From c79316c9784ff3168e955b3f75a514bb3b2cbc27 Mon Sep 17 00:00:00 2001 From: Zichao Lin Date: Sun, 20 Jul 2025 19:08:56 +0800 Subject: [PATCH] perf: better update_order_status handle Closes #7 --- main.py | 206 +++++++++++++++++++++++++++----------------------------- 1 file changed, 100 insertions(+), 106 deletions(-) diff --git a/main.py b/main.py index db16aeb..a4badad 100644 --- a/main.py +++ b/main.py @@ -8,19 +8,8 @@ from dataclasses import dataclass import mexc_spot_v3 # 配置日志 -CUSTOM_DEBUG_LEVEL = 15 -logging.addLevelName(CUSTOM_DEBUG_LEVEL, "CUSTOM_DEBUG") - - -class CustomLogger(logging.getLoggerClass()): - def custom_debug(self, msg, *args, **kwargs): - if self.isEnabledFor(CUSTOM_DEBUG_LEVEL): - self._log(CUSTOM_DEBUG_LEVEL, msg, args, **kwargs) - - -logging.setLoggerClass(CustomLogger) logging.basicConfig( - level=CUSTOM_DEBUG_LEVEL, + level=logging.DEBUG, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s", handlers=[ logging.FileHandler("output/mexc_spot_grid_bot.log", encoding="utf-8"), @@ -28,9 +17,6 @@ logging.basicConfig( ], ) logger = logging.getLogger(__name__) -logger.custom_debug = lambda msg, *args, **kwargs: logger._log( # pylint: disable=W0212 - CUSTOM_DEBUG_LEVEL, msg, args, **kwargs -) @dataclass @@ -60,7 +46,7 @@ class GridTradingBot: - reserve_base: 保留的基础货币数量 (如 1 BTC) - reserve_quote: 保留的报价货币数量 (如 100 USDC) """ - logger.custom_debug( + logger.debug( "[GridTradingBot.__init__] Initializing GridTradingBot with config: %r", conf, ) @@ -83,7 +69,7 @@ class GridTradingBot: self.current_sell_levels = 0 # 初始化API - logger.custom_debug("[GridTradingBot.__init__] Initializing MEXC API clients") + logger.debug("[GridTradingBot.__init__] Initializing MEXC API clients") self.api_trade = mexc_spot_v3.mexc_trade() self.api_market = mexc_spot_v3.mexc_market() @@ -165,14 +151,14 @@ class GridTradingBot: def api_get_price(self) -> float: """获取当前市场价格""" - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_price] Fetching current market price for symbol: %s", self.symbol, ) try: ticker = self.api_market.get_price({"symbol": self.symbol}) price = float(ticker["price"]) - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_price] Current market price: %f", price ) return price @@ -191,7 +177,7 @@ class GridTradingBot: base_available = 0.0 quote_available = 0.0 - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_balances] Fetching balances for %s and %s", base_currency, quote_currency, @@ -201,20 +187,20 @@ class GridTradingBot: for balance in balances.get("balances", []): if balance["asset"] == base_currency: base_available = float(balance["free"]) - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_balances] Base currency (%s) available: %f", base_currency, base_available, ) elif balance["asset"] == quote_currency: quote_available = float(balance["free"]) - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_balances] Quote currency (%s) available: %f", quote_currency, quote_available, ) - logger.custom_debug( + logger.debug( "[GridTradingBot.api_get_balances] Final balances - base: %f, quote: %f", base_available, quote_available, @@ -229,7 +215,7 @@ class GridTradingBot: def calculate_order_value(self, price: float) -> float: """计算订单价值 (价格 * 数量)""" value = price * self.order_amount - logger.custom_debug( + logger.debug( "[GridTradingBot.calculate_order_value] Calculated order value: price=%f * amount=%f = %f", price, self.order_amount, @@ -241,7 +227,7 @@ class GridTradingBot: """检查订单价值是否满足最小挂单要求""" value = self.calculate_order_value(price) is_valid = value >= self.min_order_value - logger.custom_debug( + logger.debug( "[GridTradingBot.is_order_value_valid] Order value validation: %f >= %f? %s", value, self.min_order_value, @@ -261,7 +247,7 @@ class GridTradingBot: 返回: 计算后的价格 """ - logger.custom_debug( + logger.debug( "[GridTradingBot.calculate_grid_price] Calculating grid price: base=%f, level=%d, side=%s", base_price, level, @@ -270,7 +256,7 @@ class GridTradingBot: if side == "BUY": price = base_price / (1 + self.grid_percentage) ** level - logger.custom_debug( + logger.debug( "[GridTradingBot.calculate_grid_price] Calculated BUY price: %f / (1 + %f)^%d = %f", base_price, self.grid_percentage, @@ -280,7 +266,7 @@ class GridTradingBot: return price elif side == "SELL": price = base_price * (1 + self.grid_percentage) ** level - logger.custom_debug( + logger.debug( "[GridTradingBot.calculate_grid_price] Calculated SELL price: %f * (1 + %f)^%d = %f", base_price, self.grid_percentage, @@ -306,7 +292,7 @@ class GridTradingBot: 返回: 订单ID (如果下单成功) 或 None (如果失败) """ - logger.custom_debug( + logger.debug( "[GridTradingBot.api_place_order] Attempting to place %s order at price: %f", side, price, @@ -323,9 +309,6 @@ class GridTradingBot: return None try: - # logger.custom_debug( - # "[GridTradingBot.api_place_order] Sending order request to exchange" - # ) order_detail = self.api_trade.post_order( { "symbol": self.symbol, @@ -364,7 +347,7 @@ class GridTradingBot: def api_cancel_order(self, order_id: str): """取消订单""" - logger.custom_debug( + logger.debug( "[GridTradingBot.api_cancel_order] Attempting to cancel order: %s", order_id ) try: @@ -383,7 +366,7 @@ class GridTradingBot: def api_cancel_all_orders(self): """取消所有活跃订单""" - logger.custom_debug( + logger.debug( "[GridTradingBot.api_cancel_all_orders] Attempting to cancel all open orders for symbol: %s", self.symbol, ) @@ -405,65 +388,82 @@ class GridTradingBot: def api_update_order_statuses(self): """更新所有活跃订单的状态""" - logger.custom_debug( + logger.debug( "[GridTradingBot.api_update_order_statuses] Updating status for %d active orders", len(self.active_orders), ) - for order_id in list(self.active_orders.keys()): - try: - logger.custom_debug( - "[GridTradingBot.api_update_order_statuses] Checking status for order: %s", - order_id, - ) - order_info = self.api_trade.get_order( - {"symbol": self.symbol, "orderId": order_id} - ) + # 分别处理买单和卖单 + for side in ["BUY", "SELL"]: + # 获取当前方向的所有订单并按价格排序 + orders = self.get_active_orders_by_side(side) - # 更新订单状态 - old_status = self.active_orders[order_id].status - new_status = order_info["status"] - self.active_orders[order_id].status = new_status + # 买单从高到低排序，卖单从低到高排序 + if side == "BUY": + orders.sort(key=lambda x: float(x.price), reverse=True) + else: + orders.sort(key=lambda x: float(x.price)) - # 记录状态变化 - if old_status != new_status: - logger.info( - "[GridTradingBot.api_update_order_statuses] Order %s status changed from %s to %s", + # 遍历订单 + for order in orders: + order_id = order.order_id + try: + logger.debug( + "[GridTradingBot.api_update_order_statuses] Checking status for order: %s", order_id, - old_status, - new_status, + ) + order_info = self.api_trade.get_order( + {"symbol": self.symbol, "orderId": order_id} ) - # 如果订单已完成，记录成交时间 - if new_status == "FILLED": - self.active_orders[order_id].filled_time = time.time() - logger.custom_debug( - "[GridTradingBot.api_update_order_statuses] Order %s filled at %f", - order_id, - self.active_orders[order_id].filled_time, - ) - self.record_transaction(order_info) + # 更新订单状态 + old_status = self.active_orders[order_id].status + new_status = order_info["status"] + self.active_orders[order_id].status = new_status - if new_status in ["CANCELED"]: - logger.custom_debug( - "[GridTradingBot.api_update_order_statuses] Removing order %s from active orders (status: %s)", - order_id, - new_status, - ) - self.active_orders.pop(order_id) + # 记录状态变化 + if old_status != new_status: + logger.info( + "[GridTradingBot.api_update_order_statuses] Order %s status changed from %s to %s", + order_id, + old_status, + new_status, + ) - except Exception as e: - logger.error( - "[GridTradingBot.api_update_order_statuses] Failed to get status for order %s: %s", - order_id, - str(e), - ) - self.api_update_order_statuses() + # 如果订单已完成，记录成交时间 + if new_status == "FILLED": + self.active_orders[order_id].filled_time = time.time() + logger.debug( + "[GridTradingBot.api_update_order_statuses] Order %s filled at %f", + order_id, + self.active_orders[order_id].filled_time, + ) + self.record_transaction(order_info) + + if new_status in ["CANCELED"]: + logger.debug( + "[GridTradingBot.api_update_order_statuses] Removing order %s from active orders (status: %s)", + order_id, + new_status, + ) + self.active_orders.pop(order_id) + + if new_status == "NEW": + logger.debug("[GridTradingBot.api_update_order_statuses] NEW order detected for %s side, skipping.", side) + break + + except Exception as e: + logger.error( + "[GridTradingBot.api_update_order_statuses] Failed to get status for order %s: %s", + order_id, + str(e), + ) + self.api_update_order_statuses() def get_active_orders_by_side(self, side: str) -> List[Order]: """获取指定方向的所有活跃订单""" orders = [order for order in self.active_orders.values() if order.side == side] - logger.custom_debug( + logger.debug( "[GridTradingBot.get_active_orders_by_side] Found %d active %s orders", len(orders), side, @@ -485,7 +485,7 @@ class GridTradingBot: max([order.price for order in sell_orders]) if sell_orders else None ) - logger.custom_debug( + logger.debug( "[GridTradingBot.get_extreme_prices] Extreme prices - lowest buy: %s, highest sell: %s", lowest_buy, highest_sell, @@ -509,7 +509,7 @@ class GridTradingBot: # 初始下单: 买1和卖1 buy_price = self.calculate_grid_price(market_price, 1, "BUY") sell_price = self.calculate_grid_price(market_price, 1, "SELL") - logger.custom_debug( + logger.debug( "[GridTradingBot.initialize_grid] Initial buy price: %f, sell price: %f", buy_price, sell_price, @@ -525,13 +525,13 @@ class GridTradingBot: # 下单买1 if quote_balance > self.reserve_quote: - logger.custom_debug( + logger.debug( "[GridTradingBot.initialize_grid] Quote balance sufficient (%f > %f), checking order value", quote_balance, self.reserve_quote, ) if self.is_order_value_valid(buy_price): - logger.custom_debug( + logger.debug( "[GridTradingBot.initialize_grid] Order value valid, placing buy order" ) buy_order_id = self.api_place_order(buy_price, "BUY") @@ -563,13 +563,13 @@ class GridTradingBot: # 下单卖1 if base_balance > self.reserve_base: - logger.custom_debug( + logger.debug( "[GridTradingBot.initialize_grid] Base balance sufficient (%f > %f), checking order value", base_balance, self.reserve_base, ) if self.is_order_value_valid(sell_price): - logger.custom_debug( + logger.debug( "[GridTradingBot.initialize_grid] Order value valid, placing sell order" ) sell_order_id = self.api_place_order(sell_price, "SELL") @@ -609,7 +609,7 @@ class GridTradingBot: def extend_grid(self): """扩展网格，保证两侧都有指定个数的挂单""" - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Extending grid - current buy levels: %d/%d, sell levels: %d/%d", self.current_buy_levels, self.grid_count, @@ -632,24 +632,24 @@ class GridTradingBot: lowest_buy = self.calculate_grid_price( highest_sell, self.grid_count, "BUY" ) - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] lowest_buy was None, calculating based on highest_sell" ) new_buy_price = self.calculate_grid_price(lowest_buy, 1, "BUY") - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Extending buy grid - current lowest: %f, new price: %f", lowest_buy, new_buy_price, ) if quote_balance > self.reserve_quote: - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Quote balance sufficient (%f > %f), checking order value", quote_balance, self.reserve_quote, ) if self.is_order_value_valid(new_buy_price): - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Order value valid, placing extended buy order" ) buy_order_id = self.api_place_order(new_buy_price, "BUY") @@ -690,24 +690,24 @@ class GridTradingBot: highest_sell = self.calculate_grid_price( lowest_buy, self.grid_count, "SELL" ) - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] highest_sell was None, calculating based on lowest_buy" ) new_sell_price = self.calculate_grid_price(highest_sell, 1, "SELL") - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Extending sell grid - current highest: %f, new price: %f", highest_sell, new_sell_price, ) if base_balance > self.reserve_base: - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Base balance sufficient (%f > %f), checking order value", base_balance, self.reserve_base, ) if self.is_order_value_valid(new_sell_price): - logger.custom_debug( + logger.debug( "[GridTradingBot.extend_grid] Order value valid, placing extended sell order" ) sell_order_id = self.api_place_order(new_sell_price, "SELL") @@ -756,9 +756,7 @@ class GridTradingBot: 1. 取消最低价买单 2. 在买单侧挂一个更高价的买单（买0） 3. 在卖单侧挂一个更高价的卖单（卖n）""" - logger.custom_debug( - "[GridTradingBot.adjust_grid] Adjusting grid with symmetric logic" - ) + logger.debug("[GridTradingBot.adjust_grid] Adjusting grid with symmetric logic") try: # 获取当前所有订单的快照 @@ -772,9 +770,7 @@ class GridTradingBot: ] if newly_filled_orders: - logger.custom_debug( - "[GridTradingBot.adjust_grid] Newly filled orders found" - ) + logger.debug("[GridTradingBot.adjust_grid] Newly filled orders found") # 处理每个新成交的订单 for filled_order in newly_filled_orders: filled_side = filled_order.side @@ -925,9 +921,7 @@ class GridTradingBot: # 主循环 while self.running: try: - logger.custom_debug( - "[GridTradingBot.run] Starting main loop iteration" - ) + logger.debug("[GridTradingBot.run] Starting main loop iteration") # 更新订单状态 self.api_update_order_statuses() @@ -940,16 +934,16 @@ class GridTradingBot: self.extend_grid() # 等待一段时间再检查 - sleep_time = 0 - logger.custom_debug( + sleep_time = 1 + logger.debug( "[GridTradingBot.run] Sleeping for %d seconds", sleep_time ) time.sleep(sleep_time) except Exception as e: logger.error("[GridTradingBot.run] Error in main loop: %s", str(e)) - sleep_time = 1 - logger.custom_debug( + sleep_time = 3 + logger.debug( "[GridTradingBot.run] Error occurred, sleeping for %d seconds", sleep_time, )