v3.0.1

Signed-off-by: Dinger <quantdinger@gmail.com>

backend_api_python/app/services/live_trading/gate.py

@@ -4,7 +4,7 @@ Gate.io (direct REST) clients:
 - Futures USDT: /api/v4/futures/usdt/*
 
 Signing (apiv4):
-SIGN = hex(hmac_sha512(secret, method + "\\n" + url + "\\n" + query + "\\n" + body + "\\n" + timestamp))
+SIGN = hex(hmac_sha512(secret, method + "\\n" + url + "\\n" + query + "\\n" + hexencode(sha512(payload)) + "\\n" + timestamp))
 Headers:
 - KEY: api key
 - Timestamp: unix seconds
@@ -15,14 +15,42 @@ from __future__ import annotations
 
 import hashlib
 import hmac
+import logging
 import time
-from decimal import Decimal, ROUND_DOWN
-from typing import Any, Dict, Optional, Tuple
+from decimal import Decimal, ROUND_DOWN, ROUND_UP
+from typing import Any, Dict, Optional, Tuple, Union
 from urllib.parse import urlencode
 
 from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
 from app.services.live_trading.symbols import to_gate_currency_pair
 
+logger = logging.getLogger(__name__)
+
+
+def _gate_ticker_response_to_normalized(raw: Any) -> Dict[str, Any]:
+    """Parse Gate spot/futures tickers API (array of one row) into a dict with float ``last`` for quick_trade."""
+    row: Dict[str, Any] = {}
+    if isinstance(raw, list) and raw and isinstance(raw[0], dict):
+        row = raw[0]
+    elif isinstance(raw, dict) and raw:
+        row = raw
+    else:
+        return {}
+    last = 0.0
+    for key in ("last", "mark_price", "index_price", "close", "price"):
+        v = row.get(key)
+        if v is not None and str(v).strip():
+            try:
+                last = float(str(v).replace(",", ""))
+                break
+            except Exception:
+                continue
+    out = dict(row)
+    out["last"] = last
+    out["close"] = last
+    out["price"] = last
+    return out
+
 
 class _GateBase(BaseRestClient):
     def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.gateio.ws", timeout_sec: float = 15.0, channel_id: str = ""):
@@ -34,7 +62,10 @@ class _GateBase(BaseRestClient):
             raise LiveTradingError("Missing Gate api_key/secret_key")
 
     def _sign(self, *, method: str, url: str, query_string: str, body_str: str, ts: str) -> str:
-        msg = f"{method.upper()}\n{url}\n{query_string}\n{body_str}\n{ts}"
+        # Per https://www.gate.com/docs/developers/apiv4/en/#authentication — payload slot is SHA512(body).hexdigest(),
+        # not the raw body (GET / no body => hash of empty string).
+        hashed_payload = hashlib.sha512((body_str or "").encode("utf-8")).hexdigest()
+        msg = f"{method.upper()}\n{url}\n{query_string}\n{hashed_payload}\n{ts}"
         return hmac.new(self.secret_key.encode("utf-8"), msg.encode("utf-8"), hashlib.sha512).hexdigest()
 
     def _headers(self, ts: str, sign: str) -> Dict[str, str]:
@@ -58,7 +89,15 @@ class _GateBase(BaseRestClient):
             text = f"t-{text}"
         return text[:28]
 
-    def _signed_request(self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None, json_body: Optional[Dict[str, Any]] = None) -> Any:
+    def _signed_request(
+        self,
+        method: str,
+        path: str,
+        *,
+        params: Optional[Dict[str, Any]] = None,
+        json_body: Optional[Dict[str, Any]] = None,
+        extra_headers: Optional[Dict[str, str]] = None,
+    ) -> Any:
         m = str(method or "GET").upper()
         ts = str(int(time.time()))
         body_str = self._json_dumps(json_body) if json_body is not None else ""
@@ -67,7 +106,10 @@ class _GateBase(BaseRestClient):
             norm = {str(k): "" if v is None else str(v) for k, v in dict(params).items()}
             qs = urlencode(sorted(norm.items()), doseq=True)
         sign = self._sign(method=m, url=path, query_string=qs, body_str=body_str, ts=ts)
-        code, data, text = self._request(m, path, params=params, data=body_str if body_str else None, headers=self._headers(ts, sign))
+        hdrs = dict(self._headers(ts, sign))
+        if extra_headers:
+            hdrs.update({str(k): str(v) for k, v in extra_headers.items()})
+        code, data, text = self._request(m, path, params=params, data=body_str if body_str else None, headers=hdrs)
         if code >= 400:
             raise LiveTradingError(f"Gate HTTP {code}: {text[:500]}")
         return data
@@ -87,6 +129,11 @@ class GateSpotClient(_GateBase):
         except Exception:
             return False
 
+    def get_ticker(self, *, symbol: str) -> Dict[str, Any]:
+        pair = to_gate_currency_pair(symbol)
+        raw = self._public_request("GET", "/api/v4/spot/tickers", params={"currency_pair": pair})
+        return _gate_ticker_response_to_normalized(raw)
+
     def get_accounts(self) -> Any:
         return self._signed_request("GET", "/api/v4/spot/accounts")
 
@@ -204,13 +251,21 @@ class GateUsdtFuturesClient(_GateBase):
             return Decimal("0")
 
     def ping(self) -> bool:
+        # Gate futures REST no longer serves /api/v4/futures/usdt/time (returns 400 on fx-api / api hosts).
+        # Use a lightweight public list call instead.
         try:
-            _ = self._public_request("GET", "/api/v4/futures/usdt/time")
+            _ = self._public_request("GET", "/api/v4/futures/usdt/contracts", params={"limit": 1})
             return True
         except Exception:
             return False
 
+    def get_ticker(self, *, symbol: str) -> Dict[str, Any]:
+        contract = to_gate_currency_pair(symbol)
+        raw = self._public_request("GET", "/api/v4/futures/usdt/tickers", params={"contract": contract})
+        return _gate_ticker_response_to_normalized(raw)
+
     def get_contract(self, *, contract: str) -> Dict[str, Any]:
+        """Fetch contract metadata with ``X-Gate-Size-Decimal: 1`` to get accurate string-typed size fields."""
         c = str(contract or "").strip()
         if not c:
             return {}
@@ -220,33 +275,122 @@ class GateUsdtFuturesClient(_GateBase):
             ts, obj = cached
             if obj and (now - float(ts or 0.0)) <= float(self._contract_cache_ttl_sec or 300.0):
                 return obj
-        raw = self._public_request("GET", f"/api/v4/futures/usdt/contracts/{c}")
-        obj = raw if isinstance(raw, dict) else {}
+        code, data, text = self._request(
+            "GET", f"/api/v4/futures/usdt/contracts/{c}",
+            params=None, headers={"X-Gate-Size-Decimal": "1"},
+            json_body=None, data=None,
+        )
+        if code >= 400:
+            raise LiveTradingError(f"Gate HTTP {code}: {text[:500]}")
+        obj = data if isinstance(data, dict) else {}
         if obj:
             self._contract_cache[c] = (now, obj)
         return obj
 
-    def _base_to_contracts(self, *, contract: str, base_size: float) -> int:
+    @staticmethod
+    def _decimal_places(d: Decimal) -> int:
+        """Return the number of decimal places in a Decimal value."""
+        sign, digits, exponent = d.as_tuple()
+        return max(0, -int(exponent))
+
+    def _resolve_order_size(self, *, contract: str, side: str, base_size: float) -> Tuple[str, Optional[Dict[str, str]]]:
+        """
+        Convert base-asset qty to a signed Gate ``size`` string and determine whether to use
+        the ``X-Gate-Size-Decimal`` header.
+
+        Per Gate announcement (2025-12-18):
+        - ``size`` is always in **contracts** (not base-asset units).
+        - With ``X-Gate-Size-Decimal: 1``, ``size`` becomes a string that supports decimals.
+        - A contract supports fractional ordering when ``order_size_min`` (queried with the
+          decimal header) contains a fractional part (e.g. ``"0.1"``).
+        - Precision must align with ``order_size_min`` (e.g. if min is ``"0.1"`` → 1 dp).
+        """
+        sd = (side or "").strip().lower()
+        sign = Decimal("1") if sd == "buy" else Decimal("-1")
         req = self._to_dec(base_size)
         if req <= 0:
-            return 0
+            return ("0", None)
+
         meta: Dict[str, Any] = {}
         try:
             meta = self.get_contract(contract=contract) or {}
         except Exception:
             meta = {}
-        qm = self._to_dec(meta.get("quanto_multiplier") or meta.get("quantoMultiplier") or meta.get("contract_size") or meta.get("contractSize") or "0")
+
+        qm = self._to_dec(meta.get("quanto_multiplier") or meta.get("quantoMultiplier") or "0")
         if qm <= 0:
-            # Fallback: 1 contract ~= 1 base unit (best-effort)
             qm = Decimal("1")
+
         contracts = req / qm
-        return int(self._floor(contracts))
+
+        order_min = self._to_dec(meta.get("order_size_min") or "1")
+        if order_min <= 0:
+            order_min = Decimal("1")
+        dp = self._decimal_places(order_min)
+
+        if dp > 0:
+            step = Decimal(10) ** (-dp)
+            q = contracts.quantize(step, rounding=ROUND_DOWN)
+            if q < order_min and contracts > 0:
+                q = order_min
+            signed_q = q * sign
+            s = format(signed_q, "f")
+            if "." in s:
+                s = s.rstrip("0").rstrip(".")
+            return (s if s and s not in ("-", "+", "-0", "+0", "0") else "0",
+                    {"X-Gate-Size-Decimal": "1"})
+        else:
+            iv = int(self._floor(contracts))
+            int_min = max(1, int(order_min))
+            if iv < int_min and contracts > 0:
+                iv = int_min
+            signed_iv = int(Decimal(iv) * sign)
+            return (str(signed_iv), None)
+
+    def _base_to_contracts(self, *, contract: str, base_size: float) -> int:
+        """Integer contracts estimate (for internal use like position sizing display)."""
+        meta: Dict[str, Any] = {}
+        try:
+            meta = self.get_contract(contract=contract) or {}
+        except Exception:
+            meta = {}
+        qm = self._to_dec(meta.get("quanto_multiplier") or "0")
+        if qm <= 0:
+            qm = Decimal("1")
+        return max(1, int(self._floor(self._to_dec(base_size) / qm)))
+
+    def contracts_signed_to_base_qty(self, *, contract: str, contracts_signed: float) -> float:
+        """Convert signed position size (contracts) from Gate positions API to base-asset quantity."""
+        try:
+            ct = abs(float(contracts_signed or 0.0))
+        except Exception:
+            return 0.0
+        if ct <= 0:
+            return 0.0
+        meta: Dict[str, Any] = {}
+        try:
+            meta = self.get_contract(contract=str(contract)) or {}
+        except Exception:
+            meta = {}
+        qm = self._to_dec(
+            meta.get("quanto_multiplier")
+            or meta.get("quantoMultiplier")
+            or meta.get("contract_size")
+            or meta.get("contractSize")
+            or "0"
+        )
+        if qm <= 0:
+            qm = Decimal("1")
+        return float(Decimal(str(ct)) * qm)
 
     def get_accounts(self) -> Any:
         return self._signed_request("GET", "/api/v4/futures/usdt/accounts")
 
     def get_positions(self) -> Any:
-        return self._signed_request("GET", "/api/v4/futures/usdt/positions")
+        return self._signed_request(
+            "GET", "/api/v4/futures/usdt/positions",
+            extra_headers={"X-Gate-Size-Decimal": "1"},
+        )
 
     def set_leverage(self, *, contract: str, leverage: float) -> bool:
         c = str(contract or "").strip()
@@ -258,11 +402,26 @@ class GateUsdtFuturesClient(_GateBase):
             lv = 1
         if lv < 1:
             lv = 1
-        try:
-            _ = self._signed_request("POST", f"/api/v4/futures/usdt/positions/{c}/leverage", json_body={"leverage": str(lv)})
-            return True
-        except Exception:
-            return False
+        path = f"/api/v4/futures/usdt/positions/{c}/leverage"
+        lv_s = str(lv)
+        # Gate expects ``leverage`` / ``cross_leverage_limit`` as **query parameters**, not JSON body
+        # (see gateapi-python: update_position_leverage). Cross / portfolio mode: leverage=0 + cross_leverage_limit.
+        attempts: Tuple[Dict[str, str], ...] = (
+            {"leverage": lv_s},
+            {"leverage": "0", "cross_leverage_limit": lv_s},
+            {"leverage": lv_s, "cross_leverage_limit": lv_s},
+        )
+        last_err: Optional[Exception] = None
+        for qp in attempts:
+            try:
+                _ = self._signed_request("POST", path, params=qp, json_body=None)
+                return True
+            except LiveTradingError as e:
+                last_err = e
+            except Exception as e:
+                last_err = e
+        logger.warning("Gate set_leverage failed contract=%s leverage=%s: %s", c, lv, last_err)
+        return False
 
     def place_market_order(
         self,
@@ -276,18 +435,27 @@ class GateUsdtFuturesClient(_GateBase):
         sd = (side or "").strip().lower()
         if sd not in ("buy", "sell"):
             raise LiveTradingError(f"Invalid side: {side}")
+        base_qty = float(size or 0.0)
+        if base_qty <= 0:
+            raise LiveTradingError("Invalid size (<= 0)")
         contract = to_gate_currency_pair(symbol)
-        csz = self._base_to_contracts(contract=contract, base_size=float(size or 0.0))
-        if csz <= 0:
-            raise LiveTradingError("Invalid size (converted contracts <= 0)")
-        signed_size = int(csz) if sd == "buy" else -int(csz)
-        body: Dict[str, Any] = {"contract": contract, "size": signed_size, "price": "0", "tif": "ioc"}
+        size_str, extra_headers = self._resolve_order_size(contract=contract, side=sd, base_size=base_qty)
+        if size_str in ("0", "-0", ""):
+            raise LiveTradingError("Invalid size (resolved contracts == 0)")
+        logger.info("Gate futures market: contract=%s side=%s base_qty=%s size_str=%s decimal_hdr=%s",
+                     contract, sd, base_qty, size_str, extra_headers is not None)
+        body: Dict[str, Any] = {"contract": contract, "size": size_str, "price": "0", "tif": "ioc"}
         if reduce_only:
             body["reduce_only"] = True
         text = self._format_text(client_order_id)
         if text:
             body["text"] = text
-        raw = self._signed_request("POST", "/api/v4/futures/usdt/orders", json_body=body)
+        raw = self._signed_request(
+            "POST",
+            "/api/v4/futures/usdt/orders",
+            json_body=body,
+            extra_headers=extra_headers,
+        )
         oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
         return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})
 
@@ -304,21 +472,28 @@ class GateUsdtFuturesClient(_GateBase):
         sd = (side or "").strip().lower()
         if sd not in ("buy", "sell"):
             raise LiveTradingError(f"Invalid side: {side}")
-        contract = to_gate_currency_pair(symbol)
-        csz = self._base_to_contracts(contract=contract, base_size=float(size or 0.0))
-        if csz <= 0:
-            raise LiveTradingError("Invalid size (converted contracts <= 0)")
+        base_qty = float(size or 0.0)
+        if base_qty <= 0:
+            raise LiveTradingError("Invalid size (<= 0)")
         px = float(price or 0.0)
         if px <= 0:
             raise LiveTradingError("Invalid price")
-        signed_size = int(csz) if sd == "buy" else -int(csz)
-        body: Dict[str, Any] = {"contract": contract, "size": signed_size, "price": str(px), "tif": "gtc"}
+        contract = to_gate_currency_pair(symbol)
+        size_str, extra_headers = self._resolve_order_size(contract=contract, side=sd, base_size=base_qty)
+        if size_str in ("0", "-0", ""):
+            raise LiveTradingError("Invalid size (resolved contracts == 0)")
+        body: Dict[str, Any] = {"contract": contract, "size": size_str, "price": str(px), "tif": "gtc"}
         if reduce_only:
             body["reduce_only"] = True
         text = self._format_text(client_order_id)
         if text:
             body["text"] = text
-        raw = self._signed_request("POST", "/api/v4/futures/usdt/orders", json_body=body)
+        raw = self._signed_request(
+            "POST",
+            "/api/v4/futures/usdt/orders",
+            json_body=body,
+            extra_headers=extra_headers,
+        )
         oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
         return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})