gateio_client.py

"""
Gate.io Public API Integration
Fetch candle data for USDT perpetual futures
"""

import aiohttp
import pandas as pd
from typing import List, Dict, Optional
from datetime import datetime, timedelta
import logging

logger = logging.getLogger(__name__)

class GateIOClient:
    """Gate.io public API client for candle data"""
    
    def __init__(self, base_url: str = "https://api.gateio.ws/api/v4"):
        self.base_url = base_url
        self.session = None
        
    async def __aenter__(self):
        self.session = aiohttp.ClientSession()
        return self
    
    async def __aexit__(self, exc_type, exc_val, exc_tb):
        if self.session:
            await self.session.close()
    
    async def get_usdt_perpetuals(self) -> List[Dict]:
        """Get list of USDT perpetual futures"""
        url = f"{self.base_url}/futures/usdt/contracts"
        
        async with self.session.get(url) as response:
            data = await response.json()
            
        # Filter for USDT-settled perpetuals
        perpetuals = [
            {
                'symbol': c['name'],
                'name': c.get('name', ''),
                'quanto_multiplier': c.get('quanto_multiplier', 1),
                'tick_size': c.get('order_price_round', 1e-8),
                'position_size': c.get('position_size', 1)
            }
            for c in data
            if c.get('name', '').endswith('_USDT') and c.get('quanto_multiplier') is not None
        ]
        
        return perpetuals
    
    async def get_candles(
        self,
        symbol: str,
        interval: str = '1h',
        limit: int = 1000,
        from_: Optional[int] = None,
        to: Optional[int] = None
    ) -> List[Dict]:
        """Get candle data for a symbol"""
        url = f"{self.base_url}/futures/usdt/candlesticks"
        
        params = {
            'contract': symbol,
            'interval': interval,
            'limit': limit
        }
        
        if from_:
            params['from'] = from_
        if to:
            params['to'] = to
        
        async with self.session.get(url, params=params) as response:
            data = await response.json()
        
        # Gate.io returns data in reverse chronological order
        candles = [
            {
                'timestamp': datetime.fromtimestamp(int(c[0])),
                'volume': float(c[1]),
                'close': float(c[2]),
                'high': float(c[3]),
                'low': float(c[4]),
                'open': float(c[5]),
                'quote_volume': float(c[1]) * float(c[2])  # Approximate
            }
            for c in reversed(data)
        ]
        
        return candles
    
    async def get_ticker(self, symbol: str) -> Dict:
        """Get current ticker data"""
        url = f"{self.base_url}/futures/usdt/ticker"
        
        params = {'contract': symbol}
        
        async with self.session.get(url, params=params) as response:
            data = await response.json()
        
        if isinstance(data, list) and len(data) > 0:
            return {
                'symbol': symbol,
                'last_price': float(data[0].get('last', 0)),
                'volume_24h': float(data[0].get('volume_24h', 0)),
                'quote_volume_24h': float(data[0].get('volume_24h_quote', 0)),
                'high_24h': float(data[0].get('high_24h', 0)),
                'low_24h': float(data[0].get('low_24h', 0))
            }
        
        return {}
    
    async def filter_symbols(
        self,
        min_price: float = 0.10,
        min_volume_24h: float = 50000.0
    ) -> List[Dict]:
        """Filter symbols by price and volume criteria"""
        perpetuals = await self.get_usdt_perpetuals()
        
        filtered = []
        for contract in perpetuals:
            symbol = contract['symbol']
            ticker = await self.get_ticker(symbol)
            
            if ticker:
                last_price = ticker.get('last_price', 0)
                volume_24h = ticker.get('volume_24h', 0)
                
                if last_price > 0 and last_price < min_price and volume_24h >= min_volume_24h:
                    filtered.append({
                        **contract,
                        **ticker
                    })
        
        return filtered
    
    async def backfill_candles(
        self,
        symbol: str,
        days: int = 30,
        interval: str = '1h'
    ) -> pd.DataFrame:
        """Backfill historical candle data"""
        to_time = int(datetime.now().timestamp())
        from_time = int((datetime.now() - timedelta(days=days)).timestamp())
        
        candles = await self.get_candles(
            symbol,
            interval=interval,
            from_=from_time,
            to=to_time
        )
        
        df = pd.DataFrame(candles)
        if not df.empty:
            df = df.sort_values('timestamp')
        
        return df