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1
.gitignore
vendored
1
.gitignore
vendored
@@ -1,3 +1,4 @@
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output/
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public/
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config/
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__pycache__/
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19
README.md
19
README.md
@@ -1,8 +1,8 @@
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# MEXC 交易机器人
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# MEXC 定投交易机器人
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## 项目简介
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MEXC 交易机器人是一个自动化交易工具,用于在 MEXC 交易所执行现货交易。它通过 JSON 配置文件管理交易指令,支持多种订单类型,并自动记录交易日志。
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MEXC 定投交易机器人是一个自动化交易工具,用于在 MEXC 交易所执行现货定投交易。它通过 JSON 配置文件管理交易指令,支持多种订单类型,并自动记录交易日志。
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## 主要功能
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@@ -16,7 +16,7 @@ MEXC 交易机器人是一个自动化交易工具,用于在 MEXC 交易所执
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## 安装与使用
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1. 创建配置文件`trading_config.json`
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1. 创建配置文件`config/trading_config.json`(可有多个不同名字的`.json`文件,程序会自动遍历所有)
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2. 运行程序:
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```bash
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@@ -31,6 +31,11 @@ MEXC 交易机器人是一个自动化交易工具,用于在 MEXC 交易所执
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```json
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{
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"api": {
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"mexc_host": "https://api.mexc.com",
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"api_key": "mxxxxxxxxxx",
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"secret_key": "xxxxxxxxxxxxxxxxx"
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},
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"symbol_mapping": {
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"BTCUSDC": "BTCUSDT"
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},
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@@ -51,12 +56,14 @@ MEXC 交易机器人是一个自动化交易工具,用于在 MEXC 交易所执
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### 配置字段详解
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#### 1. 证券代码映射 (`symbol_mapping`)
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#### 1. API 配置 (`api`)
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#### 2. 证券代码映射 (`symbol_mapping`)
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- 类型:数组
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- 描述:API代码: CSV记录代码,如`"BTCUSDC": "BTCUSDT"`代表向API请求`BTCUSDC`,但CSV中记录证券代码`BTCUSDT`
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- 描述:API 代码: CSV 记录代码,如`"BTCUSDC": "BTCUSDT"`代表向 API 请求`BTCUSDC`,但 CSV 中记录证券代码`BTCUSDT`
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#### 2. 交易列表 (`trades`)
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#### 3. 交易列表 (`trades`)
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- 类型:数组
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- 描述:包含所有交易指令的列表
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|
@@ -1,3 +0,0 @@
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mexc_host = "https://api.mexc.com"
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api_key = "mx0vglky5BuzlcK5HQ"
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secret_key = "e2a0c4737b4643bbac4ad5f8b26dcce2"
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286
main.py
286
main.py
@@ -27,8 +27,10 @@ import logging
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import os
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import time
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import json
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from pathlib import Path
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from datetime import datetime, date
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from typing import Dict, Any, Optional, Tuple, List
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import git
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import mexc_spot_v3
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@@ -43,7 +45,6 @@ logging.basicConfig(
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logging.StreamHandler(),
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],
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)
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logger = logging.getLogger(__name__)
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class MexcSpotMarket:
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@@ -52,12 +53,41 @@ class MexcSpotMarket:
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提供获取交易对价格等功能
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方法:
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- get_exchange_info(symbol): 获取交易对信息
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- get_price(symbol): 获取指定交易对的当前价格
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"""
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def __init__(self):
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def __init__(self, config):
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"""初始化市场数据查询接口"""
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self.market = mexc_spot_v3.mexc_market()
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self.market = mexc_spot_v3.mexc_market(config)
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self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
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def get_exchange_info(self, symbol: str) -> Optional[Dict[str, Any]]:
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"""
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获取交易对信息
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Args:
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symbol: 交易对,如 "BTCUSDT"
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Returns:
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交易对信息字典或None(如果失败)
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"""
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params = {"symbol": symbol}
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try:
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self.logger.info("查询交易对信息: %s", symbol)
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exchange_info = self.market.get_exchangeInfo(params)
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if not exchange_info or "symbols" not in exchange_info:
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self.logger.error("获取交易对信息失败: %s", exchange_info)
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return None
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self.logger.info("获取交易对信息成功")
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return exchange_info
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except Exception as e:
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self.logger.error("查询交易所信息失败: %s", str(e))
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return None
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def get_price(self, symbol: str) -> Optional[float]:
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"""
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@@ -76,20 +106,20 @@ class MexcSpotMarket:
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params = {"symbol": symbol}
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try:
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logger.info("查询交易对价格: %s", symbol)
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self.logger.info("查询交易对价格: %s", symbol)
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price_data = self.market.get_price(params)
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if not price_data or "price" not in price_data:
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logger.error("获取价格数据失败: %s", price_data)
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self.logger.error("获取价格数据失败: %s", price_data)
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return None
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price_str = price_data["price"]
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price = float(price_str)
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logger.info("获取价格成功: %s = %f", symbol, price)
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self.logger.info("获取价格成功: %s = %f", symbol, price)
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return price
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except Exception as e:
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logger.error("查询价格失败: %s", str(e))
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self.logger.error("查询价格失败: %s", str(e))
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return None
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@@ -123,12 +153,33 @@ class MexcSpotTrade:
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"FILL_OR_KILL": ["quantity", "price"],
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}
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def __init__(self):
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def __init__(self, config, symbol_mapping, config_file_name):
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"""初始化交易机器人"""
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self.trader = mexc_spot_v3.mexc_trade()
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self.market = MexcSpotMarket()
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self.csv_file = "output/mexc_spot_trade.csv"
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self.symbol_mapping = TradingConfig().config_data.get("symbol_mapping", {})
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self.trader = mexc_spot_v3.mexc_trade(config)
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self.market = MexcSpotMarket(config)
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self.csv_file = f"output/{config_file_name}.csv"
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self.symbol_mapping = symbol_mapping
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self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
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def _api_get_balance(self) -> str:
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"""
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获取账户余额
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Returns:
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账户余额字典或None(如果失败)
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"""
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try:
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self.logger.info("查询账户余额")
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account_info = self.trader.get_account_info()
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account_info_balance = account_info.get("balances", [])
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balances = ""
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for item in account_info_balance:
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balances += f"{item['available']} {item['asset']} "
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self.logger.info("获取账户余额成功")
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return balances
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except Exception as e:
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self.logger.error("查询账户信息失败: %s", str(e))
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return f"ERROR: {str(e)}"
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def _api_get_order(self, symbol: str, order_id: str) -> Optional[Dict[str, Any]]:
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"""
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@@ -148,12 +199,12 @@ class MexcSpotTrade:
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}
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try:
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logger.info("查询订单状态, 订单ID: %s", order_id)
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self.logger.info("查询订单状态, 订单ID: %s", order_id)
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order = self.trader.get_order(params)
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logger.info("订单状态: %s", order.get("status"))
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self.logger.info("订单状态: %s", order.get("status"))
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return order
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except Exception as e:
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logger.error("查询订单失败: %s", str(e))
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self.logger.error("查询订单失败: %s", str(e))
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return None
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def _tool_map_symbol(self, symbol: str) -> str:
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@@ -221,6 +272,7 @@ class MexcSpotTrade:
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executed_qty = order_data["executedQty"]
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cummulative_quote_qty = order_data["cummulativeQuoteQty"]
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side = order_data["side"]
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balances = self._api_get_balance()
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# 确定交易类型显示
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trade_type = "买入" if side == "BUY" else "卖出"
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@@ -238,6 +290,7 @@ class MexcSpotTrade:
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"资金账户",
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"CEX",
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f"MEXC API - Order ID: {order_id}",
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balances
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]
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# 检查文件是否存在
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@@ -262,16 +315,55 @@ class MexcSpotTrade:
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"现金账户",
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"目标账户",
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"备注",
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"balances"
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]
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)
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writer.writerow(row)
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logger.info("交易记录成功, 订单ID: %s", order_id)
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self.logger.info("交易记录成功, 订单ID: %s", order_id)
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return True
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except Exception as e:
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logger.error("记录交易失败: %s", str(e))
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self.logger.error("记录交易失败: %s", str(e))
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return False
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def _tool_calculate_quantity(
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self,
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quantity: float,
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price: float,
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base_asset_precision: int,
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quote_amount_precision: float,
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) -> float:
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"""
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调整下单数量以满足最小成交额要求。
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策略说明:
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- 计算出的quantity如果乘以price后小于交易对的最小成交额(quoteAmountPrecision),
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则将quantity增加一个最小单位(10^(-base_asset_precision)),确保下单金额满足交易所要求。
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Args:
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quantity: 初步计算出的下单数量
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price: 当前价格
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base_asset_precision: 交易对基础资产的小数精度
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quote_amount_precision: 交易对最小成交额
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Returns:
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满足最小成交额要求的下单数量
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"""
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processed_quantity = round(quantity, base_asset_precision)
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if processed_quantity * price < quote_amount_precision:
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self.logger.info(
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||||
"计算的quantity小于最低要求:%f * %f = %f < %f,进行调整",
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processed_quantity,
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price,
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processed_quantity * price,
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quote_amount_precision,
|
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)
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processed_quantity = round(
|
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quantity + 10 ** (-base_asset_precision), base_asset_precision
|
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)
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self.logger.info("调整后的quantity: %f", processed_quantity)
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return processed_quantity
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def trade(
|
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self, symbol: str, order_type: str, side: str, **kwargs
|
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) -> Optional[Dict[str, Any]]:
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@@ -294,20 +386,29 @@ class MexcSpotTrade:
|
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# 基本参数验证
|
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if side not in ["BUY", "SELL"]:
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logger.error("无效的交易方向: %s", side)
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self.logger.error("无效的交易方向: %s", side)
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return None
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order_type = order_type.upper()
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processed_kwargs = kwargs.copy()
|
||||
|
||||
# 记录未经过偏移的价格,以供LIMIT订单只有quoteOrderQty没有quantity的情况使用:
|
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# 参数有price时直接使用,否则就为实时价格
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clean_price = processed_kwargs.get("price")
|
||||
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# 处理无price的情况,获取实时价格
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if order_type in ["LIMIT", "LIMIT_MAKER"] and "price" not in processed_kwargs:
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current_price = self.market.get_price(symbol)
|
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if current_price is None:
|
||||
logger.error("无法获取实时价格,交易取消")
|
||||
self.logger.error("无法获取实时价格,交易取消")
|
||||
return None
|
||||
processed_kwargs["price"] = current_price
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logger.info("使用实时价格作为限价: %f", current_price)
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clean_price = current_price
|
||||
# 防止挂单不成交
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||||
if side == "BUY":
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processed_kwargs["price"] = current_price * 1.01 # 买入加价1%
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elif side == "SELL":
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processed_kwargs["price"] = current_price * 0.99 # 卖出减价1%
|
||||
self.logger.info("使用调整1%%后价格作为限价: %f", processed_kwargs["price"])
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||||
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# 处理LIMIT订单只有quoteOrderQty没有quantity的情况
|
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if (
|
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@@ -316,13 +417,23 @@ class MexcSpotTrade:
|
||||
and "quantity" not in processed_kwargs
|
||||
):
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try:
|
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exchange_info = self.market.get_exchange_info(symbol)
|
||||
quote_amount = float(processed_kwargs["quoteOrderQty"])
|
||||
price = float(processed_kwargs["price"])
|
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quantity = quote_amount / price
|
||||
processed_kwargs["quantity"] = str(quantity)
|
||||
logger.info("根据quoteOrderQty计算quantity: %f", quantity)
|
||||
quantity = quote_amount / clean_price
|
||||
base_asset_precision = int(
|
||||
exchange_info["symbols"][0]["baseAssetPrecision"]
|
||||
)
|
||||
quote_amount_precision = float(
|
||||
exchange_info["symbols"][0]["quoteAmountPrecision"]
|
||||
)
|
||||
processed_quantity = self._tool_calculate_quantity(
|
||||
quantity, clean_price, base_asset_precision, quote_amount_precision
|
||||
)
|
||||
self.logger.info("根据quoteOrderQty计算quantity: %f", processed_quantity)
|
||||
processed_kwargs["quantity"] = str(processed_quantity)
|
||||
processed_kwargs.pop("quoteOrderQty")
|
||||
except (ValueError, KeyError) as e:
|
||||
logger.error("计算quantity失败: %s", str(e))
|
||||
self.logger.error("计算quantity失败: %s", str(e))
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||||
return None
|
||||
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||||
# 准备订单参数
|
||||
@@ -336,46 +447,46 @@ class MexcSpotTrade:
|
||||
# 验证参数
|
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is_valid, error_msg = self._tool_validate_order_params(order_type, base_params)
|
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if not is_valid:
|
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logger.error("订单参数验证失败: %s", error_msg)
|
||||
self.logger.error("订单参数验证失败: %s", error_msg)
|
||||
return None
|
||||
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||||
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)
|
||||
self.logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
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||||
self.logger.debug("订单参数: %s", base_params)
|
||||
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||||
# 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)
|
||||
self.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")
|
||||
self.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)
|
||||
self.logger.error("下单失败: 未获取到订单ID")
|
||||
self.logger.error(base_params.copy())
|
||||
self.logger.error(order)
|
||||
return None
|
||||
|
||||
logger.info("订单创建成功, 订单ID: %s", order_id)
|
||||
self.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...")
|
||||
self.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")
|
||||
self.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(
|
||||
self.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,
|
||||
@@ -383,15 +494,15 @@ class MexcSpotTrade:
|
||||
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")
|
||||
self.logger.error("获取订单详情失败")
|
||||
return None
|
||||
|
||||
# 记录交易
|
||||
if order_detail.get("status") == "FILLED":
|
||||
if not self._tool_record_transaction(order_detail):
|
||||
logger.error("交易记录失败")
|
||||
self.logger.error("交易记录失败")
|
||||
else:
|
||||
logger.warning(
|
||||
self.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,
|
||||
@@ -400,7 +511,7 @@ class MexcSpotTrade:
|
||||
return order_detail
|
||||
|
||||
except Exception as e:
|
||||
logger.error("交易执行失败: %s", str(e))
|
||||
self.logger.error("交易执行失败: %s", str(e))
|
||||
return None
|
||||
|
||||
|
||||
@@ -414,7 +525,7 @@ class TradingConfig:
|
||||
- _load_config(): 加载JSON配置文件
|
||||
"""
|
||||
|
||||
def __init__(self, config_file: str = "public/trading_config.json"):
|
||||
def __init__(self, config_file: str = "config/trading_config.json"):
|
||||
"""
|
||||
初始化交易配置
|
||||
|
||||
@@ -423,6 +534,7 @@ class TradingConfig:
|
||||
"""
|
||||
|
||||
self.config_file = config_file
|
||||
self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
|
||||
self.config_data = self._load_config()
|
||||
|
||||
def _load_config(self) -> Dict[str, Any]:
|
||||
@@ -430,16 +542,16 @@ class TradingConfig:
|
||||
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)
|
||||
self.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)
|
||||
self.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")
|
||||
self.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))
|
||||
self.logger.error("加载配置文件时出错: %s", str(e))
|
||||
return {}
|
||||
|
||||
def get_today_trades(self) -> List[Dict[str, Any]]:
|
||||
@@ -478,39 +590,79 @@ class TradingConfig:
|
||||
return today_trades
|
||||
|
||||
|
||||
def git_commit(repo_path: str = ".") -> str:
|
||||
"""获取Git仓库版本"""
|
||||
|
||||
try:
|
||||
repo = git.Repo(repo_path)
|
||||
return repo.head.commit.hexsha
|
||||
except Exception as _:
|
||||
return None
|
||||
|
||||
|
||||
def main():
|
||||
"""主函数"""
|
||||
|
||||
# 初始化交易配置
|
||||
config = TradingConfig()
|
||||
logger = logging.getLogger(f"{__name__}.main")
|
||||
|
||||
# 获取今天需要执行的交易
|
||||
logger.info("=" * 40)
|
||||
# 获取主程序Git仓库版本
|
||||
app_commit = git_commit(".")[:10]
|
||||
|
||||
# 确保config目录存在
|
||||
if not os.path.exists("config"):
|
||||
logger.error("配置目录 config 不存在")
|
||||
return
|
||||
|
||||
# 获取config, output仓库版本
|
||||
config_commit = git_commit("config")[:10]
|
||||
output_commit = git_commit("output")[:10]
|
||||
logger.info("主程序 %s, 配置 %s, 输出 %s", app_commit, config_commit, output_commit)
|
||||
|
||||
# 获取config目录下所有json文件
|
||||
config_files = list(Path("config").glob("*.json"))
|
||||
|
||||
if not config_files:
|
||||
logger.info("配置目录中没有找到任何JSON文件")
|
||||
return
|
||||
|
||||
logger.info("找到 %d 个配置文件需要处理", len(config_files))
|
||||
|
||||
for config_file in config_files:
|
||||
try:
|
||||
# 提取交易参数
|
||||
logger.info("处理配置文件: %s", config_file)
|
||||
config = TradingConfig(str(config_file))
|
||||
spot_trader = MexcSpotTrade(
|
||||
config.config_data.get("api", {}),
|
||||
config.config_data.get("symbol_mapping", {}),
|
||||
os.path.basename(config_file).replace(".json", ""),
|
||||
)
|
||||
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("%s - 今天没有需要执行的交易", config_file)
|
||||
continue
|
||||
|
||||
logger.info("今天有 %d 个交易需要执行", len(today_trades))
|
||||
logger.info("%s - 今天有 %d 个交易需要执行", config_file, len(today_trades))
|
||||
|
||||
# 初始化交易类
|
||||
spot_trader = MexcSpotTrade()
|
||||
|
||||
# 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 not all([symbol, order_type, side]):
|
||||
logger.error("交易配置缺少必要参数: %s", trade_config)
|
||||
logger.error(
|
||||
"%s - 交易配置缺少必要参数: %s", config_file, trade_config
|
||||
)
|
||||
continue
|
||||
|
||||
logger.info("执行交易: %s %s %s", symbol, order_type, side)
|
||||
logger.debug("交易参数: %s", params)
|
||||
logger.info(
|
||||
"%s - 执行交易: %s %s %s", config_file, symbol, order_type, side
|
||||
)
|
||||
logger.debug("%s - 交易参数: %s", config_file, params)
|
||||
|
||||
# 执行交易
|
||||
result = spot_trader.trade(
|
||||
@@ -518,15 +670,19 @@ def main():
|
||||
)
|
||||
|
||||
if result:
|
||||
logger.info("交易执行成功: %s", result)
|
||||
logger.info("%s - 交易执行成功: %s", config_file, result)
|
||||
else:
|
||||
logger.error("交易执行失败")
|
||||
logger.error("%s - 交易执行失败", config_file)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("执行交易时出错: %s", str(e))
|
||||
logger.error("%s - 执行交易时出错: %s", config_file, str(e))
|
||||
continue
|
||||
|
||||
logger.info("执行完毕")
|
||||
except Exception as e:
|
||||
logger.error("处理配置文件 %s 时出错: %s", config_file, str(e))
|
||||
continue
|
||||
|
||||
logger.info("所有配置文件处理完毕")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
@@ -2,7 +2,6 @@ import requests
|
||||
import hmac
|
||||
import hashlib
|
||||
from urllib.parse import urlencode, quote
|
||||
import config
|
||||
|
||||
# ServerTime、Signature
|
||||
class TOOL(object):
|
||||
@@ -42,9 +41,9 @@ class TOOL(object):
|
||||
# Market Data
|
||||
class mexc_market(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3'
|
||||
self.hosts = config.mexc_host
|
||||
self.hosts = config["mexc_host"]
|
||||
self.method = 'GET'
|
||||
|
||||
def get_ping(self):
|
||||
@@ -129,11 +128,11 @@ class mexc_market(TOOL):
|
||||
# Spot Trade
|
||||
class mexc_trade(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3'
|
||||
self.hosts = config.mexc_host
|
||||
self.mexc_key = config.api_key
|
||||
self.mexc_secret = config.secret_key
|
||||
self.hosts = config["mexc_host"]
|
||||
self.mexc_key = config["api_key"]
|
||||
self.mexc_secret = config["secret_key"]
|
||||
|
||||
def get_selfSymbols(self):
|
||||
"""get currency information"""
|
||||
@@ -246,11 +245,11 @@ class mexc_trade(TOOL):
|
||||
# Wallet
|
||||
class mexc_wallet(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3/capital'
|
||||
self.hosts = config.mexc_host
|
||||
self.mexc_key = config.api_key
|
||||
self.mexc_secret = config.secret_key
|
||||
self.hosts = config["mexc_host"]
|
||||
self.mexc_key = config["api_key"]
|
||||
self.mexc_secret = config["secret_key"]
|
||||
|
||||
def get_coinlist(self):
|
||||
"""get currency information"""
|
||||
@@ -368,11 +367,11 @@ class mexc_wallet(TOOL):
|
||||
# Sub-Account
|
||||
class mexc_subaccount(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3'
|
||||
self.hosts = config.mexc_host
|
||||
self.mexc_key = config.api_key
|
||||
self.mexc_secret = config.secret_key
|
||||
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"""
|
||||
@@ -427,11 +426,11 @@ class mexc_subaccount(TOOL):
|
||||
# Rebate
|
||||
class mexc_rebate(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3/rebate'
|
||||
self.hosts = config.mexc_host
|
||||
self.mexc_key = config.api_key
|
||||
self.mexc_secret = config.secret_key
|
||||
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"""
|
||||
@@ -500,11 +499,11 @@ class mexc_rebate(TOOL):
|
||||
# WebSocket ListenKey
|
||||
class mexc_listenkey(TOOL):
|
||||
|
||||
def __init__(self):
|
||||
def __init__(self, config):
|
||||
self.api = '/api/v3'
|
||||
self.hosts = config.mexc_host
|
||||
self.mexc_key = config.api_key
|
||||
self.mexc_secret = config.secret_key
|
||||
self.hosts = config["mexc_host"]
|
||||
self.mexc_key = config["api_key"]
|
||||
self.mexc_secret = config["secret_key"]
|
||||
|
||||
def post_listenKey(self):
|
||||
""" generate ListenKey """
|
||||
|
12
requirements.txt
Normal file
12
requirements.txt
Normal file
@@ -0,0 +1,12 @@
|
||||
certifi
|
||||
charset-normalizer
|
||||
gitdb
|
||||
GitPython
|
||||
icalendar
|
||||
idna
|
||||
python-dateutil
|
||||
requests
|
||||
six
|
||||
smmap
|
||||
tzdata
|
||||
urllib3
|
129
tool_csv_merge.py
Normal file
129
tool_csv_merge.py
Normal file
@@ -0,0 +1,129 @@
|
||||
"""CSV 文件处理模块
|
||||
|
||||
该模块用于合并同一证券在同一天的多笔交易记录,并生成汇总后的交易记录。
|
||||
"""
|
||||
|
||||
import csv
|
||||
import os
|
||||
from collections import defaultdict
|
||||
|
||||
|
||||
def process_csv(input_file, output_file):
|
||||
"""处理CSV文件,合并相同证券在同一天的交易记录
|
||||
|
||||
Args:
|
||||
input_file (str): 输入CSV文件路径
|
||||
output_file (str): 输出CSV文件路径
|
||||
"""
|
||||
merged_records = defaultdict(
|
||||
lambda: {
|
||||
"buy_shares": 0.0,
|
||||
"buy_amount": 0.0,
|
||||
"sell_shares": 0.0,
|
||||
"sell_amount": 0.0,
|
||||
"order_ids": set(),
|
||||
"first_record": None,
|
||||
"time_part": None,
|
||||
}
|
||||
)
|
||||
|
||||
with open(input_file, mode="r", newline="", encoding="utf-8") as infile:
|
||||
reader = csv.DictReader(infile)
|
||||
|
||||
for row in reader:
|
||||
datetime_str = row["日期"]
|
||||
date_part, time_part = datetime_str.split("T")
|
||||
order_id = row["备注"].split("Order ID: ")[-1].strip()
|
||||
merge_key = (date_part, row["证券代码"])
|
||||
|
||||
record = merged_records[merge_key]
|
||||
if record["first_record"] is None:
|
||||
record["first_record"] = row
|
||||
record["time_part"] = time_part
|
||||
|
||||
record["order_ids"].add(order_id)
|
||||
if row["类型"] == "买入":
|
||||
record["buy_shares"] += float(row["份额"])
|
||||
record["buy_amount"] += float(row["净额"])
|
||||
elif row["类型"] == "卖出":
|
||||
record["sell_shares"] += float(row["份额"])
|
||||
record["sell_amount"] += float(row["净额"])
|
||||
|
||||
output_rows = []
|
||||
|
||||
for key, record in merged_records.items():
|
||||
date_part, symbol = key
|
||||
first_row = record["first_record"]
|
||||
|
||||
net_shares = record["buy_shares"] - record["sell_shares"]
|
||||
net_amount = record["buy_amount"] - record["sell_amount"]
|
||||
|
||||
if net_shares >= 0:
|
||||
operation_type = "买入"
|
||||
display_shares = net_shares
|
||||
display_amount = net_amount
|
||||
else:
|
||||
operation_type = "卖出"
|
||||
display_shares = -net_shares
|
||||
display_amount = -net_amount
|
||||
|
||||
# 格式化为完整小数形式,不使用科学计数法
|
||||
formatted_shares = (
|
||||
f"{display_shares:f}".rstrip("0").rstrip(".")
|
||||
if "." in f"{display_shares:f}"
|
||||
else f"{display_shares:f}"
|
||||
)
|
||||
formatted_amount = (
|
||||
f"{display_amount:f}".rstrip("0").rstrip(".")
|
||||
if "." in f"{display_amount:f}"
|
||||
else f"{display_amount:f}"
|
||||
)
|
||||
|
||||
merged_row = {
|
||||
"日期": f"{date_part}T{record['time_part']}",
|
||||
"类型": operation_type,
|
||||
"证券代码": symbol,
|
||||
"份额": formatted_shares,
|
||||
"净额": formatted_amount,
|
||||
"现金账户": first_row["现金账户"],
|
||||
"目标账户": first_row["目标账户"],
|
||||
"备注": f"MEXC API - Order ID: {', '.join(sorted(record['order_ids']))}",
|
||||
}
|
||||
|
||||
output_rows.append(merged_row)
|
||||
|
||||
# 写入输出文件
|
||||
with open(output_file, mode="w", newline="", encoding="utf-8") as outfile:
|
||||
fieldnames = [
|
||||
"日期",
|
||||
"类型",
|
||||
"证券代码",
|
||||
"份额",
|
||||
"净额",
|
||||
"现金账户",
|
||||
"目标账户",
|
||||
"备注",
|
||||
]
|
||||
writer = csv.DictWriter(outfile, fieldnames=fieldnames)
|
||||
|
||||
writer.writeheader()
|
||||
writer.writerows(output_rows)
|
||||
|
||||
|
||||
def process_all_csvs(input_dir="output"):
|
||||
"""处理指定目录下的所有CSV文件
|
||||
|
||||
Args:
|
||||
input_dir (str): 包含CSV文件的目录路径
|
||||
"""
|
||||
for filename in os.listdir(input_dir):
|
||||
if filename.endswith(".csv") and not filename.startswith("merged_"):
|
||||
input_path = os.path.join(input_dir, filename)
|
||||
output_path = os.path.join(input_dir, f"merged_{filename}")
|
||||
process_csv(input_path, output_path)
|
||||
print(f"处理完成: {filename} -> merged_{filename}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
process_all_csvs()
|
||||
print("所有文件处理完成")
|
@@ -13,7 +13,7 @@ logging.basicConfig(
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def load_config(config_path="trading_config.json"):
|
||||
def load_config(config_path="config/trading_config.json"):
|
||||
"""加载交易配置文件。
|
||||
|
||||
Args:
|
||||
@@ -37,12 +37,11 @@ def load_config(config_path="trading_config.json"):
|
||||
raise
|
||||
|
||||
|
||||
def create_event(symbol, comment, date_obj, description):
|
||||
def create_event(summary: str, date_obj, description):
|
||||
"""创建单个日历事件。
|
||||
|
||||
Args:
|
||||
symbol (str): 交易对符号
|
||||
comment (str): 交易备注
|
||||
summary (str): 事件标题
|
||||
date_obj (date): 交易日期
|
||||
description (str): 事件描述
|
||||
|
||||
@@ -50,10 +49,13 @@ def create_event(symbol, comment, date_obj, description):
|
||||
Event: 创建好的事件对象
|
||||
"""
|
||||
event = Event()
|
||||
event.add("uid", f"{symbol.lower()}-{date_obj.strftime('%Y%m%d')}@trade")
|
||||
event.add(
|
||||
"uid",
|
||||
f"{summary.lower().replace('/', '-')}-{date_obj.strftime('%Y%m%d')}@trade",
|
||||
)
|
||||
event.add("dtstamp", datetime.now())
|
||||
event.add("dtstart", date_obj)
|
||||
event.add("summary", f"{symbol} 交易 ({comment})")
|
||||
event.add("summary", summary)
|
||||
event.add("description", description)
|
||||
return event
|
||||
|
||||
@@ -71,10 +73,8 @@ def generate_ics(config):
|
||||
cal.add("prodid", "-//Trading Calendar//EN")
|
||||
cal.add("version", "2.0")
|
||||
|
||||
symbol_mapping = config.get("symbol_mapping", {})
|
||||
|
||||
for trade in config.get("trades", []):
|
||||
symbol = symbol_mapping.get(trade["symbol"], trade["symbol"])
|
||||
symbol = trade["symbol"]
|
||||
order_type = trade["order_type"]
|
||||
side = trade["side"]
|
||||
comment = trade["comment"]
|
||||
@@ -82,25 +82,29 @@ def generate_ics(config):
|
||||
# 构建描述
|
||||
amount = trade["params"].get("quoteOrderQty")
|
||||
quantity = trade["params"].get("quantity")
|
||||
description = f"交易类型: {order_type}\n方向: {side}"
|
||||
if quantity:
|
||||
description = f"{description}\n数量: {quantity}"
|
||||
if amount:
|
||||
description = f"{description}\n金额: {amount}"
|
||||
description = f"{description}\n备注: {comment}"
|
||||
|
||||
if trade["execute_dates"] == ["*"]:
|
||||
event = create_event(symbol, comment, datetime.now().date(), description)
|
||||
summary = f"{symbol}/{order_type}/{side}"
|
||||
if amount:
|
||||
summary = f"{summary}/{amount}{symbol[-4:]}"
|
||||
if quantity:
|
||||
summary = f"{summary}/{quantity}{symbol[:-4]}"
|
||||
event = create_event(summary, datetime.now().date(), comment)
|
||||
event.add("rrule", {"freq": "daily"})
|
||||
cal.add_component(event)
|
||||
logger.info("已创建项目:%s 交易 (%s) 每日", symbol, comment)
|
||||
logger.info("已创建项目:每日 %s", summary)
|
||||
else:
|
||||
for date_str in trade["execute_dates"]:
|
||||
try:
|
||||
date_obj = datetime.strptime(date_str, "%Y-%m-%d").date()
|
||||
event = create_event(symbol, comment, date_obj, description)
|
||||
summary = f"{symbol}/{order_type}/{side}"
|
||||
if amount:
|
||||
summary = f"{summary}/{amount}{symbol[-4:]}"
|
||||
if quantity:
|
||||
summary = f"{summary}/{quantity}{symbol[:-4]}"
|
||||
event = create_event(summary, date_obj, comment)
|
||||
cal.add_component(event)
|
||||
logger.info("已创建项目:%s 交易 (%s) %s", symbol, comment, date_str)
|
||||
logger.info("已创建项目:%s %s", date_str, summary)
|
||||
except ValueError as ex:
|
||||
logger.warning("跳过无效日期 %s: %s", date_str, ex)
|
||||
|
||||
@@ -121,13 +125,33 @@ def save_ics(calendar, output_path="public/trading.ics"):
|
||||
|
||||
|
||||
def main():
|
||||
"""主执行函数。"""
|
||||
"""主执行函数,遍历config目录下的所有json文件并生成对应的ics文件。"""
|
||||
|
||||
try:
|
||||
config = load_config()
|
||||
# 遍历config目录下的所有json文件
|
||||
for filename in os.listdir("config"):
|
||||
if filename.endswith(".json"):
|
||||
config_path = os.path.join("config", filename)
|
||||
try:
|
||||
# 加载配置
|
||||
config = load_config(config_path)
|
||||
|
||||
# 生成ics文件名(保留原文件名,只改扩展名)
|
||||
ics_filename = os.path.splitext(filename)[0] + ".ics"
|
||||
ics_path = os.path.join("public", ics_filename)
|
||||
|
||||
# 生成并保存ics文件
|
||||
calendar = generate_ics(config)
|
||||
save_ics(calendar)
|
||||
except Exception as ex: # pylint: disable=broad-except
|
||||
logger.error("生成失败: %s", ex, exc_info=True)
|
||||
save_ics(calendar, ics_path)
|
||||
|
||||
logger.info("成功生成: %s → %s", config_path, ics_path)
|
||||
except Exception as ex:
|
||||
logger.error("处理文件 %s 失败: %s", config_path, ex, exc_info=True)
|
||||
continue # 继续处理下一个文件
|
||||
|
||||
logger.info("所有文件处理完成")
|
||||
except Exception as ex:
|
||||
logger.error("程序执行失败: %s", ex, exc_info=True)
|
||||
raise
|
||||
|
||||
|
Reference in New Issue
Block a user