feat(main): load trades form json, imporve LIMIT LIMIT_MAKER order handling

- Read trading instructions from JSON configuration file - Support executing multiple trades by date (* means executing daily) - Automatically fetch real-time price as the limit price when no price is provided - For LIMIT, LIMIT_MAKER orders, support providing only quoteOrderQty to automatically calculate the quantity
2025-07-15 20:38:52 +08:00
parent d918cc2d9f
commit 1c3ca56823
3 changed files with 451 additions and 26 deletions
--- a/main.py
+++ b/main.py
@@ -5,16 +5,30 @@
 MEXC 交易机器人

 功能：
-1. 支持多种订单类型 (LIMIT, MARKET, LIMIT_MAKER, IMMEDIATE_OR_CANCEL, FILL_OR_KILL)
-2. 证券代码映射功能
-3. 完整的交易记录和日志
+1. 从JSON配置文件读取交易指令
+2. 支持按日期执行多个交易(*表示每天执行)
+3. 支持多种订单类型 (LIMIT, MARKET, LIMIT_MAKER, IMMEDIATE_OR_CANCEL, FILL_OR_KILL)
+4. 当无price时自动获取实时价格作为限价
+5. LIMIT订单支持只提供quoteOrderQty自动计算quantity
+6. 证券代码映射功能
+7. 完整的交易记录和日志
+
+类说明：
+- MexcSpotMarket: 处理市场数据查询
+- MexcSpotTrade: 处理现货交易逻辑
+- TradingConfig: 管理交易配置
+
+使用示例：
+    python main.py
 """

 import csv
 import logging
 import os
-from datetime import datetime
-from typing import Dict, Any, Optional, Tuple
+import time
+import json
+from datetime import datetime, date
+from typing import Dict, Any, Optional, Tuple, List

 import mexc_spot_v3

@@ -33,7 +47,13 @@ logger = logging.getLogger(__name__)


 class MexcSpotMarket:
-    """MEXC 市场数据查询类"""
+    """MEXC 市场数据查询类
+
+    提供获取交易对价格等功能
+
+    方法：
+    - get_price(symbol): 获取指定交易对的当前价格
+    """

    def __init__(self):
        """初始化市场数据查询接口"""
@@ -48,7 +68,11 @@ class MexcSpotMarket:

        Returns:
            当前价格(浮点数)或None(如果失败)
+
+        Raises:
+            Exception: 当API调用失败时抛出异常
        """
+
        params = {"symbol": symbol}

        try:
@@ -64,13 +88,27 @@ class MexcSpotMarket:
            logger.info("获取价格成功: %s = %f", symbol, price)
            return price

-        except Exception as e:  # pylint: disable=W0703
+        except Exception as e:
            logger.error("查询价格失败: %s", str(e))
            return None


 class MexcSpotTrade:
-    """MEXC 现货交易类"""
+    """MEXC 现货交易类
+
+    处理所有现货交易逻辑，包括订单创建、状态查询和记录
+
+    属性：
+    - SYMBOL_MAPPING: 证券代码映射字典
+    - ORDER_TYPE_REQUIREMENTS: 各订单类型必需参数
+
+    方法：
+    - trade(): 执行现货交易
+    - _api_get_order(): 查询订单状态
+    - _tool_map_symbol(): 映射证券代码
+    - _tool_validate_order_params(): 验证订单参数
+    - _tool_record_transaction(): 记录交易到CSV
+    """

    # 证券代码映射 (API代码: CSV记录代码)
    SYMBOL_MAPPING = {
@@ -80,8 +118,12 @@ class MexcSpotTrade:

    # 订单类型与必需参数
    ORDER_TYPE_REQUIREMENTS = {
-        "LIMIT": ["quantity", "price"],
-        "MARKET": ["quantity", "quoteOrderQty"],  # 任选其一
+        "LIMIT": [
+            "quantity",
+            "price",
+            "quoteOrderQty",
+        ],  # quantity和price或quoteOrderQty和price
+        "MARKET": ["quantity", "quoteOrderQty"],  # quantity或quoteOrderQty
        "LIMIT_MAKER": ["quantity", "price"],
        "IMMEDIATE_OR_CANCEL": ["quantity", "price"],
        "FILL_OR_KILL": ["quantity", "price"],
@@ -90,6 +132,7 @@ class MexcSpotTrade:
    def __init__(self):
        """初始化交易机器人"""
        self.trader = mexc_spot_v3.mexc_trade()
+        self.market = MexcSpotMarket()
        self.csv_file = "output/mexc_spot_trade.csv"

    def _api_get_order(self, symbol: str, order_id: str) -> Optional[Dict[str, Any]]:
@@ -103,6 +146,7 @@ class MexcSpotTrade:
        Returns:
            订单详情字典或None(如果失败)
        """
+
        params = {
            "symbol": symbol,
            "orderId": order_id,
@@ -113,7 +157,7 @@ class MexcSpotTrade:
            order = self.trader.get_order(params)
            logger.info("订单状态: %s", order.get("status"))
            return order
-        except Exception as e:  # pylint: disable=W0703
+        except Exception as e:
            logger.error("查询订单失败: %s", str(e))
            return None

@@ -134,11 +178,23 @@ class MexcSpotTrade:
        Returns:
            元组(是否有效, 错误信息)
        """
+
        required_params = self.ORDER_TYPE_REQUIREMENTS.get(order_type, [])

        if not required_params:
            return False, f"未知的订单类型: {order_type}"

+        # 特殊处理LIMIT订单
+        if order_type == "LIMIT":
+            # 需要price和(quantity或quoteOrderQty)
+            if "price" not in params:
+                return False, "LIMIT订单需要price参数"
+
+            if "quantity" not in params and "quoteOrderQty" not in params:
+                return False, "LIMIT订单需要quantity或quoteOrderQty参数"
+
+            return True, ""
+
        # 特殊处理MARKET订单
        if order_type == "MARKET":
            if "quantity" not in params and "quoteOrderQty" not in params:
@@ -162,6 +218,7 @@ class MexcSpotTrade:
        Returns:
            是否成功记录
        """
+
        try:
            original_symbol = order_data["symbol"]
            mapped_symbol = self._tool_map_symbol(original_symbol)
@@ -216,7 +273,7 @@ class MexcSpotTrade:

            logger.info("交易记录成功, 订单ID: %s", order_id)
            return True
-        except Exception as e:  # pylint: disable=W0703
+        except Exception as e:
            logger.error("记录交易失败: %s", str(e))
            return False

@@ -234,16 +291,52 @@ class MexcSpotTrade:

        Returns:
            订单信息字典或None(如果失败)
+
+        Raises:
+            ValueError: 当参数验证失败时
+            Exception: 当API调用失败时
        """
+
        # 基本参数验证
        if side not in ["BUY", "SELL"]:
            logger.error("无效的交易方向: %s", side)
            return None

        order_type = order_type.upper()
+        processed_kwargs = kwargs.copy()
+
+        # 处理无price的情况，获取实时价格
+        if order_type in ["LIMIT", "LIMIT_MAKER"] and "price" not in processed_kwargs:
+            current_price = self.market.get_price(symbol)
+            if current_price is None:
+                logger.error("无法获取实时价格，交易取消")
+                return None
+            processed_kwargs["price"] = current_price
+            logger.info("使用实时价格作为限价: %f", current_price)
+
+        # 处理LIMIT订单只有quoteOrderQty没有quantity的情况
+        if (
+            order_type in ["LIMIT", "LIMIT_MAKER"]
+            and "quoteOrderQty" in processed_kwargs
+            and "quantity" not in processed_kwargs
+        ):
+            try:
+                quote_amount = float(processed_kwargs["quoteOrderQty"])
+                price = float(processed_kwargs["price"])
+                quantity = quote_amount / price
+                processed_kwargs["quantity"] = str(quantity)
+                logger.info("根据quoteOrderQty计算quantity: %f", quantity)
+            except (ValueError, KeyError) as e:
+                logger.error("计算quantity失败: %s", str(e))
+                return None

        # 准备订单参数
-        base_params = {"symbol": symbol, "side": side, "type": order_type, **kwargs}
+        base_params = {
+            "symbol": symbol,
+            "side": side,
+            "type": order_type,
+            **processed_kwargs,
+        }

        # 验证参数
        is_valid, error_msg = self._tool_validate_order_params(order_type, base_params)
@@ -253,6 +346,7 @@ class MexcSpotTrade:

        try:
            logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
+            logger.debug("订单参数: %s", base_params)

            # 测试订单
            test_result = self.trader.post_order_test(base_params.copy())
@@ -275,38 +369,169 @@ class MexcSpotTrade:
            logger.info("订单创建成功, 订单ID: %s", order_id)

            # 查询订单详情
+            logger.info("等待1秒后查询订单状态...")
+            time.sleep(1)
            order_detail = self._api_get_order(symbol, order_id)
            if not order_detail:
                logger.error("获取订单详情失败")
                return None

+            # 如果不是FILLED则重复查询最多10次
+            retry_count = 0
+            while order_detail.get("status") != "FILLED" and retry_count < 10:
+                retry_count += 1
+                logger.info(
+                    "订单未完成(状态: %s)，等待1秒后第%s次重试查询...",
+                    order_detail.get("status", "UNKNOWN"),
+                    retry_count,
+                )
+                time.sleep(1)
+                order_detail = self._api_get_order(symbol, order_id)
+                if not order_detail:
+                    logger.error("获取订单详情失败")
+                    return None
+
            # 记录交易
            if order_detail.get("status") == "FILLED":
-                self._tool_record_transaction(order_detail)
+                if not self._tool_record_transaction(order_detail):
+                    logger.error("交易记录失败")
+            else:
+                logger.warning(
+                    "订单未完成(状态: %s)，未被记录到CSV。订单ID: %s",
+                    order_detail.get("status", "UNKNOWN"),
+                    order_id,
+                )

            return order_detail

-        except Exception as e:  # pylint: disable=W0703
+        except Exception as e:
            logger.error("交易执行失败: %s", str(e))
            return None


+class TradingConfig:
+    """交易配置管理类
+
+    负责加载和管理交易配置
+
+    方法：
+    - get_today_trades(): 获取今天需要执行的交易列表
+    - _load_config(): 加载JSON配置文件
+    """
+
+    def __init__(self, config_file: str = "trading_config.json"):
+        """
+        初始化交易配置
+
+        Args:
+            config_file: 配置文件路径
+        """
+
+        self.config_file = config_file
+        self.config_data = self._load_config()
+
+    def _load_config(self) -> Dict[str, Any]:
+        """加载JSON配置文件"""
+        try:
+            with open(self.config_file, "r", encoding="utf-8") as f:
+                config = json.load(f)
+                logger.info("成功加载配置文件: %s", self.config_file)
+                return config
+        except FileNotFoundError:
+            logger.error("配置文件不存在: %s", self.config_file)
+            return {}
+        except json.JSONDecodeError:
+            logger.error("配置文件格式错误，不是有效的JSON")
+            return {}
+        except Exception as e:
+            logger.error("加载配置文件时出错: %s", str(e))
+            return {}
+
+    def get_today_trades(self) -> List[Dict[str, Any]]:
+        """
+        获取今天需要执行的交易列表
+
+        Returns:
+            今天需要执行的交易配置列表
+
+        Example:
+            >>> config = TradingConfig()
+            >>> today_trades = config.get_today_trades()
+            >>> print(len(today_trades))
+        """
+
+        if not self.config_data or "trades" not in self.config_data:
+            return []
+
+        today = date.today().isoformat()
+        today_trades = []
+
+        for trade in self.config_data["trades"]:
+            # 检查交易是否包含执行日期
+            if "execute_dates" not in trade:
+                continue
+
+            # 检查是否设置了每天执行(*)
+            if "*" in trade["execute_dates"]:
+                today_trades.append(trade)
+                continue
+
+            # 检查今天是否在执行日期列表中
+            if today in trade["execute_dates"]:
+                today_trades.append(trade)
+
+        return today_trades
+
+
 def main():
    """主函数"""
+
+    # 初始化交易配置
+    config = TradingConfig()
+
+    # 获取今天需要执行的交易
+    today_trades = config.get_today_trades()
+
+    if not today_trades:
+        logger.info("今天没有需要执行的交易")
+        return
+
+    logger.info("今天有 %d 个交易需要执行", len(today_trades))
+
+    # 初始化交易类
    spot_trader = MexcSpotTrade()

-    result = spot_trader.trade(
-        symbol="BTCUSDC",
-        order_type="MARKET",
-        side="BUY",
-        quoteOrderQty="1.5",
-    )
+    # 执行每个交易
+    for trade_config in today_trades:
+        try:
+            # 提取交易参数
+            symbol = trade_config.get("symbol")
+            order_type = trade_config.get("order_type")
+            side = trade_config.get("side")
+            params = trade_config.get("params", {})

-    if result:
-        logger.info("交易执行成功")
-        logger.info("订单详情: %s", result)
-    else:
-        logger.error("交易执行失败")
+            if not all([symbol, order_type, side]):
+                logger.error("交易配置缺少必要参数: %s", trade_config)
+                continue
+
+            logger.info("执行交易: %s %s %s", symbol, order_type, side)
+            logger.debug("交易参数: %s", params)
+
+            # 执行交易
+            result = spot_trader.trade(
+                symbol=symbol, order_type=order_type, side=side, **params
+            )
+
+            if result:
+                logger.info("交易执行成功: %s", result)
+            else:
+                logger.error("交易执行失败")
+
+        except Exception as e:
+            logger.error("执行交易时出错: %s", str(e))
+            continue
+
+    logger.info("执行完毕")


 if __name__ == "__main__":