diff --git a/main.py b/main.py index ff94e26..4989ca4 100644 --- a/main.py +++ b/main.py @@ -88,109 +88,105 @@ def main(): logger = logging.getLogger("main") db = Database(config_file_name) - next_exec_time = time.time() config = config_load(config_file_path) - while True: - logger.info("开始检查") - try: - old_config = config - config = config_load(config_file_path) - if config != old_config: - logger.warning("配置文件已更新") - config_validate(config) - except FileNotFoundError as e: - logger.error("配置文件不存在: %s", e) - return - except ValueError as e: - logger.error("配置文件验证失败: %s", e) - return - db.sync_trades(config["trades"].keys()) - accounts = {} - for account_id, account_data in config["accounts"].items(): - accounts[account_id] = getattr(ccxt, account_data["exchange"])( - { - "apiKey": account_data["api_key"], - "secret": account_data["secret_key"], - } + logger.info("开始检查") + try: + old_config = config + config = config_load(config_file_path) + if config != old_config: + logger.warning("配置文件已更新") + config_validate(config) + except FileNotFoundError as e: + logger.error("配置文件不存在: %s", e) + return + except ValueError as e: + logger.error("配置文件验证失败: %s", e) + return + db.sync_trades(config["trades"].keys()) + accounts = {} + for account_id, account_data in config["accounts"].items(): + accounts[account_id] = getattr(ccxt, account_data["exchange"])( + { + "apiKey": account_data["api_key"], + "secret": account_data["secret_key"], + } + ) + if account_data.get("demo", False): + accounts[account_id].enable_demo_trading(True) + + for trade_id, trade_data in config["trades"].items(): + if trade_data["account"] not in accounts: + logger.error("交易 %s 配置的账户 %s 在 accounts 中未找到", trade_id, trade_data["account"]) + continue + # 更新open订单情况 + for order_id in db.data[trade_id]["order_id"]["open"]: + order_detail = accounts[trade_data["account"]].fetch_order(order_id, trade_data["order"]["symbol"]) + if order_detail["status"] == "closed": + # 完全成交 + logger.info("%s: 订单成交", order_id) + csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None)) + db.data[trade_id]["order_id"]["open"].remove(order_id) + db.data[trade_id]["order_id"]["filled"].append(order_id) + db.data[trade_id]["counter"]["open"] -= 1 + db.data[trade_id]["counter"]["filled"] += 1 + elif order_detail["status"] == "canceled": + # 可能是用户手动取消了，那么放弃追踪 + logger.info("%s: 订单被取消，放弃追踪", order_id) + db.data[trade_id]["order_id"]["open"].remove(order_id) + db.data[trade_id]["counter"]["open"] -= 1 + elif order_detail["status"] == "open": + logger.info("%s: 订单未(完全)成交", order_id) + else: + logger.warning("%s: 订单状态为 %s，无法识别", order_id, order_detail["status"]) + + # 判断是否要取消订单 + if db.data[trade_id]["counter"]["open"] > 0: + if eval(trade_data["condition_cancel"]): + logger.info("交易 %s 符合取消条件，正在取消订单", trade_id) + accounts[trade_data["account"]].cancel_orders(db.data[trade_id]["order_id"]["open"]) + for order_id in db.data[trade_id]["order_id"]["open"]: + db.data[trade_id]["order_id"]["open"].remove(order_id) + db.data[trade_id]["order_id"]["canceled"].append(order_id) + db.data[trade_id]["counter"]["open"] -= 1 + db.data[trade_id]["counter"]["canceled"] += 1 + + # 判断是否要下单 + if eval(trade_data["condition_place"]): + logger.info("交易 %s 符合下单条件，正在下单", trade_id) + if trade_data["order"]["type"] == "market" and not accounts[trade_data["account"]].has["createMarketOrder"]: + logger.error("账户 %s 的交易所 %s 不支持市价单", trade_data["account"], accounts[trade_data["account"]].id) + return + + price = accounts[trade_data["account"]].fetch_ticker(trade_data["order"]["symbol"])["close"] + if "amount" not in trade_data["order"]: + # 只有cost没有amount，根据价格算amount + trade_data["order"]["amount"] = trade_data["order"]["cost"] / price + if "price" not in trade_data["order"]: + # 没有price，则市价 + if trade_data["order"]["side"] == "buy": + trade_data["order"]["price"] = price * 1.02 + else: + trade_data["order"]["price"] = price * 0.98 + + order_detail = accounts[trade_data["account"]].create_order( + trade_data["order"]["symbol"], + trade_data["order"]["type"], + trade_data["order"]["side"], + trade_data["order"]["amount"], + trade_data["order"]["price"], ) - if account_data.get("demo", False): - accounts[account_id].enable_demo_trading(True) - - for trade_id, trade_data in config["trades"].items(): - if trade_data["account"] not in accounts: - logger.error("交易 %s 配置的账户 %s 在 accounts 中未找到", trade_id, trade_data["account"]) - continue - # 更新open订单情况 - for order_id in db.data[trade_id]["order_id"]["open"]: - order_detail = accounts[trade_data["account"]].fetch_order(order_id, trade_data["order"]["symbol"]) - if order_detail["status"] == "closed": - # 完全成交 - logger.info("%s: 订单成交", order_id) - csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None)) - db.data[trade_id]["order_id"]["open"].remove(order_id) - db.data[trade_id]["order_id"]["filled"].append(order_id) - db.data[trade_id]["counter"]["open"] -= 1 - db.data[trade_id]["counter"]["filled"] += 1 - elif order_detail["status"] == "canceled": - # 可能是用户手动取消了，那么放弃追踪 - logger.info("%s: 订单被取消，放弃追踪", order_id) - db.data[trade_id]["order_id"]["open"].remove(order_id) - db.data[trade_id]["counter"]["open"] -= 1 - elif order_detail["status"] == "open": - logger.info("%s: 订单未(完全)成交", order_id) - else: - logger.warning("%s: 订单状态为 %s，无法识别", order_id, order_detail["status"]) - - # 判断是否要取消订单 - if db.data[trade_id]["counter"]["open"] > 0: - if eval(trade_data["condition_cancel"]): - logger.info("交易 %s 符合取消条件，正在取消订单", trade_id) - accounts[trade_data["account"]].cancel_orders(db.data[trade_id]["order_id"]["open"]) - for order_id in db.data[trade_id]["order_id"]["open"]: - db.data[trade_id]["order_id"]["open"].remove(order_id) - db.data[trade_id]["order_id"]["canceled"].append(order_id) - db.data[trade_id]["counter"]["open"] -= 1 - db.data[trade_id]["counter"]["canceled"] += 1 - - # 判断是否要下单 - if eval(trade_data["condition_place"]): - logger.info("交易 %s 符合下单条件，正在下单", trade_id) - if trade_data["order"]["type"] == "market" and not accounts[trade_data["account"]].has["createMarketOrder"]: - logger.error("账户 %s 的交易所 %s 不支持市价单", trade_data["account"], accounts[trade_data["account"]].id) - return - - price = accounts[trade_data["account"]].fetch_ticker(trade_data["order"]["symbol"])["close"] - if "amount" not in trade_data["order"]: - # 只有cost没有amount，根据价格算amount - trade_data["order"]["amount"] = trade_data["order"]["cost"] / price - if "price" not in trade_data["order"]: - # 没有price，则市价 - if trade_data["order"]["side"] == "buy": - trade_data["order"]["price"] = price * 1.02 - else: - trade_data["order"]["price"] = price * 0.98 - - order_detail = accounts[trade_data["account"]].create_order( - trade_data["order"]["symbol"], - trade_data["order"]["type"], - trade_data["order"]["side"], - trade_data["order"]["amount"], - trade_data["order"]["price"], - ) - if order_detail["status"] == "closed": - logger.info("%s: 订单成交", order_detail["id"]) - csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None)) - db.data[trade_id]["order_id"]["filled"].append(order_detail["id"]) - db.data[trade_id]["counter"]["filled"] += 1 - else: - db.data[trade_id]["order_id"]["open"].append(order_detail["id"]) - db.data[trade_id]["counter"]["open"] += 1 - logger.warning("%s: 订单状态为 %s，未加入追踪", order_detail["id"], order_detail["status"]) + if order_detail["status"] == "closed": + logger.info("%s: 订单成交", order_detail["id"]) + csv_record(config_file_name, order_detail, accounts[trade_data["account"]].id, trade_data.get("csv_symbol", None)) + db.data[trade_id]["order_id"]["filled"].append(order_detail["id"]) + db.data[trade_id]["counter"]["filled"] += 1 + else: + db.data[trade_id]["order_id"]["open"].append(order_detail["id"]) + db.data[trade_id]["counter"]["open"] += 1 + logger.warning("%s: 订单状态为 %s，未加入追踪", order_detail["id"], order_detail["status"]) db.save() - next_exec_time += config["interval"] - time.sleep(max(0, next_exec_time - time.time())) if __name__ == "__main__":