sync fees from API. usdc. trade works
This commit is contained in:
285
MEXC_FEE_SYNC_IMPLEMENTATION.md
Normal file
285
MEXC_FEE_SYNC_IMPLEMENTATION.md
Normal file
@ -0,0 +1,285 @@
|
||||
# MEXC API Fee Synchronization Implementation
|
||||
|
||||
## Overview
|
||||
|
||||
This implementation adds automatic synchronization of trading fees between the MEXC API and your local configuration files. The system will:
|
||||
|
||||
1. **Fetch current trading fees** from MEXC API on startup
|
||||
2. **Automatically update** your `config.yaml` with the latest fees
|
||||
3. **Periodically sync** fees to keep them current
|
||||
4. **Maintain backup** of configuration files
|
||||
5. **Track sync history** for auditing
|
||||
|
||||
## Features
|
||||
|
||||
### ✅ Automatic Fee Retrieval
|
||||
- Fetches maker/taker commission rates from MEXC account API
|
||||
- Converts basis points to decimal percentages
|
||||
- Handles API errors gracefully with fallback values
|
||||
|
||||
### ✅ Smart Configuration Updates
|
||||
- Only updates config when fees actually change
|
||||
- Creates timestamped backups before modifications
|
||||
- Preserves all other configuration settings
|
||||
- Adds metadata tracking when fees were last synced
|
||||
|
||||
### ✅ Integration with Trading System
|
||||
- Automatically syncs on TradingExecutor startup
|
||||
- Reloads configuration after fee updates
|
||||
- Provides manual sync methods for testing
|
||||
- Includes sync status in trading statistics
|
||||
|
||||
### ✅ Robust Error Handling
|
||||
- Graceful fallback to hardcoded values if API fails
|
||||
- Comprehensive logging of all sync operations
|
||||
- Detailed error reporting and recovery
|
||||
|
||||
## Implementation Details
|
||||
|
||||
### New Files Added
|
||||
|
||||
1. **`core/config_sync.py`** - Main synchronization logic
|
||||
2. **`test_fee_sync.py`** - Test script for validation
|
||||
3. **`MEXC_FEE_SYNC_IMPLEMENTATION.md`** - This documentation
|
||||
|
||||
### Enhanced Files
|
||||
|
||||
1. **`NN/exchanges/mexc_interface.py`** - Added fee retrieval methods
|
||||
2. **`core/trading_executor.py`** - Integrated sync functionality
|
||||
|
||||
## Usage
|
||||
|
||||
### Automatic Synchronization (Default)
|
||||
|
||||
When you start your trading system, fees will be automatically synced:
|
||||
|
||||
```python
|
||||
# This now includes automatic fee sync on startup
|
||||
executor = TradingExecutor("config.yaml")
|
||||
```
|
||||
|
||||
### Manual Synchronization
|
||||
|
||||
```python
|
||||
# Force immediate sync
|
||||
sync_result = executor.sync_fees_with_api(force=True)
|
||||
|
||||
# Check sync status
|
||||
status = executor.get_fee_sync_status()
|
||||
|
||||
# Auto-sync if needed
|
||||
executor.auto_sync_fees_if_needed()
|
||||
```
|
||||
|
||||
### Direct API Testing
|
||||
|
||||
```bash
|
||||
# Test the fee sync functionality
|
||||
python test_fee_sync.py
|
||||
```
|
||||
|
||||
## Configuration Changes
|
||||
|
||||
### New Config Sections Added
|
||||
|
||||
```yaml
|
||||
trading:
|
||||
trading_fees:
|
||||
maker: 0.0000 # Auto-updated from MEXC API
|
||||
taker: 0.0005 # Auto-updated from MEXC API
|
||||
default: 0.0005 # Auto-updated from MEXC API
|
||||
|
||||
# New metadata section (auto-generated)
|
||||
fee_sync_metadata:
|
||||
last_sync: "2024-01-15T10:30:00"
|
||||
api_source: "mexc"
|
||||
sync_enabled: true
|
||||
api_commission_rates:
|
||||
maker: 0 # Raw basis points from API
|
||||
taker: 50 # Raw basis points from API
|
||||
```
|
||||
|
||||
### Backup Files
|
||||
|
||||
The system creates timestamped backups:
|
||||
- `config.yaml.backup_20240115_103000`
|
||||
- Keeps configuration history for safety
|
||||
|
||||
### Sync History
|
||||
|
||||
Detailed sync history is maintained in:
|
||||
- `logs/config_sync_history.json`
|
||||
- Contains last 100 sync operations
|
||||
- Useful for debugging and auditing
|
||||
|
||||
## API Methods Added
|
||||
|
||||
### MEXCInterface New Methods
|
||||
|
||||
```python
|
||||
# Get account-level trading fees
|
||||
fees = mexc.get_trading_fees()
|
||||
# Returns: {'maker_rate': 0.0000, 'taker_rate': 0.0005, 'source': 'mexc_api'}
|
||||
|
||||
# Get symbol-specific fees (future enhancement)
|
||||
fees = mexc.get_symbol_trading_fees("ETH/USDT")
|
||||
```
|
||||
|
||||
### ConfigSynchronizer Methods
|
||||
|
||||
```python
|
||||
# Manual fee sync
|
||||
sync_result = config_sync.sync_trading_fees(force=True)
|
||||
|
||||
# Auto sync (respects timing intervals)
|
||||
success = config_sync.auto_sync_fees()
|
||||
|
||||
# Get sync status and history
|
||||
status = config_sync.get_sync_status()
|
||||
|
||||
# Enable/disable auto-sync
|
||||
config_sync.enable_auto_sync(True)
|
||||
```
|
||||
|
||||
### TradingExecutor New Methods
|
||||
|
||||
```python
|
||||
# Sync fees through trading executor
|
||||
result = executor.sync_fees_with_api(force=True)
|
||||
|
||||
# Check if auto-sync is needed
|
||||
executor.auto_sync_fees_if_needed()
|
||||
|
||||
# Get comprehensive sync status
|
||||
status = executor.get_fee_sync_status()
|
||||
```
|
||||
|
||||
## Error Handling
|
||||
|
||||
### API Connection Failures
|
||||
- Falls back to existing config values
|
||||
- Logs warnings but doesn't stop trading
|
||||
- Retries on next sync interval
|
||||
|
||||
### Configuration File Issues
|
||||
- Creates backups before any changes
|
||||
- Validates config structure before saving
|
||||
- Recovers from backup if save fails
|
||||
|
||||
### Fee Validation
|
||||
- Checks for reasonable fee ranges (0-1%)
|
||||
- Logs warnings for unusual fee changes
|
||||
- Requires significant change (>0.000001) to update
|
||||
|
||||
## Sync Timing
|
||||
|
||||
### Default Intervals
|
||||
- **Startup sync**: Immediate on TradingExecutor initialization
|
||||
- **Auto-sync interval**: Every 3600 seconds (1 hour)
|
||||
- **Manual sync**: Available anytime
|
||||
|
||||
### Configurable Settings
|
||||
```python
|
||||
config_sync.sync_interval = 1800 # 30 minutes
|
||||
config_sync.backup_enabled = True
|
||||
```
|
||||
|
||||
## Benefits
|
||||
|
||||
### 1. **Always Current Fees**
|
||||
- No more outdated hardcoded fees
|
||||
- Automatic updates when MEXC changes rates
|
||||
- Accurate P&L calculations
|
||||
|
||||
### 2. **Zero Maintenance**
|
||||
- Set up once, works automatically
|
||||
- No manual config file editing needed
|
||||
- Handles fee tier changes automatically
|
||||
|
||||
### 3. **Audit Trail**
|
||||
- Complete history of all fee changes
|
||||
- Timestamped sync records
|
||||
- Easy troubleshooting and compliance
|
||||
|
||||
### 4. **Safety First**
|
||||
- Configuration backups before changes
|
||||
- Graceful error handling
|
||||
- Can disable auto-sync if needed
|
||||
|
||||
## Testing
|
||||
|
||||
### Run Complete Test Suite
|
||||
```bash
|
||||
python test_fee_sync.py
|
||||
```
|
||||
|
||||
### Test Output Example
|
||||
```
|
||||
=== Testing MEXC Fee Retrieval ===
|
||||
MEXC: Connection successful
|
||||
MEXC: Fetching trading fees...
|
||||
MEXC Trading Fees Retrieved:
|
||||
Maker Rate: 0.000%
|
||||
Taker Rate: 0.050%
|
||||
Source: mexc_api
|
||||
|
||||
=== Testing Config Synchronization ===
|
||||
CONFIG SYNC: Fetching trading fees from MEXC API
|
||||
CONFIG SYNC: Updated taker fee: 0.0005 -> 0.0005
|
||||
CONFIG SYNC: Successfully synced trading fees
|
||||
|
||||
=== Testing TradingExecutor Integration ===
|
||||
TRADING EXECUTOR: Performing initial fee synchronization with MEXC API
|
||||
TRADING EXECUTOR: Fee synchronization completed successfully
|
||||
|
||||
TEST SUMMARY:
|
||||
MEXC API Fee Retrieval: PASS
|
||||
Config Synchronization: PASS
|
||||
TradingExecutor Integration: PASS
|
||||
|
||||
ALL TESTS PASSED! Fee synchronization is working correctly.
|
||||
```
|
||||
|
||||
## Next Steps
|
||||
|
||||
### Immediate Use
|
||||
1. Run `python test_fee_sync.py` to verify setup
|
||||
2. Start your trading system normally
|
||||
3. Check logs for successful fee sync messages
|
||||
|
||||
### Optional Enhancements
|
||||
1. Add symbol-specific fee rates
|
||||
2. Implement webhook notifications for fee changes
|
||||
3. Add GUI controls for sync management
|
||||
4. Export sync history to CSV/Excel
|
||||
|
||||
## Security Notes
|
||||
|
||||
- Uses existing MEXC API credentials from `.env`
|
||||
- Only reads account info (no trading permissions needed for fees)
|
||||
- Configuration backups protect against data loss
|
||||
- All sync operations are logged for audit
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
### Common Issues
|
||||
|
||||
1. **"No MEXC interface available"**
|
||||
- Check API credentials in `.env` file
|
||||
- Verify trading is enabled in config
|
||||
|
||||
2. **"API returned fallback values"**
|
||||
- MEXC API may be temporarily unavailable
|
||||
- System continues with existing fees
|
||||
|
||||
3. **"Failed to save updated config"**
|
||||
- Check file permissions on `config.yaml`
|
||||
- Ensure disk space is available
|
||||
|
||||
### Debug Logging
|
||||
```python
|
||||
import logging
|
||||
logging.getLogger('core.config_sync').setLevel(logging.DEBUG)
|
||||
```
|
||||
|
||||
This implementation provides a robust, automatic solution for keeping your trading fees synchronized with MEXC's current rates, ensuring accurate trading calculations and eliminating manual configuration maintenance.
|
Reference in New Issue
Block a user