arbitrage/s_mexc_to_erc20.py

import time
import traceback
import copy
import os
from web3_py_client import EthClient
from mexc_client import MexcClient
from decimal import Decimal, ROUND_DOWN
from as_utils import add_state_flow_entry
from checker.logger_config import get_logger
from pprint import pformat

web3 = EthClient()
web3_backup = EthClient(os.getenv("RPC_URL_2"))
mexc = MexcClient()

# 配置日志
logger = get_logger('as')

class ArbitrageProcess:
    def __init__(self, gas_limit_multiplier, gas_price_multiplier, process_item, 
        core_data, core_lock,
        pending_data, pending_lock,
        mexc_data, mexc_lock,
    ):
        """
        初始化套利流程

        Args:
            gas_limit_multiplier: gas limit倍数, 一般都不加倍
            gas_price_multiplier: gas price倍数, 可以提高交易成功率
            process_item: 信號發送端傳入的原始參數
        """
        self.NETWORK = 'ETH'

        tx = process_item['tx']
        tx.pop('gasPrice', None)
        tx.pop('value', None)
        tx.pop('minReceiveAmount', None)
        tx.pop('slippage', None)
        tx.pop('maxSpendAmount', None)
        tx.pop('signatureData', None)

        self.core_data = core_data
        self.core_lock = core_lock
        self.pending_data = pending_data
        self.pending_lock = pending_lock
        self.mexc_data = mexc_data
        self.mexc_lock = mexc_lock

        # symbol轉大寫
        self.symbol = process_item['symbol'].upper()

        self.coin = self.symbol.split('_')[0]
        self.base_coin = self.symbol.split('_')[1]

        with self.core_lock:
            self.eth_price = self.core_data['eth_price']
        
        with self.mexc_lock:
            self.withdraw_info = copy.deepcopy(self.mexc_data['coin_info_map'][self.coin][self.NETWORK])
            self.WITHDRAW_FEE = Decimal(self.withdraw_info['withdrawFee']) # 提現手續費
            self.WITHDRAW_ENABLE = self.withdraw_info['withdrawEnable'] # 是否启用提现

            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.mexc_price = Decimal(process_item['cexPrice'])
        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']
        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_value = Decimal(0)
        self.buy_price = Decimal(0)
        self.buy_value = Decimal(0)
        self.chain_tx_hash = None                                                   # 链上卖出的tx hash

        self.exchange_buy_amount = Decimal(process_item['fromTokenAmountHuman'])    # 交易所买入量
        self.exchange_buy_amount = self.exchange_buy_amount + self.WITHDRAW_FEE     # 买入量考虑提现手续费
        self.already_bought_amount = Decimal(0)

        self.exchange_withdrawal_id = None                                          # 交易所提现id
        self.exchange_withdrawal_amount = None                                      # 交易所提现数量
        self.actual_profit = Decimal(0)                                             # 實際利潤

        # 定义可能的状态
        self.STATES = [
            "CHECK",                        # 检查余额、估算gas等
            "BUYING_ON_EXCHANGE",           # 正在中心化交易所买入现货
            "WAITING_BUY_CONFIRM",          # 等待现货买入订单确认
            "SELLING_ON_CHAIN",             # 正在链上卖出
            "WAITING_CHAIN_CONFIRM",        # 等待链上交易确认
            "WAITING_EXCHANGE_ROLLBACK",    # 等待交易所回滚
            "TRANSFERRING_TO_CHAIN",        # 正在向链上转账
            "WAITING_WITHDRAWAL_CONFIRM",   # 等待链上提现确认
            "COMPLETED",                    # 套利流程完成
            "REJECT",                       # 套利被程序拒绝
            "FAILED"                        # 套利流程失败
        ]

        self.STATE_IDLE = "IDLE"
        self.STATE_CHECK = "CHECK"
        self.STATE_BUYING_ON_EXCHANGE = "BUYING_ON_EXCHANGE"
        # self.STATE_WAITING_BUY_CONFIRM = "WAITING_BUY_CONFIRM"
        self.STATE_SELLING_ON_CHAIN = "SELLING_ON_CHAIN"
        self.STATE_WAITING_CHAIN_CONFIRM = "WAITING_CHAIN_CONFIRM"
        self.STATE_WAITING_EXCHANGE_ROLLBACK = "WAITING_EXCHANGE_ROLLBACK"
        self.STATE_WAITING_TRANSFER_ARRIVE = "WAITING_TRANSFER_ARRIVE"
        self.STATE_TRANSFERRING_TO_CHAIN = "TRANSFERRING_TO_CHAIN"
        self.STATE_WAITING_WITHDRAWAL_CONFIRM = "WAITING_WITHDRAWAL_CONFIRM"
        self.STATE_COMPLETED = "COMPLETED"
        self.STATE_REJECT = "REJECT"
        self.STATE_FAILED = "FAILED"

        self.current_state = "IDLE"

    def _set_state(self, state):
        """
        设置系统状态,并打印日志
        """
        if state in self.STATES:
            logger.info(f"状态变更：{self.current_state} -> {state}")
            logger.info('')
            self.current_state = state
        else:
            logger.error(f"尝试设置无效状态：{state}")

    def run_arbitrage_step(self):
        """
        根据当前状态执行套利流程的下一步
        这是一个周期性调用的函数,例如在主循环中调用
        """

        if self.current_state == self.STATE_CHECK:
            self._execute_check()

        elif self.current_state == self.STATE_BUYING_ON_EXCHANGE:
            self._execute_buy_on_exchange()

        elif self.current_state == self.STATE_SELLING_ON_CHAIN:
            self._selling_on_chain()

        elif self.current_state == self.STATE_WAITING_CHAIN_CONFIRM:
            self._wait_chain_confirm()

        elif self.current_state == self.STATE_WAITING_EXCHANGE_ROLLBACK:
            self._wait_exchange_rollback()

        elif self.current_state == self.STATE_WAITING_TRANSFER_ARRIVE:
            self._wait_transfer_arrive()

        elif self.current_state == self.STATE_TRANSFERRING_TO_CHAIN:
             self._execute_transfer_to_chain()

        elif self.current_state == self.STATE_WAITING_WITHDRAWAL_CONFIRM:
             self._wait_withdrawal_confirm()

        elif self.current_state == self.STATE_COMPLETED:
            msg = "套利流程成功完成！"
            logger.info(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "success")

        elif self.current_state == self.STATE_REJECT:
            msg = "套利流程被程序拒绝"
            logger.error(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

        elif self.current_state == self.STATE_FAILED:
            msg = "套利流程失败！"
            logger.error(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

    def _execute_check(self):
        """
        前置检查,防止低能错误
        """
        try:
            # step1,檢查交易所的餘額是否夠用,给2%的余量
            pseudo_value_to_buy = (self.exchange_buy_amount * self.mexc_price) * Decimal(1.02)
            pseudo_value_to_buy = pseudo_value_to_buy.quantize(Decimal('1'), rounding=ROUND_DOWN)
            
            # 交易所套保余额判断
            with self.mexc_lock:
                balances = self.mexc_data['account_info']['balances']

                for balance in balances:
                    if balance['asset'] == self.base_coin:
                        if Decimal(balance['free']) < pseudo_value_to_buy:
                            msg = f"交易所剩余{self.base_coin}: {balance['free']}, 买入要使用：{pseudo_value_to_buy}, 不能触发交易。"
                            logger.info(msg)
                            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
                            self._set_state(self.STATE_REJECT)
                            return
                        else:
                            msg = f"交易所剩余{self.base_coin}: {balance['free']}, 买入要使用：{pseudo_value_to_buy}, 余额校验通过。"
                            logger.info(msg)
                            add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                            break

            # 检查该币对是否有提现权限
            if not self.WITHDRAW_ENABLE:
                coin_info_formated = pformat(self.withdraw_info, indent=2)
                msg = f"{self.coin}不允许提现。\n{coin_info_formated}"
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
                self._set_state(self.STATE_REJECT)
                return

            # step2,估算gas
            logger.info("獲取區塊信息")
            with self.core_lock:
                latest_block = copy.deepcopy(self.core_data['block'])
            self.tx['maxPriorityFeePerGas'] = int(int(self.tx['maxPriorityFeePerGas']) * self.gas_price_multiplier)
            self.tx['maxFeePerGas'] = int(int(latest_block['baseFeePerGas']) * 2 + self.tx['maxPriorityFeePerGas'])

            gas_price = Decimal(self.tx['maxPriorityFeePerGas'] + self.tx['maxFeePerGas'])
            gas_price_gwei = gas_price / Decimal('1e9')
            gas_price_gwei = gas_price_gwei.quantize(Decimal('1e-9'), rounding=ROUND_DOWN)

            tx_formated = pformat(self.tx, indent=2)
            logger.info(f"鏈上各種校驗\n{tx_formated}")
            estimated_gas_origin = web3.w3.eth.estimate_gas(self.tx)
            estimated_gas = int(estimated_gas_origin * self.gas_limit_multiplier)
            estimated_wei = Decimal(estimated_gas) * gas_price
            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
            estimated_eth = estimated_eth.quantize(Decimal('1e-8'), rounding=ROUND_DOWN)

            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"
            logger.info(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "success")

            # step3, 費用與利潤比較
            estimated_eth_value = estimated_eth * self.eth_price
            estimated_eth_value = estimated_eth_value.quantize(Decimal('1e-2'), rounding=ROUND_DOWN)
            cost = estimated_eth_value + self.WITHDRAW_FEE * self.mexc_price          # 成本
            if self.profit < cost:
                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}"
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
                self._set_state(self.STATE_REJECT)
                return
            msg = f"費用判斷通過! profit: {self.profit}, eth_value:{estimated_eth_value}, eth: {estimated_eth}, eth_price: {self.eth_price}"
            logger.info(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "success")

            # step4, 與賬戶eth餘額比對（至少留0.002,不然沒gas了）
            MARGIN = Decimal(0.002)
            # 暫時鎖住core_data
            with self.core_lock:
                eth_balance = self.core_data['eth_balance']
                if eth_balance - estimated_eth < MARGIN:
                    msg = f"gas餘額判斷不通過! MARGIN:{MARGIN}, estimated_eth: {estimated_eth}, eth_balance: {eth_balance}"
                    logger.info(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
                    self._set_state(self.STATE_REJECT)
                    return
                
                # 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
                self.core_data['eth_balance'] = self.core_data['eth_balance'] - estimated_eth
            msg = f"gas餘額判斷通過! MARGIN:{MARGIN}, estimated_eth: {estimated_eth}, eth_balance: {eth_balance}"
            logger.info(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "success")

            # final, 設定交易狀態,開始交易
            self._set_state(self.STATE_BUYING_ON_EXCHANGE)
        except Exception as e:
            exc_traceback = traceback.format_exc()
            msg = f"前置檢查未通過\n{exc_traceback}"
            logger.error(msg)

            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
            self._set_state(self.STATE_REJECT)

            # traceback.print_exc()

    # 以下是每个状态对应的具体执行函数
    def _execute_buy_on_exchange(self):
        """
        在中心化交易所买入现货
        """
        msg = "执行：中心化交易所买入现货..."
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
        try:
            order_times = 0
            self.already_bought_amount = Decimal(0)
            while self.already_bought_amount < self.exchange_buy_amount and order_times < 5:
                order_times = order_times + 1
                # 第一步直接买入,这个数量用固定数量
                pseudo_amount_to_buy = self.exchange_buy_amount - self.already_bought_amount
                # 处理精度
                pseudo_amount_to_buy = pseudo_amount_to_buy.quantize(Decimal('1'), rounding=ROUND_DOWN)
                
                order_params = {
                    "symbol": self.symbol.replace('_', ''),
                    "side": "BUY",
                    "type": "MARKET",
                    "quantity": int(pseudo_amount_to_buy),          # 以【幣】的數量進行買入
                }
                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)

                msg = f"[{order_times}]交易所现货买入订单已发送 \n params:{order_params_formated} \n rst: {exchange_buy_order_formated}"
                if 'orderId' not in exchange_buy_order:
                    logger.error(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

                    continue

                exchange_buy_order_id = exchange_buy_order['orderId']

                # 查询交易所订单状态
                waiting_times = 5
                last_order = None
                while waiting_times > 0:
                    params = {
                        "symbol": self.symbol.replace('_', ''),
                        "orderId": exchange_buy_order_id
                    }
                    order = mexc.trade.get_order(params)
                    last_order = order

                    if order['status'] in ["FILLED", "PARTIALLY_CANCELED"]:
                        # 以实际成交数量为准
                        money = Decimal(order['cummulativeQuoteQty'])
                        self.already_bought_amount = self.already_bought_amount + Decimal(order['executedQty'])

                        self.buy_value = self.buy_value + money
                        self.buy_price = self.buy_value / self.already_bought_amount
                        self.buy_price = self.buy_price.quantize(Decimal('1e-16'), rounding=ROUND_DOWN)

                        order_formated = pformat(order, indent=2)
                        msg = f"交易所现货买入订单已完成, 价格：{self.buy_price}, money: {money}\n order: {order_formated}"
                        logger.info(msg)
                        add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                        self.exchange_withdrawal_amount = self.already_bought_amount
                        break
                    else:
                        time.sleep(1)
                        waiting_times = waiting_times - 1
            
            if order_times < 5:
                msg = 'mexc现货买入流程完成'
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                self._set_state(self.STATE_SELLING_ON_CHAIN)
            else:
                msg = 'mexc现货买入流程失败, 重试次数大于5'
                logger.info(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"交易所现货买入下单失败\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 _selling_on_chain(self):
        """
        在链上执行卖出操作
        """
        msg = "执行：链上卖出操作..."
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
        try:
            # 交易前nonce
            with self.core_lock:
                self.tx['nonce'] = self.core_data['nonce']
            
            # 调用链上客户端执行卖出交易
            signed_tx = web3._sign(self.tx, self.gas_limit_multiplier)
            self.chain_tx_hash = web3.w3.to_hex(signed_tx.hash)
            try:
                # 主要节点先发交易
                web3.w3.eth.send_raw_transaction(signed_tx.raw_transaction)
                # 使用备用节点再发一次交易
                web3_backup.w3.eth.send_raw_transaction(signed_tx.raw_transaction)
            except Exception as e:
                msg = f"据反饋說链上卖出失败：{e}, 交易哈希：{self.chain_tx_hash}"
                logger.error(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

            # 交易成功后刷新全局nonce
            with self.core_lock:
                self.core_data['nonce'] = self.core_data['nonce'] + 1
                block_number = self.core_data['block_number']
            
            # 將hash放入pending裏，等待確認
            with self.pending_lock:
                self.pending_data[self.chain_tx_hash] = {
                    "block_number": block_number,
                    "tx_details": None,
                    "reponse": None,
                }

            # 交易成功
            msg = f"再次確認交易是否上鏈：{self.chain_tx_hash}"
            logger.info(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "success")
            self._set_state(self.STATE_WAITING_CHAIN_CONFIRM)
        except Exception as e:
            exc_traceback = traceback.format_exc()
            msg = f"鏈上買入未處理的錯誤, 交易哈希：{self.chain_tx_hash}\n{exc_traceback}"
            logger.error(msg)

            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
            self._set_state(self.STATE_WAITING_CHAIN_CONFIRM)

            # traceback.print_exc()

    def _wait_chain_confirm(self):
        """
        等待链上交易确认
        """

        chain_tx_hash = self.chain_tx_hash
        msg = f"等待链上交易确认：{chain_tx_hash}"
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
        try:
            # 給120秒時間進行確認
            waiting_times = 120
            while waiting_times > 0:
                with self.pending_lock:
                    tx_details = copy.deepcopy(self.pending_data[chain_tx_hash]['tx_details'])

                if tx_details is None:
                    waiting_times = waiting_times - 1
                    time.sleep(1)

                    continue

                # # 交易確認后，移除出pending列表
                # with self.pending_lock:
                #     del self.pending_data[chain_tx_hash]

                # 交易失敗的邏輯處理，直接進行回滾
                if 'fromTokenDetails' not in tx_details \
                or 'toTokenDetails' not in tx_details:
                    msg = f"链上交易失敗。{tx_details}"
                    logger.info(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

                    self._set_state(self.STATE_WAITING_EXCHANGE_ROLLBACK)                    

                    break

                tx_details_formated = pformat(tx_details, indent=2)
                msg = f"链上交易已确认。\n details: {tx_details_formated}"
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                # 獲取交易信息
                from_token_details = tx_details['fromTokenDetails']
                to_token_details = tx_details['toTokenDetails']

                from_token_amount = Decimal(from_token_details['amount'])
                from_token_amount_human = from_token_amount / (Decimal(10) ** self.from_token_decimal)
                from_token_amount_human = from_token_amount_human.quantize(Decimal('1e-2'), 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.sell_value = to_token_amount_human
                self.sell_price = to_token_amount_human / from_token_amount_human
                self.sell_price = self.sell_price.quantize(Decimal('1e-16'), 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}卖出{to_token_amount_human},价格{self.sell_price}。"
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                # 計算實際利潤
                value = self.sell_value - self.buy_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 * self.mexc_price

                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_WAITING_TRANSFER_ARRIVE)

                break
            
            # 如果120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'])
                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：中心化交易所卖出现货回滚..."
        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_sell = Decimal(self.already_bought_amount)
            # 处理精度
            pseudo_amount_to_sell = pseudo_amount_to_sell.quantize(Decimal('1'), rounding=ROUND_DOWN)

            # 交易所币余额判断
            with self.mexc_lock:
                balances = self.mexc_data['account_info']['balances']
                for balance in balances:
                    if balance['asset'] == self.coin:
                        pseudo_amount_to_sell = min(Decimal(balance['free']), pseudo_amount_to_sell)

                        if pseudo_amount_to_sell * self.mexc_price < Decimal('10'):
                            msg = f"交易所剩余{self.coin}: {balance['free']}, 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.coin}: {balance['free']}, 交易所准备使用：{pseudo_amount_to_sell}, 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
            
            order_params = {
                "symbol": self.symbol.replace('_', ''),
                "side": "SELL",
                "type": "MARKET",
                "quantity": int(pseudo_amount_to_sell),
            }
            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"【回滚】交易所现货卖出下单失败\n params:{order_params_formated}\norder: {exchange_sell_order_formated}"
                logger.error(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
                self._set_state("FAILED")

                return

            exchange_sell_order_id = exchange_sell_order['orderId']
            
            msg = f"【回滚】交易所现货卖出订单已发送, 订单ID: {exchange_sell_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
            waiting_times = 30
            last_query_rst = None
            while True:
                params = {
                    "symbol": self.symbol.replace('_', ''),
                    "orderId": exchange_sell_order_id
                }
                order = mexc.trade.get_order(params)
                order_formated = pformat(order, indent=2)
                last_query_rst = order

                if order['status'] == "FILLED":
                    money = Decimal(order['cummulativeQuoteQty'])
                    amount = self.exchange_buy_amount
                    price = money / amount
                    price = price.quantize(Decimal('1e-8'), rounding=ROUND_DOWN)

                    msg = f"【回滚】交易所现货卖出订单已完全成交, 价格：{price}。\norder: {order_formated}"

                    logger.info(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                    self._set_state(self.STATE_FAILED)
                    return
                else:
                    # 继续等待成交
                    pass

                time.sleep(1)
                waiting_times = waiting_times - 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_sell_order_id}\n最终状态:{last_query_rst_formated}"
            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}"
            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 _wait_transfer_arrive(self):
        """
        等待资产在交易所内到账
        """
        msg = f"等待资产在交易所到账..."
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")

        try:
            is_arrived = False

            # 先進行快速提現判斷，如果不滿足條件就走後面的等待充值模式，雙模，這個步驟最多等待10分鐘
            waiting_times = 10
            last_deposit_state = None
            while waiting_times > 0:
                time.sleep(60)
                with self.mexc_lock:
                    deposit_list = copy.deepcopy(self.mexc_data['deposit_list'])

                # 是否已經在列表中了，抹茶識別充值會稍微有點慢，所以要耐心等
                is_list = False
                # pending中的數量
                pending_amount = Decimal(0)
                for deposit in deposit_list:
                    # 不屬于該路徑需要監聽的代幣
                    if deposit['coin'] != self.base_coin:
                        continue

                    # 處理pending數量
                    if Decimal(deposit['confirmTimes']) < Decimal(deposit['unlockConfirm']):
                        pending_amount = pending_amount + Decimal(deposit['amount'])

                    # 檢查到沒到列表中
                    if deposit['transHash'] != self.chain_tx_hash:
                        continue
                    last_deposit_state = deposit
                    is_list = True
                
                # 檢查是否滿足快速提現的條件
                if is_list:
                    # 交易所代幣余额判断
                    with self.mexc_lock:
                        balances = copy.deepcopy(self.mexc_data['account_info']['balances'])
                    asset_balance = 0
                    for balance in balances:
                        if balance['asset'] == self.base_coin:
                            asset_balance = Decimal(balance['free'])

                    # 交易所賣出餘額
                    buy_value = self.buy_value
                    
                    # 最終判斷
                    if buy_value + asset_balance > pending_amount:
                        last_deposit_state_formated = pformat(last_deposit_state, indent=2)
                        msg = f"【flash】资产可以進行快速提現。\n{last_deposit_state_formated}"
                        logger.info(msg)
                        add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                        self._set_state(self.STATE_TRANSFERRING_TO_CHAIN)
                        return
                    else:
                        logger.info(f"buy_value{buy_value}, asset_balance{asset_balance}, pending_amount{pending_amount}")
                
                logger.info(f"正在檢查快速提現條件...({waiting_times}/10)")
                waiting_times = waiting_times - 1

            # 最多等待30分钟
            waiting_times = 30
            last_deposit_state = None
            last_deposit_state_formated = None
            while waiting_times > 0:
                with self.mexc_lock:
                    deposit_list = copy.deepcopy(self.mexc_data['deposit_list'])
                for deposit in deposit_list:
                    if deposit['transHash'] != self.chain_tx_hash:
                        continue

                    last_deposit_state = deposit
                    last_deposit_state_formated = pformat(last_deposit_state, indent=2)

                    logger.info(f"等待资产在交易所到账...({deposit['confirmTimes']}/{deposit['unlockConfirm']})")
                    if Decimal(deposit['confirmTimes']) >= Decimal(deposit['unlockConfirm']):
                        is_arrived = True

                if is_arrived:
                    
                    msg = f"资产已在交易所到账。\n{last_deposit_state_formated}"
                    logger.info(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                    self._set_state(self.STATE_TRANSFERRING_TO_CHAIN)
                    return
                
                time.sleep(60)
                waiting_times = waiting_times - 1

            msg = f"等待充值到账超时(超过30分钟)。\n{last_deposit_state_formated}"
            logger.error(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

            self._set_state(self.STATE_FAILED)
        except Exception as e:
            msg = f"查询交易所到账状态时发生错误：{e}"
            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_transfer_to_chain(self):
        """
        将交易后获得的计价资产(例如USDT)转账回链上
        """
        msg = "执行：交易所计价资产转账回链上..."
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")

        try:
            pseudo_withdrawal_amount = str(int(float(self.exchange_buy_amount)))

            withdrawal_params = {
                'coin': self.coin,
                'netWork': 'ETH',
                'address': self.user_wallet,
                'amount': pseudo_withdrawal_amount
            }
            withdrawal_params_formated = pformat(withdrawal_params, indent=2)
            withdrawal_rst = mexc.wallet.post_withdraw(withdrawal_params)
            withdrawal_rst_formated = pformat(withdrawal_rst, indent=2)
            if "id" not in withdrawal_rst:
                msg = f"交易所提现失败\n參數: {withdrawal_params_formated}\n響應: {withdrawal_rst_formated}"
                logger.error(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

                self._set_state(self.STATE_FAILED)
            else:
                self.exchange_withdrawal_id = withdrawal_rst["id"]
                msg = f"交易所提现已发送\n{withdrawal_rst_formated}"
                logger.info(msg)
                add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                self._set_state(self.STATE_WAITING_WITHDRAWAL_CONFIRM)
        except Exception as e:
            msg = f"转账回链上失败: {e}"
            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 _wait_withdrawal_confirm(self):
        """
        等待交易所提现到链上确认
        """
        exchange_withdrawal_id = self.exchange_withdrawal_id

        msg = f"等待交易所提现确认：{exchange_withdrawal_id}"
        logger.info(msg)
        add_state_flow_entry(self.process_item, self.current_state, msg, "pending")
        try:
            is_arrived = False

            # 最多等待30分钟
            waiting_times = 60
            last_deposit_state = None
            last_deposit_state_formated = None
            while waiting_times > 0:
                with self.mexc_lock:
                    withdraw_list = copy.deepcopy(self.mexc_data['withdraw_list'])

                if not isinstance(withdraw_list, list):
                    msg = f"查询交易所提现状态时发生错误：{withdraw_list}"
                    logger.error(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

                    self._set_state("FAILED")
                    return

                for withdrawal in withdraw_list:
                    if withdrawal['id'] != exchange_withdrawal_id:
                        continue

                    last_deposit_state = withdrawal
                    last_deposit_state_formated = pformat(last_deposit_state, indent=2)

                    if withdrawal['status'] == 7:
                        is_arrived = True

                if is_arrived:
                    msg = f"提现请求已上链:\n{last_deposit_state_formated}"
                    logger.info(msg)
                    add_state_flow_entry(self.process_item, self.current_state, msg, "success")

                    self._set_state(self.STATE_COMPLETED)
                    return
                
                time.sleep(30)
                waiting_times = waiting_times - 1

            msg = f"等待提现到账超时(超过30分钟):\n{last_deposit_state_formated}"
            logger.error(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")

            self._set_state(self.STATE_FAILED)
        except Exception as e:
            msg = f"查询交易所提现状态时发生错误：{e}"
            logger.error(msg)
            add_state_flow_entry(self.process_item, self.current_state, msg, "fail")
            self._set_state(self.STATE_FAILED)

            traceback.print_exc()