mexc interface integrations REST API fixes
This commit is contained in:
Dobromir Popov
3184
NN/exchanges/mexc/mexc_postman_dump.json
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3184
NN/exchanges/mexc/mexc_postman_dump.json
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170
NN/exchanges/mexc/test_live_trading.py
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170
NN/exchanges/mexc/test_live_trading.py
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@ -0,0 +1,170 @@
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#!/usr/bin/env python3
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"""
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Test Live Trading - Verify MEXC Connection and Trading
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"""
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import os
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import sys
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import logging
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import asyncio
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from datetime import datetime
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# Add project root to path
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sys.path.append(os.path.dirname(os.path.abspath(__file__)))
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from core.trading_executor import TradingExecutor
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from core.config import get_config
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# Setup logging
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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logger = logging.getLogger(__name__)
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async def test_live_trading():
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"""Test live trading functionality"""
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try:
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logger.info("=== LIVE TRADING TEST ===")
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logger.info("Testing MEXC connection and account balance reading")
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# Initialize trading executor
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logger.info("Initializing Trading Executor...")
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executor = TradingExecutor("config.yaml")
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# Check trading mode
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logger.info(f"Trading Mode: {executor.trading_mode}")
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logger.info(f"Simulation Mode: {executor.simulation_mode}")
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logger.info(f"Trading Enabled: {executor.trading_enabled}")
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if executor.simulation_mode:
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logger.warning("WARNING: Still in simulation mode. Check config.yaml")
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return
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# Test 1: Get account balance
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logger.info("\n=== TEST 1: ACCOUNT BALANCE ===")
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try:
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balances = executor.get_account_balance()
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logger.info("Account Balances:")
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total_value = 0.0
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for asset, balance_info in balances.items():
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if balance_info['total'] > 0:
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logger.info(f" {asset}: {balance_info['total']:.6f} ({balance_info['type']})")
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if asset in ['USDT', 'USDC', 'USD']:
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total_value += balance_info['total']
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logger.info(f"Total USD Value: ${total_value:.2f}")
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if total_value < 25:
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logger.warning(f"Account balance ${total_value:.2f} may be insufficient for testing")
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else:
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logger.info(f"Account balance ${total_value:.2f} looks good for testing")
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except Exception as e:
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logger.error(f"Error getting account balance: {e}")
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return
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# Test 2: Get current ETH price
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logger.info("\n=== TEST 2: MARKET DATA ===")
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try:
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# Test getting current price for ETH/USDT
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if executor.exchange:
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ticker = executor.exchange.get_ticker("ETH/USDT")
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if ticker and 'last' in ticker:
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current_price = ticker['last']
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logger.info(f"Current ETH/USDT Price: ${current_price:.2f}")
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else:
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logger.error("Failed to get ETH/USDT ticker data")
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return
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else:
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logger.error("Exchange interface not available")
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return
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except Exception as e:
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logger.error(f"Error getting market data: {e}")
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return
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# Test 3: Calculate position sizing
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logger.info("\n=== TEST 3: POSITION SIZING ===")
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try:
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# Test position size calculation with different confidence levels
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test_confidences = [0.3, 0.5, 0.7, 0.9]
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for confidence in test_confidences:
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position_size = executor._calculate_position_size(confidence, current_price)
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quantity = position_size / current_price
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logger.info(f"Confidence {confidence:.1f}: ${position_size:.2f} = {quantity:.6f} ETH")
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except Exception as e:
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logger.error(f"Error calculating position sizes: {e}")
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return
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# Test 4: Small test trade (optional - requires confirmation)
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logger.info("\n=== TEST 4: TEST TRADE (OPTIONAL) ===")
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user_input = input("Do you want to execute a SMALL test trade? (type 'YES' to confirm): ")
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if user_input.upper() == 'YES':
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try:
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logger.info("Executing SMALL test BUY order...")
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# Execute a very small buy order with low confidence (minimum position size)
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success = executor.execute_signal(
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symbol="ETH/USDT",
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action="BUY",
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confidence=0.3, # Low confidence = minimum position size
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current_price=current_price
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)
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if success:
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logger.info("✅ Test BUY order executed successfully!")
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# Wait a moment, then try to sell
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await asyncio.sleep(2)
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logger.info("Executing corresponding SELL order...")
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success = executor.execute_signal(
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symbol="ETH/USDT",
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action="SELL",
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confidence=0.9, # High confidence to ensure execution
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current_price=current_price
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)
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if success:
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logger.info("✅ Test SELL order executed successfully!")
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logger.info("✅ Full test trade cycle completed!")
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else:
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logger.warning("❌ Test SELL order failed")
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else:
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logger.warning("❌ Test BUY order failed")
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except Exception as e:
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logger.error(f"Error executing test trade: {e}")
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else:
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logger.info("Test trade skipped")
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# Test 5: Position and trade history
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logger.info("\n=== TEST 5: POSITIONS AND HISTORY ===")
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try:
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positions = executor.get_positions()
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trade_history = executor.get_trade_history()
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logger.info(f"Current Positions: {len(positions)}")
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for symbol, position in positions.items():
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logger.info(f" {symbol}: {position.side} {position.quantity:.6f} @ ${position.entry_price:.2f}")
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logger.info(f"Trade History: {len(trade_history)} trades")
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for trade in trade_history[-5:]: # Last 5 trades
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pnl_str = f"${trade.pnl:+.2f}" if trade.pnl else "$0.00"
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logger.info(f" {trade.symbol} {trade.side}: {pnl_str}")
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except Exception as e:
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logger.error(f"Error getting positions/history: {e}")
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logger.info("\n=== LIVE TRADING TEST COMPLETED ===")
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logger.info("If all tests passed, live trading is ready!")
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except Exception as e:
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logger.error(f"Error in live trading test: {e}")
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if __name__ == "__main__":
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asyncio.run(test_live_trading())
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@ -65,45 +65,48 @@ class MEXCInterface(ExchangeInterface):
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return False
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def _format_spot_symbol(self, symbol: str) -> str:
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"""Formats a symbol to MEXC spot API standard (e.g., 'ETH/USDT' -> 'ETHUSDC')."""
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"""Formats a symbol to MEXC spot API standard and converts USDT to USDC for execution."""
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if '/' in symbol:
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base, quote = symbol.split('/')
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# Convert USDT to USDC for MEXC spot trading
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# Convert USDT to USDC for MEXC execution (MEXC API only supports USDC pairs)
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if quote.upper() == 'USDT':
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quote = 'USDC'
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return f"{base.upper()}{quote.upper()}"
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else:
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# Convert USDT to USDC for symbols like ETHUSDT
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symbol = symbol.upper()
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if symbol.endswith('USDT'):
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symbol = symbol.replace('USDT', 'USDC')
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return symbol
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# Convert USDT to USDC for symbols like ETHUSDT -> ETHUSDC
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if symbol.upper().endswith('USDT'):
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symbol = symbol.upper().replace('USDT', 'USDC')
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return symbol.upper()
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def _format_futures_symbol(self, symbol: str) -> str:
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"""Formats a symbol to MEXC futures API standard (e.g., 'ETH/USDT' -> 'ETH_USDT')."""
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# This method is included for completeness but should not be used for spot trading
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return symbol.replace('/', '_').upper()
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def _generate_signature(self, timestamp: str, method: str, endpoint: str, params: Dict[str, Any]) -> str:
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"""Generate signature for private API calls using MEXC's expected parameter order"""
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# MEXC requires specific parameter ordering, not alphabetical
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# Based on successful test: symbol, side, type, quantity, timestamp, then other params
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mexc_param_order = ['symbol', 'side', 'type', 'quantity', 'timestamp', 'recvWindow']
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def _generate_signature(self, params: Dict[str, Any]) -> str:
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"""Generate signature for private API calls using MEXC's parameter ordering"""
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# MEXC uses specific parameter ordering for signature generation
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# Based on working Postman collection: symbol, side, type, quantity, price, timestamp, recvWindow, then others
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# Remove signature if present
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clean_params = {k: v for k, v in params.items() if k != 'signature'}
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# MEXC parameter order (from working Postman collection)
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mexc_order = ['symbol', 'side', 'type', 'quantity', 'price', 'timestamp', 'recvWindow']
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# Build ordered parameter list
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ordered_params = []
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# Add parameters in MEXC's expected order
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for param_name in mexc_param_order:
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if param_name in params and param_name != 'signature':
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ordered_params.append(f"{param_name}={params[param_name]}")
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for param_name in mexc_order:
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if param_name in clean_params:
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ordered_params.append(f"{param_name}={clean_params[param_name]}")
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del clean_params[param_name]
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# Add any remaining parameters not in the standard order (alphabetically)
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remaining_params = {k: v for k, v in params.items() if k not in mexc_param_order and k != 'signature'}
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for key in sorted(remaining_params.keys()):
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ordered_params.append(f"{key}={remaining_params[key]}")
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# Add any remaining parameters in alphabetical order
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for key in sorted(clean_params.keys()):
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ordered_params.append(f"{key}={clean_params[key]}")
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# Create query string (MEXC doesn't use the api_key + timestamp prefix)
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# Create query string
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query_string = '&'.join(ordered_params)
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logger.debug(f"MEXC signature query string: {query_string}")
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@ -118,7 +121,7 @@ class MEXCInterface(ExchangeInterface):
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logger.debug(f"MEXC signature: {signature}")
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return signature
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def _send_public_request(self, method: str, endpoint: str, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
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def _send_public_request(self, method: str, endpoint: str, params: Optional[Dict[str, Any]] = None) -> Any:
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"""Send a public API request to MEXC."""
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if params is None:
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params = {}
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@ -145,46 +148,52 @@ class MEXCInterface(ExchangeInterface):
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logger.error(f"Error in public request to {endpoint}: {e}")
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return {}
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def _send_private_request(self, method: str, endpoint: str, params: Dict[str, Any] = None) -> Optional[Dict[str, Any]]:
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def _send_private_request(self, method: str, endpoint: str, params: Optional[Dict[str, Any]] = None) -> Optional[Dict[str, Any]]:
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"""Send a private request to the exchange with proper signature"""
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if params is None:
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params = {}
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timestamp = str(int(time.time() * 1000))
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# Add timestamp and recvWindow to params for signature and request
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params['timestamp'] = timestamp
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params['recvWindow'] = self.recv_window
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signature = self._generate_signature(timestamp, method, endpoint, params)
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params['recvWindow'] = str(self.recv_window)
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# Generate signature with all parameters
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signature = self._generate_signature(params)
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params['signature'] = signature
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headers = {
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"X-MEXC-APIKEY": self.api_key,
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"Request-Time": timestamp
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"X-MEXC-APIKEY": self.api_key
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}
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# For spot API, use the correct endpoint format
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if not endpoint.startswith('api/v3/'):
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endpoint = f"api/v3/{endpoint}"
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url = f"{self.base_url}/{endpoint}"
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try:
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if method.upper() == "GET":
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response = self.session.get(url, headers=headers, params=params, timeout=10)
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elif method.upper() == "POST":
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# MEXC expects POST parameters as query string, not in body
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# For POST requests, MEXC expects parameters as query parameters, not form data
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# Based on Postman collection: Content-Type header is disabled
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response = self.session.post(url, headers=headers, params=params, timeout=10)
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elif method.upper() == "DELETE":
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response = self.session.delete(url, headers=headers, params=params, timeout=10)
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else:
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logger.error(f"Unsupported method: {method}")
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return None
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response.raise_for_status()
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data = response.json()
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# For successful responses, return the data directly
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# MEXC doesn't always use 'success' field for successful operations
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logger.debug(f"Request URL: {response.url}")
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logger.debug(f"Response status: {response.status_code}")
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if response.status_code == 200:
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return data
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return response.json()
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else:
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logger.error(f"API error: Status Code: {response.status_code}, Response: {response.text}")
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return None
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except requests.exceptions.HTTPError as http_err:
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logger.error(f"HTTP error for {endpoint}: Status Code: {response.status_code}, Response: {response.text}")
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logger.error(f"HTTP error details: {http_err}")
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@ -223,7 +232,11 @@ class MEXCInterface(ExchangeInterface):
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ticker_data = response
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elif isinstance(response, list) and len(response) > 0:
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# If the response is a list, try to find the specific symbol
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found_ticker = next((item for item in response if item.get('symbol') == formatted_symbol), None)
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found_ticker = None
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for item in response:
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if isinstance(item, dict) and item.get('symbol') == formatted_symbol:
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found_ticker = item
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break
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if found_ticker:
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ticker_data = found_ticker
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else:
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@ -293,38 +306,66 @@ class MEXCInterface(ExchangeInterface):
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logger.info(f"Supported symbols include: {supported_symbols[:10]}...") # Show first 10
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return {}
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endpoint = "order"
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# Round quantity to MEXC precision requirements and ensure minimum order value
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# MEXC ETHUSDC requires precision based on baseAssetPrecision (5 decimals for ETH)
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if 'ETH' in formatted_symbol:
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quantity = round(quantity, 5) # MEXC ETHUSDC precision: 5 decimals
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# Ensure minimum order value (typically $10+ for MEXC)
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if price and quantity * price < 10.0:
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quantity = round(10.0 / price, 5) # Adjust to minimum $10 order
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elif 'BTC' in formatted_symbol:
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quantity = round(quantity, 6) # MEXC BTCUSDC precision: 6 decimals
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if price and quantity * price < 10.0:
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quantity = round(10.0 / price, 6) # Adjust to minimum $10 order
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else:
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quantity = round(quantity, 5) # Default precision for MEXC
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if price and quantity * price < 10.0:
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quantity = round(10.0 / price, 5) # Adjust to minimum $10 order
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params: Dict[str, Any] = {
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# MEXC doesn't support MARKET orders for many pairs - use LIMIT orders instead
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if order_type.upper() == 'MARKET':
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# Convert market order to limit order with aggressive pricing for immediate execution
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if price is None:
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ticker = self.get_ticker(symbol)
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if ticker and 'last' in ticker:
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current_price = float(ticker['last'])
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# For buy orders, use slightly above market to ensure immediate execution
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# For sell orders, use slightly below market to ensure immediate execution
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if side.upper() == 'BUY':
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price = current_price * 1.002 # 0.2% premium for immediate buy execution
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else:
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price = current_price * 0.998 # 0.2% discount for immediate sell execution
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else:
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logger.error("Cannot get current price for market order conversion")
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return {}
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# Convert to limit order with immediate execution pricing
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order_type = 'LIMIT'
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logger.info(f"MEXC: Converting MARKET to aggressive LIMIT order at ${price:.2f} for immediate execution")
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# Prepare order parameters
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params = {
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'symbol': formatted_symbol,
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'side': side.upper(),
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'type': order_type.upper(),
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'quantity': str(quantity) # Quantity must be a string
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}
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if price is not None:
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params['price'] = str(price) # Price must be a string for limit orders
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# Format price to remove unnecessary decimal places (e.g., 2900.0 -> 2900)
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params['price'] = str(int(price)) if price == int(price) else str(price)
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logger.info(f"MEXC: Placing {side.upper()} {order_type.upper()} order for {quantity} {formatted_symbol} at price {price}")
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# For market orders, some parameters might be optional or handled differently.
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# Check MEXC API docs for market order specifics (e.g., quoteOrderQty for buy market orders)
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if order_type.upper() == 'MARKET' and side.upper() == 'BUY':
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# If it's a market buy order, MEXC often expects quoteOrderQty instead of quantity
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# Assuming quantity here refers to the base asset, if quoteOrderQty is needed, adjust.
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# For now, we will stick to quantity and let MEXC handle the conversion if possible
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pass # No specific change needed based on the current params structure
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try:
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# MEXC API endpoint for placing orders is /api/v3/order (POST)
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order_result = self._send_private_request('POST', endpoint, params)
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if order_result:
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logger.info(f"MEXC: Order placed successfully: {order_result}")
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return order_result
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else:
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logger.error(f"MEXC: Error placing order: {order_result}")
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return {}
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except Exception as e:
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logger.error(f"MEXC: Exception placing order: {e}")
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# Use the standard private request method which handles timestamp and signature
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endpoint = "order"
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result = self._send_private_request("POST", endpoint, params)
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if result:
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logger.info(f"MEXC: Order placed successfully: {result}")
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return result
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else:
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logger.error(f"MEXC: Failed to place order")
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return {}
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def cancel_order(self, symbol: str, order_id: str) -> Dict[str, Any]:
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