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

src/exchanges/backpack/gateway.ts

@@ -1,6 +1,7 @@
 import ccxt, { type Balances, type Order as CcxtOrder, type OrderBook as CcxtOrderBook, type Ticker as CcxtTicker } from "ccxt";
 import type {
   AsterAccountSnapshot,
+  AsterAccountPosition,
   AsterOrder,
   AsterDepth,
   AsterTicker,
@@ -30,6 +31,8 @@ export class BackpackGateway {
   private readonly exchange: any;
   private readonly symbol: string;
   private marketSymbol: string;
+  private market: any | null = null;
+  private isContractMarket = false;
   private readonly logger: (context: string, error: unknown) => void;
   private initialized = false;
   private initPromise: Promise<void> | null = null;
@@ -92,6 +95,8 @@ export class BackpackGateway {
         throw new Error(`Symbol ${requested} not found in Backpack markets`);
       }
       this.marketSymbol = resolved;
+      this.market = this.exchange.market(this.marketSymbol);
+      this.isContractMarket = Boolean(this.market?.contract);
 
       this.initialized = true;
       this.logger("initialize", `Backpack gateway initialized for ${this.marketSymbol}`);
@@ -189,8 +194,7 @@ export class BackpackGateway {
 
     const poll = async () => {
       try {
-        const balance = await this.exchange.fetchBalance();
+        const accountSnapshot = await this.fetchAccountSnapshot();
-        const accountSnapshot = this.mapBalanceToAccountSnapshot(balance);
 
         for (const listener of this.accountListeners) {
           listener(accountSnapshot);
@@ -318,6 +322,9 @@ export class BackpackGateway {
     if (params.reduceOnly !== undefined) {
       extraParams.reduceOnly = params.reduceOnly === "true";
     }
+    if (params.closePosition !== undefined) {
+      extraParams.closePosition = params.closePosition === "true";
+    }
 
     const order = await this.exchange.createOrder(
       symbol,
@@ -360,30 +367,172 @@ export class BackpackGateway {
 
   // Mapping functions
   private mapBalanceToAccountSnapshot(balance: Balances): AsterAccountSnapshot {
-    const positions: any[] = []; // Backpack is spot-only, no positions
+    return this.mapBalanceToAccountSnapshotWithPositions(balance, []);
-    const assets: any[] = [];
+  }
 
-    for (const [currency, amount] of Object.entries(balance)) {
+  private async fetchAccountSnapshot(): Promise<AsterAccountSnapshot> {
-      if (typeof amount === 'object' && amount !== null) {
+    await this.ensureInitialized();
-        assets.push({
+    const balancePromise = this.exchange.fetchBalance();
-          asset: currency,
+    const positionsPromise = this.isContractMarket
-          walletBalance: amount.total?.toString() || "0",
+      ? this.exchange.fetchPositions([this.marketSymbol]).catch((error: unknown) => {
-          availableBalance: amount.free?.toString() || "0",
+          this.logger("fetchPositions", error);
-          updateTime: Date.now(),
+          return [];
-        });
+        })
-      }
+      : Promise.resolve([]);
-    }
 
-    return {
+    const [balance, positions] = await Promise.all([balancePromise, positionsPromise]);
+    return this.mapBalanceToAccountSnapshotWithPositions(balance, positions ?? []);
+  }
+
+  private mapBalanceToAccountSnapshotWithPositions(balance: Balances, rawPositions: any[]): AsterAccountSnapshot {
+    const now = Date.now();
+    const assets = this.normalizeAssets(balance, now);
+    const positions = this.normalizePositions(rawPositions, now);
+
+    const totalWalletBalance = this.sumStrings(assets.map((asset) => asset.walletBalance));
+    const totalUnrealizedProfit = this.sumStrings(positions.map((position) => position.unrealizedProfit ?? "0"));
+    const availableBalance = this.sumStrings(assets.map((asset) => asset.availableBalance));
+
+    const snapshot: AsterAccountSnapshot = {
       canTrade: true,
       canDeposit: true,
       canWithdraw: true,
-      updateTime: Date.now(),
+      updateTime: now,
-      totalWalletBalance: balance.total?.toString() || "0",
+      totalWalletBalance,
-      totalUnrealizedProfit: "0",
+      totalUnrealizedProfit,
       positions,
       assets,
     };
+
+    snapshot.availableBalance = availableBalance;
+    snapshot.maxWithdrawAmount = availableBalance;
+
+    if (this.isContractMarket) {
+      const totalMarginBalance = this.addStrings(totalWalletBalance, totalUnrealizedProfit);
+      snapshot.totalMarginBalance = totalMarginBalance;
+      snapshot.totalCrossWalletBalance = totalWalletBalance;
+      snapshot.totalCrossUnPnl = totalUnrealizedProfit;
+    }
+
+    return snapshot;
+  }
+
+  private normalizeAssets(balance: Balances, now: number): AsterAccountSnapshot["assets"] {
+    const metaKeys = new Set(["free", "used", "total", "info", "timestamp", "datetime", "debt"]);
+    const assets: AsterAccountSnapshot["assets"] = [];
+
+    for (const [currency, value] of Object.entries(balance)) {
+      if (metaKeys.has(currency)) continue;
+      if (!value || typeof value !== "object") continue;
+
+      const walletBalance = this.toStringAmount((value as any).total ?? (value as any).free ?? "0");
+      const availableBalance = this.toStringAmount((value as any).free ?? "0");
+
+      assets.push({
+        asset: currency,
+        walletBalance,
+        availableBalance,
+        updateTime: now,
+      });
+    }
+
+    return assets;
+  }
+
+  private normalizePositions(rawPositions: any[], now: number): AsterAccountSnapshot["positions"] {
+    if (!Array.isArray(rawPositions)) return [];
+
+    const positions: AsterAccountSnapshot["positions"] = [];
+
+    for (const position of rawPositions) {
+      const info = position?.info ?? position ?? {};
+      const rawSymbol = position?.symbol ?? info.symbol ?? this.marketSymbol;
+      const rawContracts = position?.contracts ?? info.netExposureQuantity;
+      const derivedSide = (position?.side ?? info.side ?? this.deriveSideFromExposure(info)) ?? "long";
+      const rawSide = derivedSide.toString().toLowerCase();
+      const quantity = this.toNumber(rawContracts);
+      if (!quantity) continue;
+
+      const side = rawSide === "short" ? "short" : "long";
+      const signedQuantity = side === "short" ? -Math.abs(quantity) : Math.abs(quantity);
+
+      const normalized: AsterAccountPosition = {
+        symbol: rawSymbol,
+        positionAmt: signedQuantity.toString(),
+        entryPrice: this.toStringAmount(position?.entryPrice ?? info.entryPrice ?? "0"),
+        unrealizedProfit: this.toStringAmount(position?.unrealizedPnl ?? info.pnlUnrealized ?? "0"),
+        positionSide: side === "short" ? "SHORT" : "LONG",
+        updateTime: now,
+      };
+
+      const markPrice = this.toOptionalString(position?.markPrice ?? info.markPrice);
+      if (markPrice !== undefined) normalized.markPrice = markPrice;
+
+      const liquidationPrice = this.toOptionalString(position?.liquidationPrice ?? info.estLiquidationPrice);
+      if (liquidationPrice !== undefined) normalized.liquidationPrice = liquidationPrice;
+
+      const initialMargin = this.toOptionalString(position?.initialMargin ?? info.initialMargin);
+      if (initialMargin !== undefined) normalized.initialMargin = initialMargin;
+
+      const maintMargin = this.toOptionalString(position?.maintenanceMargin ?? info.maintenanceMargin);
+      if (maintMargin !== undefined) normalized.maintMargin = maintMargin;
+
+      const leverage = this.toOptionalString(position?.leverage ?? info.leverage);
+      if (leverage !== undefined) normalized.leverage = leverage;
+
+      normalized.marginType = "CROSSED";
+
+      positions.push(normalized);
+    }
+
+    return positions;
+  }
+
+  private deriveSideFromExposure(info: Record<string, unknown>): "long" | "short" | "flat" {
+    const exposure = this.toNumber(info?.netExposureNotional ?? info?.netCost ?? info?.netQuantity);
+    if (!exposure) return "flat";
+    return exposure < 0 ? "short" : "long";
+  }
+
+  private toStringAmount(value: unknown): string {
+    if (value === undefined || value === null) return "0";
+    if (typeof value === "string") {
+      if (value.trim() === "") return "0";
+      return value;
+    }
+    if (typeof value === "number") {
+      if (!Number.isFinite(value)) return "0";
+      return value.toString();
+    }
+    return "0";
+  }
+
+  private toOptionalString(value: unknown): string | undefined {
+    const normalized = this.toStringAmount(value);
+    return normalized === "0" ? undefined : normalized;
+  }
+
+  private toNumber(value: unknown): number {
+    const asString = this.toStringAmount(value);
+    const parsed = Number(asString);
+    if (!Number.isFinite(parsed)) return 0;
+    return parsed;
+  }
+
+  private sumStrings(values: string[]): string {
+    let total = 0;
+    for (const value of values) {
+      const parsed = Number(value);
+      if (!Number.isFinite(parsed)) continue;
+      total += parsed;
+    }
+    return total.toString();
+  }
+
+  private addStrings(a: string, b: string): string {
+    const sum = Number(a) + Number(b);
+    if (!Number.isFinite(sum)) return "0";
+    return sum.toString();
   }
 
   private mapOrderToAsterOrder(order: CcxtOrder): AsterOrder {

tests/backpack-gateway.test.ts

@@ -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");
+  });
+});