明天再写了，今天小累

s_erc20_to_mexc.py

@@ -25,25 +25,22 @@ class ArbitrageProcess:
         Args:
             process_item: 信號發送端傳入的原始參數
         """
-        self.NETWORK = 'ETH'
-
 
 
         '''
         process_item
         {
             'cexPrice': '0.0104700000',
-            'closeLimit': '-1.000',
             'dexPrice': '0.01030220134289945035466016829',
-            'exchangeOutAmount': '3000.000000000000000000',
-            'openLimit': '0.000',
             'pct': '0',
+            'closeLimit': '-1.000',
+            'openLimit': '0.000',
+            'exchangeOutAmount': '3000.000000000000000000',
             'queryPriceUrl': '127.0.0.1:7777/table-data',
             'strategy': 'erc20_to_mexc',
             'symbol': 'APETH_USDT'
         }
         '''
-
         self.core_data = core_data
         self.core_lock = core_lock
         self.mexc_data = mexc_data
@@ -51,46 +48,27 @@ class ArbitrageProcess:
 
         # symbol轉大寫
         self.symbol = process_item['symbol'].upper()
-
         self.coin = self.symbol.split('_')[0]
         self.base_coin = self.symbol.split('_')[1]
-
-        # 获取eth价格
-        with self.core_lock:
-            self.eth_price = self.core_data['eth_price']
-        
-        # 获取提现信息
-        with self.mexc_lock:
-            self.withdraw_info = copy.deepcopy(self.mexc_data['coin_info_map'][self.base_coin][self.NETWORK])
-            self.WITHDRAW_FEE = Decimal(self.withdraw_info['withdrawFee']) # 提現手續費
-
-            withdraw_info_formated = pformat(self.withdraw_info, indent=2)
-            logger.info(f'提現信息識別, 手續費：{self.WITHDRAW_FEE}\n{withdraw_info_formated}')
-
-        self.tx = tx
         
-        self.profit = Decimal(process_item['profit'])               # 這個利潤是實際到手利潤
-        self.profit_limit = Decimal(process_item['profitLimit'])    # 這個利潤是實際到手利潤的limit
-
-        self.gas_limit_multiplier = gas_limit_multiplier
-        self.gas_price_multiplier = gas_price_multiplier
-
-        self.from_token_addr = process_item['fromToken']
-        self.from_token_decimal = Decimal(process_item['fromTokenDecimal'])
-        self.to_token_addr = process_item['toToken']
-        self.to_token_decimal = Decimal(process_item['toTokenDecimal'])
-
-        self.user_exchange_wallet = process_item['userExchangeWallet']
-        self.user_wallet = process_item['userWallet']
+        # 其它参数
+        self.cex_price = Decimal(process_item['cexPrice'])
+        self.dex_price = Decimal(process_item['dexPrice'])
+        self.pct = Decimal(process_item['pct'])
+        self.open_limit = Decimal(process_item['openLimit'])
+        self.close_limit = Decimal(process_item['closeLimit'])
+        self.query_price_url = Decimal(process_item['queryPriceUrl'])
+
+        # 留档
         self.process_item = process_item
 
-
         # 存储当前套利交易的细节信息,例如买入数量、价格等
-        self.sell_price = Decimal(0)
+        self.sell_amount = Decimal(process_item['exchangeOutAmount'])           # 交易所卖出量
+        self.sell_price = Decimal(0)                                            # 实际卖出价格
         self.sell_value = Decimal(0)                                            # 实际卖出价值
         self.buy_price = Decimal(0)
-        self.chain_tx_hash = None                                               # 链上买入的tx hash
-        self.exchange_sell_amount = Decimal(process_item['exchangeOutAmount'])  # 交易所卖出量
+        self.buy_amount = Decimal(0)
+        self.buy_value = Decimal(0)
         self.actual_profit = Decimal(0)                                         # 實際利潤
 
         # 定义可能的状态
@@ -194,7 +172,7 @@ class ArbitrageProcess:
         try:
             # step1,檢查交易所的餘額是否夠用
             # 处理精度
-            pseudo_amount_to_sell = self.exchange_sell_amount.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
+            pseudo_amount_to_sell = self.sell_amount.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
 
             # 交易所套保余额判断
             with self.mexc_lock:
@@ -293,10 +271,10 @@ class ArbitrageProcess:
         try:
             order_times = 0
             self.already_sold_amount = Decimal(0)
-            while self.already_sold_amount < self.exchange_sell_amount and order_times < 5:
+            while self.already_sold_amount < self.sell_amount and order_times < 5:
                 order_times = order_times + 1
                 # 第一步直接卖出,这个数量用固定数量
-                pseudo_amount_to_sell = self.exchange_sell_amount - self.already_sold_amount
+                pseudo_amount_to_sell = self.sell_amount - self.already_sold_amount
                 # 处理精度
                 pseudo_amount_to_sell = pseudo_amount_to_sell.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
                 # 初始化 quantity 变量
@@ -496,7 +474,7 @@ class ArbitrageProcess:
                 add_state_flow_entry(self.process_item, self.current_state, msg, "success")
 
                 # 判斷快速二賣條件
-                diff = to_token_amount_human - self.exchange_sell_amount
+                diff = to_token_amount_human - self.sell_amount
                 diff = diff.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
 
                 value = diff * self.sell_price
@@ -647,8 +625,8 @@ class ArbitrageProcess:
                             break
             
             # 有可能会遇到手续费占用问题
-            ready_to_buy = self.exchange_sell_amount
-            if self.exchange_sell_amount * self.sell_price * Decimal(1.002) >= free_balance:
+            ready_to_buy = self.sell_amount
+            if self.sell_amount * self.sell_price * Decimal(1.002) >= free_balance:
                 ready_to_buy = (free_balance * Decimal(0.998)) / self.sell_price
             ready_to_buy = ready_to_buy.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
 
@@ -698,7 +676,7 @@ class ArbitrageProcess:
 
                 if order['status'] == "FILLED":
                     money = Decimal(order['cummulativeQuoteQty'])
-                    amount = self.exchange_sell_amount
+                    amount = self.sell_amount
                     price = money / amount
                     price = price.quantize(self.price_precision, rounding=ROUND_DOWN)
 

toto.readme

@@ -6,6 +6,10 @@
 [-] 研究下怎么解决垃圾信号，链上下单量比较低的时候容易出现
 [-] 或者是询价用一个量，下单用另一个量
 [ ] 前期给默认值，直接开啃策略
+    [-] 架构整理
+    [-] 参数解析
+    [ ] 写等待价差回归部分
+    [ ] 写回购部分逻辑
 
 待定
-[ ] 直接写策略啊，先写mexc卖出的
+[ ]