feat: 实现 Polymarket Maker Rebates Program 费率支持

- 添加费率查询 API 接口 (getFeeRate) - 修正 API 返回字段名：使用 base_fee 而非 fee_rate_bps（与 TypeScript clob-client 一致） - 在所有订单创建处动态获取费率： * 跟单买入订单 (processBuyTrade) * 跟单卖出订单 (matchSellOrder) * 账户卖出订单 (sellPosition) - 费率获取失败时降级到默认值 "0"，确保系统可用性 - 添加详细的日志记录，便于监控和调试参考文档: https://docs.polymarket.com/developers/market-makers/maker-rebates-program
2026-01-07 00:31:07 +08:00
parent e48149a19b
commit f257457ad3
5 changed files with 95 additions and 843 deletions
@@ -149,6 +149,19 @@ interface PolymarketClobApi {
    @GET("/auth/derive-api-key")
    suspend fun deriveApiKey(): Response<ApiKeyResponse>
    
+    /**
+     * 获取费率
+     * 文档: https://docs.polymarket.com/developers/market-makers/maker-rebates-program#1-fetch-the-fee-rate
+     * 端点: GET /fee-rate
+     * 
+     * @param tokenId Token ID
+     * @return 费率响应
+     */
+    @GET("/fee-rate")
+    suspend fun getFeeRate(
+        @Query("token_id") tokenId: String
+    ): Response<FeeRateResponse>
+    
    /**
     * 获取服务器时间
     * 端点: /time
@@ -357,6 +370,18 @@ data class ServerTimeResponse(
    val timestamp: Long
 )

+/**
+ * 费率响应
+ * 文档: https://docs.polymarket.com/developers/market-makers/maker-rebates-program#1-fetch-the-fee-rate
+ * 
+ * 注意：根据 TypeScript clob-client 源码，API 返回的字段名是 base_fee，而不是文档中的 fee_rate_bps
+ * 参考: clob-client/src/client.ts:312
+ */
+data class FeeRateResponse(
+    @SerializedName("base_fee")
+    val baseFee: Int  // 费率基点（0 表示无费率，1000 表示 10%）
+)
+
 /**
 * 最新价响应（从订单表获取）
 */
@@ -863,6 +863,15 @@ class AccountService(
            // 7. 解密私钥
            val decryptedPrivateKey = decryptPrivateKey(account)

+            // 获取费率（根据 Polymarket Maker Rebates Program 要求）
+            val feeRateResult = clobService.getFeeRate(tokenId)
+            val feeRateBps = if (feeRateResult.isSuccess) {
+                feeRateResult.getOrNull()?.toString() ?: "0"
+            } else {
+                logger.warn("获取费率失败，使用默认值 0: tokenId=$tokenId, error=${feeRateResult.exceptionOrNull()?.message}")
+                "0"
+            }
+
            // 11. 创建并签名订单（使用计算后的卖出数量）
            val signedOrder = try {
                orderSigningService.createAndSignOrder(
@@ -874,7 +883,7 @@ class AccountService(
                    size = sellQuantity.toPlainString(),  // 使用计算后的卖出数量
                    signatureType = 2,  // Browser Wallet（与正确订单数据一致）
                    nonce = "0",
-                    feeRateBps = "0",
+                    feeRateBps = feeRateBps,  // 使用动态获取的费率
                    expiration = expiration
                )
            } catch (e: Exception) {
@@ -401,5 +401,37 @@ class PolymarketClobService(
            Result.failure(e)
        }
    }
+    
+    /**
+     * 获取费率
+     * 文档: https://docs.polymarket.com/developers/market-makers/maker-rebates-program#1-fetch-the-fee-rate
+     * 
+     * 注意：根据 TypeScript clob-client 源码，API 返回的字段名是 base_fee，而不是文档中的 fee_rate_bps
+     * 参考: clob-client/src/client.ts:312
+     * 
+     * @param tokenId Token ID
+     * @return 费率基点（0 表示无费率，1000 表示 10%）
+     */
+    suspend fun getFeeRate(tokenId: String): Result<Int> {
+        return try {
+            val response = clobApi.getFeeRate(tokenId)
+            if (response.isSuccessful && response.body() != null) {
+                val baseFee = response.body()!!.baseFee
+                logger.debug("获取费率成功: tokenId=$tokenId, baseFee=$baseFee")
+                Result.success(baseFee)
+            } else {
+                val errorBody = try {
+                    response.errorBody()?.string()
+                } catch (e: Exception) {
+                    null
+                }
+                logger.error("获取费率失败: tokenId=$tokenId, code=${response.code()}, errorBody=$errorBody")
+                Result.failure(Exception("获取费率失败: ${response.code()} ${response.message()}"))
+            }
+        } catch (e: Exception) {
+            logger.error("获取费率异常: tokenId=$tokenId, error=${e.message}", e)
+            Result.failure(e)
+        }
+    }
 }

@@ -515,7 +515,16 @@ open class CopyOrderTrackingService(
                    // 解密私钥
                    val decryptedPrivateKey = decryptPrivateKey(account)

-                    logger.info("准备创建买入订单: copyTradingId=${copyTrading.id}, tradeId=${trade.id}, leaderPrice=${trade.price}, tolerance=${copyTrading.priceTolerance}, calculatedPrice=$buyPrice, quantity=$finalBuyQuantity")
+                    // 获取费率（根据 Polymarket Maker Rebates Program 要求）
+                    val feeRateResult = clobService.getFeeRate(tokenId)
+                    val feeRateBps = if (feeRateResult.isSuccess) {
+                        feeRateResult.getOrNull()?.toString() ?: "0"
+                    } else {
+                        logger.warn("获取费率失败，使用默认值 0: tokenId=$tokenId, error=${feeRateResult.exceptionOrNull()?.message}")
+                        "0"
+                    }
+
+                    logger.info("准备创建买入订单: copyTradingId=${copyTrading.id}, tradeId=${trade.id}, leaderPrice=${trade.price}, tolerance=${copyTrading.priceTolerance}, calculatedPrice=$buyPrice, quantity=$finalBuyQuantity, baseFee=$feeRateBps")

                    // 调用API创建订单（带重试机制）
                    // 重试策略：最多重试 MAX_RETRY_ATTEMPTS 次，每次重试前等待 RETRY_DELAY_MS 毫秒
@@ -530,7 +539,8 @@ open class CopyOrderTrackingService(
                        size = finalBuyQuantity.toString(),
                        owner = account.apiKey,
                        copyTradingId = copyTrading.id!!,
-                        tradeId = trade.id
+                        tradeId = trade.id,
+                        feeRateBps = feeRateBps
                    )

                    // 处理订单创建失败
@@ -959,6 +969,15 @@ open class CopyOrderTrackingService(
        // 8. 解密私钥（在方法开始时解密一次，后续复用）
        val decryptedPrivateKey = decryptPrivateKey(account)

+        // 获取费率（根据 Polymarket Maker Rebates Program 要求）
+        val feeRateResult = clobService.getFeeRate(tokenId)
+        val feeRateBps = if (feeRateResult.isSuccess) {
+            feeRateResult.getOrNull()?.toString() ?: "0"
+        } else {
+            logger.warn("获取费率失败，使用默认值 0: tokenId=$tokenId, error=${feeRateResult.exceptionOrNull()?.message}")
+            "0"
+        }
+
        // 9. 创建并签名卖出订单
        val signedOrder = try {
            orderSigningService.createAndSignOrder(
@@ -970,7 +989,7 @@ open class CopyOrderTrackingService(
                size = totalMatched.toString(),
                signatureType = 2,  // Browser Wallet
                nonce = "0",
-                feeRateBps = "0",
+                feeRateBps = feeRateBps,  // 使用动态获取的费率
                expiration = "0"
            )
        } catch (e: Exception) {
@@ -1008,7 +1027,8 @@ open class CopyOrderTrackingService(
            size = totalMatched.toString(),
            owner = account.apiKey,
            copyTradingId = copyTrading.id,
-            tradeId = leaderSellTrade.id
+            tradeId = leaderSellTrade.id,
+            feeRateBps = feeRateBps
        )

        if (createOrderResult.isFailure) {
@@ -1100,6 +1120,7 @@ open class CopyOrderTrackingService(
     * @param owner API Key（用于owner字段）
     * @param copyTradingId 跟单配置ID（用于日志）
     * @param tradeId Leader 交易ID（用于日志）
+     * @param feeRateBps 费率基点（从API动态获取）
     * @return 成功返回订单ID，失败返回异常
     */
    private suspend fun createOrderWithRetry(
@@ -1112,7 +1133,8 @@ open class CopyOrderTrackingService(
        size: String,
        owner: String,
        copyTradingId: Long,
-        tradeId: String
+        tradeId: String,
+        feeRateBps: String
    ): Result<String> {
        var lastError: Exception? = null

@@ -1129,7 +1151,7 @@ open class CopyOrderTrackingService(
                    size = size,
                    signatureType = 2,  // Browser Wallet
                    nonce = "0",
-                    feeRateBps = "0",
+                    feeRateBps = feeRateBps,  // 使用动态获取的费率
                    expiration = "0"
                )