修复 Gate 全仓持仓保证金误读为浮盈亏：全仓用 value/杠杆+平仓费估算，API margin 若等于 unrealised_pnl 则弃用

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-24 15:50:34 +08:00
parent 5e2f332bdd
commit 5f9901db0f
2 changed files with 157 additions and 22 deletions
@@ -0,0 +1,82 @@
+"""Gate 持仓指标:全仓保证金不得误用 unrealised_pnl."""
+from __future__ import annotations
+
+import unittest
+
+
+class TestGatePositionMetrics(unittest.TestCase):
+    def test_cross_margin_not_equal_unrealised_pnl(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 400,
+            "collateral": 21.19,
+            "initialMargin": None,
+            "notional": 3098.54,
+            "unrealizedPnl": 21.19,
+            "markPrice": 77463.5,
+            "leverage": 0,
+            "marginMode": "cross",
+            "symbol": "BTC/USDT:USDT",
+            "info": {
+                "value": "3098.54",
+                "leverage": "0",
+                "cross_leverage_limit": "20",
+                "margin": "21.19",
+                "unrealised_pnl": "21.19",
+                "mark_price": "77463.5",
+            },
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=20)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["unrealized_pnl"], 21.19)
+        self.assertGreater(out["initial_margin"], 150)
+        self.assertLess(out["initial_margin"], 160)
+        pct = out["unrealized_pnl"] / out["initial_margin"] * 100
+        self.assertGreater(pct, 12)
+        self.assertLess(pct, 16)
+
+    def test_cross_margin_trusts_api_when_sane(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 1,
+            "collateral": 157.03,
+            "notional": 3098.54,
+            "unrealizedPnl": 21.19,
+            "leverage": 0,
+            "marginMode": "cross",
+            "info": {
+                "value": "3098.54",
+                "leverage": "0",
+                "cross_leverage_limit": "20",
+                "margin": "157.03",
+                "unrealised_pnl": "21.19",
+            },
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=20)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["initial_margin"], 157.03)
+
+    def test_isolated_uses_api_margin(self):
+        from crypto_monitor_gate.app import parse_ccxt_position_metrics
+
+        pos = {
+            "side": "long",
+            "contracts": 10,
+            "collateral": 88.5,
+            "notional": 885.0,
+            "unrealizedPnl": 3.2,
+            "leverage": 10,
+            "marginMode": "isolated",
+            "info": {"value": "885", "leverage": "10", "margin": "88.5", "unrealised_pnl": "3.2"},
+        }
+        out = parse_ccxt_position_metrics(pos, order_leverage=10)
+        self.assertIsNotNone(out)
+        self.assertAlmostEqual(out["initial_margin"], 88.5)
+
+
+if __name__ == "__main__":
+    unittest.main()