MexcTradingBot/mexc-spot-grid-bot
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perf: better update_order_status handle

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Closes #7
This commit is contained in:
Zichao Lin
2025-07-20 19:08:56 +08:00
parent 9eaab25451
commit c79316c978
1 changed files with 100 additions and 106 deletions
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206
main.py
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@@ -8,19 +8,8 @@ from dataclasses import dataclass
import mexc_spot_v3 import mexc_spot_v3
# 配置日志 # 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( logging.basicConfig(
level=CUSTOM_DEBUG_LEVEL, level=logging.DEBUG,
format="%(asctime)s - %(name)s - %(levelname)s - %(message)s", format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
handlers=[ handlers=[
logging.FileHandler("output/mexc_spot_grid_bot.log", encoding="utf-8"), logging.FileHandler("output/mexc_spot_grid_bot.log", encoding="utf-8"),
@@ -28,9 +17,6 @@ logging.basicConfig(
], ],
) )
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
logger.custom_debug = lambda msg, *args, **kwargs: logger._log( # pylint: disable=W0212
CUSTOM_DEBUG_LEVEL, msg, args, **kwargs
)
@dataclass @dataclass
@@ -60,7 +46,7 @@ class GridTradingBot:
- reserve_base: 保留的基础货币数量 (如 1 BTC) - 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) - 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", "[GridTradingBot.__init__] Initializing GridTradingBot with config: %r",
conf, conf,
) )
@@ -83,7 +69,7 @@ class GridTradingBot:
self.current_sell_levels = 0 self.current_sell_levels = 0
# 初始化API # 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_trade = mexc_spot_v3.mexc_trade()
self.api_market = mexc_spot_v3.mexc_market() self.api_market = mexc_spot_v3.mexc_market()
@@ -165,14 +151,14 @@ class GridTradingBot:
def api_get_price(self) -> float: def api_get_price(self) -> float:
"""获取当前市场价格""" """获取当前市场价格"""
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_price] Fetching current market price for symbol: %s", "[GridTradingBot.api_get_price] Fetching current market price for symbol: %s",
self.symbol, self.symbol,
) )
try: try:
ticker = self.api_market.get_price({"symbol": self.symbol}) ticker = self.api_market.get_price({"symbol": self.symbol})
price = float(ticker["price"]) price = float(ticker["price"])
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_price] Current market price: %f", price "[GridTradingBot.api_get_price] Current market price: %f", price
) )
return price return price
@@ -191,7 +177,7 @@ class GridTradingBot:
base_available = 0.0 base_available = 0.0
quote_available = 0.0 quote_available = 0.0
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_balances] Fetching balances for %s and %s", "[GridTradingBot.api_get_balances] Fetching balances for %s and %s",
base_currency, base_currency,
quote_currency, quote_currency,
@@ -201,20 +187,20 @@ class GridTradingBot:
for balance in balances.get("balances", []): for balance in balances.get("balances", []):
if balance["asset"] == base_currency: if balance["asset"] == base_currency:
base_available = float(balance["free"]) base_available = float(balance["free"])
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_balances] Base currency (%s) available: %f", "[GridTradingBot.api_get_balances] Base currency (%s) available: %f",
base_currency, base_currency,
base_available, base_available,
) )
elif balance["asset"] == quote_currency: elif balance["asset"] == quote_currency:
quote_available = float(balance["free"]) quote_available = float(balance["free"])
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_balances] Quote currency (%s) available: %f", "[GridTradingBot.api_get_balances] Quote currency (%s) available: %f",
quote_currency, quote_currency,
quote_available, quote_available,
) )
logger.custom_debug( logger.debug(
"[GridTradingBot.api_get_balances] Final balances - base: %f, quote: %f", "[GridTradingBot.api_get_balances] Final balances - base: %f, quote: %f",
base_available, base_available,
quote_available, quote_available,
@@ -229,7 +215,7 @@ class GridTradingBot:
def calculate_order_value(self, price: float) -> float: def calculate_order_value(self, price: float) -> float:
"""计算订单价值 (价格 * 数量)""" """计算订单价值 (价格 * 数量)"""
value = price * self.order_amount value = price * self.order_amount
logger.custom_debug( logger.debug(
"[GridTradingBot.calculate_order_value] Calculated order value: price=%f * amount=%f = %f", "[GridTradingBot.calculate_order_value] Calculated order value: price=%f * amount=%f = %f",
price, price,
self.order_amount, 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""" """检查订单价值是否满足最小挂单要求"""
value = self.calculate_order_value(price) value = self.calculate_order_value(price)
is_valid = value >= self.min_order_value is_valid = value >= self.min_order_value
logger.custom_debug( logger.debug(
"[GridTradingBot.is_order_value_valid] Order value validation: %f >= %f? %s", "[GridTradingBot.is_order_value_valid] Order value validation: %f >= %f? %s",
value, value,
self.min_order_value, self.min_order_value,
@@ -261,7 +247,7 @@ class GridTradingBot:
返回: 返回:
计算后的价格 计算后的价格
""" """
logger.custom_debug( logger.debug(
"[GridTradingBot.calculate_grid_price] Calculating grid price: base=%f, level=%d, side=%s", "[GridTradingBot.calculate_grid_price] Calculating grid price: base=%f, level=%d, side=%s",
base_price, base_price,
level, level,
@@ -270,7 +256,7 @@ class GridTradingBot:
if side == "BUY": if side == "BUY":
price = base_price / (1 + self.grid_percentage) ** level 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", "[GridTradingBot.calculate_grid_price] Calculated BUY price: %f / (1 + %f)^%d = %f",
base_price, base_price,
self.grid_percentage, self.grid_percentage,
@@ -280,7 +266,7 @@ class GridTradingBot:
return price return price
elif side == "SELL": elif side == "SELL":
price = base_price * (1 + self.grid_percentage) ** level 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", "[GridTradingBot.calculate_grid_price] Calculated SELL price: %f * (1 + %f)^%d = %f",
base_price, base_price,
self.grid_percentage, self.grid_percentage,
@@ -306,7 +292,7 @@ class GridTradingBot:
返回: 返回:
订单ID (如果下单成功) 或 None (如果失败) 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", "[GridTradingBot.api_place_order] Attempting to place %s order at price: %f",
side, side,
price, price,
@@ -323,9 +309,6 @@ class GridTradingBot:
return None return None
try: try:
# logger.custom_debug(
# "[GridTradingBot.api_place_order] Sending order request to exchange"
# )
order_detail = self.api_trade.post_order( order_detail = self.api_trade.post_order(
{ {
"symbol": self.symbol, "symbol": self.symbol,
@@ -364,7 +347,7 @@ class GridTradingBot:
def api_cancel_order(self, order_id: str): def api_cancel_order(self, order_id: str):
"""取消订单""" """取消订单"""
logger.custom_debug( logger.debug(
"[GridTradingBot.api_cancel_order] Attempting to cancel order: %s", order_id "[GridTradingBot.api_cancel_order] Attempting to cancel order: %s", order_id
) )
try: try:
@@ -383,7 +366,7 @@ class GridTradingBot:
def api_cancel_all_orders(self): def api_cancel_all_orders(self):
"""取消所有活跃订单""" """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", "[GridTradingBot.api_cancel_all_orders] Attempting to cancel all open orders for symbol: %s",
self.symbol, self.symbol,
) )
@@ -405,65 +388,82 @@ class GridTradingBot:
def api_update_order_statuses(self): def api_update_order_statuses(self):
"""更新所有活跃订单的状态""" """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", "[GridTradingBot.api_update_order_statuses] Updating status for %d active orders",
len(self.active_orders), len(self.active_orders),
) )
for order_id in list(self.active_orders.keys()): # 分别处理买单和卖单
try: for side in ["BUY", "SELL"]:
logger.custom_debug( # 获取当前方向的所有订单并按价格排序
"[GridTradingBot.api_update_order_statuses] Checking status for order: %s", orders = self.get_active_orders_by_side(side)
order_id,
)
order_info = self.api_trade.get_order(
{"symbol": self.symbol, "orderId": order_id}
)
# 更新订单状态 # 买单从高到低排序，卖单从低到高排序
old_status = self.active_orders[order_id].status if side == "BUY":
new_status = order_info["status"] orders.sort(key=lambda x: float(x.price), reverse=True)
self.active_orders[order_id].status = new_status else:
orders.sort(key=lambda x: float(x.price))
# 记录状态变化 # 遍历订单
if old_status != new_status: for order in orders:
logger.info( order_id = order.order_id
"[GridTradingBot.api_update_order_statuses] Order %s status changed from %s to %s", try:
logger.debug(
"[GridTradingBot.api_update_order_statuses] Checking status for order: %s",
order_id, 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 # 更新订单状态
if new_status == "FILLED": old_status = self.active_orders[order_id].status
self.active_orders[order_id].filled_time = time.time() new_status = order_info["status"]
logger.custom_debug( self.active_orders[order_id].status = new_status
"[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"]: # 记录状态变化
logger.custom_debug( if old_status != new_status:
"[GridTradingBot.api_update_order_statuses] Removing order %s from active orders (status: %s)", logger.info(
order_id, "[GridTradingBot.api_update_order_statuses] Order %s status changed from %s to %s",
new_status, order_id,
) old_status,
self.active_orders.pop(order_id) new_status,
)
except Exception as e: # 如果订单已完成，记录成交时间
logger.error( if new_status == "FILLED":
"[GridTradingBot.api_update_order_statuses] Failed to get status for order %s: %s", self.active_orders[order_id].filled_time = time.time()
order_id, logger.debug(
str(e), "[GridTradingBot.api_update_order_statuses] Order %s filled at %f",
) order_id,
self.api_update_order_statuses() 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]: def get_active_orders_by_side(self, side: str) -> List[Order]:
"""获取指定方向的所有活跃订单""" """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] 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", "[GridTradingBot.get_active_orders_by_side] Found %d active %s orders",
len(orders), len(orders),
side, side,
@@ -485,7 +485,7 @@ class GridTradingBot:
max([order.price for order in sell_orders]) if sell_orders else None 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", "[GridTradingBot.get_extreme_prices] Extreme prices - lowest buy: %s, highest sell: %s",
lowest_buy, lowest_buy,
highest_sell, highest_sell,
@@ -509,7 +509,7 @@ class GridTradingBot:
# 初始下单: 买1和卖1 # 初始下单: 买1和卖1
buy_price = self.calculate_grid_price(market_price, 1, "BUY") buy_price = self.calculate_grid_price(market_price, 1, "BUY")
sell_price = self.calculate_grid_price(market_price, 1, "SELL") 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", "[GridTradingBot.initialize_grid] Initial buy price: %f, sell price: %f",
buy_price, buy_price,
sell_price, sell_price,
@@ -525,13 +525,13 @@ class GridTradingBot:
# 下单买1 # 下单买1
if quote_balance > self.reserve_quote: if quote_balance > self.reserve_quote:
logger.custom_debug( logger.debug(
"[GridTradingBot.initialize_grid] Quote balance sufficient (%f > %f), checking order value", "[GridTradingBot.initialize_grid] Quote balance sufficient (%f > %f), checking order value",
quote_balance, quote_balance,
self.reserve_quote, self.reserve_quote,
) )
if self.is_order_value_valid(buy_price): if self.is_order_value_valid(buy_price):
logger.custom_debug( logger.debug(
"[GridTradingBot.initialize_grid] Order value valid, placing buy order" "[GridTradingBot.initialize_grid] Order value valid, placing buy order"
) )
buy_order_id = self.api_place_order(buy_price, "BUY") buy_order_id = self.api_place_order(buy_price, "BUY")
@@ -563,13 +563,13 @@ class GridTradingBot:
# 下单卖1 # 下单卖1
if base_balance > self.reserve_base: if base_balance > self.reserve_base:
logger.custom_debug( logger.debug(
"[GridTradingBot.initialize_grid] Base balance sufficient (%f > %f), checking order value", "[GridTradingBot.initialize_grid] Base balance sufficient (%f > %f), checking order value",
base_balance, base_balance,
self.reserve_base, self.reserve_base,
) )
if self.is_order_value_valid(sell_price): if self.is_order_value_valid(sell_price):
logger.custom_debug( logger.debug(
"[GridTradingBot.initialize_grid] Order value valid, placing sell order" "[GridTradingBot.initialize_grid] Order value valid, placing sell order"
) )
sell_order_id = self.api_place_order(sell_price, "SELL") sell_order_id = self.api_place_order(sell_price, "SELL")
@@ -609,7 +609,7 @@ class GridTradingBot:
def extend_grid(self): def extend_grid(self):
"""扩展网格，保证两侧都有指定个数的挂单""" """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", "[GridTradingBot.extend_grid] Extending grid - current buy levels: %d/%d, sell levels: %d/%d",
self.current_buy_levels, self.current_buy_levels,
self.grid_count, self.grid_count,
@@ -632,24 +632,24 @@ class GridTradingBot:
lowest_buy = self.calculate_grid_price( lowest_buy = self.calculate_grid_price(
highest_sell, self.grid_count, "BUY" highest_sell, self.grid_count, "BUY"
) )
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] lowest_buy was None, calculating based on highest_sell" "[GridTradingBot.extend_grid] lowest_buy was None, calculating based on highest_sell"
) )
new_buy_price = self.calculate_grid_price(lowest_buy, 1, "BUY") 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", "[GridTradingBot.extend_grid] Extending buy grid - current lowest: %f, new price: %f",
lowest_buy, lowest_buy,
new_buy_price, new_buy_price,
) )
if quote_balance > self.reserve_quote: if quote_balance > self.reserve_quote:
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] Quote balance sufficient (%f > %f), checking order value", "[GridTradingBot.extend_grid] Quote balance sufficient (%f > %f), checking order value",
quote_balance, quote_balance,
self.reserve_quote, self.reserve_quote,
) )
if self.is_order_value_valid(new_buy_price): if self.is_order_value_valid(new_buy_price):
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] Order value valid, placing extended buy order" "[GridTradingBot.extend_grid] Order value valid, placing extended buy order"
) )
buy_order_id = self.api_place_order(new_buy_price, "BUY") buy_order_id = self.api_place_order(new_buy_price, "BUY")
@@ -690,24 +690,24 @@ class GridTradingBot:
highest_sell = self.calculate_grid_price( highest_sell = self.calculate_grid_price(
lowest_buy, self.grid_count, "SELL" lowest_buy, self.grid_count, "SELL"
) )
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] highest_sell was None, calculating based on lowest_buy" "[GridTradingBot.extend_grid] highest_sell was None, calculating based on lowest_buy"
) )
new_sell_price = self.calculate_grid_price(highest_sell, 1, "SELL") 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", "[GridTradingBot.extend_grid] Extending sell grid - current highest: %f, new price: %f",
highest_sell, highest_sell,
new_sell_price, new_sell_price,
) )
if base_balance > self.reserve_base: if base_balance > self.reserve_base:
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] Base balance sufficient (%f > %f), checking order value", "[GridTradingBot.extend_grid] Base balance sufficient (%f > %f), checking order value",
base_balance, base_balance,
self.reserve_base, self.reserve_base,
) )
if self.is_order_value_valid(new_sell_price): if self.is_order_value_valid(new_sell_price):
logger.custom_debug( logger.debug(
"[GridTradingBot.extend_grid] Order value valid, placing extended sell order" "[GridTradingBot.extend_grid] Order value valid, placing extended sell order"
) )
sell_order_id = self.api_place_order(new_sell_price, "SELL") 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 1. 取消最低价买单
2. 在买单侧挂一个更高价的买单（买0） 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）""" 3. 在卖单侧挂一个更高价的卖单（卖n）"""
logger.custom_debug( logger.debug("[GridTradingBot.adjust_grid] Adjusting grid with symmetric logic")
"[GridTradingBot.adjust_grid] Adjusting grid with symmetric logic"
)
try: try:
# 获取当前所有订单的快照 # 获取当前所有订单的快照
@@ -772,9 +770,7 @@ class GridTradingBot:
] ]
if newly_filled_orders: if newly_filled_orders:
logger.custom_debug( logger.debug("[GridTradingBot.adjust_grid] Newly filled orders found")
"[GridTradingBot.adjust_grid] Newly filled orders found"
)
# 处理每个新成交的订单 # 处理每个新成交的订单
for filled_order in newly_filled_orders: for filled_order in newly_filled_orders:
filled_side = filled_order.side filled_side = filled_order.side
@@ -925,9 +921,7 @@ class GridTradingBot:
# 主循环 # 主循环
while self.running: while self.running:
try: try:
logger.custom_debug( logger.debug("[GridTradingBot.run] Starting main loop iteration")
"[GridTradingBot.run] Starting main loop iteration"
)
# 更新订单状态 # 更新订单状态
self.api_update_order_statuses() self.api_update_order_statuses()
@@ -940,16 +934,16 @@ class GridTradingBot:
self.extend_grid() self.extend_grid()
# 等待一段时间再检查 # 等待一段时间再检查
sleep_time = 0 sleep_time = 1
logger.custom_debug( logger.debug(
"[GridTradingBot.run] Sleeping for %d seconds", sleep_time "[GridTradingBot.run] Sleeping for %d seconds", sleep_time
) )
time.sleep(sleep_time) time.sleep(sleep_time)
except Exception as e: except Exception as e:
logger.error("[GridTradingBot.run] Error in main loop: %s", str(e)) logger.error("[GridTradingBot.run] Error in main loop: %s", str(e))
sleep_time = 1 sleep_time = 3
logger.custom_debug( logger.debug(
"[GridTradingBot.run] Error occurred, sleeping for %d seconds", "[GridTradingBot.run] Error occurred, sleeping for %d seconds",
sleep_time, sleep_time,
) )