""" Gate.io (direct REST) clients: - Spot: /api/v4/spot/* - Futures USDT: /api/v4/futures/usdt/* Signing (apiv4): SIGN = hex(hmac_sha512(secret, method + "\\n" + url + "\\n" + query + "\\n" + body + "\\n" + timestamp)) Headers: - KEY: api key - Timestamp: unix seconds - SIGN: signature hex """ from __future__ import annotations import hashlib import hmac import time from decimal import Decimal, ROUND_DOWN from typing import Any, Dict, Optional, Tuple 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 class _GateBase(BaseRestClient): def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.gateio.ws", timeout_sec: float = 15.0): super().__init__(base_url=base_url, timeout_sec=timeout_sec) self.api_key = (api_key or "").strip() self.secret_key = (secret_key or "").strip() if not self.api_key or not self.secret_key: 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}" 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]: return {"KEY": self.api_key, "Timestamp": ts, "SIGN": sign, "Content-Type": "application/json"} def _signed_request(self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None, json_body: Optional[Dict[str, Any]] = 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 "" qs = "" if params: 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)) if code >= 400: raise LiveTradingError(f"Gate HTTP {code}: {text[:500]}") return data def _public_request(self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None) -> Any: code, data, text = self._request(method, path, params=params, headers=None, json_body=None, data=None) if code >= 400: raise LiveTradingError(f"Gate HTTP {code}: {text[:500]}") return data class GateSpotClient(_GateBase): def ping(self) -> bool: try: _ = self._public_request("GET", "/api/v4/spot/time") return True except Exception: return False def get_accounts(self) -> Any: return self._signed_request("GET", "/api/v4/spot/accounts") def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult: sd = (side or "").strip().lower() if sd not in ("buy", "sell"): raise LiveTradingError(f"Invalid side: {side}") qty = float(size or 0.0) px = float(price or 0.0) if qty <= 0 or px <= 0: raise LiveTradingError("Invalid size/price") body: Dict[str, Any] = { "currency_pair": to_gate_currency_pair(symbol), "side": sd, "type": "limit", "amount": str(qty), "price": str(px), "time_in_force": "gtc", } if client_order_id: body["text"] = str(client_order_id) raw = self._signed_request("POST", "/api/v4/spot/orders", json_body=body) 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}) def place_market_order(self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None) -> LiveOrderResult: sd = (side or "").strip().lower() if sd not in ("buy", "sell"): raise LiveTradingError(f"Invalid side: {side}") qty = float(size or 0.0) if qty <= 0: raise LiveTradingError("Invalid size") body: Dict[str, Any] = { "currency_pair": to_gate_currency_pair(symbol), "side": sd, "type": "market", "amount": str(qty), } if client_order_id: body["text"] = str(client_order_id) raw = self._signed_request("POST", "/api/v4/spot/orders", json_body=body) 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}) def cancel_order(self, *, order_id: str) -> Any: if not order_id: raise LiveTradingError("Gate spot cancel_order requires order_id") return self._signed_request("DELETE", f"/api/v4/spot/orders/{str(order_id)}") def get_order(self, *, order_id: str) -> Any: if not order_id: raise LiveTradingError("Gate spot get_order requires order_id") return self._signed_request("GET", f"/api/v4/spot/orders/{str(order_id)}") def wait_for_fill(self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]: end_ts = time.time() + float(max_wait_sec or 0.0) last: Dict[str, Any] = {} while True: try: resp = self.get_order(order_id=str(order_id)) last = resp if isinstance(resp, dict) else {"raw": resp} except Exception: last = last or {} status = str(last.get("status") or "") filled = 0.0 avg_price = 0.0 fee = 0.0 fee_ccy = "" try: filled = float(last.get("filled_amount") or 0.0) except Exception: filled = 0.0 try: filled_total = float(last.get("filled_total") or 0.0) if filled > 0 and filled_total > 0: avg_price = filled_total / filled except Exception: avg_price = 0.0 # Extract fee from Gate API try: fee = abs(float(last.get("fee") or 0.0)) except Exception: fee = 0.0 fee_ccy = str(last.get("fee_currency") or "").strip() if filled > 0 and avg_price > 0: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if status.lower() in ("closed", "cancelled", "canceled"): return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if time.time() >= end_ts: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} time.sleep(float(poll_interval_sec or 0.5)) class GateUsdtFuturesClient(_GateBase): def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.gateio.ws", timeout_sec: float = 15.0): super().__init__(api_key=api_key, secret_key=secret_key, base_url=base_url, timeout_sec=timeout_sec) # Best-effort cache for contract metadata to convert base qty -> contracts. self._contract_cache: Dict[str, Tuple[float, Dict[str, Any]]] = {} self._contract_cache_ttl_sec = 300.0 @staticmethod def _to_dec(x: Any) -> Decimal: try: return Decimal(str(x)) except Exception: return Decimal("0") @staticmethod def _floor(value: Decimal) -> Decimal: try: return value.to_integral_value(rounding=ROUND_DOWN) except Exception: return Decimal("0") def ping(self) -> bool: try: _ = self._public_request("GET", "/api/v4/futures/usdt/time") return True except Exception: return False def get_contract(self, *, contract: str) -> Dict[str, Any]: c = str(contract or "").strip() if not c: return {} now = time.time() cached = self._contract_cache.get(c) if cached: 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 {} if obj: self._contract_cache[c] = (now, obj) return obj def _base_to_contracts(self, *, contract: str, base_size: float) -> int: req = self._to_dec(base_size) if req <= 0: return 0 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") if qm <= 0: # Fallback: 1 contract ~= 1 base unit (best-effort) qm = Decimal("1") contracts = req / qm return int(self._floor(contracts)) 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") def set_leverage(self, *, contract: str, leverage: float) -> bool: c = str(contract or "").strip() if not c: return False try: lv = int(float(leverage or 1.0)) except Exception: 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 def place_market_order( self, *, symbol: str, side: str, size: float, reduce_only: bool = False, client_order_id: Optional[str] = None, ) -> LiveOrderResult: 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)") signed_size = int(csz) if sd == "buy" else -int(csz) body: Dict[str, Any] = {"contract": contract, "size": signed_size, "price": "0", "tif": "ioc"} if reduce_only: body["reduce_only"] = True if client_order_id: body["text"] = str(client_order_id) raw = self._signed_request("POST", "/api/v4/futures/usdt/orders", json_body=body) 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}) def place_limit_order( self, *, symbol: str, side: str, size: float, price: float, reduce_only: bool = False, client_order_id: Optional[str] = None, ) -> LiveOrderResult: 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)") 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"} if reduce_only: body["reduce_only"] = True if client_order_id: body["text"] = str(client_order_id) raw = self._signed_request("POST", "/api/v4/futures/usdt/orders", json_body=body) 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}) def cancel_order(self, *, order_id: str) -> Any: if not order_id: raise LiveTradingError("Gate futures cancel_order requires order_id") return self._signed_request("DELETE", f"/api/v4/futures/usdt/orders/{str(order_id)}") def get_order(self, *, order_id: str) -> Any: if not order_id: raise LiveTradingError("Gate futures get_order requires order_id") return self._signed_request("GET", f"/api/v4/futures/usdt/orders/{str(order_id)}") def wait_for_fill(self, *, order_id: str, contract: str, max_wait_sec: float = 3.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]: end_ts = time.time() + float(max_wait_sec or 0.0) last: Dict[str, Any] = {} qm = Decimal("1") try: meta = self.get_contract(contract=str(contract)) or {} qm = self._to_dec(meta.get("quanto_multiplier") or meta.get("contract_size") or "1") if qm <= 0: qm = Decimal("1") except Exception: qm = Decimal("1") while True: try: resp = self.get_order(order_id=str(order_id)) last = resp if isinstance(resp, dict) else {"raw": resp} except Exception: last = last or {} status = str(last.get("status") or "") filled = 0.0 avg_price = 0.0 fee = 0.0 fee_ccy = "" try: # Gate futures often returns "filled_size" in contracts. filled_ct = abs(float(last.get("filled_size") or last.get("filledSize") or 0.0)) filled = float(Decimal(str(filled_ct)) * qm) except Exception: filled = 0.0 try: avg_price = float(last.get("fill_price") or last.get("fillPrice") or last.get("price") or 0.0) except Exception: avg_price = 0.0 # Extract fee from Gate Futures API try: fee = abs(float(last.get("fee") or 0.0)) except Exception: fee = 0.0 # Gate USDT futures fees are in USDT if fee > 0: fee_ccy = "USDT" if filled > 0 and avg_price > 0: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if str(status).lower() in ("finished", "cancelled", "canceled"): return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if time.time() >= end_ts: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} time.sleep(float(poll_interval_sec or 0.5))