mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-13 07:46:54 +08:00
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:
193
trader/aster/order_sync.go
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193
trader/aster/order_sync.go
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package aster
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import (
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"fmt"
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"nofx/logger"
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"nofx/market"
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"nofx/store"
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"sort"
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"strings"
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"time"
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)
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// SyncOrdersFromAster syncs Aster exchange order history to local database
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// Also creates/updates position records to ensure orders/fills/positions data consistency
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// exchangeID: Exchange account UUID (from exchanges.id)
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// exchangeType: Exchange type ("aster")
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func (t *AsterTrader) SyncOrdersFromAster(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
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if st == nil {
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return fmt.Errorf("store is nil")
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}
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// Get recent trades (last 24 hours)
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startTime := time.Now().Add(-24 * time.Hour)
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logger.Infof("🔄 Syncing Aster trades from: %s", startTime.Format(time.RFC3339))
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// Use GetTrades method to fetch trade records
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trades, err := t.GetTrades(startTime, 500)
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if err != nil {
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return fmt.Errorf("failed to get trades: %w", err)
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}
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logger.Infof("📥 Received %d trades from Aster", len(trades))
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// Sort trades by time ASC (oldest first) for proper position building
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sort.Slice(trades, func(i, j int) bool {
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return trades[i].Time.UnixMilli() < trades[j].Time.UnixMilli()
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})
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// Process trades one by one (no transaction to avoid deadlock)
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orderStore := st.Order()
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positionStore := st.Position()
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posBuilder := store.NewPositionBuilder(positionStore)
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syncedCount := 0
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for _, trade := range trades {
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// Check if trade already exists (use exchangeID which is UUID, not exchange type)
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existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
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if err == nil && existing != nil {
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continue // Order already exists, skip
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}
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// Normalize symbol
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symbol := market.Normalize(trade.Symbol)
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// Determine order action based on side, positionSide, and realizedPnL
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// Aster uses one-way position mode (BOTH), so we need to infer from PnL
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// - RealizedPnL != 0 means it's a close trade
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// - RealizedPnL == 0 means it's an open trade
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orderAction := deriveAsterOrderAction(trade.Side, trade.PositionSide, trade.RealizedPnL)
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// Determine position side from order action
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positionSide := "LONG"
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if strings.Contains(orderAction, "short") {
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positionSide = "SHORT"
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}
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// Normalize side for storage
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side := strings.ToUpper(trade.Side)
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// Create order record - use Unix milliseconds UTC
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tradeTimeMs := trade.Time.UTC().UnixMilli()
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orderRecord := &store.TraderOrder{
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TraderID: traderID,
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ExchangeID: exchangeID, // UUID
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ExchangeType: exchangeType, // Exchange type
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ExchangeOrderID: trade.TradeID,
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Symbol: symbol,
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Side: side,
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PositionSide: "BOTH", // Aster uses one-way position mode
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Type: "LIMIT",
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OrderAction: orderAction,
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Quantity: trade.Quantity,
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Price: trade.Price,
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Status: "FILLED",
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FilledQuantity: trade.Quantity,
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AvgFillPrice: trade.Price,
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Commission: trade.Fee,
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FilledAt: tradeTimeMs,
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CreatedAt: tradeTimeMs,
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UpdatedAt: tradeTimeMs,
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}
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// Insert order record
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if err := orderStore.CreateOrder(orderRecord); err != nil {
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logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
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continue
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}
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// Create fill record - use Unix milliseconds UTC
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fillRecord := &store.TraderFill{
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TraderID: traderID,
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ExchangeID: exchangeID, // UUID
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ExchangeType: exchangeType, // Exchange type
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OrderID: orderRecord.ID,
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ExchangeOrderID: trade.TradeID,
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ExchangeTradeID: trade.TradeID,
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Symbol: symbol,
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Side: side,
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Price: trade.Price,
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Quantity: trade.Quantity,
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QuoteQuantity: trade.Price * trade.Quantity,
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Commission: trade.Fee,
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CommissionAsset: "USDT",
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RealizedPnL: trade.RealizedPnL,
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IsMaker: false,
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CreatedAt: tradeTimeMs,
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}
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if err := orderStore.CreateFill(fillRecord); err != nil {
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logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
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}
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// Create/update position record using PositionBuilder
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if err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, positionSide, orderAction,
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trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
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tradeTimeMs, trade.TradeID,
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); err != nil {
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logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
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} else {
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logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, orderAction, trade.Quantity)
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}
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syncedCount++
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logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
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trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
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}
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logger.Infof("✅ Aster order sync completed: %d new trades synced", syncedCount)
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return nil
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}
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// deriveAsterOrderAction determines order action from trade details
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// Aster uses one-way position mode (BOTH), so we infer from:
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// - Side: BUY or SELL
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// - RealizedPnL: non-zero means closing trade
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func deriveAsterOrderAction(side, positionSide string, realizedPnL float64) string {
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side = strings.ToUpper(side)
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positionSide = strings.ToUpper(positionSide)
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// Check if this is a closing trade (has realized PnL)
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isClose := realizedPnL != 0
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if positionSide == "LONG" {
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if isClose {
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return "close_long"
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}
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return "open_long"
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} else if positionSide == "SHORT" {
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if isClose {
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return "close_short"
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}
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return "open_short"
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} else {
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// BOTH mode - infer from side and PnL
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if side == "BUY" {
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if isClose {
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return "close_short" // Buying to close short
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}
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return "open_long" // Buying to open long
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} else {
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if isClose {
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return "close_long" // Selling to close long
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}
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return "open_short" // Selling to open short
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}
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}
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}
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// StartOrderSync starts background order sync task for Aster
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func (t *AsterTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
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ticker := time.NewTicker(interval)
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go func() {
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for range ticker.C {
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if err := t.SyncOrdersFromAster(traderID, exchangeID, exchangeType, st); err != nil {
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logger.Infof("⚠️ Aster order sync failed: %v", err)
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}
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}
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}()
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logger.Infof("🔄 Aster order sync started (interval: %v)", interval)
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}
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