diff --git a/main.py b/main.py index 6b8dd93..913f722 100644 --- a/main.py +++ b/main.py @@ -7,7 +7,6 @@ from dataclasses import dataclass import mexc_spot_v3 -# 配置日志 logging.basicConfig( level=logging.DEBUG, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s", @@ -24,32 +23,13 @@ class Order: order_id: str price: float quantity: float - side: str # 'BUY' or 'SELL' - status: str # 'NEW', 'FILLED', 'CANCELED' - filled_time: Optional[float] = None # 订单成交时间戳 + side: str + status: str + filled_time: Optional[float] = None class GridTradingBot: def __init__(self, conf: Dict): - """ - 初始化网格交易机器人 - - 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) - - min_order_value: 最小挂单价值 (如 1 USDC) - - 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.debug( - "[GridTradingBot.__init__] Initializing GridTradingBot with config: %r", - conf, - ) self.config = conf self.symbol = conf["symbol"] self.csv_symbol = conf["csv_symbol"] @@ -60,34 +40,14 @@ class GridTradingBot: self.min_order_value = conf["min_order_value"] self.reserve_base = conf["reserve_base"] self.reserve_quote = conf["reserve_quote"] - - # 当前活跃的订单 - self.active_orders: Dict[str, Order] = {} # order_id -> Order - - # 当前网格范围 + self.active_orders: Dict[str, Order] = {} self.current_buy_levels = 0 self.current_sell_levels = 0 - - # 初始化API - logger.debug("[GridTradingBot.__init__] Initializing MEXC API clients") self.api_trade = mexc_spot_v3.mexc_trade() self.api_market = mexc_spot_v3.mexc_market() - - # 运行标志 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"] @@ -95,11 +55,9 @@ class GridTradingBot: 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, @@ -110,16 +68,12 @@ class GridTradingBot: "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: @@ -136,178 +90,56 @@ class GridTradingBot: ] ) 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.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.debug( - "[GridTradingBot.api_get_price] Current market price: %f", price - ) return price except Exception as e: - logger.error( - "[GridTradingBot.api_get_price] Failed to get price for %s: %s", - self.symbol, - str(e), - ) return self.api_get_price() def api_get_balances(self) -> Tuple[float, float]: - """获取基础货币和报价货币的可用余额（不包括冻结金额）""" - base_currency = self.symbol[:-4] # 假设报价货币是4个字母，如USDC + base_currency = self.symbol[:-4] quote_currency = self.symbol[-4:] base_available = 0.0 quote_available = 0.0 - - logger.debug( - "[GridTradingBot.api_get_balances] Fetching balances for %s and %s", - base_currency, - quote_currency, - ) try: balances = self.api_trade.get_account_info() for balance in balances.get("balances", []): if balance["asset"] == base_currency: base_available = float(balance["free"]) - 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.debug( - "[GridTradingBot.api_get_balances] Quote currency (%s) available: %f", - quote_currency, - quote_available, - ) - - logger.debug( - "[GridTradingBot.api_get_balances] Final balances - base: %f, quote: %f", - base_available, - quote_available, - ) return base_available, quote_available except Exception as e: - logger.error( - "[GridTradingBot.api_get_balances] Failed to get balances: %s", str(e) - ) return self.api_get_balances() def calculate_order_value(self, price: float) -> float: - """计算订单价值 (价格 * 数量)""" value = price * self.order_amount - logger.debug( - "[GridTradingBot.calculate_order_value] Calculated order value: price=%f * amount=%f = %f", - price, - self.order_amount, - value, - ) return value def is_order_value_valid(self, price: float) -> bool: - """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.debug( - "[GridTradingBot.is_order_value_valid] Order value validation: %f >= %f? %s", - value, - self.min_order_value, - is_valid, - ) return is_valid def calculate_grid_price(self, base_price: float, level: int, side: str) -> float: - """ - 计算网格价格 - - 参数: - base_price: 基础价格 - level: 网格级别 (正数) - side: 'BUY' 或 'SELL' - - 返回: - 计算后的价格 - """ - logger.debug( - "[GridTradingBot.calculate_grid_price] Calculating grid price: base=%f, level=%d, side=%s", - base_price, - level, - side, - ) - if side == "BUY": price = base_price / (1 + self.grid_percentage) ** level - logger.debug( - "[GridTradingBot.calculate_grid_price] Calculated BUY price: %f / (1 + %f)^%d = %f", - base_price, - self.grid_percentage, - level, - price, - ) return price elif side == "SELL": price = base_price * (1 + self.grid_percentage) ** level - logger.debug( - "[GridTradingBot.calculate_grid_price] Calculated SELL price: %f * (1 + %f)^%d = %f", - base_price, - self.grid_percentage, - level, - price, - ) return price else: - logger.error( - "[GridTradingBot.calculate_grid_price] Invalid side for grid price calculation: %s", - side, - ) raise ValueError(f"Invalid side: {side}") def api_place_order(self, price: float, side: str) -> Optional[str]: - """ - 下订单 - - 参数: - price: 价格 - side: 'BUY' 或 'SELL' - - 返回: - 订单ID (如果下单成功) 或 None (如果失败) - """ - logger.debug( - "[GridTradingBot.api_place_order] Attempting to place %s order at price: %f", - side, - price, - ) - if not self.is_order_value_valid(price): - logger.error( - "[GridTradingBot.api_place_order] Order value too small: price=%f, amount=%f, value=%f < min=%f", - price, - self.order_amount, - price * self.order_amount, - self.min_order_value, - ) return None - try: order_detail = self.api_trade.post_order( { @@ -318,222 +150,76 @@ class GridTradingBot: "quantity": self.order_amount, } ) - order_id = order_detail.get("orderId") if order_id: - logger.info( - "[GridTradingBot.api_place_order] Successfully placed %s order - price: %f, amount: %f, order_id: %s", - side, - price, - self.order_amount, - order_id, - ) return order_id else: - logger.error( - "[GridTradingBot.api_place_order] Failed to place %s order at %f: %r", - side, - price, - order_detail, - ) + return None except Exception as e: - logger.error( - "[GridTradingBot.api_place_order] Exception occurred while placing %s order at %f: %s", - side, - price, - str(e), - ) return self.api_place_order(price, side) def api_cancel_order(self, order_id: str): - """取消订单""" - logger.debug( - "[GridTradingBot.api_cancel_order] Attempting to cancel order: %s", order_id - ) try: self.api_trade.delete_order({"symbol": self.symbol, "orderId": order_id}) - logger.info( - "[GridTradingBot.api_cancel_order] Successfully canceled order: %s", - order_id, - ) except Exception as e: - logger.error( - "[GridTradingBot.api_cancel_order] Failed to cancel order %s: %s", - order_id, - str(e), - ) self.api_cancel_order(order_id) def api_cancel_all_orders(self): - """取消所有活跃订单""" - logger.debug( - "[GridTradingBot.api_cancel_all_orders] Attempting to cancel all open orders for symbol: %s", - self.symbol, - ) try: self.api_trade.delete_openorders({"symbol": self.symbol}) self.active_orders.clear() - logger.info( - "[GridTradingBot.api_cancel_all_orders] Successfully canceled all open orders for %s", - self.symbol, - ) self.current_buy_levels = 0 self.current_sell_levels = 0 except Exception as e: - logger.error( - "[GridTradingBot.api_cancel_all_orders] Failed to cancel all open orders: %s", - str(e), - ) self.api_cancel_all_orders() def api_update_order_statuses(self): - """更新所有活跃订单的状态""" - logger.debug( - "[GridTradingBot.api_update_order_statuses] Updating status for %d active orders", - len(self.active_orders), - ) - - # 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) - - # 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)) - - # 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, - ) order_info = self.api_trade.get_order( {"symbol": self.symbol, "orderId": order_id} ) - - # 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 - - # 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, - ) - - # 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.debug( - "[GridTradingBot.get_active_orders_by_side] Found %d active %s orders", - len(orders), - side, - ) return orders def get_extreme_prices(self) -> Tuple[Optional[float], Optional[float]]: - """ - 获取当前最极端的买单和卖单价格 - - 返回: - (最低买单价格, 最高卖单价格) 如果没有订单则为 (None, None) - """ buy_orders = self.get_active_orders_by_side("BUY") sell_orders = self.get_active_orders_by_side("SELL") - lowest_buy = min([order.price for order in buy_orders]) if buy_orders else None highest_sell = ( max([order.price for order in sell_orders]) if sell_orders else None ) - - logger.debug( - "[GridTradingBot.get_extreme_prices] Extreme prices - lowest buy: %s, highest sell: %s", - lowest_buy, - highest_sell, - ) return lowest_buy, highest_sell def initialize_grid(self): - """初始化网格""" - logger.info( - "[GridTradingBot.initialize_grid] Initializing grid for symbol: %s", - self.symbol, - ) - try: market_price = self.api_get_price() - logger.info( - "[GridTradingBot.initialize_grid] Current market price: %f", - market_price, - ) - - # 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.debug( - "[GridTradingBot.initialize_grid] Initial buy price: %f, sell price: %f", - buy_price, - sell_price, - ) - - # 检查余额并下单 base_balance, quote_balance = self.api_get_balances() - logger.info( - "[GridTradingBot.initialize_grid] Current balances - base: %f, quote: %f", - base_balance, - quote_balance, - ) - - # 下单买1 if quote_balance > self.reserve_quote: - 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.debug( - "[GridTradingBot.initialize_grid] Order value valid, placing buy order" - ) buy_order_id = self.api_place_order(buy_price, "BUY") if buy_order_id: self.active_orders[buy_order_id] = Order( @@ -544,34 +230,8 @@ class GridTradingBot: status="NEW", ) self.current_buy_levels = 1 - logger.info( - "[GridTradingBot.initialize_grid] Initial buy order placed at %f", - buy_price, - ) - else: - logger.error( - "[GridTradingBot.initialize_grid] Initial buy order value too small: %f < %f", - buy_price * self.order_amount, - self.min_order_value, - ) - else: - logger.error( - "[GridTradingBot.initialize_grid] Insufficient quote balance for initial buy: %f <= %f", - quote_balance, - self.reserve_quote, - ) - - # 下单卖1 if base_balance > self.reserve_base: - 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.debug( - "[GridTradingBot.initialize_grid] Order value valid, placing sell order" - ) sell_order_id = self.api_place_order(sell_price, "SELL") if sell_order_id: self.active_orders[sell_order_id] = Order( @@ -582,49 +242,16 @@ class GridTradingBot: status="NEW", ) self.current_sell_levels = 1 - logger.info( - "[GridTradingBot.initialize_grid] Initial sell order placed at %f", - sell_price, - ) - else: - logger.error( - "[GridTradingBot.initialize_grid] Initial sell order value too small: %f < %f", - sell_price * self.order_amount, - self.min_order_value, - ) - else: - logger.error( - "[GridTradingBot.initialize_grid] Insufficient base balance for initial sell: %f <= %f", - base_balance, - self.reserve_base, - ) - self.extend_grid() - except Exception as e: - logger.error( - "[GridTradingBot.initialize_grid] Failed to initialize grid: %s", str(e) - ) self.initialize_grid() def extend_grid(self): - """扩展网格，保证两侧都有指定个数的挂单""" - logger.debug( - "[GridTradingBot.extend_grid] Extending grid - current buy levels: %d/%d, sell levels: %d/%d", - self.current_buy_levels, - self.grid_count, - self.current_sell_levels, - self.grid_count, - ) - try: - # 如果两侧都没有挂单 (如: 插针) 则重启机器人 lowest_buy, highest_sell = self.get_extreme_prices() if lowest_buy is None and highest_sell is None: self.stop() self.run() - - # 扩展买单网格 (向下) while self.current_buy_levels < self.grid_count: lowest_buy, highest_sell = self.get_extreme_prices() base_balance, quote_balance = self.api_get_balances() @@ -632,26 +259,12 @@ class GridTradingBot: lowest_buy = self.calculate_grid_price( highest_sell, self.grid_count, "BUY" ) - 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.debug( - "[GridTradingBot.extend_grid] Extending buy grid - current lowest: %f, new price: %f", - lowest_buy, - new_buy_price, - ) - - if quote_balance - self.order_amount * new_buy_price > self.reserve_quote: - logger.debug( - "[GridTradingBot.extend_grid] Quote balance sufficient (%f > %f), checking order value", - quote_balance, - self.reserve_quote, - ) + if ( + quote_balance - self.order_amount * new_buy_price + > self.reserve_quote + ): if self.is_order_value_valid(new_buy_price): - logger.debug( - "[GridTradingBot.extend_grid] Order value valid, placing extended buy order" - ) buy_order_id = self.api_place_order(new_buy_price, "BUY") if buy_order_id: self.active_orders[buy_order_id] = Order( @@ -662,27 +275,10 @@ class GridTradingBot: status="NEW", ) self.current_buy_levels += 1 - logger.info( - "[GridTradingBot.extend_grid] Extended buy grid to level %d at price %f", - self.current_buy_levels, - new_buy_price, - ) else: - logger.error( - "[GridTradingBot.extend_grid] Extended buy order value too small: %f < %f", - new_buy_price * self.order_amount, - self.min_order_value, - ) break else: - logger.error( - "[GridTradingBot.extend_grid] Insufficient quote balance for extended buy: %f <= %f", - quote_balance, - self.reserve_quote, - ) break - - # 扩展卖单网格 (向上) while self.current_sell_levels < self.grid_count: lowest_buy, highest_sell = self.get_extreme_prices() base_balance, quote_balance = self.api_get_balances() @@ -690,26 +286,9 @@ class GridTradingBot: highest_sell = self.calculate_grid_price( lowest_buy, self.grid_count, "SELL" ) - 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.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.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.debug( - "[GridTradingBot.extend_grid] Order value valid, placing extended sell order" - ) sell_order_id = self.api_place_order(new_sell_price, "SELL") if sell_order_id: self.active_orders[sell_order_id] = Order( @@ -720,70 +299,27 @@ class GridTradingBot: status="NEW", ) self.current_sell_levels += 1 - logger.info( - "[GridTradingBot.extend_grid] Extended sell grid to level %d at price %f", - self.current_sell_levels, - new_sell_price, - ) else: - logger.error( - "[GridTradingBot.extend_grid] Extended sell order value too small: %f < %f", - new_sell_price * self.order_amount, - self.min_order_value, - ) break else: - logger.error( - "[GridTradingBot.extend_grid] Insufficient base balance for extended sell: %f <= %f", - base_balance, - self.reserve_base, - ) break - except Exception as e: - logger.error( - "[GridTradingBot.extend_grid] Failed to extend grid: %s", str(e) - ) self.extend_grid() def adjust_grid_for_filled(self): - """调整网格 - 优化后的对称逻辑: - 买单成交时: - 1. 取消最高价卖单 - 2. 在卖单侧挂一个更低价的卖单（卖0） - 3. 在买单侧挂一个更低价的买单（买n） - 卖单成交时: - 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.debug("[GridTradingBot.adjust_grid] Adjusting grid with symmetric logic") - try: - # 获取当前所有订单的快照 current_order_ids = set(self.active_orders.keys()) - - # 找出新成交的订单（之前存在且现在状态为FILLED） newly_filled_orders = [ order for order in self.active_orders.values() if order.order_id in current_order_ids and order.status == "FILLED" ] - if newly_filled_orders: - 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 filled_price = filled_order.price filled_id = filled_order.order_id self.active_orders.pop(filled_id, None) - logger.info( - "[GridTradingBot.adjust_grid] Processing newly filled %s order at price %f", - filled_side, - filled_price, - ) - - # 获取当前活跃订单 active_buys = [ o for o in self.active_orders.values() @@ -794,28 +330,17 @@ class GridTradingBot: for o in self.active_orders.values() if o.side == "SELL" and o.status == "NEW" ] - if filled_side == "BUY": self.current_buy_levels -= 1 elif filled_side == "SELL": self.current_sell_levels -= 1 if filled_side == "BUY" and active_sells: - # 买单成交时的处理逻辑 - # 1. 取消最高价卖单 highest_sell = max(active_sells, key=lambda x: x.price) self.api_cancel_order(highest_sell.order_id) self.active_orders.pop(highest_sell.order_id, None) - logger.info( - "[GridTradingBot.adjust_grid] Cancelled highest SELL order at %f (order_id: %s)", - highest_sell.price, - highest_sell.order_id, - ) - # 2. 在卖单侧挂一个更低价的卖单（卖0） - # 使用最近成交的买单价格作为基准 new_sell_price = self.calculate_grid_price( filled_price, 1, "SELL" ) - # 检查余额和订单价值 base_balance, _ = self.api_get_balances() if ( base_balance > self.reserve_base @@ -830,30 +355,13 @@ class GridTradingBot: side="SELL", status="NEW", ) - logger.info( - "[GridTradingBot.adjust_grid] Placed new lower SELL order at %f (order_id: %s)", - new_sell_price, - sell_order_id, - ) - elif filled_side == "SELL" and active_buys: - # 卖单成交时的处理逻辑 - # 1. 取消最低价买单 lowest_buy = min(active_buys, key=lambda x: x.price) self.api_cancel_order(lowest_buy.order_id) self.active_orders.pop(lowest_buy.order_id, None) - - logger.info( - "[GridTradingBot.adjust_grid] Cancelled lowest BUY order at %f (order_id: %s)", - lowest_buy.price, - lowest_buy.order_id, - ) - # 2. 在买单侧挂一个更高价的买单（买0） - # 使用最近成交的卖单价格作为基准 new_buy_price = self.calculate_grid_price( filled_price, 1, "BUY" ) - # 检查余额和订单价值 _, quote_balance = self.api_get_balances() if ( quote_balance > self.reserve_quote @@ -868,15 +376,7 @@ class GridTradingBot: side="BUY", status="NEW", ) - logger.info( - "[GridTradingBot.adjust_grid] Placed new higher BUY order at %f (order_id: %s)", - new_buy_price, - buy_order_id, - ) except Exception as e: - logger.error( - "[GridTradingBot.adjust_grid] Failed to adjust grid: %s", str(e) - ) self.adjust_grid_for_filled() def adjust_grid_for_violation(self): @@ -886,96 +386,50 @@ class GridTradingBot: if lowest_buy is None and market_price < self.calculate_grid_price( highest_sell, self.grid_count + 1, "BUY" ): - logger.warning( - "[GridTradingBot.adjust_grid_for_violation] Price varied too low, restarting grid." - ) self.api_cancel_all_orders() self.initialize_grid() elif highest_sell is None and market_price > self.calculate_grid_price( lowest_buy, self.grid_count + 1, "SELL" ): - logger.warning( - "[GridTradingBot.adjust_grid_for_violation] Price varied too high, restarting grid." - ) self.api_cancel_all_orders() self.initialize_grid() - except Exception as e: - logger.error( - "[GridTradingBot.adjust_grid_for_violation] Failed to adjust grid: %s", - str(e), - ) self.adjust_grid_for_violation() def run(self): - """运行网格交易机器人""" self.running = True - logger.info( - "[GridTradingBot.run] Starting grid trading bot for symbol: %s", self.symbol - ) - try: - # 初始化网格 self.initialize_grid() - - # 主循环 while self.running: try: - logger.debug("[GridTradingBot.run] Starting main loop iteration") - - # 更新订单状态 self.api_update_order_statuses() - - # 调整网格 self.adjust_grid_for_filled() self.adjust_grid_for_violation() - - # 尝试扩展网格 self.extend_grid() - - # 等待一段时间再检查 - sleep_time = 1 - logger.debug( - "[GridTradingBot.run] Sleeping for %d seconds", sleep_time - ) - time.sleep(sleep_time) - + time.sleep(1) except Exception as e: - logger.error("[GridTradingBot.run] Error in main loop: %s", str(e)) - sleep_time = 3 - logger.debug( - "[GridTradingBot.run] Error occurred, sleeping for %d seconds", - sleep_time, - ) - time.sleep(sleep_time) # 出错后等待更长时间 - + time.sleep(3) except KeyboardInterrupt: - logger.info("[GridTradingBot.run] Received keyboard interrupt, stopping...") + pass finally: self.stop() def stop(self): - """停止机器人""" - logger.info("[GridTradingBot.stop] Stopping grid trading bot...") self.running = False self.api_cancel_all_orders() - logger.info("[GridTradingBot.stop] Grid trading bot stopped successfully") -# 示例配置和使用 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 - "min_order_value": 1, # 交易所限制订单价值至少 1 USDC - "reserve_base": 0, # 保留 0 BTC 不参与网格 - "reserve_quote": 0, # 保留 0 USDC 不参与网格 + "symbol": "BTCUSDC", + "csv_symbol": "BTCUSDT", + "csv_file": "output/mexc_spot_grid_trades.csv", + "grid_percentage": 0.001, + "grid_count": 3, + "order_amount": 0.00001, + "min_order_value": 1, + "reserve_base": 0, + "reserve_quote": 0, } - - logger.info("[__main__] Creating GridTradingBot instance with config: %r", config) bot = GridTradingBot(config) bot.run()