修复持仓

gate_order_executor/app/gate_auth.py

@@ -3,8 +3,12 @@ from __future__ import annotations
 import hashlib
 import hmac
 import time
+from typing import Mapping
 from urllib.parse import urlparse
 
+# SOL 等合约 enable_decimal 时 size 可为 0.5；未带此头 Gate 会把小数张数向下取整为 0。
+GATE_SIZE_DECIMAL_HEADER: dict[str, str] = {"X-Gate-Size-Decimal": "1"}
+
 
 def gate_sign_path(api_base: str, path_rel: str) -> str:
     """签名用路径：/api/v4 + /futures/usdt/...（不含 host）。"""
@@ -28,10 +32,19 @@ def gate_sign_v4_headers(
     hashed = m.hexdigest()
     payload = f"{method.upper()}\n{sign_path}\n{query_string}\n{hashed}\n{ts}"
     sign = hmac.new(api_secret.encode("utf-8"), payload.encode("utf-8"), hashlib.sha512).hexdigest()
-    return {
+    headers: dict[str, str] = {
         "KEY": api_key,
         "Timestamp": ts,
         "SIGN": sign,
         "Accept": "application/json",
         "Content-Type": "application/json",
     }
+    headers.update(GATE_SIZE_DECIMAL_HEADER)
+    return headers
+
+
+def gate_public_headers(extra: Mapping[str, str] | None = None) -> dict[str, str]:
+    headers = {"Accept": "application/json", **GATE_SIZE_DECIMAL_HEADER}
+    if extra:
+        headers.update(extra)
+    return headers

gate_order_executor/app/gate_futures_live.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import asyncio
 import json
 import logging
 import math
@@ -10,7 +11,7 @@ from typing import Any
 import httpx
 
 from .config import Settings
-from .gate_auth import gate_sign_path, gate_sign_v4_headers
+from .gate_auth import gate_public_headers, gate_sign_path, gate_sign_v4_headers
 from .gate_price_rounding import _format_trigger_price, _trigger_price_tick
 from .models_signal import TradeSignal
 from .proxy_util import httpx_client_kwargs
@@ -47,7 +48,7 @@ class GateFuturesLive:
     async def _public_get(self, rel: str, *, params: dict[str, str] | None = None) -> Any:
         url = f"{self._base}{rel}"
         async with httpx.AsyncClient(**self._kw) as client:
-            r = await client.get(url, params=params)
+            r = await client.get(url, params=params, headers=gate_public_headers())
             r.raise_for_status()
             return r.json()
 
@@ -95,14 +96,40 @@ class GateFuturesLive:
 async def fetch_net_position_size(client: GateFuturesLive, contract: str) -> float:
     """该合约净持仓张数（单向模式 size 正负表示方向）。"""
     ct = contract.strip().upper()
-    data = await client._signed("GET", f"{client._prefix}/positions")
+    data = await client._signed("GET", f"{client._prefix}/positions", query_string="holding=true")
     if not isinstance(data, list):
         return 0.0
     for p in data:
         if str(p.get("contract") or "").strip().upper() != ct:
             continue
         return _float(p.get("size"))
+    # 兜底：单合约查询（部分账户 holding 列表延迟时仍可取到）
+    try:
+        row = await client._signed("GET", f"{client._prefix}/positions/{ct}")
+    except RuntimeError:
         return 0.0
+    if isinstance(row, dict):
+        return _float(row.get("size"))
+    return 0.0
+
+
+async def fetch_net_position_size_with_retry(
+    client: GateFuturesLive,
+    contract: str,
+    *,
+    attempts: int = 4,
+    delay_sec: float = 0.25,
+) -> float:
+    """市价成交后持仓接口可能短暂滞后，带重试读取净张数。"""
+    n = max(1, int(attempts))
+    last = 0.0
+    for i in range(n):
+        last = await fetch_net_position_size(client, contract)
+        if abs(last) > 1e-12:
+            return last
+        if i + 1 < n:
+            await asyncio.sleep(delay_sec)
+    return last
 
 
 async def post_stop_loss_price_order(
@@ -190,7 +217,7 @@ def _float(x: Any, default: float = 0.0) -> float:
 
 async def fetch_open_contracts(client: GateFuturesLive) -> set[str]:
     rel = f"{client._prefix}/positions"
-    data = await client._signed("GET", rel)
+    data = await client._signed("GET", rel, query_string="holding=true")
     if not isinstance(data, list):
         return set()
     out: set[str] = set()
@@ -288,9 +315,10 @@ def _market_fill_accepted(
     st = str(order.get("status") or "")
     finish = str(order.get("finish_as") or "")
     if effective >= min_sz:
-        if st == "finished" or net_abs >= min_sz:
+        filled_ok = filled + 1e-12 >= min_sz
+        if st == "finished" or net_abs >= min_sz or filled_ok:
             note = "partial_fill" if filled > 1e-12 and abs(_float(order.get("left"))) > 1e-12 else "filled"
-            if finish and finish not in {"filled", "ioc", ""} and net_abs < min_sz:
+            if finish and finish not in {"filled", "ioc", ""} and net_abs < min_sz and not filled_ok:
                 return False, effective, f"finish_as={finish}"
             return True, effective, note
     return False, effective, "no_fill"
@@ -369,7 +397,7 @@ async def execute_signal_live(settings: Settings, sig: TradeSignal) -> dict:
         if not isinstance(order, dict):
             return {"status": "error", "reason": "order_response_invalid"}
 
-        net_size = await fetch_net_position_size(client, contract)
+        net_size = await fetch_net_position_size_with_retry(client, contract)
         fill_ok, filled_abs, fill_note = _market_fill_accepted(
             order,
             net_size=net_size,

gate_order_executor/app/gate_operations.py

@@ -47,7 +47,7 @@ async def list_futures_positions(
     cap = max(1, min(int(limit), 200))
     try:
         c = GateFuturesLive(settings)
-        data = await c._signed("GET", f"{c._prefix}/positions")
+        data = await c._signed("GET", f"{c._prefix}/positions", query_string="holding=true")
         if not isinstance(data, list):
             return None, f"unexpected_response:{type(data).__name__}"
         out: list[dict[str, Any]] = []

gate_order_executor/tests/test_market_fill.py

@@ -16,6 +16,14 @@ class TestMarketFill(unittest.TestCase):
         self.assertAlmostEqual(_order_filled_abs({"size": "0.4", "left": "0"}), 0.4, places=6)
         self.assertAlmostEqual(_order_filled_abs({"size": "-1", "left": "-0.6"}), 0.4, places=6)
 
+    def test_accept_fill_from_order_when_net_still_zero(self):
+        """小数张数：订单已成交但持仓接口短暂返回 0 时仍应视为成交。"""
+        order = {"status": "open", "finish_as": "", "size": "0.5", "left": "0"}
+        ok, filled, note = _market_fill_accepted(order, net_size=0.0, order_size_min=0.1)
+        self.assertTrue(ok)
+        self.assertAlmostEqual(filled, 0.5, places=6)
+        self.assertEqual(note, "filled")
+
 
 if __name__ == "__main__":
     unittest.main()