3c7d13416f
✅ Coinbase Pro (completed in task 12) ✅ Kraken (completed in task 12) ✅ Bybit (completed in task 13) ✅ OKX (completed in task 13) ✅ Huobi (completed in task 13) ✅ KuCoin (completed in this task) ✅ Gate.io (completed in this task) ✅ Bitfinex (completed in this task) ✅ MEXC (completed in this task)
601 lines
22 KiB
Python
601 lines
22 KiB
Python
"""
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Gate.io exchange connector implementation.
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Supports WebSocket connections to Gate.io with their WebSocket v4 API.
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"""
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import json
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import hmac
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import hashlib
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import time
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from typing import Dict, List, Optional, Any
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from datetime import datetime, timezone
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from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
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from ..utils.logging import get_logger, set_correlation_id
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from ..utils.exceptions import ValidationError, ConnectionError
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from ..utils.validation import validate_symbol, validate_price, validate_volume
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from .base_connector import BaseExchangeConnector
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logger = get_logger(__name__)
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class GateIOConnector(BaseExchangeConnector):
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"""
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Gate.io WebSocket connector implementation.
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Supports:
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- WebSocket v4 API
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- Order book streams
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- Trade streams
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- Symbol normalization
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- Authentication for private channels
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"""
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# Gate.io WebSocket URLs
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WEBSOCKET_URL = "wss://api.gateio.ws/ws/v4/"
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TESTNET_URL = "wss://fx-api-testnet.gateio.ws/ws/v4/"
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API_URL = "https://api.gateio.ws"
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def __init__(self, use_testnet: bool = False, api_key: str = None, api_secret: str = None):
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"""
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Initialize Gate.io connector.
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Args:
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use_testnet: Whether to use testnet environment
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api_key: API key for authentication (optional)
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api_secret: API secret for authentication (optional)
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"""
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websocket_url = self.TESTNET_URL if use_testnet else self.WEBSOCKET_URL
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super().__init__("gateio", websocket_url)
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# Authentication credentials (optional)
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self.api_key = api_key
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self.api_secret = api_secret
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self.use_testnet = use_testnet
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# Gate.io-specific message handlers
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self.message_handlers.update({
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'spot.order_book_update': self._handle_orderbook_update,
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'spot.trades': self._handle_trade_update,
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'spot.pong': self._handle_pong,
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'error': self._handle_error_message
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})
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# Subscription tracking
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self.subscribed_channels = set()
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self.request_id = 1
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logger.info(f"Gate.io connector initialized ({'testnet' if use_testnet else 'mainnet'})")
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def _get_message_type(self, data: Dict) -> str:
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"""
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Determine message type from Gate.io message data.
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Args:
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data: Parsed message data
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Returns:
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str: Message type identifier
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"""
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# Gate.io v4 API message format
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if 'method' in data:
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return data['method'] # 'spot.order_book_update', 'spot.trades', etc.
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elif 'error' in data:
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return 'error'
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elif 'result' in data:
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return 'result'
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return 'unknown'
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def normalize_symbol(self, symbol: str) -> str:
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"""
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Normalize symbol to Gate.io format.
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Args:
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symbol: Standard symbol format (e.g., 'BTCUSDT')
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Returns:
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str: Gate.io symbol format (e.g., 'BTC_USDT')
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"""
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# Gate.io uses underscore-separated format
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if symbol.upper() == 'BTCUSDT':
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return 'BTC_USDT'
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elif symbol.upper() == 'ETHUSDT':
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return 'ETH_USDT'
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elif symbol.upper().endswith('USDT'):
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base = symbol[:-4].upper()
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return f"{base}_USDT"
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elif symbol.upper().endswith('USD'):
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base = symbol[:-3].upper()
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return f"{base}_USD"
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else:
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# Assume it's already in correct format or add underscore
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if '_' not in symbol:
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# Try to split common patterns
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if len(symbol) >= 6:
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# Assume last 4 chars are quote currency
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base = symbol[:-4].upper()
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quote = symbol[-4:].upper()
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return f"{base}_{quote}"
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else:
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return symbol.upper()
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else:
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return symbol.upper()
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def _denormalize_symbol(self, gateio_symbol: str) -> str:
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"""
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Convert Gate.io symbol back to standard format.
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Args:
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gateio_symbol: Gate.io symbol format (e.g., 'BTC_USDT')
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Returns:
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str: Standard symbol format (e.g., 'BTCUSDT')
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"""
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if '_' in gateio_symbol:
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return gateio_symbol.replace('_', '')
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return gateio_symbol
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async def subscribe_orderbook(self, symbol: str) -> None:
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"""
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Subscribe to order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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gateio_symbol = self.normalize_symbol(symbol)
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# Create subscription message
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subscription_msg = {
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"method": "spot.order_book",
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"params": [gateio_symbol, 20, "0"], # symbol, limit, interval
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"id": self.request_id
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}
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self.request_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'orderbook' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('orderbook')
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self.subscribed_channels.add(f"spot.order_book:{gateio_symbol}")
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logger.info(f"Subscribed to order book for {symbol} ({gateio_symbol}) on Gate.io")
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else:
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logger.error(f"Failed to subscribe to order book for {symbol} on Gate.io")
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except Exception as e:
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logger.error(f"Error subscribing to order book for {symbol}: {e}")
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raise
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async def subscribe_trades(self, symbol: str) -> None:
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"""
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Subscribe to trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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gateio_symbol = self.normalize_symbol(symbol)
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# Create subscription message
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subscription_msg = {
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"method": "spot.trades",
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"params": [gateio_symbol],
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"id": self.request_id
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}
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self.request_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'trades' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('trades')
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self.subscribed_channels.add(f"spot.trades:{gateio_symbol}")
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logger.info(f"Subscribed to trades for {symbol} ({gateio_symbol}) on Gate.io")
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else:
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logger.error(f"Failed to subscribe to trades for {symbol} on Gate.io")
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except Exception as e:
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logger.error(f"Error subscribing to trades for {symbol}: {e}")
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raise
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async def unsubscribe_orderbook(self, symbol: str) -> None:
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"""
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Unsubscribe from order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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gateio_symbol = self.normalize_symbol(symbol)
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# Create unsubscription message
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unsubscription_msg = {
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"method": "spot.unsubscribe",
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"params": [f"spot.order_book", gateio_symbol],
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"id": self.request_id
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}
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self.request_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('orderbook')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_channels.discard(f"spot.order_book:{gateio_symbol}")
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logger.info(f"Unsubscribed from order book for {symbol} ({gateio_symbol}) on Gate.io")
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else:
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logger.error(f"Failed to unsubscribe from order book for {symbol} on Gate.io")
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except Exception as e:
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logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
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raise
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async def unsubscribe_trades(self, symbol: str) -> None:
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"""
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Unsubscribe from trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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gateio_symbol = self.normalize_symbol(symbol)
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# Create unsubscription message
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unsubscription_msg = {
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"method": "spot.unsubscribe",
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"params": ["spot.trades", gateio_symbol],
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"id": self.request_id
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}
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self.request_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('trades')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_channels.discard(f"spot.trades:{gateio_symbol}")
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logger.info(f"Unsubscribed from trades for {symbol} ({gateio_symbol}) on Gate.io")
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else:
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logger.error(f"Failed to unsubscribe from trades for {symbol} on Gate.io")
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except Exception as e:
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logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
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raise
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async def get_symbols(self) -> List[str]:
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"""
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Get list of available trading symbols from Gate.io.
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Returns:
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List[str]: List of available symbols in standard format
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"""
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try:
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import aiohttp
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api_url = "https://fx-api-testnet.gateio.ws" if self.use_testnet else self.API_URL
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async with aiohttp.ClientSession() as session:
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async with session.get(f"{api_url}/api/v4/spot/currency_pairs") as response:
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if response.status == 200:
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data = await response.json()
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symbols = []
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for pair_info in data:
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if pair_info.get('trade_status') == 'tradable':
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pair_id = pair_info.get('id', '')
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# Convert to standard format
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standard_symbol = self._denormalize_symbol(pair_id)
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symbols.append(standard_symbol)
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logger.info(f"Retrieved {len(symbols)} symbols from Gate.io")
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return symbols
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else:
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logger.error(f"Failed to get symbols from Gate.io: HTTP {response.status}")
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return []
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except Exception as e:
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logger.error(f"Error getting symbols from Gate.io: {e}")
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return []
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async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
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"""
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Get current order book snapshot from Gate.io REST API.
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Args:
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symbol: Trading symbol
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depth: Number of price levels to retrieve
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Returns:
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OrderBookSnapshot: Current order book or None if unavailable
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"""
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try:
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import aiohttp
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gateio_symbol = self.normalize_symbol(symbol)
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api_url = "https://fx-api-testnet.gateio.ws" if self.use_testnet else self.API_URL
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# Gate.io supports various depths
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api_depth = min(depth, 100)
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url = f"{api_url}/api/v4/spot/order_book"
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params = {
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'currency_pair': gateio_symbol,
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'limit': api_depth
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}
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async with aiohttp.ClientSession() as session:
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async with session.get(url, params=params) as response:
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if response.status == 200:
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data = await response.json()
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return self._parse_orderbook_snapshot(data, symbol)
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else:
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logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
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return None
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except Exception as e:
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logger.error(f"Error getting order book snapshot for {symbol}: {e}")
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return None
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def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
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"""
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Parse Gate.io order book data into OrderBookSnapshot.
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Args:
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data: Raw Gate.io order book data
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symbol: Trading symbol
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Returns:
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OrderBookSnapshot: Parsed order book
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"""
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try:
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# Parse bids and asks
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bids = []
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for bid_data in data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.now(timezone.utc), # Gate.io doesn't provide timestamp in snapshot
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bids=bids,
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asks=asks,
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sequence_id=data.get('id')
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)
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return orderbook
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except Exception as e:
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logger.error(f"Error parsing order book snapshot: {e}")
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raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
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async def _handle_orderbook_update(self, data: Dict) -> None:
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"""
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Handle order book update from Gate.io.
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Args:
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data: Order book update data
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"""
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try:
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set_correlation_id()
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params = data.get('params', [])
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if len(params) < 2:
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logger.warning("Invalid order book update format")
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return
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# Gate.io format: [symbol, order_book_data]
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gateio_symbol = params[0]
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symbol = self._denormalize_symbol(gateio_symbol)
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book_data = params[1]
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# Parse bids and asks
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bids = []
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for bid_data in book_data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in book_data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(book_data.get('t', 0)) / 1000, tz=timezone.utc),
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bids=bids,
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asks=asks,
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sequence_id=book_data.get('id')
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)
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# Notify callbacks
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self._notify_data_callbacks(orderbook)
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logger.debug(f"Processed order book update for {symbol}")
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except Exception as e:
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logger.error(f"Error handling order book update: {e}")
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async def _handle_trade_update(self, data: Dict) -> None:
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"""
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Handle trade update from Gate.io.
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Args:
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data: Trade update data
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"""
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try:
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set_correlation_id()
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params = data.get('params', [])
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if len(params) < 2:
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logger.warning("Invalid trade update format")
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return
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# Gate.io format: [symbol, [trade_data]]
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gateio_symbol = params[0]
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symbol = self._denormalize_symbol(gateio_symbol)
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trades_data = params[1]
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# Process each trade
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for trade_data in trades_data:
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price = float(trade_data.get('price', 0))
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amount = float(trade_data.get('amount', 0))
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# Validate data
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if not validate_price(price) or not validate_volume(amount):
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logger.warning(f"Invalid trade data: price={price}, amount={amount}")
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continue
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# Determine side (Gate.io uses 'side' field)
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side = trade_data.get('side', 'unknown').lower()
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# Create trade event
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trade = TradeEvent(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(trade_data.get('time', 0)), tz=timezone.utc),
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price=price,
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size=amount,
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side=side,
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trade_id=str(trade_data.get('id', ''))
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)
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# Notify callbacks
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self._notify_data_callbacks(trade)
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logger.debug(f"Processed trade for {symbol}: {side} {amount} @ {price}")
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except Exception as e:
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logger.error(f"Error handling trade update: {e}")
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async def _handle_pong(self, data: Dict) -> None:
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"""
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Handle pong response from Gate.io.
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Args:
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data: Pong response data
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"""
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logger.debug("Received Gate.io pong")
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async def _handle_error_message(self, data: Dict) -> None:
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"""
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Handle error message from Gate.io.
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Args:
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data: Error message data
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"""
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error_info = data.get('error', {})
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code = error_info.get('code', 'unknown')
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message = error_info.get('message', 'Unknown error')
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logger.error(f"Gate.io error {code}: {message}")
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def _get_auth_signature(self, method: str, url: str, query_string: str,
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payload: str, timestamp: str) -> str:
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"""
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Generate authentication signature for Gate.io.
|
|
|
|
Args:
|
|
method: HTTP method
|
|
url: Request URL
|
|
query_string: Query string
|
|
payload: Request payload
|
|
timestamp: Request timestamp
|
|
|
|
Returns:
|
|
str: Authentication signature
|
|
"""
|
|
if not self.api_key or not self.api_secret:
|
|
return ""
|
|
|
|
try:
|
|
# Create signature string
|
|
message = f"{method}\n{url}\n{query_string}\n{hashlib.sha512(payload.encode()).hexdigest()}\n{timestamp}"
|
|
|
|
# Generate signature
|
|
signature = hmac.new(
|
|
self.api_secret.encode('utf-8'),
|
|
message.encode('utf-8'),
|
|
hashlib.sha512
|
|
).hexdigest()
|
|
|
|
return signature
|
|
|
|
except Exception as e:
|
|
logger.error(f"Error generating auth signature: {e}")
|
|
return ""
|
|
|
|
async def _send_ping(self) -> None:
|
|
"""Send ping to keep connection alive."""
|
|
try:
|
|
ping_msg = {
|
|
"method": "spot.ping",
|
|
"params": [],
|
|
"id": self.request_id
|
|
}
|
|
self.request_id += 1
|
|
|
|
await self._send_message(ping_msg)
|
|
logger.debug("Sent ping to Gate.io")
|
|
|
|
except Exception as e:
|
|
logger.error(f"Error sending ping: {e}")
|
|
|
|
def get_gateio_stats(self) -> Dict[str, Any]:
|
|
"""Get Gate.io-specific statistics."""
|
|
base_stats = self.get_stats()
|
|
|
|
gateio_stats = {
|
|
'subscribed_channels': list(self.subscribed_channels),
|
|
'use_testnet': self.use_testnet,
|
|
'authenticated': bool(self.api_key and self.api_secret),
|
|
'next_request_id': self.request_id
|
|
}
|
|
|
|
base_stats.update(gateio_stats)
|
|
return base_stats |