mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-13 15:57:01 +08:00
refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
This commit is contained in:
tinkle-community
@@ -3,16 +3,12 @@ package gate
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import (
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"context"
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"fmt"
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"math"
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"strconv"
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"nofx/trader/types"
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"strings"
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"sync"
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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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"nofx/logger"
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"nofx/trader/types"
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)
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// GateTrader implements types.Trader interface for Gate.io Futures
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@@ -58,118 +54,6 @@ func NewGateTrader(apiKey, secretKey string) *GateTrader {
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}
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}
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// GetBalance retrieves account balance
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func (t *GateTrader) GetBalance() (map[string]interface{}, error) {
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// Check cache
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t.balanceCacheMutex.RLock()
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if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
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cached := t.cachedBalance
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t.balanceCacheMutex.RUnlock()
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return cached, nil
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}
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t.balanceCacheMutex.RUnlock()
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// Fetch from API
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accounts, _, err := t.client.FuturesApi.ListFuturesAccounts(t.ctx, "usdt")
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if err != nil {
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return nil, fmt.Errorf("failed to get balance: %w", err)
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}
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total, _ := strconv.ParseFloat(accounts.Total, 64)
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available, _ := strconv.ParseFloat(accounts.Available, 64)
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unrealizedPnl, _ := strconv.ParseFloat(accounts.UnrealisedPnl, 64)
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result := map[string]interface{}{
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"totalWalletBalance": total,
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"availableBalance": available,
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"totalUnrealizedProfit": unrealizedPnl,
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}
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// Update cache
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t.balanceCacheMutex.Lock()
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t.cachedBalance = result
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t.balanceCacheTime = time.Now()
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t.balanceCacheMutex.Unlock()
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return result, nil
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}
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// GetPositions retrieves all open positions
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func (t *GateTrader) GetPositions() ([]map[string]interface{}, error) {
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// Check cache
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t.positionsCacheMutex.RLock()
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if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
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cached := t.cachedPositions
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t.positionsCacheMutex.RUnlock()
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return cached, nil
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}
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t.positionsCacheMutex.RUnlock()
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// Fetch from API
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positions, _, err := t.client.FuturesApi.ListPositions(t.ctx, "usdt", nil)
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if err != nil {
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return nil, fmt.Errorf("failed to get positions: %w", err)
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}
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var result []map[string]interface{}
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for _, pos := range positions {
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if pos.Size == 0 {
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continue // Skip empty positions
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}
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entryPrice, _ := strconv.ParseFloat(pos.EntryPrice, 64)
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markPrice, _ := strconv.ParseFloat(pos.MarkPrice, 64)
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liqPrice, _ := strconv.ParseFloat(pos.LiqPrice, 64)
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unrealizedPnl, _ := strconv.ParseFloat(pos.UnrealisedPnl, 64)
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leverage, _ := strconv.ParseFloat(pos.Leverage, 64)
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// Gate returns position size in contracts, need to convert to base currency
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// Each contract = quanto_multiplier base currency
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contractSize := float64(pos.Size)
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if pos.Size < 0 {
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contractSize = float64(-pos.Size)
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}
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// Get quanto_multiplier from contract info to convert contracts to actual quantity
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quantoMultiplier := 1.0
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contract, err := t.getContract(pos.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 count to actual token quantity
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positionAmt := contractSize * quantoMultiplier
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// Determine side based on position size
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side := "long"
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if pos.Size < 0 {
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side = "short"
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}
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result = append(result, map[string]interface{}{
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"symbol": pos.Contract,
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"positionAmt": positionAmt,
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"entryPrice": entryPrice,
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"markPrice": markPrice,
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"unRealizedProfit": unrealizedPnl,
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"leverage": int(leverage),
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"liquidationPrice": liqPrice,
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"side": side,
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})
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}
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// Update cache
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t.positionsCacheMutex.Lock()
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t.cachedPositions = result
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t.positionsCacheTime = time.Now()
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t.positionsCacheMutex.Unlock()
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return result, nil
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}
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// convertSymbol converts symbol format (e.g., BTCUSDT -> BTC_USDT)
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func (t *GateTrader) convertSymbol(symbol string) string {
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// If already in correct format
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@@ -215,674 +99,6 @@ func (t *GateTrader) getContract(symbol string) (*gateapi.Contract, error) {
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return &contract, nil
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}
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// SetLeverage sets the leverage for a symbol
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func (t *GateTrader) SetLeverage(symbol string, leverage int) error {
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symbol = t.convertSymbol(symbol)
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_, _, err := t.client.FuturesApi.UpdatePositionLeverage(t.ctx, "usdt", symbol, fmt.Sprintf("%d", leverage), nil)
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if err != nil {
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// Gate.io may return error if leverage is already set
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if strings.Contains(err.Error(), "RISK_LIMIT_EXCEEDED") {
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logger.Warnf(" [Gate] Leverage %d exceeds limit for %s", leverage, symbol)
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return nil
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}
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return fmt.Errorf("failed to set leverage: %w", err)
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}
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logger.Infof(" [Gate] Leverage set to %dx for %s", leverage, symbol)
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return nil
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}
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// SetMarginMode sets margin mode (cross or isolated)
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func (t *GateTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
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// Gate.io uses leverage=0 for cross margin, positive number for isolated
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// This is handled through UpdatePositionLeverage with cross_leverage_limit
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// For now, we'll skip explicit margin mode setting as it's tied to leverage
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logger.Infof(" [Gate] Margin mode is set through leverage (0=cross)")
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return nil
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}
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// OpenLong opens a long position
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func (t *GateTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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symbol = t.convertSymbol(symbol)
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// Cancel old orders first
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t.CancelAllOrders(symbol)
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// Set leverage
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Warnf(" [Gate] Failed to set leverage: %v", err)
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}
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// Get contract info for size calculation
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contract, err := t.getContract(symbol)
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if err != nil {
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return nil, err
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}
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// Gate uses contract size units (each contract = quanto_multiplier base currency)
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// size = quantity / quanto_multiplier
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quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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size := int64(quantity / quantoMultiplier)
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if size <= 0 {
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size = 1
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}
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order := gateapi.FuturesOrder{
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Contract: symbol,
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Size: size, // Positive for long
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Price: "0", // Market order
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Tif: "ioc",
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Text: "t-nofx",
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}
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logger.Infof(" [Gate] OpenLong: symbol=%s, size=%d, leverage=%d", symbol, size, leverage)
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result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to open long position: %w", err)
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}
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// Clear cache
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t.clearCache()
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// Parse fill price from result
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fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
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logger.Infof(" [Gate] Opened long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
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return map[string]interface{}{
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"orderId": fmt.Sprintf("%d", result.Id),
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"symbol": t.revertSymbol(symbol),
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"status": "FILLED",
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"fillPrice": fillPrice,
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"avgPrice": fillPrice,
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}, nil
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}
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// OpenShort opens a short position
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func (t *GateTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
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symbol = t.convertSymbol(symbol)
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// Cancel old orders first
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t.CancelAllOrders(symbol)
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// Set leverage
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if err := t.SetLeverage(symbol, leverage); err != nil {
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logger.Warnf(" [Gate] Failed to set leverage: %v", err)
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}
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// Get contract info for size calculation
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contract, err := t.getContract(symbol)
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if err != nil {
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return nil, err
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}
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// Gate uses contract size units
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quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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size := int64(quantity / quantoMultiplier)
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if size <= 0 {
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size = 1
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}
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order := gateapi.FuturesOrder{
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Contract: symbol,
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Size: -size, // Negative for short
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Price: "0", // Market order
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Tif: "ioc",
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Text: "t-nofx",
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}
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logger.Infof(" [Gate] OpenShort: symbol=%s, size=%d, leverage=%d", symbol, -size, leverage)
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result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to open short position: %w", err)
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}
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// Clear cache
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t.clearCache()
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// Parse fill price from result
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fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
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logger.Infof(" [Gate] Opened short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
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return map[string]interface{}{
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"orderId": fmt.Sprintf("%d", result.Id),
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"symbol": t.revertSymbol(symbol),
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"status": "FILLED",
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"fillPrice": fillPrice,
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"avgPrice": fillPrice,
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}, nil
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}
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// CloseLong closes a long position
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func (t *GateTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
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symbol = t.convertSymbol(symbol)
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// If quantity is 0, get current position
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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for _, pos := range positions {
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posSymbol := t.convertSymbol(pos["symbol"].(string))
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if posSymbol == symbol && pos["side"] == "long" {
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quantity = pos["positionAmt"].(float64)
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break
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}
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}
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if quantity == 0 {
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return nil, fmt.Errorf("long position not found for %s", symbol)
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}
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}
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// Get contract info for size calculation
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contract, err := t.getContract(symbol)
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if err != nil {
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return nil, err
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}
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quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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size := int64(quantity / quantoMultiplier)
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if size <= 0 {
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size = 1
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}
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// Close long = sell (use ReduceOnly, not Close which requires Size=0)
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order := gateapi.FuturesOrder{
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Contract: symbol,
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Size: -size, // Negative to close long
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Price: "0",
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Tif: "ioc",
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ReduceOnly: true,
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Text: "t-nofx-close",
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}
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logger.Infof(" [Gate] CloseLong: symbol=%s, size=%d", symbol, -size)
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result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to close long position: %w", err)
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}
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// Clear cache
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t.clearCache()
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// Parse fill price from result
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fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
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logger.Infof(" [Gate] Closed long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
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return map[string]interface{}{
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"orderId": fmt.Sprintf("%d", result.Id),
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"symbol": t.revertSymbol(symbol),
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"status": "FILLED",
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"fillPrice": fillPrice,
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"avgPrice": fillPrice,
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}, nil
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}
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// CloseShort closes a short position
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func (t *GateTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
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symbol = t.convertSymbol(symbol)
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// If quantity is 0, get current position
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if quantity == 0 {
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positions, err := t.GetPositions()
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if err != nil {
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return nil, err
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}
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for _, pos := range positions {
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posSymbol := t.convertSymbol(pos["symbol"].(string))
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if posSymbol == symbol && pos["side"] == "short" {
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quantity = pos["positionAmt"].(float64)
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break
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}
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}
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if quantity == 0 {
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return nil, fmt.Errorf("short position not found for %s", symbol)
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}
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}
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// Ensure quantity is positive
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if quantity < 0 {
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quantity = -quantity
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}
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// Get contract info for size calculation
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contract, err := t.getContract(symbol)
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if err != nil {
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return nil, err
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}
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quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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size := int64(quantity / quantoMultiplier)
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if size <= 0 {
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size = 1
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}
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// Close short = buy (use ReduceOnly, not Close which requires Size=0)
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order := gateapi.FuturesOrder{
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Contract: symbol,
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Size: size, // Positive to close short
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Price: "0",
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Tif: "ioc",
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ReduceOnly: true,
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Text: "t-nofx-close",
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}
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logger.Infof(" [Gate] CloseShort: symbol=%s, size=%d", symbol, size)
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result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
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if err != nil {
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return nil, fmt.Errorf("failed to close short position: %w", err)
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}
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// Clear cache
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t.clearCache()
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// Parse fill price from result
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fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
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logger.Infof(" [Gate] Closed short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
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return map[string]interface{}{
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"orderId": fmt.Sprintf("%d", result.Id),
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"symbol": t.revertSymbol(symbol),
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"status": "FILLED",
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"fillPrice": fillPrice,
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"avgPrice": fillPrice,
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}, nil
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}
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// GetMarketPrice gets the current market price
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func (t *GateTrader) GetMarketPrice(symbol string) (float64, error) {
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symbol = t.convertSymbol(symbol)
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opts := &gateapi.ListFuturesTickersOpts{
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Contract: optional.NewString(symbol),
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}
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tickers, _, err := t.client.FuturesApi.ListFuturesTickers(t.ctx, "usdt", opts)
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if err != nil {
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return 0, fmt.Errorf("failed to get market price: %w", err)
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}
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if len(tickers) == 0 {
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return 0, fmt.Errorf("no ticker data for %s", symbol)
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}
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price, _ := strconv.ParseFloat(tickers[0].Last, 64)
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return price, nil
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}
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// SetStopLoss sets a stop loss order
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func (t *GateTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
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symbol = t.convertSymbol(symbol)
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contract, err := t.getContract(symbol)
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if err != nil {
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return err
|
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}
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quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
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size := int64(quantity / quantoMultiplier)
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if size <= 0 {
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size = 1
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}
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// For long position, stop loss means sell when price drops
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// For short position, stop loss means buy when price rises
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if strings.ToUpper(positionSide) == "LONG" {
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size = -size
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}
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// Use price trigger order
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trigger := gateapi.FuturesPriceTriggeredOrder{
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Initial: gateapi.FuturesInitialOrder{
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Contract: symbol,
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Size: size,
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Price: "0", // Market order
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Tif: "ioc",
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ReduceOnly: true,
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Close: true,
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},
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Trigger: gateapi.FuturesPriceTrigger{
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StrategyType: 0, // Close position
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PriceType: 0, // Latest price
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Price: fmt.Sprintf("%.8f", stopPrice),
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Rule: 1, // Price <= trigger price
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},
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}
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|
||||
if strings.ToUpper(positionSide) == "SHORT" {
|
||||
trigger.Trigger.Rule = 2 // Price >= trigger price for short stop loss
|
||||
}
|
||||
|
||||
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to set stop loss: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] Stop loss set: %s @ %.4f", symbol, stopPrice)
|
||||
return nil
|
||||
}
|
||||
|
||||
// SetTakeProfit sets a take profit order
|
||||
func (t *GateTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
// For long position, take profit means sell when price rises
|
||||
// For short position, take profit means buy when price drops
|
||||
if strings.ToUpper(positionSide) == "LONG" {
|
||||
size = -size
|
||||
}
|
||||
|
||||
trigger := gateapi.FuturesPriceTriggeredOrder{
|
||||
Initial: gateapi.FuturesInitialOrder{
|
||||
Contract: symbol,
|
||||
Size: size,
|
||||
Price: "0", // Market order
|
||||
Tif: "ioc",
|
||||
ReduceOnly: true,
|
||||
Close: true,
|
||||
},
|
||||
Trigger: gateapi.FuturesPriceTrigger{
|
||||
StrategyType: 0, // Close position
|
||||
PriceType: 0, // Latest price
|
||||
Price: fmt.Sprintf("%.8f", takeProfitPrice),
|
||||
Rule: 2, // Price >= trigger price for long take profit
|
||||
},
|
||||
}
|
||||
|
||||
if strings.ToUpper(positionSide) == "SHORT" {
|
||||
trigger.Trigger.Rule = 1 // Price <= trigger price for short take profit
|
||||
}
|
||||
|
||||
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to set take profit: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] Take profit set: %s @ %.4f", symbol, takeProfitPrice)
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopLossOrders cancels stop loss orders
|
||||
func (t *GateTrader) CancelStopLossOrders(symbol string) error {
|
||||
return t.cancelTriggerOrders(symbol, "stop_loss")
|
||||
}
|
||||
|
||||
// CancelTakeProfitOrders cancels take profit orders
|
||||
func (t *GateTrader) CancelTakeProfitOrders(symbol string) error {
|
||||
return t.cancelTriggerOrders(symbol, "take_profit")
|
||||
}
|
||||
|
||||
// cancelTriggerOrders cancels trigger orders of a specific type
|
||||
func (t *GateTrader) cancelTriggerOrders(symbol string, orderType string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
opts := &gateapi.ListPriceTriggeredOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
orders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", opts)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, order := range orders {
|
||||
// Determine if it's stop loss or take profit based on trigger rule and position
|
||||
// For simplicity, cancel all matching symbol orders
|
||||
_, _, err := t.client.FuturesApi.CancelPriceTriggeredOrder(t.ctx, "usdt", fmt.Sprintf("%d", order.Id))
|
||||
if err != nil {
|
||||
logger.Warnf(" [Gate] Failed to cancel trigger order %d: %v", order.Id, err)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelAllOrders cancels all pending orders for a symbol
|
||||
func (t *GateTrader) CancelAllOrders(symbol string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// Cancel regular orders
|
||||
_, _, err := t.client.FuturesApi.CancelFuturesOrders(t.ctx, "usdt", symbol, nil)
|
||||
if err != nil {
|
||||
// Ignore if no orders to cancel
|
||||
if !strings.Contains(err.Error(), "ORDER_NOT_FOUND") {
|
||||
logger.Warnf(" [Gate] Error canceling orders: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Cancel trigger orders
|
||||
t.cancelTriggerOrders(symbol, "")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopOrders cancels all stop orders (stop loss and take profit)
|
||||
func (t *GateTrader) CancelStopOrders(symbol string) error {
|
||||
t.CancelStopLossOrders(symbol)
|
||||
t.CancelTakeProfitOrders(symbol)
|
||||
return nil
|
||||
}
|
||||
|
||||
// FormatQuantity formats quantity to correct precision
|
||||
func (t *GateTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// Gate uses quanto_multiplier for contract size
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if quantoMultiplier > 0 {
|
||||
// Calculate number of contracts
|
||||
numContracts := quantity / quantoMultiplier
|
||||
return fmt.Sprintf("%.0f", math.Floor(numContracts)), nil
|
||||
}
|
||||
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// GetOrderStatus gets the status of an order
|
||||
func (t *GateTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
order, _, err := t.client.FuturesApi.GetFuturesOrder(t.ctx, "usdt", orderID)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get order status: %w", err)
|
||||
}
|
||||
|
||||
fillPrice, _ := strconv.ParseFloat(order.FillPrice, 64)
|
||||
tkFee, _ := strconv.ParseFloat(order.Tkfr, 64)
|
||||
mkFee, _ := strconv.ParseFloat(order.Mkfr, 64)
|
||||
totalFee := tkFee + mkFee
|
||||
|
||||
// Get quanto_multiplier to convert contracts to actual quantity
|
||||
quantoMultiplier := 1.0
|
||||
contract, contractErr := t.getContract(symbol)
|
||||
if contractErr == nil && contract != nil {
|
||||
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if qm > 0 {
|
||||
quantoMultiplier = qm
|
||||
}
|
||||
}
|
||||
|
||||
// Map status
|
||||
status := "NEW"
|
||||
switch order.Status {
|
||||
case "finished":
|
||||
if order.FinishAs == "filled" {
|
||||
status = "FILLED"
|
||||
} else if order.FinishAs == "cancelled" {
|
||||
status = "CANCELED"
|
||||
} else {
|
||||
status = "CLOSED"
|
||||
}
|
||||
case "open":
|
||||
status = "NEW"
|
||||
}
|
||||
|
||||
side := "BUY"
|
||||
if order.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
executedQty := math.Abs(float64(order.Size-order.Left)) * quantoMultiplier
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": orderID,
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": status,
|
||||
"avgPrice": fillPrice,
|
||||
"executedQty": executedQty,
|
||||
"side": side,
|
||||
"type": order.Tif,
|
||||
"time": int64(order.CreateTime * 1000),
|
||||
"updateTime": int64(order.FinishTime * 1000),
|
||||
"commission": totalFee,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetClosedPnL retrieves closed position PnL records
|
||||
func (t *GateTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
|
||||
if limit <= 0 {
|
||||
limit = 100
|
||||
}
|
||||
if limit > 100 {
|
||||
limit = 100
|
||||
}
|
||||
|
||||
opts := &gateapi.ListPositionCloseOpts{
|
||||
Limit: optional.NewInt32(int32(limit)),
|
||||
From: optional.NewInt64(startTime.Unix()),
|
||||
}
|
||||
|
||||
closedPositions, _, err := t.client.FuturesApi.ListPositionClose(t.ctx, "usdt", opts)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get closed positions: %w", err)
|
||||
}
|
||||
|
||||
records := make([]types.ClosedPnLRecord, 0, len(closedPositions))
|
||||
for _, pos := range closedPositions {
|
||||
pnl, _ := strconv.ParseFloat(pos.Pnl, 64)
|
||||
|
||||
record := types.ClosedPnLRecord{
|
||||
Symbol: t.revertSymbol(pos.Contract),
|
||||
Side: pos.Side,
|
||||
RealizedPnL: pnl,
|
||||
ExitTime: time.Unix(int64(pos.Time), 0).UTC(),
|
||||
CloseType: "unknown",
|
||||
}
|
||||
|
||||
records = append(records, record)
|
||||
}
|
||||
|
||||
return records, nil
|
||||
}
|
||||
|
||||
// GetOpenOrders gets open/pending orders
|
||||
func (t *GateTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
opts := &gateapi.ListFuturesOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
orders, _, err := t.client.FuturesApi.ListFuturesOrders(t.ctx, "usdt", "open", opts)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get open orders: %w", err)
|
||||
}
|
||||
|
||||
// Get quanto_multiplier to convert contracts to actual quantity
|
||||
quantoMultiplier := 1.0
|
||||
contract, err := t.getContract(symbol)
|
||||
if err == nil && contract != nil {
|
||||
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if qm > 0 {
|
||||
quantoMultiplier = qm
|
||||
}
|
||||
}
|
||||
|
||||
var result []types.OpenOrder
|
||||
for _, order := range orders {
|
||||
price, _ := strconv.ParseFloat(order.Price, 64)
|
||||
|
||||
side := "BUY"
|
||||
if order.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
quantity := math.Abs(float64(order.Size)) * quantoMultiplier
|
||||
|
||||
result = append(result, types.OpenOrder{
|
||||
OrderID: fmt.Sprintf("%d", order.Id),
|
||||
Symbol: t.revertSymbol(order.Contract),
|
||||
Side: side,
|
||||
Type: "LIMIT",
|
||||
Price: price,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
|
||||
// Also get trigger orders
|
||||
triggerOpts := &gateapi.ListPriceTriggeredOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
triggerOrders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", triggerOpts)
|
||||
if err == nil {
|
||||
for _, order := range triggerOrders {
|
||||
triggerPrice, _ := strconv.ParseFloat(order.Trigger.Price, 64)
|
||||
|
||||
side := "BUY"
|
||||
if order.Initial.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
orderType := "STOP_MARKET"
|
||||
if order.Trigger.Rule == 2 {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
quantity := math.Abs(float64(order.Initial.Size)) * quantoMultiplier
|
||||
|
||||
result = append(result, types.OpenOrder{
|
||||
OrderID: fmt.Sprintf("%d", order.Id),
|
||||
Symbol: t.revertSymbol(order.Initial.Contract),
|
||||
Side: side,
|
||||
Type: orderType,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// clearCache clears all caches
|
||||
func (t *GateTrader) clearCache() {
|
||||
t.balanceCacheMutex.Lock()
|
||||
|
||||
160
trader/gate/trader_account.go
Normal file
160
trader/gate/trader_account.go
Normal file
@@ -0,0 +1,160 @@
|
||||
package gate
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"nofx/trader/types"
|
||||
"strconv"
|
||||
"time"
|
||||
|
||||
"github.com/antihax/optional"
|
||||
"github.com/gateio/gateapi-go/v6"
|
||||
)
|
||||
|
||||
// GetBalance retrieves account balance
|
||||
func (t *GateTrader) GetBalance() (map[string]interface{}, error) {
|
||||
// Check cache
|
||||
t.balanceCacheMutex.RLock()
|
||||
if t.cachedBalance != nil && time.Since(t.balanceCacheTime) < t.cacheDuration {
|
||||
cached := t.cachedBalance
|
||||
t.balanceCacheMutex.RUnlock()
|
||||
return cached, nil
|
||||
}
|
||||
t.balanceCacheMutex.RUnlock()
|
||||
|
||||
// Fetch from API
|
||||
accounts, _, err := t.client.FuturesApi.ListFuturesAccounts(t.ctx, "usdt")
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get balance: %w", err)
|
||||
}
|
||||
|
||||
total, _ := strconv.ParseFloat(accounts.Total, 64)
|
||||
available, _ := strconv.ParseFloat(accounts.Available, 64)
|
||||
unrealizedPnl, _ := strconv.ParseFloat(accounts.UnrealisedPnl, 64)
|
||||
|
||||
result := map[string]interface{}{
|
||||
"totalWalletBalance": total,
|
||||
"availableBalance": available,
|
||||
"totalUnrealizedProfit": unrealizedPnl,
|
||||
}
|
||||
|
||||
// Update cache
|
||||
t.balanceCacheMutex.Lock()
|
||||
t.cachedBalance = result
|
||||
t.balanceCacheTime = time.Now()
|
||||
t.balanceCacheMutex.Unlock()
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// GetPositions retrieves all open positions
|
||||
func (t *GateTrader) GetPositions() ([]map[string]interface{}, error) {
|
||||
// Check cache
|
||||
t.positionsCacheMutex.RLock()
|
||||
if t.cachedPositions != nil && time.Since(t.positionsCacheTime) < t.cacheDuration {
|
||||
cached := t.cachedPositions
|
||||
t.positionsCacheMutex.RUnlock()
|
||||
return cached, nil
|
||||
}
|
||||
t.positionsCacheMutex.RUnlock()
|
||||
|
||||
// Fetch from API
|
||||
positions, _, err := t.client.FuturesApi.ListPositions(t.ctx, "usdt", nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get positions: %w", err)
|
||||
}
|
||||
|
||||
var result []map[string]interface{}
|
||||
for _, pos := range positions {
|
||||
if pos.Size == 0 {
|
||||
continue // Skip empty positions
|
||||
}
|
||||
|
||||
entryPrice, _ := strconv.ParseFloat(pos.EntryPrice, 64)
|
||||
markPrice, _ := strconv.ParseFloat(pos.MarkPrice, 64)
|
||||
liqPrice, _ := strconv.ParseFloat(pos.LiqPrice, 64)
|
||||
unrealizedPnl, _ := strconv.ParseFloat(pos.UnrealisedPnl, 64)
|
||||
leverage, _ := strconv.ParseFloat(pos.Leverage, 64)
|
||||
|
||||
// Gate returns position size in contracts, need to convert to base currency
|
||||
// Each contract = quanto_multiplier base currency
|
||||
contractSize := float64(pos.Size)
|
||||
if pos.Size < 0 {
|
||||
contractSize = float64(-pos.Size)
|
||||
}
|
||||
|
||||
// Get quanto_multiplier from contract info to convert contracts to actual quantity
|
||||
quantoMultiplier := 1.0
|
||||
contract, err := t.getContract(pos.Contract)
|
||||
if err == nil && contract != nil {
|
||||
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if qm > 0 {
|
||||
quantoMultiplier = qm
|
||||
}
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
positionAmt := contractSize * quantoMultiplier
|
||||
|
||||
// Determine side based on position size
|
||||
side := "long"
|
||||
if pos.Size < 0 {
|
||||
side = "short"
|
||||
}
|
||||
|
||||
result = append(result, map[string]interface{}{
|
||||
"symbol": pos.Contract,
|
||||
"positionAmt": positionAmt,
|
||||
"entryPrice": entryPrice,
|
||||
"markPrice": markPrice,
|
||||
"unRealizedProfit": unrealizedPnl,
|
||||
"leverage": int(leverage),
|
||||
"liquidationPrice": liqPrice,
|
||||
"side": side,
|
||||
})
|
||||
}
|
||||
|
||||
// Update cache
|
||||
t.positionsCacheMutex.Lock()
|
||||
t.cachedPositions = result
|
||||
t.positionsCacheTime = time.Now()
|
||||
t.positionsCacheMutex.Unlock()
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// GetClosedPnL retrieves closed position PnL records
|
||||
func (t *GateTrader) GetClosedPnL(startTime time.Time, limit int) ([]types.ClosedPnLRecord, error) {
|
||||
if limit <= 0 {
|
||||
limit = 100
|
||||
}
|
||||
if limit > 100 {
|
||||
limit = 100
|
||||
}
|
||||
|
||||
opts := &gateapi.ListPositionCloseOpts{
|
||||
Limit: optional.NewInt32(int32(limit)),
|
||||
From: optional.NewInt64(startTime.Unix()),
|
||||
}
|
||||
|
||||
closedPositions, _, err := t.client.FuturesApi.ListPositionClose(t.ctx, "usdt", opts)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get closed positions: %w", err)
|
||||
}
|
||||
|
||||
records := make([]types.ClosedPnLRecord, 0, len(closedPositions))
|
||||
for _, pos := range closedPositions {
|
||||
pnl, _ := strconv.ParseFloat(pos.Pnl, 64)
|
||||
|
||||
record := types.ClosedPnLRecord{
|
||||
Symbol: t.revertSymbol(pos.Contract),
|
||||
Side: pos.Side,
|
||||
RealizedPnL: pnl,
|
||||
ExitTime: time.Unix(int64(pos.Time), 0).UTC(),
|
||||
CloseType: "unknown",
|
||||
}
|
||||
|
||||
records = append(records, record)
|
||||
}
|
||||
|
||||
return records, nil
|
||||
}
|
||||
644
trader/gate/trader_orders.go
Normal file
644
trader/gate/trader_orders.go
Normal file
@@ -0,0 +1,644 @@
|
||||
package gate
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math"
|
||||
"nofx/logger"
|
||||
"nofx/trader/types"
|
||||
"strconv"
|
||||
"strings"
|
||||
|
||||
"github.com/antihax/optional"
|
||||
"github.com/gateio/gateapi-go/v6"
|
||||
)
|
||||
|
||||
// SetLeverage sets the leverage for a symbol
|
||||
func (t *GateTrader) SetLeverage(symbol string, leverage int) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
_, _, err := t.client.FuturesApi.UpdatePositionLeverage(t.ctx, "usdt", symbol, fmt.Sprintf("%d", leverage), nil)
|
||||
if err != nil {
|
||||
// Gate.io may return error if leverage is already set
|
||||
if strings.Contains(err.Error(), "RISK_LIMIT_EXCEEDED") {
|
||||
logger.Warnf(" [Gate] Leverage %d exceeds limit for %s", leverage, symbol)
|
||||
return nil
|
||||
}
|
||||
return fmt.Errorf("failed to set leverage: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] Leverage set to %dx for %s", leverage, symbol)
|
||||
return nil
|
||||
}
|
||||
|
||||
// SetMarginMode sets margin mode (cross or isolated)
|
||||
func (t *GateTrader) SetMarginMode(symbol string, isCrossMargin bool) error {
|
||||
// Gate.io uses leverage=0 for cross margin, positive number for isolated
|
||||
// This is handled through UpdatePositionLeverage with cross_leverage_limit
|
||||
// For now, we'll skip explicit margin mode setting as it's tied to leverage
|
||||
logger.Infof(" [Gate] Margin mode is set through leverage (0=cross)")
|
||||
return nil
|
||||
}
|
||||
|
||||
// OpenLong opens a long position
|
||||
func (t *GateTrader) OpenLong(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// Cancel old orders first
|
||||
t.CancelAllOrders(symbol)
|
||||
|
||||
// Set leverage
|
||||
if err := t.SetLeverage(symbol, leverage); err != nil {
|
||||
logger.Warnf(" [Gate] Failed to set leverage: %v", err)
|
||||
}
|
||||
|
||||
// Get contract info for size calculation
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Gate uses contract size units (each contract = quanto_multiplier base currency)
|
||||
// size = quantity / quanto_multiplier
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
order := gateapi.FuturesOrder{
|
||||
Contract: symbol,
|
||||
Size: size, // Positive for long
|
||||
Price: "0", // Market order
|
||||
Tif: "ioc",
|
||||
Text: "t-nofx",
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] OpenLong: symbol=%s, size=%d, leverage=%d", symbol, size, leverage)
|
||||
|
||||
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to open long position: %w", err)
|
||||
}
|
||||
|
||||
// Clear cache
|
||||
t.clearCache()
|
||||
|
||||
// Parse fill price from result
|
||||
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
|
||||
|
||||
logger.Infof(" [Gate] Opened long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": fmt.Sprintf("%d", result.Id),
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": "FILLED",
|
||||
"fillPrice": fillPrice,
|
||||
"avgPrice": fillPrice,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// OpenShort opens a short position
|
||||
func (t *GateTrader) OpenShort(symbol string, quantity float64, leverage int) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// Cancel old orders first
|
||||
t.CancelAllOrders(symbol)
|
||||
|
||||
// Set leverage
|
||||
if err := t.SetLeverage(symbol, leverage); err != nil {
|
||||
logger.Warnf(" [Gate] Failed to set leverage: %v", err)
|
||||
}
|
||||
|
||||
// Get contract info for size calculation
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
// Gate uses contract size units
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
order := gateapi.FuturesOrder{
|
||||
Contract: symbol,
|
||||
Size: -size, // Negative for short
|
||||
Price: "0", // Market order
|
||||
Tif: "ioc",
|
||||
Text: "t-nofx",
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] OpenShort: symbol=%s, size=%d, leverage=%d", symbol, -size, leverage)
|
||||
|
||||
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to open short position: %w", err)
|
||||
}
|
||||
|
||||
// Clear cache
|
||||
t.clearCache()
|
||||
|
||||
// Parse fill price from result
|
||||
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
|
||||
|
||||
logger.Infof(" [Gate] Opened short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": fmt.Sprintf("%d", result.Id),
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": "FILLED",
|
||||
"fillPrice": fillPrice,
|
||||
"avgPrice": fillPrice,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CloseLong closes a long position
|
||||
func (t *GateTrader) CloseLong(symbol string, quantity float64) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// If quantity is 0, get current position
|
||||
if quantity == 0 {
|
||||
positions, err := t.GetPositions()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
for _, pos := range positions {
|
||||
posSymbol := t.convertSymbol(pos["symbol"].(string))
|
||||
if posSymbol == symbol && pos["side"] == "long" {
|
||||
quantity = pos["positionAmt"].(float64)
|
||||
break
|
||||
}
|
||||
}
|
||||
if quantity == 0 {
|
||||
return nil, fmt.Errorf("long position not found for %s", symbol)
|
||||
}
|
||||
}
|
||||
|
||||
// Get contract info for size calculation
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
// Close long = sell (use ReduceOnly, not Close which requires Size=0)
|
||||
order := gateapi.FuturesOrder{
|
||||
Contract: symbol,
|
||||
Size: -size, // Negative to close long
|
||||
Price: "0",
|
||||
Tif: "ioc",
|
||||
ReduceOnly: true,
|
||||
Text: "t-nofx-close",
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] CloseLong: symbol=%s, size=%d", symbol, -size)
|
||||
|
||||
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to close long position: %w", err)
|
||||
}
|
||||
|
||||
// Clear cache
|
||||
t.clearCache()
|
||||
|
||||
// Parse fill price from result
|
||||
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
|
||||
|
||||
logger.Infof(" [Gate] Closed long position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": fmt.Sprintf("%d", result.Id),
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": "FILLED",
|
||||
"fillPrice": fillPrice,
|
||||
"avgPrice": fillPrice,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// CloseShort closes a short position
|
||||
func (t *GateTrader) CloseShort(symbol string, quantity float64) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// If quantity is 0, get current position
|
||||
if quantity == 0 {
|
||||
positions, err := t.GetPositions()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
for _, pos := range positions {
|
||||
posSymbol := t.convertSymbol(pos["symbol"].(string))
|
||||
if posSymbol == symbol && pos["side"] == "short" {
|
||||
quantity = pos["positionAmt"].(float64)
|
||||
break
|
||||
}
|
||||
}
|
||||
if quantity == 0 {
|
||||
return nil, fmt.Errorf("short position not found for %s", symbol)
|
||||
}
|
||||
}
|
||||
|
||||
// Ensure quantity is positive
|
||||
if quantity < 0 {
|
||||
quantity = -quantity
|
||||
}
|
||||
|
||||
// Get contract info for size calculation
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
// Close short = buy (use ReduceOnly, not Close which requires Size=0)
|
||||
order := gateapi.FuturesOrder{
|
||||
Contract: symbol,
|
||||
Size: size, // Positive to close short
|
||||
Price: "0",
|
||||
Tif: "ioc",
|
||||
ReduceOnly: true,
|
||||
Text: "t-nofx-close",
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] CloseShort: symbol=%s, size=%d", symbol, size)
|
||||
|
||||
result, _, err := t.client.FuturesApi.CreateFuturesOrder(t.ctx, "usdt", order, nil)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to close short position: %w", err)
|
||||
}
|
||||
|
||||
// Clear cache
|
||||
t.clearCache()
|
||||
|
||||
// Parse fill price from result
|
||||
fillPrice, _ := strconv.ParseFloat(result.FillPrice, 64)
|
||||
|
||||
logger.Infof(" [Gate] Closed short position: orderId=%d, fillPrice=%.4f", result.Id, fillPrice)
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": fmt.Sprintf("%d", result.Id),
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": "FILLED",
|
||||
"fillPrice": fillPrice,
|
||||
"avgPrice": fillPrice,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetMarketPrice gets the current market price
|
||||
func (t *GateTrader) GetMarketPrice(symbol string) (float64, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
opts := &gateapi.ListFuturesTickersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
tickers, _, err := t.client.FuturesApi.ListFuturesTickers(t.ctx, "usdt", opts)
|
||||
if err != nil {
|
||||
return 0, fmt.Errorf("failed to get market price: %w", err)
|
||||
}
|
||||
|
||||
if len(tickers) == 0 {
|
||||
return 0, fmt.Errorf("no ticker data for %s", symbol)
|
||||
}
|
||||
|
||||
price, _ := strconv.ParseFloat(tickers[0].Last, 64)
|
||||
return price, nil
|
||||
}
|
||||
|
||||
// SetStopLoss sets a stop loss order
|
||||
func (t *GateTrader) SetStopLoss(symbol string, positionSide string, quantity, stopPrice float64) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
// For long position, stop loss means sell when price drops
|
||||
// For short position, stop loss means buy when price rises
|
||||
if strings.ToUpper(positionSide) == "LONG" {
|
||||
size = -size
|
||||
}
|
||||
|
||||
// Use price trigger order
|
||||
trigger := gateapi.FuturesPriceTriggeredOrder{
|
||||
Initial: gateapi.FuturesInitialOrder{
|
||||
Contract: symbol,
|
||||
Size: size,
|
||||
Price: "0", // Market order
|
||||
Tif: "ioc",
|
||||
ReduceOnly: true,
|
||||
Close: true,
|
||||
},
|
||||
Trigger: gateapi.FuturesPriceTrigger{
|
||||
StrategyType: 0, // Close position
|
||||
PriceType: 0, // Latest price
|
||||
Price: fmt.Sprintf("%.8f", stopPrice),
|
||||
Rule: 1, // Price <= trigger price
|
||||
},
|
||||
}
|
||||
|
||||
if strings.ToUpper(positionSide) == "SHORT" {
|
||||
trigger.Trigger.Rule = 2 // Price >= trigger price for short stop loss
|
||||
}
|
||||
|
||||
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to set stop loss: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] Stop loss set: %s @ %.4f", symbol, stopPrice)
|
||||
return nil
|
||||
}
|
||||
|
||||
// SetTakeProfit sets a take profit order
|
||||
func (t *GateTrader) SetTakeProfit(symbol string, positionSide string, quantity, takeProfitPrice float64) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
size := int64(quantity / quantoMultiplier)
|
||||
if size <= 0 {
|
||||
size = 1
|
||||
}
|
||||
|
||||
// For long position, take profit means sell when price rises
|
||||
// For short position, take profit means buy when price drops
|
||||
if strings.ToUpper(positionSide) == "LONG" {
|
||||
size = -size
|
||||
}
|
||||
|
||||
trigger := gateapi.FuturesPriceTriggeredOrder{
|
||||
Initial: gateapi.FuturesInitialOrder{
|
||||
Contract: symbol,
|
||||
Size: size,
|
||||
Price: "0", // Market order
|
||||
Tif: "ioc",
|
||||
ReduceOnly: true,
|
||||
Close: true,
|
||||
},
|
||||
Trigger: gateapi.FuturesPriceTrigger{
|
||||
StrategyType: 0, // Close position
|
||||
PriceType: 0, // Latest price
|
||||
Price: fmt.Sprintf("%.8f", takeProfitPrice),
|
||||
Rule: 2, // Price >= trigger price for long take profit
|
||||
},
|
||||
}
|
||||
|
||||
if strings.ToUpper(positionSide) == "SHORT" {
|
||||
trigger.Trigger.Rule = 1 // Price <= trigger price for short take profit
|
||||
}
|
||||
|
||||
_, _, err = t.client.FuturesApi.CreatePriceTriggeredOrder(t.ctx, "usdt", trigger)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to set take profit: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof(" [Gate] Take profit set: %s @ %.4f", symbol, takeProfitPrice)
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopLossOrders cancels stop loss orders
|
||||
func (t *GateTrader) CancelStopLossOrders(symbol string) error {
|
||||
return t.cancelTriggerOrders(symbol, "stop_loss")
|
||||
}
|
||||
|
||||
// CancelTakeProfitOrders cancels take profit orders
|
||||
func (t *GateTrader) CancelTakeProfitOrders(symbol string) error {
|
||||
return t.cancelTriggerOrders(symbol, "take_profit")
|
||||
}
|
||||
|
||||
// cancelTriggerOrders cancels trigger orders of a specific type
|
||||
func (t *GateTrader) cancelTriggerOrders(symbol string, orderType string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
opts := &gateapi.ListPriceTriggeredOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
orders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", opts)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, order := range orders {
|
||||
// Determine if it's stop loss or take profit based on trigger rule and position
|
||||
// For simplicity, cancel all matching symbol orders
|
||||
_, _, err := t.client.FuturesApi.CancelPriceTriggeredOrder(t.ctx, "usdt", fmt.Sprintf("%d", order.Id))
|
||||
if err != nil {
|
||||
logger.Warnf(" [Gate] Failed to cancel trigger order %d: %v", order.Id, err)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelAllOrders cancels all pending orders for a symbol
|
||||
func (t *GateTrader) CancelAllOrders(symbol string) error {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
// Cancel regular orders
|
||||
_, _, err := t.client.FuturesApi.CancelFuturesOrders(t.ctx, "usdt", symbol, nil)
|
||||
if err != nil {
|
||||
// Ignore if no orders to cancel
|
||||
if !strings.Contains(err.Error(), "ORDER_NOT_FOUND") {
|
||||
logger.Warnf(" [Gate] Error canceling orders: %v", err)
|
||||
}
|
||||
}
|
||||
|
||||
// Cancel trigger orders
|
||||
t.cancelTriggerOrders(symbol, "")
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// CancelStopOrders cancels all stop orders (stop loss and take profit)
|
||||
func (t *GateTrader) CancelStopOrders(symbol string) error {
|
||||
t.CancelStopLossOrders(symbol)
|
||||
t.CancelTakeProfitOrders(symbol)
|
||||
return nil
|
||||
}
|
||||
|
||||
// FormatQuantity formats quantity to correct precision
|
||||
func (t *GateTrader) FormatQuantity(symbol string, quantity float64) (string, error) {
|
||||
contract, err := t.getContract(symbol)
|
||||
if err != nil {
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// Gate uses quanto_multiplier for contract size
|
||||
quantoMultiplier, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if quantoMultiplier > 0 {
|
||||
// Calculate number of contracts
|
||||
numContracts := quantity / quantoMultiplier
|
||||
return fmt.Sprintf("%.0f", math.Floor(numContracts)), nil
|
||||
}
|
||||
|
||||
return fmt.Sprintf("%.4f", quantity), nil
|
||||
}
|
||||
|
||||
// GetOrderStatus gets the status of an order
|
||||
func (t *GateTrader) GetOrderStatus(symbol string, orderID string) (map[string]interface{}, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
order, _, err := t.client.FuturesApi.GetFuturesOrder(t.ctx, "usdt", orderID)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get order status: %w", err)
|
||||
}
|
||||
|
||||
fillPrice, _ := strconv.ParseFloat(order.FillPrice, 64)
|
||||
tkFee, _ := strconv.ParseFloat(order.Tkfr, 64)
|
||||
mkFee, _ := strconv.ParseFloat(order.Mkfr, 64)
|
||||
totalFee := tkFee + mkFee
|
||||
|
||||
// Get quanto_multiplier to convert contracts to actual quantity
|
||||
quantoMultiplier := 1.0
|
||||
contract, contractErr := t.getContract(symbol)
|
||||
if contractErr == nil && contract != nil {
|
||||
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if qm > 0 {
|
||||
quantoMultiplier = qm
|
||||
}
|
||||
}
|
||||
|
||||
// Map status
|
||||
status := "NEW"
|
||||
switch order.Status {
|
||||
case "finished":
|
||||
if order.FinishAs == "filled" {
|
||||
status = "FILLED"
|
||||
} else if order.FinishAs == "cancelled" {
|
||||
status = "CANCELED"
|
||||
} else {
|
||||
status = "CLOSED"
|
||||
}
|
||||
case "open":
|
||||
status = "NEW"
|
||||
}
|
||||
|
||||
side := "BUY"
|
||||
if order.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
executedQty := math.Abs(float64(order.Size-order.Left)) * quantoMultiplier
|
||||
|
||||
return map[string]interface{}{
|
||||
"orderId": orderID,
|
||||
"symbol": t.revertSymbol(symbol),
|
||||
"status": status,
|
||||
"avgPrice": fillPrice,
|
||||
"executedQty": executedQty,
|
||||
"side": side,
|
||||
"type": order.Tif,
|
||||
"time": int64(order.CreateTime * 1000),
|
||||
"updateTime": int64(order.FinishTime * 1000),
|
||||
"commission": totalFee,
|
||||
}, nil
|
||||
}
|
||||
|
||||
// GetOpenOrders gets open/pending orders
|
||||
func (t *GateTrader) GetOpenOrders(symbol string) ([]types.OpenOrder, error) {
|
||||
symbol = t.convertSymbol(symbol)
|
||||
|
||||
opts := &gateapi.ListFuturesOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
orders, _, err := t.client.FuturesApi.ListFuturesOrders(t.ctx, "usdt", "open", opts)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("failed to get open orders: %w", err)
|
||||
}
|
||||
|
||||
// Get quanto_multiplier to convert contracts to actual quantity
|
||||
quantoMultiplier := 1.0
|
||||
contract, err := t.getContract(symbol)
|
||||
if err == nil && contract != nil {
|
||||
qm, _ := strconv.ParseFloat(contract.QuantoMultiplier, 64)
|
||||
if qm > 0 {
|
||||
quantoMultiplier = qm
|
||||
}
|
||||
}
|
||||
|
||||
var result []types.OpenOrder
|
||||
for _, order := range orders {
|
||||
price, _ := strconv.ParseFloat(order.Price, 64)
|
||||
|
||||
side := "BUY"
|
||||
if order.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
quantity := math.Abs(float64(order.Size)) * quantoMultiplier
|
||||
|
||||
result = append(result, types.OpenOrder{
|
||||
OrderID: fmt.Sprintf("%d", order.Id),
|
||||
Symbol: t.revertSymbol(order.Contract),
|
||||
Side: side,
|
||||
Type: "LIMIT",
|
||||
Price: price,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
|
||||
// Also get trigger orders
|
||||
triggerOpts := &gateapi.ListPriceTriggeredOrdersOpts{
|
||||
Contract: optional.NewString(symbol),
|
||||
}
|
||||
|
||||
triggerOrders, _, err := t.client.FuturesApi.ListPriceTriggeredOrders(t.ctx, "usdt", "open", triggerOpts)
|
||||
if err == nil {
|
||||
for _, order := range triggerOrders {
|
||||
triggerPrice, _ := strconv.ParseFloat(order.Trigger.Price, 64)
|
||||
|
||||
side := "BUY"
|
||||
if order.Initial.Size < 0 {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
orderType := "STOP_MARKET"
|
||||
if order.Trigger.Rule == 2 {
|
||||
orderType = "TAKE_PROFIT_MARKET"
|
||||
}
|
||||
|
||||
// Convert contract count to actual token quantity
|
||||
quantity := math.Abs(float64(order.Initial.Size)) * quantoMultiplier
|
||||
|
||||
result = append(result, types.OpenOrder{
|
||||
OrderID: fmt.Sprintf("%d", order.Id),
|
||||
Symbol: t.revertSymbol(order.Initial.Contract),
|
||||
Side: side,
|
||||
Type: orderType,
|
||||
StopPrice: triggerPrice,
|
||||
Quantity: quantity,
|
||||
Status: "NEW",
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
Reference in New Issue
Block a user