mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-15 16:56:56 +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
285
trader/okx/order_sync.go
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285
trader/okx/order_sync.go
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package okx
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import (
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"encoding/json"
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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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)
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// OKXTrade represents a trade record from OKX fills history
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type OKXTrade struct {
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InstID string
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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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PosSide string // long or short
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FillPrice float64
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FillQty float64 // In contracts
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FillQtyBase float64 // In base asset (BTC, ETH, etc)
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Fee float64
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FeeAsset string
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ExecTime time.Time
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IsMaker bool
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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 OKX
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func (t *OKXTrader) GetTrades(startTime time.Time, limit int) ([]OKXTrade, 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 // OKX max limit is 100
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}
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// Build query path
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// OKX fills-history endpoint for historical fills
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path := fmt.Sprintf("/api/v5/trade/fills-history?instType=SWAP&limit=%d", limit)
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if !startTime.IsZero() {
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path += fmt.Sprintf("&begin=%d", startTime.UnixMilli())
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}
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data, err := t.doRequest("GET", path, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get fills history: %w", err)
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}
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var fills []struct {
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InstID string `json:"instId"` // e.g., "BTC-USDT-SWAP"
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TradeID string `json:"tradeId"` // Trade ID
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OrdID string `json:"ordId"` // Order ID
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BillID string `json:"billId"` // Bill ID
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Side string `json:"side"` // buy or sell
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PosSide string `json:"posSide"` // long, short, or net
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FillPx string `json:"fillPx"` // Fill price
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FillSz string `json:"fillSz"` // Fill size (contracts)
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Fee string `json:"fee"` // Fee (negative for cost)
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FeeCcy string `json:"feeCcy"` // Fee currency
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Ts string `json:"ts"` // Trade timestamp (ms)
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ExecType string `json:"execType"` // T: taker, M: maker
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Tag string `json:"tag"` // Order tag
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}
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if err := json.Unmarshal(data, &fills); err != nil {
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return nil, fmt.Errorf("failed to parse fills: %w", err)
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}
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trades := make([]OKXTrade, 0, len(fills))
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for _, fill := range fills {
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fillPrice, _ := strconv.ParseFloat(fill.FillPx, 64)
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fillSz, _ := strconv.ParseFloat(fill.FillSz, 64)
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fee, _ := strconv.ParseFloat(fill.Fee, 64)
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ts, _ := strconv.ParseInt(fill.Ts, 10, 64)
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// Convert symbol: BTC-USDT-SWAP -> BTCUSDT
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symbol := t.convertSymbolBack(fill.InstID)
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// Convert contract count to base asset quantity
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fillQtyBase := fillSz
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inst, err := t.getInstrument(symbol)
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if err == nil && inst.CtVal > 0 {
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fillQtyBase = fillSz * inst.CtVal
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}
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// Determine order action based on side and posSide
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// OKX uses dual position mode:
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// - buy + long = open long
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// - sell + long = close long
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// - sell + short = open short
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// - buy + short = close short
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orderAction := "open_long"
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posSide := strings.ToLower(fill.PosSide)
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side := strings.ToLower(fill.Side)
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if posSide == "long" {
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if side == "buy" {
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orderAction = "open_long"
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} else {
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orderAction = "close_long"
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}
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} else if posSide == "short" {
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if side == "sell" {
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orderAction = "open_short"
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} else {
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orderAction = "close_short"
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}
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} else {
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// One-way mode (net position)
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if side == "buy" {
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orderAction = "open_long"
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} else {
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orderAction = "open_short"
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}
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}
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trade := OKXTrade{
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InstID: fill.InstID,
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Symbol: symbol,
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TradeID: fill.TradeID,
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OrderID: fill.OrdID,
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Side: fill.Side,
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PosSide: fill.PosSide,
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FillPrice: fillPrice,
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FillQty: fillSz,
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FillQtyBase: fillQtyBase,
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Fee: -fee, // OKX returns negative fee
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FeeAsset: fill.FeeCcy,
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ExecTime: time.UnixMilli(ts).UTC(),
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IsMaker: fill.ExecType == "M",
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OrderType: "MARKET",
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OrderAction: orderAction,
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}
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trades = append(trades, trade)
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}
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return trades, nil
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}
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// SyncOrdersFromOKX syncs OKX 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 ("okx")
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func (t *OKXTrader) SyncOrdersFromOKX(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 OKX 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 OKX", 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
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symbol := market.Normalize(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: positionSide,
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Type: trade.OrderType,
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OrderAction: trade.OrderAction,
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Quantity: trade.FillQtyBase,
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Price: trade.FillPrice,
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Status: "FILLED",
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FilledQuantity: trade.FillQtyBase,
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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.FillQtyBase,
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QuoteQuantity: trade.FillPrice * trade.FillQtyBase,
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Commission: trade.Fee,
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CommissionAsset: trade.FeeAsset,
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RealizedPnL: 0, // OKX fills don't include PnL per trade
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IsMaker: trade.IsMaker,
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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.FillQtyBase, trade.FillPrice, trade.Fee, 0, // No per-trade PnL from OKX
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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.FillQtyBase)
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}
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syncedCount++
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logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f fee=%.6f action=%s",
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trade.TradeID, trade.Symbol, side, trade.FillQtyBase, trade.FillPrice, trade.Fee, trade.OrderAction)
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}
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logger.Infof("✅ OKX 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 OKX
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func (t *OKXTrader) 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.SyncOrdersFromOKX(traderID, exchangeID, exchangeType, st); err != nil {
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logger.Infof("⚠️ OKX order sync failed: %v", err)
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}
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}
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}()
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logger.Infof("🔄 OKX order sync started (interval: %v)", interval)
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}
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