fix(trade): LIMIT calculated quantity algorithm

Closes #6

main.py

@@ -2,17 +2,22 @@
 # -*- coding: utf-8 -*-
 
 """
-定投交易机器人
+MEXC 交易机器人
 
 功能：
 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)
+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
+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
 """
@@ -26,7 +31,8 @@ from pathlib import Path
 from datetime import datetime, date
 from typing import Dict, Any, Optional, Tuple, List
 import git
-import ccxt
+
+import mexc_spot_v3
 
 os.makedirs("output", exist_ok=True)
 
@@ -35,150 +41,223 @@ logging.basicConfig(
     level=logging.INFO,
     format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
     handlers=[
-        logging.FileHandler("output/trading_bot.log", encoding="utf-8"),
+        logging.FileHandler("output/mexc_trading_bot.log", encoding="utf-8"),
         logging.StreamHandler(),
     ],
 )
+logger = logging.getLogger(__name__)
 
 
-class BotSpotMarket:
-    """市场数据查询类"""
+class MexcSpotMarket:
+    """MEXC 市场数据查询类
 
-    def __init__(self, exchange: ccxt.Exchange):
-        self.exchange = exchange
-        self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
-        try:
-            self.exchange.load_markets()
-            self.logger.info("加载市场信息成功")
-        except Exception as e:
-            self.logger.error("加载市场信息失败: %s", str(e))
+    提供获取交易对价格等功能
+
+    方法：
+    - get_exchange_info(symbol): 获取交易对信息
+    - get_price(symbol): 获取指定交易对的当前价格
+    """
+
+    def __init__(self, config):
+        """初始化市场数据查询接口"""
+        self.market = mexc_spot_v3.mexc_market(config)
 
     def get_exchange_info(self, symbol: str) -> Optional[Dict[str, Any]]:
-        """获取交易对信息，返回格式与原始代码兼容"""
+        """
+        获取交易对信息
+
+        Args:
+            symbol: 交易对，如 "BTCUSDT"
+
+        Returns:
+            交易对信息字典或None(如果失败)
+        """
+        params = {"symbol": symbol}
+
         try:
-            self.logger.info("查询交易对信息: %s", symbol)
-            if symbol not in self.exchange.markets:
-                self.logger.warning("市场信息中未找到 %s，尝试重新加载", symbol)
-                self.exchange.load_markets()
-            market = self.exchange.markets.get(symbol)
-            if not market:
-                self.logger.error("交易对 %s 不存在", symbol)
+            logger.info("查询交易对信息: %s", symbol)
+            exchange_info = self.market.get_exchangeInfo(params)
+
+            if not exchange_info or "symbols" not in exchange_info:
+                logger.error("获取交易对信息失败: %s", exchange_info)
                 return None
 
-            exchange_info = {
-                "symbols": [
-                    {
-                        "baseAssetPrecision": market["precision"]["amount"],
-                        "quoteAmountPrecision": str(market["limits"]["cost"]["min"] or 0),
-                    }
-                ]
-            }
-            self.logger.info("获取交易对信息成功: %s", symbol)
+            logger.info("获取交易对信息成功")
             return exchange_info
+
         except Exception as e:
-            self.logger.error("查询交易所信息失败: %s", str(e))
+            logger.error("查询交易所信息失败: %s", str(e))
             return None
 
     def get_price(self, symbol: str) -> Optional[float]:
-        """获取指定交易对的当前价格"""
+        """
+        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)
+
+        Raises:
+            Exception: 当API调用失败时抛出异常
+        """
+
+        params = {"symbol": symbol}
+
         try:
-            self.logger.info("查询交易对价格: %s", symbol)
-            ticker = self.exchange.fetch_ticker(symbol)
-            if not ticker or "last" not in ticker:
-                self.logger.error("获取价格数据失败: %s", ticker)
+            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 = float(ticker["last"])
-            self.logger.info("获取价格成功: %s = %f", symbol, price)
+
+            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:
-            self.logger.error("查询价格失败: %s", str(e))
+            logger.error("查询价格失败: %s", str(e))
             return None
 
 
-class BotSpotTrade:
-    """现货交易类"""
+class MexcSpotTrade:
+    """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
+    """
+
+    # 订单类型与必需参数
     ORDER_TYPE_REQUIREMENTS = {
-        "limit": ["quantity", "price", "quoteOrderQty"],
-        "market": ["quantity", "quoteOrderQty"]
+        "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"],
     }
 
-    def __init__(self, exchange: ccxt.Exchange, symbol_mapping: Dict[str, str], config_file_name: str):
-        self.exchange = exchange
-        self.market = BotSpotMarket(exchange)
+    def __init__(self, config, symbol_mapping, config_file_name):
+        """初始化交易机器人"""
+        self.trader = mexc_spot_v3.mexc_trade(config)
+        self.market = MexcSpotMarket(config)
         self.csv_file = f"output/{config_file_name}.csv"
         self.symbol_mapping = symbol_mapping
-        self.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
-
-    def _api_get_balance(self) -> str:
-        try:
-            self.logger.info("查询账户余额")
-            balance = self.exchange.fetch_balance()
-            free = balance.get("free", {})
-            balances = ""
-            for asset, amount in free.items():
-                if amount and amount > 0:
-                    balances += f"{amount} {asset}  "
-            self.logger.info("获取账户余额成功")
-            return balances
-        except Exception as e:
-            self.logger.error("查询账户信息失败: %s", str(e))
-            return f"ERROR: {str(e)}"
 
     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:
-            self.logger.info("查询订单状态, 订单ID: %s", order_id)
-            order = self.exchange.fetch_order(order_id, symbol)
-            self.logger.info("订单状态: %s", order.get("status"))
+            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:
-            self.logger.error("查询订单失败: %s", str(e))
+            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]:
+    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}"
 
-        if order_type == "limit":
+        # 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"
+                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 False, "LIMIT订单需要quantity或quoteOrderQty参数"
+
             return True, ""
 
-        if order_type == "market":
+        # 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 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_sci_to_decimal(self, num, precision = 30):
-        if isinstance(num, str):
-            num = float(num)
-        result = f"{num:.{precision}f}"
-        result = result.rstrip('0').rstrip('.')
-        return result
-
     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["id"]
-            executed_qty = self._tool_sci_to_decimal(order_data.get("filled", 0.0))
-            cummulative_quote_qty = self._tool_sci_to_decimal(order_data.get("cost", 0.0))
+            order_id = order_data["orderId"]
+            executed_qty = order_data["executedQty"]
+            cummulative_quote_qty = order_data["cummulativeQuoteQty"]
             side = order_data["side"]
-            balances = self._api_get_balance()
 
-            trade_type = "买入" if side == "buy" else "卖出"
-            timestamp = datetime.fromtimestamp(order_data["timestamp"] / 1000).strftime("%Y-%m-%dT%H:%M")
+            # 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,
@@ -188,10 +267,10 @@ class BotSpotTrade:
                 cummulative_quote_qty,
                 "资金账户",
                 "CEX",
-                f"DCA Order ID: {order_id}",
-                balances,
+                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:
@@ -199,118 +278,191 @@ class BotSpotTrade:
             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", "balances",
-                    ])
+                    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)
 
-            self.logger.info("交易记录成功, 订单ID: %s", order_id)
+            logger.info("交易记录成功, 订单ID: %s", order_id)
             return True
         except Exception as e:
-            self.logger.error("记录交易失败: %s", str(e))
+            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]]:
-        if side not in ["buy", "sell"]:
-            self.logger.error("无效的交易方向: %s", side)
+    def _tool_calculate_quantity(
+        self,
+        quantity: float,
+        price: float,
+        base_asset_precision: int,
+        quote_amount_precision: float,
+    ) -> float:
+        """
+        调整下单数量以满足最小成交额要求。
+
+        策略说明：
+        - 计算出的quantity如果乘以price后小于交易对的最小成交额(quoteAmountPrecision)，
+          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。
+
+        Args:
+            quantity: 初步计算出的下单数量
+            price: 当前价格
+            base_asset_precision: 交易对基础资产的小数精度
+            quote_amount_precision: 交易对最小成交额
+
+        Returns:
+            满足最小成交额要求的下单数量
+        """
+        processed_quantity = round(quantity, base_asset_precision)
+        if processed_quantity * price < quote_amount_precision:
+            logger.info(
+                "计算的quantity小于最低要求：%f * %f = %f < %f，进行调整",
+                processed_quantity,
+                price,
+                processed_quantity * price,
+                quote_amount_precision,
+            )
+            processed_quantity = round(
+                quantity + 10 ** (-base_asset_precision), base_asset_precision
+            )
+            logger.info("调整后的quantity: %f", processed_quantity)
+        return processed_quantity
+
+    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)
+
+        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()
+
+        # 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：
+        # 参数有price时直接使用，否则就为实时价格
         clean_price = processed_kwargs.get("price")
 
-        if order_type == "limit" and "price" not in processed_kwargs:
+        # 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:
-                self.logger.error("无法获取实时价格，交易取消")
+                logger.error("无法获取实时价格，交易取消")
                 return None
             clean_price = current_price
             # 防止挂单不成交
-            if side == "buy":
-                processed_kwargs["price"] = current_price * 1.001  # 买入加价0.1%
-            elif side == "sell":
-                processed_kwargs["price"] = current_price * 0.999  # 卖出减价0.1%
-            self.logger.info("使用调整0.1%%后价格作为限价: %f", processed_kwargs["price"])
+            if side == "BUY":
+                processed_kwargs["price"] = current_price * 1.01  # 买入加价1%
+            elif side == "SELL":
+                processed_kwargs["price"] = current_price * 0.99  # 卖出减价1%
+            logger.info("使用调整1%%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 (
-            order_type == "limit"
+            order_type in ["LIMIT", "LIMIT_MAKER"]
             and "quoteOrderQty" in processed_kwargs
             and "quantity" not in processed_kwargs
         ):
             try:
                 exchange_info = self.market.get_exchange_info(symbol)
-                if not exchange_info:
-                    return None
                 quote_amount = float(processed_kwargs["quoteOrderQty"])
-                if clean_price is None:
-                    self.logger.error("无法获取价格来计算数量")
-                    return None
-                price_for_calc = float(clean_price)
-                quantity = quote_amount / price_for_calc
-                self.logger.info("根据quoteOrderQty计算quantity: %f", quantity)
-                processed_kwargs["quantity"] = str(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
+                )
+                logger.info("根据quoteOrderQty计算quantity: %f", processed_quantity)
+                processed_kwargs["quantity"] = str(processed_quantity)
                 processed_kwargs.pop("quoteOrderQty")
-            except (ValueError, KeyError, TypeError) as e:
-                self.logger.error("计算quantity失败: %s", str(e))
+            except (ValueError, KeyError) as e:
+                logger.error("计算quantity失败: %s", str(e))
                 return None
 
-        amount = processed_kwargs.get("quantity")
-        price = processed_kwargs.get("price")
-        if amount is not None:
-            amount = float(amount)
-        if price is not None:
-            price = float(price)
+        # 准备订单参数
+        base_params = {
+            "symbol": symbol,
+            "side": side,
+            "type": order_type,
+            **processed_kwargs,
+        }
 
-        params = {}
-        if order_type == "market" and "quoteOrderQty" in processed_kwargs:
-            current_price = self.market.get_price(symbol)
-            if current_price is None:
-                self.logger.error("无法获取实时价格，交易取消")
-                return None
-            clean_price = current_price
-            amount = float(processed_kwargs["quoteOrderQty"]) / clean_price
-
-        is_valid, error_msg = self._tool_validate_order_params(order_type, processed_kwargs)
+        # 验证参数
+        is_valid, error_msg = self._tool_validate_order_params(order_type, base_params)
         if not is_valid:
-            self.logger.error("订单参数验证失败: %s", error_msg)
+            logger.error("订单参数验证失败: %s", error_msg)
             return None
 
         try:
-            self.logger.info("准备下单 %s %s 订单, 交易对: %s", side, order_type, symbol)
-            self.logger.info("订单参数: symbol=%s, type=%s, side=%s, amount=%s, price=%s, params=%s",
-                              symbol, order_type, side, amount, price, params)
+            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)
 
-            order = self.exchange.create_order(
-                symbol=symbol,
-                type=order_type,
-                side=side,
-                amount=amount,
-                price=price,
-                params=params,
-            )
-
-            order_id = order.get("id")
-            if not order_id:
-                self.logger.error("下单失败: 未获取到订单ID")
-                self.logger.error(order)
+            # 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
 
-            self.logger.info("订单创建成功, 订单ID: %s", order_id)
-            self.logger.info("等待1秒后查询订单状态...")
+            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
+            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:
-                self.logger.error("获取订单详情失败")
+                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
-            filled_statuses = ("closed", "filled")
-            while order_detail.get("status", "").lower() not in filled_statuses and retry_count < 10:
+            while order_detail.get("status") != "FILLED" and retry_count < 10:
                 retry_count += 1
-                self.logger.info(
+                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,
@@ -318,14 +470,15 @@ class BotSpotTrade:
                 time.sleep(1)
                 order_detail = self._api_get_order(symbol, order_id)
                 if not order_detail:
-                    self.logger.error("获取订单详情失败")
+                    logger.error("获取订单详情失败")
                     return None
 
-            if order_detail.get("status", "").lower() in filled_statuses:
+            # 记录交易
+            if order_detail.get("status") == "FILLED":
                 if not self._tool_record_transaction(order_detail):
-                    self.logger.error("交易记录失败")
+                    logger.error("交易记录失败")
             else:
-                self.logger.warning(
+                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,
@@ -334,99 +487,114 @@ class BotSpotTrade:
             return order_detail
 
         except Exception as e:
-            self.logger.error("交易执行失败: %s", str(e))
+            logger.error("交易执行失败: %s", str(e))
             return None
 
 
 class TradingConfig:
-    """交易配置管理类"""
+    """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 = "config/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.logger = logging.getLogger(self.__class__.__module__ + '.' + self.__class__.__name__)
         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)
-                self.logger.info("成功加载配置文件: %s", self.config_file)
+                logger.info("成功加载配置文件: %s", self.config_file)
                 return config
         except FileNotFoundError:
-            self.logger.error("配置文件不存在: %s", self.config_file)
+            logger.error("配置文件不存在: %s", self.config_file)
             return {}
         except json.JSONDecodeError:
-            self.logger.error("配置文件格式错误，不是有效的JSON")
+            logger.error("配置文件格式错误，不是有效的JSON")
             return {}
         except Exception as e:
-            self.logger.error("加载配置文件时出错: %s", str(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 build_ccxt_exchange(api_config: Dict[str, Any], exchange_id: str) -> ccxt.Exchange:
-    """
-    根据配置文件和交易所ID构建 ccxt 交易所实例
-    :param api_config: 包含 api_key, api_secret 等字段的字典
-    :param exchange_id: ccxt 交易所标识符（小写），如 "mexc", "binance", "bybit"
-    """
-    api_key = api_config.get("api_key")
-    secret = api_config.get("api_secret")
+def git_commit(repo_path: str = ".") -> str:
+    """获取Git仓库版本"""
 
-    exchange_class = getattr(ccxt, exchange_id, None)
-    if exchange_class is None:
-        raise ValueError(f"不支持的交易所ID: {exchange_id}，请检查配置文件中的 'exchange' 字段")
-
-    exchange_params = {
-        "apiKey": api_key,
-        "secret": secret,
-        "enableRatelimit": True,
-    }
-    if "password" in api_config:
-        exchange_params["password"] = api_config["password"]
-
-    return exchange_class(exchange_params)
-
-
-def git_commit(repo_path: str = ".") -> Optional[str]:
     try:
         repo = git.Repo(repo_path)
         return repo.head.commit.hexsha
-    except Exception:
+    except Exception as _:
         return None
 
 
 def main():
-    logger = logging.getLogger(f"{__name__}.main")
+    """主函数"""
+
     logger.info("=" * 40)
+    # 获取主程序Git仓库版本
+    app_commit = git_commit(".")[:10]
 
-    app_commit = git_commit(".")
-    app_commit_short = app_commit[:10] if app_commit else "unknown"
-
+    # 确保config目录存在
     if not os.path.exists("config"):
         logger.error("配置目录 config 不存在")
         return
 
-    config_commit = git_commit("config")
-    config_commit_short = config_commit[:10] if config_commit else "unknown"
-    output_commit = git_commit("output")
-    output_commit_short = output_commit[:10] if output_commit else "unknown"
-    logger.info("主程序 %s, 配置 %s, 输出 %s", app_commit_short, config_commit_short, output_commit_short)
+    # 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
@@ -435,22 +603,16 @@ def main():
 
     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))
-
-            exchange_id = config.config_data.get("exchange")
-            logger.info("使用交易所: %s", exchange_id)
-
-            api_conf = config.config_data.get("api", {})
-            exchange = build_ccxt_exchange(api_conf, exchange_id)
-
-            spot_trader = BotSpotTrade(
-                exchange=exchange,
-                symbol_mapping=config.config_data.get("symbol_mapping", {}),
-                config_file_name=os.path.basename(config_file).replace(".json", ""),
+            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("%s - 今天没有需要执行的交易", config_file)
                 continue
@@ -465,16 +627,21 @@ def main():
                     params = trade_config.get("params", {})
 
                     if not all([symbol, order_type, side]):
-                        logger.error("%s - 交易配置缺少必要参数: %s", config_file, trade_config)
+                        logger.error(
+                            "%s - 交易配置缺少必要参数: %s", config_file, trade_config
+                        )
                         continue
 
-                    logger.info("%s - 执行交易: %s %s %s", config_file, symbol, order_type, side)
-                    result = spot_trader.trade(
-                        symbol=symbol,
-                        order_type=order_type,
-                        side=side,
-                        **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(
+                        symbol=symbol, order_type=order_type, side=side, **params
+                    )
+
                     if result:
                         logger.info("%s - 交易执行成功: %s", config_file, result)
                     else:

mexc_spot_v3.py

@@ -0,0 +1,534 @@
+import requests
+import hmac
+import hashlib
+from urllib.parse import urlencode, quote
+
+# 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, config):
+        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, config):
+        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, config):
+        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, config):
+        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, config):
+        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, config):
+        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()

requirements.txt

@@ -10,4 +10,3 @@ six
 smmap
 tzdata
 urllib3
-ccxt