mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-06-06 05:51:19 +08:00
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
293 lines
9.3 KiB
Go
293 lines
9.3 KiB
Go
package bitget
|
|
|
|
import (
|
|
"encoding/json"
|
|
"fmt"
|
|
"nofx/logger"
|
|
"nofx/market"
|
|
"nofx/store"
|
|
"sort"
|
|
"strconv"
|
|
"strings"
|
|
"time"
|
|
)
|
|
|
|
// BitgetTrade represents a trade record from Bitget fill history
|
|
type BitgetTrade struct {
|
|
Symbol string
|
|
TradeID string
|
|
OrderID string
|
|
Side string // buy or sell
|
|
FillPrice float64
|
|
FillQty float64
|
|
Fee float64
|
|
FeeAsset string
|
|
ExecTime time.Time
|
|
ProfitLoss float64
|
|
OrderType string
|
|
OrderAction string // open_long, open_short, close_long, close_short
|
|
}
|
|
|
|
// GetTrades retrieves trade/fill records from Bitget
|
|
func (t *BitgetTrader) GetTrades(startTime time.Time, limit int) ([]BitgetTrade, error) {
|
|
if limit <= 0 {
|
|
limit = 100
|
|
}
|
|
if limit > 100 {
|
|
limit = 100 // Bitget max limit is 100
|
|
}
|
|
|
|
params := map[string]interface{}{
|
|
"productType": "USDT-FUTURES",
|
|
"startTime": fmt.Sprintf("%d", startTime.UnixMilli()),
|
|
"limit": fmt.Sprintf("%d", limit),
|
|
}
|
|
|
|
data, err := t.doRequest("GET", "/api/v2/mix/order/fill-history", params)
|
|
if err != nil {
|
|
return nil, fmt.Errorf("failed to get fill history: %w", err)
|
|
}
|
|
|
|
|
|
// Bitget fill structure - supports both one-way and hedge mode
|
|
type BitgetFill struct {
|
|
TradeID string `json:"tradeId"`
|
|
Symbol string `json:"symbol"`
|
|
OrderID string `json:"orderId"`
|
|
Side string `json:"side"` // buy, sell
|
|
Price string `json:"price"` // Fill price
|
|
BaseVolume string `json:"baseVolume"` // Fill size in base currency
|
|
Profit string `json:"profit"` // Realized PnL
|
|
CTime string `json:"cTime"` // Fill time (ms)
|
|
TradeSide string `json:"tradeSide"` // one-way: buy_single/sell_single, hedge: open/close
|
|
FeeDetail []struct {
|
|
FeeCoin string `json:"feeCoin"`
|
|
TotalFee string `json:"totalFee"`
|
|
} `json:"feeDetail"`
|
|
}
|
|
|
|
// Try parsing as wrapped response first (fillList field)
|
|
var wrappedResp struct {
|
|
FillList []BitgetFill `json:"fillList"`
|
|
}
|
|
|
|
// Try direct array format (Bitget V2 API returns data as direct array)
|
|
var directFills []BitgetFill
|
|
|
|
// Try wrapped format first
|
|
if err := json.Unmarshal(data, &wrappedResp); err == nil && len(wrappedResp.FillList) > 0 {
|
|
logger.Infof("🔍 Bitget: parsed as wrapped format, fillList count: %d", len(wrappedResp.FillList))
|
|
directFills = wrappedResp.FillList
|
|
} else {
|
|
// Try direct array format
|
|
if err := json.Unmarshal(data, &directFills); err != nil {
|
|
logger.Infof("⚠️ Bitget fill-history parse failed, raw: %s", string(data))
|
|
return nil, fmt.Errorf("failed to parse fills: %w", err)
|
|
}
|
|
logger.Infof("🔍 Bitget: parsed as direct array, fills count: %d", len(directFills))
|
|
}
|
|
|
|
trades := make([]BitgetTrade, 0, len(directFills))
|
|
|
|
for _, fill := range directFills {
|
|
fillPrice, _ := strconv.ParseFloat(fill.Price, 64)
|
|
fillQty, _ := strconv.ParseFloat(fill.BaseVolume, 64)
|
|
profit, _ := strconv.ParseFloat(fill.Profit, 64)
|
|
cTime, _ := strconv.ParseInt(fill.CTime, 10, 64)
|
|
|
|
// Extract fee from feeDetail array (Bitget V2 API)
|
|
var fee float64
|
|
var feeAsset string
|
|
if len(fill.FeeDetail) > 0 {
|
|
fee, _ = strconv.ParseFloat(fill.FeeDetail[0].TotalFee, 64)
|
|
feeAsset = fill.FeeDetail[0].FeeCoin
|
|
}
|
|
|
|
// Determine order action based on side and tradeSide
|
|
// Bitget one-way mode: buy_single (open long), sell_single (close long)
|
|
// Bitget hedge mode: open + buy = open_long, close + sell = close_long
|
|
orderAction := "open_long"
|
|
side := strings.ToLower(fill.Side)
|
|
tradeSide := strings.ToLower(fill.TradeSide)
|
|
|
|
// One-way position mode (buy_single/sell_single)
|
|
if tradeSide == "buy_single" {
|
|
orderAction = "open_long"
|
|
} else if tradeSide == "sell_single" {
|
|
orderAction = "close_long"
|
|
} else if tradeSide == "open" {
|
|
// Hedge mode: open
|
|
if side == "buy" {
|
|
orderAction = "open_long"
|
|
} else {
|
|
orderAction = "open_short"
|
|
}
|
|
} else if tradeSide == "close" {
|
|
// Hedge mode: close
|
|
if side == "sell" {
|
|
orderAction = "close_long"
|
|
} else {
|
|
orderAction = "close_short"
|
|
}
|
|
}
|
|
|
|
trade := BitgetTrade{
|
|
Symbol: fill.Symbol,
|
|
TradeID: fill.TradeID,
|
|
OrderID: fill.OrderID,
|
|
Side: fill.Side,
|
|
FillPrice: fillPrice,
|
|
FillQty: fillQty,
|
|
Fee: -fee, // Bitget returns negative fee, convert to positive
|
|
FeeAsset: feeAsset,
|
|
ExecTime: time.UnixMilli(cTime).UTC(),
|
|
ProfitLoss: profit,
|
|
OrderType: "MARKET",
|
|
OrderAction: orderAction,
|
|
}
|
|
|
|
trades = append(trades, trade)
|
|
}
|
|
|
|
return trades, nil
|
|
}
|
|
|
|
// SyncOrdersFromBitget syncs Bitget exchange order history to local database
|
|
// Also creates/updates position records to ensure orders/fills/positions data consistency
|
|
// exchangeID: Exchange account UUID (from exchanges.id)
|
|
// exchangeType: Exchange type ("bitget")
|
|
func (t *BitgetTrader) SyncOrdersFromBitget(traderID string, exchangeID string, exchangeType string, st *store.Store) error {
|
|
if st == nil {
|
|
return fmt.Errorf("store is nil")
|
|
}
|
|
|
|
// Get recent trades (last 24 hours)
|
|
startTime := time.Now().Add(-24 * time.Hour)
|
|
|
|
logger.Infof("🔄 Syncing Bitget trades from: %s", startTime.Format(time.RFC3339))
|
|
|
|
// Use GetTrades method to fetch trade records
|
|
trades, err := t.GetTrades(startTime, 100)
|
|
if err != nil {
|
|
return fmt.Errorf("failed to get trades: %w", err)
|
|
}
|
|
|
|
logger.Infof("📥 Received %d trades from Bitget", len(trades))
|
|
|
|
// Sort trades by time ASC (oldest first) for proper position building
|
|
sort.Slice(trades, func(i, j int) bool {
|
|
return trades[i].ExecTime.UnixMilli() < trades[j].ExecTime.UnixMilli()
|
|
})
|
|
|
|
// Process trades one by one (no transaction to avoid deadlock)
|
|
orderStore := st.Order()
|
|
positionStore := st.Position()
|
|
posBuilder := store.NewPositionBuilder(positionStore)
|
|
syncedCount := 0
|
|
|
|
for _, trade := range trades {
|
|
// Check if trade already exists (use exchangeID which is UUID, not exchange type)
|
|
existing, err := orderStore.GetOrderByExchangeID(exchangeID, trade.TradeID)
|
|
if err == nil && existing != nil {
|
|
continue // Order already exists, skip
|
|
}
|
|
|
|
// Normalize symbol
|
|
symbol := market.Normalize(trade.Symbol)
|
|
|
|
// Determine position side from order action
|
|
positionSide := "LONG"
|
|
if strings.Contains(trade.OrderAction, "short") {
|
|
positionSide = "SHORT"
|
|
}
|
|
|
|
// Normalize side for storage
|
|
side := strings.ToUpper(trade.Side)
|
|
|
|
// Create order record - use UTC time in milliseconds to avoid timezone issues
|
|
execTimeMs := trade.ExecTime.UTC().UnixMilli()
|
|
orderRecord := &store.TraderOrder{
|
|
TraderID: traderID,
|
|
ExchangeID: exchangeID, // UUID
|
|
ExchangeType: exchangeType, // Exchange type
|
|
ExchangeOrderID: trade.TradeID,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
PositionSide: "BOTH", // Bitget uses one-way position mode
|
|
Type: trade.OrderType,
|
|
OrderAction: trade.OrderAction,
|
|
Quantity: trade.FillQty,
|
|
Price: trade.FillPrice,
|
|
Status: "FILLED",
|
|
FilledQuantity: trade.FillQty,
|
|
AvgFillPrice: trade.FillPrice,
|
|
Commission: trade.Fee,
|
|
FilledAt: execTimeMs,
|
|
CreatedAt: execTimeMs,
|
|
UpdatedAt: execTimeMs,
|
|
}
|
|
|
|
// Insert order record
|
|
if err := orderStore.CreateOrder(orderRecord); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync trade %s: %v", trade.TradeID, err)
|
|
continue
|
|
}
|
|
|
|
// Create fill record - use UTC time in milliseconds
|
|
fillRecord := &store.TraderFill{
|
|
TraderID: traderID,
|
|
ExchangeID: exchangeID, // UUID
|
|
ExchangeType: exchangeType, // Exchange type
|
|
OrderID: orderRecord.ID,
|
|
ExchangeOrderID: trade.OrderID,
|
|
ExchangeTradeID: trade.TradeID,
|
|
Symbol: symbol,
|
|
Side: side,
|
|
Price: trade.FillPrice,
|
|
Quantity: trade.FillQty,
|
|
QuoteQuantity: trade.FillPrice * trade.FillQty,
|
|
Commission: trade.Fee,
|
|
CommissionAsset: trade.FeeAsset,
|
|
RealizedPnL: trade.ProfitLoss,
|
|
IsMaker: false,
|
|
CreatedAt: execTimeMs,
|
|
}
|
|
|
|
if err := orderStore.CreateFill(fillRecord); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync fill for trade %s: %v", trade.TradeID, err)
|
|
}
|
|
|
|
// Create/update position record using PositionBuilder
|
|
if err := posBuilder.ProcessTrade(
|
|
traderID, exchangeID, exchangeType,
|
|
symbol, positionSide, trade.OrderAction,
|
|
trade.FillQty, trade.FillPrice, trade.Fee, trade.ProfitLoss,
|
|
execTimeMs, trade.TradeID,
|
|
); err != nil {
|
|
logger.Infof(" ⚠️ Failed to sync position for trade %s: %v", trade.TradeID, err)
|
|
} else {
|
|
logger.Infof(" 📍 Position updated for trade: %s (action: %s, qty: %.6f)", trade.TradeID, trade.OrderAction, trade.FillQty)
|
|
}
|
|
|
|
syncedCount++
|
|
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
|
|
trade.TradeID, symbol, side, trade.FillQty, trade.FillPrice, trade.ProfitLoss, trade.Fee, trade.OrderAction)
|
|
}
|
|
|
|
logger.Infof("✅ Bitget order sync completed: %d new trades synced", syncedCount)
|
|
return nil
|
|
}
|
|
|
|
// StartOrderSync starts background order sync task for Bitget
|
|
func (t *BitgetTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration) {
|
|
ticker := time.NewTicker(interval)
|
|
go func() {
|
|
for range ticker.C {
|
|
if err := t.SyncOrdersFromBitget(traderID, exchangeID, exchangeType, st); err != nil {
|
|
logger.Infof("⚠️ Bitget order sync failed: %v", err)
|
|
}
|
|
}
|
|
}()
|
|
logger.Infof("🔄 Bitget order sync started (interval: %v)", interval)
|
|
}
|