Gateway

The gateway module provides adapter layer for translating between exchange-specific APIs and the standardized bt_api interface.

Overview

Each exchange has its own request/response format. The gateway adapters normalize these differences, providing a unified interface to the rest of the system.

BaseGatewayAdapter

class BaseGatewayAdapter:
    """Base class for all gateway adapters."""

    def __init__(self, exchange_name: str):
        self.exchange_name = exchange_name

    def normalize_order_request(self, request: OrderRequest) -> Dict[str, Any]:
        """Convert OrderRequest to exchange-specific format."""
        ...

    def denormalize_order_response(self, response: Any) -> Order:
        """Convert exchange response to Order container."""
        ...

    def normalize_subscription(self, topic: str, symbol: str) -> Dict[str, Any]:
        """Convert subscription request to exchange-specific format."""
        ...

    def denormalize_message(self, message: Any) -> Optional[Container]:
        """Convert exchange WebSocket message to container."""
        ...

PluginGatewayAdapter

For exchange plugins that implement the PluginProtocol:

class PluginGatewayAdapter(BaseGatewayAdapter):
    """Gateway adapter for PluginProtocol-based feeds."""

    def __init__(self, feed: AbstractVenueFeed, exchange_name: str):
        ...

Request Models

NormalizedRequest

@dataclass
class NormalizedRequest:
    method: str           # "GET", "POST", "DELETE"
    endpoint: str         # "/api/v3/order"
    params: Dict[str, Any]
    headers: Dict[str, str]
    body: Optional[Dict[str, Any]]
    timestamp: int
    signature: Optional[str]

NormalizedResponse

@dataclass
class NormalizedResponse:
    status_code: int
    headers: Dict[str, str]
    body: Any
    request: NormalizedRequest
    elapsed_ms: float

---

中文

概述

gateway 模块提供适配器层，用于在交易所特定 API 和标准化 bt_api 接口之间进行转换。

BaseGatewayAdapter

方法	说明
normalize_order_request()	将 OrderRequest 转换为交易所特定格式
denormalize_order_response()	将交易所响应转换为 Order 容器
normalize_subscription()	将订阅请求转换为交易所特定格式
denormalize_message()	将交易所 WebSocket 消息转换为容器

Request Models

# 规范化请求
@dataclass
class NormalizedRequest:
    method: str       # "GET", "POST", "DELETE"
    endpoint: str     # "/api/v3/order"
    params: Dict
    headers: Dict
    body: Optional[Dict]
    timestamp: int
    signature: Optional[str]

# 规范化响应
@dataclass
class NormalizedResponse:
    status_code: int
    headers: Dict
    body: Any
    request: NormalizedRequest
    elapsed_ms: float

作用

• 标准化: 将所有交易所的格式统一
• 隔离: 交易所 API 变化不会影响核心逻辑
• 可扩展: 新增交易所只需实现新的适配器