feat: 更新 BackpackGateway 适配器，增强账户快照逻辑，支持合约市场的持仓信息和资产归一化处理

2026-09-10 08:48:07 +00:00 · 2025-10-06 20:11:46 +08:00
parent 0d2aa84b84
commit d829e451cd
2 changed files with 282 additions and 26 deletions
@@ -0,0 +1,107 @@
+import { describe, expect, it } from "vitest";
+import { BackpackGateway } from "../src/exchanges/backpack/gateway";
+
+describe("BackpackGateway account snapshots", () => {
+  const createGateway = () =>
+    new BackpackGateway({
+      apiKey: "key",
+      apiSecret: "secret",
+      symbol: "BTCUSDC",
+      logger: () => {},
+    }) as any;
+
+  it("maps spot balances without positions", () => {
+    const gateway = createGateway();
+    gateway.isContractMarket = false;
+
+    const balance = {
+      info: {},
+      free: { USDC: "10" },
+      used: { USDC: "5" },
+      total: { USDC: "15" },
+      USDC: { free: "10", used: "5", total: "15" },
+    } as any;
+
+    const snapshot = gateway.mapBalanceToAccountSnapshotWithPositions(balance, []);
+
+    expect(snapshot.positions).toEqual([]);
+    expect(snapshot.totalWalletBalance).toBe("15");
+    expect(snapshot.totalUnrealizedProfit).toBe("0");
+    expect(snapshot.availableBalance).toBe("10");
+    expect(snapshot.maxWithdrawAmount).toBe("10");
+    expect(snapshot.totalMarginBalance).toBeUndefined();
+    expect(snapshot.assets).toHaveLength(1);
+    expect(snapshot.assets[0]).toMatchObject({
+      asset: "USDC",
+      walletBalance: "15",
+      availableBalance: "10",
+    });
+  });
+
+  it("includes derivative positions when present", () => {
+    const gateway = createGateway();
+    gateway.isContractMarket = true;
+    gateway.marketSymbol = "BTC/USDC:USDC";
+
+    const balance = {
+      info: {},
+      free: { USDC: "80" },
+      used: { USDC: "20" },
+      total: { USDC: "100" },
+      USDC: { free: "80", used: "20", total: "100" },
+    } as any;
+
+    const positions = [
+      {
+        symbol: "BTC/USDC:USDC",
+        contracts: "2",
+        side: "long",
+        entryPrice: "25000",
+        markPrice: "25200",
+        unrealizedPnl: "400",
+        info: {
+          estLiquidationPrice: "15000",
+        },
+      },
+      {
+        info: {
+          symbol: "ETH/USDC:USDC",
+          netExposureQuantity: "0.5",
+          netCost: "-100",
+          entryPrice: "3000",
+          pnlUnrealized: "-10",
+          markPrice: "2900",
+          estLiquidationPrice: "1000",
+        },
+      },
+    ];
+
+    const snapshot = gateway.mapBalanceToAccountSnapshotWithPositions(balance, positions);
+
+    expect(snapshot.positions).toHaveLength(2);
+    expect(snapshot.positions[0]).toMatchObject({
+      symbol: "BTC/USDC:USDC",
+      positionAmt: "2",
+      positionSide: "LONG",
+      entryPrice: "25000",
+      unrealizedProfit: "400",
+      markPrice: "25200",
+      liquidationPrice: "15000",
+    });
+    expect(snapshot.positions[1]).toMatchObject({
+      symbol: "ETH/USDC:USDC",
+      positionAmt: "-0.5",
+      positionSide: "SHORT",
+      entryPrice: "3000",
+      unrealizedProfit: "-10",
+      markPrice: "2900",
+      liquidationPrice: "1000",
+    });
+
+    expect(snapshot.totalWalletBalance).toBe("100");
+    expect(snapshot.totalUnrealizedProfit).toBe("390");
+    expect(snapshot.totalMarginBalance).toBe("490");
+    expect(snapshot.totalCrossWalletBalance).toBe("100");
+    expect(snapshot.totalCrossUnPnl).toBe("390");
+  });
+});