/stretchr/testify/assert"
"nofx/trader/testutil"
"nofx/trader/types"
)
// ============================================================
// 1. AsterTraderTestSuite - inherits base test suite
// ============================================================
// AsterTraderTestSuite Aster trader test suite
// Inherits TraderTestSuite and adds Aster specific mock logic
type AsterTraderTestSuite struct {
*testutil.TraderTestSuite // Embeds base test suite
mockServer *httptest.Server
}
// NewAsterTraderTestSuite creates Aster test suite
func NewAsterTraderTestSuite(t *testing.T) *AsterTraderTestSuite {
// Create mock HTTP server
mockServer := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
// Return different mock responses based on URL path
path := r.URL.Path
var respBody interface{}
switch {
// Mock GetBalance - /fapi/v3/balance (returns array)
case path == "/fapi/v3/balance":
respBody = []map[string]interface{}{
{
"asset": "USDT",
"walletBalance": "10000.00",
"unrealizedProfit": "100.50",
"marginBalance": "10100.50",
"maintMargin": "200.00",
"initialMargin": "2000.00",
"maxWithdrawAmount": "8000.00",
"crossWalletBalance": "10000.00",
"crossUnPnl": "100.50",
"availableBalance": "8000.00",
},
}
// Mock GetPositions - /fapi/v3/positionRisk
case path == "/fapi/v3/positionRisk":
respBody = []map[string]interface{}{
{
"symbol": "BTCUSDT",
"positionAmt": "0.5",
"entryPrice": "50000.00",
"markPrice": "50500.00",
"unRealizedProfit": "250.00",
"liquidationPrice": "45000.00",
"leverage": "10",
"positionSide": "LONG",
},
}
// Mock GetMarketPrice - /fapi/v3/ticker/price (returns single object)
case path == "/fapi/v3/ticker/price":
// Get symbol from query parameters
symbol := r.URL.Query().Get("symbol")
if symbol == "" {
symbol = "BTCUSDT"
}
// Return different price based on symbol
price := "50000.00"
if symbol == "ETHUSDT" {
price = "3000.00"
} else if symbol == "INVALIDUSDT" {
// Return error response
w.WriteHeader(http.StatusBadRequest)
json.NewEncoder(w).Encode(map[string]interface{}{
"code": -1121,
"msg": "Invalid symbol",
})
return
}
respBody = map[string]interface{}{
"symbol": symbol,
"price": price,
}
// Mock ExchangeInfo - /fapi/v3/exchangeInfo
case path == "/fapi/v3/exchangeInfo":
respBody = map[string]interface{}{
"symbols": []map[string]interface{}{
{
"symbol": "BTCUSDT",
"pricePrecision": 1,
"quantityPrecision": 3,
"baseAssetPrecision": 8,
"quotePrecision": 8,
"filters": []map[string]interface{}{
{
"filterType": "PRICE_FILTER",
"tickSize": "0.1",
},
{
"filterType": "LOT_SIZE",
"stepSize": "0.001",
},
},
},
{
"symbol": "ETHUSDT",
"pricePrecision": 2,
"quantityPrecision": 3,
"baseAssetPrecision": 8,
"quotePrecision": 8,
"filters": []map[string]interface{}{
{
"filterType": "PRICE_FILTER",
"tickSize": "0.01",
},
{
"filterType": "LOT_SIZE",
"stepSize": "0.001",
},
},
},
},
}
// Mock CreateOrder - /fapi/v1/order and /fapi/v3/order
case (path == "/fapi/v1/order" || path == "/fapi/v3/order") && r.Method == "POST":
// Parse parameters from request to determine symbol
bodyBytes, _ := io.ReadAll(r.Body)
var orderParams map[string]interface{}
json.Unmarshal(bodyBytes, &orderParams)
symbol := "BTCUSDT"
if s, ok := orderParams["symbol"].(string); ok {
symbol = s
}
respBody = map[string]interface{}{
"orderId": 123456,
"symbol": symbol,
"status": "FILLED",
"side": orderParams["side"],
"type": orderParams["type"],
}
// Mock CancelOrder - /fapi/v1/order (DELETE)
case path == "/fapi/v1/order" && r.Method == "DELETE":
respBody = map[string]interface{}{
"orderId": 123456,
"symbol": "BTCUSDT",
"status": "CANCELED",
}
// Mock ListOpenOrders - /fapi/v1/openOrders and /fapi/v3/openOrders
case path == "/fapi/v1/openOrders" || path == "/fapi/v3/openOrders":
respBody = []map[string]interface{}{}
// Mock SetLeverage - /fapi/v1/leverage
case path == "/fapi/v1/leverage":
respBody = map[string]interface{}{
"leverage": 10,
"symbol": "BTCUSDT",
}
// Mock SetMarginMode - /fapi/v1/marginType
case path == "/fapi/v1/marginType":
respBody = map[string]interface{}{
"code": 200,
"msg": "success",
}
// Default: empty response
default:
respBody = map[string]interface{}{}
}
// Serialize response
w.Header().Set("Content-Type", "application/json")
json.NewEncoder(w).Encode(respBody)
}))
// Generate a private key for testing
privateKey, _ := crypto.GenerateKey()
// Create mock trader using mock server's URL
traderInstance := &AsterTrader{
ctx: context.Background(),
user: "0x1234567890123456789012345678901234567890",
signer: "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
privateKey: privateKey,
client: mockServer.Client(),
baseURL: mockServer.URL, // Use mock server's URL
symbolPrecision: make(map[string]SymbolPrecision),
}
// Create base suite
baseSuite := testutil.NewTraderTestSuite(t, traderInstance)
return &AsterTraderTestSuite{
TraderTestSuite: baseSuite,
mockServer: mockServer,
}
}
// Cleanup cleans up resources
func (s *AsterTraderTestSuite) Cleanup() {
if s.mockServer != nil {
s.mockServer.Close()
}
s.TraderTestSuite.Cleanup()
}
// ============================================================
// 2. Run common tests using AsterTraderTestSuite
// ============================================================
// TestAsterTrader_InterfaceCompliance tests interface compliance
func TestAsterTrader_InterfaceCompliance(t *testing.T) {
var _ types.Trader = (*AsterTrader)(nil)
}
// TestAsterTrader_CommonInterface runs all common interface tests using test suite
func TestAsterTrader_CommonInterface(t *testing.T) {
// Create test suite
suite := NewAsterTraderTestSuite(t)
defer suite.Cleanup()
// Run all common interface tests
suite.RunAllTests()
}
// ============================================================
// 3. Aster specific unit tests
// ============================================================
// TestNewAsterTrader tests creating Aster trader
func TestNewAsterTrader(t *testing.T) {
tests := []struct {
name string
user string
signer string
privateKeyHex string
wantError bool
errorContains string
}{
{
name: "successful creation",
user: "0x1234567890123456789012345678901234567890",
signer: "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
privateKeyHex: "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef",
wantError: false,
},
{
name: "invalid private key format",
user: "0x1234567890123456789012345678901234567890",
signer: "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
privateKeyHex: "invalid_key",
wantError: true,
errorContains: "failed to parse private key",
},
{
name: "private key with 0x prefix",
user: "0x1234567890123456789012345678901234567890",
signer: "0xabcdefabcdefabcdefabcdefabcdefabcdefabcd",
privateKeyHex: "0x0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef",
wantError: false,
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
at, err := NewAsterTrader(tt.user, tt.signer, tt.privateKeyHex)
if tt.wantError {
assert.Error(t, err)
if tt.errorContains != "" {
assert.Contains(t, err.Error(), tt.errorContains)
}
assert.Nil(t, at)
} else {
assert.NoError(t, err)
assert.NotNil(t, at)
if at != nil {
assert.Equal(t, tt.user, at.user)
assert.Equal(t, tt.signer, at.signer)
assert.NotNil(t, at.privateKey)
}
}
})
}
}