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2026-05-16 22:25:48 +08:00
commit 2b8f902548
88 changed files with 16386 additions and 0 deletions
@@ -0,0 +1,173 @@
+from __future__ import annotations
+
+import asyncio
+from typing import Any
+
+import httpx
+
+from .config import GateConfig
+from .proxy_util import httpx_proxy_url
+
+
+def _to_gate_interval(bar: str) -> str:
+    b = (bar or "").strip()
+    mapping = {
+        "1m": "1m",
+        "3m": "3m",
+        "5m": "5m",
+        "15m": "15m",
+        "30m": "30m",
+        "1H": "1h",
+        "2H": "2h",
+        "4H": "4h",
+        "6H": "6h",
+        "8H": "8h",
+        "12H": "12h",
+        "1D": "1d",
+        "1W": "7d",
+        "1M": "1M",
+    }
+    if b in mapping:
+        return mapping[b]
+    if len(b) >= 2 and b.endswith("H") and b[:-1].isdigit():
+        return f"{b[:-1]}h"
+    if len(b) >= 2 and b.endswith("D"):
+        return b[:-1] + "d"
+    return b.lower()
+
+
+def _candle_row(obj: dict[str, Any]) -> list[str]:
+    ts_ms = str(int(float(obj["t"])) * 1000)
+    o = str(obj.get("o") or "")
+    h = str(obj.get("h") or "")
+    l = str(obj.get("l") or "")
+    c = str(obj.get("c") or "")
+    v = str(obj.get("v") or "")
+    sum_q = str(obj.get("sum") or "")
+    return [ts_ms, o, h, l, c, v, v, sum_q, "1"]
+
+
+def _is_linear_usdt_perp_contract(item: dict[str, Any]) -> bool:
+    name = str(item.get("name") or "")
+    parts = name.split("_")
+    if len(parts) != 2 or parts[1].upper() != "USDT":
+        return False
+    if item.get("in_delisting") is True:
+        return False
+    return True
+
+
+class GateClient:
+    """Gate.io USDT 结算永续合约公共行情（REST v4）。"""
+
+    def __init__(self, conf: GateConfig, proxy_url: str | None = None) -> None:
+        self.conf = conf
+        self._proxy = httpx_proxy_url(proxy_url.strip() if proxy_url and str(proxy_url).strip() else None)
+        self.timeout = httpx.Timeout(10.0, read=16.0)
+        self._candle_sem = asyncio.Semaphore(3)
+
+    def _base_url(self) -> str:
+        return str(self.conf.api_base).rstrip("/")
+
+    def _futures_prefix(self) -> str:
+        return f"{self._base_url()}/futures/{self.conf.settle.strip().lower()}"
+
+    def _client_kwargs(self, timeout: httpx.Timeout) -> dict:
+        if self._proxy:
+            return {"timeout": timeout, "proxy": self._proxy, "trust_env": False}
+        return {"timeout": timeout, "trust_env": True}
+
+    def symbol_to_swap_inst_id(self, symbol: str) -> str:
+        base = symbol.strip().upper()
+        return f"{base}_{self.conf.quote_currency.upper()}"
+
+    def inst_id_to_base_symbol(self, inst_id: str) -> str:
+        inst = inst_id.strip().upper()
+        suf = f"_{self.conf.quote_currency.upper()}"
+        if inst.endswith(suf):
+            return inst[: -len(suf)]
+        return inst.split("_")[0].upper() if "_" in inst else inst
+
+    async def _fetch_contracts(self) -> list[dict[str, Any]]:
+        url = f"{self._futures_prefix()}/contracts"
+        async with httpx.AsyncClient(**self._client_kwargs(self.timeout)) as client:
+            resp = await client.get(url)
+            resp.raise_for_status()
+            data = resp.json()
+        if not isinstance(data, list):
+            raise RuntimeError(f"Gate contracts unexpected payload: {type(data)}")
+        return data
+
+    async def list_live_usdt_swap_inst_ids(self) -> list[str]:
+        """全部 USDT 本位线性永续合约名（如 BTC_USDT），剔除交割/下架中的条目。"""
+        data = await self._fetch_contracts()
+        out: list[str] = []
+        for item in data:
+            if not isinstance(item, dict):
+                continue
+            if not _is_linear_usdt_perp_contract(item):
+                continue
+            name = str(item.get("name") or "").strip()
+            if name:
+                out.append(name)
+        return sorted(set(out))
+
+    async def get_perpetual_symbols(self) -> set[str]:
+        ids = await self.list_live_usdt_swap_inst_ids()
+        return {self.inst_id_to_base_symbol(i) for i in ids}
+
+    async def get_candles(self, inst_id: str, bar: str, limit: int = 120) -> list[list[str]]:
+        """
+        返回按时间正序排列的 K 线列表（与旧 OKX 行格式对齐便于下游逻辑）：
+        [ts_ms, o, h, l, c, vol, vol_dup, sum_quote, confirm]
+        """
+        interval = _to_gate_interval(bar)
+        lim = max(1, min(int(limit), 2000))
+        url = f"{self._futures_prefix()}/candlesticks"
+        params = {"contract": inst_id, "interval": interval, "limit": str(lim)}
+        async with self._candle_sem:
+            await asyncio.sleep(0.12)
+            async with httpx.AsyncClient(**self._client_kwargs(self.timeout)) as client:
+                resp = await client.get(url, params=params)
+                resp.raise_for_status()
+                payload = resp.json()
+        if not isinstance(payload, list):
+            raise RuntimeError(f"Gate candlesticks error: {payload}")
+        rows: list[list[str]] = []
+        for item in payload:
+            if isinstance(item, dict) and "t" in item:
+                rows.append(_candle_row(item))
+        rows.sort(key=lambda r: int(r[0]) if r and r[0].isdigit() else 0)
+        return rows
+
+    async def get_usdt_swap_est_quote_volume_map(self) -> dict[str, float]:
+        """
+        合约名 -> 近 24h 计价币种成交额（USDT）。
+        优先使用 ticker 的 volume_24h_quote；缺失时再尝试简单估算。
+        """
+        url = f"{self._futures_prefix()}/tickers"
+        tick_timeout = httpx.Timeout(15.0, read=90.0)
+        async with httpx.AsyncClient(**self._client_kwargs(tick_timeout)) as client:
+            resp = await client.get(url)
+            resp.raise_for_status()
+            payload = resp.json()
+        if not isinstance(payload, list):
+            raise RuntimeError(f"Gate tickers error: {type(payload)}")
+        out: dict[str, float] = {}
+        for item in payload:
+            if not isinstance(item, dict):
+                continue
+            contract = str(item.get("contract") or "").strip()
+            if not contract.endswith("_USDT"):
+                continue
+            vol_quote = item.get("volume_24h_quote") or item.get("volume_24h_usd")
+            try:
+                if vol_quote is not None and str(vol_quote).strip():
+                    out[contract] = max(0.0, float(vol_quote))
+                    continue
+                last = float(item.get("last") or 0)
+                vol_base = float(item.get("volume_24h_base") or item.get("volume_24h") or 0)
+                out[contract] = max(0.0, vol_base * last)
+            except (TypeError, ValueError):
+                continue
+        return out