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.gitignore vendored Normal file
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output/
__pycache__/

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config.py Normal file
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mexc_host = "https://api.mexc.com"
api_key = "mx0vglky5BuzlcK5HQ"
secret_key = "e2a0c4737b4643bbac4ad5f8b26dcce2"

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#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
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
"""
import csv
import logging
import os
from datetime import datetime
from typing import Dict, Any, Optional, Tuple
import mexc_spot_v3
os.makedirs("output", exist_ok=True)
# 配置日志
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
handlers=[
logging.FileHandler("output/mexc_trading_bot.log", encoding="utf-8"),
logging.StreamHandler(),
],
)
logger = logging.getLogger(__name__)
class MexcSpotMarket:
"""MEXC 市场数据查询类"""
def __init__(self):
"""初始化市场数据查询接口"""
self.market = mexc_spot_v3.mexc_market()
def get_price(self, symbol: str) -> Optional[float]:
"""
获取指定交易对的当前价格
Args:
symbol: 交易对,如 "BTCUSDT"
Returns:
当前价格(浮点数)或None(如果失败)
"""
params = {"symbol": symbol}
try:
logger.info("查询交易对价格: %s", symbol)
price_data = self.market.get_price(params)
if not price_data or "price" not in price_data:
logger.error("获取价格数据失败: %s", price_data)
return None
price_str = price_data["price"]
price = float(price_str)
logger.info("获取价格成功: %s = %f", symbol, price)
return price
except Exception as e: # pylint: disable=W0703
logger.error("查询价格失败: %s", str(e))
return None
class MexcSpotTrade:
"""MEXC 现货交易类"""
# 证券代码映射 (API代码: CSV记录代码)
SYMBOL_MAPPING = {
"BTCUSDC": "BTCUSDT",
# 可以在此添加更多映射
}
# 订单类型与必需参数
ORDER_TYPE_REQUIREMENTS = {
"LIMIT": ["quantity", "price"],
"MARKET": ["quantity", "quoteOrderQty"], # 任选其一
"LIMIT_MAKER": ["quantity", "price"],
"IMMEDIATE_OR_CANCEL": ["quantity", "price"],
"FILL_OR_KILL": ["quantity", "price"],
}
def __init__(self):
"""初始化交易机器人"""
self.trader = mexc_spot_v3.mexc_trade()
self.csv_file = "output/mexc_spot_trade.csv"
def _api_get_order(self, symbol: str, order_id: str) -> Optional[Dict[str, Any]]:
"""
查询订单状态
Args:
symbol: 交易对
order_id: 订单ID
Returns:
订单详情字典或None(如果失败)
"""
params = {
"symbol": symbol,
"orderId": order_id,
}
try:
logger.info("查询订单状态, 订单ID: %s", order_id)
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
logger.error("查询订单失败: %s", str(e))
return None
def _tool_map_symbol(self, symbol: str) -> str:
"""映射证券代码用于记录"""
return self.SYMBOL_MAPPING.get(symbol, symbol)
def _tool_validate_order_params(
self, order_type: str, params: Dict[str, Any]
) -> Tuple[bool, str]:
"""
验证订单参数是否符合要求
Args:
order_type: 订单类型
params: 订单参数
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MARKET订单
if order_type == "MARKET":
if "quantity" not in params and "quoteOrderQty" not in params:
return False, "MARKET订单需要quantity或quoteOrderQty参数"
return True, ""
# 检查其他订单类型的必需参数
missing_params = [p for p in required_params if p not in params]
if missing_params:
return False, f"{order_type}订单缺少必需参数: {', '.join(missing_params)}"
return True, ""
def _tool_record_transaction(self, order_data: Dict[str, Any]) -> bool:
"""
记录交易到CSV文件
Args:
order_data: 订单数据字典
Returns:
是否成功记录
"""
try:
original_symbol = order_data["symbol"]
mapped_symbol = self._tool_map_symbol(original_symbol)
order_id = order_data["orderId"]
executed_qty = order_data["executedQty"]
cummulative_quote_qty = order_data["cummulativeQuoteQty"]
side = order_data["side"]
# 确定交易类型显示
trade_type = "买入" if side == "BUY" else "卖出"
timestamp = datetime.fromtimestamp(order_data["time"] / 1000).strftime(
"%Y-%m-%dT%H:%M"
)
row = [
timestamp,
trade_type,
mapped_symbol,
executed_qty,
cummulative_quote_qty,
"资金账户",
"FW#id",
f"MEXC API - Order ID: {order_id}",
]
# 检查文件是否存在
file_exists = False
try:
with open(self.csv_file, "r", encoding="utf-8") as f:
file_exists = True
except FileNotFoundError:
pass
# 写入CSV
with open(self.csv_file, "a", newline="", encoding="utf-8") as f:
writer = csv.writer(f)
if not file_exists:
writer.writerow(
[
"日期",
"类型",
"证券代码",
"份额",
"净额",
"现金账户",
"目标账户",
"备注",
]
)
writer.writerow(row)
logger.info("交易记录成功, 订单ID: %s", order_id)
return True
except Exception as e: # pylint: disable=W0703
logger.error("记录交易失败: %s", str(e))
return False
def trade(
self, symbol: str, order_type: str, side: str, **kwargs
) -> Optional[Dict[str, Any]]:
"""
执行现货交易
Args:
symbol: 交易对 (如 BTCUSDC)
order_type: 订单类型 (LIMIT, MARKET等)
side: 交易方向 (BUY, SELL)
**kwargs: 其他订单参数
Returns:
订单信息字典或None(如果失败)
"""
# 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()
# 准备订单参数
base_params = {"symbol": symbol, "side": side, "type": order_type, **kwargs}
# 验证参数
is_valid, error_msg = self._tool_validate_order_params(order_type, base_params)
if not is_valid:
logger.error("订单参数验证失败: %s", error_msg)
return None
try:
logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
# 测试订单
test_result = self.trader.post_order_test(base_params.copy())
if test_result != {}:
logger.error("订单测试失败,参数有误: %s", test_result)
return None
logger.info("订单参数测试通过,准备正式下单")
# 正式下单
order = self.trader.post_order(base_params.copy())
order_id = order.get("orderId")
if not order_id:
logger.error("下单失败: 未获取到订单ID")
logger.error(base_params.copy())
logger.error(order)
return None
logger.info("订单创建成功, 订单ID: %s", order_id)
# 查询订单详情
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)
return order_detail
except Exception as e: # pylint: disable=W0703
logger.error("交易执行失败: %s", str(e))
return None
def main():
"""主函数"""
spot_trader = MexcSpotTrade()
result = spot_trader.trade(
symbol="BTCUSDC",
order_type="MARKET",
side="BUY",
quoteOrderQty="1.5",
)
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 __name__ == "__main__":
main()

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import requests
import hmac
import hashlib
from urllib.parse import urlencode, quote
import config
# ServerTime、Signature
class TOOL(object):
def _get_server_time(self):
return requests.request('get', 'https://api.mexc.com/api/v3/time').json()['serverTime']
def _sign_v3(self, req_time, sign_params=None):
if sign_params:
sign_params = urlencode(sign_params, quote_via=quote)
to_sign = "{}&timestamp={}".format(sign_params, req_time)
else:
to_sign = "timestamp={}".format(req_time)
sign = hmac.new(self.mexc_secret.encode('utf-8'), to_sign.encode('utf-8'), hashlib.sha256).hexdigest()
return sign
def public_request(self, method, url, params=None):
url = '{}{}'.format(self.hosts, url)
return requests.request(method, url, params=params)
def sign_request(self, method, url, params=None):
url = '{}{}'.format(self.hosts, url)
req_time = self._get_server_time()
if params:
params['signature'] = self._sign_v3(req_time=req_time, sign_params=params)
else:
params = {}
params['signature'] = self._sign_v3(req_time=req_time)
params['timestamp'] = req_time
headers = {
'x-mexc-apikey': self.mexc_key,
'Content-Type': 'application/json',
}
return requests.request(method, url, params=params, headers=headers)
# Market Data
class mexc_market(TOOL):
def __init__(self):
self.api = '/api/v3'
self.hosts = config.mexc_host
self.method = 'GET'
def get_ping(self):
"""test connectivity"""
url = '{}{}'.format(self.api, '/ping')
response = self.public_request(self.method, url)
return response.json()
def get_timestamp(self):
"""get sever time"""
url = '{}{}'.format(self.api, '/time')
response = self.public_request(self.method, url)
return response.json()
def get_defaultSymbols(self):
"""get defaultSymbols"""
url = '{}{}'.format(self.api, '/defaultSymbols')
response = self.public_request(self.method, url)
return response.json()
def get_exchangeInfo(self, params=None):
"""get exchangeInfo"""
url = '{}{}'.format(self.api, '/exchangeInfo')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_depth(self, params):
"""get symbol depth"""
url = '{}{}'.format(self.api, '/depth')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_deals(self, params):
"""get current trade deals list"""
url = '{}{}'.format(self.api, '/trades')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_aggtrades(self, params):
"""get aggregate trades list"""
url = '{}{}'.format(self.api, '/aggTrades')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_kline(self, params):
"""get k-line data"""
url = '{}{}'.format(self.api, '/klines')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_avgprice(self, params):
"""get current average prcie(default : 5m)"""
url = '{}{}'.format(self.api, '/avgPrice')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_24hr_ticker(self, params=None):
"""get 24hr prcie ticker change statistics"""
url = '{}{}'.format(self.api, '/ticker/24hr')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_price(self, params=None):
"""get symbol price ticker"""
url = '{}{}'.format(self.api, '/ticker/price')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_bookticker(self, params=None):
"""get symbol order book ticker"""
url = '{}{}'.format(self.api, '/ticker/bookTicker')
response = self.public_request(self.method, url, params=params)
return response.json()
def get_ETF_info(self, params=None):
"""get ETF information"""
url = '{}{}'.format(self.api, '/etf/info')
response = self.public_request(self.method, url, params=params)
return response.json()
# Spot Trade
class mexc_trade(TOOL):
def __init__(self):
self.api = '/api/v3'
self.hosts = config.mexc_host
self.mexc_key = config.api_key
self.mexc_secret = config.secret_key
def get_selfSymbols(self):
"""get currency information"""
method = 'GET'
url = '{}{}'.format(self.api, '/selfSymbols')
response = self.sign_request(method, url)
return response.json()
def post_order_test(self, params):
"""test new order"""
method = 'POST'
url = '{}{}'.format(self.api, '/order/test')
response = self.sign_request(method, url, params=params)
return response.json()
def post_order(self, params):
"""place order"""
method = 'POST'
url = '{}{}'.format(self.api, '/order')
response = self.sign_request(method, url, params=params)
return response.json()
def post_batchorders(self, params):
"""place batch orders(same symbol)"""
method = 'POST'
url = '{}{}'.format(self.api, '/batchOrders')
params = {"batchOrders": str(params)}
response = self.sign_request(method, url, params=params)
print(response.url)
return response.json()
def delete_order(self, params):
"""
cancel order
'origClientOrderId' or 'orderId' must be sent
"""
method = 'DELETE'
url = '{}{}'.format(self.api, '/order')
response = self.sign_request(method, url, params=params)
return response.json()
def delete_openorders(self, params):
"""
cancel all order for a single symbol
"""
method = 'DELETE'
url = '{}{}'.format(self.api, '/openOrders')
response = self.sign_request(method, url, params=params)
return response.json()
def get_order(self, params):
"""
get order
'origClientOrderId' or 'orderId' must be sent
"""
method = 'GET'
url = '{}{}'.format(self.api, '/order')
response = self.sign_request(method, url, params=params)
return response.json()
def get_openorders(self, params):
"""get current pending order """
method = 'GET'
url = '{}{}'.format(self.api, '/openOrders')
response = self.sign_request(method, url, params=params)
return response.json()
def get_allorders(self, params):
"""
get current all order
startTime and endTime need to use at the same time
"""
method = 'GET'
url = '{}{}'.format(self.api, '/allOrders')
response = self.sign_request(method, url, params=params)
return response.json()
def get_mytrades(self, params):
"""
get current all order
orderId need to use with symbol at the same time
"""
method = 'GET'
url = '{}{}'.format(self.api, '/myTrades')
response = self.sign_request(method, url, params=params)
return response.json()
def post_mxDeDuct(self, params):
"""Enable MX DeDuct"""
method = 'POST'
url = '{}{}'.format(self.api, '/mxDeduct/enable')
response = self.sign_request(method, url, params=params)
return response.json()
def get_mxDeDuct(self):
"""MX DeDuct status"""
method = 'GET'
url = '{}{}'.format(self.api, '/mxDeduct/enable')
response = self.sign_request(method, url)
return response.json()
def get_account_info(self):
"""get account information"""
method = 'GET'
url = '{}{}'.format(self.api, '/account')
response = self.sign_request(method, url)
return response.json()
# Wallet
class mexc_wallet(TOOL):
def __init__(self):
self.api = '/api/v3/capital'
self.hosts = config.mexc_host
self.mexc_key = config.api_key
self.mexc_secret = config.secret_key
def get_coinlist(self):
"""get currency information"""
method = 'GET'
url = '{}{}'.format(self.api, '/config/getall')
response = self.sign_request(method, url)
return response.json()
def post_withdraw(self, params):
"""withdraw"""
method = 'POST'
url = '{}{}'.format(self.api, '/withdraw/apply')
response = self.sign_request(method, url, params=params)
return response.json()
def cancel_withdraw(self, params):
"""withdraw"""
method = 'DELETE'
url = '{}{}'.format(self.api, '/withdraw')
response = self.sign_request(method, url, params=params)
return response.json()
def get_deposit_list(self, params):
"""deposit history list"""
method = 'GET'
url = '{}{}'.format(self.api, '/deposit/hisrec')
response = self.sign_request(method, url, params=params)
return response.json()
def get_withdraw_list(self, params):
"""withdraw history list"""
method = 'GET'
url = '{}{}'.format(self.api, '/withdraw/history')
response = self.sign_request(method, url, params=params)
return response.json()
def post_deposit_address(self, params):
"""generate deposit address"""
method = 'POST'
url = '{}{}'.format(self.api, '/deposit/address')
response = self.sign_request(method, url, params=params)
return response.json()
def get_deposit_address(self, params):
"""get deposit address"""
method = 'GET'
url = '{}{}'.format(self.api, '/deposit/address')
response = self.sign_request(method, url, params=params)
return response.json()
def get_withdraw_address(self, params):
"""get deposit address"""
method = 'GET'
url = '{}{}'.format(self.api, '/withdraw/address')
response = self.sign_request(method, url, params=params)
return response.json()
def post_transfer(self, params):
"""universal transfer"""
method = 'POST'
url = '{}{}'.format(self.api, '/transfer')
response = self.sign_request(method, url, params=params)
return response.json()
def get_transfer_list(self, params):
"""universal transfer history"""
method = 'GET'
url = '{}{}'.format(self.api, '/transfer')
response = self.sign_request(method, url, params=params)
return response.json()
def get_transfer_list_byId(self, params):
"""universal transfer history (by tranId)"""
method = 'GET'
url = '{}{}'.format(self.api, '/transfer/tranId')
response = self.sign_request(method, url, params=params)
return response.json()
def post_transfer_internal(self, params):
"""universal transfer"""
method = 'POST'
url = '{}{}'.format(self.api, '/transfer/internal')
response = self.sign_request(method, url, params=params)
return response.json()
def get_transfer_internal_list(self, params=None):
"""universal transfer"""
method = 'GET'
url = '{}{}'.format(self.api, '/transfer/internal')
response = self.sign_request(method, url, params=params)
return response.json()
def get_smallAssets_list(self):
"""small Assets convertible list"""
method = 'GET'
url = '{}{}'.format(self.api, '/convert/list')
response = self.sign_request(method, url)
return response.json()
def post_smallAssets_convert(self, params):
"""small Assets convert"""
method = 'POST'
url = '{}{}'.format(self.api, '/convert')
response = self.sign_request(method, url, params=params)
return response.json()
def get_smallAssets_history(self, params=None):
"""small Assets convertible history"""
method = 'GET'
url = '{}{}'.format(self.api, '/convert')
response = self.sign_request(method, url, params=params)
return response.json()
# Sub-Account
class mexc_subaccount(TOOL):
def __init__(self):
self.api = '/api/v3'
self.hosts = config.mexc_host
self.mexc_key = config.api_key
self.mexc_secret = config.secret_key
def post_virtualSubAccount(self, params):
"""create a sub-account"""
method = 'POST'
url = '{}{}'.format(self.api, '/sub-account/virtualSubAccount')
response = self.sign_request(method, url, params=params)
return response.json()
def get_SubAccountList(self, params=None):
"""get sub-account list"""
method = 'GET'
url = '{}{}'.format(self.api, '/sub-account/list')
response = self.sign_request(method, url, params=params)
return response.json()
def post_virtualApiKey(self, params):
"""create sub-account's apikey"""
method = 'POST'
url = '{}{}'.format(self.api, '/sub-account/apiKey')
response = self.sign_request(method, url, params=params)
return response.json()
def get_virtualApiKey(self, params):
"""get sub-account's apikey"""
method = 'GET'
url = '{}{}'.format(self.api, '/sub-account/apiKey')
response = self.sign_request(method, url, params=params)
return response.json()
def delete_virtualApiKey(self, params):
"""delete sub-account's apikey"""
method = 'DELETE'
url = '{}{}'.format(self.api, '/sub-account/apiKey')
response = self.sign_request(method, url, params=params)
return response.json()
def post_universalTransfer(self, params):
"""universal transfer between accounts"""
method = 'POST'
url = '{}{}'.format(self.api, '/capital/sub-account/universalTransfer')
response = self.sign_request(method, url, params=params)
return response.json()
def get_universalTransfer(self, params):
"""universal transfer history between accounts"""
method = 'GET'
url = '{}{}'.format(self.api, '/capital/sub-account/universalTransfer')
response = self.sign_request(method, url, params=params)
return response.json()
# Rebate
class mexc_rebate(TOOL):
def __init__(self):
self.api = '/api/v3/rebate'
self.hosts = config.mexc_host
self.mexc_key = config.api_key
self.mexc_secret = config.secret_key
def get_taxQuery(self, params=None):
"""get the rebate commission record"""
method = 'GET'
url = '{}{}'.format(self.api, '/taxQuery')
response = self.sign_request(method, url, params=params)
return response.json()
def get_rebate_detail(self, params=None):
"""get rebate record details"""
method = 'GET'
url = '{}{}'.format(self.api, '/detail')
response = self.sign_request(method, url, params=params)
return response.json()
def get_kickback_detail(self, params=None):
"""get self-return record details"""
method = 'GET'
url = '{}{}'.format(self.api, '/detail/kickback')
response = self.sign_request(method, url, params=params)
return response.json()
def get_inviter(self, params=None):
"""get self-return record details"""
method = 'GET'
url = '{}{}'.format(self.api, '/referCode')
response = self.sign_request(method, url, params=params)
return response.json()
def get_affiliate_commission(self, params=None):
"""get affiliate commission history"""
method = 'GET'
url = '{}{}'.format(self.api, '/affiliate/commission')
response = self.sign_request(method, url, params=params)
return response.json()
def get_affiliate_withdraw(self, params=None):
"""get affiliate withdraw history"""
method = 'GET'
url = '{}{}'.format(self.api, '/affiliate/withdraw')
response = self.sign_request(method, url, params=params)
return response.json()
def get_affiliate_commission_detail(self, params=None):
"""get affiliate commission details"""
method = 'GET'
url = '{}{}'.format(self.api, '/affiliate/commission/detail')
response = self.sign_request(method, url, params=params)
return response.json()
def get_affiliate_referral(self, params=None):
"""get affiliate referral"""
method = 'GET'
url = '{}{}'.format(self.api, '/affiliate/referral')
response = self.sign_request(method, url, params=params)
return response.json()
def get_affiliate_subaffiliates(self, params=None):
"""get affiliate subaffiliates"""
method = 'GET'
url = '{}{}'.format(self.api, '/affiliate/subaffiliates')
response = self.sign_request(method, url, params=params)
return response.json()
# WebSocket ListenKey
class mexc_listenkey(TOOL):
def __init__(self):
self.api = '/api/v3'
self.hosts = config.mexc_host
self.mexc_key = config.api_key
self.mexc_secret = config.secret_key
def post_listenKey(self):
""" generate ListenKey """
method = 'POST'
url = '{}{}'.format(self.api, '/userDataStream')
response = self.sign_request(method, url)
return response.json()
def get_listenKey(self):
""" get valid ListenKey """
method = 'GET'
url = '{}{}'.format(self.api, '/userDataStream')
response = self.sign_request(method, url)
return response.json()
def put_listenKey(self, params):
""" extend ListenKey validity """
method = 'PUT'
url = '{}{}'.format(self.api, '/userDataStream')
response = self.sign_request(method, url, params=params)
return response.json()
def delete_listenKey(self, params):
""" delete ListenKey """
method = 'DELETE'
url = '{}{}'.format(self.api, '/userDataStream')
response = self.sign_request(method, url, params=params)
return response.json()