更新环境配置示例，添加 GRVT 相关的 API 凭证和选项，增强文档以支持新的交易所适配器，确保用户能够正确配置和使用 GRVT 交易功能。

2026-09-11 09:18:08 +00:00 · 2025-09-27 16:12:20 +08:00
parent 64640f4494
commit dde7ab71a9
60 changed files with 16126 additions and 527 deletions
@@ -0,0 +1,195 @@
+# ruff: noqa: D200
+# ruff: noqa: D204
+# ruff: noqa: D205
+# ruff: noqa: D404
+# ruff: noqa: W291
+# ruff: noqa: D400
+# ruff: noqa: E501
+
+import os
+from enum import Enum
+
+
+class GrvtEnv(str, Enum):
+    PROD = "prod"
+    TESTNET = "testnet"
+    STAGING = "staging"
+    DEV = "dev"
+
+# GrvtEndpointType defines the root path for a family of endpoints
+class GrvtEndpointType(str, Enum):
+    EDGE = "edge"
+    TRADE_DATA = "tdg"
+    MARKET_DATA = "mdg"
+
+
+class GrvtWSEndpointType(str, Enum):
+    TRADE_DATA = "tdg"
+    MARKET_DATA = "mdg"
+    TRADE_DATA_RPC_FULL = "tdg_rpc_full"
+    MARKET_DATA_RPC_FULL = "mdg_rpc_full"
+
+
+END_POINT_VERSION = os.getenv("GRVT_END_POINT_VERSION", "v1")
+
+
+def get_grvt_endpoint_domains(env_name: str) -> dict[GrvtEndpointType, str]:
+    if env_name == GrvtEnv.PROD.value:
+        return {
+            GrvtEndpointType.EDGE: "https://edge.grvt.io",
+            GrvtEndpointType.TRADE_DATA: "https://trades.grvt.io",
+            GrvtEndpointType.MARKET_DATA: "https://market-data.grvt.io",
+        }
+    if env_name == GrvtEnv.TESTNET.value:
+        return {
+            GrvtEndpointType.EDGE: f"https://edge.{env_name}.grvt.io",
+            GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.grvt.io",
+            GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.grvt.io",
+        }
+    if env_name == GrvtEnv.STAGING.value:
+        return {
+            GrvtEndpointType.EDGE: f"https://edge.{env_name}.gravitymarkets.io",
+            GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.gravitymarkets.io",
+            GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.gravitymarkets.io",
+        }
+    if env_name == GrvtEnv.DEV.value:
+        return {
+            GrvtEndpointType.EDGE: f"https://edge.{env_name}.gravitymarkets.io",
+            GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.gravitymarkets.io",
+            GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.gravitymarkets.io",
+        }
+    return {}
+
+
+def get_grvt_ws_endpoint(
+    env: str,
+    endpoint_type: GrvtWSEndpointType,
+) -> str:
+    """Returns string pointing to WS endpoint for given environment and endpoint type."""
+    if env == GrvtEnv.PROD.value:
+        return {
+            GrvtWSEndpointType.TRADE_DATA: "wss://trades.grvt.io/ws",
+            GrvtWSEndpointType.MARKET_DATA: "wss://market-data.grvt.io/ws",
+            GrvtWSEndpointType.TRADE_DATA_RPC_FULL: "wss://trades.grvt.io/ws/full",
+            GrvtWSEndpointType.MARKET_DATA_RPC_FULL: "wss://market-data.grvt.io/ws/full",
+        }.get(endpoint_type, "")
+    if env == GrvtEnv.TESTNET.value:
+        return {
+            GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.grvt.io/ws",
+            GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.grvt.io/ws",
+            GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.grvt.io/ws/full",
+            GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.grvt.io/ws/full",
+        }.get(endpoint_type, "")
+    if env == GrvtEnv.STAGING.value:
+        return {
+            GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.gravitymarkets.io/ws",
+            GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.gravitymarkets.io/ws",
+            GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.gravitymarkets.io/ws/full",
+            GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.gravitymarkets.io/ws/full",
+        }.get(endpoint_type, "")
+    if env == GrvtEnv.DEV.value:
+        return {
+            GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.gravitymarkets.io/ws",
+            GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.gravitymarkets.io/ws",
+            GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.gravitymarkets.io/ws/full",
+            GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.gravitymarkets.io/ws/full",
+        }.get(endpoint_type, "")
+    return ""
+
+# Mapping of WS stream names to DEFAULT endpoint types
+GRVT_WS_STREAMS = {
+    # ******* Market Data ********
+    "mini.s": GrvtWSEndpointType.MARKET_DATA,
+    "mini.d": GrvtWSEndpointType.MARKET_DATA,
+    "ticker.s": GrvtWSEndpointType.MARKET_DATA,
+    "ticker.d": GrvtWSEndpointType.MARKET_DATA,
+    "book.s": GrvtWSEndpointType.MARKET_DATA,
+    "book.d": GrvtWSEndpointType.MARKET_DATA,
+    "trade": GrvtWSEndpointType.MARKET_DATA,
+    "candle": GrvtWSEndpointType.MARKET_DATA,
+    # ******* Trade Data ********
+    "order": GrvtWSEndpointType.TRADE_DATA,
+    "state": GrvtWSEndpointType.TRADE_DATA,
+    "cancel": GrvtWSEndpointType.TRADE_DATA,
+    "position": GrvtWSEndpointType.TRADE_DATA,
+    "fill": GrvtWSEndpointType.TRADE_DATA,
+    "transfer": GrvtWSEndpointType.TRADE_DATA,
+    "deposit": GrvtWSEndpointType.TRADE_DATA,
+    "withdrawal": GrvtWSEndpointType.TRADE_DATA,
+}
+
+
+def is_trading_ws_endpoint(end_point_type: GrvtWSEndpointType) -> bool:
+    return end_point_type in [
+        GrvtWSEndpointType.TRADE_DATA,
+        GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
+    ]
+
+
+# "wss://market-data.testnet.grvt.io/ws"
+#  wss://trades.testnet.grvt.io/ws
+# GRVT_ENDPOINTS defines the endpoint paths grouped by endpoint type
+GRVT_ENDPOINTS = {
+    GrvtEndpointType.EDGE: {
+        "GRAPHQL": "query",
+        "AUTH": "auth/api_key/login",
+    },
+    GrvtEndpointType.TRADE_DATA: {
+        "CREATE_ORDER": f"full/{END_POINT_VERSION}/create_order",
+        "CANCEL_ALL_ORDERS": f"full/{END_POINT_VERSION}/cancel_all_orders",
+        "CANCEL_ORDER": f"full/{END_POINT_VERSION}/cancel_order",
+        "GET_OPEN_ORDERS": f"full/{END_POINT_VERSION}/open_orders",
+        "GET_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/account_summary",
+        "GET_FUNDING_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/funding_account_summary",
+        "GET_AGGREGATED_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/aggregated_account_summary",
+        "GET_ACCOUNT_HISTORY": f"full/{END_POINT_VERSION}/account_history",
+        "GET_POSITIONS": f"full/{END_POINT_VERSION}/positions",
+        "GET_ORDER": f"full/{END_POINT_VERSION}/order",
+        "GET_ORDER_HISTORY": f"full/{END_POINT_VERSION}/order_history",
+        "GET_FILL_HISTORY": f"full/{END_POINT_VERSION}/fill_history",
+        "SET_DERISK_MM_RATIO": f"full/{END_POINT_VERSION}/set_derisk_mm_ratio",
+        "GET_VAULT_MANAGER_INVESTOR_HISTORY": f"full/{END_POINT_VERSION}/vault_manager_investor_history",
+        "GET_VAULT_REDEMPTION_QUEUE": f"full/{END_POINT_VERSION}/vault_view_redemption_queue",
+    },
+    GrvtEndpointType.MARKET_DATA: {
+        "GET_ALL_INSTRUMENTS": f"full/{END_POINT_VERSION}/all_instruments",
+        "GET_INSTRUMENTS": f"full/{END_POINT_VERSION}/instruments",
+        "GET_INSTRUMENT": f"full/{END_POINT_VERSION}/instrument",
+        "GET_TICKER": f"full/{END_POINT_VERSION}/ticker",
+        "GET_MINI_TICKER": f"full/{END_POINT_VERSION}/mini",
+        "GET_ORDER_BOOK": f"full/{END_POINT_VERSION}/book",
+        "GET_TRADES": f"full/{END_POINT_VERSION}/trade",
+        "GET_TRADE_HISTORY": f"full/{END_POINT_VERSION}/trade_history",
+        "GET_FUNDING": f"full/{END_POINT_VERSION}/funding",
+        "GET_CANDLESTICK": f"full/{END_POINT_VERSION}/kline",
+    },
+}
+
+
+def get_grvt_endpoint(environment: GrvtEnv, end_point: str) -> str:
+    # if end_point == "GET_ALL_INSTRUMENTS":
+    #     return "https://market-data.testnet.grvt.io/full/v1/instruments"
+    endpoint_domains = get_grvt_endpoint_domains(environment.value)
+    for endpoints_type, endpoints in GRVT_ENDPOINTS.items():
+        if end_point in endpoints:
+            return f"{endpoint_domains[endpoints_type]}/{endpoints[end_point]}"
+    return ""
+
+
+def get_all_grvt_endpoints(environment: GrvtEnv) -> dict[str, str]:
+    endpoint_domains = get_grvt_endpoint_domains(environment.value)
+    endpoints = {}
+    for endpoints_type, endpoints_map in GRVT_ENDPOINTS.items():
+        for endpoint, path in endpoints_map.items():
+            endpoints[endpoint] = f"{endpoint_domains[endpoints_type]}/{path}"
+    return endpoints
+
+
+CHAIN_IDS = {
+    GrvtEnv.DEV.value: 327,
+    GrvtEnv.STAGING.value: 327,
+    GrvtEnv.TESTNET.value: 326,
+    GrvtEnv.PROD.value: 325,
+}
+
+########################################################