mirror of
https://github.com/laoxong/nofx.git
synced 2026-06-04 09:58:22 +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:
@@ -0,0 +1,161 @@
|
||||
package lighter
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"nofx/logger"
|
||||
"nofx/market"
|
||||
"nofx/store"
|
||||
"sort"
|
||||
"strings"
|
||||
"time"
|
||||
)
|
||||
|
||||
// SyncOrdersFromLighter syncs Lighter exchange trade 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 ("lighter")
|
||||
func (t *LighterTraderV2) SyncOrdersFromLighter(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 Lighter trades from: %s", startTime.Format(time.RFC3339))
|
||||
|
||||
// Use GetTrades method to fetch trade records (same as other exchanges)
|
||||
trades, err := t.GetTrades(startTime, 100)
|
||||
if err != nil {
|
||||
return fmt.Errorf("failed to get trades: %w", err)
|
||||
}
|
||||
|
||||
logger.Infof("📥 Received %d trades from Lighter", len(trades))
|
||||
|
||||
// Sort trades by time ASC (oldest first) for proper position building
|
||||
sort.Slice(trades, func(i, j int) bool {
|
||||
return trades[i].Time.UnixMilli() < trades[j].Time.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 // Trade already exists, skip
|
||||
}
|
||||
|
||||
// Normalize symbol (add USDT suffix)
|
||||
symbol := market.Normalize(trade.Symbol)
|
||||
|
||||
// Use OrderAction from TradeRecord (determined by position change in GetTrades)
|
||||
// This is more accurate than guessing based on database state
|
||||
positionSide := trade.PositionSide
|
||||
orderAction := trade.OrderAction
|
||||
side := trade.Side
|
||||
|
||||
// Fallback if OrderAction is empty (shouldn't happen with updated GetTrades)
|
||||
if orderAction == "" {
|
||||
if strings.ToUpper(side) == "BUY" {
|
||||
positionSide = "LONG"
|
||||
orderAction = "open_long"
|
||||
} else {
|
||||
positionSide = "SHORT"
|
||||
orderAction = "open_short"
|
||||
}
|
||||
}
|
||||
|
||||
// Create order record - use Unix milliseconds UTC
|
||||
tradeTimeMs := trade.Time.UTC().UnixMilli()
|
||||
orderRecord := &store.TraderOrder{
|
||||
TraderID: traderID,
|
||||
ExchangeID: exchangeID, // UUID
|
||||
ExchangeType: exchangeType, // Exchange type
|
||||
ExchangeOrderID: trade.TradeID,
|
||||
Symbol: symbol,
|
||||
Side: strings.ToUpper(side),
|
||||
PositionSide: positionSide,
|
||||
Type: "MARKET",
|
||||
OrderAction: orderAction,
|
||||
Quantity: trade.Quantity,
|
||||
Price: trade.Price,
|
||||
Status: "FILLED",
|
||||
FilledQuantity: trade.Quantity,
|
||||
AvgFillPrice: trade.Price,
|
||||
Commission: trade.Fee,
|
||||
FilledAt: tradeTimeMs,
|
||||
CreatedAt: tradeTimeMs,
|
||||
UpdatedAt: tradeTimeMs,
|
||||
}
|
||||
|
||||
// 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 Unix milliseconds UTC
|
||||
fillRecord := &store.TraderFill{
|
||||
TraderID: traderID,
|
||||
ExchangeID: exchangeID, // UUID
|
||||
ExchangeType: exchangeType, // Exchange type
|
||||
OrderID: orderRecord.ID,
|
||||
ExchangeOrderID: trade.TradeID,
|
||||
ExchangeTradeID: trade.TradeID,
|
||||
Symbol: symbol,
|
||||
Side: strings.ToUpper(side),
|
||||
Price: trade.Price,
|
||||
Quantity: trade.Quantity,
|
||||
QuoteQuantity: trade.Price * trade.Quantity,
|
||||
Commission: trade.Fee,
|
||||
CommissionAsset: "USDT",
|
||||
RealizedPnL: trade.RealizedPnL,
|
||||
IsMaker: false,
|
||||
CreatedAt: tradeTimeMs,
|
||||
}
|
||||
|
||||
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, orderAction,
|
||||
trade.Quantity, trade.Price, trade.Fee, trade.RealizedPnL,
|
||||
tradeTimeMs, 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, orderAction, trade.Quantity)
|
||||
}
|
||||
|
||||
syncedCount++
|
||||
logger.Infof(" ✅ Synced trade: %s %s %s qty=%.6f price=%.6f pnl=%.2f fee=%.6f action=%s",
|
||||
trade.TradeID, symbol, side, trade.Quantity, trade.Price, trade.RealizedPnL, trade.Fee, orderAction)
|
||||
}
|
||||
|
||||
logger.Infof("✅ Order sync completed: %d new trades synced", syncedCount)
|
||||
return nil
|
||||
}
|
||||
|
||||
// StartOrderSync starts background order sync task
|
||||
func (t *LighterTraderV2) 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.SyncOrdersFromLighter(traderID, exchangeID, exchangeType, st); err != nil {
|
||||
// Only log non-404 errors to reduce log spam
|
||||
if !strings.Contains(err.Error(), "status 404") {
|
||||
logger.Infof("⚠️ Order sync failed: %v", err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}()
|
||||
logger.Infof("🔄 Lighter order+position sync started (interval: %v)", interval)
|
||||
}
|
||||
Reference in New Issue
Block a user