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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
@@ -3,161 +3,19 @@ package trader
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import (
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"fmt"
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"nofx/logger"
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"time"
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"nofx/trader/types"
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)
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// ClosedPnLRecord represents a single closed position record from exchange
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type ClosedPnLRecord struct {
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Symbol string // Trading pair (e.g., "BTCUSDT")
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Side string // "long" or "short"
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EntryPrice float64 // Entry price
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ExitPrice float64 // Exit/close price
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Quantity float64 // Position size
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RealizedPnL float64 // Realized profit/loss
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Fee float64 // Trading fee/commission
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Leverage int // Leverage used
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EntryTime time.Time // Position open time
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ExitTime time.Time // Position close time
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OrderID string // Close order ID
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CloseType string // "manual", "stop_loss", "take_profit", "liquidation", "unknown"
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ExchangeID string // Exchange-specific position ID
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}
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// TradeRecord represents a single trade/fill from exchange
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// Used for reconstructing position history with unified algorithm
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type TradeRecord struct {
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TradeID string // Unique trade ID from exchange
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Symbol string // Trading pair (e.g., "BTCUSDT")
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Side string // "BUY" or "SELL"
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PositionSide string // "LONG", "SHORT", or "BOTH" (for one-way mode)
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OrderAction string // "open_long", "open_short", "close_long", "close_short" (from exchange Dir field)
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Price float64 // Execution price
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Quantity float64 // Executed quantity
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RealizedPnL float64 // Realized PnL (non-zero for closing trades)
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Fee float64 // Trading fee/commission
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Time time.Time // Trade execution time
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}
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// Trader Unified trader interface
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// Supports multiple trading platforms (Binance, Hyperliquid, etc.)
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type Trader interface {
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// GetBalance Get account balance
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GetBalance() (map[string]interface{}, error)
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// GetPositions Get all positions
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GetPositions() ([]map[string]interface{}, error)
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// OpenLong Open long position
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OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
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// OpenShort Open short position
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OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error)
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// CloseLong Close long position (quantity=0 means close all)
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CloseLong(symbol string, quantity float64) (map[string]interface{}, error)
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// CloseShort Close short position (quantity=0 means close all)
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CloseShort(symbol string, quantity float64) (map[string]interface{}, error)
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// SetLeverage Set leverage
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SetLeverage(symbol string, leverage int) error
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// SetMarginMode Set position mode (true=cross margin, false=isolated margin)
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SetMarginMode(symbol string, isCrossMargin bool) error
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// GetMarketPrice Get market price
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GetMarketPrice(symbol string) (float64, error)
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// SetStopLoss Set stop-loss order
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SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error
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// SetTakeProfit Set take-profit order
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SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error
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// CancelStopLossOrders Cancel only stop-loss orders (BUG fix: don't delete take-profit when adjusting stop-loss)
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CancelStopLossOrders(symbol string) error
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// CancelTakeProfitOrders Cancel only take-profit orders (BUG fix: don't delete stop-loss when adjusting take-profit)
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CancelTakeProfitOrders(symbol string) error
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// CancelAllOrders Cancel all pending orders for this symbol
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CancelAllOrders(symbol string) error
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// CancelStopOrders Cancel stop-loss/take-profit orders for this symbol (for adjusting stop-loss/take-profit positions)
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CancelStopOrders(symbol string) error
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// FormatQuantity Format quantity to correct precision
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FormatQuantity(symbol string, quantity float64) (string, error)
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// GetOrderStatus Get order status
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// Returns: status(FILLED/NEW/CANCELED), avgPrice, executedQty, commission
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GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error)
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// GetClosedPnL Get closed position PnL records from exchange
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// startTime: start time for query (usually last sync time)
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// limit: max number of records to return
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// Returns accurate exit price, fees, and close reason for positions closed externally
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GetClosedPnL(startTime time.Time, limit int) ([]ClosedPnLRecord, error)
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// GetOpenOrders Get open/pending orders from exchange
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// Returns stop-loss, take-profit, and limit orders that haven't been filled
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GetOpenOrders(symbol string) ([]OpenOrder, error)
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}
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// OpenOrder represents a pending order on the exchange
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type OpenOrder struct {
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OrderID string `json:"order_id"`
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Symbol string `json:"symbol"`
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Side string `json:"side"` // BUY/SELL
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PositionSide string `json:"position_side"` // LONG/SHORT
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Type string `json:"type"` // LIMIT/STOP_MARKET/TAKE_PROFIT_MARKET
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Price float64 `json:"price"` // Order price (for limit orders)
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StopPrice float64 `json:"stop_price"` // Trigger price (for stop orders)
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Quantity float64 `json:"quantity"`
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Status string `json:"status"` // NEW
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}
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// LimitOrderRequest represents a limit order request for grid trading
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type LimitOrderRequest struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"` // BUY/SELL
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PositionSide string `json:"position_side"` // LONG/SHORT (for hedge mode)
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Price float64 `json:"price"` // Limit price
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Quantity float64 `json:"quantity"`
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Leverage int `json:"leverage"`
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PostOnly bool `json:"post_only"` // Maker only order
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ReduceOnly bool `json:"reduce_only"` // Reduce position only
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ClientID string `json:"client_id"` // Client order ID for tracking
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}
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// LimitOrderResult represents the result of placing a limit order
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type LimitOrderResult struct {
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OrderID string `json:"order_id"`
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ClientID string `json:"client_id"`
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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PositionSide string `json:"position_side"`
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Price float64 `json:"price"`
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Quantity float64 `json:"quantity"`
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Status string `json:"status"` // NEW, PARTIALLY_FILLED, FILLED, CANCELED
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}
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// GridTrader extends Trader interface with limit order support for grid trading
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// Exchanges that support grid trading should implement this interface
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type GridTrader interface {
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Trader
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// PlaceLimitOrder places a limit order at specified price
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// Returns order ID and status
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PlaceLimitOrder(req *LimitOrderRequest) (*LimitOrderResult, error)
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// CancelOrder cancels a specific order by ID
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CancelOrder(symbol, orderID string) error
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// GetOrderBook gets current order book (for price validation)
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// Returns best bid/ask prices
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GetOrderBook(symbol string, depth int) (bids, asks [][]float64, err error)
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}
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// Re-export types for backward compatibility
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type (
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ClosedPnLRecord = types.ClosedPnLRecord
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TradeRecord = types.TradeRecord
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Trader = types.Trader
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OpenOrder = types.OpenOrder
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LimitOrderRequest = types.LimitOrderRequest
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LimitOrderResult = types.LimitOrderResult
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GridTrader = types.GridTrader
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)
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// GridTraderAdapter wraps a basic Trader to provide GridTrader interface
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// Uses stop orders as a fallback when limit orders aren't directly available
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