mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-11 14:56:57 +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:
tinkle-community
393
trader/hyperliquid/sync_test.go
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393
trader/hyperliquid/sync_test.go
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package hyperliquid
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import (
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"math"
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"nofx/store"
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"testing"
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"time"
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"gorm.io/driver/sqlite"
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"gorm.io/gorm"
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"gorm.io/gorm/logger"
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)
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// TestHyperliquidOrderDirectionParsing tests Dir field parsing
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func TestHyperliquidOrderDirectionParsing(t *testing.T) {
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tests := []struct {
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name string
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dirField string
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side string
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expectedAction string
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expectedPosSide string
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}{
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{
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name: "Open Long",
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dirField: "Open Long",
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side: "BUY",
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expectedAction: "open_long",
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expectedPosSide: "LONG",
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},
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{
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name: "Open Short",
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dirField: "Open Short",
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side: "SELL",
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expectedAction: "open_short",
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expectedPosSide: "SHORT",
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},
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{
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name: "Close Long",
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dirField: "Close Long",
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side: "SELL",
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expectedAction: "close_long",
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expectedPosSide: "LONG",
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},
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{
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name: "Close Short",
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dirField: "Close Short",
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side: "BUY",
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expectedAction: "close_short",
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expectedPosSide: "SHORT",
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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// Mock fill data structure from Hyperliquid SDK
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// We'll test the parsing logic directly
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var orderAction string
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switch tt.dirField {
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case "Open Long":
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orderAction = "open_long"
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case "Open Short":
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orderAction = "open_short"
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case "Close Long":
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orderAction = "close_long"
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case "Close Short":
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orderAction = "close_short"
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}
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if orderAction != tt.expectedAction {
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t.Errorf("Expected action %s, got %s", tt.expectedAction, orderAction)
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}
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})
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}
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}
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// TestHyperliquidPositionBuilding tests the complete flow of position building
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func TestHyperliquidPositionBuilding(t *testing.T) {
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// Setup in-memory database
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db, err := gorm.Open(sqlite.Open(":memory:"), &gorm.Config{
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Logger: logger.Default.LogMode(logger.Silent),
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})
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if err != nil {
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t.Fatalf("Failed to create test database: %v", err)
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}
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// Initialize stores
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positionStore := store.NewPositionStore(db)
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if err := positionStore.InitTables(); err != nil {
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t.Fatalf("Failed to initialize position tables: %v", err)
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}
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posBuilder := store.NewPositionBuilder(positionStore)
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traderID := "test-trader"
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exchangeID := "test-exchange"
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exchangeType := "hyperliquid"
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symbol := "ETHUSDT"
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// Test Case 1: Open Long → Close Long (should result in 0 position)
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t.Run("Open and Close Long", func(t *testing.T) {
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// Open Long: BUY 0.1 ETH @ 3500
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err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "open_long",
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0.1, 3500, 0.5, 0,
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time.Now().UnixMilli(), "order-1",
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)
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if err != nil {
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t.Fatalf("Failed to process open long: %v", err)
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}
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// Verify position created
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positions, err := positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 1 {
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t.Fatalf("Expected 1 open position, got %d", len(positions))
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}
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if positions[0].Quantity != 0.1 {
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t.Errorf("Expected quantity 0.1, got %f", positions[0].Quantity)
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}
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// Close Long: SELL 0.1 ETH @ 3600
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err = posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "close_long",
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0.1, 3600, 0.5, 10.0, // PnL = (3600-3500)*0.1 = 10
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time.Now().UnixMilli(), "order-2",
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)
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if err != nil {
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t.Fatalf("Failed to process close long: %v", err)
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}
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// Verify position closed
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positions, err = positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 0 {
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t.Errorf("Expected 0 open positions, got %d", len(positions))
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}
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})
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// Clear positions for next test
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db.Exec("DELETE FROM trader_positions")
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// Test Case 2: Open Short → Close Short with BUY (the bug scenario!)
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t.Run("Open Short then Close with BUY", func(t *testing.T) {
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// Open Short: SELL 0.05 ETH @ 3500
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err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "SHORT", "open_short",
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0.05, 3500, 0.25, 0,
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time.Now().UnixMilli(), "order-3",
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)
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if err != nil {
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t.Fatalf("Failed to process open short: %v", err)
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}
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// Verify SHORT position created
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positions, err := positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 1 {
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t.Fatalf("Expected 1 open position, got %d", len(positions))
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}
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if positions[0].Side != "SHORT" {
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t.Errorf("Expected SHORT position, got %s", positions[0].Side)
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}
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// Close Short: BUY 0.05 ETH @ 3400
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// ⚠️ This is the critical test - BUY should close SHORT, not open LONG!
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err = posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "SHORT", "close_short",
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0.05, 3400, 0.25, 5.0, // PnL = (3500-3400)*0.05 = 5
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time.Now().UnixMilli(), "order-4",
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)
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if err != nil {
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t.Fatalf("Failed to process close short: %v", err)
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}
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// Verify position CLOSED (not opened a new LONG!)
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positions, err = positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 0 {
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t.Errorf("Expected 0 open positions after close, got %d", len(positions))
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if len(positions) > 0 {
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t.Errorf("Wrong position side: %s (should be closed!)", positions[0].Side)
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}
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}
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})
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// Clear positions
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db.Exec("DELETE FROM trader_positions")
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// Test Case 3: Position Averaging (Open → Add → Close)
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t.Run("Position Averaging", func(t *testing.T) {
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// Open Long: BUY 0.1 ETH @ 3500
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err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "open_long",
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0.1, 3500, 0.5, 0,
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time.Now().UnixMilli(), "order-5",
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)
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if err != nil {
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t.Fatalf("Failed to process first open: %v", err)
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}
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// Add to Long: BUY 0.1 ETH @ 3600
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err = posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "open_long",
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0.1, 3600, 0.5, 0,
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time.Now().UnixMilli(), "order-6",
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)
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if err != nil {
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t.Fatalf("Failed to process add position: %v", err)
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}
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// Verify averaged position
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positions, err := positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 1 {
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t.Fatalf("Expected 1 position (averaged), got %d", len(positions))
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}
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if positions[0].Quantity != 0.2 {
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t.Errorf("Expected quantity 0.2, got %f", positions[0].Quantity)
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}
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expectedAvgPrice := (3500*0.1 + 3600*0.1) / 0.2 // = 3550
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if positions[0].EntryPrice != expectedAvgPrice {
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t.Errorf("Expected avg price %f, got %f", expectedAvgPrice, positions[0].EntryPrice)
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}
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// Close all: SELL 0.2 ETH @ 3700
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err = posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "close_long",
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0.2, 3700, 1.0, 30.0,
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time.Now().UnixMilli(), "order-7",
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)
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if err != nil {
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t.Fatalf("Failed to process close: %v", err)
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}
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// Verify fully closed
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positions, err = positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 0 {
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t.Errorf("Expected 0 positions, got %d", len(positions))
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}
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})
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// Clear positions
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db.Exec("DELETE FROM trader_positions")
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// Test Case 4: Partial Close
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t.Run("Partial Close", func(t *testing.T) {
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// Open Long: BUY 1.0 ETH @ 3500
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err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "open_long",
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1.0, 3500, 2.0, 0,
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time.Now().UnixMilli(), "order-8",
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)
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if err != nil {
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t.Fatalf("Failed to process open: %v", err)
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}
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// Partial Close: SELL 0.3 ETH @ 3600
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err = posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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symbol, "LONG", "close_long",
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0.3, 3600, 0.6, 30.0,
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time.Now().UnixMilli(), "order-9",
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)
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if err != nil {
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t.Fatalf("Failed to process partial close: %v", err)
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}
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// Verify remaining position
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positions, err := positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 1 {
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t.Fatalf("Expected 1 position, got %d", len(positions))
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}
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if positions[0].Quantity != 0.7 {
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t.Errorf("Expected remaining quantity 0.7, got %f", positions[0].Quantity)
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}
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if positions[0].Status != "OPEN" {
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t.Errorf("Expected status OPEN, got %s", positions[0].Status)
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}
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})
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}
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// TestHyperliquidBugScenario tests the exact bug we fixed
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func TestHyperliquidBugScenario(t *testing.T) {
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// Setup database
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db, err := gorm.Open(sqlite.Open(":memory:"), &gorm.Config{
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Logger: logger.Default.LogMode(logger.Silent),
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})
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if err != nil {
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t.Fatalf("Failed to create test database: %v", err)
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}
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positionStore := store.NewPositionStore(db)
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if err := positionStore.InitTables(); err != nil {
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t.Fatalf("Failed to initialize position tables: %v", err)
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}
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posBuilder := store.NewPositionBuilder(positionStore)
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traderID := "test-trader"
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exchangeID := "test-exchange"
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exchangeType := "hyperliquid"
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// Simulate the exact scenario from the bug report
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// Account has 30 USDT, should not be able to hold 1.7 ETH
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trades := []struct {
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action string
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side string
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symbol string
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qty float64
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price float64
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fee float64
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pnl float64
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}{
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// Order 853: Open Short
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{"open_short", "SHORT", "ETHUSDT", 0.0472, 3500, 0.2, 0},
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// Order 854: Close Short (was incorrectly classified as open_long)
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{"close_short", "SHORT", "ETHUSDT", 0.0472, 3400, 0.2, 4.72},
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// Order 855: Open Long
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{"open_long", "LONG", "ETHUSDT", 0.05, 3450, 0.2, 0},
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// Order 856: Close Long
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{"close_long", "LONG", "ETHUSDT", 0.05, 3550, 0.2, 5.0},
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}
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for i, trade := range trades {
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err := posBuilder.ProcessTrade(
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traderID, exchangeID, exchangeType,
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trade.symbol, trade.side, trade.action,
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trade.qty, trade.price, trade.fee, trade.pnl,
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time.Now().Add(time.Duration(i)*time.Second).UnixMilli(),
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"",
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)
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if err != nil {
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t.Fatalf("Failed to process trade %d: %v", i, err)
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}
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}
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// Verify: Should have 0 open positions
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positions, err := positionStore.GetOpenPositions(traderID)
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if err != nil {
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t.Fatalf("Failed to get positions: %v", err)
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}
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if len(positions) != 0 {
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t.Errorf("Expected 0 open positions, got %d", len(positions))
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for _, p := range positions {
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t.Errorf(" Unexpected position: %s %s qty=%.4f", p.Symbol, p.Side, p.Quantity)
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}
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}
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// Verify closed positions have correct PnL
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allPositions, err := positionStore.GetClosedPositions(traderID, 100)
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if err != nil {
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t.Fatalf("Failed to get closed positions: %v", err)
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}
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totalPnL := 0.0
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for _, p := range allPositions {
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if p.Status == "CLOSED" {
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totalPnL += p.RealizedPnL
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}
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}
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expectedTotalPnL := 4.72 + 5.0 // Sum of both close trades
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// Use tolerance for floating point comparison
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if math.Abs(totalPnL-expectedTotalPnL) > 0.01 {
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t.Errorf("Expected total PnL %.2f, got %.2f", expectedTotalPnL, totalPnL)
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}
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}
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Block a user