From cef8945fe8839e011c3daf64a0833f069d1e7062 Mon Sep 17 00:00:00 2001
From: Zichao Lin <earthjasonlin@163.com>
Date: Sat, 19 Jul 2025 20:50:55 +0800
Subject: [PATCH] feat(csv): record filled trade to csv

Closes #3
---
 main.py | 85 +++++++++++++++++++++++++++++++++++++++++++++++++++++++--
 1 file changed, 82 insertions(+), 3 deletions(-)

diff --git a/main.py b/main.py
index 2c105b9..649b15c 100644
--- a/main.py
+++ b/main.py
@@ -1,6 +1,8 @@
+import csv
+from datetime import datetime
 import time
 import logging
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 from dataclasses import dataclass
 
 import mexc_spot_v3
@@ -49,6 +51,8 @@ class GridTradingBot:
         参数:
             conf (Dict): 配置字典，包含:
                 - symbol: 交易对 (如 'BTCUSDC')
+                - csv_symbol: CSV中映射的交易对 (如 'BTCUSDT')
+                - csv_file: CSV记录文件 (如 'output/mexc-spot-grid-trades.csv')
                 - grid_percentage: 每格百分比 (如 0.005 表示 0.5%)
                 - grid_count: 单边网格数量 (如 3)
                 - order_amount: 每单加密货币数量 (如 0.00001 BTC)
@@ -62,6 +66,8 @@ class GridTradingBot:
         )
         self.config = conf
         self.symbol = conf["symbol"]
+        self.csv_symbol = conf["csv_symbol"]
+        self.csv_file = conf["csv_file"]
         self.grid_percentage = conf["grid_percentage"]
         self.grid_count = conf["grid_count"]
         self.order_amount = conf["order_amount"]
@@ -85,6 +91,78 @@ class GridTradingBot:
         self.running = False
         logger.info("[GridTradingBot.__init__] GridTradingBot initialized successfully")
 
+    def record_transaction(self, order_response: 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:
+            csv_symbol = self.csv_symbol
+            order_id = order_response["orderId"]
+            executed_qty = order_response["executedQty"]
+            cummulative_quote_qty = order_response["cummulativeQuoteQty"]
+            side = order_response["side"]
+            trade_type = "买入" if side == "BUY" else "卖出"
+
+            timestamp = datetime.fromtimestamp(order_response["updateTime"] / 1000).strftime(
+                "%Y-%m-%dT%H:%M"
+            )
+
+            row = [
+                timestamp,
+                trade_type,
+                csv_symbol,
+                executed_qty,
+                cummulative_quote_qty,
+                "资金账户",
+                "CEX",
+                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:
+                    file_exists = True
+            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",
+                        ]
+                    )
+                writer.writerow(row)
+
+            logger.info(
+                "[GridTradingBot.record_transaction] Transaction recorded, order ID: %s",
+                order_id,
+            )
+            return True
+        except Exception as e:
+            logger.error(
+                "[GridTradingBot.record_transaction] Transaction recording failed: %s",
+                str(e),
+            )
+            return False
+
     def api_get_price(self) -> float:
         """获取当前市场价格"""
         logger.custom_debug(
@@ -359,9 +437,8 @@ class GridTradingBot:
                         order_id,
                         self.active_orders[order_id].filled_time,
                     )
+                    self.record_transaction(order_info)
 
-                # 如果订单已完成或已取消，从活跃订单中移除
-                # if new_status in ["FILLED", "CANCELED"]:
                 if new_status in ["CANCELED"]:
                     logger.custom_debug(
                         "[GridTradingBot.api_update_order_statuses] Removing order %s from active orders (status: %s)",
@@ -832,6 +909,8 @@ class GridTradingBot:
 if __name__ == "__main__":
     config = {
         "symbol": "BTCUSDC",  # 交易对
+        "csv_symbol": "BTCUSDT",  # CSV记录映射交易对
+        "csv_file": "output/mexc_spot_grid_trades.csv",  # CSV记录文件
         "grid_percentage": 0.001,  # 等比网格的公比
         "grid_count": 3,  # 单侧的挂单数，实时平衡
         "order_amount": 0.00001,  # BTC数量