TradingBot/CondOrderBot
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remove loop

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This commit is contained in:
Zichao Lin
2026-03-08 09:01:58 +08:00
parent 8d6e6a9c26
commit 622e7284db
1 changed files with 94 additions and 98 deletions
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192
main.py
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@@ -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__":