mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 00:07:01 +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:
282
trader/gate/order_sync.go
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282
trader/gate/order_sync.go
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package gate
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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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"strconv"
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"strings"
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"time"
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"github.com/antihax/optional"
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"github.com/gateio/gateapi-go/v6"
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)
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// GateTrade represents a trade record from Gate fill history
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type GateTrade struct {
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Symbol string
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TradeID string
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OrderID string
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Side string // buy or sell
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FillPrice float64
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FillQty float64 // In base currency (e.g., ETH), not contracts
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Fee float64
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FeeAsset string
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ExecTime time.Time
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ProfitLoss float64
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OrderType string
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OrderAction string // open_long, open_short, close_long, close_short
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}
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// GetTrades retrieves trade/fill records from Gate
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func (t *GateTrader) GetTrades(startTime time.Time, limit int) ([]GateTrade, error) {
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if limit <= 0 {
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limit = 100
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}
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if limit > 100 {
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limit = 100 // Gate max limit
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}
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opts := &gateapi.GetMyTradesOpts{
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Limit: optional.NewInt32(int32(limit)),
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}
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// Get trades from Gate API
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trades, _, err := t.client.FuturesApi.GetMyTrades(t.ctx, "usdt", opts)
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if err != nil {
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return nil, fmt.Errorf("failed to get trade history: %w", err)
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}
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logger.Infof("📥 Received %d trades from Gate", len(trades))
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result := make([]GateTrade, 0, len(trades))
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for _, trade := range trades {
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// Filter by start time
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createTime := int64(trade.CreateTime)
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if createTime < startTime.Unix() {
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continue
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}
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fillPrice, _ := strconv.ParseFloat(trade.Price, 64)
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// Get quanto_multiplier for this contract to convert size to base currency
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quantoMultiplier := 1.0
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contract, err := t.getContract(trade.Contract)
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if err == nil && contract != nil {
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qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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if qm > 0 {
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quantoMultiplier = qm
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}
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}
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// Convert contract size to actual quantity
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absSize := trade.Size
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if absSize < 0 {
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absSize = -absSize
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}
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fillQty := float64(absSize) * quantoMultiplier
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// Determine side and order action based on size and close_size
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// Gate close_size field determines if trade is opening or closing:
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// close_size=0 && size>0: Open long
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// close_size=0 && size<0: Open short
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// close_size>0 && size>0: Close short (and possibly open long if size > close_size)
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// close_size<0 && size<0: Close long (and possibly open short if |size| > |close_size|)
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side := "BUY"
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orderAction := "open_long"
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if trade.Size > 0 {
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side = "BUY"
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if trade.CloseSize > 0 {
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// Closing short position
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orderAction = "close_short"
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} else {
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// Opening long position
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orderAction = "open_long"
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}
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} else if trade.Size < 0 {
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side = "SELL"
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if trade.CloseSize < 0 {
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// Closing long position
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orderAction = "close_long"
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} else {
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// Opening short position
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orderAction = "open_short"
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}
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}
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// Calculate fee (Gate returns fee as negative value)
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fee, _ := strconv.ParseFloat(trade.Fee, 64)
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if fee < 0 {
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fee = -fee
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}
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// For closed positions, estimate PnL (Gate doesn't directly provide it in trade record)
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pnl := 0.0
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if strings.Contains(orderAction, "close") {
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// PnL would need to be calculated from position history
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// For now, we leave it as 0 and let position builder handle it
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}
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gateTrade := GateTrade{
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Symbol: trade.Contract,
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TradeID: fmt.Sprintf("%d", trade.Id),
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OrderID: trade.OrderId,
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Side: side,
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FillPrice: fillPrice,
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FillQty: fillQty,
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Fee: fee,
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FeeAsset: "USDT",
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ExecTime: time.Unix(createTime, 0).UTC(),
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ProfitLoss: pnl,
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OrderType: "MARKET",
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OrderAction: orderAction,
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}
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result = append(result, gateTrade)
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}
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return result, nil
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}
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// SyncOrdersFromGate syncs Gate 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 ("gate")
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func (t *GateTrader) SyncOrdersFromGate(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 Gate 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, 100)
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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 Gate", 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].ExecTime.UnixMilli() < trades[j].ExecTime.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 (Gate uses BTC_USDT, normalize to BTCUSDT)
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symbol := market.Normalize(strings.ReplaceAll(trade.Symbol, "_", ""))
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// Determine position side from order action
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positionSide := "LONG"
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if strings.Contains(trade.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 UTC time in milliseconds to avoid timezone issues
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execTimeMs := trade.ExecTime.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", // Gate uses one-way position mode
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Type: trade.OrderType,
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OrderAction: trade.OrderAction,
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Quantity: trade.FillQty,
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Price: trade.FillPrice,
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Status: "FILLED",
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FilledQuantity: trade.FillQty,
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AvgFillPrice: trade.FillPrice,
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Commission: trade.Fee,
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FilledAt: execTimeMs,
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CreatedAt: execTimeMs,
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UpdatedAt: execTimeMs,
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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 UTC time in milliseconds
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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.OrderID,
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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.FillPrice,
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Quantity: trade.FillQty,
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QuoteQuantity: trade.FillPrice * trade.FillQty,
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Commission: trade.Fee,
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CommissionAsset: trade.FeeAsset,
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RealizedPnL: trade.ProfitLoss,
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IsMaker: false,
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CreatedAt: execTimeMs,
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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, trade.OrderAction,
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trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
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execTimeMs, 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, trade.OrderAction, trade.FillQty)
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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.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
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}
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logger.Infof("✅ Gate order sync completed: %d new trades synced", syncedCount)
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return nil
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}
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// StartOrderSync starts background order sync task for Gate
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func (t *GateTrader) 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.SyncOrdersFromGate(traderID, exchangeID, exchangeType, st); err != nil {
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logger.Infof("⚠️ Gate order sync failed: %v", err)
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}
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}
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}()
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logger.Infof("🔄 Gate order sync started (interval: %v)", interval)
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}
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