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- import requests
- import time
- import threading
- import json
- import logging
- import ok_chain_client # 假设这是你的 OKX Chain 客户端库
- import pprint
- import plotly.graph_objects as go
- import argparse
- import signal
- import traceback
- import copy
- from pprint import pformat
- from decimal import Decimal, ROUND_DOWN
- from mexc_ws_client import MexcWSClient
- from typing import Callable, Any, Dict, List, Tuple
- from flask import Flask, render_template, jsonify
- from collections import deque
- from plotly.utils import PlotlyJSONEncoder
- # configs
- from config import wallet
- from config import okchain_api
- from config import arb
- # 排序及深度處理
- import bisect
- from typing import List
- # logs
- from logger_config import get_logger
- logger = get_logger('as')
- # ok web3的配置
- ok_chain_client.api_config = okchain_api # 假设ok_chain_client有此配置方式
- # --- 配置 arb_executor.py 的 HTTP 地址和端口 ---
- ARB_EXECUTOR_URL = arb["ARB_EXECUTOR_URL"]
- # --- 配置部分 ---
- # IN_AMOUNT_TO_QUERY 将在循环中动态确定
- EXCHANGE_OUT_AMOUNT = Decimal(str(arb["EXCHANGE_OUT_AMOUNT"])) # 确保是Decimal
- PROFIT_LIMIT = Decimal(str(arb["PROFIT_LIMIT"])) # 确保是Decimal
- IN_TOKEN_ADDRESS = arb["IN_TOKEN_ADDRESS"]
- IN_TOKEN_DECIMALS = arb["IN_TOKEN_DECIMALS"]
- OUT_TOKEN_ADDRESS = arb["OUT_TOKEN_ADDRESS"]
- SLIPPAGE = arb["SLIPPAGE"]
- MEXC_TARGET_PAIR_USDT = arb["MEXC_TARGET_PAIR_USDT"]
- CHAIN_ID = arb["CHAIN_ID"]
- # 錢包的配置
- USER_WALLET = wallet["user_wallet"]
- USER_EXCHANGE_WALLET = wallet["user_exchange_wallet"]
- proxies = None # {'http': 'http://proxy_url:port', 'https': 'http://proxy_url:port'}
- # 運行模式【trade、view】
- mode = None
- # oo_price_usdt_per_target = None # 这个全局变量似乎没有被有效使用,价格在循环内获取
- # 配置請求的日志等級
- app = Flask(__name__)
- log = logging.getLogger('werkzeug')
- log.setLevel(logging.ERROR)
- REFRESH_INTERVAL_SECONDS = 1 # 稍微增加间隔以减少API调用频率
- MAX_HISTORY_POINTS_PLOTLY = 21600
- historical_data_points = deque(maxlen=MAX_HISTORY_POINTS_PLOTLY)
- TARGET_ASSET_SYMBOL = MEXC_TARGET_PAIR_USDT.split('_')[0] # e.g., RATO
- BASE_CURRENCY_SYMBOL = MEXC_TARGET_PAIR_USDT.split('_')[1] # e.g., USDT (assumed to be consistent with IN_TOKEN_ADDRESS)
- # --- 全局深度数据和锁 ---
- # 初始化一个空的深度结构
- depth: Dict[str, Any] = {
- "lastUpdateId": None, # 可以考虑用事件ID或时间戳更新
- "bids": [], # 列表中的每个元素是 [price_str, volume_str]
- "asks": [] # 列表中的每个元素是 [price_str, volume_str]
- }
- depth_lock = threading.Lock() # 用于保护对 depth 数据的并发访问
- # 對於每次深度數據更新,都至少要更新一下該變量
- in_amount_to_query_human = Decimal(300)
- in_amount_lock = threading.Lock()
- # 鏈上數據的構造鎖結構
- chain_data = {}
- chain_data_lock = threading.Lock()
- # 圖表數據
- latest_values_for_table = {
- f"oo_price_usdt_per_target": "N/A",
- f"mexc_price_target_per_base": "N/A", # MEXC Bid1 (converted to USDT/TARGET)
- f"diff_oo_vs_mexc_bid1_percentage": "N/A",
- "profit_value_for_table": "N/A", # 新增:用于表格的利润值
- "oo_error": None, "mexc_error": None,
- "last_updated": "N/A",
- "mexc_pair_usdt_for_display": MEXC_TARGET_PAIR_USDT,
- "target_asset_symbol_for_display": TARGET_ASSET_SYMBOL,
- "base_currency_symbol_for_display": BASE_CURRENCY_SYMBOL
- }
- data_lock = threading.Lock()
- # 1秒一次添加數據到圖表
- last_insert_time = 0
- last_insert_time_lock = threading.Lock()
- # --- 兩個綫程,分別獲取depth以及鏈上數據
- def update_depth_data_periodically():
- global depth
- while True:
- # 等待 1 分鐘
- time.sleep(60)
- try:
- new_depth = get_depth(MEXC_TARGET_PAIR_USDT)
- if 'bids' in new_depth and new_depth['bids']:
- with depth_lock:
- depth = new_depth
- else:
- logger.error(f"depth獲取失敗: {new_depth}")
- except Exception as e:
- # 捕获线程循环中的其他潜在错误
- logger.error(f"depth数据更新线程发生未知错误: {e}")
- traceback.print_exc()
- def update_chain_data_periodically():
- global chain_data
- chain_id = CHAIN_ID
- in_token_addr = IN_TOKEN_ADDRESS
- out_token_addr = OUT_TOKEN_ADDRESS
- in_token_decimals = IN_TOKEN_DECIMALS
- slippage = SLIPPAGE
- user_wallet_addr = USER_WALLET
- user_exchange_wallet_addr = USER_EXCHANGE_WALLET
- while True:
- try:
- with in_amount_lock:
- amount_in_base_human = Decimal(str(in_amount_to_query_human))
- in_token_amount_atomic = int(amount_in_base_human * (10 ** in_token_decimals)) # 转为原子单位整数
- data = ok_chain_client.swap(chain_id, in_token_amount_atomic, in_token_addr, out_token_addr, slippage, user_wallet_addr, user_exchange_wallet_addr, 'fast')
- if data.get('code') == '0' and data.get('data'):
- with chain_data_lock:
- chain_data = data
- else:
- logger.info(f"鏈上數據獲取錯誤:{data}")
- except Exception as e:
- # 捕获线程循环中的其他潜在错误
- logger.error(f"鏈上数据更新线程发生未知错误: {e}")
- traceback.print_exc()
-
- # 等待 0.1 秒 測試
- time.sleep(0.1)
- # --- 深度维护逻辑 ---
- def update_level(levels_list: List[List[str]], price_str: str, volume_str: str, is_bids: bool):
- """
- 高效更新单个订单簿边(bids 或 asks)的特定价格水平。
- Args:
- levels_list: 当前的 bids 或 asks 列表,已按价格排序(bids 降序,asks 升序)。
- price_str: 新价格 (字符串)。
- volume_str: 新数量 (字符串)。
- is_bids: 布尔值,True 表示 bids (按价格降序),False 表示 asks (按价格升序)。
- """
- price_to_update = float(price_str)
- volume_to_update = float(volume_str)
- new_level_entry = [price_str, volume_str]
- # 1. 尝试查找现有的价格水平 (线性扫描,但对于深度有限的列表通常够快)
- # 如果深度非常大 (几百上千档),则二分查找会更好。
- found_at_index = -1
- for i, level_data in enumerate(levels_list):
- if float(level_data[0]) == price_to_update:
- found_at_index = i
- break
- # 2. 如果数量为0,则移除
- if volume_to_update == 0.0:
- if found_at_index != -1:
- levels_list.pop(found_at_index)
- # 3. 如果数量不为0
- else:
- if found_at_index != -1: # 价格已存在,更新数量
- levels_list[found_at_index][1] = volume_str
- else: # 价格不存在,需要插入以保持排序
- if is_bids:
- # Bids: 价格降序 (高价在前)
- # 找到插入点:第一个使得 level_price <= price_to_update 的位置
- insert_idx = 0
- while insert_idx < len(levels_list) and float(levels_list[insert_idx][0]) > price_to_update:
- insert_idx += 1
- levels_list.insert(insert_idx, new_level_entry)
- else:
- # Asks: 价格升序 (低价在前)
- # 找到插入点:第一个使得 level_price >= price_to_update 的位置
- # 使用 bisect.bisect_left 获取 prices (只包含价格的列表) 的插入点
- # 如果不创建临时 prices 列表,也可以直接迭代:
- insert_idx = 0
- while insert_idx < len(levels_list) and float(levels_list[insert_idx][0]) < price_to_update:
- insert_idx += 1
- levels_list.insert(insert_idx, new_level_entry)
- def update_depth_from_incremental(message_data: Dict[str, Any]):
- """
- 根据增量深度消息更新全局 depth 结构。
- Args:
- message_data (Dict[str, Any]): 从 WebSocket 收到的已解析的JSON数据,
- 期望包含 'c' (channel) 和 'd' (data) 字段。
- 'd' 应该包含 'bids' 和/或 'asks' 以及 'r' (推流ID)。
- """
- global depth, depth_lock
- # 检查是否是我们期望的增量深度消息
- channel = message_data.get('c')
- if not channel or "spot@public.increase.depth.v3.api" not in channel:
- # print(f"[DEPTH_UPDATE] Received non-depth message or unexpected channel: {channel}")
- return
- data_part = message_data.get('d')
- if not data_part or not isinstance(data_part, dict):
- print(f"[DEPTH_UPDATE] Incremental depth message 'd' part is missing or not a dict: {message_data}")
- return
- # 获取推流 ID,用于更新 lastUpdateId (如果需要严格同步,这里可能需要更复杂的逻辑)
- # r = message_data['d'].get('r') # 这个 'r' 是MEXC的推流编号, 不是UpdateID
- # 对于MEXC,增量深度通常不直接提供严格意义上的 Binance 那样的 U (firstUpdateId) 和 u (finalUpdateId)
- # 如果需要严格校对,通常需要先拉取一次全量快照,然后基于快照的 eventId/versionId 来应用增量
- # 这里我们简单地用最新的推流ID r (如果可用) 或者 时间戳 来标记更新
- # MEXC的 `spot@public.increase.depth.v3.api` 返回的 `r` 字段是唯一的推流ID。
- stream_id = data_part.get('r') # 这个r是推流ID,可以用它来粗略判断顺序
- # 更新 lastUpdateId (用推流ID或时间戳)
- if stream_id:
- # 注意:如果 depth['lastUpdateId'] 之前是全量快照的 eventId,
- # 那么这里的推流ID r 的序列性需要搞清楚。
- # 如果只是简单地取最大值,那也可以。
- with depth_lock:
- if depth.get("lastUpdateId") is None or int(stream_id) > int(depth.get("lastUpdateId", 0)):
- depth["lastUpdateId"] = stream_id
- else:
- with depth_lock:
- depth["lastUpdateId"] = int(time.time() * 1000) # 或者使用时间戳
- # 更新 bids
- if 'bids' in data_part and isinstance(data_part['bids'], list):
- for bid_update in data_part['bids']:
- if isinstance(bid_update, dict) and 'p' in bid_update and 'v' in bid_update:
- with depth_lock:
- update_level(depth['bids'], bid_update['p'], bid_update['v'], is_bids=True)
- # 如果更新的是買盤數據,則執行數據更新流程
- update_data_for_plotly_and_table()
- else:
- print(f"[DEPTH_UPDATE] Invalid bid update format: {bid_update}")
- # 更新 asks,該策略的賣盤數據不處理
- # if 'asks' in data_part and isinstance(data_part['asks'], list):
- # for ask_update in data_part['asks']:
- # if isinstance(ask_update, dict) and 'p' in ask_update and 'v' in ask_update:
- # with depth_lock:
- # update_level(depth['asks'], ask_update['p'], ask_update['v'], is_bids=False)
- # else:
- # print(f"[DEPTH_UPDATE] Invalid ask update format: {ask_update}")
- # 可选:限制深度列表的长度,例如只保留前N档
- # with depth_lock:
- # depth['bids'] = depth['bids'][:50]
- # depth['asks'] = depth['asks'][:50]
- # # 打印更新后的深度信息 (用于调试)
- # delay = time.time() * 1000 - message_data['t']
- # print_current_depth(delay)
- def print_current_depth(delay, max_levels_to_print=5):
- """打印当前深度信息 (前几档)"""
- with depth_lock:
- print(f"--- Current Depth (lastUpdateId: {depth.get('lastUpdateId')}, Delay={delay}) ---")
- print("\nAsks (Price, Volume):")
- asks_to_print = depth['asks'][:max_levels_to_print]
- for i in range(len(asks_to_print) -1, -1, -1):
- price, volume = asks_to_print[i]
- print(f" S{i+1}: {price} - {volume}") # S{原始档位号}
- if not depth['asks']:
- print(" (No asks)")
- print("--------------------------\n")
-
- print("Bids (Price, Volume):")
- for i, (price, volume) in enumerate(depth['bids'][:max_levels_to_print]):
- print(f" B{i+1}. {price} - {volume}")
- if not depth['bids']:
- print(" (No bids)")
- def get_depth(symol, limit=5000):
- url = "https://api.mexc.com/api/v3/depth"
- params = {'symbol': symol.replace('_', ''), 'limit': limit}
- try:
- r = requests.get(url, params=params, proxies=proxies, timeout=5) # 减少超时
- r.raise_for_status()
- return r.json()
- except requests.exceptions.RequestException as e:
- # logger.error(f"MEXC现货({pair_symbol})请求错误: {e}")
- return {"error": f"MEXC现货({pair_symbol})请求错误: {e}"}
- except Exception as e:
- # logger.error(f"MEXC现货({pair_symbol})处理错误: {e}", exc_info=True)
- return {"error": f"MEXC现货({pair_symbol})处理错误: {e}"}
- # --- 链上价格获取函数 (Okx) ---
- # 返回: price_base_per_target (例如 USDT per RATO)
- def get_chain_price_vs_target_currency():
- try:
- with chain_data_lock:
- data = copy.deepcopy(chain_data)
- if data.get('code') == '0' and data.get('data'):
- d = data['data'][0]
- router_result = d['routerResult']
- in_dec, out_dec = int(router_result['fromToken']['decimal']), int(router_result['toToken']['decimal'])
- atomic_in_base, atomic_out_target = Decimal(router_result['fromTokenAmount']), Decimal(router_result['toTokenAmount'])
- human_in_base = atomic_in_base / (10 ** in_dec)
- human_out_target = atomic_out_target / (10 ** out_dec)
- if human_out_target == 0: return {"error": f"OO输出目标代币为0 ({CHAIN_ID})"}, data # data 也返回
- return {"price_base_per_target": human_in_base / human_out_target}, data
- else:
- logger.info(f"chain數據獲取問題: {data}")
- return {
- "error": f"Okx API错误 - Code:{data.get('code', 'N/A')}, Msg:{data.get('msg', data.get('message', 'N/A')) if isinstance(data, dict) else '格式错误'}"}, None
- except Exception as e:
- logger.error(f"Okx请求错误详情: ", exc_info=True)
- return {"error": f"Okx请求错误: {e}"}, None
- # MEXC 现货 (获取 目标代币/USDT 的 bid 价格)
- # 返回: price_target_per_usdt_bid1 (例如 RATO per USDT)
- def get_mexc_spot_price_target_usdt_bid():
- try:
- with depth_lock:
- depth_copy = copy.deepcopy(depth)
- if 'bids' in depth_copy and depth_copy['bids']: # 确保bids存在且不为空
- bids = depth_copy['bids']
- trade_volume_remaining = EXCHANGE_OUT_AMOUNT # 还需要卖出的数量 (Decimal)
- trade_value = Decimal('0') # 累计的总价值 (Decimal)
- accumulated_volume = Decimal('0') # 累计吃单量
- for orderbook in bids:
- price = Decimal(orderbook[0])
- volume = Decimal(orderbook[1])
- if trade_volume_remaining <= Decimal('0'):
- break # 已经满足卖出量
- can_fill = min(volume, trade_volume_remaining)
- trade_value += price * can_fill
- accumulated_volume += can_fill
- trade_volume_remaining -= can_fill
-
- if accumulated_volume == Decimal('0'): # 如果一点都没卖出去
- # logger.warning(f"MEXC无法以EXCHANGE_OUT_AMOUNT={EXCHANGE_OUT_AMOUNT}获取任何 efectiva 卖出价格,累积量为0")
- return {"error": f"MEXC订单簿深度不足以卖出{EXCHANGE_OUT_AMOUNT} {TARGET_ASSET_SYMBOL}"}, Decimal('0')
- # 计算平均卖出价格
- # sell_price 代表 1 TARGET_ASSET = X USDT
- sell_price = trade_value / accumulated_volume
- sell_price = sell_price.quantize(Decimal('1e-15'), rounding=ROUND_DOWN)
- # trade_value 代表卖出 accumulated_volume 个 TARGET_ASSET 能得到的 USDT 总量
- return {
- "price_target_per_usdt_bid1": sell_price # 这个名字其实是 RATO/USDT,所以可以叫 price_target_per_base
- }, trade_value # 返回的是实际能卖出 EXCHANGE_OUT_AMOUNT (或更少,如果深度不足) 所得的 USDT 总额
- else:
- # logger.warning(f"MEXC现货({pair_symbol}) bids 数据不存在或为空: {data}")
- return {"error": f"MEXC现货({pair_symbol}) bids 数据不存在或为空"}, Decimal('0')
- except requests.exceptions.RequestException as e:
- # logger.error(f"MEXC现货({pair_symbol})请求错误: {e}")
- return {"error": f"MEXC现货({pair_symbol})请求错误: {e}"}, Decimal('0')
- except Exception as e:
- # logger.error(f"MEXC现货({pair_symbol})处理错误: {e}", exc_info=True)
- return {"error": f"MEXC现货({pair_symbol})处理错误: {e}"}, Decimal('0')
- def calculate_percentage_diff(price_a_base_per_target, price_b_base_per_target):
- # price_a: MEXC卖价 (USDT/TARGET) - 链上买的目标币,拿到CEX卖掉
- # price_b: 链上买价 (USDT/TARGET) - 链上用USDT买目标币
- # 期望 price_a > price_b
- if price_a_base_per_target is not None and price_b_base_per_target is not None and \
- isinstance(price_a_base_per_target, Decimal) and \
- isinstance(price_b_base_per_target, Decimal) and price_b_base_per_target != 0:
- # (卖价 - 买价) / 买价
- rst = (price_a_base_per_target - price_b_base_per_target) / price_b_base_per_target
- rst = rst.quantize(Decimal('1e-6'), rounding=ROUND_DOWN) # 提高精度
- return rst
- return None
- def send_arb_msg(profit_amount, chain_swap_data, mexc_price_usdt_per_target, in_amount_copy):
- # chain_swap_data 是从 get_chain_price_vs_target_currency 返回的第二个值
- if not (chain_swap_data and chain_swap_data.get('data') and chain_swap_data['data']):
- logger.error(f"套利消息发送失败:链上交易数据不完整 {chain_swap_data}")
- return
- d = chain_swap_data['data'][0]
- tx = d['tx'] # 这是预签名的交易结构体,不是tx hash
- router_result = d['routerResult']
- from_token_info = router_result['fromToken']
- to_token_info = router_result['toToken']
- in_dec, out_dec = int(from_token_info['decimal']), int(to_token_info['decimal'])
- # human_in_base 根据实际传入的 IN_AMOUNT_TO_QUERY (trade_value) 确定
- # human_out_target 是链上swap的实际输出
- atomic_out_target = Decimal(router_result['toTokenAmount'])
- human_out_target = atomic_out_target / (10 ** out_dec)
- arbitrage_data = {
- "tx": tx, # 预签名交易
- "profit": str(profit_amount.quantize(Decimal('0.001'))),
- "profitLimit": str(PROFIT_LIMIT.quantize(Decimal('0.001'))),
- # "mexcPriceUsdtPerTarget": str(mexc_price_usdt_per_target.quantize(Decimal('1e-8'))),
- "symbol": MEXC_TARGET_PAIR_USDT,
- "fromToken": IN_TOKEN_ADDRESS,
- "fromTokenAmountHuman": str(in_amount_copy.quantize(Decimal(f'1e-{in_dec}'))),
- "fromTokenDecimal": str(in_dec),
- "toToken": OUT_TOKEN_ADDRESS,
- "toTokenAmountHuman": str(human_out_target.quantize(Decimal(f'1e-{out_dec}'))),
- "toTokenDecimal": str(out_dec),
- "exchangeOutAmount": str(EXCHANGE_OUT_AMOUNT.quantize(Decimal(f'1e-{out_dec}'))), # CEX上期望卖出的目标币数量
- "strategy": "erc20_to_mexc",
- }
- logger.info(f"正在提交套利数据到 {ARB_EXECUTOR_URL}, profit {arbitrage_data["profit"]}, profitLimit {arbitrage_data["profitLimit"]}, keys: {arbitrage_data.keys()}")
- try:
- response = requests.post(ARB_EXECUTOR_URL, json=arbitrage_data, timeout=10)
- logger.info(f"套利执行器响应状态码: {response.status_code}")
- try:
- response_data = response.json()
- logger.info(f"套利执行器响应内容: {response_data}")
- except requests.exceptions.JSONDecodeError:
- logger.error(f"套利执行器响应无法解析为JSON: {response.text}")
- except requests.exceptions.RequestException as e:
- logger.error(f"连接套利执行器 {ARB_EXECUTOR_URL} 失败: {e}")
- except Exception as e:
- logger.error(f"发送套利消息未知错误: {e}", exc_info=True)
- def update_data_for_plotly_and_table():
- global historical_data_points, latest_values_for_table # IN_AMOUNT_TO_QUERY
-
- fetch_time_full = time.strftime("%Y-%m-%d %H:%M:%S")
- fetch_time_chart = time.strftime("%H:%M:%S")
- # 1. MEXC: 获取 price_target_per_usdt_bid1 (例如 RATO/USDT) 和相应的 trade_value_usdt
- # trade_value_usdt 是指如果以 EXCHANGE_OUT_AMOUNT 的目标代币在MEXC上砸盘卖出,能获得的USDT估值
- mexc_data, trade_value_usdt = get_mexc_spot_price_target_usdt_bid()
- mexc_price_target_per_usdt_bid = mexc_data.get("price_target_per_usdt_bid1") # TARGET/USDT
- mexc_err = mexc_data.get("error")
- # price_target_per_usdt_bid1: 这是1个目标币能卖多少USDT, 即 USDT/TARGET
- # 所以可以直接用,不需要转换,变量名应为 mexc_price_target_per_base
- mexc_price_target_per_base = None
- if mexc_price_target_per_usdt_bid is not None and mexc_price_target_per_usdt_bid > 0:
- mexc_price_target_per_base = mexc_price_target_per_usdt_bid # RATO/USDT => USDT/TARGET (命名约定)
- elif not mexc_err and mexc_price_target_per_usdt_bid is not None:
- mexc_err = mexc_err or "MEXC价格为0或无效"
-
- if mexc_err or trade_value_usdt == Decimal('0'): # 如果MEXC有问题或无法确定砸盘价值,则跳过本次循环
- logger.warning(f"MEXC数据获取问题: {mexc_err}, trade_value_usdt: {trade_value_usdt}. 跳过本次循环。")
- with data_lock: # 依然更新错误信息
- latest_values_for_table["mexc_error"] = mexc_err
- latest_values_for_table["oo_error"] = latest_values_for_table.get("oo_error") # 保持上次的oo_error
- latest_values_for_table["last_updated"] = fetch_time_full
- time.sleep(REFRESH_INTERVAL_SECONDS)
- return
- # 2. 确定链上查询的输入金额 (USDT)
- # 使用 MEXC 卖出 EXCHANGE_OUT_AMOUNT 个目标币能得到的USDT数量 (trade_value_usdt)
- # 作为链上购买目标币时花费的USDT数量 (in_amount_to_query_human)
- # 交易所賣了多少
- global in_amount_to_query_human
- with in_amount_lock:
- in_amount_to_query_human = trade_value_usdt.quantize(Decimal('1e-2'), rounding=ROUND_DOWN) # 保留两位小数
- in_amount_copy = Decimal(str(in_amount_to_query_human))
- if in_amount_copy <= Decimal('0'):
- logger.warning(f"计算出的链上查询金额为0或负数 ({in_amount_copy} USDT),跳过。trade_value_usdt: {trade_value_usdt}")
- time.sleep(REFRESH_INTERVAL_SECONDS)
- return
- # 3. 获取链上价格:用 in_amount_copy 这么多的USDT去买目标币,能买到多少,以及价格 (USDT/TARGET)
- oo_data, chain_swap_full_response = get_chain_price_vs_target_currency()
- oo_price_usdt_per_target = oo_data.get("price_base_per_target") # USDT/TARGET
- oo_err = oo_data.get("error")
- # 4. 计算百分比差异
- # diff = (MEXC卖价 - 链上买价) / 链上买价
- diff_oo_vs_mexc_bid1_pct = calculate_percentage_diff(
- mexc_price_target_per_base, # MEXC卖价 (USDT/TARGET)
- oo_price_usdt_per_target # 链上买价 (USDT/TARGET)
- )
- # 5. 计算实际利润额 (以USDT计价)
- # 利润 = (MEXC每目标币卖价 - 链上每目标币买价) * 链上买入的目标币数量
- # 链上买入的目标币数量 = in_amount_copy / oo_price_usdt_per_target
- # 简化:利润百分比 * 投入的USDT金额
- actual_profit_usdt = None
- if diff_oo_vs_mexc_bid1_pct is not None and oo_price_usdt_per_target is not None and oo_price_usdt_per_target > 0:
- # 方案A: 基于百分比和投入金额
- actual_profit_usdt = diff_oo_vs_mexc_bid1_pct * in_amount_copy
- # 6. 满足利润条件,发送套利消息, PROFIT_LIMIT + 3的3是提前計算的成本,否則一直提交
- global mode
- if actual_profit_usdt is not None and actual_profit_usdt > PROFIT_LIMIT + 3 and mode == 'trade':
- if chain_swap_full_response: # 确保有完整的链上数据
- send_arb_msg(actual_profit_usdt, chain_swap_full_response, mexc_price_target_per_base, in_amount_copy)
- else:
- logger.warning("利润满足但链上数据不完整,无法发送套利消息。")
- # 數據一秒更新一次
- global last_insert_time
- with last_insert_time_lock:
- if time.time() - 1 > last_insert_time:
- last_insert_time = time.time()
- current_point = {
- "time": fetch_time_chart,
- "oo_price_usdt_per_target": float(oo_price_usdt_per_target) if oo_price_usdt_per_target else None,
- "mexc_price_target_per_base": float(mexc_price_target_per_base) if mexc_price_target_per_base else None,
- "diff_oo_vs_mexc_bid1": float(diff_oo_vs_mexc_bid1_pct) if diff_oo_vs_mexc_bid1_pct is not None else None,
- "profit_value": float(actual_profit_usdt) if actual_profit_usdt is not None else None, # 新增:用于图表的实际利润额
- }
- with data_lock:
- historical_data_points.append(current_point)
- latest_values_for_table["oo_price_usdt_per_target"] = f"{oo_price_usdt_per_target:.8f}" if oo_price_usdt_per_target else "N/A"
- latest_values_for_table["mexc_price_target_per_base"] = f"{mexc_price_target_per_base:.8f}" if mexc_price_target_per_base else "N/A"
- latest_values_for_table["diff_oo_vs_mexc_bid1_percentage"] = f"{diff_oo_vs_mexc_bid1_pct:+.4%}" if diff_oo_vs_mexc_bid1_pct is not None else "N/A" # 显示为百分比
- latest_values_for_table["profit_value_for_table"] = f"{actual_profit_usdt:.2f} {BASE_CURRENCY_SYMBOL}" if actual_profit_usdt is not None else "N/A" # 新增
- latest_values_for_table["oo_error"] = oo_err
- latest_values_for_table["mexc_error"] = mexc_err
- latest_values_for_table["last_updated"] = fetch_time_full
- latest_values_for_table["in_amount_for_query_display"] = f"{in_amount_copy:.2f} {BASE_CURRENCY_SYMBOL}" if in_amount_copy > 0 else "N/A"
- # if oo_err or mexc_err :
- # logger.warning(f"{fetch_time_chart} Errors: OO:{oo_err}, MEXC:{mexc_err}")
- @app.route('/')
- def index_plotly():
- return render_template('index_plotly_dynamic_ok.html',
- target_asset=TARGET_ASSET_SYMBOL,
- base_asset=BASE_CURRENCY_SYMBOL,
- mexc_pair_usdt=MEXC_TARGET_PAIR_USDT,
- refresh_interval_ms=REFRESH_INTERVAL_SECONDS * 1000)
- @app.route('/table-data')
- def get_table_data():
- with data_lock:
- # logger.info(f"Table data requested: {latest_values_for_table}")
- return jsonify(latest_values_for_table)
- @app.route('/plotly-chart-data')
- def get_plotly_chart_data():
- with data_lock:
- points = list(historical_data_points)
- # logger.info(f"Chart data requested, {len(points)} points.")
- if not points:
- fig = go.Figure() # Create an empty figure
- fig.update_layout(title_text="暂无数据")
- empty_json = json.loads(json.dumps(fig, cls=PlotlyJSONEncoder))
- return jsonify({
- "price_chart": empty_json,
- "diff_chart": empty_json,
- "profit_chart": empty_json # 新增:空利润图表
- })
- times = [p['time'] for p in points]
- display_target_asset = latest_values_for_table["target_asset_symbol_for_display"]
- display_base_asset = latest_values_for_table["base_currency_symbol_for_display"]
- common_xaxis_config = dict(title='时间')
- common_legend_config = dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1)
- # if len(times) > 1: # Plotly handles autorange for single point ok
- # common_xaxis_config['range'] = [times[0], times[-1]]
- # else:
- common_xaxis_config['autorange'] = True
- # Price Chart
- fig_prices = go.Figure()
- fig_prices.add_trace(go.Scatter(x=times, y=[p['oo_price_usdt_per_target'] for p in points], mode='lines',
- name=f'Okx ({display_base_asset}/{display_target_asset})',
- line=dict(color='rgb(75, 192, 192)'),
- hovertemplate=f'<b>Okx链上价</b><br>价格: %{{y:.8f}} {display_base_asset}<extra></extra>',
- connectgaps=True)) # 处理None值不画线
- fig_prices.add_trace(go.Scatter(x=times, y=[p['mexc_price_target_per_base'] for p in points], mode='lines',
- name=f'MEXC卖1价 ({display_base_asset}/{display_target_asset})',
- line=dict(color='rgb(255, 99, 132)', dash='dash'),
- hovertemplate=f'<b>MEXC卖出价</b><br>价格: %{{y:.8f}} {display_base_asset}<extra></extra>',
- connectgaps=True))
- fig_prices.update_layout(title_text=f'{display_base_asset}/{display_target_asset} 价格历史',
- xaxis=common_xaxis_config.copy(),
- yaxis_title=f'价格 (1 {display_target_asset} = X {display_base_asset})',
- legend_title_text='平台',
- legend=common_legend_config.copy(), hovermode='x unified',
- margin=dict(l=70, r=30, t=80, b=50))
- # Percentage Difference Chart
- fig_diffs = go.Figure()
- fig_diffs.add_trace(
- go.Scatter(x=times, y=[p['diff_oo_vs_mexc_bid1'] for p in points], mode='lines', name=f'价差百分比 (MEXC卖价 vs Okx买价)',
- line=dict(color='rgb(255, 159, 64)'),
- hovertemplate=f'<b>(MEXC卖价-Okx买价)/Okx买价</b><br>百分比: %{{y:+.4%}}<extra></extra>', # 显示为百分比
- connectgaps=True))
- fig_diffs.update_layout(title_text=f'价差百分比历史曲线',
- xaxis=common_xaxis_config.copy(),
- yaxis_title='价差百分比', legend_title_text='对比', legend=common_legend_config.copy(),
- yaxis_zeroline=True, hovermode='x unified', margin=dict(l=70, r=30, t=80, b=50),
- yaxis_tickformat=".4%") # y轴也显示为百分比
- # --- 新增 Profit Chart ---
- fig_profit = go.Figure()
- fig_profit.add_trace(
- go.Scatter(x=times, y=[p['profit_value'] for p in points], mode='lines', name=f'预估利润 ({display_base_asset})',
- line=dict(color='rgb(153, 102, 255)'), # 紫色
- hovertemplate=f'<b>预估利润</b><br>金额: %{{y:,.2f}} {display_base_asset}<extra></extra>', # 利润金额,保留2位小数
- connectgaps=True))
- fig_profit.update_layout(title_text=f'预估利润历史 ({display_base_asset})',
- xaxis=common_xaxis_config.copy(),
- yaxis_title=f'利润 ({display_base_asset})',
- legend_title_text='利润额',
- legend=common_legend_config.copy(),
- yaxis_zeroline=True, hovermode='x unified',
- margin=dict(l=70, r=30, t=80, b=50),
- yaxis_tickformat="$,.2f") # y轴格式化为货币
- combined_figure_data = {
- "price_chart": json.loads(json.dumps(fig_prices, cls=PlotlyJSONEncoder)),
- "diff_chart": json.loads(json.dumps(fig_diffs, cls=PlotlyJSONEncoder)),
- "profit_chart": json.loads(json.dumps(fig_profit, cls=PlotlyJSONEncoder)) # 新增
- }
- return jsonify(combined_figure_data)
- def handle_ctrl_c(sig, frame):
- print("\nCtrl+C received. Stopping all clients...")
- for client_instance in active_clients:
- client_instance.stop()
- time.sleep(2)
- if __name__ == "__main__":
- signal.signal(signal.SIGINT, handle_ctrl_c)
- signal.signal(signal.SIGTERM, handle_ctrl_c)
- logger.info("Application starting. Press Ctrl+C to stop.")
- # 加载一次全量深度
- with depth_lock:
- depth = get_depth(MEXC_TARGET_PAIR_USDT)
- # logger.info(f"depth:\n{pformat(depth, indent=2)}")
- logger.info("启动depth数据更新线程...")
- updater_thread = threading.Thread(target=update_depth_data_periodically, daemon=True)
- updater_thread.start()
- logger.info("启动chain数据更新线程...")
- updater_thread = threading.Thread(target=update_chain_data_periodically, daemon=True)
- updater_thread.start()
- # 创建并启动 WebSocket 客户端,订阅增量深度
- # 注意:选择一个有交易量的币对,例如 BTCUSDT
- SYMBOL_TO_MONITOR = MEXC_TARGET_PAIR_USDT.replace('_', '')
- # 确保订阅的是增量深度频道
- depth_subscriptions = [f"spot@public.increase.depth.v3.api@{SYMBOL_TO_MONITOR}"]
- depth_client = MexcWSClient(
- symbol=SYMBOL_TO_MONITOR,
- on_message_callback=update_depth_from_incremental, # 所有消息都给这个处理器
- subscriptions=depth_subscriptions
- )
- depth_client.start()
- parser = argparse.ArgumentParser(description='套利监控和交易脚本。')
- parser.add_argument('--mode',
- required=True,
- choices=['trade', 'view'], # 限制可选值
- help='运行模式: "trade" (执行交易) 或 "view" (仅观察)')
- try:
- args = parser.parse_args()
- mode = args.mode
- logger.info(f"脚本运行模式为: {mode}")
- logger.info("应用启动...")
- logger.info(f"目标资产: {TARGET_ASSET_SYMBOL}, 计价货币: {BASE_CURRENCY_SYMBOL}")
- # IN_AMOUNT_TO_QUERY 会动态变化,初始值从配置读取,但循环中会基于MEXC的trade_value更新
- # logger.info(f"链上查询初始金额: {arb['IN_AMOUNT_TO_QUERY']} {BASE_CURRENCY_SYMBOL} -> {TARGET_ASSET_SYMBOL}")
- logger.info(f"MEXC期望卖出量 (用于计算深度和价值): {EXCHANGE_OUT_AMOUNT} {TARGET_ASSET_SYMBOL}")
- logger.info(f"利润阈值: {PROFIT_LIMIT} {BASE_CURRENCY_SYMBOL}")
- logger.info(f"MEXC现货交易对: {MEXC_TARGET_PAIR_USDT}")
-
- # data_thread = threading.Thread(target=update_data_for_plotly_and_table, daemon=True)
- # data_thread.start()
- port = arb.get("PORT", 5001) # 从配置获取端口,如果没有则默认5001
- logger.info(f"Flask 服务将在 http://0.0.0.0:{port} 上运行 (刷新间隔: {REFRESH_INTERVAL_SECONDS}s)")
- app.run(debug=False, host='0.0.0.0', port=port, use_reloader=False)
- except SystemExit: # argparse 在参数错误时会引发 SystemExit
- # parser.print_help() # argparse 默认会打印帮助信息
- logger.info("脚本因参数错误而退出。请提供 '--mode' 参数 ('trade' 或 'view')。")
- except Exception as e:
- logger.critical(f"主程序发生严重错误: {e}", exc_info=True)
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