feat(place_order): a 0.5% price impact in LIMIT orders to guarantee filling

.gitignore

@@ -1,3 +1,4 @@
 output/
 public/
+config/
 __pycache__/

README.md

@@ -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
 
 ## 安装与使用
 
-1. 创建配置文件`trading_config.json`
+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）
 2. 运行程序：
 
     ```bash
@@ -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
 
 ```json
 {
+    "api": {
+        "mexc_host": "https://api.mexc.com",
+        "api_key": "mxxxxxxxxxx",
+        "secret_key": "xxxxxxxxxxxxxxxxx"
+    },
     "symbol_mapping": {
         "BTCUSDC": "BTCUSDT"
     },
@@ -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
 
 ### 配置字段详解
 
-#### 1. 证券代码映射 (`symbol_mapping`)
+#### 1. API 配置 (`api`)
+
+#### 2. 证券代码映射 (`symbol_mapping`)
 
 - 类型：数组
 - 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`
 
-#### 2. 交易列表 (`trades`)
+#### 3. 交易列表 (`trades`)
 
 - 类型：数组
 - 描述：包含所有交易指令的列表

config.py

@@ -1,3 +0,0 @@
-mexc_host = "https://api.mexc.com"
-api_key = "mx0vglky5BuzlcK5HQ"
-secret_key = "e2a0c4737b4643bbac4ad5f8b26dcce2"

generate_calendar.py

@@ -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:
@@ -100,7 +100,9 @@ def generate_ics(config):
                     date_obj = datetime.strptime(date_str, "%Y-%m-%d").date()
                     event = create_event(symbol, comment, date_obj, description)
                     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 交易 (%s) %s", symbol, comment, date_str
+                    )
                 except ValueError as ex:
                     logger.warning("跳过无效日期 %s: %s", date_str, ex)
 
@@ -121,13 +123,33 @@ 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)
+                    save_ics(calendar, ics_path)
-    except Exception as ex:  # pylint: disable=broad-except
+
-        logger.error("生成失败: %s", ex, exc_info=True)
+                    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
 
 

main.py

@@ -27,6 +27,7 @@ import logging
 import os
 import time
 import json
+from pathlib import Path
 from datetime import datetime, date
 from typing import Dict, Any, Optional, Tuple, List
 
@@ -55,9 +56,9 @@ class MexcSpotMarket:
     - get_price(symbol): 获取指定交易对的当前价格
     """
 
-    def __init__(self):
+    def __init__(self, config):
         """初始化市场数据查询接口"""
-        self.market = mexc_spot_v3.mexc_market()
+        self.market = mexc_spot_v3.mexc_market(config)
 
     def get_price(self, symbol: str) -> Optional[float]:
         """
@@ -123,12 +124,12 @@ class MexcSpotTrade:
         "FILL_OR_KILL": ["quantity", "price"],
     }
 
-    def __init__(self):
+    def __init__(self, config, symbol_mapping):
         """初始化交易机器人"""
-        self.trader = mexc_spot_v3.mexc_trade()
+        self.trader = mexc_spot_v3.mexc_trade(config)
-        self.market = MexcSpotMarket()
+        self.market = MexcSpotMarket(config)
         self.csv_file = "output/mexc_spot_trade.csv"
-        self.symbol_mapping = TradingConfig().config_data.get("symbol_mapping", {})
+        self.symbol_mapping = symbol_mapping
 
     def _api_get_order(self, symbol: str, order_id: str) -> Optional[Dict[str, Any]]:
         """
@@ -306,8 +307,12 @@ class MexcSpotTrade:
             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
+            # 防止挂单不成交
-            logger.info("使用实时价格作为限价: %f", current_price)
+            if side == "BUY":
+                processed_kwargs["price"] = current_price * 1.01  # 买入加价0.5%
+            elif side == "SELL":
+                processed_kwargs["price"] = current_price * 0.91  # 卖出减价0.5%
+            logger.info("使用调整0.5%%后价格作为限价: %f", processed_kwargs["price"])
 
         # 处理LIMIT订单只有quoteOrderQty没有quantity的情况
         if (
@@ -320,6 +325,7 @@ class MexcSpotTrade:
                 price = float(processed_kwargs["price"])
                 quantity = quote_amount / price
                 processed_kwargs["quantity"] = str(quantity)
+                processed_kwargs.pop("quoteOrderQty")
                 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))
@@ -414,7 +420,7 @@ 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
 
@@ -481,36 +487,54 @@ class TradingConfig:
 def main():
     """主函数"""
 
-    # 初始化交易配置
+    # 确保config目录存在
-    config = TradingConfig()
+    if not os.path.exists("config"):
+        logger.error("配置目录 config 不存在")
+        return
 
-    # 获取今天需要执行的交易
+    # 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", {}),
+            )
             today_trades = config.get_today_trades()
 
             if not today_trades:
-        logger.info("今天没有需要执行的交易")
+                logger.info("%s - 今天没有需要执行的交易", config_file)
-        return
+                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.info(
-            logger.debug("交易参数: %s", params)
+                        "%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 +542,19 @@ 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__":

mexc_spot_v3.py

@@ -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.hosts = config["mexc_host"]
-        self.mexc_key = config.api_key
+        self.mexc_key = config["api_key"]
-        self.mexc_secret = config.secret_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.hosts = config["mexc_host"]
-        self.mexc_key = config.api_key
+        self.mexc_key = config["api_key"]
-        self.mexc_secret = config.secret_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.hosts = config["mexc_host"]
-        self.mexc_key = config.api_key
+        self.mexc_key = config["api_key"]
-        self.mexc_secret = config.secret_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.hosts = config["mexc_host"]
-        self.mexc_key = config.api_key
+        self.mexc_key = config["api_key"]
-        self.mexc_secret = config.secret_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.hosts = config["mexc_host"]
-        self.mexc_key = config.api_key
+        self.mexc_key = config["api_key"]
-        self.mexc_secret = config.secret_key
+        self.mexc_secret = config["secret_key"]
 
     def post_listenKey(self):
         """ generate ListenKey """