TIANHE
343 lines
15 KiB
Python
343 lines
15 KiB
Python
"""
|
|
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
|
|
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
|
|
if filled > 0 and avg_price > 0:
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if status.lower() in ("closed", "cancelled", "canceled"):
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if time.time() >= end_ts:
|
|
return {"filled": filled, "avg_price": avg_price, "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
|
|
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
|
|
if filled > 0 and avg_price > 0:
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if str(status).lower() in ("finished", "cancelled", "canceled"):
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if time.time() >= end_ts:
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
time.sleep(float(poll_interval_sec or 0.5))
|
|
|
|
|