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@@ -127,6 +127,13 @@ class ArbitrageProcess:
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self.base_coin_asset_precision = Decimal(f'1e-{exchange_info['quoteAssetPrecision']}') # 这是USDT的精度
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self.price_precision = Decimal(f'1e-{exchange_info['quotePrecision']}') # 这是价格的精度
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+ # 格式化价格
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+ self.cex_price = self.cex_price.quantize(self.price_precision, rounding=ROUND_DOWN)
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+ self.dex_price = self.dex_price.quantize(self.price_precision, rounding=ROUND_DOWN)
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+
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+ # 数量
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+ self.sell_amount = self.sell_amount.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
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+
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def _set_state(self, state):
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"""
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设置系统状态,并打印日志
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@@ -150,6 +157,12 @@ class ArbitrageProcess:
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elif self.current_state == self.STATE_SELLING_ON_EXCHANGE:
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self._execute_sell_on_exchange()
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+ elif self.current_state == self.STATE_WAITING_PCT_CONVER:
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+ self._execute_wait_pct_cover()
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+
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+ elif self.current_state == self.STATE_BUYING_ON_EXCHANGE:
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+ self._execute_buy_on_exchange()
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+
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elif self.current_state == self.STATE_COMPLETED:
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msg = "套利流程成功完成！"
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logger.info(msg)
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@@ -172,7 +185,11 @@ class ArbitrageProcess:
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try:
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# step1,檢查交易所的餘額是否夠用
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# 处理精度
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- pseudo_amount_to_sell = self.sell_amount.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
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+ pseudo_amount_to_sell = self.sell_amount
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+
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+ msg = f"套利开始, dex {self.dex_price}, cex {self.cex_price}, pct {self.pct}"
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+ logger.info(msg)
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+ add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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# 交易所套保余额判断
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with self.mexc_lock:
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@@ -181,73 +198,18 @@ class ArbitrageProcess:
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for balance in balances:
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if balance['asset'] == self.coin:
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if Decimal(balance['free']) < pseudo_amount_to_sell:
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- msg = f"交易所剩余{self.coin}: {balance['free']}, 交易所准备卖出：{pseudo_amount_to_sell}, 不能触发套保交易。"
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+ msg = f"交易所剩余{self.coin}: {balance['free']}, 交易所准备卖出：{pseudo_amount_to_sell}, 不能触发交易。"
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logger.info(msg)
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add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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self._set_state(self.STATE_REJECT)
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return
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else:
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- msg = f"交易所剩余{self.coin}: {balance['free']}, 交易所准备卖出：{pseudo_amount_to_sell}, 余额校验通过（可以套保）。"
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+ msg = f"交易所剩余{self.coin}: {balance['free']}, 交易所准备卖出：{pseudo_amount_to_sell}, 余额校验通过（可以交易）。"
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logger.info(msg)
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add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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break
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- # step2,估算gas
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- logger.info("獲取區塊信息")
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- with self.core_lock:
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- latest_block = copy.deepcopy(self.core_data['block'])
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- self.tx['maxPriorityFeePerGas'] = int(int(self.tx['maxPriorityFeePerGas']) * self.gas_price_multiplier)
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- self.tx['maxFeePerGas'] = int(int(latest_block['baseFeePerGas']) * 2 + self.tx['maxPriorityFeePerGas'])
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-
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- gas_price = Decimal(self.tx['maxPriorityFeePerGas'] + self.tx['maxFeePerGas'])
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- gas_price_gwei = gas_price / Decimal('1e9')
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- gas_price_gwei = gas_price_gwei.quantize(Decimal('1e-9'), rounding=ROUND_DOWN)
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-
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- tx_formated = pformat(self.tx, indent=2)
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- logger.info(f"鏈上各種校驗\n{tx_formated}")
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- estimated_gas_origin = web3.w3.eth.estimate_gas(self.tx)
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- estimated_gas = int(estimated_gas_origin * self.gas_limit_multiplier)
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- estimated_wei = Decimal(estimated_gas) * gas_price
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- estimated_eth = Decimal(estimated_wei / Decimal('1e18')) / Decimal(2) # 除以2才是比較接近正常消耗的gas費，否則會過於高估
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- estimated_eth = estimated_eth.quantize(Decimal('1e-8'), rounding=ROUND_DOWN)
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-
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- msg = f"估算的燃气量: {estimated_gas}, eth消耗: {estimated_eth}, gas price: {gas_price_gwei} gwei, gas估算通過"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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- # step3, 費用與利潤比較
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- estimated_eth_value = estimated_eth * self.eth_price
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- estimated_eth_value = estimated_eth_value.quantize(Decimal('1e-2'), rounding=ROUND_DOWN)
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- cost = estimated_eth_value + self.WITHDRAW_FEE # 成本
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- if self.profit < cost:
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- msg = f"費用判斷不通過! profit: {self.profit}, eth_value:{estimated_eth_value}, eth: {estimated_eth}, eth_price: {self.eth_price}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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- self._set_state(self.STATE_REJECT)
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- return
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- msg = f"費用判斷通過! profit: {self.profit}, eth_value:{estimated_eth_value}, eth: {estimated_eth}, eth_price: {self.eth_price}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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- # step4, 與賬戶eth餘額比對（至少留0.002,不然沒gas了）
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- MARGIN = Decimal(0.002)
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- # 暫時鎖住core_data
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- with self.core_lock:
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- eth_balance = self.core_data['eth_balance']
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- if eth_balance - estimated_eth < MARGIN:
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- msg = f"gas餘額判斷不通過! MARGIN:{MARGIN}, estimated_eth: {estimated_eth}, eth_balance: {eth_balance}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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- self._set_state(self.STATE_REJECT)
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- return
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-
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- # 餘額判斷通過后預扣除balance，防止綫程更新不及時導致其他綫程誤發送tx
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- self.core_data['eth_balance'] = self.core_data['eth_balance'] - estimated_eth
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- msg = f"gas餘額判斷通過! MARGIN:{MARGIN}, estimated_eth: {estimated_eth}, eth_balance: {eth_balance}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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# final, 設定交易狀態,開始交易
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self._set_state(self.STATE_SELLING_ON_EXCHANGE)
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except Exception as e:
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@@ -260,7 +222,7 @@ class ArbitrageProcess:
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# traceback.print_exc()
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- # 以下是每个状态对应的具体执行函数
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+ # 执行卖出，使用超价单
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def _execute_sell_on_exchange(self):
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"""
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在中心化交易所卖出现货
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@@ -269,442 +231,114 @@ class ArbitrageProcess:
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logger.info(msg)
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add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
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try:
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- order_times = 0
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self.already_sold_amount = Decimal(0)
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- while self.already_sold_amount < self.sell_amount and order_times < 5:
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- order_times = order_times + 1
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- # 第一步直接卖出,这个数量用固定数量
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- pseudo_amount_to_sell = self.sell_amount - self.already_sold_amount
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- # 处理精度
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- pseudo_amount_to_sell = pseudo_amount_to_sell.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
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- # 初始化 quantity 变量
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- quantity_for_api = None
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- # 用求余法判断是否是整数
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- if pseudo_amount_to_sell % 1 == 0:
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- # 如果是整数，转换为 int 类型。某些API可能只接受整数交易对的整数数量
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- quantity_for_api = int(pseudo_amount_to_sell)
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- else:
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- # 如果是非整数，转换为 float 类型。这是最常见的API数量类型
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- quantity_for_api = float(pseudo_amount_to_sell)
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- order_params = {
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- "symbol": self.symbol.replace('_', ''),
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- "side": "SELL",
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- "type": "MARKET",
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- "quantity": quantity_for_api,
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- }
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-
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- order_params_formated = pformat(order_params, indent=2)
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-
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- exchange_sell_order = mexc.trade.post_order(order_params)
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- exchange_sell_order_formated = pformat(exchange_sell_order, indent=2)
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-
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- msg = f"交易所现货卖出订单已发送 \n params:{order_params_formated} \n rst: {exchange_sell_order_formated}"
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- if 'orderId' not in exchange_sell_order:
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- logger.error(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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-
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- continue
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-
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- # 查询交易所订单状态
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- exchange_sell_order_id = exchange_sell_order['orderId']
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- waiting_times = 5
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- while waiting_times > 0:
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- params = {
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- "symbol": self.symbol.replace('_', ''),
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- "orderId": exchange_sell_order_id
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- }
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- order = mexc.trade.get_order(params)
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-
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- if order['status'] in ["FILLED", "PARTIALLY_CANCELED"]:
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- # 以实际成交数量为准
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- money = Decimal(order['cummulativeQuoteQty'])
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- self.already_sold_amount = self.already_sold_amount + Decimal(order['executedQty'])
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-
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- self.sell_value = self.sell_value + money
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- self.sell_price = self.sell_value / self.already_sold_amount
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- self.sell_price = self.sell_price.quantize(self.price_precision, rounding=ROUND_DOWN)
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-
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- order_formated = pformat(order, indent=2)
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- msg = f"交易所现货卖出订单已完成, 价格：{self.sell_price}, money: {money}\n order: {order_formated}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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- break
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- else:
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- time.sleep(1)
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- waiting_times = waiting_times - 1
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-
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- if order_times < 5:
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- msg = 'mexc现货卖出流程完成'
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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- self._set_state(self.STATE_BUYING_ON_CHAIN)
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- else:
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- msg = 'mexc现货卖出流程失败, 重试次数大于5'
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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-
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- self._set_state(self.STATE_WAITING_EXCHANGE_ROLLBACK)
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- except Exception as e:
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- exc_traceback = traceback.format_exc()
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- msg = f"交易所现货卖出下单失败\n{exc_traceback}"
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- logger.error(msg)
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-
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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- self._set_state(self.STATE_FAILED)
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-
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- # traceback.print_exc()
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-
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- def _execute_buy_on_chain(self):
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- """
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- 在链上执行买入操作
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- """
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- msg = "执行：链上买入操作..."
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
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- try:
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- # 交易前nonce
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- with self.core_lock:
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- self.tx['nonce'] = self.core_data['nonce']
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-
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- # 调用链上客户端执行买入交易
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- signed_tx = web3._sign(self.tx, self.gas_limit_multiplier)
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- self.chain_tx_hash = web3.w3.to_hex(signed_tx.hash)
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- try:
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- # 主要节点先发交易
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- web3.w3.eth.send_raw_transaction(signed_tx.raw_transaction)
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- # 使用备用节点再发一次交易
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- web3_backup.w3.eth.send_raw_transaction(signed_tx.raw_transaction)
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- except Exception as e:
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- msg = f"据反饋說链上买入失败：{e}, 交易哈希：{self.chain_tx_hash}"
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- logger.error(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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-
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- # 交易成功后刷新全局nonce
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- with self.core_lock:
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- self.core_data['nonce'] = self.core_data['nonce'] + 1
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- block_number = self.core_data['block_number']
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-
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- # 將hash放入pending裏，等待確認
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- with self.pending_lock:
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- self.pending_data[self.chain_tx_hash] = {
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- "block_number": block_number,
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- "tx_details": None,
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- "reponse": None,
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- }
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-
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- # 交易成功
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- msg = f"再次確認交易是否上鏈：{self.chain_tx_hash}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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- self._set_state(self.STATE_WAITING_CHAIN_CONFIRM)
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- except Exception as e:
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- exc_traceback = traceback.format_exc()
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- msg = f"鏈上買入未處理的錯誤, 交易哈希：{self.chain_tx_hash}\n{exc_traceback}"
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- logger.error(msg)
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-
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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- self._set_state(self.STATE_WAITING_CHAIN_CONFIRM)
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-
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- # traceback.print_exc()
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-
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- def _wait_chain_confirm(self):
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- """
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- 等待链上交易确认
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- """
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-
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- chain_tx_hash = self.chain_tx_hash
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- msg = f"等待链上交易确认：{chain_tx_hash}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
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- try:
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- # 給120秒時間進行確認
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- waiting_times = 120
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- while waiting_times > 0:
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- with self.pending_lock:
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- tx_details = copy.deepcopy(self.pending_data[chain_tx_hash]['tx_details'])
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-
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- if tx_details is None:
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- waiting_times = waiting_times - 1
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- time.sleep(1)
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-
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- continue
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-
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- # # 交易確認后，移除出pending列表
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- # with self.pending_lock:
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- # del self.pending_data[chain_tx_hash]
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-
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- # 交易失敗的邏輯處理，直接進行回滾
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- if 'fromTokenDetails' not in tx_details \
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- or 'toTokenDetails' not in tx_details:
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- msg = f"链上交易失敗。{tx_details}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
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-
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- self._set_state(self.STATE_WAITING_EXCHANGE_ROLLBACK)
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-
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- break
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-
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- tx_details_formated = pformat(tx_details, indent=2)
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- msg = f"链上交易已确认。\n details: {tx_details_formated}"
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- logger.info(msg)
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- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
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-
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- # 獲取交易信息
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- from_token_details = tx_details['fromTokenDetails']
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- to_token_details = tx_details['toTokenDetails']
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-
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- from_token_amount = Decimal(from_token_details['amount'])
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- from_token_amount_human = from_token_amount / (Decimal(10) ** self.from_token_decimal)
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- from_token_amount_human = from_token_amount_human.quantize(self.base_coin_asset_precision, rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- to_token_amount = Decimal(to_token_details['amount'])
|
|
|
- to_token_amount_human = to_token_amount / (Decimal(10) ** self.to_token_decimal)
|
|
|
-
|
|
|
- self.buy_price = from_token_amount_human / to_token_amount_human
|
|
|
- self.buy_price = self.buy_price.quantize(self.price_precision, rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- # 交易預估利潤百分比計算
|
|
|
- rate = self.sell_price / self.buy_price
|
|
|
- rate = rate.quantize(Decimal('1e-4'), rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- msg = f"【比率{rate}】。用{from_token_amount_human}买入{to_token_amount_human},价格{self.buy_price}。"
|
|
|
- logger.info(msg)
|
|
|
- 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.sell_amount
|
|
|
- diff = diff.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- value = diff * self.sell_price
|
|
|
- value = value.quantize(Decimal('1e-4'), rounding=ROUND_DOWN)
|
|
|
- if value > 2:
|
|
|
- msg = f"滿足二賣條件，{diff}*{self.sell_price} = {value}"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
-
|
|
|
- # 初始化 quantity 变量
|
|
|
- quantity_for_api = None
|
|
|
- # 用求余法判断是否是整数
|
|
|
- if diff % 1 == 0:
|
|
|
- # 如果是整数，转换为 int 类型。某些API可能只接受整数交易对的整数数量
|
|
|
- quantity_for_api = int(diff)
|
|
|
- else:
|
|
|
- # 如果是非整数，转换为 float 类型。这是最常见的API数量类型
|
|
|
- quantity_for_api = float(diff)
|
|
|
- order_params = {
|
|
|
- "symbol": self.symbol.replace('_', ''),
|
|
|
- "side": "SELL",
|
|
|
- "type": "MARKET",
|
|
|
- "quantity": quantity_for_api,
|
|
|
- }
|
|
|
- order_params_formated = pformat(order_params, indent=2)
|
|
|
- exchange_sell_order = mexc.trade.post_order(order_params)
|
|
|
- exchange_sell_order_formated = pformat(exchange_sell_order, indent=2)
|
|
|
-
|
|
|
- if 'orderId' not in exchange_sell_order:
|
|
|
- msg = f"交易所现货二卖下单失败 \n params:{order_params_formated} \n rst: {exchange_sell_order_formated}"
|
|
|
- logger.error(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- else:
|
|
|
- oid = exchange_sell_order['orderId']
|
|
|
-
|
|
|
- # 查询交易所订单状态
|
|
|
- waiting_times_inner = 30
|
|
|
- last_order = None
|
|
|
- while waiting_times_inner > 0:
|
|
|
- params = {
|
|
|
- "symbol": self.symbol.replace('_', ''),
|
|
|
- "orderId": oid
|
|
|
- }
|
|
|
- order = mexc.trade.get_order(params)
|
|
|
- order_formated = pformat(order, indent=2)
|
|
|
- last_order = order
|
|
|
-
|
|
|
- if order['status'] in ["FILLED", "PARTIALLY_CANCELED"]:
|
|
|
- money = Decimal(order['cummulativeQuoteQty'])
|
|
|
-
|
|
|
- msg = f"交易所现货二卖订单已完成, money: {money}。\n order: {order_formated}"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
-
|
|
|
- break
|
|
|
- else:
|
|
|
- time.sleep(1)
|
|
|
- waiting_times_inner = waiting_times_inner - 1
|
|
|
-
|
|
|
- if waiting_times_inner <= 0:
|
|
|
- last_order_formated = pformat(last_order, indent=2)
|
|
|
-
|
|
|
- msg = f"交易所现货二卖订单失敗, 最後狀態：{last_order_formated}。"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- else:
|
|
|
- msg = f"不滿足二賣條件，{diff}*{self.sell_price} = {value}"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
-
|
|
|
- # 計算實際利潤
|
|
|
- actual_profit = value
|
|
|
- actual_gas_price = Decimal(tx_details['gasPrice'])
|
|
|
- actual_gas_price_gwei = actual_gas_price / Decimal('1e9')
|
|
|
- actual_gas_price_gwei = actual_gas_price_gwei.quantize(Decimal('1e-9'), rounding=ROUND_DOWN)
|
|
|
- actual_gas_used = Decimal(tx_details['gasUsed'])
|
|
|
- actual_wei = actual_gas_price * actual_gas_used
|
|
|
- actual_eth = actual_wei / Decimal('1e18')
|
|
|
- actual_eth = actual_eth.quantize(Decimal('1e-8'), rounding=ROUND_DOWN)
|
|
|
- actual_fee_used = actual_eth * self.eth_price
|
|
|
- actual_fee_used = actual_fee_used.quantize(Decimal('1e-4'), rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- actual_profit = value - actual_fee_used - self.WITHDRAW_FEE
|
|
|
-
|
|
|
- msg = f"【最終利潤】{actual_profit}{self.base_coin}(已扣除所有手續費、滑點)\
|
|
|
- \n鏈上ETH使用: {actual_eth}({actual_fee_used} USD), gas_price: {actual_gas_price_gwei} GWEI, gas_used: {actual_gas_used}\
|
|
|
- \n交易所出售代幣利潤: {value}, 提現手續費: {self.WITHDRAW_FEE}\
|
|
|
- "
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
-
|
|
|
- self._set_state(self.STATE_COMPLETED)
|
|
|
-
|
|
|
- break
|
|
|
-
|
|
|
- # 如果300秒都沒確認成功，該交易大概率沒有上鏈
|
|
|
- if waiting_times <= 0:
|
|
|
- with self.pending_lock:
|
|
|
- response = copy.deepcopy(self.pending_data[chain_tx_hash])
|
|
|
- response_formated = pformat(response, indent=2)
|
|
|
- msg = f"链上交易确认失败：{chain_tx_hash}\n{response_formated}"
|
|
|
- logger.error(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- self._set_state(self.STATE_WAITING_EXCHANGE_ROLLBACK)
|
|
|
- except Exception as e:
|
|
|
- exc_traceback = traceback.format_exc()
|
|
|
- msg = f"查询链上确认状态时发生错误\n{exc_traceback}"
|
|
|
- logger.error(msg)
|
|
|
-
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- self._set_state(self.STATE_WAITING_EXCHANGE_ROLLBACK)
|
|
|
-
|
|
|
- # traceback.print_exc()
|
|
|
-
|
|
|
- def _wait_exchange_rollback(self):
|
|
|
- """
|
|
|
- 市价进行交易所交易回滚
|
|
|
- """
|
|
|
- msg = "执行：中心化交易所买入现货回滚..."
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
|
|
|
- try:
|
|
|
- # 使用预提现数量进行回滚
|
|
|
- pseudo_amount_to_buy = Decimal(self.sell_value)
|
|
|
+ # 第一步直接卖出,这个数量用固定数量
|
|
|
+ pseudo_amount_to_sell = self.sell_amount - self.already_sold_amount
|
|
|
# 处理精度
|
|
|
- pseudo_amount_to_buy = pseudo_amount_to_buy.quantize(self.base_coin_asset_precision, rounding=ROUND_DOWN)
|
|
|
- # 剩余计价币余额
|
|
|
- free_balance = Decimal(0)
|
|
|
-
|
|
|
- # 交易所U余额判断
|
|
|
- with self.mexc_lock:
|
|
|
- balances = self.mexc_data['account_info']['balances']
|
|
|
- for balance in balances:
|
|
|
- if balance['asset'] == self.base_coin:
|
|
|
- free_balance = Decimal(balance['free'])
|
|
|
- pseudo_amount_to_buy = min(free_balance, pseudo_amount_to_buy)
|
|
|
-
|
|
|
- if pseudo_amount_to_buy < Decimal('10'):
|
|
|
- msg = f"交易所剩余{self.base_coin}: {free_balance}, 小于10, 不能触发回滚交易。"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- self._set_state(self.STATE_FAILED)
|
|
|
- return
|
|
|
- else:
|
|
|
- msg = f"交易所剩余{self.base_coin}: {free_balance}, 交易所准备使用：{pseudo_amount_to_buy}, 余额校验通过（可以回滚）。"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
- break
|
|
|
-
|
|
|
- # 有可能会遇到手续费占用问题
|
|
|
- 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)
|
|
|
-
|
|
|
+ pseudo_amount_to_sell = pseudo_amount_to_sell.quantize(self.coin_asset_precision, rounding=ROUND_DOWN)
|
|
|
+ price_for_api = self.dex_price.quantize(self.price_precision, rounding=ROUND_DOWN)
|
|
|
# 初始化 quantity 变量
|
|
|
quantity_for_api = None
|
|
|
# 用求余法判断是否是整数
|
|
|
- if ready_to_buy % 1 == 0:
|
|
|
+ if pseudo_amount_to_sell % 1 == 0:
|
|
|
# 如果是整数，转换为 int 类型。某些API可能只接受整数交易对的整数数量
|
|
|
- quantity_for_api = int(ready_to_buy)
|
|
|
+ quantity_for_api = int(pseudo_amount_to_sell)
|
|
|
else:
|
|
|
# 如果是非整数，转换为 float 类型。这是最常见的API数量类型
|
|
|
- quantity_for_api = float(ready_to_buy)
|
|
|
+ quantity_for_api = float(pseudo_amount_to_sell)
|
|
|
order_params = {
|
|
|
"symbol": self.symbol.replace('_', ''),
|
|
|
- "side": "BUY",
|
|
|
- "price": self.sell_price,
|
|
|
+ "side": "SELL",
|
|
|
"type": "LIMIT",
|
|
|
+ "price": price_for_api,
|
|
|
"quantity": quantity_for_api,
|
|
|
}
|
|
|
+
|
|
|
order_params_formated = pformat(order_params, indent=2)
|
|
|
- exchange_buy_order = mexc.trade.post_order(order_params)
|
|
|
- exchange_buy_order_formated = pformat(exchange_buy_order, indent=2)
|
|
|
- if 'orderId' not in exchange_buy_order:
|
|
|
- msg = f"【回滚】交易所现货买入下单失败\n params:{order_params_formated}\norder: {exchange_buy_order_formated}"
|
|
|
+
|
|
|
+ exchange_sell_order = mexc.trade.post_order(order_params)
|
|
|
+ exchange_sell_order_formated = pformat(exchange_sell_order, indent=2)
|
|
|
+
|
|
|
+ msg = f"交易所现货卖出订单已发送 \n params:{order_params_formated} \n rst: {exchange_sell_order_formated}"
|
|
|
+ logger.info(msg)
|
|
|
+ add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
+
|
|
|
+ if 'orderId' not in exchange_sell_order:
|
|
|
+ msg = '下单失败，请检查参数及返回值'
|
|
|
logger.error(msg)
|
|
|
add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
- self._set_state("FAILED")
|
|
|
|
|
|
return
|
|
|
|
|
|
- exchange_buy_order_id = exchange_buy_order['orderId']
|
|
|
-
|
|
|
- msg = f"【回滚】交易所现货买入订单已发送, 订单ID: {exchange_buy_order_id}"
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
-
|
|
|
# 查询交易所订单状态
|
|
|
- last_query_rst = None
|
|
|
- while True:
|
|
|
+ self.exchange_sell_order_id = exchange_sell_order['orderId']
|
|
|
+ waiting_times = 30
|
|
|
+ order = None
|
|
|
+ while waiting_times > 0:
|
|
|
+ # 最后一次尝试就撤单了不搞了
|
|
|
+ if waiting_times == 1:
|
|
|
+ params = {
|
|
|
+ "symbol": self.symbol.replace('_', ''),
|
|
|
+ "orderId": self.exchange_sell_order_id
|
|
|
+ }
|
|
|
+ delete_order = mexc.trade.delete_order(params)
|
|
|
+ delete_order_formated = pformat(delete_order, indent=2)
|
|
|
+ msg = f"【WARNING】交易所现货卖出未完全成交\n order: {order_formated}"
|
|
|
+ logger.warning(msg)
|
|
|
+ add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
+
|
|
|
+ time.sleep(5)
|
|
|
+
|
|
|
+ # 获取订单状态，直到完全成交或超时
|
|
|
params = {
|
|
|
"symbol": self.symbol.replace('_', ''),
|
|
|
- "orderId": exchange_buy_order_id
|
|
|
+ "orderId": self.exchange_sell_order_id
|
|
|
}
|
|
|
order = mexc.trade.get_order(params)
|
|
|
- order_formated = pformat(order, indent=2)
|
|
|
- last_query_rst = order
|
|
|
|
|
|
- if order['status'] == "FILLED":
|
|
|
+ if order['status'] in ["FILLED", "PARTIALLY_CANCELED"]:
|
|
|
+ # 以实际成交数量为准
|
|
|
money = Decimal(order['cummulativeQuoteQty'])
|
|
|
- amount = self.sell_amount
|
|
|
- price = money / amount
|
|
|
- price = price.quantize(self.price_precision, rounding=ROUND_DOWN)
|
|
|
-
|
|
|
- msg = f"【回滚】交易所现货买入订单已完全成交, 价格：{price}。\norder: {order_formated}"
|
|
|
+ self.already_sold_amount = self.already_sold_amount + Decimal(order['executedQty'])
|
|
|
|
|
|
- logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
-
|
|
|
- self._set_state(self.STATE_FAILED)
|
|
|
- return
|
|
|
+ self.sell_value = self.sell_value + money
|
|
|
+ self.sell_price = self.sell_value / self.already_sold_amount
|
|
|
+ self.sell_price = self.sell_price.quantize(self.price_precision, rounding=ROUND_DOWN)
|
|
|
+
|
|
|
+ break
|
|
|
else:
|
|
|
- # 继续等待成交
|
|
|
- pass
|
|
|
+ time.sleep(1)
|
|
|
+ waiting_times = waiting_times - 1
|
|
|
|
|
|
- time.sleep(1)
|
|
|
-
|
|
|
- last_query_rst_formated = pformat(last_query_rst, indent=2)
|
|
|
- msg = f"【回滚】回滚交易订单查询超时, 订单ID: {exchange_buy_order_id}\n最终状态:{last_query_rst_formated}"
|
|
|
+ order_formated = pformat(order, indent=2)
|
|
|
+ msg = f"交易所现货卖出订单已完成, 价格：{self.sell_price}, money: {money}\n order: {order_formated}"
|
|
|
logger.info(msg)
|
|
|
- add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
+ add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
+
|
|
|
+ if self.sell_value > 2:
|
|
|
+ msg = 'mexc现货卖出流程完成'
|
|
|
+ logger.info(msg)
|
|
|
+ add_state_flow_entry(self.process_item, self.current_state, msg, "success")
|
|
|
|
|
|
- self._set_state(self.STATE_FAILED)
|
|
|
+ self._set_state(self.STATE_WAITING_PCT_CONVER)
|
|
|
+ else:
|
|
|
+ msg = 'mexc现货卖出流程失败, 成交价值小于2'
|
|
|
+ logger.info(msg)
|
|
|
+ add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
+
|
|
|
+ self._set_state(self.STATE_FAILED)
|
|
|
except Exception as e:
|
|
|
exc_traceback = traceback.format_exc()
|
|
|
- msg = f"【回滚】交易所回滚交易失败\n{exc_traceback}"
|
|
|
+ msg = f"交易所现货卖出下单失败\n{exc_traceback}"
|
|
|
logger.error(msg)
|
|
|
-
|
|
|
+
|
|
|
add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
|
|
|
self._set_state(self.STATE_FAILED)
|
|
|
|
|
|
# traceback.print_exc()
|
|
|
+
|
|
|
+ def _execute_wait_pct_cover(self):
|
|
|
+ pass
|
|
|
+
|
|
|
+ def _execute_buy_on_exchange(self):
|
|
|
+ pass
|
